void CBMRM::DisplayAfterTrainingInfo(unsigned int iter, double finalExactObjVal,
double approxObjVal, double loss,
TheMatrix& w_best, CTimer& lossAndGradientTime,
CTimer& innerSolverTime, CTimer& totalTime)
{
// legends
if(verbosity >= 1)
{
printf("\n[Legends]\n");
if(verbosity > 1)
printf("pobj: primal objective function value"
"\naobj: approximate objective function value\n");
printf("gam: gamma (approximation error) "
"\neps: lower bound on gam "
"\nloss: loss function value "
"\nreg: regularizer value\n");
}
double norm1 = 0, norm2 = 0, norminf = 0;
w_best.Norm1(norm1);
w_best.Norm2(norm2);
w_best.NormInf(norminf);
printf("\nNote: the final w is the w_t where J(w_t) is the smallest.\n");
printf("No. of iterations: %d\n",iter);
printf("Primal obj. val.: %.6e\n",finalExactObjVal);
printf("Approx obj. val.: %.6e\n",approxObjVal);
printf("Primal - Approx.: %.6e\n",finalExactObjVal-approxObjVal);
printf("Loss: %.6e\n",loss);
printf("|w|_1: %.6e\n",norm1);
printf("|w|_2: %.6e\n",norm2);
printf("|w|_oo: %.6e\n",norminf);
// display timing profile
printf("\nCPU seconds in:\n");
printf("1. loss and gradient: %8.2f\n", lossAndGradientTime.CPUTotal());
printf("2. solver: %8.2f\n", innerSolverTime.CPUTotal());
printf(" Total: %8.2f\n", totalTime.CPUTotal());
printf("Wall-clock total: %8.2f\n", totalTime.WallclockTotal());
}
void
CVecConstraints::LoadConstraintData(unsigned int numOfVariables) {
_numOfVariables = numOfVariables;
CTimer scanconstraintstime;
CTimer loadconstraintstime;
// get configurations
Configuration &config = Configuration::GetInstance();
_constraintsFile = config.GetString("Data.constraintsFile");
if(config.IsSet("Data.verbosity"))
_vecconstraints_verbosity = config.GetInt("Data.verbosity");
// collect some properties of the dataset
if(_vecconstraints_verbosity >= 1)
cout << "Scanning constraints file... "<< endl;
scanconstraintstime.Start();
ScanConstraintsFile();
scanconstraintstime.Stop();
// read constraintss into memory
if(_vecconstraints_verbosity >= 1)
cout << "Loading constraints file... "<< endl;
loadconstraintstime.Start();
LoadConstraints();
loadconstraintstime.Stop();
if(_vecconstraints_verbosity >= 2) {
cout << "scanconstraintstime : " << scanconstraintstime.CPUTotal() << endl;
cout << "loadconstraintstime : " << loadconstraintstime.CPUTotal() << endl;
}
}
/** Constructor
*/
CSeqFeature::CSeqFeature()
:seqfeature_verbosity(0),
maxDuration(0),
minDuration(0),
numOfSeq(0),
numOfAllSeq(0),
featureDimension(0),
featureFile(""),
nnz(0),
density(0)
{
CTimer loadfeaturetime;
// decide the format string to use
if(sizeof(Scalar) == sizeof(double))
{
svec_feature_index_and_value_format = "%d:%lf";
scalar_value_format = "%lf";
}
else
{
svec_feature_index_and_value_format = "%d:%f";
scalar_value_format = "%f";
}
// get configurations
Configuration &config = Configuration::GetInstance();
featureFile = config.GetString("Data.featureFile");
if(config.IsSet("Data.verbosity"))
seqfeature_verbosity = config.GetInt("Data.verbosity");
// read dataset into memory
if(seqfeature_verbosity >= 1)
std::cout << "Loading feature file... "<< std::endl;
loadfeaturetime.Start();
LoadFeatures();
loadfeaturetime.Stop();
// in centralized dataset, serial computation mode
numOfAllSeq = numOfSeq;
if(seqfeature_verbosity >= 2)
{
std::cout << "loadfeaturetime : " << loadfeaturetime.CPUTotal() << std::endl;
}
}
