void multadd_ns(DenseVector &w, const SparseVector &b, base_type factor, size_t offset)
{
for (SparseVector::const_iterator iter = b.begin(); iter!=b.end(); ++iter)
{
w[iter->first+offset] += factor*iter->second;
}
}
SparseVector<T_Element,T_Alloc>::SparseVector(
const SparseVector<T_Element,T_Alloc>& sp_vec )
:
alloc_(sp_vec.alloc_), size_(sp_vec.size_), max_nz_(sp_vec.max_nz_)
, assume_sorted_(sp_vec.assume_sorted_)
, know_is_sorted_(sp_vec.know_is_sorted_)
{
// Allocate the memory for the elements and set the memory of the sparse vector.
index_lookup_.set_sp_vec(
#ifdef _PG_CXX
new element_type[max_nz_]
#else
alloc_.allocate(max_nz_,NULL)
#endif
,sp_vec.nz(),sp_vec.offset());
// Perform an uninitialized copy of the elements
iterator ele_to_itr = index_lookup_.ele();
const_iterator ele_from_itr = sp_vec.begin();
while(ele_from_itr != sp_vec.end()) {
#ifdef _PG_CXX
new (ele_to_itr++) element_type(*ele_from_itr++);
#else
alloc_.construct(ele_to_itr++,*ele_from_itr++);
#endif
}
}
//update all rows of Z^t
void M3LLinear::update_all_rows( SparseVector& x, const M3LFloat* Rrow, const M3LFloat& scale)
{
M3LFloat* Zk=Z;
M3LFloat mk;
int nnz=x.get_nnz();
for(int k=0;k<L;k++)
{
if(Rrow[k]==0)
{
Zk+=d;
continue;
}
mk=Rrow[k]*scale;
for(int i=0;i<nnz;i++)
{
Zk[x.get_ith_index(i)]+=mk*(x.get_ith_value(i));
}
b[k]+=Rrow[k]*scale*bias;
Zk+=d;
}
}
void MiraFeatureVector::InitSparse(const SparseVector& sparse, size_t ignoreLimit)
{
vector<size_t> sparseFeats = sparse.feats();
bool bFirst = true;
size_t lastFeat = 0;
m_sparseFeats.reserve(sparseFeats.size());
m_sparseVals.reserve(sparseFeats.size());
for(size_t i=0; i<sparseFeats.size(); i++) {
if (sparseFeats[i] < ignoreLimit) continue;
size_t feat = m_dense.size() + sparseFeats[i];
m_sparseFeats.push_back(feat);
m_sparseVals.push_back(sparse.get(sparseFeats[i]));
// Check ordered property
if(bFirst) {
bFirst = false;
} else {
if(lastFeat>=feat) {
cerr << "Error: Feature indeces must be strictly ascending coming out of SparseVector" << endl;
exit(1);
}
}
lastFeat = feat;
}
}
base_type sprod_ns(const DenseVector &w, const SparseVector &b, size_t offset)
{
base_type ans=0;
for (SparseVector::const_iterator iter = b.begin(); iter!=b.end(); ++iter)
{
ans += w[iter->first+offset]*iter->second;
}
return ans;
}
Real MonotonicSpline::TDeriv2(Real u) const
{
SparseVector v;
basis.Deriv2(u,v);
Real sum=Zero;
for(SparseVector::const_iterator i=v.begin();i!=v.end();i++)
sum += t[i->first]*i->second;
return sum;
}
//helper functions
void add(M3LFloat* s, SparseVector a, M3LFloat scale)
{
int nnz=a.get_nnz();
for(int i=0;i<nnz;i++)
{
s[a.get_ith_index(i)]+=scale*(a.get_ith_value(i));
}
}
double SparseRow::timesColumn(const SparseVector &v) const
{
double sum = 0;
int loc;
for (int cnt = 0; cnt < this->size; ++cnt)
if (v.isNonZero( loc = nb[cnt].getIx() ))
sum += v.getValue( loc ) * nb[cnt].getWeight();
return sum;
}
//update only current row of Z^t
void M3LLinear::update_current_row(const int& l, SparseVector& x, const M3LFloat& scale)
{
M3LFloat* Zl=getZrow(l);
int nnz=x.get_nnz();
for(int i=0;i<nnz;i++)
{
Zl[x.get_ith_index(i)]+=scale*(x.get_ith_value(i));
}
b[l]+=scale*bias;
}
void SparseVector::addTimes(const SparseVector &v, const double &w) {
for (int cnt = 0; cnt < v.getNzEntries(); ++cnt) {
int ix = v.getIx(cnt);
this->plusAt( ix, v.getValue(ix) * w );
}
}
void runTest() {
std::stringstream oss;
m_A.marshal_out(oss);
SparseVector<Pairing<GA, GB>> B;
std::stringstream iss(oss.str());
checkPass(B.marshal_in(iss));
checkPass(m_A == B);
}
Real MonotonicSpline::UtoT(Real u) const
{
if(u < basis.knots[basis.Degree()]) return t.front();
if(u >= basis.knots[basis.knots.size()-basis.Degree()]) return t.back();
SparseVector v;
basis.Evaluate(u,v);
Assert(v.numEntries()!=0);
Real sum=Zero;
for(SparseVector::const_iterator i=v.begin();i!=v.end();i++)
sum += t[i->first]*i->second;
return sum;
}
void accumQuery(const SparseVector<Pairing<GA, GB>>& query,
const std::size_t reserveTune,
ProgressCallback* callback) {
m_val = m_val
+ (*m_random_d) * query.getElementForIndex(Z_INDEX)
+ query.getElementForIndex(3)
+ multiExp01(query,
*m_witness,
4,
4 + m_numVariables,
0 == reserveTune ? reserveTune : m_numVariables / reserveTune,
callback);
}
double computeLoss() {
// compute loss w.r.t to oracle hypothesis and current weights w
assert(oracle);
if (hope_select==1)
loss = (features.dot(w) + cost) - (oracle->features.dot(w) - oracle->cost);
else
loss = (features.dot(w) + cost) - (oracle->features.dot(w));
if (loss < 0) {
cerr << "Warning! Loss < 0! this_score=" << features.dot(w) << " oracle_score=" << oracle->features.dot(w) << " this_cost=" << cost << " oracle_cost=" << oracle->cost << endl;
loss = 0;
}
return loss;
}
M3LFloat M3LLinear::score(const int& l, SparseVector& x)
{
M3LFloat* Zl=getZrow(l);
int nnz=x.get_nnz();
M3LFloat sum=0;
for(int i=0;i<nnz;i++)
{
sum+=Zl[x.get_ith_index(i)]*x.get_ith_value(i);
}
sum+=bias*b[l];
return sum;
}
static void outputSample(ostream& out, const FeatureDataItem& f1, const FeatureDataItem& f2) {
// difference in score in regular features
for(unsigned int j=0; j<f1.dense.size(); j++)
if (abs(f1.dense[j]-f2.dense[j]) > 0.00001)
out << " F" << j << " " << (f1.dense[j]-f2.dense[j]);
if (f1.sparse.size() || f2.sparse.size()) {
out << " ";
// sparse features
const SparseVector &s1 = f1.sparse;
const SparseVector &s2 = f2.sparse;
SparseVector diff = s1 - s2;
diff.write(out);
}
}
void SparseSystem::add_row(const SparseVector& new_row, double new_r) {
ensure_num_cols(new_row.last()+1);
append_new_rows(1);
int row = num_rows() - 1;
_rhs(row) = new_r;
set_row(row, new_row);
}
void Data::outputSample( ostream &out, const FeatureStats &f1, const FeatureStats &f2 )
{
// difference in score in regular features
for(unsigned int j=0; j<f1.size(); j++)
if (abs(f1.get(j)-f2.get(j)) > 0.00001)
out << " F" << j << " " << (f1.get(j)-f2.get(j));
if (!hasSparseFeatures())
return;
out << " ";
// sparse features
const SparseVector &s1 = f1.getSparse();
const SparseVector &s2 = f2.getSparse();
SparseVector diff = s1 - s2;
diff.write(out);
}
MiraFeatureVector::MiraFeatureVector(const SparseVector& sparse, size_t num_dense)
{
m_dense.resize(num_dense);
//Assume that features with id [0,num_dense) are the dense features
for (size_t id = 0; id < num_dense; ++id) {
m_dense[id] = sparse.get(id);
}
InitSparse(sparse,num_dense);
}
// NOTE: does not pass tests
SparseMatrix BSplineBasis::evalBasisJacobian(DenseVector &x) const
{
// Jacobian basis matrix
SparseMatrix J(getNumBasisFunctions(), numVariables);
//J.setZero(numBasisFunctions(), numInputs);
// Calculate partial derivatives
for (unsigned int i = 0; i < numVariables; ++i)
{
// One column in basis jacobian
std::vector<SparseVector> values(numVariables);
for (unsigned int j = 0; j < numVariables; ++j)
{
if (j == i)
{
// Differentiated basis
values.at(j) = bases.at(j).evaluateDerivative(x(j),1);
}
else
{
// Normal basis
values.at(j) = bases.at(j).evaluate(x(j));
}
}
SparseVector Ji = kroneckerProductVectors(values);
// Fill out column
for (int k = 0; k < Ji.outerSize(); ++k)
for (SparseMatrix::InnerIterator it(Ji,k); it; ++it)
{
if (it.value() != 0)
J.insert(it.row(),i) = it.value();
}
//J.block(0,i,Ji.rows(),1) = bi.block(0,0,Ji.rows(),1);
}
J.makeCompressed();
return J;
}
SparseVector SparseVector::operator+(SparseVector & sv) {
if (getLength() != sv.getLength()) {
throw "Rozne dlugosci wektorow!";
} else {
SparseVector sum = *this;
for (int i = 0; i < getLength(); i++) {
sum[i] = sum[i] + sv[i];
}
return sum;
}
}
void runTest() {
std::stringstream oss;
m_A.marshal_out(
oss,
[] (std::ostream& o, const Pairing<GA, GB>& a) {
a.marshal_out_raw(o);
});
SparseVector<Pairing<GA, GB>> B;
std::stringstream iss(oss.str());
checkPass(
B.marshal_in(
iss,
[] (std::istream& i, Pairing<GA, GB>& a) {
return a.marshal_in_raw(i);
}));
checkPass(m_A == B);
}
Vec RQR_Multiply(const VECTOR &v,
const SparseKalmanMatrix &RQR,
const SparseVector &Z,
double H) {
int state_dim = Z.size();
if(v.size() != state_dim + 2) {
report_error("wrong sizes in RQR_Multiply");
}
// Partition v = [eta, epsilon, 0]
ConstVectorView eta(v, 0, state_dim);
double epsilon = v[state_dim];
// Partition this
Vec RQRZ = RQR * Z.dense();
double ZRQRZ_plus_H = Z.dot(RQRZ) + H;
Vec ans(v.size());
VectorView(ans, 0, state_dim) = (RQR * eta).axpy(RQRZ, epsilon);
ans[state_dim] = RQRZ.dot(eta) + ZRQRZ_plus_H * epsilon;
return ans;
}
double ComputeDelta(const vector<boost::shared_ptr<HypothesisInfo> >& pair) {
const double loss0 = pair[0]->features.dot(w) + pair[0]->cost - (pair[0]->oracle->features.dot(w) - pair[0]->oracle->cost);
const double loss1 = pair[1]->features.dot(w) + pair[1]->cost - (pair[1]->oracle->features.dot(w) - pair[1]->oracle->cost);
const double num = loss0 - loss1;
//const double num = pair[0]->loss - pair[1]->loss;
//cerr << "loss_0=" << pair[0]->loss << " loss_1=" << pair[1]->loss << endl;
cerr << " ComputeDelta: loss_0=" << loss0 << " loss_1=" << loss1;
SparseVector<double> diff = pair[0]->features;
diff -= pair[1]->features;
double diffsqnorm = diff.l2norm_sq();
double delta;
if (diffsqnorm > 0)
delta = num / (diffsqnorm * lr);
else
delta = 0;
cerr << " delta1=" << delta;
// clip
delta = max(-pair[0]->alpha, min(delta, pair[1]->alpha));
cerr << " delta2=" << delta << endl;
return delta;
}
// Read an event line. An event line consists of:
//
// - The event frequency/weight.
// - The number of non-zero features.
// - Feature/value pairs.
//
pair<double, SparseVector<double> > DataSet::readEvent(string const &eventLine)
{
std::vector<std::string> lineParts = stringSplit(eventLine);
if (lineParts.size() < 2)
throw runtime_error(ERR_INCORRECT_EVENT + eventLine);
double eventProb = parseString<double>(lineParts[0]);
size_t nFeatures = parseString<size_t>(lineParts[1]);
if ((nFeatures * 2) + 2 != lineParts.size())
throw runtime_error(ERR_INCORRECT_NFEATURES + eventLine);
SparseVector<double> fVals;
for (size_t i = 0; i < (2 * nFeatures); i += 2)
{
size_t fId = parseString<size_t>(lineParts[i + 2]);
double fVal = parseString<double>(lineParts[i + 3]);
fVals.coeffRef(fId) = fVal;
}
return make_pair(eventProb, fVals);
}
id_t DataSet::Read (const char *file_name)
{
std::ifstream ifs (file_name);
std::string line;
id_t max_id = 0;
int line_count = 0;
while (getline (ifs, line))
{
line_count++;
SparseVector temp;
const char *pos = sdf_parse_line (line.c_str (), temp);
if (*pos && (*pos != '#'))
{
FATAL << "Error in input:" << line_count << ':'
<< pos - line.c_str () + 1 << std::endl;
return 0;
}
data_set_.push_back (temp);
if (temp.max_id () > max_id)
max_id = temp.max_id ();
}
return max_id;
}
void report_multiplication_error(const SparseKalmanMatrix *T,
const SparseVector &Z,
bool new_time,
double fraction_in_initial_period,
const VEC &v) {
ostringstream err;
int state_dim = T->nrow();
err << "incompatible sizes in AccumulatorTransitionMatrix multiplication"
<< endl
<< "T.nrow() = " << state_dim << endl
<< "Z.size() = " << Z.size() << endl
<< "v.size() = " << v.size() << endl
<< "The first two should match. The last should be two more "
<< "than the others" << endl;
report_error(err.str());
}
double SparseVector::product(const SparseVector &a) const {
double ss = 0;
if (this->nzEntries > a.nzEntries) return a.product(*this);
for (int cnt = 0; cnt < this->nzEntries; ++cnt) {
int ix = this->nz[ cnt ];
if ( a.isNz[ ix ] )
ss += a.val[ ix ] * this->val[ ix ];
};
return ss;
}
SparseVector<double> SparseSolverEigenCustom::cgSolveSparse(const SparseMatrix<double> & A,const SparseVector<double> & b,int iter, double residual)
{
SparseVector<double> r(b.rows());
SparseVector<double> p(b.rows());
SparseVector<double> Ap(b.rows());
SparseVector<double> x(b.rows());
r = b - A *x;
p = r;
double rTr,pTAp,alpha,beta,rTrnew,rnorm;
SparseVector<double> vtemp;
bool isConverged = false;
for(int k=0;k<iter;k++)
{
Ap = A*p;
vtemp = r.transpose()*r;
rTr = vtemp.coeff(0);
vtemp = p.transpose()*Ap;
pTAp = vtemp.coeff(0);
alpha = rTr/pTAp;
x = x + (alpha * p);
r = r - (alpha * Ap);
rnorm = r.norm();
if(rnorm<residual)
{
isConverged = true;
break;
}
vtemp = r.transpose()*r;
rTrnew = vtemp.coeff(0);
beta = rTrnew / rTr;
p = r + (beta * p);
}
return x;
}
SparseVector multadd_ss(const SparseVector &a, const SparseVector &b, base_type factor)
{
vector<pair<size_t, base_type>> words;
SparseVector::const_iterator iter_a = a.begin();
SparseVector::const_iterator iter_b = b.begin();
while (iter_a!=a.end() && iter_b!=b.end())
{
if (iter_a->first > iter_b->first)
{
words.push_back(make_pair(iter_b->first, factor*iter_b->second));
iter_b++;
} else {
if (iter_a->first < iter_b->first)
{
words.push_back(*iter_a);
iter_a++;
} else {
// indices equal
base_type weight = iter_a->second + factor*iter_b->second;
if (weight!=0)
words.push_back(make_pair(iter_a->first, weight));
iter_a++;
iter_b++;
}
}
}
while (iter_b!=b.end())
{
words.push_back(make_pair(iter_b->first, factor*iter_b->second));
iter_b++;
}
while (iter_a!=a.end())
{
words.push_back(*iter_a);
iter_a++;
}
return(SparseVector(words));
}
