biotrump/rodrigob-totally_corrective_boosting
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This project is based on the original 2009 code from Professors Vishwanathan and Manfred, http://www.stat.purdue.edu/~vishy/erlpboost there are significant changes. In particular: - Compilation using cmake - Massive renamings and file moves, to improve readability (e.g. wl becomes weak_learner) Old readme below ------------ Introduction ============ This software package provides a framework for implementing and testing a variety of boosting algorithms. Currently implemented algorithms include: 1) LP Boost [1] 2) ERLP Boost [2] 3) Adaboost [3] 4) Corrective algorithm [4] For ERLP Boost, which is the main focus of this package, a number of optimizers have been implemented: 1) Spectral Projected Gradient [5] 2) Hager and Zhang algorithm [6] 3) Augmented Lagrangian Algorithm [7] 4) Coordinate Descent Some sample datasets and configuration files are also included with the distribution. Currently, we can read and handle datasets such as reuters, real-sim, news20, and astro-ph with relative ease. Compiling and Installing Instructions ===================================== Compiling and installing is a simple matter of ./configure and make. If you want to install support for LPBoost or Augemented Lagrangian with the TAO solver then read on. In order to compile with TAO support (needed for one variant of the Augmented Lagrangian Algorithm) you need to first install PETSc (release 3.0.0-p4) from http://www.mcs.anl.gov/petsc/petsc-as/ and TAO (release 1.10, not yet available to the public) from http://www.mcs.anl.gov/research/projects/tao/ Then ./configure --with-tao The configure script expects PETSC_DIR, TAO_DIR and PETSC_ARCH environment variables to be set. In order to compile LPBoost support you need to install the COIN-OR LP solver available from: https://projects.coin-or.org/Clp Then ./configure --with-clp To specify the location of the CLP install use ./configure --with-clp --with-clpdir=PREFIX where PREFIX points to the installation prefix of CLP (the include files are installed in PREFIX/include/coin/ directory). To compile run make To run the code you cd src and ./erlpboost name_of_config_file For sample configuration files look in the conf directory. You need to point your LD_LIBRARY_PATH to the location of the TAO, PETSc and CLP libraries when you run the erlpboost binary.
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