void selection_rank_fun::XTv(double *v, double *XTv)
{
int i;
int l = prob->l;
int w_size=get_nr_variable();
/*//#pragma omp parallel for default(shared) private(i)
for(i=0;i<w_size;i++)
{
XTv[i] = 0.0;
}
//#pragma omp parallel for default(shared) private(i) schedule(CSCHED)
for(i=0;i<l;i++)
{
feature_node *sx=prob->x[i];
while(sx->index!=-1)
{
//#pragma omp atomic
XTv[sx->index-1] += v[i]*sx->value;
sx++;
}
}*/
#pragma omp parallel for private(i)
for(i=0;i<w_size;i++)
XTv[i]=0.0;
if(BLAS_dusmv(blas_no_trans, 1, spr_XT, v, 1, XTv, 1))
printf("dusmv XTv error\n");
}
void selection_rank_fun::grad(double *w, double *g)
{
int i;
int l=prob->l;
double *ATAXw;
ATAXw = new double[l];
int w_size = get_nr_variable();
double begin, end;
#pragma omp parallel for default(shared) private(i)
for (i=0;i<l;i++)
ATAXw[i]=(double)l_plus[i]-(double)l_minus[i]+((double)l_plus[i]+(double)l_minus[i])*z[i]-alpha_plus[i]-alpha_minus[i];
begin = omp_get_wtime();
XTv(ATAXw, g);
end = omp_get_wtime();
XTviter++;
XTvtime += end-begin;
#pragma omp parallel for default(shared) private(i)
for(i=0;i<w_size;i++)
g[i] = w[i] + 2*C*g[i];
delete[] ATAXw;
}
void selection_rank_fun::sample_Hv(double *s, double *Hs, long int *num_data)
{
int i,j,k;
int w_size=get_nr_variable();
double *wa = new double[totalS];
selectiontree *T;
double* alpha_plus_minus;
alpha_plus_minus = new double[totalS];
sample_subXv(s, wa);
*num_data += totalS;
for (i=0;i<nr_subset;i++)
{
T=new selectiontree(nr_class[i]);
k=0;
for (j=0;j<sizeS[i];j++)
{
while (k<count[i]&&(1-Spi[i][j].value+Spi[i][k].value>0))
{
T->insert_node(int_y[Spi[i][k].id],wa[startS[i]+j]);
k++;
}
alpha_plus_minus[startS[i]+j]=T->vector_sum_smaller(int_y[Spi[i][j].id]);
}
delete T;
k=sizeS[i]-1;
T = new selectiontree(nr_class[i]);
for (j=sizeS[i]-1;j>=0;j--)
{
while (k>=0&&(1+Spi[i][j].value-Spi[i][k].value>0))
{
T->insert_node(int_y[Spi[i][k].id],wa[startS[i]+j]);
k--;
}
alpha_plus_minus[startS[i]+j]+=T->vector_sum_larger(int_y[Spi[i][j].id]);
}
delete T;
}
for(i=0;i<nr_subset;i++)
{
for(j=0;j<sizeS[i];j++)
{
wa[startS[i]+j]=wa[startS[i]+j]*((double)l_plus[Spi[i][j].id]+(double)l_minus[Spi[i][j].id])-alpha_plus_minus[startS[i]+j];
}
}
delete[] alpha_plus_minus;
sample_subXTv(wa, Hs);
*num_data += totalS;
delete[] wa;
for(i=0;i<w_size;i++)
Hs[i] = s[i] + 2*C*Hs[i];
}
double l2r_l2_ranksvm_fun::fun(double *w)
{
int q,i,j;
double f = 0;
int l = prob->l;
int w_size = get_nr_variable();
selectiontree *T;
Xv(w,z);
for (q=0;q<nr_query;q++)
{
int *perm_q = &perm[start[q]];
id_and_value *order_perm_q = order_perm[q];
for (i=0;i<count[q];i++)
{
order_perm_q[i].id = perm_q[i];
order_perm_q[i].value = z[perm_q[i]];
}
qsort(order_perm_q, count[q], sizeof(id_and_value), compare_values);
T = new selectiontree(nr_class[q]);
j = 0;
for (i=0;i<count[q];i++)
{
while (j<count[q] && (1 - order_perm_q[j].value + order_perm_q[i].value>0))
{
T->insert_node(int_y[order_perm_q[j].id], order_perm_q[j].value);
j++;
}
T->larger(int_y[order_perm_q[i].id], &l_plus[order_perm_q[i].id], &alpha_plus[order_perm_q[i].id]);
}
delete T;
j = count[q] - 1;
T = new selectiontree(nr_class[q]);
for (i=count[q]-1;i>=0;i--)
{
while (j>=0 && (1 - order_perm_q[i].value + order_perm_q[j].value>0))
{
T->insert_node(int_y[order_perm_q[j].id], order_perm_q[j].value);
j--;
}
T->smaller(int_y[order_perm_q[i].id], &l_minus[order_perm_q[i].id], &alpha_minus[order_perm_q[i].id]);
}
delete T;
}
for(i=0;i<w_size;i++)
f += w[i] * w[i];
f /= 2.0;
for(i=0;i<l;i++)
f += C * (z[i] * ((l_plus[i] + l_minus[i]) * z[i] - alpha_minus[i] - alpha_plus[i] - 2 * (l_minus[i] - l_plus[i])) + l_minus[i]);
return(f);
}
void l2r_l2_ranksvm_fun::grad(double *w, double *g)
{
int i;
int l = prob->l;
double *ATAXw;
ATAXw = new double[l];
int w_size = get_nr_variable();
for (i=0;i<l;i++)
ATAXw[i] = l_plus[i] - l_minus[i] + (l_plus[i] + l_minus[i]) * z[i] - alpha_plus[i] - alpha_minus[i];
XTv(ATAXw, g);
for(i=0;i<w_size;i++)
g[i] = w[i] + 2 * C * g[i];
delete[] ATAXw;
}
void l2r_l2_svc_fun::Hv(double *s, double *Hs)
{
int i;
int l=prob->l;
int w_size=get_nr_variable();
double *wa = new double[l];
subXv(s, wa);
for(i=0;i<sizeI;i++)
wa[i] = C[I[i]]*wa[i];
subXTv(wa, Hs);
for(i=0;i<w_size;i++)
Hs[i] = s[i] + 2*Hs[i];
delete[] wa;
}
void l2r_lr_fun::Hv(double *s, double *Hs)
{
int i;
int l=prob->l;
int w_size=get_nr_variable();
double *wa = new double[l];
Xv(s, wa);
for(i=0;i<l;i++)
wa[i] = C[i]*D[i]*wa[i];
XTv(wa, Hs);
for(i=0;i<w_size;i++)
Hs[i] = s[i] + Hs[i];
delete[] wa;
}
void l2r_l2_ranksvm_fun::Hv(double *s, double *Hs)
{
int q,i,j;
int w_size = get_nr_variable();
int l = prob->l;
double *wa = new double[l];
selectiontree *T;
double* alpha_plus_minus;
alpha_plus_minus = new double[l];
Xv(s, wa);
for (q=0;q<nr_query;q++)
{
id_and_value *order_perm_q = order_perm[q];
T = new selectiontree(nr_class[q]);
j = 0;
for (i=0;i<count[q];i++)
{
while (j<count[q] && (1 - order_perm_q[j].value + order_perm_q[i].value>0))
{
T->insert_node(int_y[order_perm_q[j].id],wa[order_perm_q[j].id]);
j++;
}
alpha_plus_minus[order_perm_q[i].id] = T->xv_larger(int_y[order_perm_q[i].id]);
}
delete T;
j = count[q] - 1;
T = new selectiontree(nr_class[q]);
for (i=count[q]-1;i>=0;i--)
{
while (j>=0 && (1 - order_perm_q[i].value + order_perm_q[j].value>0))
{
T->insert_node(int_y[order_perm_q[j].id], wa[order_perm_q[j].id]);
j--;
}
alpha_plus_minus[order_perm_q[i].id] += T->xv_smaller(int_y[order_perm_q[i].id]);
}
delete T;
}
for (i=0;i<l;i++)
wa[i] = wa[i] * (l_plus[i] + l_minus[i]) - alpha_plus_minus[i];
delete[] alpha_plus_minus;
XTv(wa, Hs);
delete[] wa;
for(i=0;i<w_size;i++)
Hs[i] = s[i] + 2 * C * Hs[i];
}
void selection_rank_fun::Hv(double *s, double *Hs)
{
int i,j,k;
int w_size=get_nr_variable();
int l=prob->l;
double *wa = new double[l];
selectiontree *T;
double* alpha_plus_minus;
alpha_plus_minus = new double[l];
Xv(s, wa);
for (i=0;i<nr_subset;i++)
{
T=new selectiontree(nr_class[i]);
k=0;
for (j=0;j<count[i];j++)
{
while (k<count[i]&&(1-pi[i][j].value+pi[i][k].value>0))
{
T->insert_node(int_y[pi[i][k].id],wa[pi[i][k].id]);
k++;
}
alpha_plus_minus[pi[i][j].id]=T->vector_sum_smaller(int_y[pi[i][j].id]);
}
delete T;
k=count[i]-1;
T = new selectiontree(nr_class[i]);
for (j=count[i]-1;j>=0;j--)
{
while (k>=0&&(1+pi[i][j].value-pi[i][k].value>0))
{
T->insert_node(int_y[pi[i][k].id],wa[pi[i][k].id]);
k--;
}
alpha_plus_minus[pi[i][j].id]+=T->vector_sum_larger(int_y[pi[i][j].id]);
}
delete T;
}
for (i=0;i<l;i++)
wa[i]=wa[i]*((double)l_plus[i]+(double)l_minus[i])-alpha_plus_minus[i];
delete[] alpha_plus_minus;
XTv(wa, Hs);
delete[] wa;
for(i=0;i<w_size;i++)
Hs[i] = s[i] + 2*C*Hs[i];
}
void l2r_lr_fun::grad(double *w, double *g)
{
int i;
int *y=prob->y;
int l=prob->l;
int w_size=get_nr_variable();
for(i=0;i<l;i++)
{
z[i] = 1/(1 + exp(-y[i]*z[i]));
D[i] = z[i]*(1-z[i]);
z[i] = C[i]*(z[i]-1)*y[i];
}
XTv(z, g);
for(i=0;i<w_size;i++)
g[i] = w[i] + g[i];
}
void l2r_l2_svc_fun::subXTv(double *v, double *XTv)
{
int i;
int w_size=get_nr_variable();
feature_node **x=prob->x;
for(i=0;i<w_size;i++)
XTv[i]=0;
for(i=0;i<sizeI;i++)
{
feature_node *s=x[I[i]];
while(s->index!=-1)
{
XTv[s->index-1]+=v[i]*s->value;
s++;
}
}
}
void l2r_l2_ranksvm_fun::XTv(double *v, double *XTv)
{
int i;
int l=prob->l;
int w_size=get_nr_variable();
feature_node **x=prob->x;
for(i=0;i<w_size;i++)
XTv[i]=0;
for(i=0;i<l;i++)
{
feature_node *s=x[i];
while(s->index!=-1)
{
XTv[s->index-1]+=v[i]*s->value;
s++;
}
}
}
void l2r_l2_svc_fun::grad(double *w, double *g)
{
int i;
int *y=prob->y;
int l=prob->l;
int w_size=get_nr_variable();
sizeI = 0;
for (i=0;i<l;i++)
if (z[i] < 1)
{
z[sizeI] = C[i]*y[i]*(z[i]-1);
I[sizeI] = i;
sizeI++;
}
subXTv(z, g);
for(i=0;i<w_size;i++)
g[i] = w[i] + 2*g[i];
}
void selection_rank_fun::sample_subXTv(double *v, double *XTv)
{
int i, j;
int w_size=get_nr_variable();
feature_node **x=prob->x;
for(i=0;i<w_size;i++)
XTv[i]=0;
for(i=0;i<nr_subset;i++)
{
for(j=0;j<sizeS[i];j++)
{
feature_node *s=x[Spi[i][j].id];
while(s->index!=-1)
{
XTv[s->index-1]+=v[startS[i]+j]*s->value;
s++;
}
}
}
}
void selection_rank_fun::grad(double *w, double *g, int *Hsample, int now_iter, int num_sample, long int *num_data )
{
int i, j, k;
int l=prob->l;
double *ATAXw;
ATAXw = new double[l];
int w_size=get_nr_variable();
for(i=0;i<nr_subset;i++)//do sampling
{
sizeS[i]=0;
for(j=0;j<count[i];j++)
{
k = pi[i][j].id;
if(Hsample[k]==now_iter%num_sample)
{
Spi[i][sizeS[i]].id = pi[i][j].id;
Spi[i][sizeS[i]].value = pi[i][j].value;
Is[i][sizeS[i]] = j;
sizeS[i]++;
}
}
}
startS[0] = 0;
totalS = sizeS[0];
for(i=1;i<nr_subset;i++)
{
totalS += sizeS[i];
startS[i] = startS[i-1] + sizeS[i-1];
}
for (i=0;i<l;i++)
{
ATAXw[i]=(double)l_plus[i]-(double)l_minus[i]+((double)l_plus[i]+(double)l_minus[i])*z[i]-alpha_plus[i]-alpha_minus[i];
}
XTv(ATAXw, g);
for(i=0;i<w_size;i++)
g[i] = w[i] + 2*C*g[i];
delete[] ATAXw;
}
double l2r_l2_svc_fun::fun(double *w)
{
int i;
double f=0;
int *y=prob->y;
int l=prob->l;
int w_size=get_nr_variable();
Xv(w, z);
for(i=0;i<l;i++)
{
z[i] = y[i]*z[i];
double d = 1-z[i];
if (d > 0)
f += C[i]*d*d;
}
f = 2*f;
for(i=0;i<w_size;i++)
f += w[i]*w[i];
f /= 2.0;
return(f);
}
double l2r_lr_fun::fun(double *w)
{
int i;
double f=0;
int *y=prob->y;
int l=prob->l;
int w_size=get_nr_variable();
Xv(w, z);
for(i=0;i<l;i++)
{
double yz = y[i]*z[i];
if (yz >= 0)
f += C[i]*log(1 + exp(-yz));
else
f += C[i]*(-yz+log(1 + exp(yz)));
}
f = 2*f;
for(i=0;i<w_size;i++)
f += w[i]*w[i];
f /= 2.0;
return(f);
}
double selection_rank_fun::fun(double *w, long int *num_data)
{
int i,j,k;
double f=0.0;
int l=prob->l;
int w_size=get_nr_variable();
selectiontree *T;
Xv(w,z);
*num_data += l;
for (i=0;i<nr_subset;i++)
{
for (j=0;j<count[i];j++)
{
pi[i][j].id = perm[j+start[i]];
pi[i][j].value = z[perm[j+start[i]]];
}
qsort(pi[i], count[i], sizeof(id_and_value), compare_id_and_value);
T=new selectiontree(nr_class[i]);
k=0;
for (j=0;j<count[i];j++)
{
while (k<count[i]&&(1-pi[i][j].value+pi[i][k].value>0))
{
T->insert_node(int_y[pi[i][k].id],pi[i][k].value);
k++;
}
T->count_smaller(int_y[pi[i][j].id],&l_minus[pi[i][j].id], &alpha_minus[pi[i][j].id]);
}
delete T;
k=count[i]-1;
T = new selectiontree(nr_class[i]);
for (j=count[i]-1;j>=0;j--)
{
while (k>=0&&(1+pi[i][j].value-pi[i][k].value>0))
{
T->insert_node(int_y[pi[i][k].id],pi[i][k].value);
k--;
}
T->count_larger(int_y[pi[i][j].id],&l_plus[pi[i][j].id], &alpha_plus[pi[i][j].id]);
}
delete T;
}
long long nSV = 0;
for (i=0;i<l;i++)
nSV += l_plus[i];
//info("nSV = %ld\n",nSV);
for(i=0;i<w_size;i++)
{
f += w[i]*w[i];
}
f /= 2.0;
for(i=0;i<l;i++)
{
f += C*(z[i]*((l_plus[i]+l_minus[i])*z[i]-alpha_minus[i]-alpha_plus[i]-2*(l_minus[i]-l_plus[i]))+l_minus[i]);
}
return (f);
}
void selection_rank_fun::Hv(double *s, double *Hs)
{
int i,j,k;
int w_size=get_nr_variable();
int l=prob->l;
double *wa = new double[l];
selectiontree *T;
double* alpha_plus_minus;
alpha_plus_minus = new double[l];
double begin, end;
begin = omp_get_wtime();
Xv(s, wa);
end = omp_get_wtime();
Xviter++;
Xvtime += end-begin;
begin = omp_get_wtime();
#pragma omp parallel for default(shared) private(i, j, k, T)
for (i=0;i<nr_subset;i++)
{
T=new selectiontree(nr_class[i]);// nr_class[i]is the i-th query's number of different label
k=0;
for (j=0;j<count[i];j++)
{
while (k<count[i]&&(1-pi[i][j].value+pi[i][k].value>0))
{
T->insert_node(int_y[pi[i][k].id],wa[pi[i][k].id]);
k++;
}
alpha_plus_minus[pi[i][j].id]=T->vector_sum_smaller(int_y[pi[i][j].id]);
}
delete T;
k=count[i]-1;
T = new selectiontree(nr_class[i]);
for (j=count[i]-1;j>=0;j--)
{
while (k>=0&&(1+pi[i][j].value-pi[i][k].value>0))
{
T->insert_node(int_y[pi[i][k].id],wa[pi[i][k].id]);
k--;
}
alpha_plus_minus[pi[i][j].id]+=T->vector_sum_larger(int_y[pi[i][j].id]);
}
delete T;
}
end = omp_get_wtime();
AViter++;
AVtime += end-begin;
#pragma omp parallel for default(shared) private(i)
for (i=0;i<l;i++)
wa[i]=wa[i]*((double)l_plus[i]+(double)l_minus[i])-alpha_plus_minus[i];
delete[] alpha_plus_minus;
begin = omp_get_wtime();
XTv(wa, Hs);
end = omp_get_wtime();
XTviter++;
XTvtime += end-begin;
delete[] wa;
#pragma omp parallel for default(shared) private(i)
for(i=0;i<w_size;i++)
Hs[i] = s[i] + 2*C*Hs[i];
}
double selection_rank_fun::fun(double *w)
{
int i,j,k;
double f = 0.0;
int l=prob->l;
int w_size=get_nr_variable();
selectiontree *T;
double begin,end;
begin = omp_get_wtime();
Xv(w,z);
end = omp_get_wtime();
Xviter++;
Xvtime += end-begin;
begin = omp_get_wtime();
#pragma omp parallel for default(shared) private(i, j, k, T) //construct the OST
for (i=0;i<nr_subset;i++)
{
for (j=0;j<count[i];j++)
{
pi[i][j].id = perm[j+start[i]];
pi[i][j].value = z[perm[j+start[i]]];
}
qsort(pi[i], count[i], sizeof(id_and_value), compare_id_and_value);
T=new selectiontree(nr_class[i]);
k=0;
for (j=0;j<count[i];j++)
{
while (k<count[i]&&(1-pi[i][j].value+pi[i][k].value>0))
{
T->insert_node(int_y[pi[i][k].id],pi[i][k].value);
k++;
}
T->count_smaller(int_y[pi[i][j].id],&l_minus[pi[i][j].id], &alpha_minus[pi[i][j].id]);
}
delete T;
k=count[i]-1;
T = new selectiontree(nr_class[i]);
for (j=count[i]-1;j>=0;j--)
{
while (k>=0&&(1+pi[i][j].value-pi[i][k].value>0))
{
T->insert_node(int_y[pi[i][k].id],pi[i][k].value);
k--;
}
T->count_larger(int_y[pi[i][j].id],&l_plus[pi[i][j].id], &alpha_plus[pi[i][j].id]);
}
delete T;
}
end = omp_get_wtime();
AViter++;
AVtime += end-begin;
long long nSV = 0;
#pragma omp parallel for default(shared) reduction(+:nSV) private(i)
for (i=0;i<l;i++)
nSV += l_plus[i];
//info("nSV = %ld\n",nSV);
for(i=0;i<w_size;i++)
{
f += w[i]*w[i];
}
f /= 2.0;
#pragma omp parallel for default(shared) private(i) reduction(+:f)
for(i=0;i<l;i++)
{
f += C*(z[i]*((l_plus[i]+l_minus[i])*z[i]-alpha_minus[i]-alpha_plus[i]-2.0*(l_minus[i]-l_plus[i]))+l_minus[i]);
}
return (f);
}