double current_obj_val(EXAMPLE *ex, SVECTOR **fycache, long m, STRUCTMODEL *sm, STRUCT_LEARN_PARM *sparm, double C, int *valid_examples) { long i, j; SVECTOR *f, *fy, *fybar, *lhs; LABEL ybar; double lossval, margin; double *new_constraint; double obj = 0.0; /* find cutting plane */ lhs = NULL; margin = 0; for (i=0;i<m;i++) { if(!valid_examples[i]) continue; find_most_violated_constraint_marginrescaling(ex[i].x, ex[i].y, &ybar, sm, sparm); /* get difference vector */ fy = copy_svector(fycache[i]); fybar = psi(ex[i].x,ybar,sm,sparm); lossval = loss(ex[i].y,ybar,sparm); /* scale difference vector */ for (f=fy;f;f=f->next) { //f->factor*=1.0/m; f->factor*=ex[i].x.example_cost/m; } for (f=fybar;f;f=f->next) { //f->factor*=-1.0/m; f->factor*=-ex[i].x.example_cost/m; } /* add ybar to constraint */ append_svector_list(fy,lhs); append_svector_list(fybar,fy); lhs = fybar; //margin+=lossval/m; margin += lossval*ex[i].x.example_cost/m; } /* compact the linear representation */ new_constraint = add_list_nn(lhs, sm->sizePsi); free_svector(lhs); obj = margin; for(i = 1; i < sm->sizePsi+1; i++) obj -= new_constraint[i]*sm->w[i]; if(obj < 0.0) obj = 0.0; obj *= C; for(i = 1; i < sm->sizePsi+1; i++) obj += 0.5*sm->w[i]*sm->w[i]; free(new_constraint); return obj; }
void find_most_violated_constraint(SVECTOR **fydelta, double *rhs, EXAMPLE *ex, SVECTOR *fycached, long n, STRUCTMODEL *sm, STRUCT_LEARN_PARM *sparm, double *rt_viol, double *rt_psi, long *argmax_count) /* returns fydelta=fy-fybar and rhs scalar value that correspond to the most violated constraint for example ex */ { double rt2=0; LABEL ybar; SVECTOR *fybar, *fy; double factor,lossval; if(struct_verbosity>=2) rt2=get_runtime(); (*argmax_count)++; if(sparm->loss_type == SLACK_RESCALING) ybar=find_most_violated_constraint_slackrescaling(ex->x,ex->y,sm,sparm); else ybar=find_most_violated_constraint_marginrescaling(ex->x,ex->y,sm,sparm); if(struct_verbosity>=2) (*rt_viol)+=MAX(get_runtime()-rt2,0); if(empty_label(ybar)) { printf("ERROR: empty label was returned for example\n"); /* exit(1); */ /* continue; */ } /**** get psi(x,y) and psi(x,ybar) ****/ if(struct_verbosity>=2) rt2=get_runtime(); if(fycached) fy=copy_svector(fycached); else fy=psi(ex->x,ex->y,sm,sparm); fybar=psi(ex->x,ybar,sm,sparm); if(struct_verbosity>=2) (*rt_psi)+=MAX(get_runtime()-rt2,0); lossval=loss(ex->y,ybar,sparm); free_label(ybar); /**** scale feature vector and margin by loss ****/ if(sparm->loss_type == SLACK_RESCALING) factor=lossval/n; else /* do not rescale vector for */ factor=1.0/n; /* margin rescaling loss type */ mult_svector_list(fy,factor); mult_svector_list(fybar,-factor); append_svector_list(fybar,fy); /* compute fy-fybar */ (*fydelta)=fybar; (*rhs)=lossval/n; }
void svm_learn_struct(SAMPLE sample, STRUCT_LEARN_PARM *sparm, LEARN_PARM *lparm, KERNEL_PARM *kparm, STRUCTMODEL *sm) { int i,j; int numIt=0; long newconstraints=0, activenum=0; int opti_round, *opti; long old_numConst=0; double epsilon; long tolerance; double lossval,factor; double margin=0; double slack, *slacks, slacksum; long sizePsi; double *alpha=NULL; CONSTSET cset; SVECTOR *diff=NULL; SVECTOR *fy, *fybar, *f; SVECTOR *slackvec; WORD slackv[2]; MODEL *svmModel=NULL; KERNEL_CACHE *kcache=NULL; LABEL ybar; DOC *doc; long n=sample.n; EXAMPLE *ex=sample.examples; double rt_total=0.0, rt_opt=0.0; long rt1,rt2; init_struct_model(sample,sm,sparm); sizePsi=sm->sizePsi+1; /* sm must contain size of psi on return */ /* initialize example selection heuristic */ opti=(int*)my_malloc(n*sizeof(int)); for(i=0;i<n;i++) { opti[i]=0; } opti_round=0; if(sparm->slack_norm == 1) { lparm->svm_c=sparm->C; /* set upper bound C */ lparm->sharedslack=1; } else if(sparm->slack_norm == 2) { lparm->svm_c=999999999999999.0; /* upper bound C must never be reached */ lparm->sharedslack=0; if(kparm->kernel_type != LINEAR) { printf("ERROR: Kernels are not implemented for L2 slack norm!"); fflush(stdout); exit(0); } } else { printf("ERROR: Slack norm must be L1 or L2!"); fflush(stdout); exit(0); } epsilon=1.0; /* start with low precision and increase later */ tolerance=n/100; /* increase precision, whenever less than that number of constraints is not fulfilled */ lparm->biased_hyperplane=0; /* set threshold to zero */ cset=init_struct_constraints(sample, sm, sparm); if(cset.m > 0) { alpha=realloc(alpha,sizeof(double)*cset.m); for(i=0; i<cset.m; i++) alpha[i]=0; } /* set initial model and slack variables*/ svmModel=(MODEL *)my_malloc(sizeof(MODEL)); svm_learn_optimization(cset.lhs,cset.rhs,cset.m,sizePsi+n, lparm,kparm,NULL,svmModel,alpha); add_weight_vector_to_linear_model(svmModel); sm->svm_model=svmModel; sm->w=svmModel->lin_weights; /* short cut to weight vector */ printf("Starting Iterations\n"); /*****************/ /*** main loop ***/ /*****************/ do { /* iteratively increase precision */ epsilon=MAX(epsilon*0.09999999999,sparm->epsilon); if(epsilon == sparm->epsilon) /* for final precision, find all SV */ tolerance=0; lparm->epsilon_crit=epsilon/2; /* svm precision must be higher than eps */ if(struct_verbosity>=1) printf("Setting current working precision to %g.\n",epsilon); do { /* iteration until (approx) all SV are found for current precision and tolerance */ old_numConst=cset.m; opti_round++; activenum=n; do { /* go through examples that keep producing new constraints */ if(struct_verbosity>=1) { printf("--Iteration %i (%ld active): ",++numIt,activenum); fflush(stdout); } for(i=0; i<n; i++) { /*** example loop ***/ rt1=get_runtime(); if(opti[i] != opti_round) {/* if the example is not shrunk away, then see if it is necessary to add a new constraint */ if(sparm->loss_type == SLACK_RESCALING) ybar=find_most_violated_constraint_slackrescaling(ex[i].x, ex[i].y,sm, sparm); else ybar=find_most_violated_constraint_marginrescaling(ex[i].x, ex[i].y,sm, sparm); if(empty_label(ybar)) { if(opti[i] != opti_round) { activenum--; opti[i]=opti_round; } if(struct_verbosity>=2) printf("no-incorrect-found(%i) ",i); continue; } /**** get psi(y)-psi(ybar) ****/ fy=psi(ex[i].x,ex[i].y,sm,sparm); fybar=psi(ex[i].x,ybar,sm,sparm); /**** scale feature vector and margin by loss ****/ lossval=loss(ex[i].y,ybar,sparm); if(sparm->slack_norm == 2) lossval=sqrt(lossval); if(sparm->loss_type == SLACK_RESCALING) factor=lossval; else /* do not rescale vector for */ factor=1.0; /* margin rescaling loss type */ for(f=fy;f;f=f->next) f->factor*=factor; for(f=fybar;f;f=f->next) f->factor*=-factor; margin=lossval; /**** create constraint for current ybar ****/ append_svector_list(fy,fybar);/* append the two vector lists */ doc=create_example(cset.m,0,i+1,1,fy); /**** compute slack for this example ****/ slack=0; for(j=0;j<cset.m;j++) if(cset.lhs[j]->slackid == i+1) { if(sparm->slack_norm == 2) /* works only for linear kernel */ slack=MAX(slack,cset.rhs[j] -(classify_example(svmModel,cset.lhs[j]) -sm->w[sizePsi+i]/(sqrt(2*sparm->C)))); else slack=MAX(slack, cset.rhs[j]-classify_example(svmModel,cset.lhs[j])); } /**** if `error' add constraint and recompute ****/ if((classify_example(svmModel,doc)+slack)<(margin-epsilon)) { if(struct_verbosity>=2) {printf("(%i) ",i); fflush(stdout);} if(struct_verbosity==1) {printf("."); fflush(stdout);} /**** resize constraint matrix and add new constraint ****/ cset.m++; cset.lhs=realloc(cset.lhs,sizeof(DOC *)*cset.m); if(kparm->kernel_type == LINEAR) { diff=add_list_ss(fy); /* store difference vector directly */ if(sparm->slack_norm == 1) cset.lhs[cset.m-1]=create_example(cset.m-1,0,i+1,1, copy_svector(diff)); else if(sparm->slack_norm == 2) { /**** add squared slack variable to feature vector ****/ slackv[0].wnum=sizePsi+i; slackv[0].weight=1/(sqrt(2*sparm->C)); slackv[1].wnum=0; /*terminator*/ slackvec=create_svector(slackv,"",1.0); cset.lhs[cset.m-1]=create_example(cset.m-1,0,i+1,1, add_ss(diff,slackvec)); free_svector(slackvec); } free_svector(diff); } else { /* kernel is used */ if(sparm->slack_norm == 1) cset.lhs[cset.m-1]=create_example(cset.m-1,0,i+1,1, copy_svector(fy)); else if(sparm->slack_norm == 2) exit(1); } cset.rhs=realloc(cset.rhs,sizeof(double)*cset.m); cset.rhs[cset.m-1]=margin; alpha=realloc(alpha,sizeof(double)*cset.m); alpha[cset.m-1]=0; newconstraints++; } else { printf("+"); fflush(stdout); if(opti[i] != opti_round) { activenum--; opti[i]=opti_round; } } free_example(doc,0); free_svector(fy); /* this also free's fybar */ free_label(ybar); } /**** get new QP solution ****/ if((newconstraints >= sparm->newconstretrain) || ((newconstraints > 0) && (i == n-1))) { if(struct_verbosity>=1) { printf("*");fflush(stdout); } rt2=get_runtime(); free_model(svmModel,0); svmModel=(MODEL *)my_malloc(sizeof(MODEL)); /* Always get a new kernel cache. It is not possible to use the same cache for two different training runs */ if(kparm->kernel_type != LINEAR) kcache=kernel_cache_init(cset.m,lparm->kernel_cache_size); /* Run the QP solver on cset. */ svm_learn_optimization(cset.lhs,cset.rhs,cset.m,sizePsi+n, lparm,kparm,kcache,svmModel,alpha); if(kcache) kernel_cache_cleanup(kcache); /* Always add weight vector, in case part of the kernel is linear. If not, ignore the weight vector since its content is bogus. */ add_weight_vector_to_linear_model(svmModel); sm->svm_model=svmModel; sm->w=svmModel->lin_weights; /* short cut to weight vector */ rt_opt+=MAX(get_runtime()-rt2,0); newconstraints=0; } rt_total+=MAX(get_runtime()-rt1,0); } /* end of example loop */ if(struct_verbosity>=1) printf("(NumConst=%d, SV=%ld, Eps=%.4f)\n",cset.m,svmModel->sv_num-1, svmModel->maxdiff); } while(activenum > 0); /* repeat until all examples produced no constraint at least once */ } while((cset.m - old_numConst) > tolerance) ; } while(epsilon > sparm->epsilon); if(struct_verbosity>=1) { /**** compute sum of slacks ****/ slacks=(double *)my_malloc(sizeof(double)*(n+1)); for(i=0; i<=n; i++) { slacks[i]=0; } if(sparm->slack_norm == 1) { for(j=0;j<cset.m;j++) slacks[cset.lhs[j]->slackid]=MAX(slacks[cset.lhs[j]->slackid], cset.rhs[j]-classify_example(svmModel,cset.lhs[j])); } else if(sparm->slack_norm == 2) { for(j=0;j<cset.m;j++) slacks[cset.lhs[j]->slackid]=MAX(slacks[cset.lhs[j]->slackid], cset.rhs[j] -(classify_example(svmModel,cset.lhs[j]) -sm->w[sizePsi+cset.lhs[j]->slackid-1]/(sqrt(2*sparm->C)))); } slacksum=0; for(i=0; i<=n; i++) slacksum+=slacks[i]; free(slacks); printf("Final epsilon on KKT-Conditions: %.5f\n", MAX(svmModel->maxdiff,epsilon)); printf("Total number of constraints added: %i\n",(int)cset.m); if(sparm->slack_norm == 1) { printf("Number of SV: %ld \n",svmModel->sv_num-1); printf("Number of non-zero slack variables: %ld (out of %ld)\n", svmModel->at_upper_bound,n); printf("Norm of weight vector: |w|=%.5f\n", model_length_s(svmModel,kparm)); } else if(sparm->slack_norm == 2){ printf("Number of SV: %ld (including %ld at upper bound)\n", svmModel->sv_num-1,svmModel->at_upper_bound); printf("Norm of weight vector (including L2-loss): |w|=%.5f\n", model_length_s(svmModel,kparm)); } printf("Sum of slack variables: sum(xi_i)=%.5f\n",slacksum); printf("Norm of longest difference vector: ||Psi(x,y)-Psi(x,ybar)||=%.5f\n", length_of_longest_document_vector(cset.lhs,cset.m,kparm)); printf("Runtime in cpu-seconds: %.2f (%.2f%% for SVM optimization)\n", rt_total/100.0, 100.0*rt_opt/rt_total); } if(struct_verbosity>=4) printW(sm->w,sizePsi,n,lparm->svm_c); if(svmModel) { sm->svm_model=copy_model(svmModel); sm->w=sm->svm_model->lin_weights; /* short cut to weight vector */ } print_struct_learning_stats(sample,sm,cset,alpha,sparm); if(svmModel) free_model(svmModel,0); free(alpha); free(opti); free(cset.rhs); for(i=0;i<cset.m;i++) free_example(cset.lhs[i],1); free(cset.lhs); }
void svm_learn_struct(SAMPLE sample, STRUCT_LEARN_PARM *sparm, LEARN_PARM *lparm, KERNEL_PARM *kparm, STRUCTMODEL *sm, int alg_type) { int i,j; int numIt=0; long argmax_count=0; long newconstraints=0, totconstraints=0, activenum=0; int opti_round, *opti, fullround, use_shrinking; long old_totconstraints=0; double epsilon,svmCnorm; long tolerance,new_precision=1,dont_stop=0; double lossval,factor,dist; double margin=0; double slack, *slacks, slacksum, ceps; double dualitygap,modellength,alphasum; long sizePsi; double *alpha=NULL; long *alphahist=NULL,optcount=0,lastoptcount=0; CONSTSET cset; SVECTOR *diff=NULL; SVECTOR *fy, *fybar, *f, **fycache=NULL; SVECTOR *slackvec; WORD slackv[2]; MODEL *svmModel=NULL; KERNEL_CACHE *kcache=NULL; LABEL ybar; DOC *doc; long n=sample.n; EXAMPLE *ex=sample.examples; double rt_total=0, rt_opt=0, rt_init=0, rt_psi=0, rt_viol=0; double rt1,rt2; rt1=get_runtime(); init_struct_model(sample,sm,sparm,lparm,kparm); sizePsi=sm->sizePsi+1; /* sm must contain size of psi on return */ /* initialize shrinking-style example selection heuristic */ if(alg_type == NSLACK_SHRINK_ALG) use_shrinking=1; else use_shrinking=0; opti=(int*)my_malloc(n*sizeof(int)); for(i=0;i<n;i++) { opti[i]=0; } opti_round=0; /* normalize regularization parameter C by the number of training examples */ svmCnorm=sparm->C/n; if(sparm->slack_norm == 1) { lparm->svm_c=svmCnorm; /* set upper bound C */ lparm->sharedslack=1; } else if(sparm->slack_norm == 2) { lparm->svm_c=999999999999999.0; /* upper bound C must never be reached */ lparm->sharedslack=0; if(kparm->kernel_type != LINEAR_KERNEL) { printf("ERROR: Kernels are not implemented for L2 slack norm!"); fflush(stdout); exit(0); } } else { printf("ERROR: Slack norm must be L1 or L2!"); fflush(stdout); exit(0); } epsilon=100.0; /* start with low precision and increase later */ tolerance=MIN(n/3,MAX(n/100,5));/* increase precision, whenever less than that number of constraints is not fulfilled */ lparm->biased_hyperplane=0; /* set threshold to zero */ cset=init_struct_constraints(sample, sm, sparm); if(cset.m > 0) { alpha=(double *)realloc(alpha,sizeof(double)*cset.m); alphahist=(long *)realloc(alphahist,sizeof(long)*cset.m); for(i=0; i<cset.m; i++) { alpha[i]=0; alphahist[i]=-1; /* -1 makes sure these constraints are never removed */ } } /* set initial model and slack variables*/ svmModel=(MODEL *)my_malloc(sizeof(MODEL)); lparm->epsilon_crit=epsilon; if(kparm->kernel_type != LINEAR_KERNEL) kcache=kernel_cache_init(MAX(cset.m,1),lparm->kernel_cache_size); svm_learn_optimization(cset.lhs,cset.rhs,cset.m,sizePsi+n, lparm,kparm,kcache,svmModel,alpha); if(kcache) kernel_cache_cleanup(kcache); add_weight_vector_to_linear_model(svmModel); sm->svm_model=svmModel; sm->w=svmModel->lin_weights; /* short cut to weight vector */ /* create a cache of the feature vectors for the correct labels */ if(USE_FYCACHE) { fycache=(SVECTOR **)my_malloc(n*sizeof(SVECTOR *)); for(i=0;i<n;i++) { fy=psi(ex[i].x,ex[i].y,sm,sparm); if(kparm->kernel_type == LINEAR_KERNEL) { diff=add_list_ss(fy); /* store difference vector directly */ free_svector(fy); fy=diff; } fycache[i]=fy; } } rt_init+=MAX(get_runtime()-rt1,0); rt_total+=MAX(get_runtime()-rt1,0); /*****************/ /*** main loop ***/ /*****************/ do { /* iteratively increase precision */ epsilon=MAX(epsilon*0.49999999999,sparm->epsilon); new_precision=1; if(epsilon == sparm->epsilon) /* for final precision, find all SV */ tolerance=0; lparm->epsilon_crit=epsilon/2; /* svm precision must be higher than eps */ if(struct_verbosity>=1) printf("Setting current working precision to %g.\n",epsilon); do { /* iteration until (approx) all SV are found for current precision and tolerance */ opti_round++; activenum=n; dont_stop=0; old_totconstraints=totconstraints; do { /* with shrinking turned on, go through examples that keep producing new constraints */ if(struct_verbosity>=1) { printf("Iter %i (%ld active): ",++numIt,activenum); fflush(stdout); } ceps=0; fullround=(activenum == n); for(i=0; i<n; i++) { /*** example loop ***/ rt1=get_runtime(); if((!use_shrinking) || (opti[i] != opti_round)) { /* if the example is not shrunk away, then see if it is necessary to add a new constraint */ rt2=get_runtime(); argmax_count++; if(sparm->loss_type == SLACK_RESCALING) ybar=find_most_violated_constraint_slackrescaling(ex[i].x, ex[i].y,sm, sparm); else ybar=find_most_violated_constraint_marginrescaling(ex[i].x, ex[i].y,sm, sparm); rt_viol+=MAX(get_runtime()-rt2,0); if(empty_label(ybar)) { if(opti[i] != opti_round) { activenum--; opti[i]=opti_round; } if(struct_verbosity>=2) printf("no-incorrect-found(%i) ",i); continue; } /**** get psi(y)-psi(ybar) ****/ rt2=get_runtime(); if(fycache) fy=copy_svector(fycache[i]); else fy=psi(ex[i].x,ex[i].y,sm,sparm); fybar=psi(ex[i].x,ybar,sm,sparm); rt_psi+=MAX(get_runtime()-rt2,0); /**** scale feature vector and margin by loss ****/ lossval=loss(ex[i].y,ybar,sparm); if(sparm->slack_norm == 2) lossval=sqrt(lossval); if(sparm->loss_type == SLACK_RESCALING) factor=lossval; else /* do not rescale vector for */ factor=1.0; /* margin rescaling loss type */ for(f=fy;f;f=f->next) f->factor*=factor; for(f=fybar;f;f=f->next) f->factor*=-factor; margin=lossval; /**** create constraint for current ybar ****/ append_svector_list(fy,fybar);/* append the two vector lists */ doc=create_example(cset.m,0,i+1,1,fy); /**** compute slack for this example ****/ slack=0; for(j=0;j<cset.m;j++) if(cset.lhs[j]->slackid == i+1) { if(sparm->slack_norm == 2) /* works only for linear kernel */ slack=MAX(slack,cset.rhs[j] -(classify_example(svmModel,cset.lhs[j]) -sm->w[sizePsi+i]/(sqrt(2*svmCnorm)))); else slack=MAX(slack, cset.rhs[j]-classify_example(svmModel,cset.lhs[j])); } /**** if `error' add constraint and recompute ****/ dist=classify_example(svmModel,doc); ceps=MAX(ceps,margin-dist-slack); if(slack > (margin-dist+0.0001)) { printf("\nWARNING: Slack of most violated constraint is smaller than slack of working\n"); printf(" set! There is probably a bug in 'find_most_violated_constraint_*'.\n"); printf("Ex %d: slack=%f, newslack=%f\n",i,slack,margin-dist); /* exit(1); */ } if((dist+slack)<(margin-epsilon)) { if(struct_verbosity>=2) {printf("(%i,eps=%.2f) ",i,margin-dist-slack); fflush(stdout);} if(struct_verbosity==1) {printf("."); fflush(stdout);} /**** resize constraint matrix and add new constraint ****/ cset.m++; cset.lhs=(DOC **)realloc(cset.lhs,sizeof(DOC *)*cset.m); if(kparm->kernel_type == LINEAR_KERNEL) { diff=add_list_ss(fy); /* store difference vector directly */ if(sparm->slack_norm == 1) cset.lhs[cset.m-1]=create_example(cset.m-1,0,i+1,1, copy_svector(diff)); else if(sparm->slack_norm == 2) { /**** add squared slack variable to feature vector ****/ slackv[0].wnum=sizePsi+i; slackv[0].weight=1/(sqrt(2*svmCnorm)); slackv[1].wnum=0; /*terminator*/ slackvec=create_svector(slackv,NULL,1.0); cset.lhs[cset.m-1]=create_example(cset.m-1,0,i+1,1, add_ss(diff,slackvec)); free_svector(slackvec); } free_svector(diff); } else { /* kernel is used */ if(sparm->slack_norm == 1) cset.lhs[cset.m-1]=create_example(cset.m-1,0,i+1,1, copy_svector(fy)); else if(sparm->slack_norm == 2) exit(1); } cset.rhs=(double *)realloc(cset.rhs,sizeof(double)*cset.m); cset.rhs[cset.m-1]=margin; alpha=(double *)realloc(alpha,sizeof(double)*cset.m); alpha[cset.m-1]=0; alphahist=(long *)realloc(alphahist,sizeof(long)*cset.m); alphahist[cset.m-1]=optcount; newconstraints++; totconstraints++; } else { printf("+"); fflush(stdout); if(opti[i] != opti_round) { activenum--; opti[i]=opti_round; } } free_example(doc,0); free_svector(fy); /* this also free's fybar */ free_label(ybar); } /**** get new QP solution ****/ if((newconstraints >= sparm->newconstretrain) || ((newconstraints > 0) && (i == n-1)) || (new_precision && (i == n-1))) { if(struct_verbosity>=1) { printf("*");fflush(stdout); } rt2=get_runtime(); free_model(svmModel,0); svmModel=(MODEL *)my_malloc(sizeof(MODEL)); /* Always get a new kernel cache. It is not possible to use the same cache for two different training runs */ if(kparm->kernel_type != LINEAR_KERNEL) kcache=kernel_cache_init(MAX(cset.m,1),lparm->kernel_cache_size); /* Run the QP solver on cset. */ svm_learn_optimization(cset.lhs,cset.rhs,cset.m,sizePsi+n, lparm,kparm,kcache,svmModel,alpha); if(kcache) kernel_cache_cleanup(kcache); /* Always add weight vector, in case part of the kernel is linear. If not, ignore the weight vector since its content is bogus. */ add_weight_vector_to_linear_model(svmModel); sm->svm_model=svmModel; sm->w=svmModel->lin_weights; /* short cut to weight vector */ optcount++; /* keep track of when each constraint was last active. constraints marked with -1 are not updated */ for(j=0;j<cset.m;j++) if((alphahist[j]>-1) && (alpha[j] != 0)) alphahist[j]=optcount; rt_opt+=MAX(get_runtime()-rt2,0); if(new_precision && (epsilon <= sparm->epsilon)) dont_stop=1; /* make sure we take one final pass */ new_precision=0; newconstraints=0; } rt_total+=MAX(get_runtime()-rt1,0); } /* end of example loop */ rt1=get_runtime(); if(struct_verbosity>=1) printf("(NumConst=%d, SV=%ld, CEps=%.4f, QPEps=%.4f)\n",cset.m, svmModel->sv_num-1,ceps,svmModel->maxdiff); /* Check if some of the linear constraints have not been active in a while. Those constraints are then removed to avoid bloating the working set beyond necessity. */ if(struct_verbosity>=2) printf("Reducing working set...");fflush(stdout); remove_inactive_constraints(&cset,alpha,optcount,alphahist, MAX(50,optcount-lastoptcount)); lastoptcount=optcount; if(struct_verbosity>=2) printf("done. (NumConst=%d)\n",cset.m); rt_total+=MAX(get_runtime()-rt1,0); } while(use_shrinking && (activenum > 0)); /* when using shrinking, repeat until all examples produced no constraint at least once */ } while(((totconstraints - old_totconstraints) > tolerance) || dont_stop); } while((epsilon > sparm->epsilon) || finalize_iteration(ceps,0,sample,sm,cset,alpha,sparm)); if(struct_verbosity>=1) { /**** compute sum of slacks ****/ /**** WARNING: If positivity constraints are used, then the maximum slack id is larger than what is allocated below ****/ slacks=(double *)my_malloc(sizeof(double)*(n+1)); for(i=0; i<=n; i++) { slacks[i]=0; } if(sparm->slack_norm == 1) { for(j=0;j<cset.m;j++) slacks[cset.lhs[j]->slackid]=MAX(slacks[cset.lhs[j]->slackid], cset.rhs[j]-classify_example(svmModel,cset.lhs[j])); } else if(sparm->slack_norm == 2) { for(j=0;j<cset.m;j++) slacks[cset.lhs[j]->slackid]=MAX(slacks[cset.lhs[j]->slackid], cset.rhs[j] -(classify_example(svmModel,cset.lhs[j]) -sm->w[sizePsi+cset.lhs[j]->slackid-1]/(sqrt(2*svmCnorm)))); } slacksum=0; for(i=1; i<=n; i++) slacksum+=slacks[i]; free(slacks); alphasum=0; for(i=0; i<cset.m; i++) alphasum+=alpha[i]*cset.rhs[i]; modellength=model_length_s(svmModel); dualitygap=(0.5*modellength*modellength+svmCnorm*(slacksum+n*ceps)) -(alphasum-0.5*modellength*modellength); printf("Final epsilon on KKT-Conditions: %.5f\n", MAX(svmModel->maxdiff,epsilon)); printf("Upper bound on duality gap: %.5f\n", dualitygap); printf("Dual objective value: dval=%.5f\n", alphasum-0.5*modellength*modellength); printf("Total number of constraints in final working set: %i (of %i)\n",(int)cset.m,(int)totconstraints); printf("Number of iterations: %d\n",numIt); printf("Number of calls to 'find_most_violated_constraint': %ld\n",argmax_count); if(sparm->slack_norm == 1) { printf("Number of SV: %ld \n",svmModel->sv_num-1); printf("Number of non-zero slack variables: %ld (out of %ld)\n", svmModel->at_upper_bound,n); printf("Norm of weight vector: |w|=%.5f\n",modellength); } else if(sparm->slack_norm == 2){ printf("Number of SV: %ld (including %ld at upper bound)\n", svmModel->sv_num-1,svmModel->at_upper_bound); printf("Norm of weight vector (including L2-loss): |w|=%.5f\n", modellength); } printf("Norm. sum of slack variables (on working set): sum(xi_i)/n=%.5f\n",slacksum/n); printf("Norm of longest difference vector: ||Psi(x,y)-Psi(x,ybar)||=%.5f\n", length_of_longest_document_vector(cset.lhs,cset.m,kparm)); printf("Runtime in cpu-seconds: %.2f (%.2f%% for QP, %.2f%% for Argmax, %.2f%% for Psi, %.2f%% for init)\n", rt_total/100.0, (100.0*rt_opt)/rt_total, (100.0*rt_viol)/rt_total, (100.0*rt_psi)/rt_total, (100.0*rt_init)/rt_total); } if(struct_verbosity>=4) printW(sm->w,sizePsi,n,lparm->svm_c); if(svmModel) { sm->svm_model=copy_model(svmModel); sm->w=sm->svm_model->lin_weights; /* short cut to weight vector */ } print_struct_learning_stats(sample,sm,cset,alpha,sparm); if(fycache) { for(i=0;i<n;i++) free_svector(fycache[i]); free(fycache); } if(svmModel) free_model(svmModel,0); free(alpha); free(alphahist); free(opti); free(cset.rhs); for(i=0;i<cset.m;i++) free_example(cset.lhs[i],1); free(cset.lhs); }
int update_valid_examples(double *w, long m, double C, SVECTOR **fycache, EXAMPLE *ex, STRUCTMODEL *sm, STRUCT_LEARN_PARM *sparm, int *valid_examples, double spl_weight) { long i, j; /* if self-paced learning weight is non-positive, all examples are valid */ if(spl_weight <= 0.0) { for (i=0;i<m;i++) valid_examples[i] = 1; return (m); } sortStruct *slack = (sortStruct *) malloc(m*sizeof(sortStruct)); LABEL ybar; SVECTOR *f, *fy, *fybar; double lossval; double penalty = 1.0/spl_weight; if(penalty < 0.0) penalty = DBL_MAX; for (i=0;i<m;i++) { find_most_violated_constraint_marginrescaling(ex[i].x, ex[i].y, &ybar, sm, sparm); fy = copy_svector(fycache[i]); fybar = psi(ex[i].x,ybar,sm,sparm); slack[i].index = i; slack[i].val = loss(ex[i].y,ybar,sparm); for (f=fy;f;f=f->next) { j = 0; while (1) { if(!f->words[j].wnum) break; slack[i].val -= sm->w[f->words[j].wnum]*f->words[j].weight; j++; } } for (f=fybar;f;f=f->next) { j = 0; while (1) { if(!f->words[j].wnum) break; slack[i].val += sm->w[f->words[j].wnum]*f->words[j].weight; j++; } } free_svector(fy); free_svector(fybar); } qsort(slack,m,sizeof(sortStruct),&compar); int nValid = 0; for (i=0;i<m;i++) valid_examples[i] = 0; for (i=0;i<m;i++) { if(slack[i].val*C/m > penalty) break; valid_examples[slack[i].index] = 1; nValid++; } free(slack); return nValid; }
SVECTOR* find_cutting_plane(EXAMPLE *ex, SVECTOR **fycache, double *margin, long m, STRUCTMODEL *sm, STRUCT_LEARN_PARM *sparm, int *valid_examples) { long i, j; SVECTOR *f, *fy, *fybar, *lhs; LABEL ybar; double lossval; double *new_constraint; long valid_count = 0; long l,k; SVECTOR *fvec; WORD *words; /* find cutting plane */ lhs = NULL; *margin = 0; for (i=0;i<m;i++) { if (valid_examples[i]) { valid_count++; } } for (i=0;i<m;i++) { if (!valid_examples[i]) { continue; } find_most_violated_constraint_marginrescaling(ex[i].x, ex[i].y, &ybar, sm, sparm); /* get difference vector */ fy = copy_svector(fycache[i]); fybar = psi(ex[i].x,ybar,sm,sparm); lossval = loss(ex[i].y,ybar,sparm); free_label(ybar); /* scale difference vector */ for (f=fy;f;f=f->next) { //f->factor*=1.0/m; //f->factor*=ex[i].x.example_cost/m; f->factor*=ex[i].x.example_cost/valid_count; } for (f=fybar;f;f=f->next) { //f->factor*=-1.0/m; //f->factor*=-ex[i].x.example_cost/m; f->factor*=-ex[i].x.example_cost/valid_count; } /* add ybar to constraint */ append_svector_list(fy,lhs); append_svector_list(fybar,fy); lhs = fybar; //*margin+=lossval/m; //*margin+=lossval*ex[i].x.example_cost/m; *margin+=lossval*ex[i].x.example_cost/valid_count; } /* compact the linear representation */ new_constraint = add_list_nn(lhs, sm->sizePsi); free_svector(lhs); l=0; for (i=1;i<sm->sizePsi+1;i++) { if (fabs(new_constraint[i])>1E-10) l++; // non-zero } words = (WORD*)my_malloc(sizeof(WORD)*(l+1)); assert(words!=NULL); k=0; for (i=1;i<sm->sizePsi+1;i++) { if (fabs(new_constraint[i])>1E-10) { words[k].wnum = i; words[k].weight = new_constraint[i]; k++; } } words[k].wnum = 0; words[k].weight = 0.0; fvec = create_svector(words,"",1); free(words); free(new_constraint); return(fvec); }
void svm_learn_struct_joint(SAMPLE sample, STRUCT_LEARN_PARM *sparm, LEARN_PARM *lparm, KERNEL_PARM *kparm, STRUCTMODEL *sm, int alg_type) { int i,j; int numIt=0; long argmax_count=0; long totconstraints=0; long kernel_type_org; double epsilon,epsilon_cached; double lossval,factor,dist; double margin=0; double slack, slacksum, ceps; double dualitygap,modellength,alphasum; long sizePsi; double *alpha=NULL; long *alphahist=NULL,optcount=0; CONSTSET cset; SVECTOR *diff=NULL; double *diff_n=NULL; SVECTOR *fy, *fybar, *f, **fycache, *lhs; MODEL *svmModel=NULL; LABEL ybar; DOC *doc; long n=sample.n; EXAMPLE *ex=sample.examples; double rt_total=0,rt_opt=0,rt_init=0,rt_psi=0,rt_viol=0,rt_kernel=0; double rt1,rt2; double progress,progress_old; /* SVECTOR ***fydelta_cache=NULL; double **loss_cache=NULL; int cache_size=0; */ CCACHE *ccache=NULL; int cached_constraint; rt1=get_runtime(); init_struct_model(sample,sm,sparm,lparm,kparm); sizePsi=sm->sizePsi+1; /* sm must contain size of psi on return */ if(sparm->slack_norm == 1) { lparm->svm_c=sparm->C; /* set upper bound C */ lparm->sharedslack=1; } else if(sparm->slack_norm == 2) { printf("ERROR: The joint algorithm does not apply to L2 slack norm!"); fflush(stdout); exit(0); } else { printf("ERROR: Slack norm must be L1 or L2!"); fflush(stdout); exit(0); } lparm->biased_hyperplane=0; /* set threshold to zero */ epsilon=100.0; /* start with low precision and increase later */ epsilon_cached=epsilon; /* epsilon to use for iterations using constraints constructed from the constraint cache */ cset=init_struct_constraints(sample, sm, sparm); if(cset.m > 0) { alpha=(double *)realloc(alpha,sizeof(double)*cset.m); alphahist=(long *)realloc(alphahist,sizeof(long)*cset.m); for(i=0; i<cset.m; i++) { alpha[i]=0; alphahist[i]=-1; /* -1 makes sure these constraints are never removed */ } } kparm->gram_matrix=NULL; if((alg_type == DUAL_ALG) || (alg_type == DUAL_CACHE_ALG)) kparm->gram_matrix=init_kernel_matrix(&cset,kparm); /* set initial model and slack variables */ svmModel=(MODEL *)my_malloc(sizeof(MODEL)); lparm->epsilon_crit=epsilon; svm_learn_optimization(cset.lhs,cset.rhs,cset.m,sizePsi+n, lparm,kparm,NULL,svmModel,alpha); add_weight_vector_to_linear_model(svmModel); sm->svm_model=svmModel; sm->w=svmModel->lin_weights; /* short cut to weight vector */ /* create a cache of the feature vectors for the correct labels */ fycache=(SVECTOR **)malloc(n*sizeof(SVECTOR *)); for(i=0;i<n;i++) { fy=psi(ex[i].x,ex[i].y,sm,sparm); if(kparm->kernel_type == LINEAR) { diff=add_list_ss(fy); /* store difference vector directly */ free_svector(fy); fy=diff; } fycache[i]=fy; } /* initialize the constraint cache */ if(alg_type == DUAL_CACHE_ALG) { ccache=create_constraint_cache(sample,sparm); } rt_init+=MAX(get_runtime()-rt1,0); rt_total+=MAX(get_runtime()-rt1,0); /*****************/ /*** main loop ***/ /*****************/ do { /* iteratively find and add constraints to working set */ if(struct_verbosity>=1) { printf("Iter %i: ",++numIt); fflush(stdout); } rt1=get_runtime(); /**** compute current slack ****/ slack=0; for(j=0;j<cset.m;j++) slack=MAX(slack,cset.rhs[j]-classify_example(svmModel,cset.lhs[j])); /**** find a violated joint constraint ****/ lhs=NULL; dist=0; if(alg_type == DUAL_CACHE_ALG) { /* see if it is possible to construct violated constraint from cache */ update_constraint_cache_for_model(ccache, svmModel); dist=find_most_violated_joint_constraint_in_cache(ccache,&lhs,&margin); } rt_total+=MAX(get_runtime()-rt1,0); /* Is there a sufficiently violated constraint in cache? */ if(dist-slack > MAX(epsilon/10,sparm->epsilon)) { /* use constraint from cache */ rt1=get_runtime(); cached_constraint=1; if(kparm->kernel_type == LINEAR) { diff=add_list_ns(lhs); /* Linear case: compute weighted sum */ free_svector_shallow(lhs); } else { /* Non-linear case: make sure we have deep copy for cset */ diff=copy_svector(lhs); free_svector_shallow(lhs); } rt_total+=MAX(get_runtime()-rt1,0); } else { /* do not use constraint from cache */ rt1=get_runtime(); cached_constraint=0; if(lhs) free_svector_shallow(lhs); lhs=NULL; if(kparm->kernel_type == LINEAR) { diff_n=create_nvector(sm->sizePsi); clear_nvector(diff_n,sm->sizePsi); } margin=0; progress=0; progress_old=progress; rt_total+=MAX(get_runtime()-rt1,0); /**** find most violated joint constraint ***/ for(i=0; i<n; i++) { rt1=get_runtime(); progress+=10.0/n; if((struct_verbosity==1) && (((int)progress_old) != ((int)progress))) {printf(".");fflush(stdout); progress_old=progress;} if(struct_verbosity>=2) {printf("."); fflush(stdout);} rt2=get_runtime(); argmax_count++; if(sparm->loss_type == SLACK_RESCALING) ybar=find_most_violated_constraint_slackrescaling(ex[i].x, ex[i].y,sm, sparm); else ybar=find_most_violated_constraint_marginrescaling(ex[i].x, ex[i].y,sm, sparm); rt_viol+=MAX(get_runtime()-rt2,0); if(empty_label(ybar)) { printf("ERROR: empty label was returned for example (%i)\n",i); /* exit(1); */ continue; } /**** get psi(x,y) and psi(x,ybar) ****/ rt2=get_runtime(); fy=copy_svector(fycache[i]); /*<= fy=psi(ex[i].x,ex[i].y,sm,sparm);*/ fybar=psi(ex[i].x,ybar,sm,sparm); rt_psi+=MAX(get_runtime()-rt2,0); lossval=loss(ex[i].y,ybar,sparm); free_label(ybar); /**** scale feature vector and margin by loss ****/ if(sparm->loss_type == SLACK_RESCALING) factor=lossval/n; else /* do not rescale vector for */ factor=1.0/n; /* margin rescaling loss type */ for(f=fy;f;f=f->next) f->factor*=factor; for(f=fybar;f;f=f->next) f->factor*=-factor; append_svector_list(fybar,fy); /* compute fy-fybar */ /**** add current fy-fybar and loss to cache ****/ if(alg_type == DUAL_CACHE_ALG) { if(kparm->kernel_type == LINEAR) add_constraint_to_constraint_cache(ccache,svmModel,i, add_list_ss(fybar), lossval/n,sparm->ccache_size); else add_constraint_to_constraint_cache(ccache,svmModel,i, copy_svector(fybar), lossval/n,sparm->ccache_size); } /**** add current fy-fybar to constraint and margin ****/ if(kparm->kernel_type == LINEAR) { add_list_n_ns(diff_n,fybar,1.0); /* add fy-fybar to sum */ free_svector(fybar); } else { append_svector_list(fybar,lhs); /* add fy-fybar to vector list */ lhs=fybar; } margin+=lossval/n; /* add loss to rhs */ rt_total+=MAX(get_runtime()-rt1,0); } /* end of example loop */ rt1=get_runtime(); /* create sparse vector from dense sum */ if(kparm->kernel_type == LINEAR) { diff=create_svector_n(diff_n,sm->sizePsi,"",1.0); free_nvector(diff_n); } else { diff=lhs; } rt_total+=MAX(get_runtime()-rt1,0); } /* end of finding most violated joint constraint */ rt1=get_runtime(); /**** if `error', then add constraint and recompute QP ****/ doc=create_example(cset.m,0,1,1,diff); dist=classify_example(svmModel,doc); ceps=MAX(0,margin-dist-slack); if(slack > (margin-dist+0.000001)) { printf("\nWARNING: Slack of most violated constraint is smaller than slack of working\n"); printf(" set! There is probably a bug in 'find_most_violated_constraint_*'.\n"); printf("slack=%f, newslack=%f\n",slack,margin-dist); /* exit(1); */ } if(ceps > sparm->epsilon) { /**** resize constraint matrix and add new constraint ****/ cset.lhs=(DOC **)realloc(cset.lhs,sizeof(DOC *)*(cset.m+1)); if(sparm->slack_norm == 1) cset.lhs[cset.m]=create_example(cset.m,0,1,1,diff); else if(sparm->slack_norm == 2) exit(1); cset.rhs=(double *)realloc(cset.rhs,sizeof(double)*(cset.m+1)); cset.rhs[cset.m]=margin; alpha=(double *)realloc(alpha,sizeof(double)*(cset.m+1)); alpha[cset.m]=0; alphahist=(long *)realloc(alphahist,sizeof(long)*(cset.m+1)); alphahist[cset.m]=optcount; cset.m++; totconstraints++; if((alg_type == DUAL_ALG) || (alg_type == DUAL_CACHE_ALG)) { if(struct_verbosity>=1) { printf(":");fflush(stdout); } rt2=get_runtime(); kparm->gram_matrix=update_kernel_matrix(kparm->gram_matrix,cset.m-1, &cset,kparm); rt_kernel+=MAX(get_runtime()-rt2,0); } /**** get new QP solution ****/ if(struct_verbosity>=1) { printf("*");fflush(stdout); } rt2=get_runtime(); /* set svm precision so that higher than eps of most violated constr */ if(cached_constraint) { epsilon_cached=MIN(epsilon_cached,MAX(ceps,sparm->epsilon)); lparm->epsilon_crit=epsilon_cached/2; } else { epsilon=MIN(epsilon,MAX(ceps,sparm->epsilon)); /* best eps so far */ lparm->epsilon_crit=epsilon/2; epsilon_cached=epsilon; } free_model(svmModel,0); svmModel=(MODEL *)my_malloc(sizeof(MODEL)); /* Run the QP solver on cset. */ kernel_type_org=kparm->kernel_type; if((alg_type == DUAL_ALG) || (alg_type == DUAL_CACHE_ALG)) kparm->kernel_type=GRAM; /* use kernel stored in kparm */ svm_learn_optimization(cset.lhs,cset.rhs,cset.m,sizePsi+n, lparm,kparm,NULL,svmModel,alpha); kparm->kernel_type=kernel_type_org; svmModel->kernel_parm.kernel_type=kernel_type_org; /* Always add weight vector, in case part of the kernel is linear. If not, ignore the weight vector since its content is bogus. */ add_weight_vector_to_linear_model(svmModel); sm->svm_model=svmModel; sm->w=svmModel->lin_weights; /* short cut to weight vector */ optcount++; /* keep track of when each constraint was last active. constraints marked with -1 are not updated */ for(j=0;j<cset.m;j++) if((alphahist[j]>-1) && (alpha[j] != 0)) alphahist[j]=optcount; rt_opt+=MAX(get_runtime()-rt2,0); /* Check if some of the linear constraints have not been active in a while. Those constraints are then removed to avoid bloating the working set beyond necessity. */ if(struct_verbosity>=2) printf("Reducing working set...");fflush(stdout); remove_inactive_constraints(&cset,alpha,optcount,alphahist,50); if(struct_verbosity>=2) printf("done. (NumConst=%d) ",cset.m); } else { free_svector(diff); } if(struct_verbosity>=1) printf("(NumConst=%d, SV=%ld, CEps=%.4f, QPEps=%.4f)\n",cset.m, svmModel->sv_num-1,ceps,svmModel->maxdiff); free_example(doc,0); rt_total+=MAX(get_runtime()-rt1,0); } while((ceps > sparm->epsilon) || finalize_iteration(ceps,cached_constraint,sample,sm,cset,alpha,sparm) ); if(struct_verbosity>=1) { /**** compute sum of slacks ****/ /**** WARNING: If positivity constraints are used, then the maximum slack id is larger than what is allocated below ****/ slacksum=0; if(sparm->slack_norm == 1) { for(j=0;j<cset.m;j++) slacksum=MAX(slacksum, cset.rhs[j]-classify_example(svmModel,cset.lhs[j])); } else if(sparm->slack_norm == 2) { exit(1); } alphasum=0; for(i=0; i<cset.m; i++) alphasum+=alpha[i]*cset.rhs[i]; modellength=model_length_s(svmModel,kparm); dualitygap=(0.5*modellength*modellength+sparm->C*(slacksum+ceps)) -(alphasum-0.5*modellength*modellength); printf("Final epsilon on KKT-Conditions: %.5f\n", MAX(svmModel->maxdiff,ceps)); printf("Upper bound on duality gap: %.5f\n", dualitygap); printf("Dual objective value: dval=%.5f\n", alphasum-0.5*modellength*modellength); printf("Total number of constraints in final working set: %i (of %i)\n",(int)cset.m,(int)totconstraints); printf("Number of iterations: %d\n",numIt); printf("Number of calls to 'find_most_violated_constraint': %ld\n",argmax_count); if(sparm->slack_norm == 1) { printf("Number of SV: %ld \n",svmModel->sv_num-1); printf("Norm of weight vector: |w|=%.5f\n", model_length_s(svmModel,kparm)); } else if(sparm->slack_norm == 2){ printf("Number of SV: %ld (including %ld at upper bound)\n", svmModel->sv_num-1,svmModel->at_upper_bound); printf("Norm of weight vector (including L2-loss): |w|=%.5f\n", model_length_s(svmModel,kparm)); } printf("Value of slack variable (on working set): xi=%.5f\n",slacksum); printf("Norm of longest difference vector: ||Psi(x,y)-Psi(x,ybar)||=%.5f\n", length_of_longest_document_vector(cset.lhs,cset.m,kparm)); printf("Runtime in cpu-seconds: %.2f (%.2f%% for QP, %.2f%% for kernel, %.2f%% for Argmax, %.2f%% for Psi, %.2f%% for init)\n", rt_total/100.0, (100.0*rt_opt)/rt_total, (100.0*rt_kernel)/rt_total, (100.0*rt_viol)/rt_total, (100.0*rt_psi)/rt_total, (100.0*rt_init)/rt_total); } if(ccache) { long cnum=0; CCACHEELEM *celem; for(i=0;i<n;i++) for(celem=ccache->constlist[i];celem;celem=celem->next) cnum++; printf("Final number of constraints in cache: %ld\n",cnum); } if(struct_verbosity>=4) printW(sm->w,sizePsi,n,lparm->svm_c); if(svmModel) { sm->svm_model=copy_model(svmModel); sm->w=sm->svm_model->lin_weights; /* short cut to weight vector */ } print_struct_learning_stats(sample,sm,cset,alpha,sparm); if(ccache) free_constraint_cache(ccache); for(i=0;i<n;i++) free_svector(fycache[i]); free(fycache); if(svmModel) free_model(svmModel,0); free(alpha); free(alphahist); free(cset.rhs); for(i=0;i<cset.m;i++) free_example(cset.lhs[i],1); free(cset.lhs); if(kparm->gram_matrix) free_matrix(kparm->gram_matrix); }