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
}
}
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;
}
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;
}
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));
}
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;
}
/*
* iterate over given vector keys and add 1 once for each type
*/
void DfTable::update(const SparseVector<prob_t>& v) {
for(SparseVector<prob_t>::const_iterator it = v.begin(); it != v.end(); ++ it)
this->add_weight(it->first, 1);
}
END_SECTION
START_SECTION((void erase(SparseVectorIterator it)))
{
sv.erase(sv.begin()+5);
TEST_EQUAL(sv.size(),7)
//real test
SparseVector<double> sv2;
sv2.push_back(1.0);
sv2.push_back(1.1);
sv2.push_back(1.2);
sv2.push_back(1.3);
sv2.push_back(1.4);
sv2.erase(sv2.begin());
TEST_EQUAL(sv2.size(),4)
TEST_EQUAL(sv2.at(0),1.1)
TEST_EQUAL(sv2.at(1),1.2)
TEST_EQUAL(sv2.at(2),1.3)
TEST_EQUAL(sv2.at(3),1.4)
sv2.erase(sv2.begin()+2);
TEST_EQUAL(sv2.size(),3)
TEST_EQUAL(sv2.at(0),1.1)
TEST_EQUAL(sv2.at(1),1.2)
TEST_EQUAL(sv2.at(2),1.4)
sv2.erase(sv2.end()-1);
TEST_EQUAL(sv2.size(),2)
TEST_EQUAL(sv2.at(0),1.1)
void runLIBSVM_cv( const char* topic,
RowSetMem & trainData,
const class ModelType& modelType,
HyperParamPlan& hyperParamPlan,
IRowSet & testData,
std::ostream& modelFile,
std::ostream& result)
{
#ifdef LAUNCH_SVM
const char* learnApp = "svmtrain-cv.exe";
const char* classifyApp = "svmpredictscore.exe";
const char* trainFName = "SVM_Train.dat";
const char* testFName = "SVM_Test.dat";
const char* modelFName = "SVM.Model";
const char* predictFName = "SVM_Predict.dat";
int ret;
// write training file for SVMlight
BoolVector y( false, trainData.n() );
ofstream ftrain(trainFName);
ftrain<<setprecision(10);
unsigned r=0;
while( trainData.next() ) {
ftrain<<( trainData.y() ? 1 : -1 );
const SparseVector x = trainData.xsparse();
for( SparseVector::const_iterator ix=x.begin(); ix!=x.end(); ix++ )
ftrain<<" "<<ix->first<<":"<<ix->second;
ftrain<<endl;
y[r++] = trainData.y();
}
ftrain.close();
//additional parameter(s)
std::ostrstream sparam;
double odds = double(ntrue(y)) / (trainData.n()-ntrue(y));
if( 0==strcmp("balance",modelType.StringParam().c_str()) ) {
// http://www.cs.cornell.edu/People/tj/publications/morik_etal_99a.pdf - ref from SVMlight:
// C+ / C- = number of negative training examples / number of positive training examples
//sparam<<" -w1 "<< 1/odds <<std::ends;
//should we treat it as inverse?
sparam<<" -w1 "<< odds <<std::ends;
Log(3)<<"\nBalanced training: w1=(odds of positive)= "<<odds;
}
else
sparam<<modelType.StringParam()<<std::ends;
// Hyperparameter loop
unsigned bestParamIndex = unsigned(-1);
if( hyperParamPlan.plan().size() > 1 ) {
vector<double> cvres;
for( unsigned iparam=0; iparam<hyperParamPlan.plan().size(); iparam++ )//hyper-parameter loop
{
double hpvalue = hyperParamPlan.plan()[iparam];
Log(5)<<"\nHyperparameter plan #"<<iparam+1<<" value="<<hpvalue;
std::ostrstream cvparam;
cvparam<<sparam.str()<<" -v "<<hyperParamPlan.nfolds()<<" -c "<<hpvalue<<std::ends;
Log(5)<<"\n\nLaunch LIBSVM cv learning - Time "<<Log.time()
<<"\n command line: "<<learnApp<<" "<<cvparam.str()<<" "<<trainFName<<" "<<modelFName<<"\n";
Log(5).flush();
try{
ret = _spawnlp( _P_WAIT, learnApp, learnApp, cvparam.str(), trainFName, modelFName, NULL );
}catch(...){
Log(1)<<"\nLIBSVM learning exception";
continue;
}
if( 0!=ret ){
Log(1)<<"\nLIBSVM learning run-time error, return value="<<ret;
continue;
}
Log(3)<<"\nEnd LIBSVM cv learning - Time "<<Log.time();
ifstream accuracyfile(modelFName);
double accuracy;
accuracyfile>>accuracy;
cvres.push_back(accuracy);
accuracyfile.close();
}
// best by cv
double bestEval = - numeric_limits<double>::max();
for( unsigned i=0; i<cvres.size(); i++ )
if( cvres[i]>bestEval ) {
bestEval = cvres[i];
bestParamIndex = i;
}
if( bestParamIndex==unsigned(-1) )
throw runtime_error("No good hyperparameter value found");
Log(5)<<"\nBest parameter value "<<hyperParamPlan.plan()[bestParamIndex]<<" cv average accuracy "<<bestEval;
}
void precondition(SparseMatrixTypeT const & A,
std::vector< std::map<SizeT, NumericT> > & output,
ilut_tag const & tag)
{
typedef std::map<SizeT, NumericT> SparseVector;
typedef typename SparseVector::iterator SparseVectorIterator;
typedef typename std::map<SizeT, NumericT>::const_iterator OutputRowConstIterator;
typedef std::multimap<NumericT, std::pair<SizeT, NumericT> > TemporarySortMap;
assert(viennacl::traits::size1(A) == output.size() && bool("Output matrix size mismatch") );
SparseVector w;
TemporarySortMap temp_map;
for (SizeT i=0; i<viennacl::traits::size1(A); ++i) // Line 1
{
/* if (i%10 == 0)
std::cout << i << std::endl;*/
//line 2: set up w
NumericT row_norm = setup_w(A, i, w);
NumericT tau_i = static_cast<NumericT>(tag.get_drop_tolerance()) * row_norm;
//line 3:
for (SparseVectorIterator w_k = w.begin(); w_k != w.end(); ++w_k)
{
SizeT k = w_k->first;
if (k >= i)
break;
//line 4:
NumericT a_kk = output[k][k];
if (a_kk <= 0 && a_kk >= 0) // a_kk == 0
{
std::cerr << "ViennaCL: FATAL ERROR in ILUT(): Diagonal entry is zero in row " << k
<< " while processing line " << i << "!" << std::endl;
throw "ILUT zero diagonal!";
}
NumericT w_k_entry = w_k->second / a_kk;
w_k->second = w_k_entry;
//line 5: (dropping rule to w_k)
if ( std::fabs(w_k_entry) > tau_i)
{
//line 7:
for (OutputRowConstIterator u_k = output[k].begin(); u_k != output[k].end(); ++u_k)
{
if (u_k->first > k)
w[u_k->first] -= w_k_entry * u_k->second;
}
}
//else
// w.erase(k);
} //for w_k
//Line 10: Apply a dropping rule to w
//Sort entries which are kept
temp_map.clear();
for (SparseVectorIterator w_k = w.begin(); w_k != w.end(); ++w_k)
{
SizeT k = w_k->first;
NumericT w_k_entry = w_k->second;
NumericT abs_w_k = std::fabs(w_k_entry);
if ( (abs_w_k > tau_i) || (k == i) )//do not drop diagonal element!
{
if (abs_w_k <= 0) // this can only happen for diagonal entry
throw "Triangular factor in ILUT singular!";
temp_map.insert(std::make_pair(abs_w_k, std::make_pair(k, w_k_entry)));
}
}
//Lines 10-12: write the largest p values to L and U
SizeT written_L = 0;
SizeT written_U = 0;
for (typename TemporarySortMap::reverse_iterator iter = temp_map.rbegin(); iter != temp_map.rend(); ++iter)
{
std::map<SizeT, NumericT> & row_i = output[i];
SizeT j = (iter->second).first;
NumericT w_j_entry = (iter->second).second;
if (j < i) // Line 11: entry for L
{
if (written_L < tag.get_entries_per_row())
{
row_i[j] = w_j_entry;
++written_L;
}
}
else if (j == i) // Diagonal entry is always kept
{
row_i[j] = w_j_entry;
}
else //Line 12: entry for U
{
if (written_U < tag.get_entries_per_row())
{
row_i[j] = w_j_entry;
++written_U;
}
}
}
w.clear(); //Line 13
} //for i
}