Exemplo n.º 1
0
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");
}
Exemplo n.º 2
0
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;
}
Exemplo n.º 3
0
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];
}
Exemplo n.º 4
0
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);
}
Exemplo n.º 5
0
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;
}
Exemplo n.º 6
0
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;
}
Exemplo n.º 7
0
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;
}
Exemplo n.º 8
0
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];
}
Exemplo n.º 9
0
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];
}
Exemplo n.º 10
0
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];
}
Exemplo n.º 11
0
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++;
		}
	}
}
Exemplo n.º 12
0
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++;
		}
	}
}
Exemplo n.º 13
0
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];
}
Exemplo n.º 14
0
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++;
			}
		}
	}
}
Exemplo n.º 15
0
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;
}
Exemplo n.º 16
0
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);
}
Exemplo n.º 17
0
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);
}
Exemplo n.º 18
0
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);
}
Exemplo n.º 19
0
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];
}
Exemplo n.º 20
0
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);
}