MarkedBlock::Handle* BlockDirectory::tryAllocateBlock()
{
SuperSamplerScope superSamplerScope(false);
MarkedBlock::Handle* handle = MarkedBlock::tryCreate(*m_heap, subspace()->alignedMemoryAllocator());
if (!handle)
return nullptr;
markedSpace().didAddBlock(handle);
return handle;
}
void BlockDirectory::removeBlock(MarkedBlock::Handle* block)
{
ASSERT(block->directory() == this);
ASSERT(m_blocks[block->index()] == block);
subspace()->didRemoveBlock(block->index());
m_blocks[block->index()] = nullptr;
m_freeBlockIndices.append(block->index());
forEachBitVector(
holdLock(m_bitvectorLock),
[&] (FastBitVector& vector) {
vector[block->index()] = false;
});
block->didRemoveFromDirectory();
}
void BlockDirectory::addBlock(MarkedBlock::Handle* block)
{
size_t index;
if (m_freeBlockIndices.isEmpty()) {
index = m_blocks.size();
size_t oldCapacity = m_blocks.capacity();
m_blocks.append(block);
if (m_blocks.capacity() != oldCapacity) {
forEachBitVector(
NoLockingNecessary,
[&] (FastBitVector& vector) {
ASSERT_UNUSED(vector, vector.numBits() == oldCapacity);
});
ASSERT(m_blocks.capacity() > oldCapacity);
LockHolder locker(m_bitvectorLock);
subspace()->didResizeBits(m_blocks.capacity());
forEachBitVector(
locker,
[&] (FastBitVector& vector) {
vector.resize(m_blocks.capacity());
});
}
} else {
index = m_freeBlockIndices.takeLast();
ASSERT(!m_blocks[index]);
m_blocks[index] = block;
}
forEachBitVector(
NoLockingNecessary,
[&] (FastBitVector& vector) {
ASSERT_UNUSED(vector, !vector[index]);
});
// This is the point at which the block learns of its cellSize() and attributes().
block->didAddToDirectory(this, index);
setIsLive(NoLockingNecessary, index, true);
setIsEmpty(NoLockingNecessary, index, true);
}
void GRASTA_training(const mat &D,
mat &Uhat,
struct STATUS &status,
const struct GRASTA_OPT &options,
mat &W,
mat &Outlier
)
{
int rows, cols;
rows = D.n_rows; cols = D.n_cols;
if ( !status.init ){
status.init = 1;
status.curr_iter = 0;
status.last_mu = options.MIN_MU;
status.level = 0;
status.step_scale = 0.0;
status.last_w = zeros(options.RANK, 1);
status.last_gamma = zeros(options.DIM, 1);
if (!Uhat.is_finite()){
Uhat = orth(randn(options.DIM, options.RANK));
}
}
Outlier = zeros<mat>(rows, cols);
W = zeros<mat>(options.RANK, cols);
mat U_Omega, y_Omega, y_t, s, w, dual, gt;
uvec idx, col_order;
ADMM_OPT admm_opt;
double SCALE, t, rel;
bool bRet;
admm_opt.lambda = options.lambda;
//if (!options.QUIET)
int maxIter = options.maxCycles * cols; // 20 passes through the data set
status.hist_rel.reserve( maxIter);
// Order of examples to process
arma_rng::set_seed_random();
col_order = conv_to<uvec>::from(floor(cols*randu(maxIter, 1)));
for (int k=0; k<maxIter; k++){
int iCol = col_order(k);
//PRINTF("%d / %d\n",iCol, cols);
y_t = D.col(iCol);
idx = find_finite(y_t);
y_Omega = y_t.elem(idx);
SCALE = norm(y_Omega);
y_Omega = y_Omega/SCALE;
// the following for-loop is for U_Omega = U(idx,:) in matlab
U_Omega = zeros<mat>(idx.n_elem, Uhat.n_cols);
for (int i=0; i<idx.n_elem; i++)
U_Omega.row(i) = Uhat.row(idx(i));
// solve L-1 regression
admm_opt.MAX_ITER = options.MAX_ITER;
if (options.NORM_TYPE == L1_NORM)
bRet = ADMM_L1(U_Omega, y_Omega, admm_opt, s, w, dual);
else if (options.NORM_TYPE == L21_NORM){
w = solve(U_Omega, y_Omega);
s = y_Omega - U_Omega*w;
dual = -s/norm(s, 2);
}
else {
PRINTF("Error: norm type does not support!\n");
return;
}
vec tmp_col = zeros<vec>(rows);
tmp_col.elem(idx) = SCALE * s;
Outlier.col(iCol) = tmp_col;
W.col(iCol) = SCALE * w;
// take gradient step over Grassmannian
t = GRASTA_update(Uhat, status, w, dual, idx, options);
if (!options.QUIET){
rel = subspace(options.GT_mat, Uhat);
status.hist_rel.push_back(rel);
if (rel < options.TOL){
PRINTF("%d/%d: subspace angle %.2e\n",k,maxIter, rel);
break;
}
}
if (k % cols ==0){
if (!options.QUIET) PRINTF("Pass %d/%d: step-size %.2e, level %d, last mu %.2f\n",
k % cols, options.maxCycles, t, status.level, status.last_mu);
}
if (status.level >= options.convergeLevel){
// Must cycling around the dataset twice to get the correct regression weight W
if (!options.QUIET) PRINTF("Converge at level %d, last mu %.2f\n",status.level,status.last_mu);
break;
}
}
}
void DimensionReduction::apply(Window im, int dimensions) {
assert(dimensions < im.channels && dimensions > 0,
"dimensions must be greater than zero and less than the current number of channels\n");
// get some statistics (mostly for the covariance matrix)
Stats stats(im);
// we're going to find the leading eigenvectors of the covariance matrix and
// use them as the basis for our subspace
vector<float> subspace(dimensions * im.channels), newsubspace(dimensions * im.channels);
for (int i = 0; i < dimensions * im.channels; i++) subspace[i] = randomFloat(0, 1);
float delta = 1;
while (delta > 0.00001) {
// multiply the subspace by the covariance matrix
for (int d = 0; d < dimensions; d++) {
for (int c1 = 0; c1 < im.channels; c1++) {
newsubspace[d * im.channels + c1] = 0;
for (int c2 = 0; c2 < im.channels; c2++) {
newsubspace[d * im.channels + c1] += (float)(subspace[d * im.channels + c2] * stats.covariance(c1, c2));
}
}
}
// orthonormalize it with gram-schmidt
for (int d = 0; d < dimensions; d++) {
// first subtract it's component in the direction of all earlier vectors
for (int d2 = 0; d2 < d; d2++) {
float dot = 0;
for (int c = 0; c < im.channels; c++) {
dot += newsubspace[d * im.channels + c] * newsubspace[d2 * im.channels + c];
}
for (int c = 0; c < im.channels; c++) {
newsubspace[d * im.channels + c] -= dot * newsubspace[d2 * im.channels + c];
}
}
// then normalize it
float sum = 0;
for (int c = 0; c < im.channels; c++) {
float val = newsubspace[d * im.channels + c];
sum += val * val;
}
float factor = 1.0f / sqrt(sum);
for (int c = 0; c < im.channels; c++) {
newsubspace[d * im.channels + c] *= factor;
}
// if the sum is negative, flip it
sum = 0;
for (int c = 0; c < im.channels; c++) {
sum += newsubspace[d * im.channels + c];
}
if (sum < -0.01) {
for (int c = 0; c < im.channels; c++) {
newsubspace[d * im.channels + c] *= -1;
}
}
}
// check to see how much changed
delta = 0;
for (int d = 0; d < dimensions; d++) {
for (int c = 0; c < im.channels; c++) {
float diff = newsubspace[d * im.channels + c] - subspace[d * im.channels + c];
delta += diff * diff;
}
}
newsubspace.swap(subspace);
}
// now project the image onto the subspace
vector<float> output(im.channels);
for (int t = 0; t < im.frames; t++) {
for (int y = 0; y < im.height; y++) {
for (int x = 0; x < im.width; x++) {
for (int c = 0; c < im.channels; c++) output[c] = 0;
// project this pixel onto each vector, and add the results
for (int d = 0; d < dimensions; d++) {
float dot = 0;
for (int c = 0; c < im.channels; c++) {
dot += im(x, y, t)[c] * subspace[d * im.channels + c];
}
for (int c = 0; c < im.channels; c++) {
output[c] += dot * subspace[d * im.channels + c];
}
}
for (int c = 0; c < im.channels; c++) im(x, y, t)[c] = output[c];
}
}
}
// display the subspace for debugging
printf("Basis chosen:\n");
for (int c = 0; c < im.channels; c++) {
for (int d = 0; d < dimensions; d++) {
printf("%f \t", newsubspace[d * im.channels + c]);
}
printf("\n");
}
}