/usr/include/shogun/classifier/svm/GMNPLib.h is in libshogun-dev 1.1.0-4ubuntu2.
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*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 3 of the License, or
* (at your option) any later version.
*
* Library of solvers for Generalized Nearest Point Problem (GNPP).
*
* Written (W) 1999-2008 Vojtech Franc, xfrancv@cmp.felk.cvut.cz
* Copyright (C) 1999-2008 Center for Machine Perception, CTU FEL Prague
*
-------------------------------------------------------------------- */
#ifndef GMNPLIB_H__
#define GMNPLIB_H__
#include <math.h>
#include <limits.h>
#include <shogun/base/SGObject.h>
#include <shogun/io/SGIO.h>
#include <shogun/lib/common.h>
#include <shogun/kernel/Kernel.h>
namespace shogun
{
/** @brief class GMNPLib
* Library of solvers for Generalized Minimal Norm Problem (GMNP).
*
* Generalized Minimal Norm Problem to solve is
*
* min 0.5*alpha'*H*alpha + c'*alpha
*
* subject to sum(alpha) = 1, alpha(i) >= 0
*
* H [dim x dim] is symmetric positive definite matrix.
* c [dim x 1] is an arbitrary vector.
*
* The precision of the found solution is given by
* the parameters tmax, tolabs and tolrel which
* define the stopping conditions:
*
* UB-LB <= tolabs -> exit_flag = 1 Abs. tolerance.
* UB-LB <= UB*tolrel -> exit_flag = 2 Relative tolerance.
* LB > th -> exit_flag = 3 Threshold on lower bound.
* t >= tmax -> exit_flag = 0 Number of iterations.
*
* UB ... Upper bound on the optimal solution.
* LB ... Lower bound on the optimal solution.
* t ... Number of iterations.
* History ... Value of LB and UB wrt. number of iterations.
*
*
* The following algorithms are implemented:
* ..............................................
*
* - GMNP solver based on improved MDM algorithm 1 (u fixed v optimized)
* exitflag = gmnp_imdm( &get_col, diag_H, vector_c, dim,
* tmax, tolabs, tolrel, th, &alpha, &t, &History, verb );
*
* For more info refer to V.Franc: Optimization Algorithms for Kernel
* Methods. Research report. CTU-CMP-2005-22. CTU FEL Prague. 2005.
* ftp://cmp.felk.cvut.cz/pub/cmp/articles/franc/Franc-PhD.pdf .
*/
class CGMNPLib: public CSGObject
{
public:
/** default constructor */
CGMNPLib();
/** constructor
*
* @param vector_y vector y
* @param kernel kernel
* @param num_data number of data
* @param num_virtual_data number of virtual data
* @param num_classes number of classes
* @param reg_const reg const
*/
CGMNPLib(
float64_t* vector_y, CKernel* kernel, int32_t num_data,
int32_t num_virtual_data, int32_t num_classes, float64_t reg_const);
virtual ~CGMNPLib();
/** --------------------------------------------------------------
GMNP solver based on improved MDM algorithm 1.
Search strategy: u determined by common rule and v is
optimized.
Usage: exitflag = gmnp_imdm( &get_col, diag_H, vector_c, dim,
tmax, tolabs, tolrel, th, &alpha, &t, &History );
-------------------------------------------------------------- */
int8_t gmnp_imdm(float64_t *vector_c,
int32_t dim,
int32_t tmax,
float64_t tolabs,
float64_t tolrel,
float64_t th,
float64_t *alpha,
int32_t *ptr_t,
float64_t **ptr_History,
int32_t verb);
/** get indices2
*
* @param index index
* @param c c
* @param i i
*/
void get_indices2( int32_t *index, int32_t *c, int32_t i );
protected:
/** get kernel col
*
* @param a a
* @return col at a
*/
float64_t *get_kernel_col( int32_t a );
/** get col
*
* @param a a
* @param b b
* @return col at a, b
*/
float64_t* get_col( int32_t a, int32_t b );
/** kernel fce
*
* @param a a
* @param b b
* @return something floaty
*/
float64_t kernel_fce( int32_t a, int32_t b );
/** @return object name */
inline virtual const char* get_name() const { return "GMNPLib"; }
protected:
/** diag H */
float64_t* diag_H;
/** kernel columns */
float64_t** kernel_columns;
/** cache index */
float64_t* cache_index;
/** first kernel inx */
int32_t first_kernel_inx;
/** cache size */
int64_t Cache_Size;
/** num data */
int32_t m_num_data;
/** reg const */
float64_t m_reg_const;
/** vectory */
float64_t* m_vector_y;
/** kernel */
CKernel* m_kernel;
/** index of first used column */
int32_t first_virt_inx;
/** cache for three columns */
float64_t *virt_columns[3];
/** number of virt data */
int32_t m_num_virt_data;
/** number of classes */
int32_t m_num_classes;
};
}
#endif //GMNPLIB_H__
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