/usr/include/shogun/classifier/svm/libocas.h is in libshogun-dev 1.1.0-4ubuntu2.
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1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 | /*
* 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.
*
* libocas.h: Implementation of the OCAS solver for training
* linear SVM classifiers.
*
* Copyright (C) 2008, 2009 Vojtech Franc, xfrancv@cmp.felk.cvut.cz
* Soeren Sonnenburg, soeren.sonnenburg@first.fraunhofer.de
* Implementation of SVM-Ocas solver.
*-------------------------------------------------------------------- */
#include <shogun/lib/common.h>
#ifndef libocas_h
#define libocas_h
#ifndef DOXYGEN_SHOULD_SKIP_THIS
namespace shogun
{
#define LIBOCAS_PLUS_INF (-log(0.0))
#define LIBOCAS_CALLOC(x,y) calloc(x,y)
#define LIBOCAS_FREE(x) SG_FREE(x)
#define LIBOCAS_INDEX(ROW,COL,NUM_ROWS) ((COL)*(NUM_ROWS)+(ROW))
#define LIBOCAS_MIN(A,B) ((A) > (B) ? (B) : (A))
#define LIBOCAS_MAX(A,B) ((A) < (B) ? (B) : (A))
#define LIBOCAS_ABS(A) ((A) < 0 ? -(A) : (A))
typedef struct {
uint32_t nIter; /* number of iterations */
uint32_t nCutPlanes; /* number of cutitng buffered planes */
uint32_t nNZAlpha; /* number of non-zero Lagrangeans (effective number of CPs) */
uint32_t trn_err; /* number of training errors */
float64_t Q_P; /* primal objective value */
float64_t Q_D; /* dual objective value */
float64_t output_time; /* time spent in computing outputs */
float64_t sort_time; /* time spent in sorting */
float64_t add_time; /* time spent in adding examples to compute cutting planes */
float64_t w_time; /* time spent in computing parameter vector */
float64_t qp_solver_time; /* time spent in inner QP solver */
float64_t ocas_time; /* total time spent in svm_ocas_solver */
float64_t print_time; /* time spent in ocas_print function */
int8_t qp_exitflag; /* exitflag from the last call of the inner QP solver */
int8_t exitflag; /* 1 .. ocas.Q_P - ocas.Q_D <= TolRel*ABS(ocas.Q_P)
2 .. ocas.Q_P - ocas.Q_D <= TolAbs
3 .. ocas.Q_P <= QPBound
4 .. optimization time >= MaxTime
-1 .. ocas.nCutPlanes >= BufSize
-2 .. not enough memory for the solver */
} ocas_return_value_T;
/* binary linear SVM solver */
ocas_return_value_T svm_ocas_solver(
float64_t C, /* regularizarion constant */
uint32_t nData, /* number of exmaples */
float64_t TolRel, /* halts if 1-Q_P/Q_D <= TolRel */
float64_t TolAbs, /* halts if Q_P-Q_D <= TolRel */
float64_t QPBound, /* halts if QP <= QPBound */
float64_t MaxTime, /* maximal time in seconds spent in optmization */
uint32_t BufSize, /* maximal number of buffered cutting planes */
uint8_t Method, /* 0..standard CP (SVM-Perf,BMRM), 1..OCAS */
void (*compute_W)(float64_t*, float64_t*, float64_t*, uint32_t, void*),
float64_t (*update_W)(float64_t, void*),
int (*add_new_cut)(float64_t*, uint32_t*, uint32_t, uint32_t, void*),
int (*compute_output)( float64_t*, void* ),
int (*sort)(float64_t*, float64_t*, uint32_t),
void (*ocas_print)(ocas_return_value_T),
void* user_data);
/* binary linear SVM solver which allows using different C for each example*/
ocas_return_value_T svm_ocas_solver_difC(
float64_t *C, /* regularizarion constants for each example */
uint32_t nData, /* number of exmaples */
float64_t TolRel, /* halts if 1-Q_P/Q_D <= TolRel */
float64_t TolAbs, /* halts if Q_P-Q_D <= TolRel */
float64_t QPBound, /* halts if QP <= QPBound */
float64_t MaxTime, /* maximal time in seconds spent in optmization */
uint32_t BufSize, /* maximal number of buffered cutting planes */
uint8_t Method, /* 0..standard CP (SVM-Perf,BMRM), 1..OCAS */
void (*compute_W)(float64_t*, float64_t*, float64_t*, uint32_t, void*),
float64_t (*update_W)(float64_t, void*),
int (*add_new_cut)(float64_t*, uint32_t*, uint32_t, uint32_t, void*),
int (*compute_output)( float64_t*, void* ),
int (*sort)(float64_t*, float64_t*, uint32_t),
void (*ocas_print)(ocas_return_value_T),
void* user_data);
/* multi-class (Singer-Crammer formulation) linear SVM solver */
ocas_return_value_T msvm_ocas_solver(
float64_t C,
float64_t *data_y,
uint32_t nY,
uint32_t nData,
float64_t TolRel,
float64_t TolAbs,
float64_t QPBound,
float64_t MaxTime,
uint32_t _BufSize,
uint8_t Method,
void (*compute_W)(float64_t*, float64_t*, float64_t*, uint32_t, void*),
float64_t (*update_W)(float64_t, void*),
int (*add_new_cut)(float64_t*, uint32_t*, uint32_t, void*),
int (*compute_output)(float64_t*, void* ),
int (*sort)(float64_t*, float64_t*, uint32_t),
void (*ocas_print)(ocas_return_value_T),
void* user_data);
}
#endif // DOXYGEN_SHOULD_SKIP_THIS
#endif /* libocas_h */
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