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authorAvneesh Saluja <asaluja@gmail.com>2013-03-28 18:28:16 -0700
committerAvneesh Saluja <asaluja@gmail.com>2013-03-28 18:28:16 -0700
commit3d8d656fa7911524e0e6885647173474524e0784 (patch)
tree81b1ee2fcb67980376d03f0aa48e42e53abff222 /training/utils/risk.cc
parentbe7f57fdd484e063775d7abf083b9fa4c403b610 (diff)
parent96fedabebafe7a38a6d5928be8fff767e411d705 (diff)
fixed conflicts
Diffstat (limited to 'training/utils/risk.cc')
-rw-r--r--training/utils/risk.cc45
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diff --git a/training/utils/risk.cc b/training/utils/risk.cc
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+#include "risk.h"
+
+#include "prob.h"
+#include "candidate_set.h"
+#include "ns.h"
+
+using namespace std;
+
+namespace training {
+
+// g = \sum_e p(e|f) * loss(e) * (phi(e,f) - E[phi(e,f)])
+double CandidateSetRisk::operator()(const vector<double>& params,
+ SparseVector<double>* g) const {
+ prob_t z;
+ for (unsigned i = 0; i < cands_.size(); ++i) {
+ const prob_t u(cands_[i].fmap.dot(params), init_lnx());
+ z += u;
+ }
+ const double log_z = log(z);
+
+ SparseVector<double> exp_feats;
+ if (g) {
+ for (unsigned i = 0; i < cands_.size(); ++i) {
+ const double log_prob = cands_[i].fmap.dot(params) - log_z;
+ const double prob = exp(log_prob);
+ exp_feats += cands_[i].fmap * prob;
+ }
+ }
+
+ double risk = 0;
+ for (unsigned i = 0; i < cands_.size(); ++i) {
+ const double log_prob = cands_[i].fmap.dot(params) - log_z;
+ const double prob = exp(log_prob);
+ const double cost = metric_.IsErrorMetric() ? metric_.ComputeScore(cands_[i].eval_feats)
+ : 1.0 - metric_.ComputeScore(cands_[i].eval_feats);
+ const double r = prob * cost;
+ risk += r;
+ if (g) (*g) += (cands_[i].fmap - exp_feats) * r;
+ }
+ return risk;
+}
+
+}
+
+