diff options
author | Wu, Ke <wuke@cs.umd.edu> | 2014-10-07 17:22:11 -0400 |
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committer | Wu, Ke <wuke@cs.umd.edu> | 2014-10-07 17:22:11 -0400 |
commit | 00968d1ba03c0603440fe5a765b87869b99a0a93 (patch) | |
tree | f264c07d9851b47b117839fc9345d7e1d5e880a2 /utils/synutils/maxent-3.0/sgd.cpp | |
parent | f762dbbf10a8204d0d0b82e9acb29feacd3b3bb4 (diff) |
Apply clang-format
Diffstat (limited to 'utils/synutils/maxent-3.0/sgd.cpp')
-rw-r--r-- | utils/synutils/maxent-3.0/sgd.cpp | 147 |
1 files changed, 80 insertions, 67 deletions
diff --git a/utils/synutils/maxent-3.0/sgd.cpp b/utils/synutils/maxent-3.0/sgd.cpp index 6d28c23f..8613edca 100644 --- a/utils/synutils/maxent-3.0/sgd.cpp +++ b/utils/synutils/maxent-3.0/sgd.cpp @@ -4,23 +4,20 @@ using namespace std; -//const double SGD_ETA0 = 1; -//const double SGD_ITER = 30; -//const double SGD_ALPHA = 0.85; - +// const double SGD_ETA0 = 1; +// const double SGD_ITER = 30; +// const double SGD_ALPHA = 0.85; //#define FOLOS_NAIVE //#define FOLOS_LAZY #define SGD_CP -inline void -apply_l1_penalty(const int i, const double u, - vector<double> & _vl, vector<double> & q) -{ - double & w = _vl[i]; +inline void apply_l1_penalty(const int i, const double u, vector<double>& _vl, + vector<double>& q) { + double& w = _vl[i]; const double z = w; - double & qi = q[i]; - if (w > 0) { + double& qi = q[i]; + if (w > 0) { w = max(0.0, w - (u + qi)); } else if (w < 0) { w = min(0.0, w + (u - qi)); @@ -28,31 +25,29 @@ apply_l1_penalty(const int i, const double u, qi += w - z; } -static double -l1norm(const vector<double>& v) -{ +static double l1norm(const vector<double>& v) { double sum = 0; for (size_t i = 0; i < v.size(); i++) sum += abs(v[i]); return sum; } -inline void -update_folos_lazy(const int iter_sample, - const int k, vector<double> & _vl, const vector<double> & sum_eta, - vector<int> & last_updated) -{ +inline void update_folos_lazy(const int iter_sample, const int k, + vector<double>& _vl, + const vector<double>& sum_eta, + vector<int>& last_updated) { const double penalty = sum_eta[iter_sample] - sum_eta[last_updated[k]]; - double & x = _vl[k]; - if (x > 0) x = max(0.0, x - penalty); - else x = min(0.0, x + penalty); + double& x = _vl[k]; + if (x > 0) + x = max(0.0, x - penalty); + else + x = min(0.0, x + penalty); last_updated[k] = iter_sample; } -int -ME_Model::perform_SGD() -{ +int ME_Model::perform_SGD() { if (_l2reg > 0) { - cerr << "error: L2 regularization is currently not supported in SGD mode." << endl; + cerr << "error: L2 regularization is currently not supported in SGD mode." + << endl; exit(1); } @@ -85,95 +80,113 @@ ME_Model::perform_SGD() double logl = 0; int ncorrect = 0, ntotal = 0; for (size_t i = 0; i < _vs.size(); i++, ntotal++, iter_sample++) { - const Sample & s = _vs[ri[i]]; + const Sample& s = _vs[ri[i]]; #ifdef FOLOS_LAZY - for (vector<int>::const_iterator j = s.positive_features.begin(); j != s.positive_features.end(); j++){ - for (vector<int>::const_iterator k = _feature2mef[*j].begin(); k != _feature2mef[*j].end(); k++) { - update_folos_lazy(iter_sample, *k, _vl, sum_eta, last_updated); - } + for (vector<int>::const_iterator j = s.positive_features.begin(); + j != s.positive_features.end(); j++) { + for (vector<int>::const_iterator k = _feature2mef[*j].begin(); + k != _feature2mef[*j].end(); k++) { + update_folos_lazy(iter_sample, *k, _vl, sum_eta, last_updated); + } } #endif vector<double> membp(_num_classes); const int max_label = conditional_probability(s, membp); - const double eta = eta0 * pow(SGD_ALPHA, (double)iter_sample / _vs.size()); // exponential decay - // const double eta = eta0 / (1.0 + (double)iter_sample / _vs.size()); + const double eta = + eta0 * pow(SGD_ALPHA, + (double)iter_sample / _vs.size()); // exponential decay + // const double eta = eta0 / (1.0 + (double)iter_sample / + // _vs.size()); - // if (iter_sample % _vs.size() == 0) cerr << "eta = " << eta << endl; + // if (iter_sample % _vs.size() == 0) cerr << "eta = " << eta << + // endl; u += eta * l1param; sum_eta.push_back(sum_eta.back() + eta * l1param); - + logl += log(membp[s.label]); if (max_label == s.label) ncorrect++; // binary features - for (vector<int>::const_iterator j = s.positive_features.begin(); j != s.positive_features.end(); j++){ - for (vector<int>::const_iterator k = _feature2mef[*j].begin(); k != _feature2mef[*j].end(); k++) { - const double me = membp[_fb.Feature(*k).label()]; - const double ee = (_fb.Feature(*k).label() == s.label ? 1.0 : 0); - const double grad = (me - ee); - _vl[*k] -= eta * grad; + for (vector<int>::const_iterator j = s.positive_features.begin(); + j != s.positive_features.end(); j++) { + for (vector<int>::const_iterator k = _feature2mef[*j].begin(); + k != _feature2mef[*j].end(); k++) { + const double me = membp[_fb.Feature(*k).label()]; + const double ee = (_fb.Feature(*k).label() == s.label ? 1.0 : 0); + const double grad = (me - ee); + _vl[*k] -= eta * grad; #ifdef SGD_CP - apply_l1_penalty(*k, u, _vl, q); + apply_l1_penalty(*k, u, _vl, q); #endif - } + } } // real-valued features - for (vector<pair<int, double> >::const_iterator j = s.rvfeatures.begin(); j != s.rvfeatures.end(); j++) { - for (vector<int>::const_iterator k = _feature2mef[j->first].begin(); k != _feature2mef[j->first].end(); k++) { - const double me = membp[_fb.Feature(*k).label()]; - const double ee = (_fb.Feature(*k).label() == s.label ? 1.0 : 0); - const double grad = (me - ee) * j->second; - _vl[*k] -= eta * grad; + for (vector<pair<int, double> >::const_iterator j = s.rvfeatures.begin(); + j != s.rvfeatures.end(); j++) { + for (vector<int>::const_iterator k = _feature2mef[j->first].begin(); + k != _feature2mef[j->first].end(); k++) { + const double me = membp[_fb.Feature(*k).label()]; + const double ee = (_fb.Feature(*k).label() == s.label ? 1.0 : 0); + const double grad = (me - ee) * j->second; + _vl[*k] -= eta * grad; #ifdef SGD_CP - apply_l1_penalty(*k, u, _vl, q); + apply_l1_penalty(*k, u, _vl, q); #endif - } + } } #ifdef FOLOS_NAIVE for (size_t j = 0; j < d; j++) { - double & x = _vl[j]; - if (x > 0) x = max(0.0, x - eta * l1param); - else x = min(0.0, x + eta * l1param); + double& x = _vl[j]; + if (x > 0) + x = max(0.0, x - eta * l1param); + else + x = min(0.0, x + eta * l1param); } #endif - } logl /= _vs.size(); - // fprintf(stderr, "%4d logl = %8.3f acc = %6.4f ", iter, logl, (double)ncorrect / ntotal); +// fprintf(stderr, "%4d logl = %8.3f acc = %6.4f ", iter, logl, +// (double)ncorrect / ntotal); #ifdef FOLOS_LAZY if (l1param > 0) { for (size_t j = 0; j < d; j++) - update_folos_lazy(iter_sample, j, _vl, sum_eta, last_updated); + update_folos_lazy(iter_sample, j, _vl, sum_eta, last_updated); } #endif double f = logl; if (l1param > 0) { - const double l1 = l1norm(_vl); // this is not accurate when lazy update is used - // cerr << "f0 = " << update_model_expectation() - l1param * l1 << " "; + const double l1 = + l1norm(_vl); // this is not accurate when lazy update is used + // cerr << "f0 = " << update_model_expectation() - l1param * l1 << " + // "; f -= l1param * l1; int nonzero = 0; - for (int j = 0; j < d; j++) if (_vl[j] != 0) nonzero++; - // cerr << " f = " << f << " l1 = " << l1 << " nonzero_features = " << nonzero << endl; + for (int j = 0; j < d; j++) + if (_vl[j] != 0) nonzero++; + // cerr << " f = " << f << " l1 = " << l1 << " nonzero_features = " + // << nonzero << endl; } - // fprintf(stderr, "%4d obj = %7.3f acc = %6.4f", iter+1, f, (double)ncorrect/ntotal); + // fprintf(stderr, "%4d obj = %7.3f acc = %6.4f", iter+1, f, + // (double)ncorrect/ntotal); // fprintf(stderr, "%4d obj = %f", iter+1, f); - fprintf(stderr, "%3d obj(err) = %f (%6.4f)", iter+1, f, 1 - (double)ncorrect/ntotal); + fprintf(stderr, "%3d obj(err) = %f (%6.4f)", iter + 1, f, + 1 - (double)ncorrect / ntotal); if (_nheldout > 0) { double heldout_logl = heldout_likelihood(); - // fprintf(stderr, " heldout_logl = %f acc = %6.4f\n", heldout_logl, 1 - _heldout_error); - fprintf(stderr, " heldout_logl(err) = %f (%6.4f)", heldout_logl, _heldout_error); + // fprintf(stderr, " heldout_logl = %f acc = %6.4f\n", + // heldout_logl, 1 - _heldout_error); + fprintf(stderr, " heldout_logl(err) = %f (%6.4f)", heldout_logl, + _heldout_error); } fprintf(stderr, "\n"); - - } return 0; |