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-rw-r--r--utils/synutils/maxent-3.0/owlqn.cpp127
1 files changed, 0 insertions, 127 deletions
diff --git a/utils/synutils/maxent-3.0/owlqn.cpp b/utils/synutils/maxent-3.0/owlqn.cpp
deleted file mode 100644
index c3a0f0da..00000000
--- a/utils/synutils/maxent-3.0/owlqn.cpp
+++ /dev/null
@@ -1,127 +0,0 @@
-#include <vector>
-#include <iostream>
-#include <cmath>
-#include <stdio.h>
-#include "mathvec.h"
-#include "lbfgs.h"
-#include "maxent.h"
-
-using namespace std;
-
-const static int M = LBFGS_M;
-const static double LINE_SEARCH_ALPHA = 0.1;
-const static double LINE_SEARCH_BETA = 0.5;
-
-// stopping criteria
-int OWLQN_MAX_ITER = 300;
-const static double MIN_GRAD_NORM = 0.0001;
-
-Vec approximate_Hg(const int iter, const Vec& grad, const Vec s[],
- const Vec y[], const double z[]);
-
-inline int sign(double x) {
- if (x > 0) return 1;
- if (x < 0) return -1;
- return 0;
-};
-
-static Vec pseudo_gradient(const Vec& x, const Vec& grad0, const double C) {
- Vec grad = grad0;
- for (size_t i = 0; i < x.Size(); i++) {
- if (x[i] != 0) {
- grad[i] += C * sign(x[i]);
- continue;
- }
- const double gm = grad0[i] - C;
- if (gm > 0) {
- grad[i] = gm;
- continue;
- }
- const double gp = grad0[i] + C;
- if (gp < 0) {
- grad[i] = gp;
- continue;
- }
- grad[i] = 0;
- }
-
- return grad;
-}
-
-double ME_Model::regularized_func_grad(const double C, const Vec& x,
- Vec& grad) {
- double f = FunctionGradient(x.STLVec(), grad.STLVec());
- for (size_t i = 0; i < x.Size(); i++) {
- f += C * fabs(x[i]);
- }
-
- return f;
-}
-
-double ME_Model::constrained_line_search(double C, const Vec& x0,
- const Vec& grad0, const double f0,
- const Vec& dx, Vec& x, Vec& grad1) {
- // compute the orthant to explore
- Vec orthant = x0;
- for (size_t i = 0; i < orthant.Size(); i++) {
- if (orthant[i] == 0) orthant[i] = -grad0[i];
- }
-
- double t = 1.0 / LINE_SEARCH_BETA;
-
- double f;
- do {
- t *= LINE_SEARCH_BETA;
- x = x0 + t * dx;
- x.Project(orthant);
- // for (size_t i = 0; i < x.Size(); i++) {
- // if (x0[i] != 0 && sign(x[i]) != sign(x0[i])) x[i] = 0;
- // }
-
- f = regularized_func_grad(C, x, grad1);
- // cout << "*";
- } while (f > f0 + LINE_SEARCH_ALPHA * dot_product(x - x0, grad0));
-
- return f;
-}
-
-vector<double> ME_Model::perform_OWLQN(const vector<double>& x0,
- const double C) {
- const size_t dim = x0.size();
- Vec x = x0;
-
- Vec grad(dim), dx(dim);
- double f = regularized_func_grad(C, x, grad);
-
- Vec s[M], y[M];
- double z[M]; // rho
-
- for (int iter = 0; iter < OWLQN_MAX_ITER; iter++) {
- Vec pg = pseudo_gradient(x, grad, C);
-
- fprintf(stderr, "%3d obj(err) = %f (%6.4f)", iter + 1, -f, _train_error);
- if (_nheldout > 0) {
- const double heldout_logl = heldout_likelihood();
- fprintf(stderr, " heldout_logl(err) = %f (%6.4f)", heldout_logl,
- _heldout_error);
- }
- fprintf(stderr, "\n");
-
- if (sqrt(dot_product(pg, pg)) < MIN_GRAD_NORM) break;
-
- dx = -1 * approximate_Hg(iter, pg, s, y, z);
- if (dot_product(dx, pg) >= 0) dx.Project(-1 * pg);
-
- Vec x1(dim), grad1(dim);
- f = constrained_line_search(C, x, pg, f, dx, x1, grad1);
-
- s[iter % M] = x1 - x;
- y[iter % M] = grad1 - grad;
- z[iter % M] = 1.0 / dot_product(y[iter % M], s[iter % M]);
-
- x = x1;
- grad = grad1;
- }
-
- return x.STLVec();
-}