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Diffstat (limited to 'utils/synutils/maxent-3.0/owlqn.cpp')
-rw-r--r-- | utils/synutils/maxent-3.0/owlqn.cpp | 127 |
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(); -} |