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authorChris Dyer <cdyer@cs.cmu.edu>2012-10-11 14:06:32 -0400
committerChris Dyer <cdyer@cs.cmu.edu>2012-10-11 14:06:32 -0400
commit9339c80d465545aec5a6dccfef7c83ca715bf11f (patch)
tree64c56d558331edad1db3832018c80e799551c39a /gi/posterior-regularisation/prjava/src/optimization/projections
parent438dac41810b7c69fa10203ac5130d20efa2da9f (diff)
parentafd7da3b2338661657ad0c4e9eec681e014d37bf (diff)
Merge branch 'master' of https://github.com/redpony/cdec
Diffstat (limited to 'gi/posterior-regularisation/prjava/src/optimization/projections')
-rw-r--r--gi/posterior-regularisation/prjava/src/optimization/projections/BoundsProjection.java104
-rw-r--r--gi/posterior-regularisation/prjava/src/optimization/projections/Projection.java72
-rw-r--r--gi/posterior-regularisation/prjava/src/optimization/projections/SimplexProjection.java127
3 files changed, 0 insertions, 303 deletions
diff --git a/gi/posterior-regularisation/prjava/src/optimization/projections/BoundsProjection.java b/gi/posterior-regularisation/prjava/src/optimization/projections/BoundsProjection.java
deleted file mode 100644
index 0429d531..00000000
--- a/gi/posterior-regularisation/prjava/src/optimization/projections/BoundsProjection.java
+++ /dev/null
@@ -1,104 +0,0 @@
-package optimization.projections;
-
-
-import java.util.Random;
-
-import optimization.util.MathUtils;
-import optimization.util.MatrixOutput;
-
-/**
- * Implements a projection into a box set defined by a and b.
- * If either a or b are infinity then that bound is ignored.
- * @author javg
- *
- */
-public class BoundsProjection extends Projection{
-
- double a,b;
- boolean ignoreA = false;
- boolean ignoreB = false;
- public BoundsProjection(double lowerBound, double upperBound) {
- if(Double.isInfinite(lowerBound)){
- this.ignoreA = true;
- }else{
- this.a =lowerBound;
- }
- if(Double.isInfinite(upperBound)){
- this.ignoreB = true;
- }else{
- this.b =upperBound;
- }
- }
-
-
-
- /**
- * Projects into the bounds
- * a <= x_i <=b
- */
- public void project(double[] original){
- for (int i = 0; i < original.length; i++) {
- if(!ignoreA && original[i] < a){
- original[i] = a;
- }else if(!ignoreB && original[i]>b){
- original[i]=b;
- }
- }
- }
-
- /**
- * Generates a random number between a and b.
- */
-
- Random r = new Random();
-
- public double[] samplePoint(int numParams) {
- double[] point = new double[numParams];
- for (int i = 0; i < point.length; i++) {
- double rand = r.nextDouble();
- if(ignoreA && ignoreB){
- //Use const to avoid number near overflow
- point[i] = rand*(1.E100+1.E100)-1.E100;
- }else if(ignoreA){
- point[i] = rand*(b-1.E100)-1.E100;
- }else if(ignoreB){
- point[i] = rand*(1.E100-a)-a;
- }else{
- point[i] = rand*(b-a)-a;
- }
- }
- return point;
- }
-
- public static void main(String[] args) {
- BoundsProjection sp = new BoundsProjection(0,Double.POSITIVE_INFINITY);
-
-
- MatrixOutput.printDoubleArray(sp.samplePoint(3), "random 1");
- MatrixOutput.printDoubleArray(sp.samplePoint(3), "random 2");
- MatrixOutput.printDoubleArray(sp.samplePoint(3), "random 3");
-
- double[] d = {-1.1,1.2,1.4};
- double[] original = d.clone();
- MatrixOutput.printDoubleArray(d, "before");
-
- sp.project(d);
- MatrixOutput.printDoubleArray(d, "after");
- System.out.println("Test projection: " + sp.testProjection(original, d));
- }
-
- double epsilon = 1.E-10;
- public double[] perturbePoint(double[] point, int parameter){
- double[] newPoint = point.clone();
- if(!ignoreA && MathUtils.almost(point[parameter], a)){
- newPoint[parameter]+=epsilon;
- }else if(!ignoreB && MathUtils.almost(point[parameter], b)){
- newPoint[parameter]-=epsilon;
- }else{
- newPoint[parameter]-=epsilon;
- }
- return newPoint;
- }
-
-
-}
diff --git a/gi/posterior-regularisation/prjava/src/optimization/projections/Projection.java b/gi/posterior-regularisation/prjava/src/optimization/projections/Projection.java
deleted file mode 100644
index b5a9f92f..00000000
--- a/gi/posterior-regularisation/prjava/src/optimization/projections/Projection.java
+++ /dev/null
@@ -1,72 +0,0 @@
-package optimization.projections;
-
-import optimization.util.MathUtils;
-import optimization.util.MatrixOutput;
-import util.ArrayMath;
-import util.Printing;
-
-
-
-public abstract class Projection {
-
-
- public abstract void project(double[] original);
-
-
- /**
- * From the projection theorem "Non-Linear Programming" page
- * 201 fact 2.
- *
- * Given some z in R, and a vector x* in X;
- * x* = z+ iif for all x in X
- * (z-x*)'(x-x*) <= 0 where 0 is when x*=x
- * See figure 2.16 in book
- *
- * @param original
- * @param projected
- * @return
- */
- public boolean testProjection(double[] original, double[] projected){
- double[] original1 = original.clone();
- //System.out.println(Printing.doubleArrayToString(original1, null, "original"));
- //System.out.println(Printing.doubleArrayToString(projected, null, "projected"));
- MathUtils.minusEquals(original1, projected, 1);
- //System.out.println(Printing.doubleArrayToString(original1, null, "minus1"));
- for(int i = 0; i < 10; i++){
- double[] x = samplePoint(original.length);
- // System.out.println(Printing.doubleArrayToString(x, null, "sample"));
- //If the same this returns zero so we are there.
- MathUtils.minusEquals(x, projected, 1);
- // System.out.println(Printing.doubleArrayToString(x, null, "minus2"));
- double dotProd = MathUtils.dotProduct(original1, x);
-
- // System.out.println("dot " + dotProd);
- if(dotProd > 0) return false;
- }
-
- //Perturbs the point a bit in all possible directions
- for(int i = 0; i < original.length; i++){
- double[] x = perturbePoint(projected,i);
- // System.out.println(Printing.doubleArrayToString(x, null, "perturbed"));
- //If the same this returns zero so we are there.
- MathUtils.minusEquals(x, projected, 1);
- // System.out.println(Printing.doubleArrayToString(x, null, "minus2"));
- double dotProd = MathUtils.dotProduct(original1, x);
-
- // System.out.println("dot " + dotProd);
- if(dotProd > 0) return false;
- }
-
-
-
- return true;
- }
-
- //Samples a point from the constrained set
- public abstract double[] samplePoint(int dimensions);
-
- //Perturbs a point a bit still leaving it at the constraints set
- public abstract double[] perturbePoint(double[] point, int parameter);
-
-
-}
diff --git a/gi/posterior-regularisation/prjava/src/optimization/projections/SimplexProjection.java b/gi/posterior-regularisation/prjava/src/optimization/projections/SimplexProjection.java
deleted file mode 100644
index f22afcaf..00000000
--- a/gi/posterior-regularisation/prjava/src/optimization/projections/SimplexProjection.java
+++ /dev/null
@@ -1,127 +0,0 @@
-package optimization.projections;
-
-
-
-import java.util.Random;
-
-import optimization.util.MathUtils;
-import optimization.util.MatrixOutput;
-
-public class SimplexProjection extends Projection{
-
- double scale;
- public SimplexProjection(double scale) {
- this.scale = scale;
- }
-
- /**
- * projects the numbers of the array
- * into a simplex of size.
- * We follow the description of the paper
- * "Efficient Projetions onto the l1-Ball
- * for learning in high dimensions"
- */
- public void project(double[] original){
- double[] ds = new double[original.length];
- System.arraycopy(original, 0, ds, 0, ds.length);
- //If sum is smaller then zero then its ok
- for (int i = 0; i < ds.length; i++) ds[i] = ds[i]>0? ds[i]:0;
- double sum = MathUtils.sum(ds);
- if (scale - sum >= -1.E-10 ){
- System.arraycopy(ds, 0, original, 0, ds.length);
- //System.out.println("Not projecting");
- return;
- }
- //System.out.println("projecting " + sum + " scontraints " + scale);
- util.Array.sortDescending(ds);
- double currentSum = 0;
- double previousTheta = 0;
- double theta = 0;
- for (int i = 0; i < ds.length; i++) {
- currentSum+=ds[i];
- theta = (currentSum-scale)/(i+1);
- if(ds[i]-theta < -1e-10){
- break;
- }
- previousTheta = theta;
- }
- //DEBUG
- if(previousTheta < 0){
- System.out.println("Simple Projection: Theta is smaller than zero: " + previousTheta);
- System.exit(-1);
- }
- for (int i = 0; i < original.length; i++) {
- original[i] = Math.max(original[i]-previousTheta, 0);
- }
- }
-
-
-
-
-
-
- /**
- * Samples a point from the simplex of scale. Just sample
- * random number from 0-scale and then if
- * their sum is bigger then sum make them normalize.
- * This is probably not sampling uniformly from the simplex but it is
- * enough for our goals in here.
- */
- Random r = new Random();
- public double[] samplePoint(int dimensions) {
- double[] newPoint = new double[dimensions];
- double sum =0;
- for (int i = 0; i < newPoint.length; i++) {
- double rand = r.nextDouble()*scale;
- sum+=rand;
- newPoint[i]=rand;
- }
- //Normalize
- if(sum > scale){
- for (int i = 0; i < newPoint.length; i++) {
- newPoint[i]=scale*newPoint[i]/sum;
- }
- }
- return newPoint;
- }
-
- public static void main(String[] args) {
- SimplexProjection sp = new SimplexProjection(1);
-
-
- double[] point = sp.samplePoint(3);
- MatrixOutput.printDoubleArray(point , "random 1 sum:" + MathUtils.sum(point));
- point = sp.samplePoint(3);
- MatrixOutput.printDoubleArray(point , "random 2 sum:" + MathUtils.sum(point));
- point = sp.samplePoint(3);
- MatrixOutput.printDoubleArray(point , "random 3 sum:" + MathUtils.sum(point));
-
- double[] d = {0,1.1,-10};
- double[] original = d.clone();
- MatrixOutput.printDoubleArray(d, "before");
-
- sp.project(d);
- MatrixOutput.printDoubleArray(d, "after");
- System.out.println("Test projection: " + sp.testProjection(original, d));
-
- }
-
-
- double epsilon = 1.E-10;
- public double[] perturbePoint(double[] point, int parameter){
- double[] newPoint = point.clone();
- if(MathUtils.almost(MathUtils.sum(point), scale)){
- newPoint[parameter]-=epsilon;
- }
- else if(point[parameter]==0){
- newPoint[parameter]+=epsilon;
- }else if(MathUtils.almost(point[parameter], scale)){
- newPoint[parameter]-=epsilon;
- }
- else{
- newPoint[parameter]-=epsilon;
- }
- return newPoint;
- }
-
-}