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authorChris Dyer <cdyer@cs.cmu.edu>2012-06-29 18:45:26 -0700
committerChris Dyer <cdyer@cs.cmu.edu>2012-06-29 18:45:26 -0700
commit3044d6d1c6d428e8d06c255e3a2d739bcd187679 (patch)
tree81baa7315011a57ee363f93f0aa3e1e94affe5d1 /training
parentc84ef9590d11819b7f8441a53b1699a912d949e1 (diff)
add option for entropy optimization
Diffstat (limited to 'training')
-rw-r--r--training/Makefile.am1
-rw-r--r--training/entropy.cc41
-rw-r--r--training/entropy.h22
3 files changed, 64 insertions, 0 deletions
diff --git a/training/Makefile.am b/training/Makefile.am
index 68ebfab4..4cef0d5b 100644
--- a/training/Makefile.am
+++ b/training/Makefile.am
@@ -26,6 +26,7 @@ TESTS = lbfgs_test optimize_test
noinst_LIBRARIES = libtraining.a
libtraining_a_SOURCES = \
candidate_set.cc \
+ entropy.cc \
optimize.cc \
online_optimizer.cc \
risk.cc
diff --git a/training/entropy.cc b/training/entropy.cc
new file mode 100644
index 00000000..4fdbe2be
--- /dev/null
+++ b/training/entropy.cc
@@ -0,0 +1,41 @@
+#include "entropy.h"
+
+#include "prob.h"
+#include "candidate_set.h"
+
+using namespace std;
+
+namespace training {
+
+// see Mann and McCallum "Efficient Computation of Entropy Gradient ..." for
+// a mostly clear derivation of:
+// g = E[ F(x,y) * log p(y|x) ] + H(y | x) * E[ F(x,y) ]
+double CandidateSetEntropy::operator()(const vector<double>& params,
+ SparseVector<double>* g) const {
+ prob_t z;
+ vector<double> dps(cands_.size());
+ for (unsigned i = 0; i < cands_.size(); ++i) {
+ dps[i] = cands_[i].fmap.dot(params);
+ const prob_t u(dps[i], init_lnx());
+ z += u;
+ }
+ const double log_z = log(z);
+
+ SparseVector<double> exp_feats;
+ double entropy = 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 e_logprob = prob * log_prob;
+ entropy -= e_logprob;
+ if (g) {
+ (*g) += cands_[i].fmap * e_logprob;
+ exp_feats += cands_[i].fmap * prob;
+ }
+ }
+ if (g) (*g) += exp_feats * entropy;
+ return entropy;
+}
+
+}
+
diff --git a/training/entropy.h b/training/entropy.h
new file mode 100644
index 00000000..796589ca
--- /dev/null
+++ b/training/entropy.h
@@ -0,0 +1,22 @@
+#ifndef _CSENTROPY_H_
+#define _CSENTROPY_H_
+
+#include <vector>
+#include "sparse_vector.h"
+
+namespace training {
+ class CandidateSet;
+
+ class CandidateSetEntropy {
+ public:
+ explicit CandidateSetEntropy(const CandidateSet& cs) : cands_(cs) {}
+ // compute the entropy (expected log likelihood) of a CandidateSet
+ // (optional) the gradient of the entropy with respect to params
+ double operator()(const std::vector<double>& params,
+ SparseVector<double>* g = NULL) const;
+ private:
+ const CandidateSet& cands_;
+ };
+};
+
+#endif