diff options
Diffstat (limited to 'dtrain/test/mtm11/mira_update/Hildreth.cpp')
| -rw-r--r-- | dtrain/test/mtm11/mira_update/Hildreth.cpp | 187 |
1 files changed, 0 insertions, 187 deletions
diff --git a/dtrain/test/mtm11/mira_update/Hildreth.cpp b/dtrain/test/mtm11/mira_update/Hildreth.cpp deleted file mode 100644 index 0e67eb15..00000000 --- a/dtrain/test/mtm11/mira_update/Hildreth.cpp +++ /dev/null @@ -1,187 +0,0 @@ -#include "Hildreth.h" -#include "sparse_vector.h" - -using namespace std; - -namespace Mira { - vector<double> Hildreth::optimise (vector< SparseVector<double> >& a, vector<double>& b) { - - size_t i; - int max_iter = 10000; - double eps = 0.00000001; - double zero = 0.000000000001; - - vector<double> alpha ( b.size() ); - vector<double> F ( b.size() ); - vector<double> kkt ( b.size() ); - - double max_kkt = -1e100; - - size_t K = b.size(); - - double A[K][K]; - bool is_computed[K]; - for ( i = 0; i < K; i++ ) - { - A[i][i] = a[i].dot(a[i]); - is_computed[i] = false; - } - - int max_kkt_i = -1; - - - for ( i = 0; i < b.size(); i++ ) - { - F[i] = b[i]; - kkt[i] = F[i]; - if ( kkt[i] > max_kkt ) - { - max_kkt = kkt[i]; - max_kkt_i = i; - } - } - - int iter = 0; - double diff_alpha; - double try_alpha; - double add_alpha; - - while ( max_kkt >= eps && iter < max_iter ) - { - - diff_alpha = A[max_kkt_i][max_kkt_i] <= zero ? 0.0 : F[max_kkt_i]/A[max_kkt_i][max_kkt_i]; - try_alpha = alpha[max_kkt_i] + diff_alpha; - add_alpha = 0.0; - - if ( try_alpha < 0.0 ) - add_alpha = -1.0 * alpha[max_kkt_i]; - else - add_alpha = diff_alpha; - - alpha[max_kkt_i] = alpha[max_kkt_i] + add_alpha; - - if ( !is_computed[max_kkt_i] ) - { - for ( i = 0; i < K; i++ ) - { - A[i][max_kkt_i] = a[i].dot(a[max_kkt_i] ); // for version 1 - //A[i][max_kkt_i] = 0; // for version 1 - is_computed[max_kkt_i] = true; - } - } - - for ( i = 0; i < F.size(); i++ ) - { - F[i] -= add_alpha * A[i][max_kkt_i]; - kkt[i] = F[i]; - if ( alpha[i] > zero ) - kkt[i] = abs ( F[i] ); - } - max_kkt = -1e100; - max_kkt_i = -1; - for ( i = 0; i < F.size(); i++ ) - if ( kkt[i] > max_kkt ) - { - max_kkt = kkt[i]; - max_kkt_i = i; - } - - iter++; - } - - return alpha; - } - - vector<double> Hildreth::optimise (vector< SparseVector<double> >& a, vector<double>& b, double C) { - - size_t i; - int max_iter = 10000; - double eps = 0.00000001; - double zero = 0.000000000001; - - vector<double> alpha ( b.size() ); - vector<double> F ( b.size() ); - vector<double> kkt ( b.size() ); - - double max_kkt = -1e100; - - size_t K = b.size(); - - double A[K][K]; - bool is_computed[K]; - for ( i = 0; i < K; i++ ) - { - A[i][i] = a[i].dot(a[i]); - is_computed[i] = false; - } - - int max_kkt_i = -1; - - - for ( i = 0; i < b.size(); i++ ) - { - F[i] = b[i]; - kkt[i] = F[i]; - if ( kkt[i] > max_kkt ) - { - max_kkt = kkt[i]; - max_kkt_i = i; - } - } - - int iter = 0; - double diff_alpha; - double try_alpha; - double add_alpha; - - while ( max_kkt >= eps && iter < max_iter ) - { - - diff_alpha = A[max_kkt_i][max_kkt_i] <= zero ? 0.0 : F[max_kkt_i]/A[max_kkt_i][max_kkt_i]; - try_alpha = alpha[max_kkt_i] + diff_alpha; - add_alpha = 0.0; - - if ( try_alpha < 0.0 ) - add_alpha = -1.0 * alpha[max_kkt_i]; - else if (try_alpha > C) - add_alpha = C - alpha[max_kkt_i]; - else - add_alpha = diff_alpha; - - alpha[max_kkt_i] = alpha[max_kkt_i] + add_alpha; - - if ( !is_computed[max_kkt_i] ) - { - for ( i = 0; i < K; i++ ) - { - A[i][max_kkt_i] = a[i].dot(a[max_kkt_i] ); // for version 1 - //A[i][max_kkt_i] = 0; // for version 1 - is_computed[max_kkt_i] = true; - } - } - - for ( i = 0; i < F.size(); i++ ) - { - F[i] -= add_alpha * A[i][max_kkt_i]; - kkt[i] = F[i]; - if (alpha[i] > C - zero) - kkt[i]=-kkt[i]; - else if (alpha[i] > zero) - kkt[i] = abs(F[i]); - - } - max_kkt = -1e100; - max_kkt_i = -1; - for ( i = 0; i < F.size(); i++ ) - if ( kkt[i] > max_kkt ) - { - max_kkt = kkt[i]; - max_kkt_i = i; - } - - iter++; - } - - return alpha; - } -} |