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-rw-r--r--utils/Makefile.am8
-rw-r--r--utils/lbfgs.cpp108
-rw-r--r--utils/lbfgs.h20
-rw-r--r--utils/mathvec.h87
-rw-r--r--utils/maxent.cpp702
-rw-r--r--utils/maxent.h402
-rw-r--r--utils/owlqn.cpp127
-rw-r--r--utils/sgd.cpp193
8 files changed, 1646 insertions, 1 deletions
diff --git a/utils/Makefile.am b/utils/Makefile.am
index 727fa8a5..fabb4454 100644
--- a/utils/Makefile.am
+++ b/utils/Makefile.am
@@ -38,13 +38,20 @@ libutils_a_SOURCES = \
have_64_bits.h \
indices_after.h \
kernel_string_subseq.h \
+ lbfgs.h \
+ lbfgs.cpp \
logval.h \
m.h \
+ mathvec.h \
+ maxent.h \
+ maxent.cpp \
murmur_hash3.h \
murmur_hash3.cc \
named_enum.h \
null_deleter.h \
null_traits.h \
+ owlqn.cpp \
+ sgd.cpp \
perfect_hash.h \
prob.h \
sampler.h \
@@ -117,4 +124,3 @@ stringlib_test_LDADD = libutils.a $(BOOST_UNIT_TEST_FRAMEWORK_LDFLAGS) $(BOOST_U
# do NOT NOT NOT add any other -I includes NO NO NO NO NO ######
AM_CPPFLAGS = -DBOOST_TEST_DYN_LINK -W -Wall -I. -I$(top_srcdir) -DTEST_DATA=\"$(top_srcdir)/utils/test_data\"
################################################################
-
diff --git a/utils/lbfgs.cpp b/utils/lbfgs.cpp
new file mode 100644
index 00000000..bd26f048
--- /dev/null
+++ b/utils/lbfgs.cpp
@@ -0,0 +1,108 @@
+#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 LBFGS_MAX_ITER = 300;
+const static double MIN_GRAD_NORM = 0.0001;
+
+double ME_Model::backtracking_line_search(const Vec& x0, const Vec& grad0,
+ const double f0, const Vec& dx,
+ Vec& x, Vec& grad1) {
+ double t = 1.0 / LINE_SEARCH_BETA;
+
+ double f;
+ do {
+ t *= LINE_SEARCH_BETA;
+ x = x0 + t * dx;
+ f = FunctionGradient(x.STLVec(), grad1.STLVec());
+ // cout << "*";
+ } while (f > f0 + LINE_SEARCH_ALPHA * t * dot_product(dx, grad0));
+
+ return f;
+}
+
+//
+// Jorge Nocedal, "Updating Quasi-Newton Matrices With Limited Storage",
+// Mathematics of Computation, Vol. 35, No. 151, pp. 773-782, 1980.
+//
+Vec approximate_Hg(const int iter, const Vec& grad, const Vec s[],
+ const Vec y[], const double z[]) {
+ int offset, bound;
+ if (iter <= M) {
+ offset = 0;
+ bound = iter;
+ } else {
+ offset = iter - M;
+ bound = M;
+ }
+
+ Vec q = grad;
+ double alpha[M], beta[M];
+ for (int i = bound - 1; i >= 0; i--) {
+ const int j = (i + offset) % M;
+ alpha[i] = z[j] * dot_product(s[j], q);
+ q += -alpha[i] * y[j];
+ }
+ if (iter > 0) {
+ const int j = (iter - 1) % M;
+ const double gamma = ((1.0 / z[j]) / dot_product(y[j], y[j]));
+ // static double gamma;
+ // if (gamma == 0) gamma = ((1.0 / z[j]) / dot_product(y[j], y[j]));
+ q *= gamma;
+ }
+ for (int i = 0; i <= bound - 1; i++) {
+ const int j = (i + offset) % M;
+ beta[i] = z[j] * dot_product(y[j], q);
+ q += s[j] * (alpha[i] - beta[i]);
+ }
+
+ return q;
+}
+
+vector<double> ME_Model::perform_LBFGS(const vector<double>& x0) {
+ const size_t dim = x0.size();
+ Vec x = x0;
+
+ Vec grad(dim), dx(dim);
+ double f = FunctionGradient(x.STLVec(), grad.STLVec());
+
+ Vec s[M], y[M];
+ double z[M]; // rho
+
+ for (int iter = 0; iter < LBFGS_MAX_ITER; iter++) {
+
+ 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(grad, grad)) < MIN_GRAD_NORM) break;
+
+ dx = -1 * approximate_Hg(iter, grad, s, y, z);
+
+ Vec x1(dim), grad1(dim);
+ f = backtracking_line_search(x, grad, 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();
+}
diff --git a/utils/lbfgs.h b/utils/lbfgs.h
new file mode 100644
index 00000000..4d706f7a
--- /dev/null
+++ b/utils/lbfgs.h
@@ -0,0 +1,20 @@
+#ifndef _LBFGS_H_
+#define _LBFGS_H_
+
+#include <vector>
+
+// template<class FuncGrad>
+// std::vector<double>
+// perform_LBFGS(FuncGrad func_grad, const std::vector<double> & x0);
+
+std::vector<double> perform_LBFGS(
+ double (*func_grad)(const std::vector<double> &, std::vector<double> &),
+ const std::vector<double> &x0);
+
+std::vector<double> perform_OWLQN(
+ double (*func_grad)(const std::vector<double> &, std::vector<double> &),
+ const std::vector<double> &x0, const double C);
+
+const int LBFGS_M = 10;
+
+#endif
diff --git a/utils/mathvec.h b/utils/mathvec.h
new file mode 100644
index 00000000..f8c60e5d
--- /dev/null
+++ b/utils/mathvec.h
@@ -0,0 +1,87 @@
+#ifndef _MATH_VECTOR_H_
+#define _MATH_VECTOR_H_
+
+#include <vector>
+#include <iostream>
+#include <cassert>
+
+class Vec {
+ private:
+ std::vector<double> _v;
+
+ public:
+ Vec(const size_t n = 0, const double val = 0) { _v.resize(n, val); }
+ Vec(const std::vector<double>& v) : _v(v) {}
+ const std::vector<double>& STLVec() const { return _v; }
+ std::vector<double>& STLVec() { return _v; }
+ size_t Size() const { return _v.size(); }
+ double& operator[](int i) { return _v[i]; }
+ const double& operator[](int i) const { return _v[i]; }
+ Vec& operator+=(const Vec& b) {
+ assert(b.Size() == _v.size());
+ for (size_t i = 0; i < _v.size(); i++) {
+ _v[i] += b[i];
+ }
+ return *this;
+ }
+ Vec& operator*=(const double c) {
+ for (size_t i = 0; i < _v.size(); i++) {
+ _v[i] *= c;
+ }
+ return *this;
+ }
+ void Project(const Vec& y) {
+ for (size_t i = 0; i < _v.size(); i++) {
+ // if (sign(_v[i]) != sign(y[i])) _v[i] = 0;
+ if (_v[i] * y[i] <= 0) _v[i] = 0;
+ }
+ }
+};
+
+inline double dot_product(const Vec& a, const Vec& b) {
+ double sum = 0;
+ for (size_t i = 0; i < a.Size(); i++) {
+ sum += a[i] * b[i];
+ }
+ return sum;
+}
+
+inline std::ostream& operator<<(std::ostream& s, const Vec& a) {
+ s << "(";
+ for (size_t i = 0; i < a.Size(); i++) {
+ if (i != 0) s << ", ";
+ s << a[i];
+ }
+ s << ")";
+ return s;
+}
+
+inline const Vec operator+(const Vec& a, const Vec& b) {
+ Vec v(a.Size());
+ assert(a.Size() == b.Size());
+ for (size_t i = 0; i < a.Size(); i++) {
+ v[i] = a[i] + b[i];
+ }
+ return v;
+}
+
+inline const Vec operator-(const Vec& a, const Vec& b) {
+ Vec v(a.Size());
+ assert(a.Size() == b.Size());
+ for (size_t i = 0; i < a.Size(); i++) {
+ v[i] = a[i] - b[i];
+ }
+ return v;
+}
+
+inline const Vec operator*(const Vec& a, const double c) {
+ Vec v(a.Size());
+ for (size_t i = 0; i < a.Size(); i++) {
+ v[i] = a[i] * c;
+ }
+ return v;
+}
+
+inline const Vec operator*(const double c, const Vec& a) { return a * c; }
+
+#endif
diff --git a/utils/maxent.cpp b/utils/maxent.cpp
new file mode 100644
index 00000000..0f49ee9d
--- /dev/null
+++ b/utils/maxent.cpp
@@ -0,0 +1,702 @@
+/*
+ * $Id: maxent.cpp,v 1.1.1.1 2007/05/15 08:30:35 kyoshida Exp $
+ */
+
+#include "maxent.h"
+#include <cmath>
+#include <cstdio>
+#include "lbfgs.h"
+
+using namespace std;
+
+double ME_Model::FunctionGradient(const vector<double>& x,
+ vector<double>& grad) {
+ assert((int)_fb.Size() == x.size());
+ for (size_t i = 0; i < x.size(); i++) {
+ _vl[i] = x[i];
+ }
+
+ double score = update_model_expectation();
+
+ if (_l2reg == 0) {
+ for (size_t i = 0; i < x.size(); i++) {
+ grad[i] = -(_vee[i] - _vme[i]);
+ }
+ } else {
+ const double c = _l2reg * 2;
+ for (size_t i = 0; i < x.size(); i++) {
+ grad[i] = -(_vee[i] - _vme[i] - c * _vl[i]);
+ }
+ }
+
+ return -score;
+}
+
+int ME_Model::perform_GIS(int C) {
+ cerr << "C = " << C << endl;
+ C = 1;
+ cerr << "performing AGIS" << endl;
+ vector<double> pre_v;
+ double pre_logl = -999999;
+ for (int iter = 0; iter < 200; iter++) {
+
+ double logl = update_model_expectation();
+ fprintf(stderr, "iter = %2d C = %d f = %10.7f train_err = %7.5f", iter,
+ C, logl, _train_error);
+ if (_heldout.size() > 0) {
+ double hlogl = heldout_likelihood();
+ fprintf(stderr, " heldout_logl(err) = %f (%6.4f)", hlogl,
+ _heldout_error);
+ }
+ cerr << endl;
+
+ if (logl < pre_logl) {
+ C += 1;
+ _vl = pre_v;
+ iter--;
+ continue;
+ }
+ if (C > 1 && iter % 10 == 0) C--;
+
+ pre_logl = logl;
+ pre_v = _vl;
+ for (int i = 0; i < _fb.Size(); i++) {
+ double coef = _vee[i] / _vme[i];
+ _vl[i] += log(coef) / C;
+ }
+ }
+ cerr << endl;
+
+ return 0;
+}
+
+int ME_Model::perform_QUASI_NEWTON() {
+ const int dim = _fb.Size();
+ vector<double> x0(dim);
+
+ for (int i = 0; i < dim; i++) {
+ x0[i] = _vl[i];
+ }
+
+ vector<double> x;
+ if (_l1reg > 0) {
+ cerr << "performing OWLQN" << endl;
+ x = perform_OWLQN(x0, _l1reg);
+ } else {
+ cerr << "performing LBFGS" << endl;
+ x = perform_LBFGS(x0);
+ }
+
+ for (int i = 0; i < dim; i++) {
+ _vl[i] = x[i];
+ }
+
+ return 0;
+}
+
+int ME_Model::conditional_probability(const Sample& s,
+ std::vector<double>& membp) const {
+ // int num_classes = membp.size();
+ double sum = 0;
+ int max_label = 0;
+ // double maxp = 0;
+
+ vector<double> powv(_num_classes, 0.0);
+ for (vector<int>::const_iterator j = s.positive_features.begin();
+ j != s.positive_features.end(); j++) {
+ for (vector<int>::const_iterator k = _feature2mef[*j].begin();
+ k != _feature2mef[*j].end(); k++) {
+ powv[_fb.Feature(*k).label()] += _vl[*k];
+ }
+ }
+ for (vector<pair<int, double> >::const_iterator j = s.rvfeatures.begin();
+ j != s.rvfeatures.end(); j++) {
+ for (vector<int>::const_iterator k = _feature2mef[j->first].begin();
+ k != _feature2mef[j->first].end(); k++) {
+ powv[_fb.Feature(*k).label()] += _vl[*k] * j->second;
+ }
+ }
+
+ std::vector<double>::const_iterator pmax =
+ max_element(powv.begin(), powv.end());
+ double offset = max(0.0, *pmax - 700); // to avoid overflow
+ for (int label = 0; label < _num_classes; label++) {
+ double pow = powv[label] - offset;
+ double prod = exp(pow);
+ // cout << pow << " " << prod << ", ";
+ // if (_ref_modelp != NULL) prod *= _train_refpd[n][label];
+ if (_ref_modelp != NULL) prod *= s.ref_pd[label];
+ assert(prod != 0);
+ membp[label] = prod;
+ sum += prod;
+ }
+ for (int label = 0; label < _num_classes; label++) {
+ membp[label] /= sum;
+ if (membp[label] > membp[max_label]) max_label = label;
+ }
+ return max_label;
+}
+
+int ME_Model::make_feature_bag(const int cutoff) {
+ int max_num_features = 0;
+
+// count the occurrences of features
+#ifdef USE_HASH_MAP
+ typedef std::unordered_map<unsigned int, int> map_type;
+#else
+ typedef std::map<unsigned int, int> map_type;
+#endif
+ map_type count;
+ if (cutoff > 0) {
+ for (std::vector<Sample>::const_iterator i = _vs.begin(); i != _vs.end();
+ i++) {
+ for (std::vector<int>::const_iterator j = i->positive_features.begin();
+ j != i->positive_features.end(); j++) {
+ count[ME_Feature(i->label, *j).body()]++;
+ }
+ for (std::vector<pair<int, double> >::const_iterator j =
+ i->rvfeatures.begin();
+ j != i->rvfeatures.end(); j++) {
+ count[ME_Feature(i->label, j->first).body()]++;
+ }
+ }
+ }
+
+ int n = 0;
+ for (std::vector<Sample>::const_iterator i = _vs.begin(); i != _vs.end();
+ i++, n++) {
+ max_num_features =
+ max(max_num_features, (int)(i->positive_features.size()));
+ for (std::vector<int>::const_iterator j = i->positive_features.begin();
+ j != i->positive_features.end(); j++) {
+ const ME_Feature feature(i->label, *j);
+ // if (cutoff > 0 && count[feature.body()] < cutoff) continue;
+ if (cutoff > 0 && count[feature.body()] <= cutoff) continue;
+ _fb.Put(feature);
+ // cout << i->label << "\t" << *j << "\t" << id << endl;
+ // feature2sample[id].push_back(n);
+ }
+ for (std::vector<pair<int, double> >::const_iterator j =
+ i->rvfeatures.begin();
+ j != i->rvfeatures.end(); j++) {
+ const ME_Feature feature(i->label, j->first);
+ // if (cutoff > 0 && count[feature.body()] < cutoff) continue;
+ if (cutoff > 0 && count[feature.body()] <= cutoff) continue;
+ _fb.Put(feature);
+ }
+ }
+ count.clear();
+
+ // cerr << "num_classes = " << _num_classes << endl;
+ // cerr << "max_num_features = " << max_num_features << endl;
+
+ init_feature2mef();
+
+ return max_num_features;
+}
+
+double ME_Model::heldout_likelihood() {
+ double logl = 0;
+ int ncorrect = 0;
+ for (std::vector<Sample>::const_iterator i = _heldout.begin();
+ i != _heldout.end(); i++) {
+ vector<double> membp(_num_classes);
+ int l = classify(*i, membp);
+ logl += log(membp[i->label]);
+ if (l == i->label) ncorrect++;
+ }
+ _heldout_error = 1 - (double)ncorrect / _heldout.size();
+
+ return logl /= _heldout.size();
+}
+
+double ME_Model::update_model_expectation() {
+ double logl = 0;
+ int ncorrect = 0;
+
+ _vme.resize(_fb.Size());
+ for (int i = 0; i < _fb.Size(); i++) _vme[i] = 0;
+
+ int n = 0;
+ for (vector<Sample>::const_iterator i = _vs.begin(); i != _vs.end();
+ i++, n++) {
+ vector<double> membp(_num_classes);
+ int max_label = conditional_probability(*i, membp);
+
+ logl += log(membp[i->label]);
+ // cout << membp[*i] << " " << logl << " ";
+ if (max_label == i->label) ncorrect++;
+
+ // model_expectation
+ for (vector<int>::const_iterator j = i->positive_features.begin();
+ j != i->positive_features.end(); j++) {
+ for (vector<int>::const_iterator k = _feature2mef[*j].begin();
+ k != _feature2mef[*j].end(); k++) {
+ _vme[*k] += membp[_fb.Feature(*k).label()];
+ }
+ }
+ for (vector<pair<int, double> >::const_iterator j = i->rvfeatures.begin();
+ j != i->rvfeatures.end(); j++) {
+ for (vector<int>::const_iterator k = _feature2mef[j->first].begin();
+ k != _feature2mef[j->first].end(); k++) {
+ _vme[*k] += membp[_fb.Feature(*k).label()] * j->second;
+ }
+ }
+ }
+
+ for (int i = 0; i < _fb.Size(); i++) {
+ _vme[i] /= _vs.size();
+ }
+
+ _train_error = 1 - (double)ncorrect / _vs.size();
+
+ logl /= _vs.size();
+
+ if (_l2reg > 0) {
+ const double c = _l2reg;
+ for (int i = 0; i < _fb.Size(); i++) {
+ logl -= _vl[i] * _vl[i] * c;
+ }
+ }
+
+ // logl /= _vs.size();
+
+ // fprintf(stderr, "iter =%3d logl = %10.7f train_acc = %7.5f\n", iter,
+ // logl, (double)ncorrect/train.size());
+ // fprintf(stderr, "logl = %10.7f train_acc = %7.5f\n", logl,
+ // (double)ncorrect/_train.size());
+
+ return logl;
+}
+
+int ME_Model::train(const vector<ME_Sample>& vms) {
+ _vs.clear();
+ for (vector<ME_Sample>::const_iterator i = vms.begin(); i != vms.end(); i++) {
+ add_training_sample(*i);
+ }
+
+ return train();
+}
+
+void ME_Model::add_training_sample(const ME_Sample& mes) {
+ Sample s;
+ s.label = _label_bag.Put(mes.label);
+ if (s.label > ME_Feature::MAX_LABEL_TYPES) {
+ cerr << "error: too many types of labels." << endl;
+ exit(1);
+ }
+ for (vector<string>::const_iterator j = mes.features.begin();
+ j != mes.features.end(); j++) {
+ s.positive_features.push_back(_featurename_bag.Put(*j));
+ }
+ for (vector<pair<string, double> >::const_iterator j = mes.rvfeatures.begin();
+ j != mes.rvfeatures.end(); j++) {
+ s.rvfeatures.push_back(
+ pair<int, double>(_featurename_bag.Put(j->first), j->second));
+ }
+ if (_ref_modelp != NULL) {
+ ME_Sample tmp = mes;
+ ;
+ s.ref_pd = _ref_modelp->classify(tmp);
+ }
+ // cout << s.label << "\t";
+ // for (vector<int>::const_iterator j = s.positive_features.begin(); j !=
+ // s.positive_features.end(); j++){
+ // cout << *j << " ";
+ // }
+ // cout << endl;
+
+ _vs.push_back(s);
+}
+
+int ME_Model::train() {
+ if (_l1reg > 0 && _l2reg > 0) {
+ cerr << "error: L1 and L2 regularizers cannot be used simultaneously."
+ << endl;
+ return 0;
+ }
+ if (_vs.size() == 0) {
+ cerr << "error: no training data." << endl;
+ return 0;
+ }
+ if (_nheldout >= (int)_vs.size()) {
+ cerr << "error: too much heldout data. no training data is available."
+ << endl;
+ return 0;
+ }
+ // if (_nheldout > 0) random_shuffle(_vs.begin(), _vs.end());
+
+ int max_label = 0;
+ for (std::vector<Sample>::const_iterator i = _vs.begin(); i != _vs.end();
+ i++) {
+ max_label = max(max_label, i->label);
+ }
+ _num_classes = max_label + 1;
+ if (_num_classes != _label_bag.Size()) {
+ cerr << "warning: _num_class != _label_bag.Size()" << endl;
+ }
+
+ if (_ref_modelp != NULL) {
+ cerr << "setting reference distribution...";
+ for (int i = 0; i < _ref_modelp->num_classes(); i++) {
+ _label_bag.Put(_ref_modelp->get_class_label(i));
+ }
+ _num_classes = _label_bag.Size();
+ for (vector<Sample>::iterator i = _vs.begin(); i != _vs.end(); i++) {
+ set_ref_dist(*i);
+ }
+ cerr << "done" << endl;
+ }
+
+ for (int i = 0; i < _nheldout; i++) {
+ _heldout.push_back(_vs.back());
+ _vs.pop_back();
+ }
+
+ sort(_vs.begin(), _vs.end());
+
+ int cutoff = 0;
+ if (cutoff > 0) cerr << "cutoff threshold = " << cutoff << endl;
+ if (_l1reg > 0) cerr << "L1 regularizer = " << _l1reg << endl;
+ if (_l2reg > 0) cerr << "L2 regularizer = " << _l2reg << endl;
+
+ // normalize
+ _l1reg /= _vs.size();
+ _l2reg /= _vs.size();
+
+ cerr << "preparing for estimation...";
+ make_feature_bag(cutoff);
+ // _vs.clear();
+ cerr << "done" << endl;
+ cerr << "number of samples = " << _vs.size() << endl;
+ cerr << "number of features = " << _fb.Size() << endl;
+
+ cerr << "calculating empirical expectation...";
+ _vee.resize(_fb.Size());
+ for (int i = 0; i < _fb.Size(); i++) {
+ _vee[i] = 0;
+ }
+ for (int n = 0; n < (int)_vs.size(); n++) {
+ const Sample* i = &_vs[n];
+ for (vector<int>::const_iterator j = i->positive_features.begin();
+ j != i->positive_features.end(); j++) {
+ for (vector<int>::const_iterator k = _feature2mef[*j].begin();
+ k != _feature2mef[*j].end(); k++) {
+ if (_fb.Feature(*k).label() == i->label) _vee[*k] += 1.0;
+ }
+ }
+
+ for (vector<pair<int, double> >::const_iterator j = i->rvfeatures.begin();
+ j != i->rvfeatures.end(); j++) {
+ for (vector<int>::const_iterator k = _feature2mef[j->first].begin();
+ k != _feature2mef[j->first].end(); k++) {
+ if (_fb.Feature(*k).label() == i->label) _vee[*k] += j->second;
+ }
+ }
+ }
+ for (int i = 0; i < _fb.Size(); i++) {
+ _vee[i] /= _vs.size();
+ }
+ cerr << "done" << endl;
+
+ _vl.resize(_fb.Size());
+ for (int i = 0; i < _fb.Size(); i++) _vl[i] = 0.0;
+
+ if (_optimization_method == SGD) {
+ perform_SGD();
+ } else {
+ perform_QUASI_NEWTON();
+ }
+
+ int num_active = 0;
+ for (int i = 0; i < _fb.Size(); i++) {
+ if (_vl[i] != 0) num_active++;
+ }
+ cerr << "number of active features = " << num_active << endl;
+
+ return 0;
+}
+
+void ME_Model::get_features(list<pair<pair<string, string>, double> >& fl) {
+ fl.clear();
+ // for (int i = 0; i < _fb.Size(); i++) {
+ // ME_Feature f = _fb.Feature(i);
+ // fl.push_back( make_pair(make_pair(_label_bag.Str(f.label()),
+ // _featurename_bag.Str(f.feature())), _vl[i]));
+ // }
+ for (MiniStringBag::map_type::const_iterator i = _featurename_bag.begin();
+ i != _featurename_bag.end(); i++) {
+ for (int j = 0; j < _label_bag.Size(); j++) {
+ string label = _label_bag.Str(j);
+ string history = i->first;
+ int id = _fb.Id(ME_Feature(j, i->second));
+ if (id < 0) continue;
+ fl.push_back(make_pair(make_pair(label, history), _vl[id]));
+ }
+ }
+}
+
+void ME_Model::clear() {
+ _vl.clear();
+ _label_bag.Clear();
+ _featurename_bag.Clear();
+ _fb.Clear();
+ _feature2mef.clear();
+ _vee.clear();
+ _vme.clear();
+ _vs.clear();
+ _heldout.clear();
+}
+
+bool ME_Model::load_from_file(const string& filename) {
+ FILE* fp = fopen(filename.c_str(), "r");
+ if (!fp) {
+ cerr << "error: cannot open " << filename << "!" << endl;
+ return false;
+ }
+
+ _vl.clear();
+ _label_bag.Clear();
+ _featurename_bag.Clear();
+ _fb.Clear();
+ char buf[1024];
+ while (fgets(buf, 1024, fp)) {
+ string line(buf);
+ string::size_type t1 = line.find_first_of('\t');
+ string::size_type t2 = line.find_last_of('\t');
+ string classname = line.substr(0, t1);
+ string featurename = line.substr(t1 + 1, t2 - (t1 + 1));
+ float lambda;
+ string w = line.substr(t2 + 1);
+ sscanf(w.c_str(), "%f", &lambda);
+
+ int label = _label_bag.Put(classname);
+ int feature = _featurename_bag.Put(featurename);
+ _fb.Put(ME_Feature(label, feature));
+ _vl.push_back(lambda);
+ }
+
+ _num_classes = _label_bag.Size();
+
+ init_feature2mef();
+
+ fclose(fp);
+
+ return true;
+}
+
+void ME_Model::init_feature2mef() {
+ _feature2mef.clear();
+ for (int i = 0; i < _featurename_bag.Size(); i++) {
+ vector<int> vi;
+ for (int k = 0; k < _num_classes; k++) {
+ int id = _fb.Id(ME_Feature(k, i));
+ if (id >= 0) vi.push_back(id);
+ }
+ _feature2mef.push_back(vi);
+ }
+}
+
+bool ME_Model::load_from_array(const ME_Model_Data data[]) {
+ _vl.clear();
+ for (int i = 0;; i++) {
+ if (string(data[i].label) == "///") break;
+ int label = _label_bag.Put(data[i].label);
+ int feature = _featurename_bag.Put(data[i].feature);
+ _fb.Put(ME_Feature(label, feature));
+ _vl.push_back(data[i].weight);
+ }
+ _num_classes = _label_bag.Size();
+
+ init_feature2mef();
+
+ return true;
+}
+
+bool ME_Model::save_to_file(const string& filename, const double th) const {
+ FILE* fp = fopen(filename.c_str(), "w");
+ if (!fp) {
+ cerr << "error: cannot open " << filename << "!" << endl;
+ return false;
+ }
+
+ // for (int i = 0; i < _fb.Size(); i++) {
+ // if (_vl[i] == 0) continue; // ignore zero-weight features
+ // ME_Feature f = _fb.Feature(i);
+ // fprintf(fp, "%s\t%s\t%f\n", _label_bag.Str(f.label()).c_str(),
+ // _featurename_bag.Str(f.feature()).c_str(), _vl[i]);
+ // }
+ for (MiniStringBag::map_type::const_iterator i = _featurename_bag.begin();
+ i != _featurename_bag.end(); i++) {
+ for (int j = 0; j < _label_bag.Size(); j++) {
+ string label = _label_bag.Str(j);
+ string history = i->first;
+ int id = _fb.Id(ME_Feature(j, i->second));
+ if (id < 0) continue;
+ if (_vl[id] == 0) continue; // ignore zero-weight features
+ if (fabs(_vl[id]) < th) continue; // cut off low-weight features
+ fprintf(fp, "%s\t%s\t%f\n", label.c_str(), history.c_str(), _vl[id]);
+ }
+ }
+
+ fclose(fp);
+
+ return true;
+}
+
+void ME_Model::set_ref_dist(Sample& s) const {
+ vector<double> v0 = s.ref_pd;
+ vector<double> v(_num_classes);
+ for (unsigned int i = 0; i < v.size(); i++) {
+ v[i] = 0;
+ string label = get_class_label(i);
+ int id_ref = _ref_modelp->get_class_id(label);
+ if (id_ref != -1) {
+ v[i] = v0[id_ref];
+ }
+ if (v[i] == 0) v[i] = 0.001; // to avoid -inf logl
+ }
+ s.ref_pd = v;
+}
+
+int ME_Model::classify(const Sample& nbs, vector<double>& membp) const {
+ // vector<double> membp(_num_classes);
+ assert(_num_classes == (int)membp.size());
+ conditional_probability(nbs, membp);
+ int max_label = 0;
+ double max = 0.0;
+ for (int i = 0; i < (int)membp.size(); i++) {
+ // cout << membp[i] << " ";
+ if (membp[i] > max) {
+ max_label = i;
+ max = membp[i];
+ }
+ }
+ // cout << endl;
+ return max_label;
+}
+
+vector<double> ME_Model::classify(ME_Sample& mes) const {
+ Sample s;
+ for (vector<string>::const_iterator j = mes.features.begin();
+ j != mes.features.end(); j++) {
+ int id = _featurename_bag.Id(*j);
+ if (id >= 0) s.positive_features.push_back(id);
+ }
+ for (vector<pair<string, double> >::const_iterator j = mes.rvfeatures.begin();
+ j != mes.rvfeatures.end(); j++) {
+ int id = _featurename_bag.Id(j->first);
+ if (id >= 0) {
+ s.rvfeatures.push_back(pair<int, double>(id, j->second));
+ }
+ }
+ if (_ref_modelp != NULL) {
+ s.ref_pd = _ref_modelp->classify(mes);
+ set_ref_dist(s);
+ }
+
+ vector<double> vp(_num_classes);
+ int label = classify(s, vp);
+ mes.label = get_class_label(label);
+ return vp;
+}
+
+/*
+ * $Log: maxent.cpp,v $
+ * Revision 1.1.1.1 2007/05/15 08:30:35 kyoshida
+ * stepp tagger, by Okanohara and Tsuruoka
+ *
+ * Revision 1.28 2006/08/21 17:30:38 tsuruoka
+ * use MAX_LABEL_TYPES
+ *
+ * Revision 1.27 2006/07/25 13:19:53 tsuruoka
+ * sort _vs[]
+ *
+ * Revision 1.26 2006/07/18 11:13:15 tsuruoka
+ * modify comments
+ *
+ * Revision 1.25 2006/07/18 10:02:15 tsuruoka
+ * remove sample2feature[]
+ * speed up conditional_probability()
+ *
+ * Revision 1.24 2006/07/18 05:10:51 tsuruoka
+ * add ref_dist
+ *
+ * Revision 1.23 2005/12/24 07:05:32 tsuruoka
+ * modify conditional_probability() to avoid overflow
+ *
+ * Revision 1.22 2005/12/24 07:01:25 tsuruoka
+ * add cutoff for real-valued features
+ *
+ * Revision 1.21 2005/12/23 10:33:02 tsuruoka
+ * support real-valued features
+ *
+ * Revision 1.20 2005/12/23 09:15:29 tsuruoka
+ * modify _train to reduce memory consumption
+ *
+ * Revision 1.19 2005/10/28 13:10:14 tsuruoka
+ * fix for overflow (thanks to Ming Li)
+ *
+ * Revision 1.18 2005/10/28 13:03:07 tsuruoka
+ * add progress_bar
+ *
+ * Revision 1.17 2005/09/12 13:51:16 tsuruoka
+ * Sample: list -> vector
+ *
+ * Revision 1.16 2005/09/12 13:27:10 tsuruoka
+ * add add_training_sample()
+ *
+ * Revision 1.15 2005/04/27 11:22:27 tsuruoka
+ * bugfix
+ * ME_Sample: list -> vector
+ *
+ * Revision 1.14 2005/04/27 10:00:42 tsuruoka
+ * remove tmpfb
+ *
+ * Revision 1.13 2005/04/26 14:25:53 tsuruoka
+ * add MiniStringBag, USE_HASH_MAP
+ *
+ * Revision 1.12 2005/02/11 10:20:08 tsuruoka
+ * modify cutoff
+ *
+ * Revision 1.11 2004/10/04 05:50:25 tsuruoka
+ * add Clear()
+ *
+ * Revision 1.10 2004/08/26 16:52:26 tsuruoka
+ * fix load_from_file()
+ *
+ * Revision 1.9 2004/08/09 12:27:21 tsuruoka
+ * change messages
+ *
+ * Revision 1.8 2004/08/04 13:55:18 tsuruoka
+ * modify _sample2feature
+ *
+ * Revision 1.7 2004/07/28 13:42:58 tsuruoka
+ * add AGIS
+ *
+ * Revision 1.6 2004/07/28 05:54:13 tsuruoka
+ * get_class_name() -> get_class_label()
+ * ME_Feature: bugfix
+ *
+ * Revision 1.5 2004/07/27 16:58:47 tsuruoka
+ * modify the interface of classify()
+ *
+ * Revision 1.4 2004/07/26 17:23:46 tsuruoka
+ * _sample2feature: list -> vector
+ *
+ * Revision 1.3 2004/07/26 15:49:23 tsuruoka
+ * modify ME_Feature
+ *
+ * Revision 1.2 2004/07/26 13:52:18 tsuruoka
+ * modify cutoff
+ *
+ * Revision 1.1 2004/07/26 13:10:55 tsuruoka
+ * add files
+ *
+ * Revision 1.20 2004/07/22 08:34:45 tsuruoka
+ * modify _sample2feature[]
+ *
+ * Revision 1.19 2004/07/21 16:33:01 tsuruoka
+ * remove some comments
+ *
+ */
diff --git a/utils/maxent.h b/utils/maxent.h
new file mode 100644
index 00000000..b1efd88e
--- /dev/null
+++ b/utils/maxent.h
@@ -0,0 +1,402 @@
+/*
+ * $Id: maxent.h,v 1.1.1.1 2007/05/15 08:30:35 kyoshida Exp $
+ */
+
+#ifndef __MAXENT_H_
+#define __MAXENT_H_
+
+#include <string>
+#include <vector>
+#include <list>
+#include <map>
+#include <algorithm>
+#include <iostream>
+#include <string>
+#include <cassert>
+#include "mathvec.h"
+
+#define USE_HASH_MAP // if you encounter errors with hash, try commenting out
+ // this line. (the program will be a bit slower, though)
+#ifdef USE_HASH_MAP
+#include <unordered_map>
+#endif
+
+//
+// data format for each sample for training/testing
+//
+struct ME_Sample {
+ public:
+ ME_Sample() : label("") {};
+ ME_Sample(const std::string& l) : label(l) {};
+ void set_label(const std::string& l) { label = l; }
+
+ // to add a binary feature
+ void add_feature(const std::string& f) { features.push_back(f); }
+
+ // to add a real-valued feature
+ void add_feature(const std::string& s, const double d) {
+ rvfeatures.push_back(std::pair<std::string, double>(s, d));
+ }
+
+ public:
+ std::string label;
+ std::vector<std::string> features;
+ std::vector<std::pair<std::string, double> > rvfeatures;
+
+ // obsolete
+ void add_feature(const std::pair<std::string, double>& f) {
+ rvfeatures.push_back(f); // real-valued features
+ }
+};
+
+//
+// for those who want to use load_from_array()
+//
+typedef struct ME_Model_Data {
+ char* label;
+ char* feature;
+ double weight;
+} ME_Model_Data;
+
+class ME_Model {
+ public:
+ void add_training_sample(const ME_Sample& s);
+ int train();
+ std::vector<double> classify(ME_Sample& s) const;
+ bool load_from_file(const std::string& filename);
+ bool save_to_file(const std::string& filename, const double th = 0) const;
+ int num_classes() const { return _num_classes; }
+ std::string get_class_label(int i) const { return _label_bag.Str(i); }
+ int get_class_id(const std::string& s) const { return _label_bag.Id(s); }
+ void get_features(
+ std::list<std::pair<std::pair<std::string, std::string>, double> >& fl);
+ void set_heldout(const int h, const int n = 0) {
+ _nheldout = h;
+ _early_stopping_n = n;
+ };
+ void use_l1_regularizer(const double v) { _l1reg = v; }
+ void use_l2_regularizer(const double v) { _l2reg = v; }
+ void use_SGD(int iter = 30, double eta0 = 1, double alpha = 0.85) {
+ _optimization_method = SGD;
+ SGD_ITER = iter;
+ SGD_ETA0 = eta0;
+ SGD_ALPHA = alpha;
+ }
+ bool load_from_array(const ME_Model_Data data[]);
+ void set_reference_model(const ME_Model& ref_model) {
+ _ref_modelp = &ref_model;
+ };
+ void clear();
+
+ ME_Model() {
+ _l1reg = _l2reg = 0;
+ _nheldout = 0;
+ _early_stopping_n = 0;
+ _ref_modelp = NULL;
+ _optimization_method = LBFGS;
+ }
+
+ public:
+ // obsolete. just for downward compatibility
+ int train(const std::vector<ME_Sample>& train);
+
+ private:
+ enum OPTIMIZATION_METHOD {
+ LBFGS,
+ OWLQN,
+ SGD
+ } _optimization_method;
+ // OWLQN and SGD are available only for L1-regularization
+
+ int SGD_ITER;
+ double SGD_ETA0;
+ double SGD_ALPHA;
+
+ double _l1reg, _l2reg;
+
+ struct Sample {
+ int label;
+ std::vector<int> positive_features;
+ std::vector<std::pair<int, double> > rvfeatures;
+ std::vector<double> ref_pd; // reference probability distribution
+ bool operator<(const Sample& x) const {
+ for (unsigned int i = 0; i < positive_features.size(); i++) {
+ if (i >= x.positive_features.size()) return false;
+ int v0 = positive_features[i];
+ int v1 = x.positive_features[i];
+ if (v0 < v1) return true;
+ if (v0 > v1) return false;
+ }
+ return false;
+ }
+ };
+
+ struct ME_Feature {
+ enum {
+ MAX_LABEL_TYPES = 255
+ };
+
+ // ME_Feature(const int l, const int f) : _body((l << 24) + f) {
+ // assert(l >= 0 && l < 256);
+ // assert(f >= 0 && f <= 0xffffff);
+ // };
+ // int label() const { return _body >> 24; }
+ // int feature() const { return _body & 0xffffff; }
+ ME_Feature(const int l, const int f) : _body((f << 8) + l) {
+ assert(l >= 0 && l <= MAX_LABEL_TYPES);
+ assert(f >= 0 && f <= 0xffffff);
+ };
+ int label() const { return _body & 0xff; }
+ int feature() const { return _body >> 8; }
+ unsigned int body() const { return _body; }
+
+ private:
+ unsigned int _body;
+ };
+
+ struct ME_FeatureBag {
+#ifdef USE_HASH_MAP
+ typedef std::unordered_map<unsigned int, int> map_type;
+#else
+ typedef std::map<unsigned int, int> map_type;
+#endif
+ map_type mef2id;
+ std::vector<ME_Feature> id2mef;
+ int Put(const ME_Feature& i) {
+ map_type::const_iterator j = mef2id.find(i.body());
+ if (j == mef2id.end()) {
+ int id = id2mef.size();
+ id2mef.push_back(i);
+ mef2id[i.body()] = id;
+ return id;
+ }
+ return j->second;
+ }
+ int Id(const ME_Feature& i) const {
+ map_type::const_iterator j = mef2id.find(i.body());
+ if (j == mef2id.end()) {
+ return -1;
+ }
+ return j->second;
+ }
+ ME_Feature Feature(int id) const {
+ assert(id >= 0 && id < (int)id2mef.size());
+ return id2mef[id];
+ }
+ int Size() const { return id2mef.size(); }
+ void Clear() {
+ mef2id.clear();
+ id2mef.clear();
+ }
+ };
+
+ struct hashfun_str {
+ size_t operator()(const std::string& s) const {
+ assert(sizeof(int) == 4 && sizeof(char) == 1);
+ const int* p = reinterpret_cast<const int*>(s.c_str());
+ size_t v = 0;
+ int n = s.size() / 4;
+ for (int i = 0; i < n; i++, p++) {
+ // v ^= *p;
+ v ^= *p << (4 * (i % 2)); // note) 0 <= char < 128
+ }
+ int m = s.size() % 4;
+ for (int i = 0; i < m; i++) {
+ v ^= s[4 * n + i] << (i * 8);
+ }
+ return v;
+ }
+ };
+
+ struct MiniStringBag {
+#ifdef USE_HASH_MAP
+ typedef std::unordered_map<std::string, int, hashfun_str> map_type;
+#else
+ typedef std::map<std::string, int> map_type;
+#endif
+ int _size;
+ map_type str2id;
+ MiniStringBag() : _size(0) {}
+ int Put(const std::string& i) {
+ map_type::const_iterator j = str2id.find(i);
+ if (j == str2id.end()) {
+ int id = _size;
+ _size++;
+ str2id[i] = id;
+ return id;
+ }
+ return j->second;
+ }
+ int Id(const std::string& i) const {
+ map_type::const_iterator j = str2id.find(i);
+ if (j == str2id.end()) return -1;
+ return j->second;
+ }
+ int Size() const { return _size; }
+ void Clear() {
+ str2id.clear();
+ _size = 0;
+ }
+ map_type::const_iterator begin() const { return str2id.begin(); }
+ map_type::const_iterator end() const { return str2id.end(); }
+ };
+
+ struct StringBag : public MiniStringBag {
+ std::vector<std::string> id2str;
+ int Put(const std::string& i) {
+ map_type::const_iterator j = str2id.find(i);
+ if (j == str2id.end()) {
+ int id = id2str.size();
+ id2str.push_back(i);
+ str2id[i] = id;
+ return id;
+ }
+ return j->second;
+ }
+ std::string Str(const int id) const {
+ assert(id >= 0 && id < (int)id2str.size());
+ return id2str[id];
+ }
+ int Size() const { return id2str.size(); }
+ void Clear() {
+ str2id.clear();
+ id2str.clear();
+ }
+ };
+
+ std::vector<Sample> _vs; // vector of training_samples
+ StringBag _label_bag;
+ MiniStringBag _featurename_bag;
+ std::vector<double> _vl; // vector of lambda
+ ME_FeatureBag _fb;
+ int _num_classes;
+ std::vector<double> _vee; // empirical expectation
+ std::vector<double> _vme; // empirical expectation
+ std::vector<std::vector<int> > _feature2mef;
+ std::vector<Sample> _heldout;
+ double _train_error; // current error rate on the training data
+ double _heldout_error; // current error rate on the heldout data
+ int _nheldout;
+ int _early_stopping_n;
+ std::vector<double> _vhlogl;
+ const ME_Model* _ref_modelp;
+
+ double heldout_likelihood();
+ int conditional_probability(const Sample& nbs,
+ std::vector<double>& membp) const;
+ int make_feature_bag(const int cutoff);
+ int classify(const Sample& nbs, std::vector<double>& membp) const;
+ double update_model_expectation();
+ int perform_QUASI_NEWTON();
+ int perform_SGD();
+ int perform_GIS(int C);
+ std::vector<double> perform_LBFGS(const std::vector<double>& x0);
+ std::vector<double> perform_OWLQN(const std::vector<double>& x0,
+ const double C);
+ double backtracking_line_search(const Vec& x0, const Vec& grad0,
+ const double f0, const Vec& dx, Vec& x,
+ Vec& grad1);
+ double regularized_func_grad(const double C, const Vec& x, Vec& grad);
+ double constrained_line_search(double C, const Vec& x0, const Vec& grad0,
+ const double f0, const Vec& dx, Vec& x,
+ Vec& grad1);
+
+ void set_ref_dist(Sample& s) const;
+ void init_feature2mef();
+
+ double FunctionGradient(const std::vector<double>& x,
+ std::vector<double>& grad);
+ static double FunctionGradientWrapper(const std::vector<double>& x,
+ std::vector<double>& grad);
+};
+
+#endif
+
+/*
+ * $Log: maxent.h,v $
+ * Revision 1.1.1.1 2007/05/15 08:30:35 kyoshida
+ * stepp tagger, by Okanohara and Tsuruoka
+ *
+ * Revision 1.24 2006/08/21 17:30:38 tsuruoka
+ * use MAX_LABEL_TYPES
+ *
+ * Revision 1.23 2006/07/25 13:19:53 tsuruoka
+ * sort _vs[]
+ *
+ * Revision 1.22 2006/07/18 11:13:15 tsuruoka
+ * modify comments
+ *
+ * Revision 1.21 2006/07/18 10:02:15 tsuruoka
+ * remove sample2feature[]
+ * speed up conditional_probability()
+ *
+ * Revision 1.20 2006/07/18 05:10:51 tsuruoka
+ * add ref_dist
+ *
+ * Revision 1.19 2005/12/23 10:33:02 tsuruoka
+ * support real-valued features
+ *
+ * Revision 1.18 2005/12/23 09:15:29 tsuruoka
+ * modify _train to reduce memory consumption
+ *
+ * Revision 1.17 2005/10/28 13:02:34 tsuruoka
+ * set_heldout(): add default value
+ * Feature()
+ *
+ * Revision 1.16 2005/09/12 13:51:16 tsuruoka
+ * Sample: list -> vector
+ *
+ * Revision 1.15 2005/09/12 13:27:10 tsuruoka
+ * add add_training_sample()
+ *
+ * Revision 1.14 2005/04/27 11:22:27 tsuruoka
+ * bugfix
+ * ME_Sample: list -> vector
+ *
+ * Revision 1.13 2005/04/27 10:20:19 tsuruoka
+ * MiniStringBag -> StringBag
+ *
+ * Revision 1.12 2005/04/27 10:00:42 tsuruoka
+ * remove tmpfb
+ *
+ * Revision 1.11 2005/04/26 14:25:53 tsuruoka
+ * add MiniStringBag, USE_HASH_MAP
+ *
+ * Revision 1.10 2004/10/04 05:50:25 tsuruoka
+ * add Clear()
+ *
+ * Revision 1.9 2004/08/09 12:27:21 tsuruoka
+ * change messages
+ *
+ * Revision 1.8 2004/08/04 13:55:19 tsuruoka
+ * modify _sample2feature
+ *
+ * Revision 1.7 2004/07/29 05:51:13 tsuruoka
+ * remove modeldata.h
+ *
+ * Revision 1.6 2004/07/28 13:42:58 tsuruoka
+ * add AGIS
+ *
+ * Revision 1.5 2004/07/28 05:54:14 tsuruoka
+ * get_class_name() -> get_class_label()
+ * ME_Feature: bugfix
+ *
+ * Revision 1.4 2004/07/27 16:58:47 tsuruoka
+ * modify the interface of classify()
+ *
+ * Revision 1.3 2004/07/26 17:23:46 tsuruoka
+ * _sample2feature: list -> vector
+ *
+ * Revision 1.2 2004/07/26 15:49:23 tsuruoka
+ * modify ME_Feature
+ *
+ * Revision 1.1 2004/07/26 13:10:55 tsuruoka
+ * add files
+ *
+ * Revision 1.18 2004/07/22 08:34:45 tsuruoka
+ * modify _sample2feature[]
+ *
+ * Revision 1.17 2004/07/21 16:33:01 tsuruoka
+ * remove some comments
+ *
+ */
diff --git a/utils/owlqn.cpp b/utils/owlqn.cpp
new file mode 100644
index 00000000..c3a0f0da
--- /dev/null
+++ b/utils/owlqn.cpp
@@ -0,0 +1,127 @@
+#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();
+}
diff --git a/utils/sgd.cpp b/utils/sgd.cpp
new file mode 100644
index 00000000..8613edca
--- /dev/null
+++ b/utils/sgd.cpp
@@ -0,0 +1,193 @@
+#include "maxent.h"
+#include <cmath>
+#include <stdio.h>
+
+using namespace std;
+
+// const double SGD_ETA0 = 1;
+// const double SGD_ITER = 30;
+// const double SGD_ALPHA = 0.85;
+
+//#define FOLOS_NAIVE
+//#define FOLOS_LAZY
+#define SGD_CP
+
+inline void apply_l1_penalty(const int i, const double u, vector<double>& _vl,
+ vector<double>& q) {
+ double& w = _vl[i];
+ const double z = w;
+ double& qi = q[i];
+ if (w > 0) {
+ w = max(0.0, w - (u + qi));
+ } else if (w < 0) {
+ w = min(0.0, w + (u - qi));
+ }
+ qi += w - z;
+}
+
+static double l1norm(const vector<double>& v) {
+ double sum = 0;
+ for (size_t i = 0; i < v.size(); i++) sum += abs(v[i]);
+ return sum;
+}
+
+inline void update_folos_lazy(const int iter_sample, const int k,
+ vector<double>& _vl,
+ const vector<double>& sum_eta,
+ vector<int>& last_updated) {
+ const double penalty = sum_eta[iter_sample] - sum_eta[last_updated[k]];
+ double& x = _vl[k];
+ if (x > 0)
+ x = max(0.0, x - penalty);
+ else
+ x = min(0.0, x + penalty);
+ last_updated[k] = iter_sample;
+}
+
+int ME_Model::perform_SGD() {
+ if (_l2reg > 0) {
+ cerr << "error: L2 regularization is currently not supported in SGD mode."
+ << endl;
+ exit(1);
+ }
+
+ cerr << "performing SGD" << endl;
+
+ const double l1param = _l1reg;
+
+ const int d = _fb.Size();
+
+ vector<int> ri(_vs.size());
+ for (size_t i = 0; i < ri.size(); i++) ri[i] = i;
+
+ vector<double> grad(d);
+ int iter_sample = 0;
+ const double eta0 = SGD_ETA0;
+
+ // cerr << "l1param = " << l1param << endl;
+ cerr << "eta0 = " << eta0 << " alpha = " << SGD_ALPHA << endl;
+
+ double u = 0;
+ vector<double> q(d, 0);
+ vector<int> last_updated(d, 0);
+ vector<double> sum_eta;
+ sum_eta.push_back(0);
+
+ for (int iter = 0; iter < SGD_ITER; iter++) {
+
+ random_shuffle(ri.begin(), ri.end());
+
+ double logl = 0;
+ int ncorrect = 0, ntotal = 0;
+ for (size_t i = 0; i < _vs.size(); i++, ntotal++, iter_sample++) {
+ const Sample& s = _vs[ri[i]];
+
+#ifdef FOLOS_LAZY
+ for (vector<int>::const_iterator j = s.positive_features.begin();
+ j != s.positive_features.end(); j++) {
+ for (vector<int>::const_iterator k = _feature2mef[*j].begin();
+ k != _feature2mef[*j].end(); k++) {
+ update_folos_lazy(iter_sample, *k, _vl, sum_eta, last_updated);
+ }
+ }
+#endif
+
+ vector<double> membp(_num_classes);
+ const int max_label = conditional_probability(s, membp);
+
+ const double eta =
+ eta0 * pow(SGD_ALPHA,
+ (double)iter_sample / _vs.size()); // exponential decay
+ // const double eta = eta0 / (1.0 + (double)iter_sample /
+ // _vs.size());
+
+ // if (iter_sample % _vs.size() == 0) cerr << "eta = " << eta <<
+ // endl;
+ u += eta * l1param;
+
+ sum_eta.push_back(sum_eta.back() + eta * l1param);
+
+ logl += log(membp[s.label]);
+ if (max_label == s.label) ncorrect++;
+
+ // binary features
+ for (vector<int>::const_iterator j = s.positive_features.begin();
+ j != s.positive_features.end(); j++) {
+ for (vector<int>::const_iterator k = _feature2mef[*j].begin();
+ k != _feature2mef[*j].end(); k++) {
+ const double me = membp[_fb.Feature(*k).label()];
+ const double ee = (_fb.Feature(*k).label() == s.label ? 1.0 : 0);
+ const double grad = (me - ee);
+ _vl[*k] -= eta * grad;
+#ifdef SGD_CP
+ apply_l1_penalty(*k, u, _vl, q);
+#endif
+ }
+ }
+ // real-valued features
+ for (vector<pair<int, double> >::const_iterator j = s.rvfeatures.begin();
+ j != s.rvfeatures.end(); j++) {
+ for (vector<int>::const_iterator k = _feature2mef[j->first].begin();
+ k != _feature2mef[j->first].end(); k++) {
+ const double me = membp[_fb.Feature(*k).label()];
+ const double ee = (_fb.Feature(*k).label() == s.label ? 1.0 : 0);
+ const double grad = (me - ee) * j->second;
+ _vl[*k] -= eta * grad;
+#ifdef SGD_CP
+ apply_l1_penalty(*k, u, _vl, q);
+#endif
+ }
+ }
+
+#ifdef FOLOS_NAIVE
+ for (size_t j = 0; j < d; j++) {
+ double& x = _vl[j];
+ if (x > 0)
+ x = max(0.0, x - eta * l1param);
+ else
+ x = min(0.0, x + eta * l1param);
+ }
+#endif
+ }
+ logl /= _vs.size();
+// fprintf(stderr, "%4d logl = %8.3f acc = %6.4f ", iter, logl,
+// (double)ncorrect / ntotal);
+
+#ifdef FOLOS_LAZY
+ if (l1param > 0) {
+ for (size_t j = 0; j < d; j++)
+ update_folos_lazy(iter_sample, j, _vl, sum_eta, last_updated);
+ }
+#endif
+
+ double f = logl;
+ if (l1param > 0) {
+ const double l1 =
+ l1norm(_vl); // this is not accurate when lazy update is used
+ // cerr << "f0 = " << update_model_expectation() - l1param * l1 << "
+ // ";
+ f -= l1param * l1;
+ int nonzero = 0;
+ for (int j = 0; j < d; j++)
+ if (_vl[j] != 0) nonzero++;
+ // cerr << " f = " << f << " l1 = " << l1 << " nonzero_features = "
+ // << nonzero << endl;
+ }
+ // fprintf(stderr, "%4d obj = %7.3f acc = %6.4f", iter+1, f,
+ // (double)ncorrect/ntotal);
+ // fprintf(stderr, "%4d obj = %f", iter+1, f);
+ fprintf(stderr, "%3d obj(err) = %f (%6.4f)", iter + 1, f,
+ 1 - (double)ncorrect / ntotal);
+
+ if (_nheldout > 0) {
+ double heldout_logl = heldout_likelihood();
+ // fprintf(stderr, " heldout_logl = %f acc = %6.4f\n",
+ // heldout_logl, 1 - _heldout_error);
+ fprintf(stderr, " heldout_logl(err) = %f (%6.4f)", heldout_logl,
+ _heldout_error);
+ }
+ fprintf(stderr, "\n");
+ }
+
+ return 0;
+}
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