#include <shark/Algorithms/QP/SvmProblems.h>
Public Types | |
typedef Problem::QpFloatType | QpFloatType |
typedef Problem::MatrixType | MatrixType |
typedef LibSVMSelectionCriterion | PreferedSelectionStrategy |
Public Member Functions | |
SvmProblem (Problem &problem) | |
std::size_t | dimensions () const |
std::size_t | active () const |
double | boxMin (std::size_t i) const |
double | boxMax (std::size_t i) const |
bool | isLowerBound (std::size_t i) const |
bool | isUpperBound (std::size_t i) const |
MatrixType & | quadratic () |
representation of the quadratic part of the objective function More... | |
double | linear (std::size_t i) const |
double | alpha (std::size_t i) const |
double | diagonal (std::size_t i) const |
double | gradient (std::size_t i) const |
std::size_t | permutation (std::size_t i) const |
RealVector | getUnpermutedAlpha () const |
void | updateSMO (std::size_t i, std::size_t j) |
Does an update of SMO given a working set with indices i and j. More... | |
double | functionValue () const |
Returns the current function value of the problem. More... | |
bool | shrink (double) |
void | reshrink () |
void | unshrink () |
void | setInitialSolution (RealVector const &alpha, RealVector const &gradient) |
Define the initial solution for the iterative solver. More... | |
void | setInitialSolution (RealVector const &alpha) |
Define the initial solution for the iterative solver. More... | |
void | deactivateVariable (std::size_t i) |
Remove the i-th example from the problem while taking the equality constraint into account. More... | |
void | activateVariable (std::size_t i) |
Reactivate an previously deactivated variable. More... | |
void | flipCoordinates (std::size_t i, std::size_t j) |
exchange two variables via the permutation More... | |
void | scaleBoxConstraints (double factor, double variableScalingFactor) |
Scales all box constraints by a constant factor and adapts the solution using a separate scaling. More... | |
virtual void | setLinear (std::size_t i, double newValue) |
adapts the linear part of the problem and updates the internal data structures accordingly. More... | |
double | checkKKT () const |
Protected Member Functions | |
virtual void | applyStep (std::size_t i, std::size_t j, double step) |
Update the problem by a proposed step i taking the box constraints into account. More... | |
void | updateAlphaStatus (std::size_t i) |
bool | testShrinkVariable (std::size_t a, double largestUp, double smallestDown) const |
Protected Attributes | |
Problem | m_problem |
RealVector | m_gradient |
gradient of the objective function at the current alpha More... | |
std::size_t | m_active |
std::vector< char > | m_alphaStatus |
Stores the status, whther alpha is on the lower or upper bound, or whether it is free. More... | |
Definition at line 300 of file SvmProblems.h.
typedef Problem::MatrixType shark::SvmProblem< Problem >::MatrixType |
Definition at line 303 of file SvmProblems.h.
typedef LibSVMSelectionCriterion shark::SvmProblem< Problem >::PreferedSelectionStrategy |
Definition at line 304 of file SvmProblems.h.
typedef Problem::QpFloatType shark::SvmProblem< Problem >::QpFloatType |
Definition at line 302 of file SvmProblems.h.
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Definition at line 306 of file SvmProblems.h.
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Reactivate an previously deactivated variable.
Definition at line 503 of file SvmProblems.h.
References shark::AlphaFree, and SIZE_CHECK.
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Definition at line 326 of file SvmProblems.h.
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Definition at line 352 of file SvmProblems.h.
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Update the problem by a proposed step i taking the box constraints into account.
A step length 0<=lambda<=1 is found so that boxMin(i) <= alpha(i)+lambda*step <= boxMax(i) and boxMin(j) <= alpha(j)-lambda*step <= boxMax(j) the update is performed in a numerically stable way and the internal data structures are also updated.
Definition at line 572 of file SvmProblems.h.
References SIZE_CHECK.
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Definition at line 333 of file SvmProblems.h.
References shark::AlphaDeactivated.
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Definition at line 330 of file SvmProblems.h.
References shark::AlphaDeactivated.
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Definition at line 541 of file SvmProblems.h.
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Remove the i-th example from the problem while taking the equality constraint into account.
The i-th element is first set to zero and as well as an unspecified set corrected so that the constraint is fulfilled.
Definition at line 490 of file SvmProblems.h.
References shark::AlphaDeactivated, and SIZE_CHECK.
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Definition at line 356 of file SvmProblems.h.
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Definition at line 322 of file SvmProblems.h.
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exchange two variables via the permutation
Definition at line 510 of file SvmProblems.h.
References SIZE_CHECK, and shark::swap().
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Returns the current function value of the problem.
Definition at line 436 of file SvmProblems.h.
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Definition at line 368 of file SvmProblems.h.
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Definition at line 360 of file SvmProblems.h.
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Definition at line 336 of file SvmProblems.h.
References shark::AlphaLowerBound.
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Definition at line 339 of file SvmProblems.h.
References shark::AlphaUpperBound.
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Definition at line 348 of file SvmProblems.h.
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Definition at line 364 of file SvmProblems.h.
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representation of the quadratic part of the objective function
Definition at line 344 of file SvmProblems.h.
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Definition at line 441 of file SvmProblems.h.
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Scales all box constraints by a constant factor and adapts the solution using a separate scaling.
Definition at line 522 of file SvmProblems.h.
References shark::AlphaDeactivated.
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Define the initial solution for the iterative solver.
This method can be used to warm-start the solver. It requires a feasible solution (alpha) and the corresponding gradient of the dual objective function.
Definition at line 449 of file SvmProblems.h.
References SHARK_ASSERT, and SIZE_CHECK.
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Define the initial solution for the iterative solver.
This method can be used to warm-start the solver. It requires a feasible solution (alpha), for which it computes the gradient of the dual objective function. Note that this is a quadratic time operation in the number of non-zero coefficients.
Definition at line 470 of file SvmProblems.h.
References SIZE_CHECK.
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adapts the linear part of the problem and updates the internal data structures accordingly.
Reimplemented in shark::BoxBasedShrinkingStrategy< SvmProblem< Problem > >.
Definition at line 535 of file SvmProblems.h.
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Definition at line 440 of file SvmProblems.h.
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Definition at line 632 of file SvmProblems.h.
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Definition at line 442 of file SvmProblems.h.
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Definition at line 623 of file SvmProblems.h.
References shark::AlphaFree, shark::AlphaLowerBound, shark::AlphaUpperBound, and SIZE_CHECK.
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Does an update of SMO given a working set with indices i and j.
Definition at line 376 of file SvmProblems.h.
References SIZE_CHECK.
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Definition at line 559 of file SvmProblems.h.
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Stores the status, whther alpha is on the lower or upper bound, or whether it is free.
Definition at line 562 of file SvmProblems.h.
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gradient of the objective function at the current alpha
Definition at line 557 of file SvmProblems.h.
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Definition at line 554 of file SvmProblems.h.