#include <shark/Algorithms/QP/SvmProblems.h>

Inheritance diagram for shark::SvmShrinkingProblem< Problem >:

Public Types
typedef base_type::QpFloatType	QpFloatType

typedef base_type::MatrixType	MatrixType

typedef base_type::PreferedSelectionStrategy	PreferedSelectionStrategy

Public Types inherited from shark::SvmProblem< Problem >
typedef Problem::QpFloatType	QpFloatType

typedef Problem::MatrixType	MatrixType

typedef LibSVMSelectionCriterion	PreferedSelectionStrategy

Public Member Functions
	SvmShrinkingProblem (Problem &problem, bool shrink=true)

bool	shrink (double epsilon)

void	unshrink ()
	Unshrink the problem. More...

void	setShrinking (bool shrinking)

void	setInitialSolution (RealVector const &alpha, RealVector const &gradient, RealVector const &gradientEdge)
	Define the initial solution for the iterative solver. More...

void	setInitialSolution (RealVector const &alpha)
	Define the initial solution for the iterative solver. More...

void	scaleBoxConstraints (double factor, double variableScalingFactor)
	Scales all box constraints by a constant factor and adapts the solution by scaling it by the same factor. 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...

Public Member Functions inherited from shark::SvmProblem< Problem >
	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...

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...

Protected Member Functions inherited from shark::SvmProblem< Problem >
void	updateAlphaStatus (std::size_t i)

Additional Inherited Members
Protected Attributes inherited from shark::SvmProblem< Problem >
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...

Detailed Description

template<class Problem>
struct shark::SvmShrinkingProblem< Problem >

Definition at line 580 of file SvmProblems.h.

Member Typedef Documentation

◆ MatrixType

template<class Problem >

typedef base_type::MatrixType shark::SvmShrinkingProblem< Problem >::MatrixType

Definition at line 585 of file SvmProblems.h.

◆ PreferedSelectionStrategy

template<class Problem >

typedef base_type::PreferedSelectionStrategy shark::SvmShrinkingProblem< Problem >::PreferedSelectionStrategy

Definition at line 586 of file SvmProblems.h.

◆ QpFloatType

template<class Problem >

typedef base_type::QpFloatType shark::SvmShrinkingProblem< Problem >::QpFloatType

Definition at line 584 of file SvmProblems.h.

Constructor & Destructor Documentation

◆ SvmShrinkingProblem()

template<class Problem >

shark::SvmShrinkingProblem< Problem >::SvmShrinkingProblem	(	Problem &	problem,
		bool	shrink = `true`
	)

inline

Definition at line 588 of file SvmProblems.h.

Member Function Documentation

◆ applyStep()

template<class Problem >

virtual void shark::SvmShrinkingProblem< Problem >::applyStep	(	std::size_t	i,
		std::size_t	j,
		double	step
	)

inlineprotectedvirtual

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.

Reimplemented from shark::SvmProblem< Problem >.

Definition at line 743 of file SvmProblems.h.

References remora::max(), remora::min(), SIZE_CHECK, and shark::swap().

◆ scaleBoxConstraints()

template<class Problem >

void shark::SvmShrinkingProblem< Problem >::scaleBoxConstraints	(	double	factor,
		double	variableScalingFactor
	)

inline

Scales all box constraints by a constant factor and adapts the solution by scaling it by the same factor.

Definition at line 711 of file SvmProblems.h.

◆ setInitialSolution() [1/2]

template<class Problem >

void shark::SvmShrinkingProblem< Problem >::setInitialSolution	(	RealVector const &	alpha,
		RealVector const &	gradient,
		RealVector const &	gradientEdge
	)

inline

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 667 of file SvmProblems.h.

References SHARK_ASSERT, and SIZE_CHECK.

◆ setInitialSolution() [2/2]

template<class Problem >

void shark::SvmShrinkingProblem< Problem >::setInitialSolution ( RealVector const & alpha )

inline

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 689 of file SvmProblems.h.

References remora::noalias(), remora::vector< T >::raw_storage(), and SIZE_CHECK.

◆ setLinear()

template<class Problem >

virtual void shark::SvmShrinkingProblem< Problem >::setLinear	(	std::size_t	i,
		double	newValue
	)

inlinevirtual

adapts the linear part of the problem and updates the internal data structures accordingly.

Reimplemented from shark::SvmProblem< Problem >.

Definition at line 728 of file SvmProblems.h.

◆ setShrinking()

template<class Problem >

void shark::SvmShrinkingProblem< Problem >::setShrinking ( bool shrinking )

inline

Definition at line 656 of file SvmProblems.h.

◆ shrink()

template<class Problem >

bool shark::SvmShrinkingProblem< Problem >::shrink ( double epsilon )

inline

Definition at line 606 of file SvmProblems.h.

◆ unshrink()

template<class Problem >

void shark::SvmShrinkingProblem< Problem >::unshrink ( )

inline

Unshrink the problem.

Definition at line 629 of file SvmProblems.h.

The documentation for this struct was generated from the following file:

include/shark/Algorithms/QP/SvmProblems.h

Public Types

Public Member Functions

Protected Member Functions

Additional Inherited Members

Detailed Description

template<class Problem> struct shark::SvmShrinkingProblem< Problem >

Member Typedef Documentation

◆ MatrixType

◆ PreferedSelectionStrategy

◆ QpFloatType

Constructor & Destructor Documentation

◆ SvmShrinkingProblem()

Member Function Documentation

◆ applyStep()

◆ scaleBoxConstraints()

◆ setInitialSolution() [1/2]

◆ setInitialSolution() [2/2]

◆ setLinear()

◆ setShrinking()

◆ shrink()

◆ unshrink()

template<class Problem>
struct shark::SvmShrinkingProblem< Problem >