#include <reg_sq_hinge.h>

Inheritance diagram for dismec::objective::Regularized_SquaredHingeSVC:

Public Member Functions
	Regularized_SquaredHingeSVC (std::shared_ptr< const GenericFeatureMatrix > X, std::unique_ptr< Objective > regularizer)

const features_t &	features () const

void	gradient_imp (const HashVector &location, Eigen::Ref< DenseRealVector > target)

void	gradient_at_zero_imp (Eigen::Ref< DenseRealVector > target)

void	hessian_times_direction_imp (const HashVector &location, const DenseRealVector &direction, Eigen::Ref< DenseRealVector > target)

void	diag_preconditioner_imp (const HashVector &location, Eigen::Ref< DenseRealVector > target)

void	gradient_and_pre_conditioner_imp (const HashVector &location, Eigen::Ref< DenseRealVector > gradient, Eigen::Ref< DenseRealVector > pre)

Public Member Functions inherited from dismec::objective::LinearClassifierImpBase< Regularized_SquaredHingeSVC >
	LinearClassifierImpBase (std::shared_ptr< const GenericFeatureMatrix > X, std::unique_ptr< Objective > regularizer)

Public Member Functions inherited from dismec::objective::LinearClassifierBase
	LinearClassifierBase (std::shared_ptr< const GenericFeatureMatrix > X)

long	num_instances () const noexcept

long	num_variables () const noexcept override

BinaryLabelVector &	get_label_ref ()

void	update_costs (real_t positive, real_t negative)

Public Member Functions inherited from dismec::objective::Objective
	Objective ()

virtual	~Objective () noexcept=default

real_t	value (const HashVector &location)
	Evaluate the objective at the given `location`. More...

void	diag_preconditioner (const HashVector &location, Eigen::Ref< DenseRealVector > target)
	Get precondition to be used in CG optimization. More...

void	project_to_line (const HashVector &location, const DenseRealVector &direction)
	creates a function g such that `g(a) = objective(location + a * direction)` Use `lookup_on_line()` to evaluate `g`. More...

void	gradient_at_zero (Eigen::Ref< DenseRealVector > target)
	Gets the gradient for location zero. More...

void	gradient (const HashVector &location, Eigen::Ref< DenseRealVector > target)
	Evaluate the gradient at `location`. More...

void	hessian_times_direction (const HashVector &location, const DenseRealVector &direction, Eigen::Ref< DenseRealVector > target)
	Calculates the product of the Hessian matrix at `location` with `direction`. More...

void	gradient_and_pre_conditioner (const HashVector &location, Eigen::Ref< DenseRealVector > gradient, Eigen::Ref< DenseRealVector > pre)
	Combines the calculation of gradient and pre-conditioner, which may be more efficient in some cases. More...

Public Member Functions inherited from dismec::stats::Tracked
	Tracked ()
	Default constructor, creates the internal `stats::StatisticsCollection`. More...

void	register_stat (const std::string &name, std::unique_ptr< Statistics > stat)
	Registers a tracker for the statistics `name`. More...

std::shared_ptr< StatisticsCollection >	get_stats () const
	Gets an ownership-sharing reference to the `StatisticsCollection`. More...

Static Public Member Functions
template<typename OtherDerived >
static real_t	value_from_xTw (const DenseRealVector &cost, const BinaryLabelVector &labels, const Eigen::DenseBase< OtherDerived > &xTw)

Private Types
using	features_t = SparseFeatures

Private Member Functions
void	invalidate_labels () override

void	margin_error (const HashVector &w)

template<class T , class U >
void	gradient_and_pre_conditioner_tpl (const HashVector &location, T &&gradient, U &&pre)

Private Attributes
VectorHash	m_Last_MV

std::vector< int >	m_MVPos

std::vector< real_t >	m_MVVal

Additional Inherited Members
Protected Member Functions inherited from dismec::objective::LinearClassifierImpBase< Regularized_SquaredHingeSVC >
const Regularized_SquaredHingeSVC &	derived () const

Regularized_SquaredHingeSVC &	derived ()

real_t	value_unchecked (const HashVector &location) override

real_t	lookup_on_line (real_t position) override
	Looks up the value of the objective on the line defined by the last call to `project_to_line()`. More...

void	project_to_line_unchecked (const HashVector &location, const DenseRealVector &direction) override

void	gradient_unchecked (const HashVector &location, Eigen::Ref< DenseRealVector > target) override

void	gradient_at_zero_unchecked (Eigen::Ref< DenseRealVector > target) override

void	hessian_times_direction_unchecked (const HashVector &location, const DenseRealVector &direction, Eigen::Ref< DenseRealVector > target) override

void	diag_preconditioner_unchecked (const HashVector &location, Eigen::Ref< DenseRealVector > target) override

void	gradient_and_pre_conditioner_unchecked (const HashVector &location, Eigen::Ref< DenseRealVector > gradient, Eigen::Ref< DenseRealVector > pre) override

Protected Member Functions inherited from dismec::objective::LinearClassifierBase
const DenseRealVector &	x_times_w (const HashVector &w)
	Calculates the vector of feature matrix times weights `w` More...

template<class Derived >
void	update_xtw_cache (const HashVector &new_weight, const Eigen::MatrixBase< Derived > &new_result)
	Updates the cached value for x_times_w. More...

void	project_linear_to_line (const HashVector &location, const DenseRealVector &direction)
	Prepares the cache variables for line projection. More...

auto	line_interpolation (real_t t) const

void	declare_vector_on_last_line (const HashVector &location, real_t t) override
	State that the given vector corresponds to a certain position on the line of the last line search. More...

const GenericFeatureMatrix &	generic_features () const

const DenseFeatures &	dense_features () const

const SparseFeatures &	sparse_features () const

const DenseRealVector &	costs () const

const BinaryLabelVector &	labels () const

Protected Member Functions inherited from dismec::stats::Tracked
	~Tracked ()
	Non-virtual destructor. Declared protected, so we don't accidentally try to do a polymorphic delete. More...

template<class T >
void	record (stat_id_t stat, T &&value)
	Record statistics. This function just forwards all its arguments to the internal `StatisticsCollection`. More...

void	declare_stat (stat_id_t index, StatisticMetaData meta)
	Declares a new statistics. This function just forwards all its arguments to the internal `StatisticsCollection`. More...

void	declare_tag (tag_id_t index, std::string name)
	Declares a new tag. This function just forwards all its arguments to the internal `StatisticsCollection`. More...

template<class... Args>
void	set_tag (tag_id_t tag, long value)
	Set value of tag. This function just forwards all its arguments to the internal `StatisticsCollection`. More...

template<class... Args>
auto	make_timer (stat_id_t id, Args... args)
	Creates a new `ScopeTimer` using `stats::record_scope_time`. More...

Detailed Description

Objective for regularized Support Vector classification with Squared Hinge loss. This is for binary labels, multilabel problems can be generated trivially by having l independent Regularized_SquaredHingeSVC objectives.

Definition at line 21 of file reg_sq_hinge.h.

Member Typedef Documentation

◆ features_t

using dismec::objective::Regularized_SquaredHingeSVC::features_t = SparseFeatures

private

Definition at line 22 of file reg_sq_hinge.h.

Constructor & Destructor Documentation

◆ Regularized_SquaredHingeSVC()

Regularized_SquaredHingeSVC::Regularized_SquaredHingeSVC	(	std::shared_ptr< const GenericFeatureMatrix >	X,
		std::unique_ptr< Objective >	regularizer
	)

explicit

Definition at line 23 of file reg_sq_hinge.cpp.

References dismec::stats::Tracked::declare_stat(), features(), and anonymous_namespace{reg_sq_hinge.cpp}::STAT_GRAD_SPARSITY.

Member Function Documentation

◆ diag_preconditioner_imp()

void Regularized_SquaredHingeSVC::diag_preconditioner_imp	(	const HashVector &	location,
		Eigen::Ref< DenseRealVector >	target
	)

Definition at line 46 of file reg_sq_hinge.cpp.

References gradient_and_pre_conditioner_tpl().

◆ features()

const Regularized_SquaredHingeSVC::features_t & Regularized_SquaredHingeSVC::features ( ) const

Definition at line 108 of file reg_sq_hinge.cpp.

References dismec::objective::LinearClassifierBase::sparse_features().

Referenced by gradient_and_pre_conditioner_tpl(), gradient_at_zero_imp(), hessian_times_direction_imp(), and Regularized_SquaredHingeSVC().

◆ gradient_and_pre_conditioner_imp()

void Regularized_SquaredHingeSVC::gradient_and_pre_conditioner_imp	(	const HashVector &	location,
		Eigen::Ref< DenseRealVector >	gradient,
		Eigen::Ref< DenseRealVector >	pre
	)

Definition at line 51 of file reg_sq_hinge.cpp.

References dismec::objective::Objective::gradient(), and gradient_and_pre_conditioner_tpl().

◆ gradient_and_pre_conditioner_tpl()

template<class T , class U >

void Regularized_SquaredHingeSVC::gradient_and_pre_conditioner_tpl	(	const HashVector &	location,
		T &&	gradient,
		U &&	pre
	)

private

Definition at line 60 of file reg_sq_hinge.cpp.

References dismec::objective::LinearClassifierBase::costs(), features(), dismec::objective::Objective::gradient(), dismec::objective::LinearClassifierBase::labels(), m_MVPos, m_MVVal, margin_error(), dismec::stats::Tracked::record(), anonymous_namespace{reg_sq_hinge.cpp}::STAT_GRAD_SPARSITY, and dismec::to_long().

Referenced by diag_preconditioner_imp(), gradient_and_pre_conditioner_imp(), and gradient_imp().

◆ gradient_at_zero_imp()

void Regularized_SquaredHingeSVC::gradient_at_zero_imp ( Eigen::Ref< DenseRealVector > target )

Definition at line 92 of file reg_sq_hinge.cpp.

References dismec::objective::LinearClassifierBase::costs(), features(), and dismec::objective::LinearClassifierBase::labels().

◆ gradient_imp()

void Regularized_SquaredHingeSVC::gradient_imp	(	const HashVector &	location,
		Eigen::Ref< DenseRealVector >	target
	)

Definition at line 35 of file reg_sq_hinge.cpp.

References gradient_and_pre_conditioner_tpl().

◆ hessian_times_direction_imp()

void Regularized_SquaredHingeSVC::hessian_times_direction_imp	(	const HashVector &	location,
		const DenseRealVector &	direction,
		Eigen::Ref< DenseRealVector >	target
	)

Definition at line 39 of file reg_sq_hinge.cpp.

References dismec::objective::LinearClassifierBase::costs(), features(), dismec::l2_reg_sq_hinge_detail::htd_sum(), m_MVPos, and margin_error().

◆ invalidate_labels()

void Regularized_SquaredHingeSVC::invalidate_labels ( )

overrideprivatevirtual

This function will be called whenever m_Y changes so that derived classes can invalidate their caches.

Implements dismec::objective::LinearClassifierBase.

Definition at line 112 of file reg_sq_hinge.cpp.

References m_Last_MV.

◆ margin_error()

void Regularized_SquaredHingeSVC::margin_error ( const HashVector & w )

private

Definition at line 117 of file reg_sq_hinge.cpp.

References dismec::HashVector::hash(), dismec::objective::LinearClassifierBase::labels(), m_Last_MV, m_MVPos, m_MVVal, and dismec::objective::LinearClassifierBase::x_times_w().

Referenced by gradient_and_pre_conditioner_tpl(), and hessian_times_direction_imp().

◆ value_from_xTw()

template<typename OtherDerived >

static real_t dismec::objective::Regularized_SquaredHingeSVC::value_from_xTw	(	const DenseRealVector &	cost,
		const BinaryLabelVector &	labels,
		const Eigen::DenseBase< OtherDerived > &	xTw
	)

inlinestatic

Definition at line 41 of file reg_sq_hinge.h.

References dismec::objective::LinearClassifierBase::labels().

Member Data Documentation

◆ m_Last_MV

VectorHash dismec::objective::Regularized_SquaredHingeSVC::m_Last_MV

private

Definition at line 58 of file reg_sq_hinge.h.

Referenced by invalidate_labels(), and margin_error().

◆ m_MVPos

std::vector<int> dismec::objective::Regularized_SquaredHingeSVC::m_MVPos

private

Definition at line 60 of file reg_sq_hinge.h.

Referenced by gradient_and_pre_conditioner_tpl(), hessian_times_direction_imp(), and margin_error().

◆ m_MVVal

std::vector<real_t> dismec::objective::Regularized_SquaredHingeSVC::m_MVVal

private

Definition at line 61 of file reg_sq_hinge.h.

Referenced by gradient_and_pre_conditioner_tpl(), and margin_error().

The documentation for this class was generated from the following files:

src/objective/reg_sq_hinge.h
src/objective/reg_sq_hinge.cpp

Public Member Functions

Static Public Member Functions

Private Types

Private Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Member Typedef Documentation

◆ features_t

Constructor & Destructor Documentation

◆ Regularized_SquaredHingeSVC()

Member Function Documentation

◆ diag_preconditioner_imp()

◆ features()

◆ gradient_and_pre_conditioner_imp()

◆ gradient_and_pre_conditioner_tpl()

◆ gradient_at_zero_imp()

◆ gradient_imp()

◆ hessian_times_direction_imp()

◆ invalidate_labels()

◆ margin_error()

◆ value_from_xTw()

Member Data Documentation

◆ m_Last_MV

◆ m_MVPos

◆ m_MVVal