#include <dense_and_sparse.h>
Public Member Functions | |
| DenseAndSparseMargin (std::shared_ptr< const GenericFeatureMatrix > dense_features, std::shared_ptr< const GenericFeatureMatrix > sparse_features, MarginFunction phi, DenseRegFunction dr, real_t drs, SparseRegFunction sr, real_t srs) | |
| void | calculate_loss (const DenseRealVector &scores, const BinaryLabelVector &labels, DenseRealVector &out) const override |
| void | calculate_derivative (const DenseRealVector &scores, const BinaryLabelVector &labels, DenseRealVector &out) const override |
| void | calculate_2nd_derivative (const DenseRealVector &scores, const BinaryLabelVector &labels, DenseRealVector &out) const override |
| real_t | regularization_value (const DenseRealVector &weights) const override |
| void | regularization_gradient (const DenseRealVector &weights, Eigen::Ref< DenseRealVector > gradient) const override |
| void | regularization_gradient_at_zero (Eigen::Ref< DenseRealVector > gradient) const override |
| void | regularization_preconditioner (const DenseRealVector &weights, Eigen::Ref< DenseRealVector > pre_cond) const override |
| void | regularization_hessian (const DenseRealVector &weights, const DenseRealVector &direction, Eigen::Ref< DenseRealVector > target) const override |
 Public Member Functions inherited from dismec::objective::DenseAndSparseLinearBase | |
| DenseAndSparseLinearBase (std::shared_ptr< const GenericFeatureMatrix > dense_features, std::shared_ptr< const GenericFeatureMatrix > sparse_features) | |
| long | num_instances () const noexcept |
| long | num_variables () const noexcept override |
| BinaryLabelVector & | get_label_ref () |
| void | update_costs (real_t positive, real_t negative) |
| void | update_features (const DenseFeatures &dense, const SparseFeatures &sparse) |
| 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... | |
Public Attributes | |
| MarginFunction | Phi |
| real_t | DenseRegStrength |
| DenseRegFunction | DenseReg |
| real_t | SparseRegStrength |
| SparseRegFunction | SparseReg |
Additional Inherited Members | |
| Protected Member Functions inherited from dismec::objective::DenseAndSparseLinearBase | |
| long | get_num_variables () const noexcept |
actual implementation of num_variables(). We need this non-virtual function to be called during the constructor More... | |
| 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 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
template<class MarginFunction, class SparseRegFunction, class DenseRegFunction>
struct dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >
Definition at line 164 of file dense_and_sparse.h.
Constructor & Destructor Documentation
◆ DenseAndSparseMargin()
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inline |
Definition at line 165 of file dense_and_sparse.h.
Member Function Documentation
◆ calculate_2nd_derivative()
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inlineoverridevirtual |
Implements dismec::objective::DenseAndSparseLinearBase.
Definition at line 195 of file dense_and_sparse.h.
References dismec::objective::DenseAndSparseLinearBase::labels(), and dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::Phi.
◆ calculate_derivative()
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inlineoverridevirtual |
Implements dismec::objective::DenseAndSparseLinearBase.
Definition at line 184 of file dense_and_sparse.h.
References dismec::objective::DenseAndSparseLinearBase::labels(), and dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::Phi.
◆ calculate_loss()
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inlineoverridevirtual |
Implements dismec::objective::DenseAndSparseLinearBase.
Definition at line 174 of file dense_and_sparse.h.
References dismec::objective::DenseAndSparseLinearBase::labels(), and dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::Phi.
◆ regularization_gradient()
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inlineoverridevirtual |
Implements dismec::objective::DenseAndSparseLinearBase.
Definition at line 219 of file dense_and_sparse.h.
References dismec::objective::DenseAndSparseLinearBase::dense_features(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::DenseReg, dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::DenseRegStrength, dismec::objective::Objective::gradient(), dismec::objective::DenseAndSparseLinearBase::sparse_features(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::SparseReg, and dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::SparseRegStrength.
◆ regularization_gradient_at_zero()
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inlineoverridevirtual |
Implements dismec::objective::DenseAndSparseLinearBase.
Definition at line 232 of file dense_and_sparse.h.
References dismec::objective::DenseAndSparseLinearBase::dense_features(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::DenseReg, dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::DenseRegStrength, dismec::objective::Objective::gradient(), dismec::objective::DenseAndSparseLinearBase::sparse_features(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::SparseReg, and dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::SparseRegStrength.
◆ regularization_hessian()
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inlineoverridevirtual |
Implements dismec::objective::DenseAndSparseLinearBase.
Definition at line 260 of file dense_and_sparse.h.
References dismec::objective::DenseAndSparseLinearBase::dense_features(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::DenseReg, dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::DenseRegStrength, dismec::objective::DenseAndSparseLinearBase::sparse_features(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::SparseReg, and dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::SparseRegStrength.
◆ regularization_preconditioner()
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inlineoverridevirtual |
Implements dismec::objective::DenseAndSparseLinearBase.
Definition at line 247 of file dense_and_sparse.h.
References dismec::objective::DenseAndSparseLinearBase::dense_features(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::DenseReg, dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::DenseRegStrength, dismec::objective::DenseAndSparseLinearBase::sparse_features(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::SparseReg, and dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::SparseRegStrength.
◆ regularization_value()
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inlineoverridevirtual |
Implements dismec::objective::DenseAndSparseLinearBase.
Definition at line 205 of file dense_and_sparse.h.
References dismec::objective::DenseAndSparseLinearBase::dense_features(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::DenseReg, dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::DenseRegStrength, dismec::objective::DenseAndSparseLinearBase::sparse_features(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::SparseReg, and dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::SparseRegStrength.
Member Data Documentation
◆ DenseReg
| DenseRegFunction dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::DenseReg |
Definition at line 275 of file dense_and_sparse.h.
Referenced by dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::regularization_gradient(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::regularization_gradient_at_zero(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::regularization_hessian(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::regularization_preconditioner(), and dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::regularization_value().
◆ DenseRegStrength
| real_t dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::DenseRegStrength |
Definition at line 274 of file dense_and_sparse.h.
Referenced by dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::regularization_gradient(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::regularization_gradient_at_zero(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::regularization_hessian(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::regularization_preconditioner(), and dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::regularization_value().
◆ Phi
| MarginFunction dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::Phi |
Definition at line 273 of file dense_and_sparse.h.
Referenced by dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::calculate_2nd_derivative(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::calculate_derivative(), and dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::calculate_loss().
◆ SparseReg
| SparseRegFunction dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::SparseReg |
Definition at line 277 of file dense_and_sparse.h.
Referenced by dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::regularization_gradient(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::regularization_gradient_at_zero(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::regularization_hessian(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::regularization_preconditioner(), and dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::regularization_value().
◆ SparseRegStrength
| real_t dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::SparseRegStrength |
Definition at line 276 of file dense_and_sparse.h.
Referenced by dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::regularization_gradient(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::regularization_gradient_at_zero(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::regularization_hessian(), dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::regularization_preconditioner(), and dismec::objective::DenseAndSparseMargin< MarginFunction, SparseRegFunction, DenseRegFunction >::regularization_value().
The documentation for this struct was generated from the following file:
- src/objective/dense_and_sparse.h
