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#include "tune_weights.hh"
#include "tune_derivatives.hh"
#include "tune_instances.hh"
#pragma GCC diagnostic push
#pragma GCC diagnostic ignored "-Wpragmas" // Older gcc doesn't have "-Wunused-local-typedefs" and complains.
#pragma GCC diagnostic ignored "-Wunused-local-typedefs"
#include <Eigen/Dense>
#pragma GCC diagnostic pop
#include <boost/program_options.hpp>
#include <iostream>
namespace lm { namespace interpolate {
void TuneWeights(int tune_file, const std::vector<StringPiece> &model_names, const InstancesConfig &config, std::vector<float> &weights_out) {
Instances instances(tune_file, model_names, config);
Vector weights = Vector::Constant(model_names.size(), 1.0 / model_names.size());
Vector gradient;
Matrix hessian;
for (std::size_t iteration = 0; iteration < 10 /*TODO fancy stopping criteria */; ++iteration) {
std::cerr << "Iteration " << iteration << ": weights =";
for (Vector::Index i = 0; i < weights.rows(); ++i) {
std::cerr << ' ' << weights(i);
}
std::cerr << std::endl;
std::cerr << "Perplexity = " << Derivatives(instances, weights, gradient, hessian) << std::endl;
// TODO: 1.0 step size was too big and it kept getting unstable. More math.
weights -= 0.7 * hessian.inverse() * gradient;
}
weights_out.assign(weights.data(), weights.data() + weights.size());
}
}} // namespaces
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