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///////////////////////////////////////////////////////////////////////////////
// //
// This file is part of ModelBlocks. Copyright 2009, ModelBlocks developers. //
// //
// ModelBlocks is free software: you can redistribute it and/or modify //
// it under the terms of the GNU General Public License as published by //
// the Free Software Foundation, either version 3 of the License, or //
// (at your option) any later version. //
// //
// ModelBlocks is distributed in the hope that it will be useful, //
// but WITHOUT ANY WARRANTY; without even the implied warranty of //
// MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the //
// GNU General Public License for more details. //
// //
// You should have received a copy of the GNU General Public License //
// along with ModelBlocks. If not, see <http://www.gnu.org/licenses/>. //
// //
// ModelBlocks developers designate this particular file as subject to //
// the "Moses" exception as provided by ModelBlocks developers in //
// the LICENSE file that accompanies this code. //
// //
///////////////////////////////////////////////////////////////////////////////
////////////////////////////////////////////////////////////////////////////////
template<class X>
class QuadConvolved : public X {
public:
typedef typename X::ElementType ElementType;
static const unsigned int SIZE = X::SIZE+1;
private:
ElementType eC;
public:
QuadConvolved<X> ( ) : eC(1.0) { }
ElementType& operator[] ( unsigned int i ) { assert(i<SIZE); return (i<SIZE-1) ? X::operator[](i) : eC; }
ElementType operator[] ( unsigned int i ) const { assert(i<SIZE); return (i<SIZE-1) ? X::operator[](i) : eC; }
ElementType& set ( unsigned int i ) { assert(i<SIZE); return (i<SIZE-1) ? X::set(i) : eC; }
ElementType get ( unsigned int i ) const { assert(i<SIZE); return (i<SIZE-1) ? X::get(i) : eC; }
friend pair<StringInput,QuadConvolved<X>*> operator>> ( StringInput si, QuadConvolved<X>& x ) { return pair<StringInput,QuadConvolved<X>*>(si,&x); }
friend StringInput operator>> ( pair<StringInput,QuadConvolved<X>*> si_x, const char* psD ) {
StringInput si = si_x.first>>static_cast<X&>(*si_x.second)>>psD;
si_x.second->set(SIZE-1)=0.0;
for(int i=0;i<SIZE-1;i++) si_x.second->set(SIZE-1)+=pow(si_x.second->get(i)/1000000.0,2.0);
return si; }
friend ostream& operator<< ( ostream& os, const QuadConvolved<X>& x ) { os<<x.get(0); for(int i=1;i<SIZE;i++)os<<","<<x.get(i); return os; }
};
////////////////////////////////////////////////////////////////////////////////
template<class X>
class Shifted : public X {
public:
typedef typename X::ElementType ElementType;
static const unsigned int SIZE = X::SIZE+1;
private:
ElementType e0;
public:
Shifted<X> ( ) : e0(0.0) { }
ElementType& operator[] ( unsigned int i ) { assert(i<SIZE); return (i<SIZE-1) ? X::operator[](i) : e0; }
ElementType operator[] ( unsigned int i ) const { assert(i<SIZE); return (i<SIZE-1) ? X::operator[](i) : e0; }
ElementType& set ( unsigned int i ) { assert(i<SIZE); return (i<SIZE-1) ? X::set(i) : e0; }
ElementType get ( unsigned int i ) const { assert(i<SIZE); return (i<SIZE-1) ? X::get(i) : e0; }
friend pair<StringInput,Shifted<X>*> operator>> ( StringInput si, Shifted<X>& x ) { return pair<StringInput,Shifted<X>*>(si,&x); }
//friend StringInput operator>> ( pair<StringInput,Shifted<X>*> si_x, const char* psD ) {
// StringInput si=si_x.first; for(int i=0;i<SIZE;i++) si=si>>si_x.second->set(i)>>((i<SIZE-1)?",":psD); return si; }
friend StringInput operator>> ( pair<StringInput,Shifted<X>*> si_x, const char* psD ) {
StringInput si = si_x.first>>static_cast<X&>(*si_x.second)>>psD; si_x.second->set(SIZE-1)=1.0; return si; }
//friend ostream& operator<< ( ostream& os, const Shifted<X>& x ) { os<<x.get(0); for(uint i=1;i<SIZE;i++)os<<","<<x.get(i); return os; }
friend ostream& operator<< ( ostream& os, Shifted<X>& x ) { if(x.get(SIZE-1)!=1.0)for(uint i=1;i<SIZE;i++)x.set(i)/=x.get(SIZE-1); return os<<((X)x); }
};
////////////////////////////////////////////////////////////////////////////////
template<class X>
class Vector : public X {
public:
typedef typename X::ElementType ElementType;
static const unsigned int SIZE = X::SIZE;
Vector ( ) { }
Vector ( const Vector<X>& v ) { for(uint i=0;i<SIZE;i++) X::set(i)=v.get(i); }
ElementType operator* ( const Vector<X>& v ) const { ElementType d=0.0; for(uint i=0;i<SIZE;i++) d += X::get(i)*v.get(i); return d; } // inner prod
Vector<X> operator+ ( const Vector<X>& v ) const { Vector<X> vO; for(uint i=0;i<SIZE;i++) vO[i]=X::get(i)+v[i]; return vO; } // vector sum
Vector<X> operator- ( const Vector<X>& v ) const { Vector<X> vO; for(uint i=0;i<SIZE;i++) vO[i]=X::get(i)-v[i]; return vO; } // vector sum
Vector<X> operator* ( ElementType d ) const { Vector<X> vO; for(uint i=0;i<SIZE;i++) vO[i] = X::get(i)*d; return vO; }
Vector<X> operator/ ( ElementType d ) const { Vector<X> vO; for(uint i=0;i<SIZE;i++) vO[i] = X::get(i)/d; return vO; }
Vector<X> operator+ ( ElementType d ) const { Vector<X> vO; for(uint i=0;i<SIZE;i++) vO[i] = X::get(i)+d; return vO; }
Vector<X> operator- ( ElementType d ) const { Vector<X> vO; for(uint i=0;i<SIZE;i++) vO[i] = X::get(i)-d; return vO; }
friend Vector<X> operator* ( ElementType d, const Vector<X>& v ) { Vector<X> vO; for(uint i=0;i<SIZE;i++) vO[i] = d*v[i]; return vO; }
friend Vector<X> operator/ ( ElementType d, const Vector<X>& v ) { Vector<X> vO; for(uint i=0;i<SIZE;i++) vO[i] = d/v[i]; return vO; }
friend Vector<X> operator+ ( ElementType d, const Vector<X>& v ) { Vector<X> vO; for(uint i=0;i<SIZE;i++) vO[i] = d+v[i]; return vO; }
friend Vector<X> operator- ( ElementType d, const Vector<X>& v ) { Vector<X> vO; for(uint i=0;i<SIZE;i++) vO[i] = d-v[i]; return vO; }
Vector<X>& operator*= ( ElementType d ) { for(uint i=0;i<SIZE;i++) X::set(i)*=d; return *this; }
Vector<X>& operator/= ( ElementType d ) { for(uint i=0;i<SIZE;i++) X::set(i)/=d; return *this; }
Vector<X>& operator+= ( ElementType d ) { for(uint i=0;i<SIZE;i++) X::set(i)+=d; return *this; }
Vector<X>& operator-= ( ElementType d ) { for(uint i=0;i<SIZE;i++) X::set(i)-=d; return *this; }
Vector<X>& operator+= ( const Vector<X>& v ) { for(uint i=0;i<SIZE;i++) X::set(i)+=v.X::get(i); return *this; }
Vector<X>& operator-= ( const Vector<X>& v ) { for(uint i=0;i<SIZE;i++) X::set(i)-=v.X::get(i); return *this; }
};
////////////////////////////////////////////////////////////////////////////////
//#define GD 1
template<class Q,class X,class P>
class LinSepModel {
public:
class CondVarType : public Vector<Shifted<X> > { public: CondVarType(){} CondVarType(const Vector<Shifted<X> >& v):Vector<Shifted<X> >(v){} };
class InputTrainingExample : public Joint2DRV<Q,CondVarType> {
// public:
// friend pair<StringInput,InputTrainingExample*> operator>> ( StringInput si, InputTrainingExample& x ) { return pair<StringInput,InputTrainingExample*>(si,&x); }
// friend StringInput operator>> ( pair<StringInput,InputTrainingExample*> si_x, const char* psD ) {
// StringInput si = si_x.first>>static_cast<X&>(*si_x.second)>>psD; si_x.second->set(SIZE-1)=1.0; return si; }
};
typedef P ProbType;
CondVarType w; // weight vector
private:
typename X::ElementType sigmoid ( double a ) { return (!isnan(1.0/(1.0+exp(-a)))) ? 1.0/(1.0+exp(-a)) : (a>0.0) ? 1.0 : 0.0; }
public:
template<class F>
void train ( const SubArray<SafePtr<const InputTrainingExample> > apyx, F& yfn, double iP, double iN ) {
const double SCALER = 1000.0; // 1000.0 works just as well
//cerr<<" ---"<<iN<<" "<<iP<<" "<<N<<"\n";
////cout<<" ---"<<iN<<" "<<iP<<" "<<N<<"\n";
iN*=2.0/apyx.size(); iP*=2.0/apyx.size();
cerr<<" ---"<<iN<<" "<<iP<<"\n";
#ifdef GD
#else
//typename X::ElementType lambda=1.0; // inverse variance of prior over total weight
typename X::ElementType beta; // hestenes steifel factor
//typename X::ElementType ddl; // double deriv (for newton step)
#endif
CondVarType gPrev; // previous gradient
CondVarType g; // current gradient
CondVarType u; // step direction
typename X::ElementType z=0.0; // step size
double errPrev=200000.0;
double err =100000.0;
Array<typename X::ElementType> wtx(apyx.size(),0.0); // weighted sum
for ( int k=0; k<100 && err>0.0 && (errPrev-err>0.001||k<=3); k++ ) {
errPrev = err;
////cerr<<" ? "<<g<<"\n";
g = CondVarType(); //-lambda*w
////cerr<<" ??? "<<iP<<" "<<iN<<"\n";
for ( unsigned int n=0; n<apyx.size(); n++ ) {
g += ( sigmoid ( -((yfn(apyx[n].getRef().first))?1.0:-1.0) * wtx[n] )
* ((yfn(apyx[n].getRef().first))?1.0:-1.0) * apyx[n].getRef().second/SCALER
* ((yfn(apyx[n].getRef().first))?iN:iP) );
}
//cerr<<" g="<<g<<"\n";
#ifdef GD
u = g;
#else
beta = (k<=1) ? 0.0 : (g*(g-gPrev)) / (u*(g-gPrev));
//cerr<<" beta="<<beta<<"\n";
u = gPrev - beta*u;
#endif
#ifdef GD
#else
//ddl = 0.0; //(lambda*u*u);
//for ( unsigned int n=0; n<apyx.size(); n++ )
// ddl += sigmoid(wtx[n]) * sigmoid(-wtx[n]) * pow(u*apyx[n].getRef().second,2);
//z = (g*u)/ddl;
#endif
//if(apyx.size()==123) cerr<<" u="<<u<<"\n";
if (k<=0) {
//w=u;
errPrev=100000.0;
} else {
double zDiff=10.0;
z=0.0;
for ( int t=0; abs(zDiff)>.001 && t<1; t++ ) {
double a = 0.0;
double b = 0.0;
////cerr<<" w = "<<w<<"\n";
for ( unsigned int n=0; n<apyx.size(); n++ ) {
////cout<<" !!: "<<apyx[n].getRef().second<<"\n";
// If only one z loop, use wtx...
double ywzux = ((yfn(apyx[n].getRef().first))?1.0:-1.0) * wtx[n];
//double ywzux = ((yfn(apyx[n].getRef().first))?1.0:-1.0) * (w+z*u) * apyx[n].getRef().second/SCALER;
//if(apyx.size()==123) cerr<<" w="<<w<<"\n";
//if(apyx.size()==123) cerr<<" z="<<z<<"\n";
//if(apyx.size()==123) cerr<<" u="<<u<<"\n";
//if(apyx.size()==123) cerr<<" z*u="<<z*u<<"\n";
//if(apyx.size()==123) cerr<<" (w+z*u)="<<(w+(z*u))<<"\n";
//if(apyx.size()==123) cerr<<" x="<<(apyx[n].getRef().second/SCALER)<<"\n";
a += sigmoid(-ywzux) * ((yfn(apyx[n].getRef().first))?1.0:-1.0) * u * apyx[n].getRef().second/SCALER * ((yfn(apyx[n].getRef().first))?iN:iP);
b += sigmoid(ywzux) * sigmoid(-ywzux) * pow(u*apyx[n].getRef().second/SCALER,2.0) * ((yfn(apyx[n].getRef().first))?iN:iP);
//if(apyx.size()==123) cerr<<" x_"<<n<<"="<<ywzux<<" a="<<a<<" b="<<b<<"\n";
}
zDiff = (a==0.0) ? 0.0 : a/b;
cerr<<" (z="<<z<<")";
z += zDiff;
cerr<<" a="<<a<<" b="<<b<<" zDiff="<<zDiff<<" ==> z="<<z<<"\n";
}
w += z*u;
}
//cerr<<" w="<<w<<"\n";
for ( unsigned int n=0; n<apyx.size(); n++ )
wtx[n] += z*u*apyx[n].getRef().second/SCALER;
gPrev = g;
err = 0.0;
for ( unsigned int n=0; n<apyx.size(); n++ )
err += log ( 1.0 + exp ( -((yfn(apyx[n].getRef().first))?1.0:-1.0) * w*apyx[n].getRef().second/SCALER ) ) * ((yfn(apyx[n].getRef().first))?iN:iP);
cerr<<" ? k="<<k<<" "<<err<<"\n";
}
//for ( unsigned int n=0; n<apyx.size(); n++ )
// if ( yfn(apyx[n].getRef().first) ) cerr<<" "<<( ((yfn(apyx[n].getRef().first))?1.0:-1.0) * w*apyx[n].getRef().second )<<"\n";
}
bool classify ( const CondVarType& x ) const { /*cerr<<"----------\n"<<w<<"\n *\n"<<x<<"\n =\n"<<(w*x)<<"\n";*/ return ( w*x > 0.0 ); }
friend ostream& operator<< ( ostream& os, const LinSepModel<Q,X,P>& m ) { return os<<m.w; }
friend pair<StringInput,LinSepModel<Q,X,P>*> operator>> ( StringInput si, LinSepModel<Q,X,P>& m ) {
return pair<StringInput,LinSepModel<Q,X,P>*>(si,&m); }
friend StringInput operator>> ( pair<StringInput,LinSepModel<Q,X,P>*> si_m, const char* psD ) {
return (si_m.first==NULL) ? StringInput(NULL) : si_m.first>>si_m.second->w>>psD; }
};
////////////////////////////////////////////////////////////////////////////////
template<class Q,class X,class P>
class SimpleLinSepModel {
public:
class CondVarType : public Vector<X> { };
class InputTrainingExample : public Joint2DRV<Q,CondVarType> {
// public:
// friend pair<StringInput,InputTrainingExample*> operator>> ( StringInput si, InputTrainingExample& x ) { return pair<StringInput,InputTrainingExample*>(si,&x); }
// friend StringInput operator>> ( pair<StringInput,InputTrainingExample*> si_x, const char* psD ) {
// StringInput si = si_x.first>>static_cast<X&>(*si_x.second)>>psD; si_x.second->set(SIZE-1)=1.0; return si; }
};
typedef P ProbType;
CondVarType w; // weight vector
private:
typename X::ElementType sigmoid ( double a ) { return 1.0/(1.0+exp(-a)); }
public:
////void train ( const SafePtr<const InputTrainingExample> apyx[], const int N, bool fn(const Q&), double iPnotused, double iNnotused ) {
template<class F>
void train ( const SubArray<SafePtr<const InputTrainingExample> > apyx, F& yfn, double iPnotused, double iNnotused ) {
double dIntercept = 0.0;
CondVarType vP,vN,vDelt,vMid; // pos/neg centroids, difference, midpoint
int iP=0,iN=0; // pos/neg counts
// For each example...
for ( unsigned int i=0; i<apyx.size(); i++ ) {
// If matches target, avg into pos centroid...
if ( yfn(apyx[i].getRef().first) ) {
iP++;
for ( unsigned int j=0; j<CondVarType::SIZE; j++ ) vP[j]+=apyx[i].getRef().second[j];
}
// If no match, avg into neg centroid...
else {
iN++;
for ( unsigned int j=0; j<CondVarType::SIZE; j++ ) vN[j]+=apyx[i].getRef().second[j];
}
}
//cerr<<"prob of "<<qTarget<<" at "<<branch<<" = "<<iP<<"/"<<N<<":"<<iN<<"/"<<N<<" = "<<double(iP)/double(N)<<"\n";
// Turn sums into avgs...
if ( iP>0 ) for ( unsigned int j=0; j<CondVarType::SIZE; j++ ) vP[j]/=double(iP);
if ( iN>0 ) for ( unsigned int j=0; j<CondVarType::SIZE; j++ ) vN[j]/=double(iN);
// Calc vec of delta between centroids...
for ( unsigned int j=0; j<CondVarType::SIZE; j++ ) vDelt[j]=vP[j]-vN[j];
// Calc vec of midpoint between centroids...
for ( unsigned int j=0; j<CondVarType::SIZE; j++ ) vMid[j]=(vP[j]+vN[j])/2.0;
// Calc y-intercept of gradient (negative so test is > -1.0)...
for ( unsigned int j=0; j<CondVarType::SIZE; j++ ) dIntercept-=vDelt[j]*vMid[j];
// Calc gradient between centroids...
for ( unsigned int j=0; j<CondVarType::SIZE; j++ ) w[j]=vDelt[j]/dIntercept;
}
// NOTE: bool does not necessarily correspond to true=positive -- have to check by hand if you care (oblidtree doesn't care)...
bool classify ( const CondVarType& x ) const { /*cerr<<"----------\n"<<w<<"\n *\n"<<x<<"\n =\n"<<(w*x)<<"\n";*/ return ( w*x > -1.0 ); }
friend ostream& operator<< ( ostream& os, const SimpleLinSepModel<Q,X,P>& m ) { return os<<m.w; }
friend pair<StringInput,SimpleLinSepModel<Q,X,P>*> operator>> ( StringInput si, SimpleLinSepModel<Q,X,P>& m ) {
return pair<StringInput,SimpleLinSepModel<Q,X,P>*>(si,&m); }
friend StringInput operator>> ( pair<StringInput,SimpleLinSepModel<Q,X,P>*> si_m, const char* psD ) {
return (si_m.first==NULL) ? StringInput(NULL) : si_m.first>>si_m.second->w>>psD; }
};
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