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authorYour Name <you@example.com>2015-01-03 19:58:28 +0300
committerYour Name <you@example.com>2015-01-03 19:58:28 +0300
commit487c69681fccc086cf159de0cdf908ccfffd27f3 (patch)
tree5d465fd86fe2e9b6bd46ec183c646c4c80cf0221
parent6ec4daeedef8f4f5c6c0f0480e9dd8ded6e07017 (diff)
windows compile fixes
-rw-r--r--vowpalwabbit/ftrl_proximal.cc10
-rw-r--r--vowpalwabbit/kernel_svm.cc2
-rw-r--r--vowpalwabbit/lda_core.cc1632
-rw-r--r--vowpalwabbit/log_multi.cc2
-rw-r--r--vowpalwabbit/lrq.cc2
-rw-r--r--vowpalwabbit/vw_static.vcxproj5
-rw-r--r--vowpalwabbit/vwdll.cpp2
7 files changed, 828 insertions, 827 deletions
diff --git a/vowpalwabbit/ftrl_proximal.cc b/vowpalwabbit/ftrl_proximal.cc
index f912267d..5eecfc26 100644
--- a/vowpalwabbit/ftrl_proximal.cc
+++ b/vowpalwabbit/ftrl_proximal.cc
@@ -55,8 +55,8 @@ namespace FTRL {
};
void update_accumulated_state(weight* w, float ftrl_alpha) {
- double ng2 = w[W_G2] + w[W_GT]*w[W_GT];
- double sigma = (sqrt(ng2) - sqrt(w[W_G2]))/ ftrl_alpha;
+ float ng2 = w[W_G2] + w[W_GT]*w[W_GT];
+ float sigma = (sqrtf(ng2) - sqrtf(w[W_G2]))/ ftrl_alpha;
w[W_ZT] += w[W_GT] - sigma * w[W_XT];
w[W_G2] = ng2;
}
@@ -107,7 +107,7 @@ namespace FTRL {
if (fabs_zt <= d.l1_lambda) {
w[W_XT] = 0.;
} else {
- double step = 1/(d.l2_lambda + (d.ftrl_beta + sqrt(w[W_G2]))/d.ftrl_alpha);
+ float step = 1/(d.l2_lambda + (d.ftrl_beta + sqrtf(w[W_G2]))/d.ftrl_alpha);
w[W_XT] = step * flag * (d.l1_lambda - fabs_zt);
}
}
@@ -129,7 +129,7 @@ namespace FTRL {
label_data& ld = ec.l.simple;
ec.loss = all.loss->getLoss(all.sd, ec.updated_prediction, ld.label) * ld.weight;
if (b.progressive_validation) {
- float v = 1./(1 + exp(-ec.updated_prediction));
+ float v = 1.f/(1 + exp(-ec.updated_prediction));
fprintf(b.fo, "%.6f\t%d\n", v, (int)(ld.label * ld.weight));
}
}
@@ -184,7 +184,7 @@ namespace FTRL {
if (missing_required(all)) return NULL;
new_options(all)
("ftrl_alpha", po::value<float>()->default_value(0.0), "Learning rate for FTRL-proximal optimization")
- ("ftrl_beta", po::value<float>()->default_value(0.1), "FTRL beta")
+ ("ftrl_beta", po::value<float>()->default_value(0.1f), "FTRL beta")
("progressive_validation", po::value<string>()->default_value("ftrl.evl"), "File to record progressive validation for ftrl-proximal");
add_options(all);
diff --git a/vowpalwabbit/kernel_svm.cc b/vowpalwabbit/kernel_svm.cc
index 5c955f18..ed917cda 100644
--- a/vowpalwabbit/kernel_svm.cc
+++ b/vowpalwabbit/kernel_svm.cc
@@ -648,7 +648,7 @@ namespace KSVM
else {
for(size_t i = 0;i < params.pool_pos;i++) {
- float queryp = 2.0f/(1.0f + expf((float)(params.active_c*fabs(scores[i]))*pow(params.pool[i]->ex.example_counter,0.5f)));
+ float queryp = 2.0f/(1.0f + expf((float)(params.active_c*fabs(scores[i]))*(float)pow(params.pool[i]->ex.example_counter,0.5f)));
if(rand() < queryp) {
svm_example* fec = params.pool[i];
fec->ex.l.simple.weight *= 1/queryp;
diff --git a/vowpalwabbit/lda_core.cc b/vowpalwabbit/lda_core.cc
index 3f9932e0..e616ab25 100644
--- a/vowpalwabbit/lda_core.cc
+++ b/vowpalwabbit/lda_core.cc
@@ -1,818 +1,818 @@
-/*
-Copyright (c) by respective owners including Yahoo!, Microsoft, and
-individual contributors. All rights reserved. Released under a BSD (revised)
-license as described in the file LICENSE.
- */
-#include <fstream>
-#include <vector>
-#include <float.h>
-#ifdef _WIN32
-#include <winsock2.h>
-#else
-#include <netdb.h>
-#endif
-#include <string.h>
-#include <stdio.h>
-#include <assert.h>
-#include "constant.h"
-#include "gd.h"
-#include "simple_label.h"
-#include "rand48.h"
-#include "reductions.h"
-
-using namespace LEARNER;
-using namespace std;
-
-namespace LDA {
-
-class index_feature {
-public:
- uint32_t document;
- feature f;
- bool operator<(const index_feature b) const { return f.weight_index < b.f.weight_index; }
-};
-
- struct lda {
- uint32_t lda;
- float lda_alpha;
- float lda_rho;
- float lda_D;
- float lda_epsilon;
- size_t minibatch;
-
- v_array<float> Elogtheta;
- v_array<float> decay_levels;
- v_array<float> total_new;
- v_array<example* > examples;
- v_array<float> total_lambda;
- v_array<int> doc_lengths;
- v_array<float> digammas;
- v_array<float> v;
- vector<index_feature> sorted_features;
-
- bool total_lambda_init;
-
- double example_t;
- vw* all;
- };
-
-#ifdef _WIN32
-inline float fmax(float f1, float f2) { return (f1 < f2 ? f2 : f1); }
-inline float fmin(float f1, float f2) { return (f1 > f2 ? f2 : f1); }
-#endif
-
-#define MINEIRO_SPECIAL
-#ifdef MINEIRO_SPECIAL
-
-namespace {
-
-inline float
-fastlog2 (float x)
-{
- union { float f; uint32_t i; } vx = { x };
- union { uint32_t i; float f; } mx = { (vx.i & 0x007FFFFF) | (0x7e << 23) };
- float y = (float)vx.i;
- y *= 1.0f / (float)(1 << 23);
-
- return
- y - 124.22544637f - 1.498030302f * mx.f - 1.72587999f / (0.3520887068f + mx.f);
-}
-
-inline float
-fastlog (float x)
-{
- return 0.69314718f * fastlog2 (x);
-}
-
-inline float
-fastpow2 (float p)
-{
- float offset = (p < 0) ? 1.0f : 0.0f;
- float clipp = (p < -126) ? -126.0f : p;
- int w = (int)clipp;
- float z = clipp - w + offset;
- union { uint32_t i; float f; } v = { (uint32_t)((1 << 23) * (clipp + 121.2740838f + 27.7280233f / (4.84252568f - z) - 1.49012907f * z)) };
-
- return v.f;
-}
-
-inline float
-fastexp (float p)
-{
- return fastpow2 (1.442695040f * p);
-}
-
-inline float
-fastpow (float x,
- float p)
-{
- return fastpow2 (p * fastlog2 (x));
-}
-
-inline float
-fastlgamma (float x)
-{
- float logterm = fastlog (x * (1.0f + x) * (2.0f + x));
- float xp3 = 3.0f + x;
-
- return
- -2.081061466f - x + 0.0833333f / xp3 - logterm + (2.5f + x) * fastlog (xp3);
-}
-
-inline float
-fastdigamma (float x)
-{
- float twopx = 2.0f + x;
- float logterm = fastlog (twopx);
-
- return - (1.0f + 2.0f * x) / (x * (1.0f + x))
- - (13.0f + 6.0f * x) / (12.0f * twopx * twopx)
- + logterm;
-}
-
-#define log fastlog
-#define exp fastexp
-#define powf fastpow
-#define mydigamma fastdigamma
-#define mylgamma fastlgamma
-
-#if defined(__SSE2__) && !defined(VW_LDA_NO_SSE)
-
-#include <emmintrin.h>
-
-typedef __m128 v4sf;
-typedef __m128i v4si;
-
-#define v4si_to_v4sf _mm_cvtepi32_ps
-#define v4sf_to_v4si _mm_cvttps_epi32
-
-static inline float
-v4sf_index (const v4sf x,
- unsigned int i)
-{
- union { v4sf f; float array[4]; } tmp = { x };
-
- return tmp.array[i];
-}
-
-static inline const v4sf
-v4sfl (float x)
-{
- union { float array[4]; v4sf f; } tmp = { { x, x, x, x } };
-
- return tmp.f;
-}
-
-static inline const v4si
-v4sil (uint32_t x)
-{
- uint64_t wide = (((uint64_t) x) << 32) | x;
- union { uint64_t array[2]; v4si f; } tmp = { { wide, wide } };
-
- return tmp.f;
-}
-
-static inline v4sf
-vfastpow2 (const v4sf p)
-{
- v4sf ltzero = _mm_cmplt_ps (p, v4sfl (0.0f));
- v4sf offset = _mm_and_ps (ltzero, v4sfl (1.0f));
- v4sf lt126 = _mm_cmplt_ps (p, v4sfl (-126.0f));
- v4sf clipp = _mm_andnot_ps (lt126, p) + _mm_and_ps (lt126, v4sfl (-126.0f));
- v4si w = v4sf_to_v4si (clipp);
- v4sf z = clipp - v4si_to_v4sf (w) + offset;
-
- const v4sf c_121_2740838 = v4sfl (121.2740838f);
- const v4sf c_27_7280233 = v4sfl (27.7280233f);
- const v4sf c_4_84252568 = v4sfl (4.84252568f);
- const v4sf c_1_49012907 = v4sfl (1.49012907f);
- union { v4si i; v4sf f; } v = {
- v4sf_to_v4si (
- v4sfl (1 << 23) *
- (clipp + c_121_2740838 + c_27_7280233 / (c_4_84252568 - z) - c_1_49012907 * z)
- )
- };
-
- return v.f;
-}
-
-inline v4sf
-vfastexp (const v4sf p)
-{
- const v4sf c_invlog_2 = v4sfl (1.442695040f);
-
- return vfastpow2 (c_invlog_2 * p);
-}
-
-inline v4sf
-vfastlog2 (v4sf x)
-{
- union { v4sf f; v4si i; } vx = { x };
- union { v4si i; v4sf f; } mx = { (vx.i & v4sil (0x007FFFFF)) | v4sil (0x3f000000) };
- v4sf y = v4si_to_v4sf (vx.i);
- y *= v4sfl (1.1920928955078125e-7f);
-
- const v4sf c_124_22551499 = v4sfl (124.22551499f);
- const v4sf c_1_498030302 = v4sfl (1.498030302f);
- const v4sf c_1_725877999 = v4sfl (1.72587999f);
- const v4sf c_0_3520087068 = v4sfl (0.3520887068f);
-
- return y - c_124_22551499
- - c_1_498030302 * mx.f
- - c_1_725877999 / (c_0_3520087068 + mx.f);
-}
-
-inline v4sf
-vfastlog (v4sf x)
-{
- const v4sf c_0_69314718 = v4sfl (0.69314718f);
-
- return c_0_69314718 * vfastlog2 (x);
-}
-
-inline v4sf
-vfastdigamma (v4sf x)
-{
- v4sf twopx = v4sfl (2.0f) + x;
- v4sf logterm = vfastlog (twopx);
-
- return (v4sfl (-48.0f) + x * (v4sfl (-157.0f) + x * (v4sfl (-127.0f) - v4sfl (30.0f) * x))) /
- (v4sfl (12.0f) * x * (v4sfl (1.0f) + x) * twopx * twopx)
- + logterm;
-}
-
-void
-vexpdigammify (vw& all, float* gamma)
-{
- unsigned int n = all.lda;
- float extra_sum = 0.0f;
- v4sf sum = v4sfl (0.0f);
- size_t i;
-
- for (i = 0; i < n && ((uintptr_t) (gamma + i)) % 16 > 0; ++i)
- {
- extra_sum += gamma[i];
- gamma[i] = fastdigamma (gamma[i]);
- }
-
- for (; i + 4 < n; i += 4)
- {
- v4sf arg = _mm_load_ps (gamma + i);
- sum += arg;
- arg = vfastdigamma (arg);
- _mm_store_ps (gamma + i, arg);
- }
-
- for (; i < n; ++i)
- {
- extra_sum += gamma[i];
- gamma[i] = fastdigamma (gamma[i]);
- }
-
- extra_sum += v4sf_index (sum, 0) + v4sf_index (sum, 1) +
- v4sf_index (sum, 2) + v4sf_index (sum, 3);
- extra_sum = fastdigamma (extra_sum);
- sum = v4sfl (extra_sum);
-
- for (i = 0; i < n && ((uintptr_t) (gamma + i)) % 16 > 0; ++i)
- {
- gamma[i] = fmaxf (1e-10f, fastexp (gamma[i] - v4sf_index (sum, 0)));
- }
-
- for (; i + 4 < n; i += 4)
- {
- v4sf arg = _mm_load_ps (gamma + i);
- arg -= sum;
- arg = vfastexp (arg);
- arg = _mm_max_ps (v4sfl (1e-10f), arg);
- _mm_store_ps (gamma + i, arg);
- }
-
- for (; i < n; ++i)
- {
- gamma[i] = fmaxf (1e-10f, fastexp (gamma[i] - v4sf_index (sum, 0)));
- }
-}
-
-void vexpdigammify_2(vw& all, float* gamma, const float* norm)
-{
- size_t n = all.lda;
- size_t i;
-
- for (i = 0; i < n && ((uintptr_t) (gamma + i)) % 16 > 0; ++i)
- {
- gamma[i] = fmaxf (1e-10f, fastexp (fastdigamma (gamma[i]) - norm[i]));
- }
-
- for (; i + 4 < n; i += 4)
- {
- v4sf arg = _mm_load_ps (gamma + i);
- arg = vfastdigamma (arg);
- v4sf vnorm = _mm_loadu_ps (norm + i);
- arg -= vnorm;
- arg = vfastexp (arg);
- arg = _mm_max_ps (v4sfl (1e-10f), arg);
- _mm_store_ps (gamma + i, arg);
- }
-
- for (; i < n; ++i)
- {
- gamma[i] = fmaxf (1e-10f, fastexp (fastdigamma (gamma[i]) - norm[i]));
- }
-}
-
-#define myexpdigammify vexpdigammify
-#define myexpdigammify_2 vexpdigammify_2
-
-#else
-#ifndef _WIN32
-#warning "lda IS NOT using sse instructions"
-#endif
-#define myexpdigammify expdigammify
-#define myexpdigammify_2 expdigammify_2
-
-#endif // __SSE2__
-
-} // end anonymous namespace
-
-#else
-
-#include <boost/math/special_functions/digamma.hpp>
-#include <boost/math/special_functions/gamma.hpp>
-
-using namespace boost::math::policies;
-
-#define mydigamma boost::math::digamma
-#define mylgamma boost::math::lgamma
-#define myexpdigammify expdigammify
-#define myexpdigammify_2 expdigammify_2
-
-#endif // MINEIRO_SPECIAL
-
-float decayfunc(float t, float old_t, float power_t) {
- float result = 1;
- for (float i = old_t+1; i <= t; i += 1)
- result *= (1-powf(i, -power_t));
- return result;
-}
-
-float decayfunc2(float t, float old_t, float power_t)
-{
- float power_t_plus_one = 1.f - power_t;
- float arg = - ( powf(t, power_t_plus_one) -
- powf(old_t, power_t_plus_one));
- return exp ( arg
- / power_t_plus_one);
-}
-
-float decayfunc3(double t, double old_t, double power_t)
-{
- double power_t_plus_one = 1. - power_t;
- double logt = log((float)t);
- double logoldt = log((float)old_t);
- return (float)((old_t / t) * exp((float)(0.5*power_t_plus_one*(-logt*logt + logoldt*logoldt))));
-}
-
-float decayfunc4(double t, double old_t, double power_t)
-{
- if (power_t > 0.99)
- return decayfunc3(t, old_t, power_t);
- else
- return (float)decayfunc2((float)t, (float)old_t, (float)power_t);
-}
-
-void expdigammify(vw& all, float* gamma)
-{
- float sum=0;
- for (size_t i = 0; i<all.lda; i++)
- {
- sum += gamma[i];
- gamma[i] = mydigamma(gamma[i]);
- }
- sum = mydigamma(sum);
- for (size_t i = 0; i<all.lda; i++)
- gamma[i] = fmax(1e-6f, exp(gamma[i] - sum));
-}
-
-void expdigammify_2(vw& all, float* gamma, float* norm)
-{
- for (size_t i = 0; i<all.lda; i++)
- {
- gamma[i] = fmax(1e-6f, exp(mydigamma(gamma[i]) - norm[i]));
- }
-}
-
-float average_diff(vw& all, float* oldgamma, float* newgamma)
-{
- float sum = 0.;
- float normalizer = 0.;
- for (size_t i = 0; i<all.lda; i++) {
- sum += fabsf(oldgamma[i] - newgamma[i]);
- normalizer += newgamma[i];
- }
- return sum / normalizer;
-}
-
-// Returns E_q[log p(\theta)] - E_q[log q(\theta)].
- float theta_kl(lda& l, v_array<float>& Elogtheta, float* gamma)
-{
- float gammasum = 0;
- Elogtheta.erase();
- for (size_t k = 0; k < l.lda; k++) {
- Elogtheta.push_back(mydigamma(gamma[k]));
- gammasum += gamma[k];
- }
- float digammasum = mydigamma(gammasum);
- gammasum = mylgamma(gammasum);
- float kl = -(l.lda*mylgamma(l.lda_alpha));
- kl += mylgamma(l.lda_alpha*l.lda) - gammasum;
- for (size_t k = 0; k < l.lda; k++) {
- Elogtheta[k] -= digammasum;
- kl += (l.lda_alpha - gamma[k]) * Elogtheta[k];
- kl += mylgamma(gamma[k]);
- }
-
- return kl;
-}
-
-float find_cw(lda& l, float* u_for_w, float* v)
-{
- float c_w = 0;
- for (size_t k =0; k<l.lda; k++)
- c_w += u_for_w[k]*v[k];
-
- return 1.f / c_w;
-}
-
- v_array<float> new_gamma = v_init<float>();
- v_array<float> old_gamma = v_init<float>();
-// Returns an estimate of the part of the variational bound that
-// doesn't have to do with beta for the entire corpus for the current
-// setting of lambda based on the document passed in. The value is
-// divided by the total number of words in the document This can be
-// used as a (possibly very noisy) estimate of held-out likelihood.
- float lda_loop(lda& l, v_array<float>& Elogtheta, float* v,weight* weights,example* ec, float power_t)
-{
- new_gamma.erase();
- old_gamma.erase();
-
- for (size_t i = 0; i < l.lda; i++)
- {
- new_gamma.push_back(1.f);
- old_gamma.push_back(0.f);
- }
- size_t num_words =0;
- for (unsigned char* i = ec->indices.begin; i != ec->indices.end; i++)
- num_words += ec->atomics[*i].end - ec->atomics[*i].begin;
-
- float xc_w = 0;
- float score = 0;
- float doc_length = 0;
- do
- {
- memcpy(v,new_gamma.begin,sizeof(float)*l.lda);
- myexpdigammify(*l.all, v);
-
- memcpy(old_gamma.begin,new_gamma.begin,sizeof(float)*l.lda);
- memset(new_gamma.begin,0,sizeof(float)*l.lda);
-
- score = 0;
- size_t word_count = 0;
- doc_length = 0;
- for (unsigned char* i = ec->indices.begin; i != ec->indices.end; i++)
- {
- feature *f = ec->atomics[*i].begin;
- for (; f != ec->atomics[*i].end; f++)
- {
- float* u_for_w = &weights[(f->weight_index & l.all->reg.weight_mask)+l.lda+1];
- float c_w = find_cw(l, u_for_w,v);
- xc_w = c_w * f->x;
- score += -f->x*log(c_w);
- size_t max_k = l.lda;
- for (size_t k =0; k<max_k; k++) {
- new_gamma[k] += xc_w*u_for_w[k];
- }
- word_count++;
- doc_length += f->x;
- }
- }
- for (size_t k =0; k<l.lda; k++)
- new_gamma[k] = new_gamma[k]*v[k]+l.lda_alpha;
- }
- while (average_diff(*l.all, old_gamma.begin, new_gamma.begin) > l.lda_epsilon);
-
- ec->topic_predictions.erase();
- ec->topic_predictions.resize(l.lda);
- memcpy(ec->topic_predictions.begin,new_gamma.begin,l.lda*sizeof(float));
-
- score += theta_kl(l, Elogtheta, new_gamma.begin);
-
- return score / doc_length;
-}
-
-size_t next_pow2(size_t x) {
- int i = 0;
- x = x > 0 ? x - 1 : 0;
- while (x > 0) {
- x >>= 1;
- i++;
- }
- return ((size_t)1) << i;
-}
-
-void save_load(lda& l, io_buf& model_file, bool read, bool text)
-{
- vw* all = l.all;
- uint32_t length = 1 << all->num_bits;
- uint32_t stride = 1 << all->reg.stride_shift;
-
- if (read)
- {
- initialize_regressor(*all);
- for (size_t j = 0; j < stride*length; j+=stride)
- {
- for (size_t k = 0; k < all->lda; k++) {
- if (all->random_weights) {
- all->reg.weight_vector[j+k] = (float)(-log(frand48()) + 1.0f);
- all->reg.weight_vector[j+k] *= (float)(l.lda_D / all->lda / all->length() * 200);
- }
- }
- all->reg.weight_vector[j+all->lda] = all->initial_t;
- }
- }
-
- if (model_file.files.size() > 0)
- {
- uint32_t i = 0;
- uint32_t text_len;
- char buff[512];
- size_t brw = 1;
- do
- {
- brw = 0;
- size_t K = all->lda;
-
- text_len = sprintf(buff, "%d ", i);
- brw += bin_text_read_write_fixed(model_file,(char *)&i, sizeof (i),
- "", read,
- buff, text_len, text);
- if (brw != 0)
- for (uint32_t k = 0; k < K; k++)
- {
- uint32_t ndx = stride*i+k;
-
- weight* v = &(all->reg.weight_vector[ndx]);
- text_len = sprintf(buff, "%f ", *v + l.lda_rho);
-
- brw += bin_text_read_write_fixed(model_file,(char *)v, sizeof (*v),
- "", read,
- buff, text_len, text);
-
- }
- if (text)
- brw += bin_text_read_write_fixed(model_file,buff,0,
- "", read,
- "\n",1,text);
-
- if (!read)
- i++;
- }
- while ((!read && i < length) || (read && brw >0));
- }
-}
-
- void learn_batch(lda& l)
- {
- if (l.sorted_features.empty()) {
- // This can happen when the socket connection is dropped by the client.
- // If l.sorted_features is empty, then l.sorted_features[0] does not
- // exist, so we should not try to take its address in the beginning of
- // the for loops down there. Since it seems that there's not much to
- // do in this case, we just return.
- for (size_t d = 0; d < l.examples.size(); d++)
- return_simple_example(*l.all, NULL, *l.examples[d]);
- l.examples.erase();
- return;
- }
-
- float eta = -1;
- float minuseta = -1;
-
- if (l.total_lambda.size() == 0)
- {
- for (size_t k = 0; k < l.all->lda; k++)
- l.total_lambda.push_back(0.f);
-
- size_t stride = 1 << l.all->reg.stride_shift;
- for (size_t i =0; i <= l.all->reg.weight_mask;i+=stride)
- for (size_t k = 0; k < l.all->lda; k++)
- l.total_lambda[k] += l.all->reg.weight_vector[i+k];
- }
-
- l.example_t++;
- l.total_new.erase();
- for (size_t k = 0; k < l.all->lda; k++)
- l.total_new.push_back(0.f);
-
- size_t batch_size = l.examples.size();
-
- sort(l.sorted_features.begin(), l.sorted_features.end());
-
- eta = l.all->eta * powf((float)l.example_t, - l.all->power_t);
- minuseta = 1.0f - eta;
- eta *= l.lda_D / batch_size;
- l.decay_levels.push_back(l.decay_levels.last() + log(minuseta));
-
- l.digammas.erase();
- float additional = (float)(l.all->length()) * l.lda_rho;
- for (size_t i = 0; i<l.all->lda; i++) {
- l.digammas.push_back(mydigamma(l.total_lambda[i] + additional));
- }
-
-
- weight* weights = l.all->reg.weight_vector;
-
- size_t last_weight_index = -1;
- for (index_feature* s = &l.sorted_features[0]; s <= &l.sorted_features.back(); s++)
- {
- if (last_weight_index == s->f.weight_index)
- continue;
- last_weight_index = s->f.weight_index;
- float* weights_for_w = &(weights[s->f.weight_index & l.all->reg.weight_mask]);
- float decay = fmin(1.0, exp(l.decay_levels.end[-2] - l.decay_levels.end[(int)(-1 - l.example_t+weights_for_w[l.all->lda])]));
- float* u_for_w = weights_for_w + l.all->lda+1;
-
- weights_for_w[l.all->lda] = (float)l.example_t;
- for (size_t k = 0; k < l.all->lda; k++)
- {
- weights_for_w[k] *= decay;
- u_for_w[k] = weights_for_w[k] + l.lda_rho;
- }
- myexpdigammify_2(*l.all, u_for_w, l.digammas.begin);
- }
-
- for (size_t d = 0; d < batch_size; d++)
- {
- float score = lda_loop(l, l.Elogtheta, &(l.v[d*l.all->lda]), weights, l.examples[d],l.all->power_t);
- if (l.all->audit)
- GD::print_audit_features(*l.all, *l.examples[d]);
- // If the doc is empty, give it loss of 0.
- if (l.doc_lengths[d] > 0) {
- l.all->sd->sum_loss -= score;
- l.all->sd->sum_loss_since_last_dump -= score;
- }
- return_simple_example(*l.all, NULL, *l.examples[d]);
- }
-
- for (index_feature* s = &l.sorted_features[0]; s <= &l.sorted_features.back();)
- {
- index_feature* next = s+1;
- while(next <= &l.sorted_features.back() && next->f.weight_index == s->f.weight_index)
- next++;
-
- float* word_weights = &(weights[s->f.weight_index & l.all->reg.weight_mask]);
- for (size_t k = 0; k < l.all->lda; k++) {
- float new_value = minuseta*word_weights[k];
- word_weights[k] = new_value;
- }
-
- for (; s != next; s++) {
- float* v_s = &(l.v[s->document*l.all->lda]);
- float* u_for_w = &weights[(s->f.weight_index & l.all->reg.weight_mask) + l.all->lda + 1];
- float c_w = eta*find_cw(l, u_for_w, v_s)*s->f.x;
- for (size_t k = 0; k < l.all->lda; k++) {
- float new_value = u_for_w[k]*v_s[k]*c_w;
- l.total_new[k] += new_value;
- word_weights[k] += new_value;
- }
- }
- }
- for (size_t k = 0; k < l.all->lda; k++) {
- l.total_lambda[k] *= minuseta;
- l.total_lambda[k] += l.total_new[k];
- }
-
- l.sorted_features.resize(0);
-
- l.examples.erase();
- l.doc_lengths.erase();
- }
-
- void learn(lda& l, base_learner& base, example& ec)
- {
- size_t num_ex = l.examples.size();
- l.examples.push_back(&ec);
- l.doc_lengths.push_back(0);
- for (unsigned char* i = ec.indices.begin; i != ec.indices.end; i++) {
- feature* f = ec.atomics[*i].begin;
- for (; f != ec.atomics[*i].end; f++) {
- index_feature temp = {(uint32_t)num_ex, *f};
- l.sorted_features.push_back(temp);
- l.doc_lengths[num_ex] += (int)f->x;
- }
- }
- if (++num_ex == l.minibatch)
- learn_batch(l);
- }
-
- // placeholder
- void predict(lda& l, base_learner& base, example& ec)
- {
- learn(l, base, ec);
- }
-
- void end_pass(lda& l)
- {
- if (l.examples.size())
- learn_batch(l);
- }
-
-void end_examples(lda& l)
-{
- for (size_t i = 0; i < l.all->length(); i++) {
- weight* weights_for_w = & (l.all->reg.weight_vector[i << l.all->reg.stride_shift]);
- float decay = fmin(1.0, exp(l.decay_levels.last() - l.decay_levels.end[(int)(-1- l.example_t +weights_for_w[l.all->lda])]));
- for (size_t k = 0; k < l.all->lda; k++)
- weights_for_w[k] *= decay;
- }
-}
-
- void finish_example(vw& all, lda&, example& ec)
-{}
-
- void finish(lda& ld)
- {
- ld.sorted_features.~vector<index_feature>();
- ld.Elogtheta.delete_v();
- ld.decay_levels.delete_v();
- ld.total_new.delete_v();
- ld.examples.delete_v();
- ld.total_lambda.delete_v();
- ld.doc_lengths.delete_v();
- ld.digammas.delete_v();
- ld.v.delete_v();
- }
-
-
-base_learner* setup(vw&all)
-{
+/*
+Copyright (c) by respective owners including Yahoo!, Microsoft, and
+individual contributors. All rights reserved. Released under a BSD (revised)
+license as described in the file LICENSE.
+ */
+#include <fstream>
+#include <vector>
+#include <float.h>
+#ifdef _WIN32
+#include <winsock2.h>
+#else
+#include <netdb.h>
+#endif
+#include <string.h>
+#include <stdio.h>
+#include <assert.h>
+#include "constant.h"
+#include "gd.h"
+#include "simple_label.h"
+#include "rand48.h"
+#include "reductions.h"
+
+using namespace LEARNER;
+using namespace std;
+
+namespace LDA {
+
+class index_feature {
+public:
+ uint32_t document;
+ feature f;
+ bool operator<(const index_feature b) const { return f.weight_index < b.f.weight_index; }
+};
+
+ struct lda {
+ uint32_t topics;
+ float lda_alpha;
+ float lda_rho;
+ float lda_D;
+ float lda_epsilon;
+ size_t minibatch;
+
+ v_array<float> Elogtheta;
+ v_array<float> decay_levels;
+ v_array<float> total_new;
+ v_array<example* > examples;
+ v_array<float> total_lambda;
+ v_array<int> doc_lengths;
+ v_array<float> digammas;
+ v_array<float> v;
+ vector<index_feature> sorted_features;
+
+ bool total_lambda_init;
+
+ double example_t;
+ vw* all;
+ };
+
+#ifdef _WIN32
+inline float fmax(float f1, float f2) { return (f1 < f2 ? f2 : f1); }
+inline float fmin(float f1, float f2) { return (f1 > f2 ? f2 : f1); }
+#endif
+
+#define MINEIRO_SPECIAL
+#ifdef MINEIRO_SPECIAL
+
+namespace {
+
+inline float
+fastlog2 (float x)
+{
+ union { float f; uint32_t i; } vx = { x };
+ union { uint32_t i; float f; } mx = { (vx.i & 0x007FFFFF) | (0x7e << 23) };
+ float y = (float)vx.i;
+ y *= 1.0f / (float)(1 << 23);
+
+ return
+ y - 124.22544637f - 1.498030302f * mx.f - 1.72587999f / (0.3520887068f + mx.f);
+}
+
+inline float
+fastlog (float x)
+{
+ return 0.69314718f * fastlog2 (x);
+}
+
+inline float
+fastpow2 (float p)
+{
+ float offset = (p < 0) ? 1.0f : 0.0f;
+ float clipp = (p < -126) ? -126.0f : p;
+ int w = (int)clipp;
+ float z = clipp - w + offset;
+ union { uint32_t i; float f; } v = { (uint32_t)((1 << 23) * (clipp + 121.2740838f + 27.7280233f / (4.84252568f - z) - 1.49012907f * z)) };
+
+ return v.f;
+}
+
+inline float
+fastexp (float p)
+{
+ return fastpow2 (1.442695040f * p);
+}
+
+inline float
+fastpow (float x,
+ float p)
+{
+ return fastpow2 (p * fastlog2 (x));
+}
+
+inline float
+fastlgamma (float x)
+{
+ float logterm = fastlog (x * (1.0f + x) * (2.0f + x));
+ float xp3 = 3.0f + x;
+
+ return
+ -2.081061466f - x + 0.0833333f / xp3 - logterm + (2.5f + x) * fastlog (xp3);
+}
+
+inline float
+fastdigamma (float x)
+{
+ float twopx = 2.0f + x;
+ float logterm = fastlog (twopx);
+
+ return - (1.0f + 2.0f * x) / (x * (1.0f + x))
+ - (13.0f + 6.0f * x) / (12.0f * twopx * twopx)
+ + logterm;
+}
+
+#define log fastlog
+#define exp fastexp
+#define powf fastpow
+#define mydigamma fastdigamma
+#define mylgamma fastlgamma
+
+#if defined(__SSE2__) && !defined(VW_LDA_NO_SSE)
+
+#include <emmintrin.h>
+
+typedef __m128 v4sf;
+typedef __m128i v4si;
+
+#define v4si_to_v4sf _mm_cvtepi32_ps
+#define v4sf_to_v4si _mm_cvttps_epi32
+
+static inline float
+v4sf_index (const v4sf x,
+ unsigned int i)
+{
+ union { v4sf f; float array[4]; } tmp = { x };
+
+ return tmp.array[i];
+}
+
+static inline const v4sf
+v4sfl (float x)
+{
+ union { float array[4]; v4sf f; } tmp = { { x, x, x, x } };
+
+ return tmp.f;
+}
+
+static inline const v4si
+v4sil (uint32_t x)
+{
+ uint64_t wide = (((uint64_t) x) << 32) | x;
+ union { uint64_t array[2]; v4si f; } tmp = { { wide, wide } };
+
+ return tmp.f;
+}
+
+static inline v4sf
+vfastpow2 (const v4sf p)
+{
+ v4sf ltzero = _mm_cmplt_ps (p, v4sfl (0.0f));
+ v4sf offset = _mm_and_ps (ltzero, v4sfl (1.0f));
+ v4sf lt126 = _mm_cmplt_ps (p, v4sfl (-126.0f));
+ v4sf clipp = _mm_andnot_ps (lt126, p) + _mm_and_ps (lt126, v4sfl (-126.0f));
+ v4si w = v4sf_to_v4si (clipp);
+ v4sf z = clipp - v4si_to_v4sf (w) + offset;
+
+ const v4sf c_121_2740838 = v4sfl (121.2740838f);
+ const v4sf c_27_7280233 = v4sfl (27.7280233f);
+ const v4sf c_4_84252568 = v4sfl (4.84252568f);
+ const v4sf c_1_49012907 = v4sfl (1.49012907f);
+ union { v4si i; v4sf f; } v = {
+ v4sf_to_v4si (
+ v4sfl (1 << 23) *
+ (clipp + c_121_2740838 + c_27_7280233 / (c_4_84252568 - z) - c_1_49012907 * z)
+ )
+ };
+
+ return v.f;
+}
+
+inline v4sf
+vfastexp (const v4sf p)
+{
+ const v4sf c_invlog_2 = v4sfl (1.442695040f);
+
+ return vfastpow2 (c_invlog_2 * p);
+}
+
+inline v4sf
+vfastlog2 (v4sf x)
+{
+ union { v4sf f; v4si i; } vx = { x };
+ union { v4si i; v4sf f; } mx = { (vx.i & v4sil (0x007FFFFF)) | v4sil (0x3f000000) };
+ v4sf y = v4si_to_v4sf (vx.i);
+ y *= v4sfl (1.1920928955078125e-7f);
+
+ const v4sf c_124_22551499 = v4sfl (124.22551499f);
+ const v4sf c_1_498030302 = v4sfl (1.498030302f);
+ const v4sf c_1_725877999 = v4sfl (1.72587999f);
+ const v4sf c_0_3520087068 = v4sfl (0.3520887068f);
+
+ return y - c_124_22551499
+ - c_1_498030302 * mx.f
+ - c_1_725877999 / (c_0_3520087068 + mx.f);
+}
+
+inline v4sf
+vfastlog (v4sf x)
+{
+ const v4sf c_0_69314718 = v4sfl (0.69314718f);
+
+ return c_0_69314718 * vfastlog2 (x);
+}
+
+inline v4sf
+vfastdigamma (v4sf x)
+{
+ v4sf twopx = v4sfl (2.0f) + x;
+ v4sf logterm = vfastlog (twopx);
+
+ return (v4sfl (-48.0f) + x * (v4sfl (-157.0f) + x * (v4sfl (-127.0f) - v4sfl (30.0f) * x))) /
+ (v4sfl (12.0f) * x * (v4sfl (1.0f) + x) * twopx * twopx)
+ + logterm;
+}
+
+void
+vexpdigammify (vw& all, float* gamma)
+{
+ unsigned int n = all.lda;
+ float extra_sum = 0.0f;
+ v4sf sum = v4sfl (0.0f);
+ size_t i;
+
+ for (i = 0; i < n && ((uintptr_t) (gamma + i)) % 16 > 0; ++i)
+ {
+ extra_sum += gamma[i];
+ gamma[i] = fastdigamma (gamma[i]);
+ }
+
+ for (; i + 4 < n; i += 4)
+ {
+ v4sf arg = _mm_load_ps (gamma + i);
+ sum += arg;
+ arg = vfastdigamma (arg);
+ _mm_store_ps (gamma + i, arg);
+ }
+
+ for (; i < n; ++i)
+ {
+ extra_sum += gamma[i];
+ gamma[i] = fastdigamma (gamma[i]);
+ }
+
+ extra_sum += v4sf_index (sum, 0) + v4sf_index (sum, 1) +
+ v4sf_index (sum, 2) + v4sf_index (sum, 3);
+ extra_sum = fastdigamma (extra_sum);
+ sum = v4sfl (extra_sum);
+
+ for (i = 0; i < n && ((uintptr_t) (gamma + i)) % 16 > 0; ++i)
+ {
+ gamma[i] = fmaxf (1e-10f, fastexp (gamma[i] - v4sf_index (sum, 0)));
+ }
+
+ for (; i + 4 < n; i += 4)
+ {
+ v4sf arg = _mm_load_ps (gamma + i);
+ arg -= sum;
+ arg = vfastexp (arg);
+ arg = _mm_max_ps (v4sfl (1e-10f), arg);
+ _mm_store_ps (gamma + i, arg);
+ }
+
+ for (; i < n; ++i)
+ {
+ gamma[i] = fmaxf (1e-10f, fastexp (gamma[i] - v4sf_index (sum, 0)));
+ }
+}
+
+void vexpdigammify_2(vw& all, float* gamma, const float* norm)
+{
+ size_t n = all.lda;
+ size_t i;
+
+ for (i = 0; i < n && ((uintptr_t) (gamma + i)) % 16 > 0; ++i)
+ {
+ gamma[i] = fmaxf (1e-10f, fastexp (fastdigamma (gamma[i]) - norm[i]));
+ }
+
+ for (; i + 4 < n; i += 4)
+ {
+ v4sf arg = _mm_load_ps (gamma + i);
+ arg = vfastdigamma (arg);
+ v4sf vnorm = _mm_loadu_ps (norm + i);
+ arg -= vnorm;
+ arg = vfastexp (arg);
+ arg = _mm_max_ps (v4sfl (1e-10f), arg);
+ _mm_store_ps (gamma + i, arg);
+ }
+
+ for (; i < n; ++i)
+ {
+ gamma[i] = fmaxf (1e-10f, fastexp (fastdigamma (gamma[i]) - norm[i]));
+ }
+}
+
+#define myexpdigammify vexpdigammify
+#define myexpdigammify_2 vexpdigammify_2
+
+#else
+#ifndef _WIN32
+#warning "lda IS NOT using sse instructions"
+#endif
+#define myexpdigammify expdigammify
+#define myexpdigammify_2 expdigammify_2
+
+#endif // __SSE2__
+
+} // end anonymous namespace
+
+#else
+
+#include <boost/math/special_functions/digamma.hpp>
+#include <boost/math/special_functions/gamma.hpp>
+
+using namespace boost::math::policies;
+
+#define mydigamma boost::math::digamma
+#define mylgamma boost::math::lgamma
+#define myexpdigammify expdigammify
+#define myexpdigammify_2 expdigammify_2
+
+#endif // MINEIRO_SPECIAL
+
+float decayfunc(float t, float old_t, float power_t) {
+ float result = 1;
+ for (float i = old_t+1; i <= t; i += 1)
+ result *= (1-powf(i, -power_t));
+ return result;
+}
+
+float decayfunc2(float t, float old_t, float power_t)
+{
+ float power_t_plus_one = 1.f - power_t;
+ float arg = - ( powf(t, power_t_plus_one) -
+ powf(old_t, power_t_plus_one));
+ return exp ( arg
+ / power_t_plus_one);
+}
+
+float decayfunc3(double t, double old_t, double power_t)
+{
+ double power_t_plus_one = 1. - power_t;
+ double logt = log((float)t);
+ double logoldt = log((float)old_t);
+ return (float)((old_t / t) * exp((float)(0.5*power_t_plus_one*(-logt*logt + logoldt*logoldt))));
+}
+
+float decayfunc4(double t, double old_t, double power_t)
+{
+ if (power_t > 0.99)
+ return decayfunc3(t, old_t, power_t);
+ else
+ return (float)decayfunc2((float)t, (float)old_t, (float)power_t);
+}
+
+void expdigammify(vw& all, float* gamma)
+{
+ float sum=0;
+ for (size_t i = 0; i<all.lda; i++)
+ {
+ sum += gamma[i];
+ gamma[i] = mydigamma(gamma[i]);
+ }
+ sum = mydigamma(sum);
+ for (size_t i = 0; i<all.lda; i++)
+ gamma[i] = fmax(1e-6f, exp(gamma[i] - sum));
+}
+
+void expdigammify_2(vw& all, float* gamma, float* norm)
+{
+ for (size_t i = 0; i<all.lda; i++)
+ {
+ gamma[i] = fmax(1e-6f, exp(mydigamma(gamma[i]) - norm[i]));
+ }
+}
+
+float average_diff(vw& all, float* oldgamma, float* newgamma)
+{
+ float sum = 0.;
+ float normalizer = 0.;
+ for (size_t i = 0; i<all.lda; i++) {
+ sum += fabsf(oldgamma[i] - newgamma[i]);
+ normalizer += newgamma[i];
+ }
+ return sum / normalizer;
+}
+
+// Returns E_q[log p(\theta)] - E_q[log q(\theta)].
+ float theta_kl(lda& l, v_array<float>& Elogtheta, float* gamma)
+{
+ float gammasum = 0;
+ Elogtheta.erase();
+ for (size_t k = 0; k < l.topics; k++) {
+ Elogtheta.push_back(mydigamma(gamma[k]));
+ gammasum += gamma[k];
+ }
+ float digammasum = mydigamma(gammasum);
+ gammasum = mylgamma(gammasum);
+ float kl = -(l.topics*mylgamma(l.lda_alpha));
+ kl += mylgamma(l.lda_alpha*l.topics) - gammasum;
+ for (size_t k = 0; k < l.topics; k++) {
+ Elogtheta[k] -= digammasum;
+ kl += (l.lda_alpha - gamma[k]) * Elogtheta[k];
+ kl += mylgamma(gamma[k]);
+ }
+
+ return kl;
+}
+
+float find_cw(lda& l, float* u_for_w, float* v)
+{
+ float c_w = 0;
+ for (size_t k =0; k<l.topics; k++)
+ c_w += u_for_w[k]*v[k];
+
+ return 1.f / c_w;
+}
+
+ v_array<float> new_gamma = v_init<float>();
+ v_array<float> old_gamma = v_init<float>();
+// Returns an estimate of the part of the variational bound that
+// doesn't have to do with beta for the entire corpus for the current
+// setting of lambda based on the document passed in. The value is
+// divided by the total number of words in the document This can be
+// used as a (possibly very noisy) estimate of held-out likelihood.
+ float lda_loop(lda& l, v_array<float>& Elogtheta, float* v,weight* weights,example* ec, float power_t)
+{
+ new_gamma.erase();
+ old_gamma.erase();
+
+ for (size_t i = 0; i < l.topics; i++)
+ {
+ new_gamma.push_back(1.f);
+ old_gamma.push_back(0.f);
+ }
+ size_t num_words =0;
+ for (unsigned char* i = ec->indices.begin; i != ec->indices.end; i++)
+ num_words += ec->atomics[*i].end - ec->atomics[*i].begin;
+
+ float xc_w = 0;
+ float score = 0;
+ float doc_length = 0;
+ do
+ {
+ memcpy(v,new_gamma.begin,sizeof(float)*l.topics);
+ myexpdigammify(*l.all, v);
+
+ memcpy(old_gamma.begin,new_gamma.begin,sizeof(float)*l.topics);
+ memset(new_gamma.begin,0,sizeof(float)*l.topics);
+
+ score = 0;
+ size_t word_count = 0;
+ doc_length = 0;
+ for (unsigned char* i = ec->indices.begin; i != ec->indices.end; i++)
+ {
+ feature *f = ec->atomics[*i].begin;
+ for (; f != ec->atomics[*i].end; f++)
+ {
+ float* u_for_w = &weights[(f->weight_index & l.all->reg.weight_mask)+l.topics+1];
+ float c_w = find_cw(l, u_for_w,v);
+ xc_w = c_w * f->x;
+ score += -f->x*log(c_w);
+ size_t max_k = l.topics;
+ for (size_t k =0; k<max_k; k++) {
+ new_gamma[k] += xc_w*u_for_w[k];
+ }
+ word_count++;
+ doc_length += f->x;
+ }
+ }
+ for (size_t k =0; k<l.topics; k++)
+ new_gamma[k] = new_gamma[k]*v[k]+l.lda_alpha;
+ }
+ while (average_diff(*l.all, old_gamma.begin, new_gamma.begin) > l.lda_epsilon);
+
+ ec->topic_predictions.erase();
+ ec->topic_predictions.resize(l.topics);
+ memcpy(ec->topic_predictions.begin,new_gamma.begin,l.topics*sizeof(float));
+
+ score += theta_kl(l, Elogtheta, new_gamma.begin);
+
+ return score / doc_length;
+}
+
+size_t next_pow2(size_t x) {
+ int i = 0;
+ x = x > 0 ? x - 1 : 0;
+ while (x > 0) {
+ x >>= 1;
+ i++;
+ }
+ return ((size_t)1) << i;
+}
+
+void save_load(lda& l, io_buf& model_file, bool read, bool text)
+{
+ vw* all = l.all;
+ uint32_t length = 1 << all->num_bits;
+ uint32_t stride = 1 << all->reg.stride_shift;
+
+ if (read)
+ {
+ initialize_regressor(*all);
+ for (size_t j = 0; j < stride*length; j+=stride)
+ {
+ for (size_t k = 0; k < all->lda; k++) {
+ if (all->random_weights) {
+ all->reg.weight_vector[j+k] = (float)(-log(frand48()) + 1.0f);
+ all->reg.weight_vector[j+k] *= (float)(l.lda_D / all->lda / all->length() * 200);
+ }
+ }
+ all->reg.weight_vector[j+all->lda] = all->initial_t;
+ }
+ }
+
+ if (model_file.files.size() > 0)
+ {
+ uint32_t i = 0;
+ uint32_t text_len;
+ char buff[512];
+ size_t brw = 1;
+ do
+ {
+ brw = 0;
+ size_t K = all->lda;
+
+ text_len = sprintf(buff, "%d ", i);
+ brw += bin_text_read_write_fixed(model_file,(char *)&i, sizeof (i),
+ "", read,
+ buff, text_len, text);
+ if (brw != 0)
+ for (uint32_t k = 0; k < K; k++)
+ {
+ uint32_t ndx = stride*i+k;
+
+ weight* v = &(all->reg.weight_vector[ndx]);
+ text_len = sprintf(buff, "%f ", *v + l.lda_rho);
+
+ brw += bin_text_read_write_fixed(model_file,(char *)v, sizeof (*v),
+ "", read,
+ buff, text_len, text);
+
+ }
+ if (text)
+ brw += bin_text_read_write_fixed(model_file,buff,0,
+ "", read,
+ "\n",1,text);
+
+ if (!read)
+ i++;
+ }
+ while ((!read && i < length) || (read && brw >0));
+ }
+}
+
+ void learn_batch(lda& l)
+ {
+ if (l.sorted_features.empty()) {
+ // This can happen when the socket connection is dropped by the client.
+ // If l.sorted_features is empty, then l.sorted_features[0] does not
+ // exist, so we should not try to take its address in the beginning of
+ // the for loops down there. Since it seems that there's not much to
+ // do in this case, we just return.
+ for (size_t d = 0; d < l.examples.size(); d++)
+ return_simple_example(*l.all, NULL, *l.examples[d]);
+ l.examples.erase();
+ return;
+ }
+
+ float eta = -1;
+ float minuseta = -1;
+
+ if (l.total_lambda.size() == 0)
+ {
+ for (size_t k = 0; k < l.all->lda; k++)
+ l.total_lambda.push_back(0.f);
+
+ size_t stride = 1 << l.all->reg.stride_shift;
+ for (size_t i =0; i <= l.all->reg.weight_mask;i+=stride)
+ for (size_t k = 0; k < l.all->lda; k++)
+ l.total_lambda[k] += l.all->reg.weight_vector[i+k];
+ }
+
+ l.example_t++;
+ l.total_new.erase();
+ for (size_t k = 0; k < l.all->lda; k++)
+ l.total_new.push_back(0.f);
+
+ size_t batch_size = l.examples.size();
+
+ sort(l.sorted_features.begin(), l.sorted_features.end());
+
+ eta = l.all->eta * powf((float)l.example_t, - l.all->power_t);
+ minuseta = 1.0f - eta;
+ eta *= l.lda_D / batch_size;
+ l.decay_levels.push_back(l.decay_levels.last() + log(minuseta));
+
+ l.digammas.erase();
+ float additional = (float)(l.all->length()) * l.lda_rho;
+ for (size_t i = 0; i<l.all->lda; i++) {
+ l.digammas.push_back(mydigamma(l.total_lambda[i] + additional));
+ }
+
+
+ weight* weights = l.all->reg.weight_vector;
+
+ size_t last_weight_index = -1;
+ for (index_feature* s = &l.sorted_features[0]; s <= &l.sorted_features.back(); s++)
+ {
+ if (last_weight_index == s->f.weight_index)
+ continue;
+ last_weight_index = s->f.weight_index;
+ float* weights_for_w = &(weights[s->f.weight_index & l.all->reg.weight_mask]);
+ float decay = fmin(1.0, exp(l.decay_levels.end[-2] - l.decay_levels.end[(int)(-1 - l.example_t+weights_for_w[l.all->lda])]));
+ float* u_for_w = weights_for_w + l.all->lda+1;
+
+ weights_for_w[l.all->lda] = (float)l.example_t;
+ for (size_t k = 0; k < l.all->lda; k++)
+ {
+ weights_for_w[k] *= decay;
+ u_for_w[k] = weights_for_w[k] + l.lda_rho;
+ }
+ myexpdigammify_2(*l.all, u_for_w, l.digammas.begin);
+ }
+
+ for (size_t d = 0; d < batch_size; d++)
+ {
+ float score = lda_loop(l, l.Elogtheta, &(l.v[d*l.all->lda]), weights, l.examples[d],l.all->power_t);
+ if (l.all->audit)
+ GD::print_audit_features(*l.all, *l.examples[d]);
+ // If the doc is empty, give it loss of 0.
+ if (l.doc_lengths[d] > 0) {
+ l.all->sd->sum_loss -= score;
+ l.all->sd->sum_loss_since_last_dump -= score;
+ }
+ return_simple_example(*l.all, NULL, *l.examples[d]);
+ }
+
+ for (index_feature* s = &l.sorted_features[0]; s <= &l.sorted_features.back();)
+ {
+ index_feature* next = s+1;
+ while(next <= &l.sorted_features.back() && next->f.weight_index == s->f.weight_index)
+ next++;
+
+ float* word_weights = &(weights[s->f.weight_index & l.all->reg.weight_mask]);
+ for (size_t k = 0; k < l.all->lda; k++) {
+ float new_value = minuseta*word_weights[k];
+ word_weights[k] = new_value;
+ }
+
+ for (; s != next; s++) {
+ float* v_s = &(l.v[s->document*l.all->lda]);
+ float* u_for_w = &weights[(s->f.weight_index & l.all->reg.weight_mask) + l.all->lda + 1];
+ float c_w = eta*find_cw(l, u_for_w, v_s)*s->f.x;
+ for (size_t k = 0; k < l.all->lda; k++) {
+ float new_value = u_for_w[k]*v_s[k]*c_w;
+ l.total_new[k] += new_value;
+ word_weights[k] += new_value;
+ }
+ }
+ }
+ for (size_t k = 0; k < l.all->lda; k++) {
+ l.total_lambda[k] *= minuseta;
+ l.total_lambda[k] += l.total_new[k];
+ }
+
+ l.sorted_features.resize(0);
+
+ l.examples.erase();
+ l.doc_lengths.erase();
+ }
+
+ void learn(lda& l, base_learner& base, example& ec)
+ {
+ size_t num_ex = l.examples.size();
+ l.examples.push_back(&ec);
+ l.doc_lengths.push_back(0);
+ for (unsigned char* i = ec.indices.begin; i != ec.indices.end; i++) {
+ feature* f = ec.atomics[*i].begin;
+ for (; f != ec.atomics[*i].end; f++) {
+ index_feature temp = {(uint32_t)num_ex, *f};
+ l.sorted_features.push_back(temp);
+ l.doc_lengths[num_ex] += (int)f->x;
+ }
+ }
+ if (++num_ex == l.minibatch)
+ learn_batch(l);
+ }
+
+ // placeholder
+ void predict(lda& l, base_learner& base, example& ec)
+ {
+ learn(l, base, ec);
+ }
+
+ void end_pass(lda& l)
+ {
+ if (l.examples.size())
+ learn_batch(l);
+ }
+
+void end_examples(lda& l)
+{
+ for (size_t i = 0; i < l.all->length(); i++) {
+ weight* weights_for_w = & (l.all->reg.weight_vector[i << l.all->reg.stride_shift]);
+ float decay = fmin(1.0, exp(l.decay_levels.last() - l.decay_levels.end[(int)(-1- l.example_t +weights_for_w[l.all->lda])]));
+ for (size_t k = 0; k < l.all->lda; k++)
+ weights_for_w[k] *= decay;
+ }
+}
+
+ void finish_example(vw& all, lda&, example& ec)
+{}
+
+ void finish(lda& ld)
+ {
+ ld.sorted_features.~vector<index_feature>();
+ ld.Elogtheta.delete_v();
+ ld.decay_levels.delete_v();
+ ld.total_new.delete_v();
+ ld.examples.delete_v();
+ ld.total_lambda.delete_v();
+ ld.doc_lengths.delete_v();
+ ld.digammas.delete_v();
+ ld.v.delete_v();
+ }
+
+
+base_learner* setup(vw&all)
+{
new_options(all, "Lda options")
- ("lda", po::value<uint32_t>(), "Run lda with <int> topics")
- ("lda_alpha", po::value<float>()->default_value(0.1f), "Prior on sparsity of per-document topic weights")
- ("lda_rho", po::value<float>()->default_value(0.1f), "Prior on sparsity of topic distributions")
- ("lda_D", po::value<float>()->default_value(10000.), "Number of documents")
- ("lda_epsilon", po::value<float>()->default_value(0.001f), "Loop convergence threshold")
- ("minibatch", po::value<size_t>()->default_value(1), "Minibatch size, for LDA");
- add_options(all);
+ ("lda", po::value<uint32_t>(), "Run lda with <int> topics")
+ ("lda_alpha", po::value<float>()->default_value(0.1f), "Prior on sparsity of per-document topic weights")
+ ("lda_rho", po::value<float>()->default_value(0.1f), "Prior on sparsity of topic distributions")
+ ("lda_D", po::value<float>()->default_value(10000.), "Number of documents")
+ ("lda_epsilon", po::value<float>()->default_value(0.001f), "Loop convergence threshold")
+ ("minibatch", po::value<size_t>()->default_value(1), "Minibatch size, for LDA");
+ add_options(all);
po::variables_map& vm= all.vm;
- if(!vm.count("lda"))
- return NULL;
- else
- all.lda = vm["lda"].as<uint32_t>();
-
- lda& ld = calloc_or_die<lda>();
-
- ld.lda = all.lda;
- ld.lda_alpha = vm["lda_alpha"].as<float>();
- ld.lda_rho = vm["lda_rho"].as<float>();
- ld.lda_D = vm["lda_D"].as<float>();
- ld.lda_epsilon = vm["lda_epsilon"].as<float>();
- ld.minibatch = vm["minibatch"].as<size_t>();
- ld.sorted_features = vector<index_feature>();
- ld.total_lambda_init = 0;
- ld.all = &all;
- ld.example_t = all.initial_t;
-
- float temp = ceilf(logf((float)(all.lda*2+1)) / logf (2.f));
- all.reg.stride_shift = (size_t)temp;
- all.random_weights = true;
- all.add_constant = false;
-
- *all.file_options << " --lda " << all.lda;
-
- if (all.eta > 1.)
- {
- cerr << "your learning rate is too high, setting it to 1" << endl;
- all.eta = min(all.eta,1.f);
- }
-
- if (vm.count("minibatch")) {
- size_t minibatch2 = next_pow2(ld.minibatch);
- all.p->ring_size = all.p->ring_size > minibatch2 ? all.p->ring_size : minibatch2;
- }
-
- ld.v.resize(all.lda*ld.minibatch);
-
- ld.decay_levels.push_back(0.f);
-
- learner<lda>& l = init_learner(&ld, learn, 1 << all.reg.stride_shift);
- l.set_predict(predict);
- l.set_save_load(save_load);
- l.set_finish_example(finish_example);
- l.set_end_examples(end_examples);
- l.set_end_pass(end_pass);
- l.set_finish(finish);
-
- return make_base(l);
-}
-}
+ if(!vm.count("lda"))
+ return NULL;
+ else
+ all.lda = vm["lda"].as<uint32_t>();
+
+ lda& ld = calloc_or_die<lda>();
+
+ ld.topics = all.lda;
+ ld.lda_alpha = vm["lda_alpha"].as<float>();
+ ld.lda_rho = vm["lda_rho"].as<float>();
+ ld.lda_D = vm["lda_D"].as<float>();
+ ld.lda_epsilon = vm["lda_epsilon"].as<float>();
+ ld.minibatch = vm["minibatch"].as<size_t>();
+ ld.sorted_features = vector<index_feature>();
+ ld.total_lambda_init = 0;
+ ld.all = &all;
+ ld.example_t = all.initial_t;
+
+ float temp = ceilf(logf((float)(all.lda*2+1)) / logf (2.f));
+ all.reg.stride_shift = (size_t)temp;
+ all.random_weights = true;
+ all.add_constant = false;
+
+ *all.file_options << " --lda " << all.lda;
+
+ if (all.eta > 1.)
+ {
+ cerr << "your learning rate is too high, setting it to 1" << endl;
+ all.eta = min(all.eta,1.f);
+ }
+
+ if (vm.count("minibatch")) {
+ size_t minibatch2 = next_pow2(ld.minibatch);
+ all.p->ring_size = all.p->ring_size > minibatch2 ? all.p->ring_size : minibatch2;
+ }
+
+ ld.v.resize(all.lda*ld.minibatch);
+
+ ld.decay_levels.push_back(0.f);
+
+ learner<lda>& l = init_learner(&ld, learn, 1 << all.reg.stride_shift);
+ l.set_predict(predict);
+ l.set_save_load(save_load);
+ l.set_finish_example(finish_example);
+ l.set_end_examples(end_examples);
+ l.set_end_pass(end_pass);
+ l.set_finish(finish);
+
+ return make_base(l);
+}
+}
diff --git a/vowpalwabbit/log_multi.cc b/vowpalwabbit/log_multi.cc
index a988ebc7..e673b0d8 100644
--- a/vowpalwabbit/log_multi.cc
+++ b/vowpalwabbit/log_multi.cc
@@ -197,7 +197,7 @@ namespace LOG_MULTI
b.nodes.push_back(init_node());
right_child = (uint32_t)b.nodes.size();
b.nodes.push_back(init_node());
- b.nodes[current].base_predictor = b.predictors_used++;
+ b.nodes[current].base_predictor = (uint32_t)b.predictors_used++;
}
else
{
diff --git a/vowpalwabbit/lrq.cc b/vowpalwabbit/lrq.cc
index 8bdd8551..13534375 100644
--- a/vowpalwabbit/lrq.cc
+++ b/vowpalwabbit/lrq.cc
@@ -252,7 +252,7 @@ namespace LRQ {
if(!all.quiet)
cerr<<endl;
- all.wpp = all.wpp * (1 + maxk);
+ all.wpp = all.wpp * (uint32_t)(1 + maxk);
learner<LRQstate>& l = init_learner(&lrq, setup_base(all), predict_or_learn<true>,
predict_or_learn<false>, 1 + maxk);
l.set_end_pass(reset_seed);
diff --git a/vowpalwabbit/vw_static.vcxproj b/vowpalwabbit/vw_static.vcxproj
index b555aef2..3df09387 100644
--- a/vowpalwabbit/vw_static.vcxproj
+++ b/vowpalwabbit/vw_static.vcxproj
@@ -1,4 +1,4 @@
-<?xml version="1.0" encoding="utf-8"?>
+<?xml version="1.0" encoding="utf-8"?>
<Project DefaultTargets="Build" ToolsVersion="12.0" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
<ItemGroup Label="ProjectConfigurations">
<ProjectConfiguration Include="Debug|Win32">
@@ -249,6 +249,7 @@
<ClInclude Include="ect.h" />
<ClInclude Include="example.h" />
<ClInclude Include="gd.h" />
+ <ClInclude Include="ftrl_proximal.h" />
<ClInclude Include="memory.h" />
<ClInclude Include="multiclass.h" />
<ClInclude Include="cost_sensitive.h" />
@@ -305,8 +306,8 @@
<ClCompile Include="ect.cc" />
<ClCompile Include="example.cc" />
<ClCompile Include="gd.cc" />
+ <ClCompile Include="ftrl_proximal.cc" />
<ClCompile Include="kernel_svm.cc" />
- <ClCompile Include="memory.cc" />
<ClCompile Include="multiclass.cc" />
<ClCompile Include="cost_sensitive.cc" />
<ClCompile Include="cb_algs.cc" />
diff --git a/vowpalwabbit/vwdll.cpp b/vowpalwabbit/vwdll.cpp
index 6235705b..501730b5 100644
--- a/vowpalwabbit/vwdll.cpp
+++ b/vowpalwabbit/vwdll.cpp
@@ -52,7 +52,7 @@ extern "C"
adjust_used_index(*pointer);
pointer->do_reset_source = true;
VW::start_parser(*pointer,false);
- pointer->l->driver(pointer);
+ LEARNER::generic_driver(*pointer);
VW::end_parser(*pointer);
}
else