diff options
author | Sam Steingold <sds@gnu.org> | 2014-12-23 20:09:43 +0300 |
---|---|---|
committer | Sam Steingold <sds@gnu.org> | 2014-12-23 20:09:43 +0300 |
commit | ed8c4d38aba3b49159f1b2574028b5cbae96a7f2 (patch) | |
tree | 4ecd16430fb82c8d1d67fcccfd887ce79c02eac6 /vowpalwabbit | |
parent | 1452485ae7248f5a12e3ac909aa8a9dedaf26241 (diff) |
convert to unix line endings, like all the other sources
Diffstat (limited to 'vowpalwabbit')
-rw-r--r-- | vowpalwabbit/accumulate.cc | 230 | ||||
-rw-r--r-- | vowpalwabbit/accumulate.h | 26 | ||||
-rw-r--r-- | vowpalwabbit/lda_core.cc | 1604 | ||||
-rw-r--r-- | vowpalwabbit/log_multi.cc | 1098 |
4 files changed, 1479 insertions, 1479 deletions
diff --git a/vowpalwabbit/accumulate.cc b/vowpalwabbit/accumulate.cc index d6c5e71f..8d15dd59 100644 --- a/vowpalwabbit/accumulate.cc +++ b/vowpalwabbit/accumulate.cc @@ -1,115 +1,115 @@ -/*
-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.
- */
-/*
-This implements the allreduce function of MPI. Code primarily by
-Alekh Agarwal and John Langford, with help Olivier Chapelle.
-*/
-
-#include <iostream>
-#include <sys/timeb.h>
-#include <cmath>
-#include <stdint.h>
-#include "accumulate.h"
-#include "global_data.h"
-
-using namespace std;
-
-void add_float(float& c1, const float& c2) {
- c1 += c2;
-}
-
-void accumulate(vw& all, string master_location, regressor& reg, size_t o) {
- uint32_t length = 1 << all.num_bits; //This is size of gradient
- size_t stride = 1 << all.reg.stride_shift;
- float* local_grad = new float[length];
- weight* weights = reg.weight_vector;
- for(uint32_t i = 0;i < length;i++)
- {
- local_grad[i] = weights[stride*i+o];
- }
-
- all_reduce<float, add_float>(local_grad, length, master_location, all.unique_id, all.total, all.node, all.socks);
- for(uint32_t i = 0;i < length;i++)
- {
- weights[stride*i+o] = local_grad[i];
- }
- delete[] local_grad;
-}
-
-float accumulate_scalar(vw& all, string master_location, float local_sum) {
- float temp = local_sum;
- all_reduce<float, add_float>(&temp, 1, master_location, all.unique_id, all.total, all.node, all.socks);
- return temp;
-}
-
-void accumulate_avg(vw& all, string master_location, regressor& reg, size_t o) {
- uint32_t length = 1 << all.num_bits; //This is size of gradient
- size_t stride = 1 << all.reg.stride_shift;
- float* local_grad = new float[length];
- weight* weights = reg.weight_vector;
- float numnodes = (float)all.total;
-
- for(uint32_t i = 0;i < length;i++)
- local_grad[i] = weights[stride*i+o];
-
- all_reduce<float, add_float>(local_grad, length, master_location, all.unique_id, all.total, all.node, all.socks);
- for(uint32_t i = 0;i < length;i++)
- weights[stride*i+o] = local_grad[i]/numnodes;
- delete[] local_grad;
-}
-
-float max_elem(float* arr, int length) {
- float max = arr[0];
- for(int i = 1;i < length;i++)
- if(arr[i] > max) max = arr[i];
- return max;
-}
-
-float min_elem(float* arr, int length) {
- float min = arr[0];
- for(int i = 1;i < length;i++)
- if(arr[i] < min && arr[i] > 0.001) min = arr[i];
- return min;
-}
-
-void accumulate_weighted_avg(vw& all, string master_location, regressor& reg) {
- if(!all.adaptive) {
- cerr<<"Weighted averaging is implemented only for adaptive gradient, use accumulate_avg instead\n";
- return;
- }
- uint32_t length = 1 << all.num_bits; //This is the number of parameters
- size_t stride = 1 << all.reg.stride_shift;
- weight* weights = reg.weight_vector;
-
-
- float* local_weights = new float[length];
-
- for(uint32_t i = 0;i < length;i++)
- local_weights[i] = weights[stride*i+1];
-
-
- //First compute weights for averaging
- all_reduce<float, add_float>(local_weights, length, master_location, all.unique_id, all.total, all.node, all.socks);
-
- for(uint32_t i = 0;i < length;i++) //Compute weighted versions
- if(local_weights[i] > 0) {
- float ratio = weights[stride*i+1]/local_weights[i];
- local_weights[i] = weights[stride*i] * ratio;
- weights[stride*i] *= ratio;
- weights[stride*i+1] *= ratio; //A crude max
- if (all.normalized_updates)
- weights[stride*i+all.normalized_idx] *= ratio; //A crude max
- }
- else {
- local_weights[i] = 0;
- weights[stride*i] = 0;
- }
-
- all_reduce<float, add_float>(weights, length*stride, master_location, all.unique_id, all.total, all.node, all.socks);
-
- delete[] local_weights;
-}
-
+/* +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. + */ +/* +This implements the allreduce function of MPI. Code primarily by +Alekh Agarwal and John Langford, with help Olivier Chapelle. +*/ + +#include <iostream> +#include <sys/timeb.h> +#include <cmath> +#include <stdint.h> +#include "accumulate.h" +#include "global_data.h" + +using namespace std; + +void add_float(float& c1, const float& c2) { + c1 += c2; +} + +void accumulate(vw& all, string master_location, regressor& reg, size_t o) { + uint32_t length = 1 << all.num_bits; //This is size of gradient + size_t stride = 1 << all.reg.stride_shift; + float* local_grad = new float[length]; + weight* weights = reg.weight_vector; + for(uint32_t i = 0;i < length;i++) + { + local_grad[i] = weights[stride*i+o]; + } + + all_reduce<float, add_float>(local_grad, length, master_location, all.unique_id, all.total, all.node, all.socks); + for(uint32_t i = 0;i < length;i++) + { + weights[stride*i+o] = local_grad[i]; + } + delete[] local_grad; +} + +float accumulate_scalar(vw& all, string master_location, float local_sum) { + float temp = local_sum; + all_reduce<float, add_float>(&temp, 1, master_location, all.unique_id, all.total, all.node, all.socks); + return temp; +} + +void accumulate_avg(vw& all, string master_location, regressor& reg, size_t o) { + uint32_t length = 1 << all.num_bits; //This is size of gradient + size_t stride = 1 << all.reg.stride_shift; + float* local_grad = new float[length]; + weight* weights = reg.weight_vector; + float numnodes = (float)all.total; + + for(uint32_t i = 0;i < length;i++) + local_grad[i] = weights[stride*i+o]; + + all_reduce<float, add_float>(local_grad, length, master_location, all.unique_id, all.total, all.node, all.socks); + for(uint32_t i = 0;i < length;i++) + weights[stride*i+o] = local_grad[i]/numnodes; + delete[] local_grad; +} + +float max_elem(float* arr, int length) { + float max = arr[0]; + for(int i = 1;i < length;i++) + if(arr[i] > max) max = arr[i]; + return max; +} + +float min_elem(float* arr, int length) { + float min = arr[0]; + for(int i = 1;i < length;i++) + if(arr[i] < min && arr[i] > 0.001) min = arr[i]; + return min; +} + +void accumulate_weighted_avg(vw& all, string master_location, regressor& reg) { + if(!all.adaptive) { + cerr<<"Weighted averaging is implemented only for adaptive gradient, use accumulate_avg instead\n"; + return; + } + uint32_t length = 1 << all.num_bits; //This is the number of parameters + size_t stride = 1 << all.reg.stride_shift; + weight* weights = reg.weight_vector; + + + float* local_weights = new float[length]; + + for(uint32_t i = 0;i < length;i++) + local_weights[i] = weights[stride*i+1]; + + + //First compute weights for averaging + all_reduce<float, add_float>(local_weights, length, master_location, all.unique_id, all.total, all.node, all.socks); + + for(uint32_t i = 0;i < length;i++) //Compute weighted versions + if(local_weights[i] > 0) { + float ratio = weights[stride*i+1]/local_weights[i]; + local_weights[i] = weights[stride*i] * ratio; + weights[stride*i] *= ratio; + weights[stride*i+1] *= ratio; //A crude max + if (all.normalized_updates) + weights[stride*i+all.normalized_idx] *= ratio; //A crude max + } + else { + local_weights[i] = 0; + weights[stride*i] = 0; + } + + all_reduce<float, add_float>(weights, length*stride, master_location, all.unique_id, all.total, all.node, all.socks); + + delete[] local_weights; +} + diff --git a/vowpalwabbit/accumulate.h b/vowpalwabbit/accumulate.h index c01ac5fe..4d507a60 100644 --- a/vowpalwabbit/accumulate.h +++ b/vowpalwabbit/accumulate.h @@ -1,13 +1,13 @@ -/*
-Copyright (c) by respective owners including Yahoo!, Microsoft, and
-individual contributors. All rights reserved. Released under a BSD
-license as described in the file LICENSE.
- */
-//This implements various accumulate functions building on top of allreduce.
-#pragma once
-#include "global_data.h"
-
-void accumulate(vw& all, std::string master_location, regressor& reg, size_t o);
-float accumulate_scalar(vw& all, std::string master_location, float local_sum);
-void accumulate_weighted_avg(vw& all, std::string master_location, regressor& reg);
-void accumulate_avg(vw& all, std::string master_location, regressor& reg, size_t o);
+/* +Copyright (c) by respective owners including Yahoo!, Microsoft, and +individual contributors. All rights reserved. Released under a BSD +license as described in the file LICENSE. + */ +//This implements various accumulate functions building on top of allreduce. +#pragma once +#include "global_data.h" + +void accumulate(vw& all, std::string master_location, regressor& reg, size_t o); +float accumulate_scalar(vw& all, std::string master_location, float local_sum); +void accumulate_weighted_avg(vw& all, std::string master_location, regressor& reg); +void accumulate_avg(vw& all, std::string master_location, regressor& reg, size_t o); diff --git a/vowpalwabbit/lda_core.cc b/vowpalwabbit/lda_core.cc index 90f9e171..23ca9bfe 100644 --- a/vowpalwabbit/lda_core.cc +++ b/vowpalwabbit/lda_core.cc @@ -1,802 +1,802 @@ -/*
-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 {
- 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(vw& all, v_array<float>& Elogtheta, float* gamma)
-{
- float gammasum = 0;
- Elogtheta.erase();
- for (size_t k = 0; k < all.lda; k++) {
- Elogtheta.push_back(mydigamma(gamma[k]));
- gammasum += gamma[k];
- }
- float digammasum = mydigamma(gammasum);
- gammasum = mylgamma(gammasum);
- float kl = -(all.lda*mylgamma(all.lda_alpha));
- kl += mylgamma(all.lda_alpha*all.lda) - gammasum;
- for (size_t k = 0; k < all.lda; k++) {
- Elogtheta[k] -= digammasum;
- kl += (all.lda_alpha - gamma[k]) * Elogtheta[k];
- kl += mylgamma(gamma[k]);
- }
-
- return kl;
-}
-
-float find_cw(vw& all, float* u_for_w, float* v)
-{
- float c_w = 0;
- for (size_t k =0; k<all.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(vw& all, 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 < all.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)*all.lda);
- myexpdigammify(all, v);
-
- memcpy(old_gamma.begin,new_gamma.begin,sizeof(float)*all.lda);
- memset(new_gamma.begin,0,sizeof(float)*all.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&all.reg.weight_mask)+all.lda+1];
- float c_w = find_cw(all, u_for_w,v);
- xc_w = c_w * f->x;
- score += -f->x*log(c_w);
- size_t max_k = all.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<all.lda; k++)
- new_gamma[k] = new_gamma[k]*v[k]+all.lda_alpha;
- }
- while (average_diff(all, old_gamma.begin, new_gamma.begin) > all.lda_epsilon);
-
- ec->topic_predictions.erase();
- ec->topic_predictions.resize(all.lda);
- memcpy(ec->topic_predictions.begin,new_gamma.begin,all.lda*sizeof(float));
-
- score += theta_kl(all, 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)(all->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 + all->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.all->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.all->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.all->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.all, 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.all, 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, 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.all->minibatch)
- learn_batch(l);
- }
-
- // placeholder
- void predict(lda& l, 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();
- }
-
-learner* setup(vw&all, po::variables_map& vm)
-{
- lda* ld = (lda*)calloc_or_die(1,sizeof(lda));
- ld->sorted_features = vector<index_feature>();
- ld->total_lambda_init = 0;
- ld->all = &all;
- ld->example_t = all.initial_t;
-
- po::options_description lda_opts("LDA options");
- lda_opts.add_options()
- ("lda_alpha", po::value<float>(&all.lda_alpha), "Prior on sparsity of per-document topic weights")
- ("lda_rho", po::value<float>(&all.lda_rho), "Prior on sparsity of topic distributions")
- ("lda_D", po::value<float>(&all.lda_D), "Number of documents")
- ("lda_epsilon", po::value<float>(&all.lda_epsilon), "Loop convergence threshold")
- ("minibatch", po::value<size_t>(&all.minibatch), "Minibatch size, for LDA");
-
- vm = add_options(all, lda_opts);
-
- 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;
-
- std::stringstream ss;
- ss << " --lda " << all.lda;
- all.file_options.append(ss.str());
-
- 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(all.minibatch);
- all.p->ring_size = all.p->ring_size > minibatch2 ? all.p->ring_size : minibatch2;
- }
-
- ld->v.resize(all.lda*all.minibatch);
-
- ld->decay_levels.push_back(0.f);
-
- learner* l = new learner(ld, 1 << all.reg.stride_shift);
- l->set_learn<lda,learn>();
- l->set_predict<lda,predict>();
- l->set_save_load<lda,save_load>();
- l->set_finish_example<lda,finish_example>();
- l->set_end_examples<lda,end_examples>();
- l->set_end_pass<lda,end_pass>();
- l->set_finish<lda,finish>();
-
- return l;
-}
-}
+/* +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 { + 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(vw& all, v_array<float>& Elogtheta, float* gamma) +{ + float gammasum = 0; + Elogtheta.erase(); + for (size_t k = 0; k < all.lda; k++) { + Elogtheta.push_back(mydigamma(gamma[k])); + gammasum += gamma[k]; + } + float digammasum = mydigamma(gammasum); + gammasum = mylgamma(gammasum); + float kl = -(all.lda*mylgamma(all.lda_alpha)); + kl += mylgamma(all.lda_alpha*all.lda) - gammasum; + for (size_t k = 0; k < all.lda; k++) { + Elogtheta[k] -= digammasum; + kl += (all.lda_alpha - gamma[k]) * Elogtheta[k]; + kl += mylgamma(gamma[k]); + } + + return kl; +} + +float find_cw(vw& all, float* u_for_w, float* v) +{ + float c_w = 0; + for (size_t k =0; k<all.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(vw& all, 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 < all.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)*all.lda); + myexpdigammify(all, v); + + memcpy(old_gamma.begin,new_gamma.begin,sizeof(float)*all.lda); + memset(new_gamma.begin,0,sizeof(float)*all.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&all.reg.weight_mask)+all.lda+1]; + float c_w = find_cw(all, u_for_w,v); + xc_w = c_w * f->x; + score += -f->x*log(c_w); + size_t max_k = all.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<all.lda; k++) + new_gamma[k] = new_gamma[k]*v[k]+all.lda_alpha; + } + while (average_diff(all, old_gamma.begin, new_gamma.begin) > all.lda_epsilon); + + ec->topic_predictions.erase(); + ec->topic_predictions.resize(all.lda); + memcpy(ec->topic_predictions.begin,new_gamma.begin,all.lda*sizeof(float)); + + score += theta_kl(all, 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)(all->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 + all->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.all->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.all->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.all->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.all, 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.all, 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, 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.all->minibatch) + learn_batch(l); + } + + // placeholder + void predict(lda& l, 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(); + } + +learner* setup(vw&all, po::variables_map& vm) +{ + lda* ld = (lda*)calloc_or_die(1,sizeof(lda)); + ld->sorted_features = vector<index_feature>(); + ld->total_lambda_init = 0; + ld->all = &all; + ld->example_t = all.initial_t; + + po::options_description lda_opts("LDA options"); + lda_opts.add_options() + ("lda_alpha", po::value<float>(&all.lda_alpha), "Prior on sparsity of per-document topic weights") + ("lda_rho", po::value<float>(&all.lda_rho), "Prior on sparsity of topic distributions") + ("lda_D", po::value<float>(&all.lda_D), "Number of documents") + ("lda_epsilon", po::value<float>(&all.lda_epsilon), "Loop convergence threshold") + ("minibatch", po::value<size_t>(&all.minibatch), "Minibatch size, for LDA"); + + vm = add_options(all, lda_opts); + + 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; + + std::stringstream ss; + ss << " --lda " << all.lda; + all.file_options.append(ss.str()); + + 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(all.minibatch); + all.p->ring_size = all.p->ring_size > minibatch2 ? all.p->ring_size : minibatch2; + } + + ld->v.resize(all.lda*all.minibatch); + + ld->decay_levels.push_back(0.f); + + learner* l = new learner(ld, 1 << all.reg.stride_shift); + l->set_learn<lda,learn>(); + l->set_predict<lda,predict>(); + l->set_save_load<lda,save_load>(); + l->set_finish_example<lda,finish_example>(); + l->set_end_examples<lda,end_examples>(); + l->set_end_pass<lda,end_pass>(); + l->set_finish<lda,finish>(); + + return l; +} +} diff --git a/vowpalwabbit/log_multi.cc b/vowpalwabbit/log_multi.cc index 68f52f06..bfc25288 100644 --- a/vowpalwabbit/log_multi.cc +++ b/vowpalwabbit/log_multi.cc @@ -1,549 +1,549 @@ -/*\t
-
-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.node
-*/
-#include <float.h>
-#include <math.h>
-#include <stdio.h>
-#include <sstream>
-
-#include "reductions.h"
-#include "simple_label.h"
-#include "multiclass.h"
-#include "vw.h"
-
-using namespace std;
-using namespace LEARNER;
-
-namespace LOG_MULTI
-{
- class node_pred
- {
- public:
-
- double Ehk;
- float norm_Ehk;
- uint32_t nk;
- uint32_t label;
- uint32_t label_count;
-
- bool operator==(node_pred v){
- return (label == v.label);
- }
-
- bool operator>(node_pred v){
- if(label > v.label) return true;
- return false;
- }
-
- bool operator<(node_pred v){
- if(label < v.label) return true;
- return false;
- }
-
- node_pred(uint32_t l)
- {
- label = l;
- Ehk = 0.f;
- norm_Ehk = 0;
- nk = 0;
- label_count = 0;
- }
- };
-
- typedef struct
- {//everyone has
- uint32_t parent;//the parent node
- v_array<node_pred> preds;//per-class state
- uint32_t min_count;//the number of examples reaching this node (if it's a leaf) or the minimum reaching any grandchild.
-
- bool internal;//internal or leaf
-
- //internal nodes have
- uint32_t base_predictor;//id of the base predictor
- uint32_t left;//left child
- uint32_t right;//right child
- float norm_Eh;//the average margin at the node
- double Eh;//total margin at the node
- uint32_t n;//total events at the node
-
- //leaf has
- uint32_t max_count;//the number of samples of the most common label
- uint32_t max_count_label;//the most common label
- } node;
-
- struct log_multi
- {
- uint32_t k;
- vw* all;
-
- v_array<node> nodes;
-
- uint32_t max_predictors;
- uint32_t predictors_used;
-
- bool progress;
- uint32_t swap_resist;
-
- uint32_t nbofswaps;
- };
-
- inline void init_leaf(node& n)
- {
- n.internal = false;
- n.preds.erase();
- n.base_predictor = 0;
- n.norm_Eh = 0;
- n.Eh = 0;
- n.n = 0;
- n.max_count = 0;
- n.max_count_label = 1;
- n.left = 0;
- n.right = 0;
- }
-
- inline node init_node()
- {
- node node;
-
- node.parent = 0;
- node.min_count = 0;
- node.preds = v_init<node_pred>();
- init_leaf(node);
-
- return node;
- }
-
- void init_tree(log_multi& d)
- {
- d.nodes.push_back(init_node());
- d.nbofswaps = 0;
- }
-
- inline uint32_t min_left_right(log_multi& b, node& n)
- {
- return min(b.nodes[n.left].min_count, b.nodes[n.right].min_count);
- }
-
- inline uint32_t find_switch_node(log_multi& b)
- {
- uint32_t node = 0;
- while(b.nodes[node].internal)
- if(b.nodes[b.nodes[node].left].min_count
- < b.nodes[b.nodes[node].right].min_count)
- node = b.nodes[node].left;
- else
- node = b.nodes[node].right;
- return node;
- }
-
- inline void update_min_count(log_multi& b, uint32_t node)
- {//Constant time min count update.
- while(node != 0)
- {
- uint32_t prev = node;
- node = b.nodes[node].parent;
-
- if (b.nodes[node].min_count == b.nodes[prev].min_count)
- break;
- else
- b.nodes[node].min_count = min_left_right(b,b.nodes[node]);
- }
- }
-
- void display_tree_dfs(log_multi& b, node node, uint32_t depth)
- {
- for (uint32_t i = 0; i < depth; i++)
- cout << "\t";
- cout << node.min_count << " " << node.left
- << " " << node.right;
- cout << " label = " << node.max_count_label << " labels = ";
- for (size_t i = 0; i < node.preds.size(); i++)
- cout << node.preds[i].label << ":" << node.preds[i].label_count << "\t";
- cout << endl;
-
- if (node.internal)
- {
- cout << "Left";
- display_tree_dfs(b, b.nodes[node.left], depth+1);
-
- cout << "Right";
- display_tree_dfs(b, b.nodes[node.right], depth+1);
- }
- }
-
- bool children(log_multi& b, uint32_t& current, uint32_t& class_index, uint32_t label)
- {
- class_index = (uint32_t)b.nodes[current].preds.unique_add_sorted(node_pred(label));
- b.nodes[current].preds[class_index].label_count++;
-
- if(b.nodes[current].preds[class_index].label_count > b.nodes[current].max_count)
- {
- b.nodes[current].max_count = b.nodes[current].preds[class_index].label_count;
- b.nodes[current].max_count_label = b.nodes[current].preds[class_index].label;
- }
-
- if (b.nodes[current].internal)
- return true;
- else if( b.nodes[current].preds.size() > 1
- && (b.predictors_used < b.max_predictors
- || b.nodes[current].min_count - b.nodes[current].max_count > b.swap_resist*(b.nodes[0].min_count + 1)))
- { //need children and we can make them.
- uint32_t left_child;
- uint32_t right_child;
- if (b.predictors_used < b.max_predictors)
- {
- left_child = (uint32_t)b.nodes.size();
- 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++;
- }
- else
- {
- uint32_t swap_child = find_switch_node(b);
- uint32_t swap_parent = b.nodes[swap_child].parent;
- uint32_t swap_grandparent = b.nodes[swap_parent].parent;
- if (b.nodes[swap_child].min_count != b.nodes[0].min_count)
- cout << "glargh " << b.nodes[swap_child].min_count << " != " << b.nodes[0].min_count << endl;
- b.nbofswaps++;
-
- uint32_t nonswap_child;
- if(swap_child == b.nodes[swap_parent].right)
- nonswap_child = b.nodes[swap_parent].left;
- else
- nonswap_child = b.nodes[swap_parent].right;
-
- if(swap_parent == b.nodes[swap_grandparent].left)
- b.nodes[swap_grandparent].left = nonswap_child;
- else
- b.nodes[swap_grandparent].right = nonswap_child;
- b.nodes[nonswap_child].parent = swap_grandparent;
- update_min_count(b, nonswap_child);
-
- init_leaf(b.nodes[swap_child]);
- left_child = swap_child;
- b.nodes[current].base_predictor = b.nodes[swap_parent].base_predictor;
- init_leaf(b.nodes[swap_parent]);
- right_child = swap_parent;
- }
- b.nodes[current].left = left_child;
- b.nodes[left_child].parent = current;
- b.nodes[current].right = right_child;
- b.nodes[right_child].parent = current;
-
- b.nodes[left_child].min_count = b.nodes[current].min_count/2;
- b.nodes[right_child].min_count = b.nodes[current].min_count - b.nodes[left_child].min_count;
- update_min_count(b, left_child);
-
- b.nodes[left_child].max_count_label = b.nodes[current].max_count_label;
- b.nodes[right_child].max_count_label = b.nodes[current].max_count_label;
-
- b.nodes[current].internal = true;
- }
- return b.nodes[current].internal;
- }
-
- void train_node(log_multi& b, learner& base, example& ec, uint32_t& current, uint32_t& class_index)
- {
- if(b.nodes[current].norm_Eh > b.nodes[current].preds[class_index].norm_Ehk)
- ec.l.simple.label = -1.f;
- else
- ec.l.simple.label = 1.f;
-
- base.learn(ec, b.nodes[current].base_predictor);
-
- ec.l.simple.label = FLT_MAX;
- base.predict(ec, b.nodes[current].base_predictor);
-
- b.nodes[current].Eh += (double)ec.partial_prediction;
- b.nodes[current].preds[class_index].Ehk += (double)ec.partial_prediction;
- b.nodes[current].n++;
- b.nodes[current].preds[class_index].nk++;
-
- b.nodes[current].norm_Eh = (float)b.nodes[current].Eh / b.nodes[current].n;
- b.nodes[current].preds[class_index].norm_Ehk = (float)b.nodes[current].preds[class_index].Ehk / b.nodes[current].preds[class_index].nk;
- }
-
- void verify_min_dfs(log_multi& b, node node)
- {
- if (node.internal)
- {
- if (node.min_count != min_left_right(b, node))
- {
- cout << "badness! " << endl;
- display_tree_dfs(b, b.nodes[0], 0);
- }
- verify_min_dfs(b, b.nodes[node.left]);
- verify_min_dfs(b, b.nodes[node.right]);
- }
- }
-
- size_t sum_count_dfs(log_multi& b, node node)
- {
- if (node.internal)
- return sum_count_dfs(b, b.nodes[node.left]) + sum_count_dfs(b, b.nodes[node.right]);
- else
- return node.min_count;
- }
-
- inline uint32_t descend(node& n, float prediction)
- {
- if (prediction < 0)
- return n.left;
- else
- return n.right;
- }
-
- void predict(log_multi& b, learner& base, example& ec)
- {
- MULTICLASS::multiclass mc = ec.l.multi;
-
- label_data simple_temp;
- simple_temp.initial = 0.0;
- simple_temp.weight = 0.0;
- simple_temp.label = FLT_MAX;
- ec.l.simple = simple_temp;
- uint32_t cn = 0;
- while(b.nodes[cn].internal)
- {
- base.predict(ec, b.nodes[cn].base_predictor);
- cn = descend(b.nodes[cn], ec.pred.scalar);
- }
- ec.pred.multiclass = b.nodes[cn].max_count_label;
- ec.l.multi = mc;
- }
-
- void learn(log_multi& b, learner& base, example& ec)
- {
- // verify_min_dfs(b, b.nodes[0]);
-
- if (ec.l.multi.label == (uint32_t)-1 || !b.all->training || b.progress)
- predict(b,base,ec);
-
- if(b.all->training && (ec.l.multi.label != (uint32_t)-1) && !ec.test_only) //if training the tree
- {
- MULTICLASS::multiclass mc = ec.l.multi;
-
- uint32_t class_index = 0;
- label_data simple_temp;
- simple_temp.initial = 0.0;
- simple_temp.weight = mc.weight;
- ec.l.simple = simple_temp;
-
- uint32_t cn = 0;
-
- while(children(b, cn, class_index, mc.label))
- {
- train_node(b, base, ec, cn, class_index);
- cn = descend(b.nodes[cn], ec.pred.scalar);
- }
-
- b.nodes[cn].min_count++;
- update_min_count(b, cn);
-
- ec.l.multi = mc;
- }
- }
-
- void save_node_stats(log_multi& d)
- {
- FILE *fp;
- uint32_t i, j;
- uint32_t total;
- log_multi* b = &d;
-
- fp = fopen("atxm_debug.csv", "wt");
-
- for(i = 0; i < b->nodes.size(); i++)
- {
- fprintf(fp, "Node: %4d, Internal: %1d, Eh: %7.4f, n: %6d, \n", (int) i, (int) b->nodes[i].internal, b->nodes[i].Eh / b->nodes[i].n, b->nodes[i].n);
-
- fprintf(fp, "Label:, ");
- for(j = 0; j < b->nodes[i].preds.size(); j++)
- {
- fprintf(fp, "%6d,", (int) b->nodes[i].preds[j].label);
- }
- fprintf(fp, "\n");
-
- fprintf(fp, "Ehk:, ");
- for(j = 0; j < b->nodes[i].preds.size(); j++)
- {
- fprintf(fp, "%7.4f,", b->nodes[i].preds[j].Ehk / b->nodes[i].preds[j].nk);
- }
- fprintf(fp, "\n");
-
- total = 0;
-
- fprintf(fp, "nk:, ");
- for(j = 0; j < b->nodes[i].preds.size(); j++)
- {
- fprintf(fp, "%6d,", (int) b->nodes[i].preds[j].nk);
- total += b->nodes[i].preds[j].nk;
- }
- fprintf(fp, "\n");
-
- fprintf(fp, "max(lab:cnt:tot):, %3d,%6d,%7d,\n", (int) b->nodes[i].max_count_label, (int) b->nodes[i].max_count, (int) total);
- fprintf(fp, "left: %4d, right: %4d", (int) b->nodes[i].left, (int) b->nodes[i].right);
- fprintf(fp, "\n\n");
- }
-
- fclose(fp);
- }
-
- void finish(log_multi& b)
- {
- save_node_stats(b);
- cout << "used " << b.nbofswaps << " swaps" << endl;
- }
-
- void save_load_tree(log_multi& b, io_buf& model_file, bool read, bool text)
- {
- if (model_file.files.size() > 0)
- {
- char buff[512];
-
- uint32_t text_len = sprintf(buff, "k = %d ",b.k);
- bin_text_read_write_fixed(model_file,(char*)&b.max_predictors, sizeof(b.k), "", read, buff, text_len, text);
- uint32_t temp = (uint32_t)b.nodes.size();
- text_len = sprintf(buff, "nodes = %d ",temp);
- bin_text_read_write_fixed(model_file,(char*)&temp, sizeof(temp), "", read, buff, text_len, text);
- if (read)
- for (uint32_t j = 1; j < temp; j++)
- b.nodes.push_back(init_node());
- text_len = sprintf(buff, "max_predictors = %d ",b.max_predictors);
- bin_text_read_write_fixed(model_file,(char*)&b.max_predictors, sizeof(b.max_predictors), "", read, buff, text_len, text);
-
- text_len = sprintf(buff, "predictors_used = %d ",b.predictors_used);
- bin_text_read_write_fixed(model_file,(char*)&b.predictors_used, sizeof(b.predictors_used), "", read, buff, text_len, text);
-
- text_len = sprintf(buff, "progress = %d ",b.progress);
- bin_text_read_write_fixed(model_file,(char*)&b.progress, sizeof(b.progress), "", read, buff, text_len, text);
-
- text_len = sprintf(buff, "swap_resist = %d\n",b.swap_resist);
- bin_text_read_write_fixed(model_file,(char*)&b.swap_resist, sizeof(b.swap_resist), "", read, buff, text_len, text);
-
- for (size_t j = 0; j < b.nodes.size(); j++)
- {//Need to read or write nodes.
- node& n = b.nodes[j];
- text_len = sprintf(buff, " parent = %d",n.parent);
- bin_text_read_write_fixed(model_file,(char*)&n.parent, sizeof(n.parent), "", read, buff, text_len, text);
-
- uint32_t temp = (uint32_t)n.preds.size();
- text_len = sprintf(buff, " preds = %d",temp);
- bin_text_read_write_fixed(model_file,(char*)&temp, sizeof(temp), "", read, buff, text_len, text);
- if (read)
- for (uint32_t k = 0; k < temp; k++)
- n.preds.push_back(node_pred(1));
-
- text_len = sprintf(buff, " min_count = %d",n.min_count);
- bin_text_read_write_fixed(model_file,(char*)&n.min_count, sizeof(n.min_count), "", read, buff, text_len, text);
-
- uint32_t text_len = sprintf(buff, " internal = %d",n.internal);
- bin_text_read_write_fixed(model_file,(char*)&n.internal, sizeof(n.internal), "", read, buff, text_len, text)
-;
-
- if (n.internal)
- {
- text_len = sprintf(buff, " base_predictor = %d",n.base_predictor);
- bin_text_read_write_fixed(model_file,(char*)&n.base_predictor, sizeof(n.base_predictor), "", read, buff, text_len, text);
-
- text_len = sprintf(buff, " left = %d",n.left);
- bin_text_read_write_fixed(model_file,(char*)&n.left, sizeof(n.left), "", read, buff, text_len, text);
-
- text_len = sprintf(buff, " right = %d",n.right);
- bin_text_read_write_fixed(model_file,(char*)&n.right, sizeof(n.right), "", read, buff, text_len, text);
-
- text_len = sprintf(buff, " norm_Eh = %f",n.norm_Eh);
- bin_text_read_write_fixed(model_file,(char*)&n.norm_Eh, sizeof(n.norm_Eh), "", read, buff, text_len, text);
-
- text_len = sprintf(buff, " Eh = %f",n.Eh);
- bin_text_read_write_fixed(model_file,(char*)&n.Eh, sizeof(n.Eh), "", read, buff, text_len, text);
-
- text_len = sprintf(buff, " n = %d\n",n.n);
- bin_text_read_write_fixed(model_file,(char*)&n.n, sizeof(n.n), "", read, buff, text_len, text);
- }
- else
- {
- text_len = sprintf(buff, " max_count = %d",n.max_count);
- bin_text_read_write_fixed(model_file,(char*)&n.max_count, sizeof(n.max_count), "", read, buff, text_len, text);
- text_len = sprintf(buff, " max_count_label = %d\n",n.max_count_label);
- bin_text_read_write_fixed(model_file,(char*)&n.max_count_label, sizeof(n.max_count_label), "", read, buff, text_len, text);
- }
-
- for (size_t k = 0; k < n.preds.size(); k++)
- {
- node_pred& p = n.preds[k];
-
- text_len = sprintf(buff, " Ehk = %f",p.Ehk);
- bin_text_read_write_fixed(model_file,(char*)&p.Ehk, sizeof(p.Ehk), "", read, buff, text_len, text);
-
- text_len = sprintf(buff, " norm_Ehk = %f",p.norm_Ehk);
- bin_text_read_write_fixed(model_file,(char*)&p.norm_Ehk, sizeof(p.norm_Ehk), "", read, buff, text_len, text);
-
- text_len = sprintf(buff, " nk = %d",p.nk);
- bin_text_read_write_fixed(model_file,(char*)&p.nk, sizeof(p.nk), "", read, buff, text_len, text);
-
- text_len = sprintf(buff, " label = %d",p.label);
- bin_text_read_write_fixed(model_file,(char*)&p.label, sizeof(p.label), "", read, buff, text_len, text);
-
- text_len = sprintf(buff, " label_count = %d\n",p.label_count);
- bin_text_read_write_fixed(model_file,(char*)&p.label_count, sizeof(p.label_count), "", read, buff, text_len, text);
- }
- }
- }
- }
-
- void finish_example(vw& all, log_multi&, example& ec)
- {
- MULTICLASS::output_example(all, ec);
- VW::finish_example(all, &ec);
- }
-
- learner* setup(vw& all, po::variables_map& vm) //learner setup
- {
- log_multi* data = (log_multi*)calloc(1, sizeof(log_multi));
-
- po::options_description opts("TXM Online options");
- opts.add_options()
- ("no_progress", "disable progressive validation")
- ("swap_resistance", po::value<uint32_t>(&(data->swap_resist))->default_value(4), "higher = more resistance to swap, default=4");
-
- vm = add_options(all, opts);
-
- data->k = (uint32_t)vm["log_multi"].as<size_t>();
-
- //append log_multi with nb_actions to options_from_file so it is saved to regressor later
- std::stringstream ss;
- ss << " --log_multi " << data->k;
- all.file_options.append(ss.str());
-
- if (vm.count("no_progress"))
- data->progress = false;
- else
- data->progress = true;
-
- data->all = &all;
- (all.p->lp) = MULTICLASS::mc_label;
-
- string loss_function = "quantile";
- float loss_parameter = 0.5;
- delete(all.loss);
- all.loss = getLossFunction(&all, loss_function, loss_parameter);
-
- data->max_predictors = data->k - 1;
-
- learner* l = new learner(data, all.l, data->max_predictors);
- l->set_save_load<log_multi,save_load_tree>();
- l->set_learn<log_multi,learn>();
- l->set_predict<log_multi,predict>();
- l->set_finish_example<log_multi,finish_example>();
- l->set_finish<log_multi,finish>();
-
- init_tree(*data);
-
- return l;
- }
-}
+/*\t + +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.node +*/ +#include <float.h> +#include <math.h> +#include <stdio.h> +#include <sstream> + +#include "reductions.h" +#include "simple_label.h" +#include "multiclass.h" +#include "vw.h" + +using namespace std; +using namespace LEARNER; + +namespace LOG_MULTI +{ + class node_pred + { + public: + + double Ehk; + float norm_Ehk; + uint32_t nk; + uint32_t label; + uint32_t label_count; + + bool operator==(node_pred v){ + return (label == v.label); + } + + bool operator>(node_pred v){ + if(label > v.label) return true; + return false; + } + + bool operator<(node_pred v){ + if(label < v.label) return true; + return false; + } + + node_pred(uint32_t l) + { + label = l; + Ehk = 0.f; + norm_Ehk = 0; + nk = 0; + label_count = 0; + } + }; + + typedef struct + {//everyone has + uint32_t parent;//the parent node + v_array<node_pred> preds;//per-class state + uint32_t min_count;//the number of examples reaching this node (if it's a leaf) or the minimum reaching any grandchild. + + bool internal;//internal or leaf + + //internal nodes have + uint32_t base_predictor;//id of the base predictor + uint32_t left;//left child + uint32_t right;//right child + float norm_Eh;//the average margin at the node + double Eh;//total margin at the node + uint32_t n;//total events at the node + + //leaf has + uint32_t max_count;//the number of samples of the most common label + uint32_t max_count_label;//the most common label + } node; + + struct log_multi + { + uint32_t k; + vw* all; + + v_array<node> nodes; + + uint32_t max_predictors; + uint32_t predictors_used; + + bool progress; + uint32_t swap_resist; + + uint32_t nbofswaps; + }; + + inline void init_leaf(node& n) + { + n.internal = false; + n.preds.erase(); + n.base_predictor = 0; + n.norm_Eh = 0; + n.Eh = 0; + n.n = 0; + n.max_count = 0; + n.max_count_label = 1; + n.left = 0; + n.right = 0; + } + + inline node init_node() + { + node node; + + node.parent = 0; + node.min_count = 0; + node.preds = v_init<node_pred>(); + init_leaf(node); + + return node; + } + + void init_tree(log_multi& d) + { + d.nodes.push_back(init_node()); + d.nbofswaps = 0; + } + + inline uint32_t min_left_right(log_multi& b, node& n) + { + return min(b.nodes[n.left].min_count, b.nodes[n.right].min_count); + } + + inline uint32_t find_switch_node(log_multi& b) + { + uint32_t node = 0; + while(b.nodes[node].internal) + if(b.nodes[b.nodes[node].left].min_count + < b.nodes[b.nodes[node].right].min_count) + node = b.nodes[node].left; + else + node = b.nodes[node].right; + return node; + } + + inline void update_min_count(log_multi& b, uint32_t node) + {//Constant time min count update. + while(node != 0) + { + uint32_t prev = node; + node = b.nodes[node].parent; + + if (b.nodes[node].min_count == b.nodes[prev].min_count) + break; + else + b.nodes[node].min_count = min_left_right(b,b.nodes[node]); + } + } + + void display_tree_dfs(log_multi& b, node node, uint32_t depth) + { + for (uint32_t i = 0; i < depth; i++) + cout << "\t"; + cout << node.min_count << " " << node.left + << " " << node.right; + cout << " label = " << node.max_count_label << " labels = "; + for (size_t i = 0; i < node.preds.size(); i++) + cout << node.preds[i].label << ":" << node.preds[i].label_count << "\t"; + cout << endl; + + if (node.internal) + { + cout << "Left"; + display_tree_dfs(b, b.nodes[node.left], depth+1); + + cout << "Right"; + display_tree_dfs(b, b.nodes[node.right], depth+1); + } + } + + bool children(log_multi& b, uint32_t& current, uint32_t& class_index, uint32_t label) + { + class_index = (uint32_t)b.nodes[current].preds.unique_add_sorted(node_pred(label)); + b.nodes[current].preds[class_index].label_count++; + + if(b.nodes[current].preds[class_index].label_count > b.nodes[current].max_count) + { + b.nodes[current].max_count = b.nodes[current].preds[class_index].label_count; + b.nodes[current].max_count_label = b.nodes[current].preds[class_index].label; + } + + if (b.nodes[current].internal) + return true; + else if( b.nodes[current].preds.size() > 1 + && (b.predictors_used < b.max_predictors + || b.nodes[current].min_count - b.nodes[current].max_count > b.swap_resist*(b.nodes[0].min_count + 1))) + { //need children and we can make them. + uint32_t left_child; + uint32_t right_child; + if (b.predictors_used < b.max_predictors) + { + left_child = (uint32_t)b.nodes.size(); + 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++; + } + else + { + uint32_t swap_child = find_switch_node(b); + uint32_t swap_parent = b.nodes[swap_child].parent; + uint32_t swap_grandparent = b.nodes[swap_parent].parent; + if (b.nodes[swap_child].min_count != b.nodes[0].min_count) + cout << "glargh " << b.nodes[swap_child].min_count << " != " << b.nodes[0].min_count << endl; + b.nbofswaps++; + + uint32_t nonswap_child; + if(swap_child == b.nodes[swap_parent].right) + nonswap_child = b.nodes[swap_parent].left; + else + nonswap_child = b.nodes[swap_parent].right; + + if(swap_parent == b.nodes[swap_grandparent].left) + b.nodes[swap_grandparent].left = nonswap_child; + else + b.nodes[swap_grandparent].right = nonswap_child; + b.nodes[nonswap_child].parent = swap_grandparent; + update_min_count(b, nonswap_child); + + init_leaf(b.nodes[swap_child]); + left_child = swap_child; + b.nodes[current].base_predictor = b.nodes[swap_parent].base_predictor; + init_leaf(b.nodes[swap_parent]); + right_child = swap_parent; + } + b.nodes[current].left = left_child; + b.nodes[left_child].parent = current; + b.nodes[current].right = right_child; + b.nodes[right_child].parent = current; + + b.nodes[left_child].min_count = b.nodes[current].min_count/2; + b.nodes[right_child].min_count = b.nodes[current].min_count - b.nodes[left_child].min_count; + update_min_count(b, left_child); + + b.nodes[left_child].max_count_label = b.nodes[current].max_count_label; + b.nodes[right_child].max_count_label = b.nodes[current].max_count_label; + + b.nodes[current].internal = true; + } + return b.nodes[current].internal; + } + + void train_node(log_multi& b, learner& base, example& ec, uint32_t& current, uint32_t& class_index) + { + if(b.nodes[current].norm_Eh > b.nodes[current].preds[class_index].norm_Ehk) + ec.l.simple.label = -1.f; + else + ec.l.simple.label = 1.f; + + base.learn(ec, b.nodes[current].base_predictor); + + ec.l.simple.label = FLT_MAX; + base.predict(ec, b.nodes[current].base_predictor); + + b.nodes[current].Eh += (double)ec.partial_prediction; + b.nodes[current].preds[class_index].Ehk += (double)ec.partial_prediction; + b.nodes[current].n++; + b.nodes[current].preds[class_index].nk++; + + b.nodes[current].norm_Eh = (float)b.nodes[current].Eh / b.nodes[current].n; + b.nodes[current].preds[class_index].norm_Ehk = (float)b.nodes[current].preds[class_index].Ehk / b.nodes[current].preds[class_index].nk; + } + + void verify_min_dfs(log_multi& b, node node) + { + if (node.internal) + { + if (node.min_count != min_left_right(b, node)) + { + cout << "badness! " << endl; + display_tree_dfs(b, b.nodes[0], 0); + } + verify_min_dfs(b, b.nodes[node.left]); + verify_min_dfs(b, b.nodes[node.right]); + } + } + + size_t sum_count_dfs(log_multi& b, node node) + { + if (node.internal) + return sum_count_dfs(b, b.nodes[node.left]) + sum_count_dfs(b, b.nodes[node.right]); + else + return node.min_count; + } + + inline uint32_t descend(node& n, float prediction) + { + if (prediction < 0) + return n.left; + else + return n.right; + } + + void predict(log_multi& b, learner& base, example& ec) + { + MULTICLASS::multiclass mc = ec.l.multi; + + label_data simple_temp; + simple_temp.initial = 0.0; + simple_temp.weight = 0.0; + simple_temp.label = FLT_MAX; + ec.l.simple = simple_temp; + uint32_t cn = 0; + while(b.nodes[cn].internal) + { + base.predict(ec, b.nodes[cn].base_predictor); + cn = descend(b.nodes[cn], ec.pred.scalar); + } + ec.pred.multiclass = b.nodes[cn].max_count_label; + ec.l.multi = mc; + } + + void learn(log_multi& b, learner& base, example& ec) + { + // verify_min_dfs(b, b.nodes[0]); + + if (ec.l.multi.label == (uint32_t)-1 || !b.all->training || b.progress) + predict(b,base,ec); + + if(b.all->training && (ec.l.multi.label != (uint32_t)-1) && !ec.test_only) //if training the tree + { + MULTICLASS::multiclass mc = ec.l.multi; + + uint32_t class_index = 0; + label_data simple_temp; + simple_temp.initial = 0.0; + simple_temp.weight = mc.weight; + ec.l.simple = simple_temp; + + uint32_t cn = 0; + + while(children(b, cn, class_index, mc.label)) + { + train_node(b, base, ec, cn, class_index); + cn = descend(b.nodes[cn], ec.pred.scalar); + } + + b.nodes[cn].min_count++; + update_min_count(b, cn); + + ec.l.multi = mc; + } + } + + void save_node_stats(log_multi& d) + { + FILE *fp; + uint32_t i, j; + uint32_t total; + log_multi* b = &d; + + fp = fopen("atxm_debug.csv", "wt"); + + for(i = 0; i < b->nodes.size(); i++) + { + fprintf(fp, "Node: %4d, Internal: %1d, Eh: %7.4f, n: %6d, \n", (int) i, (int) b->nodes[i].internal, b->nodes[i].Eh / b->nodes[i].n, b->nodes[i].n); + + fprintf(fp, "Label:, "); + for(j = 0; j < b->nodes[i].preds.size(); j++) + { + fprintf(fp, "%6d,", (int) b->nodes[i].preds[j].label); + } + fprintf(fp, "\n"); + + fprintf(fp, "Ehk:, "); + for(j = 0; j < b->nodes[i].preds.size(); j++) + { + fprintf(fp, "%7.4f,", b->nodes[i].preds[j].Ehk / b->nodes[i].preds[j].nk); + } + fprintf(fp, "\n"); + + total = 0; + + fprintf(fp, "nk:, "); + for(j = 0; j < b->nodes[i].preds.size(); j++) + { + fprintf(fp, "%6d,", (int) b->nodes[i].preds[j].nk); + total += b->nodes[i].preds[j].nk; + } + fprintf(fp, "\n"); + + fprintf(fp, "max(lab:cnt:tot):, %3d,%6d,%7d,\n", (int) b->nodes[i].max_count_label, (int) b->nodes[i].max_count, (int) total); + fprintf(fp, "left: %4d, right: %4d", (int) b->nodes[i].left, (int) b->nodes[i].right); + fprintf(fp, "\n\n"); + } + + fclose(fp); + } + + void finish(log_multi& b) + { + save_node_stats(b); + cout << "used " << b.nbofswaps << " swaps" << endl; + } + + void save_load_tree(log_multi& b, io_buf& model_file, bool read, bool text) + { + if (model_file.files.size() > 0) + { + char buff[512]; + + uint32_t text_len = sprintf(buff, "k = %d ",b.k); + bin_text_read_write_fixed(model_file,(char*)&b.max_predictors, sizeof(b.k), "", read, buff, text_len, text); + uint32_t temp = (uint32_t)b.nodes.size(); + text_len = sprintf(buff, "nodes = %d ",temp); + bin_text_read_write_fixed(model_file,(char*)&temp, sizeof(temp), "", read, buff, text_len, text); + if (read) + for (uint32_t j = 1; j < temp; j++) + b.nodes.push_back(init_node()); + text_len = sprintf(buff, "max_predictors = %d ",b.max_predictors); + bin_text_read_write_fixed(model_file,(char*)&b.max_predictors, sizeof(b.max_predictors), "", read, buff, text_len, text); + + text_len = sprintf(buff, "predictors_used = %d ",b.predictors_used); + bin_text_read_write_fixed(model_file,(char*)&b.predictors_used, sizeof(b.predictors_used), "", read, buff, text_len, text); + + text_len = sprintf(buff, "progress = %d ",b.progress); + bin_text_read_write_fixed(model_file,(char*)&b.progress, sizeof(b.progress), "", read, buff, text_len, text); + + text_len = sprintf(buff, "swap_resist = %d\n",b.swap_resist); + bin_text_read_write_fixed(model_file,(char*)&b.swap_resist, sizeof(b.swap_resist), "", read, buff, text_len, text); + + for (size_t j = 0; j < b.nodes.size(); j++) + {//Need to read or write nodes. + node& n = b.nodes[j]; + text_len = sprintf(buff, " parent = %d",n.parent); + bin_text_read_write_fixed(model_file,(char*)&n.parent, sizeof(n.parent), "", read, buff, text_len, text); + + uint32_t temp = (uint32_t)n.preds.size(); + text_len = sprintf(buff, " preds = %d",temp); + bin_text_read_write_fixed(model_file,(char*)&temp, sizeof(temp), "", read, buff, text_len, text); + if (read) + for (uint32_t k = 0; k < temp; k++) + n.preds.push_back(node_pred(1)); + + text_len = sprintf(buff, " min_count = %d",n.min_count); + bin_text_read_write_fixed(model_file,(char*)&n.min_count, sizeof(n.min_count), "", read, buff, text_len, text); + + uint32_t text_len = sprintf(buff, " internal = %d",n.internal); + bin_text_read_write_fixed(model_file,(char*)&n.internal, sizeof(n.internal), "", read, buff, text_len, text) +; + + if (n.internal) + { + text_len = sprintf(buff, " base_predictor = %d",n.base_predictor); + bin_text_read_write_fixed(model_file,(char*)&n.base_predictor, sizeof(n.base_predictor), "", read, buff, text_len, text); + + text_len = sprintf(buff, " left = %d",n.left); + bin_text_read_write_fixed(model_file,(char*)&n.left, sizeof(n.left), "", read, buff, text_len, text); + + text_len = sprintf(buff, " right = %d",n.right); + bin_text_read_write_fixed(model_file,(char*)&n.right, sizeof(n.right), "", read, buff, text_len, text); + + text_len = sprintf(buff, " norm_Eh = %f",n.norm_Eh); + bin_text_read_write_fixed(model_file,(char*)&n.norm_Eh, sizeof(n.norm_Eh), "", read, buff, text_len, text); + + text_len = sprintf(buff, " Eh = %f",n.Eh); + bin_text_read_write_fixed(model_file,(char*)&n.Eh, sizeof(n.Eh), "", read, buff, text_len, text); + + text_len = sprintf(buff, " n = %d\n",n.n); + bin_text_read_write_fixed(model_file,(char*)&n.n, sizeof(n.n), "", read, buff, text_len, text); + } + else + { + text_len = sprintf(buff, " max_count = %d",n.max_count); + bin_text_read_write_fixed(model_file,(char*)&n.max_count, sizeof(n.max_count), "", read, buff, text_len, text); + text_len = sprintf(buff, " max_count_label = %d\n",n.max_count_label); + bin_text_read_write_fixed(model_file,(char*)&n.max_count_label, sizeof(n.max_count_label), "", read, buff, text_len, text); + } + + for (size_t k = 0; k < n.preds.size(); k++) + { + node_pred& p = n.preds[k]; + + text_len = sprintf(buff, " Ehk = %f",p.Ehk); + bin_text_read_write_fixed(model_file,(char*)&p.Ehk, sizeof(p.Ehk), "", read, buff, text_len, text); + + text_len = sprintf(buff, " norm_Ehk = %f",p.norm_Ehk); + bin_text_read_write_fixed(model_file,(char*)&p.norm_Ehk, sizeof(p.norm_Ehk), "", read, buff, text_len, text); + + text_len = sprintf(buff, " nk = %d",p.nk); + bin_text_read_write_fixed(model_file,(char*)&p.nk, sizeof(p.nk), "", read, buff, text_len, text); + + text_len = sprintf(buff, " label = %d",p.label); + bin_text_read_write_fixed(model_file,(char*)&p.label, sizeof(p.label), "", read, buff, text_len, text); + + text_len = sprintf(buff, " label_count = %d\n",p.label_count); + bin_text_read_write_fixed(model_file,(char*)&p.label_count, sizeof(p.label_count), "", read, buff, text_len, text); + } + } + } + } + + void finish_example(vw& all, log_multi&, example& ec) + { + MULTICLASS::output_example(all, ec); + VW::finish_example(all, &ec); + } + + learner* setup(vw& all, po::variables_map& vm) //learner setup + { + log_multi* data = (log_multi*)calloc(1, sizeof(log_multi)); + + po::options_description opts("TXM Online options"); + opts.add_options() + ("no_progress", "disable progressive validation") + ("swap_resistance", po::value<uint32_t>(&(data->swap_resist))->default_value(4), "higher = more resistance to swap, default=4"); + + vm = add_options(all, opts); + + data->k = (uint32_t)vm["log_multi"].as<size_t>(); + + //append log_multi with nb_actions to options_from_file so it is saved to regressor later + std::stringstream ss; + ss << " --log_multi " << data->k; + all.file_options.append(ss.str()); + + if (vm.count("no_progress")) + data->progress = false; + else + data->progress = true; + + data->all = &all; + (all.p->lp) = MULTICLASS::mc_label; + + string loss_function = "quantile"; + float loss_parameter = 0.5; + delete(all.loss); + all.loss = getLossFunction(&all, loss_function, loss_parameter); + + data->max_predictors = data->k - 1; + + learner* l = new learner(data, all.l, data->max_predictors); + l->set_save_load<log_multi,save_load_tree>(); + l->set_learn<log_multi,learn>(); + l->set_predict<log_multi,predict>(); + l->set_finish_example<log_multi,finish_example>(); + l->set_finish<log_multi,finish>(); + + init_tree(*data); + + return l; + } +} |