1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
|
/*-----------------------------------------------------------------------
* libocas.h: Implementation of the OCAS solver for training
* linear SVM classifiers.
*
* Copyright (C) 2008, 2009 Vojtech Franc, xfrancv@cmp.felk.cvut.cz
* Soeren Sonnenburg, soeren.sonnenburg@first.fraunhofer.de
*
* This program is free software; you can redistribute it and/or
* modify it under the terms of the GNU General Public
* License as published by the Free Software Foundation;
*-------------------------------------------------------------------- */
#ifndef libocas_h
#define libocas_h
#include <stdint.h>
#include "libqp.h"
#ifdef LIBOCAS_MATLAB
#include "mex.h"
#define LIBQP_MATLAB
#define LIBOCAS_PLUS_INF mxGetInf()
#define LIBOCAS_CALLOC(x,y) mxCalloc(x,y)
#define LIBOCAS_FREE(x) mxFree(x)
#else
#define LIBOCAS_PLUS_INF (-log(0.0))
#define LIBOCAS_CALLOC(x,y) calloc(x,y)
#define LIBOCAS_FREE(x) free(x)
#endif
#define LIBOCAS_INDEX(ROW,COL,NUM_ROWS) ((COL)*(NUM_ROWS)+(ROW))
#define LIBOCAS_MIN(A,B) ((A) > (B) ? (B) : (A))
#define LIBOCAS_MAX(A,B) ((A) < (B) ? (B) : (A))
#define LIBOCAS_ABS(A) ((A) < 0 ? -(A) : (A))
typedef struct {
uint32_t nIter; /* number of iterations */
uint32_t nCutPlanes; /* number of cutitng buffered planes */
uint32_t nNZAlpha; /* number of non-zero Lagrangeans (effective number of CPs) */
uint32_t trn_err; /* number of training errors */
double Q_P; /* primal objective value */
double Q_D; /* dual objective value */
double output_time; /* time spent in computing outputs */
double sort_time; /* time spent in sorting */
double add_time; /* time spent in adding examples to compute cutting planes */
double w_time; /* time spent in computing parameter vector */
double qp_solver_time; /* time spent in inner QP solver */
double ocas_time; /* total time spent in svm_ocas_solver */
double print_time; /* time spent in ocas_print function */
int8_t qp_exitflag; /* exitflag from the last call of the inner QP solver */
int8_t exitflag; /* 1 .. ocas.Q_P - ocas.Q_D <= TolRel*ABS(ocas.Q_P)
2 .. ocas.Q_P - ocas.Q_D <= TolAbs
3 .. ocas.Q_P <= QPBound
4 .. optimization time >= MaxTime
-1 .. ocas.nCutPlanes >= BufSize
-2 .. not enough memory for the solver */
} ocas_return_value_T;
/* binary linear SVM solver */
ocas_return_value_T svm_ocas_solver(
double C, /* regularizarion constant */
uint32_t nData, /* number of exmaples */
double TolRel, /* halts if 1-Q_P/Q_D <= TolRel */
double TolAbs, /* halts if Q_P-Q_D <= TolRel */
double QPBound, /* halts if QP <= QPBound */
double MaxTime, /* maximal time in seconds spent in optmization */
uint32_t BufSize, /* maximal number of buffered cutting planes */
uint8_t Method, /* 0..standard CP (SVM-Perf,BMRM), 1..OCAS */
void (*compute_W)(double*, double*, double*, uint32_t, void*),
double (*update_W)(double, void*),
int (*add_new_cut)(double*, uint32_t*, uint32_t, uint32_t, void*),
int (*compute_output)( double*, void* ),
int (*sort)(double*, double*, uint32_t),
void (*ocas_print)(ocas_return_value_T),
void* user_data);
/* binary linear SVM solver which allows using different C for each example*/
ocas_return_value_T svm_ocas_solver_difC(
double *C, /* regularizarion constants for each example */
uint32_t nData, /* number of exmaples */
double TolRel, /* halts if 1-Q_P/Q_D <= TolRel */
double TolAbs, /* halts if Q_P-Q_D <= TolRel */
double QPBound, /* halts if QP <= QPBound */
double MaxTime, /* maximal time in seconds spent in optmization */
uint32_t BufSize, /* maximal number of buffered cutting planes */
uint8_t Method, /* 0..standard CP (SVM-Perf,BMRM), 1..OCAS */
void (*compute_W)(double*, double*, double*, uint32_t, void*),
double (*update_W)(double, void*),
int (*add_new_cut)(double*, uint32_t*, uint32_t, uint32_t, void*),
int (*compute_output)( double*, void* ),
int (*sort)(double*, double*, uint32_t),
void (*ocas_print)(ocas_return_value_T),
void* user_data);
/* multi-class (Singer-Crammer formulation) linear SVM solver */
ocas_return_value_T msvm_ocas_solver(
double C,
double *data_y,
uint32_t nY,
uint32_t nData,
double TolRel,
double TolAbs,
double QPBound,
double MaxTime,
uint32_t _BufSize,
uint8_t Method,
void (*compute_W)(double*, double*, double*, uint32_t, void*),
double (*update_W)(double, void*),
int (*add_new_cut)(double*, uint32_t*, uint32_t, void*),
int (*compute_output)(double*, void* ),
int (*sort)(double*, double*, uint32_t),
void (*ocas_print)(ocas_return_value_T),
void* user_data);
#endif /* libocas_h */
|
