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
|
// Copyright (C) 2003--2004 Ronan Collobert (collober@idiap.ch)
//
// This file is part of Torch 3.1.
//
// All rights reserved.
//
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions
// are met:
// 1. Redistributions of source code must retain the above copyright
// notice, this list of conditions and the following disclaimer.
// 2. Redistributions in binary form must reproduce the above copyright
// notice, this list of conditions and the following disclaimer in the
// documentation and/or other materials provided with the distribution.
// 3. The name of the author may not be used to endorse or promote products
// derived from this software without specific prior written permission.
//
// THIS SOFTWARE IS PROVIDED BY THE AUTHOR ``AS IS'' AND ANY EXPRESS OR
// IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
// OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED.
// IN NO EVENT SHALL THE AUTHOR BE LIABLE FOR ANY DIRECT, INDIRECT,
// INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT
// NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE,
// DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY
// THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
// (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF
// THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
#ifndef QC_MACHINE_INC
#define QC_MACHINE_INC
#include "Machine.h"
#include "QCCache.h"
namespace Torch {
/** "Quadratic Constrained Machine".
It's a machine with #alpha# parameters which
are the minimum of a constrained quadratic problem.
The problem:
minimize $QP(alpha) = alpha' * Q * alpha + beta'*alpha$
with the following constraints:
\begin{itemize}
\item $\sum_j alpha_j y_j = 1$
\item $Cdown_j <= alpha_j <= Cup_j$
\end{itemize}
where $y$, $Cdown$, $Cup$ are given by the user
and \emph{must be} $y_j = +- 1$.
The number of #alpha# variable is determined here by #l#.
(Therefore, it determines the size of de Cup, Cdown et y...)
Note: if $alpha_j$ is closed to $Cup_j$ [ou $Cdown_j$] with
the accuracy "eps bounds", $alpha_j$ is considered
to be equal to $Cup_j$ [ou $Cdown_j$].
Options:
\begin{tabular}{lcll}
"eps bounds" & real & bound accuracy: & [1E-4 in float, 1E-12 in double]
\end{tabular}
@author Ronan Collobert (collober@idiap.ch)
*/
class QCMachine : public Machine
{
public:
///
real *Cup;
///
real *Cdown;
///
real bound_eps;
///
int n_alpha;
///
real *alpha;
///
real *grad;
///
real *y;
///
QCCache *cache;
//-----
///
QCMachine();
/** Function called by #QCTrainer# after the optimization.
@see QCTrainer
*/
virtual void checkSupportVectors() = 0;
void reInit(int n_alpha_);
//-----
virtual ~QCMachine();
};
}
#endif
|
