[mlpack-git] master, mlpack-1.0.x: Updated Test and pspectrum_string_kernel (9c5ddc0)
gitdub at big.cc.gt.atl.ga.us
gitdub at big.cc.gt.atl.ga.us
Thu Mar 5 21:43:29 EST 2015
Repository : https://github.com/mlpack/mlpack
On branches: master,mlpack-1.0.x
Link : https://github.com/mlpack/mlpack/compare/904762495c039e345beba14c1142fd719b3bd50e...f94823c800ad6f7266995c700b1b630d5ffdcf40
>---------------------------------------------------------------
commit 9c5ddc0adc106e7858f19de0c94708d48f0ca2a1
Author: birm <birm at gatech.edu>
Date: Mon Feb 10 17:12:51 2014 +0000
Updated Test and pspectrum_string_kernel
>---------------------------------------------------------------
9c5ddc0adc106e7858f19de0c94708d48f0ca2a1
.../core/kernels/pspectrum_string_kernel.hpp | 6 ++
src/mlpack/core/optimizers/lrsdp/lrsdp.cpp | 5 +-
src/mlpack/core/optimizers/lrsdp/lrsdp_impl.hpp | 111 +++++++++++++++++++++
src/mlpack/tests/to_string_test.cpp | 13 ++-
4 files changed, 131 insertions(+), 4 deletions(-)
diff --git a/src/mlpack/core/kernels/pspectrum_string_kernel.hpp b/src/mlpack/core/kernels/pspectrum_string_kernel.hpp
index 0df22ba..2b4cdfa 100644
--- a/src/mlpack/core/kernels/pspectrum_string_kernel.hpp
+++ b/src/mlpack/core/kernels/pspectrum_string_kernel.hpp
@@ -101,6 +101,12 @@ class PSpectrumStringKernel
std::string ToString() const{
std::ostringstream convert;
convert << "PSpectrumStringKernel [" << this << "]" << std::endl;
+ convert << " p used: " << p << std::endl;
+ convert << " Dataset:" << datasets.size() << std::endl;
+ std::ostringstream convertb;
+ for (size_t ind=0; ind < datasets.size(); ind++)
+ convertb << datasets[ind].size();
+ convert << mlpack::util::Indent(convertb.str(),2);
return convert.str();
}
private:
diff --git a/src/mlpack/core/optimizers/lrsdp/lrsdp.cpp b/src/mlpack/core/optimizers/lrsdp/lrsdp.cpp
index be24921..b945caa 100644
--- a/src/mlpack/core/optimizers/lrsdp/lrsdp.cpp
+++ b/src/mlpack/core/optimizers/lrsdp/lrsdp.cpp
@@ -84,10 +84,9 @@ std::string LRSDP::ToString() const
{
std::ostringstream convert;
convert << "LRSDP [" << this << "]" << std::endl;
- convert << "Matrix Size: " << c.n_rows << "x" << c.n_cols << std::endl;
- convert << "Initial point Size : " << initialPoint.n_rows << "x"
+ convert << " Matrix Size: " << c.n_rows << "x" << c.n_cols << std::endl;
+ convert << " Initial point Size : " << initialPoint.n_rows << "x"
<< initialPoint.n_cols << std::endl;
- //convert << "AugLagrangian Info: " << std::endl << augLag;
return convert.str();
}
diff --git a/src/mlpack/core/optimizers/lrsdp/lrsdp_impl.hpp b/src/mlpack/core/optimizers/lrsdp/lrsdp_impl.hpp
new file mode 100644
index 0000000..af910f2
--- /dev/null
+++ b/src/mlpack/core/optimizers/lrsdp/lrsdp_impl.hpp
@@ -0,0 +1,111 @@
+/**
+ * @file lrsdp_impl.hpp
+ * @author Ryan Curtin
+ *
+ * An implementation of Monteiro and Burer's formulation of low-rank
+ * semidefinite programs (LR-SDP).
+ */
+#ifndef __MLPACK_CORE_OPTIMIZERS_LRSDP_LRSDP_IMPL_HPP
+#define __MLPACK_CORE_OPTIMIZERS_LRSDP_LRSDP_IMPL_HPP
+
+// In case it hasn't already been included.
+#include "lrsdp.hpp"
+
+namespace mlpack {
+namespace optimization {
+
+
+// Custom specializations of the AugmentedLagrangianFunction for the LRSDP case.
+template<>
+double AugLagrangianFunction<LRSDP>::Evaluate(const arma::mat& coordinates)
+ const
+{
+ // We can calculate the entire objective in a smart way.
+ // L(R, y, s) = Tr(C * (R R^T)) -
+ // sum_{i = 1}^{m} (y_i (Tr(A_i * (R R^T)) - b_i)) +
+ // (sigma / 2) * sum_{i = 1}^{m} (Tr(A_i * (R R^T)) - b_i)^2
+
+ // Let's start with the objective: Tr(C * (R R^T)).
+ // Simple, possibly slow solution.
+ arma::mat rrt = coordinates * trans(coordinates);
+ double objective = trace(function.C() * rrt);
+
+ // Now each constraint.
+ for (size_t i = 0; i < function.B().n_elem; ++i)
+ {
+ // Take the trace subtracted by the b_i.
+ double constraint = -function.B()[i];
+
+ if (function.AModes()[i] == 0)
+ {
+ constraint += trace(function.A()[i] * rrt);
+ }
+ else
+ {
+ for (size_t j = 0; j < function.A()[i].n_cols; ++j)
+ {
+ constraint += function.A()[i](2, j) *
+ rrt(function.A()[i](0, j), function.A()[i](1, j));
+ }
+ }
+
+ objective -= (lambda[i] * constraint);
+ objective += (sigma / 2) * std::pow(constraint, 2.0);
+ }
+
+ return objective;
+}
+
+template<>
+void AugLagrangianFunction<LRSDP>::Gradient(const arma::mat& coordinates,
+ arma::mat& gradient) const
+{
+ // We can calculate the gradient in a smart way.
+ // L'(R, y, s) = 2 * S' * R
+ // with
+ // S' = C - sum_{i = 1}^{m} y'_i A_i
+ // y'_i = y_i - sigma * (Trace(A_i * (R R^T)) - b_i)
+ arma::mat rrt = coordinates * trans(coordinates);
+ arma::mat s = function.C();
+
+ for (size_t i = 0; i < function.B().n_elem; ++i)
+ {
+ double constraint = -function.B()[i];
+
+ if (function.AModes()[i] == 0)
+ {
+ constraint += trace(function.A()[i] * rrt);
+ }
+ else
+ {
+ for (size_t j = 0; j < function.A()[i].n_cols; ++j)
+ {
+ constraint += function.A()[i](2, j) *
+ rrt(function.A()[i](0, j), function.A()[i](1, j));
+ }
+ }
+
+ double y = lambda[i] - sigma * constraint;
+
+ if (function.AModes()[i] == 0)
+ {
+ s -= (y * function.A()[i]);
+ }
+ else
+ {
+ // We only need to subtract the entries which could be modified.
+ for (size_t j = 0; j < function.A()[i].n_cols; ++j)
+ {
+ s(function.A()[i](0, j), function.A()[i](1, j)) -= y;
+ }
+ }
+ }
+
+ gradient = 2 * s * coordinates;
+}
+
+}; // namespace optimization
+}; // namespace mlpack
+
+#endif
+
diff --git a/src/mlpack/tests/to_string_test.cpp b/src/mlpack/tests/to_string_test.cpp
index 70dad30..c123f2a 100644
--- a/src/mlpack/tests/to_string_test.cpp
+++ b/src/mlpack/tests/to_string_test.cpp
@@ -21,7 +21,7 @@
#include <mlpack/core/optimizers/aug_lagrangian/aug_lagrangian.hpp>
#include <mlpack/core/optimizers/lbfgs/lbfgs.hpp>
-//#include <mlpack/core/optimizers/lrsdp/lrsdp.hpp>
+#include <mlpack/core/optimizers/lrsdp/lrsdp.hpp>
#include <mlpack/core/optimizers/sgd/sgd.hpp>
#include <mlpack/methods/nca/nca_softmax_error_function.hpp>
#include <mlpack/core/optimizers/aug_lagrangian/aug_lagrangian_test_functions.hpp>
@@ -229,6 +229,17 @@ BOOST_AUTO_TEST_CASE(AugLagString)
BOOST_REQUIRE_NE(s, "");
}
+BOOST_AUTO_TEST_CASE(LRSDPString)
+{
+ arma::mat c(40, 40);
+ c.randn();
+ const size_t b=3;
+ mlpack::optimization::LRSDP d(b,c);
+ Log::Debug << d;
+ std::string s = d.ToString();
+ BOOST_REQUIRE_NE(s, "");
+}
+
BOOST_AUTO_TEST_CASE(BallBoundString)
{
BallBound<> d(3.5, "1.0 2.0");
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