def trainCCCPCP1Slack(self, l):
c = 1 / self.lbd
t = 0
lg = []
lc = []
gt, ct = self.cuttingPlane(l)
lg.append(gt)
lc.append(ct)
gram = None
xi = 0
while (t < self.cpmin) or (t <= self.cpmax and vector.dot(self.w, gt) <
ct - xi - self.epsilon):
print '.',
lc_length = len(lc)
if t == self.cpmax:
print "#max iter"
if (gram is None):
gram = np.zeros([lc_length, lc_length])
for i in xrange(lc_length):
for j in xrange(lc_length):
gram[i][j] = gram[j][i] = vector.dot(lg[j], lg[i])
gram += 1e-8 * np.eye(lc_length, lc_length)
else:
row_num, col_num = gram.shape
gram = np.concatenate((gram, np.zeros((1, col_num))), axis=0)
gram = np.concatenate((gram, np.zeros((row_num + 1, 1))),
axis=1)
lc_length = len(lc)
for i in range(lc_length):
gram[lc_length -
1][i] = gram[i][lc_length - 1] = vector.dot(
lg[lc_length - 1], lg[i])
gram[lc_length - 1][lc_length - 1] += 1e-8
alphas = MosekSolver.solveQP(gram, lc, c)
xi = (vector.dot(alphas, lc) -
np.dot(np.dot(alphas, gram), alphas)) / c
self.w *= 0
for i in range(len(alphas)):
self.w += alphas[i] * lg[i]
t += 1
gt, ct = self.cuttingPlane(l)
lg.append(gt)
lc.append(ct)
print "cutting plane time:%d" % t
def trainCCCPCP1Slack(self, l):
c = 1 / self.lbd
t = 0
lg = []
lc = []
gt, ct = self.cuttingPlane(l)
lg.append(gt)
lc.append(ct)
gram = None
xi = 0
while (t < self.cpmin) or (t <= self.cpmax and vector.dot(self.w, gt) < ct - xi - self.epsilon):
print ".",
lc_length = len(lc)
if t == self.cpmax:
print "#max iter"
if gram is None:
gram = np.zeros([lc_length, lc_length])
for i in xrange(lc_length):
for j in xrange(lc_length):
gram[i][j] = gram[j][i] = vector.dot(lg[j], lg[i])
gram += 1e-8 * np.eye(lc_length, lc_length)
else:
row_num, col_num = gram.shape
gram = np.concatenate((gram, np.zeros((1, col_num))), axis=0)
gram = np.concatenate((gram, np.zeros((row_num + 1, 1))), axis=1)
lc_length = len(lc)
for i in range(lc_length):
gram[lc_length - 1][i] = gram[i][lc_length - 1] = vector.dot(lg[lc_length - 1], lg[i])
gram[lc_length - 1][lc_length - 1] += 1e-8
alphas = MosekSolver.solveQP(gram, lc, c)
xi = (vector.dot(alphas, lc) - np.dot(np.dot(alphas, gram), alphas)) / c
self.w *= 0
for i in range(len(alphas)):
self.w += alphas[i] * lg[i]
t += 1
gt, ct = self.cuttingPlane(l)
lg.append(gt)
lc.append(ct)
print "cutting plane time:%d" % t
def primalObj(self, l):
obj = self.lbd * vector.dot(self.w, self.w) / 2
loss = self.loss(l)
print "lambda*||w||^2= %f\t\tloss= %f" % (obj, loss)
obj += loss
return obj
def primalObj(self, l):
obj = self.lbd * vector.dot(self.w, self.w) / 2
loss = self.loss(l)
print "lambda*||w||^2= %f\t\tloss= %f" % (obj, loss)
obj += loss
return obj
