def _fit_on_fly(self, xte, yte):
if self.algo_type == 'cd':
res = dsvm.coord_descent(xtr=self.xtr, ytr=self.ytr, kernel=self.kernel, xte=xte, yte=yte,
verbose=self.verbose, lmda=self.lmda, nsweep=np.int(self.nsweep))
elif self.algo_type == 'scg_da':
res = dsvm.stocda_on_fly(xtr=self.xtr, ytr=self.ytr, kernel=self.kernel, xte=xte, yte=yte,
lmda=self.lmda, rho=self.rho, verbose=np.int(self.verbose),
nsweep=np.int(self.nsweep), b=np.int(self.b), c=np.int(self.c))
self.alpha, self.err_tr, self.err_te, self.obj, self.nker_opers = res
def fit(self, xtr, ytr, xte=None, yte=None):
self.xtr = xtr
self.ytr = ytr
self.construct_dataset(xtr, ytr, xte, yte)
if self.algo_type == 'cd':
res = dsvm.coord_descent(self.dataset, nsweep=np.int(self.nsweep), lmda=self.lmda, verbose=self.verbose)
self.alpha, self.err_tr, self.err_te, self.obj, self.nker_opers = res
elif self.algo_type == 'scg_da':
res = dsvm.coord_dual_averaging(self.dataset, verbose=self.verbose, lmda=self.lmda, b=int(self.b),
c=int(self.c), nsweep=np.int(self.nsweep), rho=self.rho)
self.alpha, self.err_tr, self.err_te, self.obj, self.nker_opers = res
elif self.algo_type == 'sbmd':
res = dsvm.coord_mirror_descent(self.dataset, verbose=self.verbose, lmda=self.lmda, b=int(self.b),
c=int(self.c), nsweep=np.int(self.nsweep), rho=self.rho)
self.alpha, self.err_tr, self.err_te, self.obj, self.nker_opers, self.err_tr2, self.obj2= res
else:
raise NotImplementedError
def _fit_precom(self, xte, yte):
# ---------------precompute the kernel-----------------
self.ktr = self.kernel_matrix(self.xtr)
if xte is not None:
self.kte = self.kernel_matrix(xte, self.xtr)
if self.nsweep is None:
if self.algo_type == 'scg_da':
self.nsweep = self.xtr.shape[0]
elif self.algo_type == 'cd':
self.nsweep = self.xtr.shape[0]
if self.algo_type == 'cd':
res = dsvm.coord_descent(ktr=self.ktr, ytr=self.ytr, kte=self.kte, yte=yte, verbose=self.verbose,
lmda=self.lmda, nsweep=np.int(self.nsweep))
elif self.algo_type == 'scg_da':
res = dsvm.stoc_dual_averaging(ktr=self.ktr, ytr=self.ytr, kte=self.kte, yte=yte, lmda=self.lmda, rho=self.rho,
verbose=self.verbose, nsweep=np.int(self.nsweep), b=np.int(self.b), c=np.int(self.c))
self.alpha, self.err_tr, self.err_te, self.obj, self.nker_opers = res