def fit(self, X, Y, constraints=None):
print("Training dual structural SVM")
# we initialize with a small value so that loss-augmented inference
# can give us something meaningful in the first iteration
w = np.ones(self.problem.size_psi) * 1e-5
n_samples = len(X)
if constraints is None:
constraints = [[] for i in xrange(n_samples)]
loss_curve = []
objective_curve = []
primal_objective_curve = []
self.ws = []
self.alphas = [] # dual solutions
for iteration in xrange(self.max_iter):
if self.verbose > 0:
print("iteration %d" % iteration)
new_constraints = 0
current_loss = 0.
#for i, x, y in zip(np.arange(len(X)), X, Y):
#y_hat, delta_psi, slack, loss = self._find_constraint(x, y, w)
candidate_constraints = (Parallel(n_jobs=self.n_jobs)
(delayed(find_constraint)
(self.problem, x, y, w)
for x, y in zip(X, Y)))
for i, x, y, constraint in zip(np.arange(len(X)), X, Y,
candidate_constraints):
y_hat, delta_psi, slack, loss = constraint
# check that the slack fits the loss-augmented inference
x_loss_augmented = self.problem.loss_augment(x, y, w)
dpsi_ = (GridCRF.psi(self.problem, x_loss_augmented, y)
- GridCRF.psi(self.problem, x_loss_augmented, y_hat))
if np.abs(slack + min(0, np.dot(w, dpsi_))) > 0.01:
tracer()
current_loss += loss
if self.verbose > 1:
print("current slack: %f" % slack)
y_hat_plain = unwrap_pairwise(y_hat)
already_active = np.any([True for y__, _, _ in constraints[i]
if (y_hat_plain ==
unwrap_pairwise(y__)).all()])
if already_active:
continue
if self.check_constraints:
# "smart" stopping criterion
# check if most violated constraint is more violated
# than previous ones by more then eps.
# If it is less violated, inference was wrong/approximate
for con in constraints[i]:
# compute slack for old constraint
slack_tmp = max(con[2] - np.dot(w, con[1]), 0)
if self.verbose > 1:
print("slack old constraint: %f" % slack_tmp)
# if slack of new constraint is smaller or not
# significantly larger, don't add constraint.
# if smaller, complain about approximate inference.
if slack - slack_tmp < -1e-5:
print("bad inference: %f" % (slack_tmp - slack))
if self.break_on_bad:
tracer()
already_active = True
break
# if significant slack and constraint not active
# this is a weaker check than the "check_constraints" one.
if not already_active and slack > 1e-5:
constraints[i].append([y_hat, delta_psi, loss])
new_constraints += 1
current_loss /= len(X)
loss_curve.append(current_loss)
if new_constraints == 0:
print("no additional constraints")
#tracer()
if iteration > 0:
break
w, objective = self._solve_n_slack_qp(constraints, n_samples)
# hack to make loss-augmented prediction working:
w[:self.problem.n_states][w[:self.problem.n_states] == 0] = 1e-10
slacks = [max(np.max([-np.dot(w, psi_) + loss_
for _, psi_, loss_ in sample]), 0)
for sample in constraints]
sum_of_slacks = np.sum(slacks)
objective_p = self.C * sum_of_slacks / len(X) + np.sum(w ** 2) / 2.
primal_objective_curve.append(objective_p)
if (len(primal_objective_curve) > 2
and objective_p > primal_objective_curve[-2] + 1e8):
print("primal loss became smaller. that shouldn't happen.")
tracer()
objective_curve.append(objective)
if self.verbose > 0:
print("current loss: %f new constraints: %d, "
"primal objective: %f dual objective: %f" %
(current_loss, new_constraints,
primal_objective_curve[-1], objective))
if (iteration > 1 and primal_objective_curve[-1] -
primal_objective_curve[-2] < 0.0001):
print("objective converged.")
break
self.ws.append(w)
if self.verbose > 1:
print(w)
self.w = w
self.constraints_ = constraints
print("calls to inference: %d" % self.problem.inference_calls)
if self.plot:
plt.figure()
plt.subplot(131, title="loss")
plt.plot(loss_curve)
plt.subplot(132, title="objective")
plt.plot(objective_curve)
plt.subplot(133, title="primal objective")
plt.plot(primal_objective_curve)
plt.show()
plt.close()
