SCD/ 0000775 0001765 0003742 00000000000 11306014441 011715 5 ustar tewari tewarihome SCD/Makefile 0000644 0001765 0003742 00000001036 11306014060 013350 0 ustar tewari tewarihome HDR = Losses.h cmd_line.h
SRC = cmd_line.cc
CC = g++
CFLAGS = -O3
LFLAGS = -lm
OBJS = $(SRC:.cc=.o)
all: scd
scd: $(OBJS) scd.o
$(CC) $(OBJS) scd.o $(LFLAGS) -o scd
cyclic: $(OBJS) cyclic.o1
$(CC) $(OBJS) cyclic.o1 $(LFLAGS) -o cyclic
cyclic.o1: scd.cc
$(CC) $(CFLAGS) -c -D _CYCLIC_ scd.cc -o cyclic.o1
greedy: $(OBJS) greedy.o1
$(CC) $(OBJS) greedy.o1 $(LFLAGS) -o greedy
greedy.o1: scd.cc
$(CC) $(CFLAGS) -c -D _GREEDY_ scd.cc -o greedy.o1
%.o: %.c $(HDR)
$(CC) $(CFLAGS) -c $<
clean:
rm -f *.o *.o1 *~ scd greedy cyclic
SCD/test_labels 0000644 0001765 0003742 00000000007 11303564566 014153 0 ustar tewari tewarihome 1
1
-1
SCD/gpl.txt 0000644 0001765 0003742 00000104513 11303564566 013261 0 ustar tewari tewarihome GNU GENERAL PUBLIC LICENSE
Version 3, 29 June 2007
Copyright (C) 2007 Free Software Foundation, Inc.
Everyone is permitted to copy and distribute verbatim copies
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Preamble
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If the Program specifies that a proxy can decide which future
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15. Disclaimer of Warranty.
THERE IS NO WARRANTY FOR THE PROGRAM, TO THE EXTENT PERMITTED BY
APPLICABLE LAW. EXCEPT WHEN OTHERWISE STATED IN WRITING THE COPYRIGHT
HOLDERS AND/OR OTHER PARTIES PROVIDE THE PROGRAM "AS IS" WITHOUT WARRANTY
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IN NO EVENT UNLESS REQUIRED BY APPLICABLE LAW OR AGREED TO IN WRITING
WILL ANY COPYRIGHT HOLDER, OR ANY OTHER PARTY WHO MODIFIES AND/OR CONVEYS
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GENERAL, SPECIAL, INCIDENTAL OR CONSEQUENTIAL DAMAGES ARISING OUT OF THE
USE OR INABILITY TO USE THE PROGRAM (INCLUDING BUT NOT LIMITED TO LOSS OF
DATA OR DATA BEING RENDERED INACCURATE OR LOSSES SUSTAINED BY YOU OR THIRD
PARTIES OR A FAILURE OF THE PROGRAM TO OPERATE WITH ANY OTHER PROGRAMS),
EVEN IF SUCH HOLDER OR OTHER PARTY HAS BEEN ADVISED OF THE POSSIBILITY OF
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17. Interpretation of Sections 15 and 16.
If the disclaimer of warranty and limitation of liability provided
above cannot be given local legal effect according to their terms,
reviewing courts shall apply local law that most closely approximates
an absolute waiver of all civil liability in connection with the
Program, unless a warranty or assumption of liability accompanies a
copy of the Program in return for a fee.
END OF TERMS AND CONDITIONS
How to Apply These Terms to Your New Programs
If you develop a new program, and you want it to be of the greatest
possible use to the public, the best way to achieve this is to make it
free software which everyone can redistribute and change under these terms.
To do so, attach the following notices to the program. It is safest
to attach them to the start of each source file to most effectively
state the exclusion of warranty; and each file should have at least
the "copyright" line and a pointer to where the full notice is found.
Copyright (C)
This program is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
This program is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with this program. If not, see .
Also add information on how to contact you by electronic and paper mail.
If the program does terminal interaction, make it output a short
notice like this when it starts in an interactive mode:
Copyright (C)
This program comes with ABSOLUTELY NO WARRANTY; for details type `show w'.
This is free software, and you are welcome to redistribute it
under certain conditions; type `show c' for details.
The hypothetical commands `show w' and `show c' should show the appropriate
parts of the General Public License. Of course, your program's commands
might be different; for a GUI interface, you would use an "about box".
You should also get your employer (if you work as a programmer) or school,
if any, to sign a "copyright disclaimer" for the program, if necessary.
For more information on this, and how to apply and follow the GNU GPL, see
.
The GNU General Public License does not permit incorporating your program
into proprietary programs. If your program is a subroutine library, you
may consider it more useful to permit linking proprietary applications with
the library. If this is what you want to do, use the GNU Lesser General
Public License instead of this License. But first, please read
.
SCD/Losses.h 0000644 0001765 0003742 00000003265 11303564566 013361 0 ustar tewari tewarihome #ifndef _SHAI_LOSSES_H_
#define _SHAI_LOSSES_H_
#include
#include
typedef unsigned int uint;
double logistic_loss(double a, double b) {
if (a <= 10.0 && a >= -10.0)
return(log(1+exp(-a*b)));
else {
if (a*b > 0.0)
return(0.0);
else
return(-a*b);
}
}
double logistic_loss_grad(double a, double b) {
if (a <= 10.0 && a >= -10.0)
return(-b/(1+exp(a*b)));
else {
if (a*b > 0.0)
return(0.0);
else
return(-b);
}
}
double quadratic_loss(double a, double b) {
return(0.5*(a-b)*(a-b));
}
double quadratic_loss_grad(double a, double b) {
return (a-b);
}
double hinge_loss(double a, double b) {
double margin = 1-a*b;
if (margin < 0.0) margin = 0.0;
return(margin);
}
double hinge_loss_grad(double a, double b) {
double g=0.0;
if (a*b < 1) g=-b;
return(g);
}
class Losses {
public:
Losses(int loss_type) :
type(loss_type), my_loss(&logistic_loss), my_grad_loss(&logistic_loss_grad), rho(0.25) {
if (type == 1) {
my_loss = &hinge_loss;
my_grad_loss = &hinge_loss_grad;
} else if (type == 2) {
my_loss = &quadratic_loss;
my_grad_loss = &quadratic_loss_grad;
rho = 1;
}
}
double rho;
double loss(double a,double b) {
return((*my_loss)(a,b));
}
double loss_grad(double a,double b) {
return((*my_grad_loss)(a,b));
}
~Losses() { }
protected:
int type;
double (*my_loss)(double,double);
double (*my_grad_loss)(double,double);
};
#endif
//*****************************************************************************
// E O F
//*****************************************************************************
SCD/cmd_option.h 0000644 0001765 0003742 00000011522 11303564566 014237 0 ustar tewari tewarihome //=============================================================================
// File Name: cmd_option.h
// Written by: Joseph Keshet (15.02.04)
//=============================================================================
#ifndef _CMD_OPTION_H_
#define _CMD_OPTION_H_
//*****************************************************************************
// Included Files
//*****************************************************************************
#include
namespace learning {
//*****************************************************************************
/** Implements a abstract class of command line option. The command option is
a class that keep data of each specific option in the command line.
@author Joseph Keshet (jkeshet@cs.huji.ac.il)
*/
class cmd_option
{
public:
//-----------------------------------------------------------------------------
/** Default constructor.
*/
cmd_option() { }
//-----------------------------------------------------------------------------
/** Standard Destructor.
*/
virtual ~cmd_option() { }
//-----------------------------------------------------------------------------
/** Returns referance to the helper string
*/
std::string& helper() { return helper_;}
//-----------------------------------------------------------------------------
/** Returns referance to the tag string
*/
std::string& tag() { return tag_;}
//-----------------------------------------------------------------------------
/** Sets a value from the command argument
@param arg Command argument
*/
virtual void set_value(char *arg) = 0;
virtual bool needs_value() = 0;
protected:
std::string tag_;
std::string helper_;
};
//-----------------------------------------------------------------------------
template
struct option_type_traits { };
template<> struct option_type_traits
{
typedef int option_type;
static inline bool is_bool() { return false; }
static option_type from_string(char *str) { return strtol(str, NULL, 10); }
};
template<> struct option_type_traits
{
typedef unsigned int option_type;
static inline bool is_bool() { return false; }
static option_type from_string(char *str) { return strtoul(str, NULL, 10); }
};
template<> struct option_type_traits
{
typedef bool option_type;
static inline bool is_bool() { return true; }
static option_type from_string(char *str) { return true; }
};
template<> struct option_type_traits
{
typedef double option_type;
static inline bool is_bool() { return false; }
static option_type from_string(char *str) { return strtod(str, NULL); }
};
template<> struct option_type_traits
{
typedef std::string option_type;
static inline bool is_bool() { return false; }
static option_type from_string(char *str) { return std::string(str); }
};
//-----------------------------------------------------------------------------
//*****************************************************************************
/** Implements of command option for the templated basic type.
@author Joseph Keshet (jkeshet@cs.huji.ac.il)
*/
template
class type_cmd_option : public cmd_option {
public:
typedef option_type_traits traits_type;
typedef typename traits_type::option_type option_type;
bool is_bool() { return traits_type::is_bool(); }
option_type from_string(char *str) { return traits_type::from_string(str); }
//-----------------------------------------------------------------------------
/** Constructs a command option
@param tag Command option tag.
@param helper Command help string that appears when using the '-h' option
@param var Pointer to the value
@param deault_value The default value that will be set in case this command
option was not set.
*/
type_cmd_option(const std::string &tag, const std::string &helper, T *value,
T default_value) {
tag_ = tag;
helper_ = helper;
value_ = value;
default_value_ = default_value;
*value_ = default_value;
}
//-----------------------------------------------------------------------------
/** Sets a value from the command argument
@param arg Command argument
*/
void set_value(char *str) { *value_ = from_string(str); }
//-----------------------------------------------------------------------------
/** Returns true if this option needs value after the tag
*/
bool needs_value() { return (not is_bool()); }
//*****************************************************************************
// Data Members
//*****************************************************************************
protected:
T *value_;
T default_value_;
};
}; // namespace learning
#endif // _CMD_OPTION_H_
//=============================================================================
// E O F
//=============================================================================
SCD/cmd_line.h 0000644 0001765 0003742 00000006143 11303564566 013661 0 ustar tewari tewarihome //=============================================================================
// File Name: cmd_line.h
// Written by: Joseph Keshet (15.02.04)
//=============================================================================
#ifndef _CMD_LINE_H_
#define _CMD_LINE_H_
//*****************************************************************************
// Included Files
//*****************************************************************************
#include
#include
namespace learning {
class cmd_option;
//*****************************************************************************
/** Implements a class that parse the command line.
@author Joseph Keshet (jkeshet@cs.huji.ac.il)
*/
class cmd_line
{
public:
//-----------------------------------------------------------------------------
/** Adds general information that will be printed when -h is called
*/
void info(const std::string &info) { info_ = info; }
//-----------------------------------------------------------------------------
/** Adds command line option of int type
*/
void add(const std::string &tag, const std::string &helper, int *value,
const int default_value);
//-----------------------------------------------------------------------------
/** Adds command line option of unsigned int type
*/
void add(const std::string &tag, const std::string &helper,
unsigned int *value, const int default_value);
//-----------------------------------------------------------------------------
/** Adds command line option of double type
*/
void add(const std::string &tag, const std::string &helper, double *value,
const double default_value);
//-----------------------------------------------------------------------------
/** Adds command line option of bool type
*/
void add(const std::string &tag, const std::string &helper, bool *value,
const bool default_value);
//-----------------------------------------------------------------------------
/** Adds command line option of std::string type
*/
void add(const std::string &tag, const std::string &helper,
std::string *value, const std::string &default_value);
//-----------------------------------------------------------------------------
/** Adds command line option
*/
void add(cmd_option *cmd_option);
//-----------------------------------------------------------------------------
/** Adds command line option
*/
void add_master_option(const std::string &helper,
std::string *master_option);
//-----------------------------------------------------------------------------
/** Parses command line. Returns the number of arguments proceeded.
*/
int parse(int argc, char **argv) ;
//-----------------------------------------------------------------------------
/** Prints help information for program and usage of tags
*/
void print_help();
//-----------------------------------------------------------------------------
/** Destructor
*/
~cmd_line();
private:
std::string info_;
std::vector options_vector;
std::vector master_options_vector;
std::string program_name;
};
}; // namespace learning
#endif // _CMD_LINE_H_
SCD/cmd_line.cc 0000644 0001765 0003742 00000013270 11303564566 014016 0 ustar tewari tewarihome //=============================================================================
// File Name: cmd_line.cc
// Written by: Joseph Keshet (15.02.04)
//=============================================================================
//*****************************************************************************
// Included Files
//*****************************************************************************
#include
#include "cmd_line.h"
#include "cmd_option.h"
using namespace std;
using namespace learning;
//-----------------------------------------------------------------------------
void cmd_line::add(const string &tag, const string &helper, int *value,
const int default_value)
{
cmd_option *cmd_option =
new type_cmd_option(tag, helper, value, default_value);
options_vector.push_back(cmd_option);
}
//-----------------------------------------------------------------------------
void cmd_line::add(const string &tag, const string &helper,
unsigned int *value, const int default_value)
{
cmd_option *cmd_option =
new type_cmd_option(tag, helper, value, default_value);
options_vector.push_back(cmd_option);
}
//-----------------------------------------------------------------------------
void cmd_line::add(const string &tag, const string &helper, double *value,
const double default_value)
{
cmd_option *cmd_option =
new type_cmd_option(tag, helper, value, default_value);
options_vector.push_back(cmd_option);
}
//-----------------------------------------------------------------------------
void cmd_line::add(const string &tag, const string &helper, bool *value,
const bool default_value)
{
cmd_option *cmd_option =
new type_cmd_option(tag, helper, value, default_value);
options_vector.push_back(cmd_option);
}
//-----------------------------------------------------------------------------
void cmd_line::add(const string &tag, const string &helper, string *value,
const string &default_value)
{
cmd_option *cmd_option =
new type_cmd_option(tag, helper, value, default_value);
options_vector.push_back(cmd_option);
}
//-----------------------------------------------------------------------------
void cmd_line::add(cmd_option *cmd_option)
{
options_vector.push_back(cmd_option);
}
//-----------------------------------------------------------------------------
void cmd_line::add_master_option(const std::string &helper,
std::string *master_option)
{
cmd_option *cmd_option =
new type_cmd_option("", helper, master_option, "");
master_options_vector.push_back(cmd_option);
}
//-----------------------------------------------------------------------------
int cmd_line::parse(int argc, char **argv)
{
int num_arg = 0;
// Set program name as the first argument
program_name = argv[0];
if (argc == 1) {
return num_arg;
}
// Run over all arguments of the command
bool processing_options = true;
int i = 1;
unsigned int master_count = 0;
while ( i < argc ) {
// Check if this is an command options or master argument
if (processing_options && argv[i][0] == '-') {
// Run over all command options
vector::iterator I;
for (I = options_vector.begin(); I != options_vector.end(); I++) {
cmd_option *option = *I;
string &tag = option->tag();
// check if the current argument is the same as the option's tag
if (tag.compare(argv[i]) == 0) {
// check if the option needs a value after the tag
if (option->needs_value()) {
// check if such argument exists
if (i+1 < argc) {
// set its value
option->set_value(argv[i+1]);
}
else {
cerr << program_name << ": Expecting parameter value after "
<< argv[i] << endl;
return -1;
}
// increase the counts over the arguments by 2
i += 2;
break;
} else {
// set a flag with no extra value
option->set_value(argv[i]);
i++;
break;
}
}
}
// If we concluded the loop over all options and didn;t find any mate for
// the option's tag, then argv[i] is not a valid argument
if (I == options_vector.end()) {
cerr << program_name << ": " << argv[i]
<< " is not a valid argument." << endl;
return -1;
}
} else {
// the rest of the arguments are master options
processing_options = false;
if (master_count < master_options_vector.size()) {
master_options_vector[master_count]->set_value(argv[i]);
master_count++;
i++;
}
else {
cerr << program_name << ": too many master arguments (" << argv[i]
<< ")." << endl;
return -1;
}
}
// increase number of argument parsed by one
num_arg++;
}
// return number of arguments passed
return num_arg;
}
//-----------------------------------------------------------------------------
void cmd_line::print_help()
{
vector::iterator I;
cerr << endl;
cerr << "USAGE: " << program_name;
if (options_vector.size() > 0)
cerr << " [options]";
for (I = master_options_vector.begin(); I != master_options_vector.end();
I++) {
cmd_option *option = *I;
cerr << " " << option->helper();
}
cerr << endl << endl;
cerr << info_ << endl;
if (options_vector.size() > 0) {
cerr << endl;
cerr << "OPTIONS:" << endl;
}
for (I = options_vector.begin(); I != options_vector.end(); I++) {
cmd_option *option = *I;
cerr << " " << option->tag() << " " << option->helper() << endl;
}
cerr << endl;
}
cmd_line::~cmd_line()
{
vector::iterator I;
for (I = options_vector.begin(); I != options_vector.end(); I++) {
delete (*I);
}
}
//-----------------------------------------------------------------------------
SCD/test_examples 0000644 0001765 0003742 00000000051 11303564566 014526 0 ustar tewari tewarihome 3 5
2 0.4
2 0.6
1 0.3
0 0.2
0 0.2 1 -0.5
SCD/scd.cc 0000644 0001765 0003742 00000022264 11306014326 013003 0 ustar tewari tewarihome // Copyright 2009 Shai Shalev-Shwartz, Ambuj Tewari
// SCD version 2.1
/*
This file is part of SCD.
SCD is free software: you can redistribute it and/or modify
it under the terms of the GNU General Public License as published by
the Free Software Foundation, either version 3 of the License, or
(at your option) any later version.
SCD is distributed in the hope that it will be useful,
but WITHOUT ANY WARRANTY; without even the implied warranty of
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
GNU General Public License for more details.
You should have received a copy of the GNU General Public License
along with SCD. If not, see .
*/
#include
#include
#include
#include
#include
#include
#include
#include
#include
#include "cmd_line.h"
#include "Losses.h"
class IndexValuePair {
public:
IndexValuePair() { }
IndexValuePair(uint i, double v) : first(i), second(v) { }
uint first;
double second;
};
// a sparse vector is just a vector of index, value pairs
typedef std::vector sparse_vector;
void print_summary(std::vector& innerprod_with_w,
std::vector& labels,
std::vector& w,
int num_examples,
double lambda,
Losses& L) {
double sum=0, mistakes=0;
double w_norm = 0.0;
uint w_density = 0;
int j;
for (j=-0; j 0.0000001) w_density++;
}
for (j=0; j < num_examples; j++) {
sum += L.loss(innerprod_with_w[j],labels[j]);
if (labels[j] * (innerprod_with_w[j]) < 0) mistakes++;
}
sum /= num_examples;
mistakes /= num_examples;
std::cout << w_norm << " " << w_density << " "
<< sum << " " << sum + lambda*w_norm
<< " " << mistakes << std::endl;
}
int main(int argc, char **argv) {
std::string examples_filename, labels_filename;
// loss that the user wants to use
int loss_type;
// number of iterations for which to run SCD
int num_iters;
// print summary every so many iterations;
int print_me;
// regularization parameter
double lambda;
// parse command line
learning::cmd_line cmdline;
#ifdef _GREEDY_
cmdline.info("L1 regularized loss minimization using greedy coordinate descent");
#else
#ifdef _CYCLIC_
cmdline.info("L1 regularized loss minimization using cyclic coordinate descent");
#else
cmdline.info("L1 regularized loss minimization using stochastic coordinate descent");
#endif
#endif
cmdline.add_master_option("",&examples_filename);
cmdline.add_master_option("",&labels_filename);
cmdline.add("-lambda", "regularization parameter (default = 0.001)",&lambda,0.001);
cmdline.add("-loss","0 for logistic, 2 for squared (default = 0)",&loss_type,0);
cmdline.add("-iters","number of iterations (default = 1000)", &num_iters, 1000);
cmdline.add("-printout","after how many iterations to print summary (default 1000)",&print_me,1000);
int rc = cmdline.parse(argc, argv);
if (rc < 2) {
cmdline.print_help();
return( EXIT_FAILURE );
}
// choose seed from current time
srand(time(NULL));
// set the loss function
if (loss_type != 0 && loss_type != 2) {
std::cerr << "Only logistic and squared losses are supported" << std::endl;
}
Losses L(loss_type);
// labels stored as a vector
std::vector labels;
// start reading the examples and labels
// the examples file should look like :-
// (m = # of examples, d = dimension)
//
// m d
// i1 v1 i2 v2 i3 v3 ... <-- first dimension or feature
// i1 v1 i2 v2 i3 v3 ... <-- second dimension or feature
// .
// .
// i1 v1 i2 v2 i3 v3 ... <-- last dimension or feature
//
// indices are in the range [0 .. m-1 ]
// open examples file
std::ifstream examples_file(examples_filename.c_str());
if (!examples_file.good()) {
std::cerr << "Error reading " << examples_filename << std::endl;
return( EXIT_FAILURE );
}
// no. of examples, features in the dataset
int num_examples, num_features;
// read the examples file
std::string buffer;
getline(examples_file,buffer);
std::istringstream istr1(buffer);
istr1 >> num_examples;
istr1 >> num_features;
// examples stored feature-wise, each dimension being a sparse vector
std::vector examples(num_features);
int line_count=0;
int curr_index;
double curr_value;
while (getline(examples_file,buffer) && line_count < num_features) {
line_count++;
sparse_vector& curr_feature = examples[line_count-1];
// read the index, value pairs from buffer
std::istringstream istr2(buffer);
while (istr2 >> curr_index) {
istr2 >> curr_value;
if (curr_index < 0 || curr_index > num_examples-1) {
std::cerr << "Illegal index value " << curr_index << " at line " << line_count+1 << " in file " << examples_filename << std::endl;
return( EXIT_FAILURE );
}
// Examples should be normalized so that every feature lies in [-1,1]
if (curr_value < -1 || curr_value > 1) {
std::cerr << "Feature number " << curr_index << " exceeds 1 in absolute value at line " << line_count+1 << " in file " << examples_filename << std::endl;
return( EXIT_FAILURE );
}
curr_feature.push_back(IndexValuePair(curr_index,curr_value));
}
}
if (line_count < num_features) {
std::cerr << "Examples file ended before all features were read" << std::endl;
return( EXIT_FAILURE );
}
examples_file.close();
// open labels file
std::ifstream labels_file(labels_filename.c_str());
if (!labels_file.good()) {
std::cerr << "Error reading " << labels_filename << std::endl;
return( EXIT_FAILURE );
}
double curr_label;
int label_count=0;
// read labels file
while (getline(labels_file,buffer)) {
std::istringstream istr3(buffer);
istr3 >> curr_label;
label_count++;
labels.push_back(curr_label);
}
if (label_count != num_examples) {
std::cerr << "File " << labels_filename << " has incorrect number of labels" << std::endl;
return( EXIT_FAILURE );
}
labels_file.close();
// Run the stochastic coordinate descent (SCD) algorithm
// Initialize weight vector to zero
std::vector w(num_features,0);
std::vector innerprod_with_w(num_examples,0);
double sum, g, eta;
int i;
// start a clock
clock_t start = clock();
clock_t elapsed = 0;
// number of accesses to the data matrix
unsigned long long num_accesses=0;
for (int iter=0; iter < num_iters; ++iter) {
// update w
#ifdef _GREEDY_
// choose feature with maximum guaranteed descent
int best_i;
double eta_best_i;
double predicted_descent;
double best_descent = -1;
for (i=0; i lambda / L.rho)
eta = -g / L.rho - lambda / L.rho;
else {
if (w[i] - g / L.rho < -lambda / L.rho)
eta = -g / L.rho + lambda / L.rho;
else
eta = -w[i];
}
predicted_descent = -eta*g - L.rho / 2 * eta * eta - lambda * fabs(w[i] + eta) + lambda * fabs(w[i]);
if (predicted_descent > best_descent) {
best_i = i;
eta_best_i = eta;
best_descent = predicted_descent;
}
}
i = best_i;
eta = eta_best_i;
#else
#ifdef _CYCLIC_
// choose feature to update in a cyclic manner
i = iter % num_features;
#else
// choose a feature i randomly to update
i = rand() % num_features;
#endif
sum=0;
for (int j=0; j < examples[i].size(); j++) {
IndexValuePair ivpair = examples[i][j];
curr_index = ivpair.first;
curr_value = ivpair.second;
sum += L.loss_grad(innerprod_with_w[curr_index], labels[curr_index]) * curr_value;
}
num_accesses += examples[i].size();
g = sum / num_examples;
if (w[i] - g / L.rho > lambda / L.rho)
eta = -g / L.rho - lambda / L.rho;
else {
if (w[i] - g / L.rho < -lambda / L.rho)
eta = -g / L.rho + lambda / L.rho;
else
eta = -w[i];
}
#endif
// update weight vector w
w[i] = w[i] + eta;
// update inner products with w
for (int j=0; j < examples[i].size(); j++) {
IndexValuePair ivpair = examples[i][j];
curr_index = ivpair.first;
curr_value = ivpair.second;
innerprod_with_w[curr_index] = innerprod_with_w[curr_index] + eta * curr_value;
}
num_accesses += examples[i].size();
// once in a while print the time elapsed, no. of data accesses and the weight vector
if (iter % print_me == print_me-1) {
elapsed += clock() - start;
std::cout << ( ((double)elapsed/(double)CLOCKS_PER_SEC)*1000 ) << " " << num_accesses << " ";
// print the summary (1-norm, density, loss, etc.)
print_summary(innerprod_with_w,labels,w,num_examples,lambda,L);
start = clock();
}
}
return( EXIT_SUCCESS );
}