apaam/mlpack
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Basically ready to start the Krylov phase of the algorithm

Browse Source
This commit is contained in:
Dongryeol Lee
2008-02-04 21:00:43 +00:00
parent fd3db6b92f
commit 09c0b23ecb
3 changed files with 103 additions and 18 deletions
Download Patch File Download Diff File Expand all files Collapse all files
fastlib2/contrib/dongryel/regression/local_linear_krylov.h
+25 -15
View File
@@ -191,11 +191,21 @@ class LocalLinearKrylov {
* are solving for each query point. (i.e. B^T W(q) Y)
*/
Matrix right_hand_sides_u_;
/** @brief The solution vector of (B^T W(q) B)^+ (B^T W(q) Y) for
* each query point.
/** @brief The coordinatewise lower bound on the solution vector of
* (B^T W(q) B)^+ (B^T W(q) Y) for each query point.
*/
Matrix solution_vectors_;
Matrix solution_vectors_l_;
/** @brief The estimate of the solution vector of (B^T W(q) B)^+
* (B^T W(q) Y) for each query point.
*/
Matrix solution_vectors_e_;
/** @brief The coordinatewise upper bound on the solution vector of
* (B^T W(q) B)^+ (B^T W(q) Y) for each query point
*/
Matrix solution_vectors_u_;
/** @brief The final regression estimate for each query point.
*/
@@ -262,6 +272,11 @@ class LocalLinearKrylov {
}
}
/** @brief Compute the maximum dot product possible for a pair of
* point lying in each of the two given regions.
*/
double MaxDotProductBetweenTwoBounds_(Tree *qnode, Tree *rnode);
/** @brief Initialize the bound statistics relevant to the right
* hand side computation.
*/
@@ -322,9 +337,7 @@ class LocalLinearKrylov {
*/
void InitializeQueryTreeSolver_(Tree *qnode);
void SolveLeastSquaresByKrylov_() {
}
void SolveLeastSquaresByKrylov_();
/** @brief Finalize the regression estimate for each query point by
* taking the dot-product between [1; q^T] and the final
@@ -339,7 +352,7 @@ class LocalLinearKrylov {
// solution vector.
Vector query_pt, query_pt_solution;
qset_.MakeColumnVector(i, &query_pt);
solution_vectors_.MakeColumnVector(i, &query_pt_solution);
solution_vectors_e_.MakeColumnVector(i, &query_pt_solution);
// Set the first component of the dot-product.
regression_estimates_[i] = query_pt_solution[0];
@@ -379,12 +392,7 @@ class LocalLinearKrylov {
void Compute() {
// Zero out computation results.
right_hand_sides_l_.SetZero();
right_hand_sides_e_.SetZero();
right_hand_sides_u_.SetZero();
solution_vectors_.SetZero();
regression_estimates_.SetZero();
// Zero out statistics.
num_finite_difference_prunes_ = 0;
// Set relative error.
@@ -462,7 +470,9 @@ class LocalLinearKrylov {
right_hand_sides_l_.Init(row_length_, qset_.n_cols());
right_hand_sides_e_.Init(row_length_, qset_.n_cols());
right_hand_sides_u_.Init(row_length_, qset_.n_cols());
solution_vectors_.Init(row_length_, qset_.n_cols());
solution_vectors_l_.Init(row_length_, qset_.n_cols());
solution_vectors_e_.Init(row_length_, qset_.n_cols());
solution_vectors_u_.Init(row_length_, qset_.n_cols());
regression_estimates_.Init(qset_.n_cols());
new_right_hand_sides_l_.Init(row_length_);
right_hand_sides_l_change_.Init(row_length_);
fastlib2/contrib/dongryel/regression/local_linear_krylov_setup_impl.h
+20 -3
View File
@@ -16,9 +16,26 @@ void LocalLinearKrylov<TKernel>::InitializeQueryTreeRightHandSides_
(qnode->stat().postponed_ll_vector_e_).SetZero();
(qnode->stat().postponed_ll_vector_u_).SetZero();
// If the query node is not a leaf node, then traverse to the left
// and the right.
if(!qnode->is_leaf()) {
// If the query node is a leaf, then initialize the corresponding
// bound quantities for each query point.
if(qnode->is_leaf()) {
for(index_t q = qnode->begin(); q < qnode->end(); q++) {
Vector q_right_hand_sides_l, q_right_hand_sides_e, q_right_hand_sides_u;
right_hand_sides_l_.MakeColumnVector(q, &q_right_hand_sides_l);
right_hand_sides_e_.MakeColumnVector(q, &q_right_hand_sides_e);
right_hand_sides_u_.MakeColumnVector(q, &q_right_hand_sides_u);
q_right_hand_sides_l.SetZero();
q_right_hand_sides_e.SetZero();
q_right_hand_sides_u.CopyValues
(rroot_->stat().sum_targets_weighted_by_data_);
}
}
// Otherwise, then traverse to the left and the right.
else {
InitializeQueryTreeRightHandSides_(qnode->left());
InitializeQueryTreeRightHandSides_(qnode->right());
}
fastlib2/contrib/dongryel/regression/local_linear_krylov_solver_impl.h
+58
View File
@@ -4,8 +4,66 @@
#error "This file is not a public header file!"
#endif
template<typename TKernel>
double LocalLinearKrylov<TKernel>::MaxDotProductBetweenTwoBounds_
(Tree *qnode, Tree *rnode) {
DHrectBound<2> bound_for_solutions = qnode->stat().bound_for_solutions_;
double max_dot_product = bound_for_solutions.get(0).hi;
for(index_t d = 1; d <= dimension_; d++) {
DRange &solution_directional_bound = bound_for_solutions.get(d);
DRange &reference_node_directional_bound = rnode->bound().get(d - 1);
double prod_solution_min_reference_min =
solution_directional_bound.lo * reference_node_directional_bound.lo;
double prod_solution_min_reference_max =
solution_directional_bound.lo * reference_node_directional_bound.hi;
double prod_solution_max_reference_min =
solution_directional_bound.hi * reference_node_directional_bound.lo;
double prod_solution_max_reference_max =
solution_directional_bound.hi * reference_node_directional_bound.hi;
max_dot_product +=
std::max(prod_solution_min_reference_min,
std::max(prod_solution_min_reference_max,
std::max(prod_solution_max_reference_min,
prod_solution_max_reference_max)));
}
return max_dot_product;
}
template<typename TKernel>
void LocalLinearKrylov<TKernel>::InitializeQueryTreeSolver_(Tree *qnode) {
// Set the bounds to default values.
(qnode->stat().ll_vector_l_).SetZero();
(qnode->stat().ll_vector_u_).CopyValues
(rroot_->stat().sum_targets_weighted_by_data_);
(qnode->stat().postponed_ll_vector_l_).SetZero();
(qnode->stat().postponed_ll_vector_e_).SetZero();
(qnode->stat().postponed_ll_vector_u_).SetZero();
// If the query node is a leaf, then exhaustively iterate over and
// form bounding boxes of the current solution.
if(qnode->is_leaf()) {
for(index_t q = qnode->begin(); q < qnode->end(); q++) {
}
}
// Otherwise, traverse the left and the right and combine the
// bounding boxes of the solutions for the two children.
else {
InitializeQueryTreeSolver_(qnode->left());
InitializeQueryTreeSolver_(qnode->right());
}
}
template<typename TKernel>
void LocalLinearKrylov<TKernel>::SolveLeastSquaresByKrylov_() {
// Initialize the query tree bounds.
InitializeQueryTreeSolver_(qroot_);
}