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authorJoe Zhao <ztuowen@gmail.com>2015-05-18 16:17:01 +0800
committerJoe Zhao <ztuowen@gmail.com>2015-05-18 16:17:01 +0800
commit653bee4b89131a997043a074d51c28dedb907f5c (patch)
treedd07194c85199aa1a3c38701bcc5d595f3d6f2b3 /model/ranksvmtn.cpp
parent20587ac550cfcb2d7b3d6ec16e46ba1a8d0af869 (diff)
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output updatembk
Diffstat (limited to 'model/ranksvmtn.cpp')
-rw-r--r--model/ranksvmtn.cpp29
1 files changed, 19 insertions, 10 deletions
diff --git a/model/ranksvmtn.cpp b/model/ranksvmtn.cpp
index 01d9851..0e41861 100644
--- a/model/ranksvmtn.cpp
+++ b/model/ranksvmtn.cpp
@@ -6,13 +6,13 @@
using namespace std;
using namespace Eigen;
-const double C=1e-4; // Compensating & scaling
// Main terminating criteria
-const int maxiter = 20; // max iteration count
+const int maxiter = 40; // max iteration count
const double prec=1e-10; // precision
// conjugate gradient
const double cg_prec=1e-10; // precision
-const int cg_maxiter = 30;
+const int cg_maxiter = 5; // not worth having a large number
+const int ls_maxiter = 10;
// line search
const double line_prec=1e-10; // precision
const double line_turb=1e-15; // purturbation
@@ -54,11 +54,13 @@ int cg_solve(const MatrixXd &D,const vector<int> &rank,const VectorXd &corr,cons
{
// Non preconditioned version
r_1 = res.dot(res);
+ if (iter)
+ LOG(INFO) << "CG iter "<<iter<<", r:"<<r_1;
if (r_1<cg_prec) // Terminate condition
break;
- if (iter > cg_maxiter)
+ if (iter >= cg_maxiter)
{
- LOG(INFO) << "CG forced termination by maxiter, r:"<<r_1;
+ LOG(INFO) << "CG forced termination by maxiter";
break;
}
if (iter){
@@ -162,10 +164,11 @@ int line_search(const VectorXd &w,const MatrixXd &D,const VectorXd &corr,const v
g=g+line_turb;
h = h+line_turb;
t=t-g/h;
+ ++iter;
+ LOG(INFO) << "line search iter "<<iter<<", prec:"<<g*g/h;
if (g*g/h<line_prec)
break;
- ++iter;
- if (iter > cg_maxiter)
+ if (iter >= ls_maxiter)
{
LOG(INFO) << "line search forced termination by maxiter, prec:"<<g*g/h;
break;
@@ -189,7 +192,6 @@ int train_orig(int fsize, MatrixXd &D,const vector<int> &A1,const vector<int> &A
VectorXd alpha,beta;
while (true)
{
- iter+=1;
if (iter> maxiter)
{
LOG(INFO)<< "Maxiter reached";
@@ -208,8 +210,15 @@ int train_orig(int fsize, MatrixXd &D,const vector<int> &A1,const vector<int> &A
line_search(weight,D,corr,A1,A2,step,t);
weight=weight+step*t;
// When dec is small enough
- LOG(INFO)<<"Iter: "<<iter<<" Obj: " <<obj << " Newton decr:"<<step.dot(grad)/2 << " linesearch: "<< -t ;
- if (step.dot(grad) < prec * obj)
+ double nprec = step.dot(grad)/obj;
+ ++iter;
+ LOG(INFO)<<"Iter: "<<iter<<" Obj: " <<obj << " Ndec/Obj:"<<nprec << " linesearch: "<< -t ;
+ if (iter> maxiter)
+ {
+ LOG(INFO)<< "Maxiter reached";
+ break;
+ }
+ if (nprec < prec)
break;
}
return 0;