linesearch&objective function passed build

1 files changed, 25 insertions, 5 deletions

diff --git a/model/ranksvmtn.cpp b/model/ranksvmtn.cpp
index fe29468..193a7d4 100644
--- a/model/ranksvmtn.cpp
+++ b/model/ranksvmtn.cpp
@@ -45,7 +45,7 @@ int cg_solve(const MatrixXd &A, const VectorXd &b, VectorXd &x)
 int objfunc_linear(const VectorXd &w,const MatrixXd &A,const double C,VectorXd &pred,VectorXd &grad, double &obj,MatrixXd &sv)
 {
     pred = pred.cwiseMax(MatrixXd::Zero(pred.rows(),pred.cols()));
-//    obj = (pred.cwiseProduct(pred)*(C/2)) + w.transpose()*w/2;
+    obj = (pred.cwiseProduct(pred)*C).sum()/2 + w.dot(w)/2;
     grad = w - (((pred*C).transpose()*A)*w).transpose();
     for (int i=0;i<pred.cols();++i)
         if (pred(i)>0)
@@ -55,9 +55,26 @@ int objfunc_linear(const VectorXd &w,const MatrixXd &A,const double C,VectorXd &
     return 0;
 }
 
-// line search
-int line_search(const VectorXd &w,const double C,const VectorXd &step,VectorXd &pred,double &t)
+// line search using newton method
+int line_search(const VectorXd &w,const MatrixXd &D,const MatrixXd &A,const VectorXd &step,VectorXd &pred,double &t)
 {
+    double wd=w.dot(step),dd=step.dot(step);
+    double g,h;
+    t = 0;
+    VectorXd Xd=A*(D*step);
+    while (1)
+    {
+        pred = pred - t*Xd;
+        g=wd+t*dd;
+        h=dd;
+        for (int i=0;i<pred.cols();++i)
+            if (pred(i)>0) {
+                g += pred(i)*Xd(i);
+                h += Xd(i)*Xd(i);
+            }
+        if (g*g/h<1e-10)
+            break;
+    }
     return 0;
 }
 
@@ -87,13 +104,16 @@ int RSVMTN::train(DataSet &D, Labels &label){
         }
 
         // Generate support vector matrix sv & gradient
-        objfunc_linear(D,A,1,pred,grad,obj,sv);
+        objfunc_linear(model.weight,A,1,pred,grad,obj,sv);
+
+        // Solve
+        // do line search
+        line_search(model.weight,D,A,step,pred,t);
         model.weight=model.weight+step*t;
         // When dec is small enough
         if (-step.dot(grad) < prec * obj)
             break;
     }
-
     return 0;
 };