diff options
| -rw-r--r-- | model/ranksvm.cpp | 2 | ||||
| -rw-r--r-- | model/ranksvm.h | 2 | ||||
| -rw-r--r-- | model/ranksvmtn.cpp | 29 | ||||
| -rw-r--r-- | tools/fileDataProvider.cpp | 6 | ||||
| -rw-r--r-- | train.cpp | 7 |
5 files changed, 33 insertions, 13 deletions
diff --git a/model/ranksvm.cpp b/model/ranksvm.cpp index 7ee72ac..dd2d9e4 100644 --- a/model/ranksvm.cpp +++ b/model/ranksvm.cpp @@ -8,6 +8,8 @@ using namespace Eigen; using namespace std; +double C=1e-4; // Compensating & scaling + int RSVM::saveModel(const string fname){ std::ofstream fout(fname.c_str()); diff --git a/model/ranksvm.h b/model/ranksvm.h index aa5e1ca..26a3f6d 100644 --- a/model/ranksvm.h +++ b/model/ranksvm.h @@ -37,4 +37,6 @@ public: int setModel(const SVMModel &model); }; +extern double C; + #endif
\ No newline at end of file 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; diff --git a/tools/fileDataProvider.cpp b/tools/fileDataProvider.cpp index e9b7f3d..72330d5 100644 --- a/tools/fileDataProvider.cpp +++ b/tools/fileDataProvider.cpp @@ -58,6 +58,9 @@ void RidFileDP::readEntries() { d.addEntry(e); } pos = 0; + std::vector<DataEntry*> & dat = d.getData(); + while (pos<dat.size() && dat[pos]->rank!=-1 && dat[pos]->qid!="-1") + ++pos; qid = 1; read = true; } @@ -92,10 +95,9 @@ int RidFileDP::getDataSet(DataList &out){ } out.addEntry(e); } - dat[pos]->qid=std::to_string(qid); ++qid; dat[pos]->rank=qid; - while (pos<dat.size() && dat[pos]->rank!=-1) + while (pos<dat.size() && (dat[pos]->rank!=-1 || dat[pos]->qid=="-1")) ++pos; if (pos==d.getSize()) eof = true; @@ -27,6 +27,7 @@ int train(DataProvider &dp) { LOG(INFO)<<"Training started"; dp.getAllDataSet(D); LOG(INFO)<<"Read "<<D.getSize()<<" entries with "<< D.getfSize()<<" features"; + LOG(INFO)<<"C: "<<C; rsvm->train(D); vector<double> L; rsvm->predict(D,L); @@ -111,7 +112,8 @@ int main(int argc, char **argv) { ("debug,d", "show debug messages") ("model,m", po::value<string>(), "set input model file") ("output,o", po::value<string>(), "set output model/prediction file") - ("feature,i", po::value<string>(), "set input feature file"); + ("feature,i", po::value<string>(), "set input feature file") + ("c,c",po::value<double>(),"trades margin size against training error"); // Parsing program options po::store(po::parse_command_line(argc, argv, desc), vm); @@ -130,6 +132,9 @@ int main(int argc, char **argv) { mainFunc mainf; if (vm.count("train")) { + if (vm.count("c")) { + C=vm["c"].as<double>(); + } mainf = &train; } else if (vm.count("validate")||vm.count("predict")) { |