//===========================================================================
/*!
*
*
* \brief Kernel matrix for SVM ranking.
*
*
* \par
*
*
*
* \author T. Glasmachers
* \date 2016
*
*
* \par Copyright 1995-2017 Shark Development Team
*
*
* This file is part of Shark.
*
*
* Shark is free software: you can redistribute it and/or modify
* it under the terms of the GNU Lesser General Public License as published
* by the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Shark 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 Lesser General Public License for more details.
*
* You should have received a copy of the GNU Lesser General Public License
* along with Shark. If not, see .
*
*/
//===========================================================================
#ifndef SHARK_LINALG_DIFFERENCEKERNELMATRIX_H
#define SHARK_LINALG_DIFFERENCEKERNELMATRIX_H
#include
#include
#include
#include
#include
#include
namespace shark {
///
/// \brief SVM ranking matrix
///
/// \par
/// The DifferenceKernelMatrix class is kernel matrix with entries of
/// the form \f$ K_{i,j} = k(g_i, g_j) - k(g_i, s_j) - k(s_i, g_j) + k(s_i, s_j) \f$
/// where for data consisting of pairs of point \f$ (g_i, s_i) \f$.
/// This matrix form is needed in SVM ranking problems.
///
template
class DifferenceKernelMatrix
{
public:
typedef CacheType QpFloatType;
/// Constructor.
DifferenceKernelMatrix(
AbstractKernelFunction const& kernel,
Data const& dataset,
std::vector> const& pairs)
: m_kernel(kernel)
, m_dataset(dataset)
, m_indices(pairs.size())
{
DataView< Data const > view(dataset);
for (std::size_t i=0; i const& p = pairs[i];
m_indices[i] = std::make_tuple(
view.batch(p.first), view.positionInBatch(p.first),
view.batch(p.second), view.positionInBatch(p.second));
}
}
/// return a single matrix entry
QpFloatType operator () (std::size_t i, std::size_t j) const
{ return entry(i, j); }
/// return a single matrix entry
QpFloatType entry(std::size_t i, std::size_t j) const
{
std::tuple const& pi = m_indices[i];
std::tuple const& pj = m_indices[j];
std::size_t batch_si = std::get<0>(pi);
std::size_t index_si = std::get<1>(pi);
std::size_t batch_gi = std::get<2>(pi);
std::size_t index_gi = std::get<3>(pi);
std::size_t batch_sj = std::get<0>(pj);
std::size_t index_sj = std::get<1>(pj);
std::size_t batch_gj = std::get<2>(pj);
std::size_t index_gj = std::get<3>(pj);
typedef typename Data::const_element_reference reference;
reference si = getBatchElement(m_dataset.batch(batch_si), index_si);
reference gi = getBatchElement(m_dataset.batch(batch_gi), index_gi);
reference sj = getBatchElement(m_dataset.batch(batch_sj), index_sj);
reference gj = getBatchElement(m_dataset.batch(batch_gj), index_gj);
double k_gi_gj = m_kernel(gi, gj);
double k_gi_sj = m_kernel(gi, sj);
double k_si_gj = m_kernel(si, gj);
double k_si_sj = m_kernel(si, sj);
return (k_gi_gj - k_gi_sj - k_si_gj + k_si_sj);
}
/// \brief Computes the i-th row of the kernel matrix.
///
/// The entries start,...,end of the i-th row are computed and stored in storage.
/// There must be enough room for this operation preallocated.
void row(std::size_t i, std::size_t start, std::size_t end, QpFloatType* storage) const {
for (std::size_t j = start; j < end; j++) storage[j-start] = entry(i, j);
}
/// \brief Computes the kernel-matrix
template
void matrix(blas::matrix_expression& storage) const {
for (std::size_t i = 0; i != size(); ++i) {
for (std::size_t j = 0; j != size(); ++j) {
storage()(i, j) = entry(i, j);
}
}
}
/// swap two variables
void flipColumnsAndRows(std::size_t i, std::size_t j)
{
using namespace std;
swap(m_indices[i], m_indices[j]);
}
/// return the size of the quadratic matrix
std::size_t size() const
{ return m_indices.size(); }
protected:
/// underlying kernel function
AbstractKernelFunction const& m_kernel;
/// underlying set of points
Data const& m_dataset;
/// pairs of points defining the matrix components
std::vector> m_indices;
};
}
#endif