//=========================================================================== /*! * * * \brief Efficient special case if the kernel is gaussian and the inputs are sparse vectors * * * \par * * * * \author T. Glasmachers * \date 2007-2012 * * * \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_GAUSSIANKERNELMATRIX_H #define SHARK_LINALG_GAUSSIANKERNELMATRIX_H #include #include #include #include namespace shark { ///\brief Efficient special case if the kernel is Gaussian and the inputs are sparse vectors template class GaussianKernelMatrix { public: typedef CacheType QpFloatType; typedef T InputType; /// Constructor /// \param gamma bandwidth parameter of Gaussian kernel /// \param data data evaluated by the kernel function GaussianKernelMatrix( double gamma, Data const& data ) : m_squaredNorms(data.numberOfElements()) , m_gamma(gamma) , m_accessCounter( 0 ) { std::size_t elements = data.numberOfElements(); x.resize(elements); PointerType iter=data.elements().begin(); for(std::size_t i = 0; i != elements; ++i,++iter){ x[i]=iter; m_squaredNorms(i) =inner_prod(*x[i],*x[i]);//precompute the norms } } /// 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 { ++m_accessCounter; double distance = m_squaredNorms(i)-2*inner_prod(*x[i], *x[j])+m_squaredNorms(j); return (QpFloatType)std::exp(- m_gamma * distance); } /// \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 { typename ConstProxyReference::type xi = *x[i]; m_accessCounter +=end-start; SHARK_PARALLEL_FOR(int j = start; j < (int) end; j++) { double distance = m_squaredNorms(i)-2*inner_prod(xi, *x[j])+m_squaredNorms(j); storage[j-start] = std::exp(- m_gamma * distance); } } /// \brief Computes the kernel-matrix template void matrix( blas::matrix_expression & storage ) const{ for(std::size_t i = 0; i != size(); ++i){ row(i,0,size(),&storage()(i,0)); } } /// swap two variables void flipColumnsAndRows(std::size_t i, std::size_t j){ using std::swap; swap(x[i],x[j]); swap(m_squaredNorms[i],m_squaredNorms[j]); } /// return the size of the quadratic matrix std::size_t size() const { return x.size(); } /// query the kernel access counter unsigned long long getAccessCount() const { return m_accessCounter; } /// reset the kernel access counter void resetAccessCount() { m_accessCounter = 0; } protected: //~ typedef blas::sparse_vector_adaptor PointerType; typedef typename Data::const_element_range::iterator PointerType; /// Array of data pointers for kernel evaluations std::vector x; RealVector m_squaredNorms; double m_gamma; /// counter for the kernel accesses mutable unsigned long long m_accessCounter; }; } #endif