//=========================================================================== /*! * * * \brief Kernel Gram matrix with modified diagonal * * * \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_REGULARIZEDKERNELMATRIX_H #define SHARK_LINALG_REGULARIZEDKERNELMATRIX_H #include #include #include #include namespace shark { /// /// \brief Kernel Gram matrix with modified diagonal /// /// \par /// Regularized version of KernelMatrix. The regularization /// is achieved by adding a vector to the matrix diagonal. /// In particular, this is useful for support vector machines /// with 2-norm penalty term. /// template class RegularizedKernelMatrix { private: typedef KernelMatrix Matrix; public: typedef typename Matrix::QpFloatType QpFloatType; /// Constructor /// \param kernelfunction kernel function /// \param data data to evaluate the kernel function /// \param diagModification vector d of diagonal modifiers RegularizedKernelMatrix( AbstractKernelFunction const& kernelfunction, Data const& data, const RealVector& diagModification ):m_matrix(kernelfunction,data), m_diagMod(diagModification){ SIZE_CHECK(size() == diagModification.size()); } /// 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 { QpFloatType ret = m_matrix(i,j); if (i == j) ret += (QpFloatType)m_diagMod(i); return ret; } /// \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 k, std::size_t start,std::size_t end, QpFloatType* storage) const{ m_matrix.row(k,start,end,storage); //apply regularization if(k >= start && k < end){ storage[k-start] += (QpFloatType)m_diagMod(k); } } /// \brief Computes the kernel-matrix template void matrix( blas::matrix_expression & storage ) const{ m_matrix.matrix(storage); for(std::size_t k = 0; k != size(); ++k){ storage()(k,k) += (QpFloatType)m_diagMod(k); } } /// swap two variables void flipColumnsAndRows(std::size_t i, std::size_t j){ m_matrix.flipColumnsAndRows(i,j); std::swap(m_diagMod(i),m_diagMod(j)); } /// return the size of the quadratic matrix std::size_t size() const { return m_matrix.size(); } /// query the kernel access counter unsigned long long getAccessCount() const { return m_matrix.getAccessCount(); } /// reset the kernel access counter void resetAccessCount() { m_matrix.resetAccessCount(); } protected: Matrix m_matrix; RealVector m_diagMod; }; } #endif