protected TrainStateBase(IChannel ch, int numFeatures, LinearModelParameters predictor, OnlineLinearTrainer <TTransformer, TModel> parent)
{
Contracts.CheckValue(ch, nameof(ch));
ch.Check(numFeatures > 0, "Cannot train with zero features!");
ch.AssertValueOrNull(predictor);
ch.AssertValue(parent);
ch.Assert(Iteration == 0);
ch.Assert(Bias == 0);
ParentHost = parent.Host;
ch.Trace("{0} Initializing {1} on {2} features", DateTime.UtcNow, parent.Name, numFeatures);
// We want a dense vector, to prevent memory creation during training
// unless we have a lot of features.
if (predictor != null)
{
((IHaveFeatureWeights)predictor).GetFeatureWeights(ref Weights);
VBufferUtils.Densify(ref Weights);
Bias = predictor.Bias;
}
else if (!string.IsNullOrWhiteSpace(parent.OnlineLinearTrainerOptions.InitialWeights))
{
ch.Info("Initializing weights and bias to " + parent.OnlineLinearTrainerOptions.InitialWeights);
string[] weightStr = parent.OnlineLinearTrainerOptions.InitialWeights.Split(',');
if (weightStr.Length != numFeatures + 1)
{
throw ch.Except(
"Could not initialize weights from 'initialWeights': expecting {0} values to initialize {1} weights and the intercept",
numFeatures + 1, numFeatures);
}
var weightValues = new float[numFeatures];
for (int i = 0; i < numFeatures; i++)
{
weightValues[i] = float.Parse(weightStr[i], CultureInfo.InvariantCulture);
}
Weights = new VBuffer <float>(numFeatures, weightValues);
Bias = float.Parse(weightStr[numFeatures], CultureInfo.InvariantCulture);
}
else if (parent.OnlineLinearTrainerOptions.InitialWeightsDiameter > 0)
{
var weightValues = new float[numFeatures];
for (int i = 0; i < numFeatures; i++)
{
weightValues[i] = parent.OnlineLinearTrainerOptions.InitialWeightsDiameter * (parent.Host.Rand.NextSingle() - (float)0.5);
}
Weights = new VBuffer <float>(numFeatures, weightValues);
Bias = parent.OnlineLinearTrainerOptions.InitialWeightsDiameter * (parent.Host.Rand.NextSingle() - (float)0.5);
}
else if (numFeatures <= 1000)
{
Weights = VBufferUtils.CreateDense <float>(numFeatures);
}
else
{
Weights = VBufferUtils.CreateEmpty <float>(numFeatures);
}
WeightsScale = 1;
}
public Counters(int size)
{
Contracts.Assert(size > 0);
_size = size;
TotalL1Loss = VBufferUtils.CreateDense <Double>(size);
TotalL2Loss = VBufferUtils.CreateDense <Double>(size);
TotalLoss = VBufferUtils.CreateDense <Double>(size);
}
protected virtual void InitCore(IChannel ch, int numFeatures, LinearPredictor predictor)
{
Contracts.Check(numFeatures > 0, "Can't train with zero features!");
Contracts.Check(NumFeatures == 0, "Can't re-use trainer!");
Contracts.Assert(Iteration == 0);
Contracts.Assert(Bias == 0);
ch.Trace("{0} Initializing {1} on {2} features", DateTime.UtcNow, Name, numFeatures);
NumFeatures = numFeatures;
// We want a dense vector, to prevent memory creation during training
// unless we have a lot of features.
// REVIEW: make a setting
if (predictor != null)
{
predictor.GetFeatureWeights(ref Weights);
VBufferUtils.Densify(ref Weights);
Bias = predictor.Bias;
}
else if (!string.IsNullOrWhiteSpace(Args.InitialWeights))
{
ch.Info("Initializing weights and bias to " + Args.InitialWeights);
string[] weightStr = Args.InitialWeights.Split(',');
if (weightStr.Length != NumFeatures + 1)
{
throw Contracts.Except(
"Could not initialize weights from 'initialWeights': expecting {0} values to initialize {1} weights and the intercept",
NumFeatures + 1, NumFeatures);
}
Weights = VBufferUtils.CreateDense <Float>(NumFeatures);
for (int i = 0; i < NumFeatures; i++)
{
Weights.Values[i] = Float.Parse(weightStr[i], CultureInfo.InvariantCulture);
}
Bias = Float.Parse(weightStr[NumFeatures], CultureInfo.InvariantCulture);
}
else if (Args.InitWtsDiameter > 0)
{
Weights = VBufferUtils.CreateDense <Float>(NumFeatures);
for (int i = 0; i < NumFeatures; i++)
{
Weights.Values[i] = Args.InitWtsDiameter * (Host.Rand.NextSingle() - (Float)0.5);
}
Bias = Args.InitWtsDiameter * (Host.Rand.NextSingle() - (Float)0.5);
}
else if (NumFeatures <= 1000)
{
Weights = VBufferUtils.CreateDense <Float>(NumFeatures);
}
else
{
Weights = VBufferUtils.CreateEmpty <Float>(NumFeatures);
}
WeightsScale = 1;
}
private static VBuffer <Float>[] Zeros(int k, int d)
{
var rv = new VBuffer <Float> [k];
for (var i = 0; i < k; ++i)
{
rv[i] = VBufferUtils.CreateDense <Float>(d);
}
return(rv);
}
private OlsLinearRegressionPredictor TrainCore(IChannel ch, FloatLabelCursor.Factory cursorFactory, int featureCount)
{
Host.AssertValue(ch);
ch.AssertValue(cursorFactory);
int m = featureCount + 1;
// Check for memory conditions first.
if ((long)m * (m + 1) / 2 > int.MaxValue)
{
throw ch.Except("Cannot hold covariance matrix in memory with {0} features", m - 1);
}
// Track the number of examples.
long n = 0;
// Since we are accumulating over many values, we use Double even for the single precision build.
var xty = new Double[m];
// The layout of this algorithm is a packed row-major lower triangular matrix.
var xtx = new Double[m * (m + 1) / 2];
// Build X'X (lower triangular) and X'y incrementally (X'X+=X'X_i; X'y+=X'y_i):
using (var cursor = cursorFactory.Create())
{
while (cursor.MoveNext())
{
var yi = cursor.Label;
// Increment first element of X'y
xty[0] += yi;
// Increment first element of lower triangular X'X
xtx[0] += 1;
var values = cursor.Features.GetValues();
if (cursor.Features.IsDense)
{
int ioff = 1;
ch.Assert(values.Length + 1 == m);
// Increment rest of first column of lower triangular X'X
for (int i = 1; i < m; i++)
{
ch.Assert(ioff == i * (i + 1) / 2);
var val = values[i - 1];
// Add the implicit first bias term to X'X
xtx[ioff++] += val;
// Add the remainder of X'X
for (int j = 0; j < i; j++)
{
xtx[ioff++] += val * values[j];
}
// X'y
xty[i] += val * yi;
}
ch.Assert(ioff == xtx.Length);
}
else
{
var fIndices = cursor.Features.GetIndices();
for (int ii = 0; ii < values.Length; ++ii)
{
int i = fIndices[ii] + 1;
int ioff = i * (i + 1) / 2;
var val = values[ii];
// Add the implicit first bias term to X'X
xtx[ioff++] += val;
// Add the remainder of X'X
for (int jj = 0; jj <= ii; jj++)
{
xtx[ioff + fIndices[jj]] += val * values[jj];
}
// X'y
xty[i] += val * yi;
}
}
n++;
}
ch.Check(n > 0, "No training examples in dataset.");
if (cursor.BadFeaturesRowCount > 0)
{
ch.Warning("Skipped {0} instances with missing features/label during training", cursor.SkippedRowCount);
}
if (_l2Weight > 0)
{
// Skip the bias term for regularization, in the ridge regression case.
// So start at [1,1] instead of [0,0].
// REVIEW: There are two ways to view this, firstly, it is more
// user friendly ot make this scaling factor behave similarly regardless
// of data size, so that if you have the same parameters, you get the same
// model if you feed in your data than if you duplicate your data 10 times.
// This is what I have now. The alternate point of view is to view this
// L2 regularization parameter as providing some sort of prior, in which
// case duplication 10 times should in fact be treated differently! (That
// is, we should not multiply by n below.) Both interpretations seem
// correct, in their way.
Double squared = _l2Weight * _l2Weight * n;
int ioff = 0;
for (int i = 1; i < m; ++i)
{
xtx[ioff += i + 1] += squared;
}
ch.Assert(ioff == xtx.Length - 1);
}
}
if (!(_l2Weight > 0) && n < m)
{
throw ch.Except("Ordinary least squares requires more examples than parameters. There are {0} parameters, but {1} examples. To enable training, use a positive L2 weight so this behaves as ridge regression.", m, n);
}
Double yMean = n == 0 ? 0 : xty[0] / n;
ch.Info("Trainer solving for {0} parameters across {1} examples", m, n);
// Cholesky Decomposition of X'X into LL'
try
{
Mkl.Pptrf(Mkl.Layout.RowMajor, Mkl.UpLo.Lo, m, xtx);
}
catch (DllNotFoundException)
{
// REVIEW: Is there no better way?
throw ch.ExceptNotSupp("The MKL library (libMklImports) or one of its dependencies is missing.");
}
// Solve for beta in (LL')beta = X'y:
Mkl.Pptrs(Mkl.Layout.RowMajor, Mkl.UpLo.Lo, m, 1, xtx, xty, 1);
// Note that the solver overwrote xty so it contains the solution. To be more clear,
// we effectively change its name (through reassignment) so we don't get confused that
// this is somehow xty in the remaining calculation.
var beta = xty;
xty = null;
// Check that the solution is valid.
for (int i = 0; i < beta.Length; ++i)
{
ch.Check(FloatUtils.IsFinite(beta[i]), "Non-finite values detected in OLS solution");
}
var weights = VBufferUtils.CreateDense <float>(beta.Length - 1);
for (int i = 1; i < beta.Length; ++i)
{
weights.Values[i - 1] = (float)beta[i];
}
var bias = (float)beta[0];
if (!(_l2Weight > 0) && m == n)
{
// We would expect the solution to the problem to be exact in this case.
ch.Info("Number of examples equals number of parameters, solution is exact but no statistics can be derived");
return(new OlsLinearRegressionPredictor(Host, in weights, bias, null, null, null, 1, float.NaN));
}
Double rss = 0; // residual sum of squares
Double tss = 0; // total sum of squares
using (var cursor = cursorFactory.Create())
{
var lrPredictor = new LinearRegressionPredictor(Host, in weights, bias);
var lrMap = lrPredictor.GetMapper <VBuffer <float>, float>();
float yh = default;
while (cursor.MoveNext())
{
var features = cursor.Features;
lrMap(in features, ref yh);
var e = cursor.Label - yh;
rss += e * e;
var ydm = cursor.Label - yMean;
tss += ydm * ydm;
}
}
var rSquared = ProbClamp(1 - (rss / tss));
// R^2 adjusted differs from the normal formula on account of the bias term, by Said's reckoning.
double rSquaredAdjusted;
if (n > m)
{
rSquaredAdjusted = ProbClamp(1 - (1 - rSquared) * (n - 1) / (n - m));
ch.Info("Coefficient of determination R2 = {0:g}, or {1:g} (adjusted)",
rSquared, rSquaredAdjusted);
}
else
{
rSquaredAdjusted = Double.NaN;
}
// The per parameter significance is compute intensive and may not be required for all practitioners.
// Also we can't estimate it, unless we can estimate the variance, which requires more examples than
// parameters.
if (!_perParameterSignificance || m >= n)
{
return(new OlsLinearRegressionPredictor(Host, in weights, bias, null, null, null, rSquared, rSquaredAdjusted));
}
ch.Assert(!Double.IsNaN(rSquaredAdjusted));
var standardErrors = new Double[m];
var tValues = new Double[m];
var pValues = new Double[m];
// Invert X'X:
Mkl.Pptri(Mkl.Layout.RowMajor, Mkl.UpLo.Lo, m, xtx);
var s2 = rss / (n - m); // estimate of variance of y
for (int i = 0; i < m; i++)
{
// Initialize with inverse Hessian.
standardErrors[i] = (Single)xtx[i * (i + 1) / 2 + i];
}
if (_l2Weight > 0)
{
// Iterate through all entries of inverse Hessian to make adjustment to variance.
int ioffset = 1;
float reg = _l2Weight * _l2Weight * n;
for (int iRow = 1; iRow < m; iRow++)
{
for (int iCol = 0; iCol <= iRow; iCol++)
{
var entry = (Single)xtx[ioffset];
var adjustment = -reg * entry * entry;
standardErrors[iRow] -= adjustment;
if (0 < iCol && iCol < iRow)
{
standardErrors[iCol] -= adjustment;
}
ioffset++;
}
}
Contracts.Assert(ioffset == xtx.Length);
}
for (int i = 0; i < m; i++)
{
// sqrt of diagonal entries of s2 * inverse(X'X + reg * I) * X'X * inverse(X'X + reg * I).
standardErrors[i] = Math.Sqrt(s2 * standardErrors[i]);
ch.Check(FloatUtils.IsFinite(standardErrors[i]), "Non-finite standard error detected from OLS solution");
tValues[i] = beta[i] / standardErrors[i];
pValues[i] = (float)MathUtils.TStatisticToPValue(tValues[i], n - m);
ch.Check(0 <= pValues[i] && pValues[i] <= 1, "p-Value calculated outside expected [0,1] range");
}
return(new OlsLinearRegressionPredictor(Host, in weights, bias, standardErrors, tValues, pValues, rSquared, rSquaredAdjusted));
}
private TPredictor TrainCore(IChannel ch, RoleMappedData data, LinearModelParameters predictor, int weightSetCount)
{
int numFeatures = data.Schema.Feature.Value.Type.GetVectorSize();
var cursorFactory = new FloatLabelCursor.Factory(data, CursOpt.Label | CursOpt.Features);
int numThreads = 1;
ch.CheckUserArg(numThreads > 0, nameof(_options.NumberOfThreads),
"The number of threads must be either null or a positive integer.");
var positiveInstanceWeight = _options.PositiveInstanceWeight;
VBuffer <float> weights = default;
float bias = 0.0f;
if (predictor != null)
{
predictor.GetFeatureWeights(ref weights);
VBufferUtils.Densify(ref weights);
bias = predictor.Bias;
}
else
{
weights = VBufferUtils.CreateDense <float>(numFeatures);
}
var weightsEditor = VBufferEditor.CreateFromBuffer(ref weights);
// Reference: Parasail. SymSGD.
bool tuneLR = _options.LearningRate == null;
var lr = _options.LearningRate ?? 1.0f;
bool tuneNumLocIter = (_options.UpdateFrequency == null);
var numLocIter = _options.UpdateFrequency ?? 1;
var l2Const = _options.L2Regularization;
var piw = _options.PositiveInstanceWeight;
// This is state of the learner that is shared with the native code.
State state = new State();
GCHandle stateGCHandle = default;
try
{
stateGCHandle = GCHandle.Alloc(state, GCHandleType.Pinned);
state.TotalInstancesProcessed = 0;
using (InputDataManager inputDataManager = new InputDataManager(this, cursorFactory, ch))
{
bool shouldInitialize = true;
using (var pch = Host.StartProgressChannel("Preprocessing"))
inputDataManager.LoadAsMuchAsPossible();
int iter = 0;
if (inputDataManager.IsFullyLoaded)
{
ch.Info("Data fully loaded into memory.");
}
using (var pch = Host.StartProgressChannel("Training"))
{
if (inputDataManager.IsFullyLoaded)
{
pch.SetHeader(new ProgressHeader(new[] { "iterations" }),
entry => entry.SetProgress(0, state.PassIteration, _options.NumberOfIterations));
// If fully loaded, call the SymSGDNative and do not come back until learned for all iterations.
Native.LearnAll(inputDataManager, tuneLR, ref lr, l2Const, piw, weightsEditor.Values, ref bias, numFeatures,
_options.NumberOfIterations, numThreads, tuneNumLocIter, ref numLocIter, _options.Tolerance, _options.Shuffle, shouldInitialize,
stateGCHandle, ch.Info);
shouldInitialize = false;
}
else
{
pch.SetHeader(new ProgressHeader(new[] { "iterations" }),
entry => entry.SetProgress(0, iter, _options.NumberOfIterations));
// Since we loaded data in batch sizes, multiple passes over the loaded data is feasible.
int numPassesForABatch = inputDataManager.Count / 10000;
while (iter < _options.NumberOfIterations)
{
// We want to train on the final passes thoroughly (without learning on the same batch multiple times)
// This is for fine tuning the AUC. Experimentally, we found that 1 or 2 passes is enough
int numFinalPassesToTrainThoroughly = 2;
// We also do not want to learn for more passes than what the user asked
int numPassesForThisBatch = Math.Min(numPassesForABatch, _options.NumberOfIterations - iter - numFinalPassesToTrainThoroughly);
// If all of this leaves us with 0 passes, then set numPassesForThisBatch to 1
numPassesForThisBatch = Math.Max(1, numPassesForThisBatch);
state.PassIteration = iter;
Native.LearnAll(inputDataManager, tuneLR, ref lr, l2Const, piw, weightsEditor.Values, ref bias, numFeatures,
numPassesForThisBatch, numThreads, tuneNumLocIter, ref numLocIter, _options.Tolerance, _options.Shuffle, shouldInitialize,
stateGCHandle, ch.Info);
shouldInitialize = false;
// Check if we are done with going through the data
if (inputDataManager.FinishedTheLoad)
{
iter += numPassesForThisBatch;
// Check if more passes are left
if (iter < _options.NumberOfIterations)
{
inputDataManager.RestartLoading(_options.Shuffle, Host);
}
}
// If more passes are left, load as much as possible
if (iter < _options.NumberOfIterations)
{
inputDataManager.LoadAsMuchAsPossible();
}
}
}
// Maps back the dense features that are mislocated
if (numThreads > 1)
{
Native.MapBackWeightVector(weightsEditor.Values, stateGCHandle);
}
Native.DeallocateSequentially(stateGCHandle);
}
}
}
finally
{
if (stateGCHandle.IsAllocated)
{
stateGCHandle.Free();
}
}
return(CreatePredictor(weights, bias));
}
private PcaPredictor TrainCore(IChannel ch, RoleMappedData data, int dimension)
{
Host.AssertValue(ch);
ch.AssertValue(data);
if (_rank > dimension)
{
throw ch.Except("Rank ({0}) cannot be larger than the original dimension ({1})", _rank, dimension);
}
int oversampledRank = Math.Min(_rank + _oversampling, dimension);
//exact: (size of the 2 big matrices + other minor allocations) / (2^30)
Double memoryUsageEstimate = 2.0 * dimension * oversampledRank * sizeof(Float) / 1e9;
if (memoryUsageEstimate > 2)
{
ch.Info("Estimate memory usage: {0:G2} GB. If running out of memory, reduce rank and oversampling factor.", memoryUsageEstimate);
}
var y = Zeros(oversampledRank, dimension);
var mean = _center ? VBufferUtils.CreateDense <Float>(dimension) : VBufferUtils.CreateEmpty <Float>(dimension);
var omega = GaussianMatrix(oversampledRank, dimension, _seed);
var cursorFactory = new FeatureFloatVectorCursor.Factory(data, CursOpt.Features | CursOpt.Weight);
long numBad;
Project(Host, cursorFactory, ref mean, omega, y, out numBad);
if (numBad > 0)
{
ch.Warning("Skipped {0} instances with missing features/weights during training", numBad);
}
//Orthonormalize Y in-place using stabilized Gram Schmidt algorithm.
//Ref: https://en.wikipedia.org/wiki/Gram-Schmidt#Algorithm
for (var i = 0; i < oversampledRank; ++i)
{
var v = y[i];
VectorUtils.ScaleBy(ref v, 1 / VectorUtils.Norm(y[i]));
// Make the next vectors in the queue orthogonal to the orthonormalized vectors.
for (var j = i + 1; j < oversampledRank; ++j) //subtract the projection of y[j] on v.
{
VectorUtils.AddMult(ref v, -VectorUtils.DotProduct(ref v, ref y[j]), ref y[j]);
}
}
var q = y; // q in QR decomposition.
var b = omega; // reuse the memory allocated by Omega.
Project(Host, cursorFactory, ref mean, q, b, out numBad);
//Compute B2 = B' * B
var b2 = new Float[oversampledRank * oversampledRank];
for (var i = 0; i < oversampledRank; ++i)
{
for (var j = i; j < oversampledRank; ++j)
{
b2[i * oversampledRank + j] = b2[j * oversampledRank + i] = VectorUtils.DotProduct(ref b[i], ref b[j]);
}
}
Float[] smallEigenvalues;// eigenvectors and eigenvalues of the small matrix B2.
Float[] smallEigenvectors;
EigenUtils.EigenDecomposition(b2, out smallEigenvalues, out smallEigenvectors);
PostProcess(b, smallEigenvalues, smallEigenvectors, dimension, oversampledRank);
return(new PcaPredictor(Host, _rank, b, ref mean));
}
/// <summary>
/// Initialize weights by running SGD up to specified tolerance.
/// </summary>
protected virtual VBuffer <float> InitializeWeightsSgd(IChannel ch, FloatLabelCursor.Factory cursorFactory)
{
if (!Quiet)
{
ch.Info("Running SGD initialization with tolerance {0}", SgdInitializationTolerance);
}
int numExamples = 0;
var oldWeights = VBufferUtils.CreateEmpty <float>(BiasCount + WeightCount);
DTerminate terminateSgd =
(in VBuffer <float> x) =>
{
if (++numExamples % 1000 != 0)
{
return(false);
}
VectorUtils.AddMult(in x, -1, ref oldWeights);
float normDiff = VectorUtils.Norm(oldWeights);
x.CopyTo(ref oldWeights);
// #if OLD_TRACING // REVIEW: How should this be ported?
if (!Quiet)
{
Console.Write(".");
if (numExamples % 50000 == 0)
{
Console.WriteLine("\t{0}\t{1}", numExamples, normDiff);
}
}
// #endif
return(normDiff < SgdInitializationTolerance);
};
VBuffer <float> result = default(VBuffer <float>);
FloatLabelCursor cursor = null;
try
{
float[] scratch = null;
SgdOptimizer.DStochasticGradient lossSgd =
(in VBuffer <float> x, ref VBuffer <float> grad) =>
{
// Zero out the gradient by sparsifying.
grad = new VBuffer <float>(grad.Length, 0, grad.Values, grad.Indices);
EnsureBiases(ref grad);
if (cursor == null || !cursor.MoveNext())
{
if (cursor != null)
{
cursor.Dispose();
}
cursor = cursorFactory.Create();
if (!cursor.MoveNext())
{
return;
}
}
AccumulateOneGradient(in cursor.Features, cursor.Label, cursor.Weight, in x, ref grad, ref scratch);
};
VBuffer <float> sgdWeights;
if (DenseOptimizer)
{
sgdWeights = VBufferUtils.CreateDense <float>(BiasCount + WeightCount);
}
else
{
sgdWeights = VBufferUtils.CreateEmpty <float>(BiasCount + WeightCount);
}
SgdOptimizer sgdo = new SgdOptimizer(terminateSgd);
sgdo.Minimize(lossSgd, ref sgdWeights, ref result);
// #if OLD_TRACING // REVIEW: How should this be ported?
if (!Quiet)
{
Console.WriteLine();
}
// #endif
ch.Info("SGD initialization done in {0} rounds", numExamples);
}
finally
{
if (cursor != null)
{
cursor.Dispose();
}
}
return(result);
}
/// <summary>
/// Convenience function to construct a working vector of length <c>Dim</c>.
/// </summary>
/// <returns></returns>
protected VBuffer <Float> CreateWorkingVector()
{
// Owing to the way the operations are structured, if the "x", "newX", and "dir" vectors
// start out (or somehow naturally become) dense, they will remain dense.
return(_keepDense ? VBufferUtils.CreateDense <Float>(Dim) : VBufferUtils.CreateEmpty <Float>(Dim));
}
public override Delegate[] CreateGetters(IRow input, Func <int, bool> activeCols, out Action disposer)
{
Host.Assert(LabelIndex >= 0);
Host.Assert(ScoreIndex >= 0);
disposer = null;
long cachedPosition = -1;
Float label = 0;
var score = default(VBuffer <Float>);
var l1 = VBufferUtils.CreateDense <Double>(_scoreSize);
ValueGetter <Float> nanGetter = (ref Float value) => value = Single.NaN;
var labelGetter = activeCols(L1Col) || activeCols(L2Col) ? RowCursorUtils.GetLabelGetter(input, LabelIndex) : nanGetter;
ValueGetter <VBuffer <Float> > scoreGetter;
if (activeCols(L1Col) || activeCols(L2Col))
{
scoreGetter = input.GetGetter <VBuffer <Float> >(ScoreIndex);
}
else
{
scoreGetter = (ref VBuffer <Float> dst) => dst = default(VBuffer <Float>);
}
Action updateCacheIfNeeded =
() =>
{
if (cachedPosition != input.Position)
{
labelGetter(ref label);
scoreGetter(ref score);
var lab = (Double)label;
foreach (var s in score.Items(all: true))
{
l1.Values[s.Key] = Math.Abs(lab - s.Value);
}
cachedPosition = input.Position;
}
};
var getters = new Delegate[2];
if (activeCols(L1Col))
{
ValueGetter <VBuffer <Double> > l1Fn =
(ref VBuffer <Double> dst) =>
{
updateCacheIfNeeded();
l1.CopyTo(ref dst);
};
getters[L1Col] = l1Fn;
}
if (activeCols(L2Col))
{
VBufferUtils.PairManipulator <Double, Double> sqr =
(int slot, Double x, ref Double y) => y = x * x;
ValueGetter <VBuffer <Double> > l2Fn =
(ref VBuffer <Double> dst) =>
{
updateCacheIfNeeded();
dst = new VBuffer <Double>(_scoreSize, 0, dst.Values, dst.Indices);
VBufferUtils.ApplyWith(ref l1, ref dst, sqr);
};
getters[L2Col] = l2Fn;
}
return(getters);
}
protected override VBuffer <Double> Zero()
{
return(VBufferUtils.CreateDense <Double>(_size));
}