public void Solve(double[] w)
{
int i, m, s;
int l_nrclass = l * nr_class;
int iter = 0;
double[] alpha = new double[l_nrclass];
int[] alpha_index = new int[l_nrclass];
double[] alpha_new = new double[nr_class];
int[] index = new int[l];
double[] QD = new double[l];
int[] d_ind = new int[nr_class];
double[] d_val = new double[nr_class];
int[] y_index = new int[l];
int active_size = l;
byte[] active_size_i = new byte[l];
double eps_shrink = Math.Max(10.0 * eps, 1.0); // stopping tolerance for shrinking
bool start_from_all = true;
// Initial alpha can be set here. Note that
// sum_m alpha[i*nr_class+m] = 0, for all i=1,...,l-1
// alpha[i*nr_class+m] <= C[GETI(i)] if prob->y[i] == m
// alpha[i*nr_class+m] <= 0 if prob->y[i] != m
// If initial alpha isn't zero, uncomment the for loop below to initialize w
Array.Clear(alpha, 0, l_nrclass);
Array.Clear(w, 0, w_size * nr_class);
// Parallel.For(0,l, value => {
// for(int m2 = 0; m2 < nr_class; m2++)
// alpha_index[(value * nr_class) + m2] = m2;
// QD[value] = prob.x.nrm2_sq(value);
// active_size_i[value] = (byte)nr_class;
// y_index[value] = (int)prob.y[value];
// index[value] = value;
// });
for (i = 0; i < l; i++)
{
for (m = 0; m < nr_class; m++)
{
alpha_index[(i * nr_class) + m] = m;
}
QD[i] = prob.x.nrm2_sq(i);
active_size_i[i] = (byte)nr_class;
y_index[i] = (int)prob.y[i];
index[i] = i;
}
Codetimer ct = new Codetimer();
double QDi, stopping, minG, maxG, d;
int yi, inProbY, w_i_idx, nz_d, iNrclass, asi;
while (iter < max_iter)
{
stopping = double.NegativeInfinity;
for (i = 0; i < active_size; i++)
{
//int j = i + (int)(rand.genrand_real1()*remSize) ;
int j = i + rand.Next(active_size - i);
Helper.swap(index, i, j);
}
for (s = 0; s < active_size; s++)
{
i = index[s];
QDi = QD[i];
yi = y_index[i];
inProbY = (int)prob.y[i];
iNrclass = i * nr_class;
asi = active_size_i[i];
if (QDi > 0)
{
for (m = 0; m < asi; m++)
{
G[m] = 1;
}
if (yi < asi)
{
G[yi] = 0;
}
RowArrayPtr <SparseRowValue> rap = prob.x.getRowPtr(i);
for (int j = 0; j < rap.Length; j++)
{
w_i_idx = rap.get(j).index *nr_class;
for (m = 0; m < asi - 1; m += 2)
{
G[m] += w[w_i_idx + alpha_index[iNrclass + m]] * rap.get(j).value;
G[m + 1] += w[w_i_idx + alpha_index[iNrclass + m + 1]] * rap.get(j).value;
}
if (m < asi)
{
G[m] += w[w_i_idx + alpha_index[iNrclass + m]] * rap.get(j).value;
}
}
minG = Double.PositiveInfinity;
maxG = Double.NegativeInfinity;
for (m = 0; m < asi; m++)
{
if (G[m] < minG && alpha[iNrclass + alpha_index[iNrclass + m]] < 0)
{
minG = G[m];
}
if (G[m] > maxG)
{
maxG = G[m];
}
}
if (yi < asi)
{
if (G[yi] < minG && G[yi] < minG && alpha[iNrclass + inProbY] < C[inProbY])
{
minG = G[yi];
}
}
for (m = 0; m < asi; m++)
{
if (be_shrunk(i, m, yi, alpha[iNrclass + alpha_index[iNrclass + m]], minG))
{
asi--;
while (asi > m)
{
if (!be_shrunk(i, asi, yi,
alpha[iNrclass + alpha_index[iNrclass + asi]], minG))
{
Helper.swap(alpha_index, iNrclass + m, iNrclass + asi);
Helper.swap(G, m, asi);
if (yi == asi)
{
yi = y_index[i] = m;
}
else if (yi == m)
{
yi = y_index[i] = asi;
}
break;
}
asi--;
}
}
}
active_size_i[i] = (byte)asi;
if (asi <= 1)
{
active_size--;
Helper.swap(index, s, active_size);
s--;
continue;
}
if (maxG - minG > CONSTANTS.SMALL_ERR)
{
stopping = Math.Max(maxG - minG, stopping);
for (m = 0; m < asi; m++)
{
B[m] = G[m] - QDi * alpha[iNrclass + alpha_index[iNrclass + m]];
}
solve_sub_problem(QDi, yi, C[inProbY], asi, alpha_new);
nz_d = 0;
for (m = 0; m < asi; m++)
{
d = alpha_new[m] - alpha[iNrclass + alpha_index[iNrclass + m]];
alpha[iNrclass + alpha_index[iNrclass + m]] = alpha_new[m];
if (Math.Abs(d) > CONSTANTS.SMALL_ERR)
{
d_ind[nz_d] = alpha_index[iNrclass + m];
d_val[nz_d] = d;
nz_d++;
}
}
rap = prob.x.getRowPtr(i);
for (int j = 0; j < rap.Length; j++)
{
w_i_idx = rap.get(j).index *nr_class;
for (m = 0; m < nz_d; m++)
{
w[w_i_idx + d_ind[m]] += d_val[m] * rap.get(j).value;
}
}
}
}
}
iter++;
_logger.LogInformation("Loop Time {0}ms", ct.getTime());
ct.reset();
if (iter % 10 == 0)
{
Console.Write(".");
//_logger.LogInformation(".");
}
if (stopping < eps_shrink)
{
if (stopping < eps && start_from_all == true)
{
break;
}
else
{
active_size = l;
// for(i = 0; i < l; i++)
// active_size_i[i] = nr_class;
Util.Memset(active_size_i, (byte)nr_class, l);
Console.Write("*");
//_logger.LogInformation("*");
eps_shrink = Math.Max(eps_shrink / 2, eps);
start_from_all = true;
}
}
else
{
start_from_all = false;
}
}
Console.WriteLine();
_logger.LogInformation("optimization finished, #iter = {0}", iter);
if (iter >= max_iter)
{
_logger.LogInformation("WARNING: reaching max number of iterations");
}
// calculate objective value
double v = 0;
int nSV = 0;
for (i = 0; i < w_size * nr_class; i++)
{
v += w[i] * w[i];
}
v = 0.5 * v;
for (i = 0; i < l_nrclass; i++)
{
v += alpha[i];
if (Math.Abs(alpha[i]) > 0)
{
nSV++;
}
}
int nr_class_ctr = 0;
for (i = 0; i < l; i++, nr_class_ctr += nr_class)
{
v -= alpha[nr_class_ctr + (int)prob.y[i]];
}
_logger.LogInformation("Objective value = {0}", v);
_logger.LogInformation("nSV = {0}", nSV);
}
public double predict_values(Model model, RowArrayPtr <SparseRowValue> x, double[] dec_values)
{
int n;
if (model.bias >= 0)
{
n = model.nr_feature + 1;
}
else
{
n = model.nr_feature;
}
double[] w = model.w;
int nr_w;
if (model.nr_class == 2 && model.param.solver_type != SOLVER_TYPE.MCSVM_CS)
{
nr_w = 1;
}
else
{
nr_w = model.nr_class;
}
for (int i = 0; i < nr_w; i++)
{
dec_values[i] = 0;
}
double val;
int idx;
for (int i = 0; i < x.Length; i++)
{
val = x.get(i).value;
idx = x.get(i).index;
// the dimension of testing data may exceed that of training
if (idx <= n)
{
idx *= nr_w;
for (int j = 0; j < nr_w; j++)
{
dec_values[j] += w[idx + j] * val;
}
}
}
if (model.nr_class == 2)
{
if (model.param.check_regression_model())
{
return(dec_values[0]);
}
else
{
return((dec_values[0] > 0) ? model.label[0] : model.label[1]);
}
}
else
{
int dec_max_idx = 0;
for (int i = 1; i < model.nr_class; i++)
{
if (dec_values[i] > dec_values[dec_max_idx])
{
dec_max_idx = i;
}
}
return(model.label[dec_max_idx]);
}
}