liblinear-ruby 0.0.1

data/liblinear-1.93/tron.cpp

@@ -0,0 +1,235 @@
+#include <math.h>
+#include <stdio.h>
+#include <string.h>
+#include <stdarg.h>
+#include "tron.h"
+
+#ifndef min
+template <class T> static inline T min(T x,T y) { return (x<y)?x:y; }
+#endif
+
+#ifndef max
+template <class T> static inline T max(T x,T y) { return (x>y)?x:y; }
+#endif
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+extern double dnrm2_(int *, double *, int *);
+extern double ddot_(int *, double *, int *, double *, int *);
+extern int daxpy_(int *, double *, double *, int *, double *, int *);
+extern int dscal_(int *, double *, double *, int *);
+
+#ifdef __cplusplus
+}
+#endif
+
+static void default_print(const char *buf)
+{
+	fputs(buf,stdout);
+	fflush(stdout);
+}
+
+void TRON::info(const char *fmt,...)
+{
+	char buf[BUFSIZ];
+	va_list ap;
+	va_start(ap,fmt);
+	vsprintf(buf,fmt,ap);
+	va_end(ap);
+	(*tron_print_string)(buf);
+}
+
+TRON::TRON(const function *fun_obj, double eps, int max_iter)
+{
+	this->fun_obj=const_cast<function *>(fun_obj);
+	this->eps=eps;
+	this->max_iter=max_iter;
+	tron_print_string = default_print;
+}
+
+TRON::~TRON()
+{
+}
+
+void TRON::tron(double *w)
+{
+	// Parameters for updating the iterates.
+	double eta0 = 1e-4, eta1 = 0.25, eta2 = 0.75;
+
+	// Parameters for updating the trust region size delta.
+	double sigma1 = 0.25, sigma2 = 0.5, sigma3 = 4;
+
+	int n = fun_obj->get_nr_variable();
+	int i, cg_iter;
+	double delta, snorm, one=1.0;
+	double alpha, f, fnew, prered, actred, gs;
+	int search = 1, iter = 1, inc = 1;
+	double *s = new double[n];
+	double *r = new double[n];
+	double *w_new = new double[n];
+	double *g = new double[n];
+
+	for (i=0; i<n; i++)
+		w[i] = 0;
+
+        f = fun_obj->fun(w);
+	fun_obj->grad(w, g);
+	delta = dnrm2_(&n, g, &inc);
+	double gnorm1 = delta;
+	double gnorm = gnorm1;
+
+	if (gnorm <= eps*gnorm1)
+		search = 0;
+
+	iter = 1;
+
+	while (iter <= max_iter && search)
+	{
+		cg_iter = trcg(delta, g, s, r);
+
+		memcpy(w_new, w, sizeof(double)*n);
+		daxpy_(&n, &one, s, &inc, w_new, &inc);
+
+		gs = ddot_(&n, g, &inc, s, &inc);
+		prered = -0.5*(gs-ddot_(&n, s, &inc, r, &inc));
+                fnew = fun_obj->fun(w_new);
+
+		// Compute the actual reduction.
+	        actred = f - fnew;
+
+		// On the first iteration, adjust the initial step bound.
+		snorm = dnrm2_(&n, s, &inc);
+		if (iter == 1)
+			delta = min(delta, snorm);
+
+		// Compute prediction alpha*snorm of the step.
+		if (fnew - f - gs <= 0)
+			alpha = sigma3;
+		else
+			alpha = max(sigma1, -0.5*(gs/(fnew - f - gs)));
+
+		// Update the trust region bound according to the ratio of actual to predicted reduction.
+		if (actred < eta0*prered)
+			delta = min(max(alpha, sigma1)*snorm, sigma2*delta);
+		else if (actred < eta1*prered)
+			delta = max(sigma1*delta, min(alpha*snorm, sigma2*delta));
+		else if (actred < eta2*prered)
+			delta = max(sigma1*delta, min(alpha*snorm, sigma3*delta));
+		else
+			delta = max(delta, min(alpha*snorm, sigma3*delta));
+
+		info("iter %2d act %5.3e pre %5.3e delta %5.3e f %5.3e |g| %5.3e CG %3d\n", iter, actred, prered, delta, f, gnorm, cg_iter);
+
+		if (actred > eta0*prered)
+		{
+			iter++;
+			memcpy(w, w_new, sizeof(double)*n);
+			f = fnew;
+		        fun_obj->grad(w, g);
+
+			gnorm = dnrm2_(&n, g, &inc);
+			if (gnorm <= eps*gnorm1)
+				break;
+		}
+		if (f < -1.0e+32)
+		{
+			info("WARNING: f < -1.0e+32\n");
+			break;
+		}
+		if (fabs(actred) <= 0 && prered <= 0)
+		{
+			info("WARNING: actred and prered <= 0\n");
+			break;
+		}
+		if (fabs(actred) <= 1.0e-12*fabs(f) &&
+		    fabs(prered) <= 1.0e-12*fabs(f))
+		{
+			info("WARNING: actred and prered too small\n");
+			break;
+		}
+	}
+
+	delete[] g;
+	delete[] r;
+	delete[] w_new;
+	delete[] s;
+}
+
+int TRON::trcg(double delta, double *g, double *s, double *r)
+{
+	int i, inc = 1;
+	int n = fun_obj->get_nr_variable();
+	double one = 1;
+	double *d = new double[n];
+	double *Hd = new double[n];
+	double rTr, rnewTrnew, alpha, beta, cgtol;
+
+	for (i=0; i<n; i++)
+	{
+		s[i] = 0;
+		r[i] = -g[i];
+		d[i] = r[i];
+	}
+	cgtol = 0.1*dnrm2_(&n, g, &inc);
+
+	int cg_iter = 0;
+	rTr = ddot_(&n, r, &inc, r, &inc);
+	while (1)
+	{
+		if (dnrm2_(&n, r, &inc) <= cgtol)
+			break;
+		cg_iter++;
+		fun_obj->Hv(d, Hd);
+
+		alpha = rTr/ddot_(&n, d, &inc, Hd, &inc);
+		daxpy_(&n, &alpha, d, &inc, s, &inc);
+		if (dnrm2_(&n, s, &inc) > delta)
+		{
+			info("cg reaches trust region boundary\n");
+			alpha = -alpha;
+			daxpy_(&n, &alpha, d, &inc, s, &inc);
+
+			double std = ddot_(&n, s, &inc, d, &inc);
+			double sts = ddot_(&n, s, &inc, s, &inc);
+			double dtd = ddot_(&n, d, &inc, d, &inc);
+			double dsq = delta*delta;
+			double rad = sqrt(std*std + dtd*(dsq-sts));
+			if (std >= 0)
+				alpha = (dsq - sts)/(std + rad);
+			else
+				alpha = (rad - std)/dtd;
+			daxpy_(&n, &alpha, d, &inc, s, &inc);
+			alpha = -alpha;
+			daxpy_(&n, &alpha, Hd, &inc, r, &inc);
+			break;
+		}
+		alpha = -alpha;
+		daxpy_(&n, &alpha, Hd, &inc, r, &inc);
+		rnewTrnew = ddot_(&n, r, &inc, r, &inc);
+		beta = rnewTrnew/rTr;
+		dscal_(&n, &beta, d, &inc);
+		daxpy_(&n, &one, r, &inc, d, &inc);
+		rTr = rnewTrnew;
+	}
+
+	delete[] d;
+	delete[] Hd;
+
+	return(cg_iter);
+}
+
+double TRON::norm_inf(int n, double *x)
+{
+	double dmax = fabs(x[0]);
+	for (int i=1; i<n; i++)
+		if (fabs(x[i]) >= dmax)
+			dmax = fabs(x[i]);
+	return(dmax);
+}
+
+void TRON::set_print_string(void (*print_string) (const char *buf))
+{
+	tron_print_string = print_string;
+}

data/liblinear-1.93/tron.h

@@ -0,0 +1,34 @@
+#ifndef _TRON_H
+#define _TRON_H
+
+class function
+{
+public:
+	virtual double fun(double *w) = 0 ;
+	virtual void grad(double *w, double *g) = 0 ;
+	virtual void Hv(double *s, double *Hs) = 0 ;
+
+	virtual int get_nr_variable(void) = 0 ;
+	virtual ~function(void){}
+};
+
+class TRON
+{
+public:
+	TRON(const function *fun_obj, double eps = 0.1, int max_iter = 1000);
+	~TRON();
+
+	void tron(double *w);
+	void set_print_string(void (*i_print) (const char *buf));
+
+private:
+	int trcg(double delta, double *g, double *s, double *r);
+	double norm_inf(int n, double *x);
+
+	double eps;
+	int max_iter;
+	function *fun_obj;
+	void info(const char *fmt,...);
+	void (*tron_print_string)(const char *buf);
+};
+#endif

data/liblinear-ruby.gemspec

@@ -0,0 +1,24 @@
+# coding: utf-8
+lib = File.expand_path('../lib', __FILE__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require 'liblinear/version'
+
+Gem::Specification.new do |spec|
+  spec.name          = "liblinear-ruby"
+  spec.version       = Liblinear::VERSION
+  spec.authors       = ["Kei Tsuchiya"]
+  spec.email         = ["kei.tsuchiya86@gmail.com"]
+  spec.description   = %q{Ruby wrapper of LIBLINEAR using SWIG}
+  spec.summary       = %q{Ruby wrapper of LIBLINEAR using SWIG}
+  spec.homepage      = "https://github.com/kei500/liblinear-ruby"
+  spec.license       = "MIT"
+
+  spec.files         = `git ls-files`.split($/)
+  spec.executables   = spec.files.grep(%r{^bin/}) { |f| File.basename(f) }
+  spec.test_files    = spec.files.grep(%r{^(test|spec|features)/})
+  spec.require_paths = ["lib"]
+
+  spec.add_development_dependency "bundler", "~> 1.3"
+  spec.add_development_dependency "rake"
+  spec.extensions << 'ext/extconf.rb'
+end

metadata

@@ -0,0 +1,152 @@
+--- !ruby/object:Gem::Specification
+name: liblinear-ruby
+version: !ruby/object:Gem::Version
+  version: 0.0.1
+platform: ruby
+authors:
+- Kei Tsuchiya
+autorequire: 
+bindir: bin
+cert_chain: []
+date: 2013-11-19 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '1.3'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ~>
+      - !ruby/object:Gem::Version
+        version: '1.3'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - '>='
+      - !ruby/object:Gem::Version
+        version: '0'
+description: Ruby wrapper of LIBLINEAR using SWIG
+email:
+- kei.tsuchiya86@gmail.com
+executables: []
+extensions:
+- ext/extconf.rb
+extra_rdoc_files: []
+files:
+- .gitignore
+- Gemfile
+- LICENSE.txt
+- README.md
+- Rakefile
+- ext/Makefile
+- ext/blas.h
+- ext/blasp.h
+- ext/daxpy.c
+- ext/ddot.c
+- ext/dnrm2.c
+- ext/dscal.c
+- ext/extconf.rb
+- ext/liblinear_wrap.cxx
+- ext/linear.cpp
+- ext/linear.h
+- ext/linear.rb
+- ext/tron.cpp
+- ext/tron.h
+- lib/liblinear.rb
+- lib/liblinear/error.rb
+- lib/liblinear/model.rb
+- lib/liblinear/parameter.rb
+- lib/liblinear/problem.rb
+- lib/liblinear/version.rb
+- liblinear-1.93/COPYRIGHT
+- liblinear-1.93/Makefile
+- liblinear-1.93/Makefile.win
+- liblinear-1.93/README
+- liblinear-1.93/blas/Makefile
+- liblinear-1.93/blas/blas.a
+- liblinear-1.93/blas/blas.h
+- liblinear-1.93/blas/blasp.h
+- liblinear-1.93/blas/daxpy.c
+- liblinear-1.93/blas/daxpy.o
+- liblinear-1.93/blas/ddot.c
+- liblinear-1.93/blas/ddot.o
+- liblinear-1.93/blas/dnrm2.c
+- liblinear-1.93/blas/dnrm2.o
+- liblinear-1.93/blas/dscal.c
+- liblinear-1.93/blas/dscal.o
+- liblinear-1.93/heart_scale
+- liblinear-1.93/linear.cpp
+- liblinear-1.93/linear.def
+- liblinear-1.93/linear.h
+- liblinear-1.93/linear.o
+- liblinear-1.93/matlab/Makefile
+- liblinear-1.93/matlab/README
+- liblinear-1.93/matlab/libsvmread.c
+- liblinear-1.93/matlab/libsvmwrite.c
+- liblinear-1.93/matlab/linear_model_matlab.c
+- liblinear-1.93/matlab/linear_model_matlab.h
+- liblinear-1.93/matlab/make.m
+- liblinear-1.93/matlab/predict.c
+- liblinear-1.93/matlab/train.c
+- liblinear-1.93/predict
+- liblinear-1.93/predict.c
+- liblinear-1.93/python/Makefile
+- liblinear-1.93/python/README
+- liblinear-1.93/python/liblinear.py
+- liblinear-1.93/python/liblinearutil.py
+- liblinear-1.93/ruby/liblinear.i
+- liblinear-1.93/ruby/liblinear_wrap.cxx
+- liblinear-1.93/ruby/linear.h
+- liblinear-1.93/ruby/linear.o
+- liblinear-1.93/train
+- liblinear-1.93/train.c
+- liblinear-1.93/tron.cpp
+- liblinear-1.93/tron.h
+- liblinear-1.93/tron.o
+- liblinear-1.93/windows/liblinear.dll
+- liblinear-1.93/windows/libsvmread.mexw64
+- liblinear-1.93/windows/libsvmwrite.mexw64
+- liblinear-1.93/windows/predict.exe
+- liblinear-1.93/windows/predict.mexw64
+- liblinear-1.93/windows/train.exe
+- liblinear-1.93/windows/train.mexw64
+- liblinear-ruby.gemspec
+homepage: https://github.com/kei500/liblinear-ruby
+licenses:
+- MIT
+metadata: {}
+post_install_message: 
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - '>='
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubyforge_project: 
+rubygems_version: 2.0.2
+signing_key: 
+specification_version: 4
+summary: Ruby wrapper of LIBLINEAR using SWIG
+test_files: []
+has_rdoc: