numo-liblinear 1.0.0 → 1.1.0

data/lib/numo/liblinear/version.rb

@@ -3,6 +3,6 @@
 module Numo
   module Liblinear
     # The version of Numo::Liblienar you are using.
-    VERSION = '1.0.0'
+    VERSION = '1.1.0'
   end
 end

data/numo-liblinear.gemspec

@@ -31,7 +31,7 @@ Gem::Specification.new do |spec|
   gem_dir = File.expand_path(__dir__) + '/'
   submodule_path = `git submodule --quiet foreach pwd`.split($OUTPUT_RECORD_SEPARATOR).first
   submodule_relative_path = submodule_path.sub gem_dir, ''
-  liblinear_files = %w[linear.cpp linear.h tron.cpp tron.h blas/blas.h blas/blasp.h blas/daxpy.c blas/ddot.c blas/dnrm2.c blas/dscal.c]
+  liblinear_files = %w[linear.cpp linear.h newton.cpp newton.h blas/blas.h blas/blasp.h blas/daxpy.c blas/ddot.c blas/dnrm2.c blas/dscal.c]
   liblinear_files.each { |liblinf| spec.files << "#{submodule_relative_path}/#{liblinf}" }
 
   spec.bindir        = 'exe'
@@ -48,7 +48,7 @@ Gem::Specification.new do |spec|
   spec.add_runtime_dependency 'numo-narray', '~> 0.9.1'
 
   spec.add_development_dependency 'bundler', '~> 2.0'
-  spec.add_development_dependency 'rake', '~> 10.0'
+  spec.add_development_dependency 'rake', '~> 12.0'
   spec.add_development_dependency 'rake-compiler', '~> 1.0'
   spec.add_development_dependency 'rspec', '~> 3.0'
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: numo-liblinear
 version: !ruby/object:Gem::Version
-  version: 1.0.0
+  version: 1.1.0
 platform: ruby
 authors:
 - yoshoku
-autorequire: 
+autorequire:
 bindir: exe
 cert_chain: []
-date: 2019-10-12 00:00:00.000000000 Z
+date: 2020-08-14 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: numo-narray
@@ -44,14 +44,14 @@ dependencies:
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '10.0'
+        version: '12.0'
   type: :development
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '10.0'
+        version: '12.0'
 - !ruby/object:Gem::Dependency
   name: rake-compiler
   requirement: !ruby/object:Gem::Requirement
@@ -112,8 +112,8 @@ files:
 - ext/numo/liblinear/liblinear/blas/dscal.c
 - ext/numo/liblinear/liblinear/linear.cpp
 - ext/numo/liblinear/liblinear/linear.h
-- ext/numo/liblinear/liblinear/tron.cpp
-- ext/numo/liblinear/liblinear/tron.h
+- ext/numo/liblinear/liblinear/newton.cpp
+- ext/numo/liblinear/liblinear/newton.h
 - ext/numo/liblinear/liblinearext.c
 - ext/numo/liblinear/liblinearext.h
 - ext/numo/liblinear/model.c
@@ -134,7 +134,7 @@ metadata:
   homepage_uri: https://github.com/yoshoku/numo-liblinear
   source_code_uri: https://github.com/yoshoku/numo-liblinear
   documentation_uri: https://yoshoku.github.io/numo-liblinear/doc/
-post_install_message: 
+post_install_message:
 rdoc_options: []
 require_paths:
 - lib
@@ -149,9 +149,8 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubyforge_project: 
-rubygems_version: 2.6.14.4
-signing_key: 
+rubygems_version: 3.1.2
+signing_key:
 specification_version: 4
 summary: Numo::Liblinear is a Ruby gem binding to the LIBLINEAR library. Numo::Liblinear
   makes to use the LIBLINEAR functions with dataset represented by Numo::NArray.

data/ext/numo/liblinear/liblinear/tron.cpp

@@ -1,288 +0,0 @@
-#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);
-}
-
-static double uTMv(int n, double *u, double *M, double *v)
-{
-	const int m = n-4;
-	double res = 0;
-	int i;
-	for (i=0; i<m; i+=5)
-		res += u[i]*M[i]*v[i]+u[i+1]*M[i+1]*v[i+1]+u[i+2]*M[i+2]*v[i+2]+
-			u[i+3]*M[i+3]*v[i+3]+u[i+4]*M[i+4]*v[i+4];
-	for (; i<n; i++)
-		res += u[i]*M[i]*v[i];
-	return res;
-}
-
-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, double eps_cg, int max_iter)
-{
-	this->fun_obj=const_cast<function *>(fun_obj);
-	this->eps=eps;
-	this->eps_cg=eps_cg;
-	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=0, sMnorm, 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 *g = new double[n];
-
-	const double alpha_pcg = 0.01;
-	double *M = new double[n];
-
-	// calculate gradient norm at w=0 for stopping condition.
-	double *w0 = new double[n];
-	for (i=0; i<n; i++)
-		w0[i] = 0;
-	fun_obj->fun(w0);
-	fun_obj->grad(w0, g);
-	double gnorm0 = dnrm2_(&n, g, &inc);
-	delete [] w0;
-
-	f = fun_obj->fun(w);
-	fun_obj->grad(w, g);
-	double gnorm = dnrm2_(&n, g, &inc);
-
-	if (gnorm <= eps*gnorm0)
-		search = 0;
-
-	fun_obj->get_diag_preconditioner(M);
-	for(i=0; i<n; i++)
-		M[i] = (1-alpha_pcg) + alpha_pcg*M[i];
-	delta = sqrt(uTMv(n, g, M, g));
-
-	double *w_new = new double[n];
-	bool reach_boundary;
-	bool delta_adjusted = false;
-	while (iter <= max_iter && search)
-	{
-		cg_iter = trpcg(delta, g, M, s, r, &reach_boundary);
-
-		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.
-		sMnorm = sqrt(uTMv(n, s, M, s));
-		if (iter == 1 && !delta_adjusted)
-		{
-			delta = min(delta, sMnorm);
-			delta_adjusted = true;
-		}
-
-		// Compute prediction alpha*sMnorm 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(alpha*sMnorm, sigma2*delta);
-		else if (actred < eta1*prered)
-			delta = max(sigma1*delta, min(alpha*sMnorm, sigma2*delta));
-		else if (actred < eta2*prered)
-			delta = max(sigma1*delta, min(alpha*sMnorm, sigma3*delta));
-		else
-		{
-			if (reach_boundary)
-				delta = sigma3*delta;
-			else
-				delta = max(delta, min(alpha*sMnorm, 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);
-			fun_obj->get_diag_preconditioner(M);
-			for(i=0; i<n; i++)
-				M[i] = (1-alpha_pcg) + alpha_pcg*M[i];
-
-			gnorm = dnrm2_(&n, g, &inc);
-			if (gnorm <= eps*gnorm0)
-				break;
-		}
-		if (f < -1.0e+32)
-		{
-			info("WARNING: f < -1.0e+32\n");
-			break;
-		}
-		if (prered <= 0)
-		{
-			info("WARNING: 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;
-	delete[] M;
-}
-
-int TRON::trpcg(double delta, double *g, double *M, double *s, double *r, bool *reach_boundary)
-{
-	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 zTr, znewTrnew, alpha, beta, cgtol;
-	double *z = new double[n];
-
-	*reach_boundary = false;
-	for (i=0; i<n; i++)
-	{
-		s[i] = 0;
-		r[i] = -g[i];
-		z[i] = r[i] / M[i];
-		d[i] = z[i];
-	}
-
-	zTr = ddot_(&n, z, &inc, r, &inc);
-	cgtol = eps_cg*sqrt(zTr);
-	int cg_iter = 0;
-	int max_cg_iter = max(n, 5);
-
-	while (cg_iter < max_cg_iter)
-	{
-		if (sqrt(zTr) <= cgtol)
-			break;
-		cg_iter++;
-		fun_obj->Hv(d, Hd);
-
-		alpha = zTr/ddot_(&n, d, &inc, Hd, &inc);
-		daxpy_(&n, &alpha, d, &inc, s, &inc);
-
-		double sMnorm = sqrt(uTMv(n, s, M, s));
-		if (sMnorm > delta)
-		{
-			info("cg reaches trust region boundary\n");
-			*reach_boundary = true;
-			alpha = -alpha;
-			daxpy_(&n, &alpha, d, &inc, s, &inc);
-
-			double sTMd = uTMv(n, s, M, d);
-			double sTMs = uTMv(n, s, M, s);
-			double dTMd = uTMv(n, d, M, d);
-			double dsq = delta*delta;
-			double rad = sqrt(sTMd*sTMd + dTMd*(dsq-sTMs));
-			if (sTMd >= 0)
-				alpha = (dsq - sTMs)/(sTMd + rad);
-			else
-				alpha = (rad - sTMd)/dTMd;
-			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);
-
-		for (i=0; i<n; i++)
-			z[i] = r[i] / M[i];
-		znewTrnew = ddot_(&n, z, &inc, r, &inc);
-		beta = znewTrnew/zTr;
-		dscal_(&n, &beta, d, &inc);
-		daxpy_(&n, &one, z, &inc, d, &inc);
-		zTr = znewTrnew;
-	}
-
-	if (cg_iter == max_cg_iter)
-		info("WARNING: reaching maximal number of CG steps\n");
-	
-	delete[] d;
-	delete[] Hd;
-	delete[] z;
-
-	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;
-}