opener-opinion-detector-basic 2.0.0 → 2.0.1

data/core/vendor/src/crfsuite/lib/crf/src/train_lbfgs.c

@@ -1,338 +0,0 @@
-/*
- *      Batch training with L-BFGS.
- *
- * Copyright (c) 2007-2010, Naoaki Okazaki
- * All rights reserved.
- *
- * Redistribution and use in source and binary forms, with or without
- * modification, are permitted provided that the following conditions are met:
- *     * Redistributions of source code must retain the above copyright
- *       notice, this list of conditions and the following disclaimer.
- *     * Redistributions in binary form must reproduce the above copyright
- *       notice, this list of conditions and the following disclaimer in the
- *       documentation and/or other materials provided with the distribution.
- *     * Neither the names of the authors nor the names of its contributors
- *       may be used to endorse or promote products derived from this
- *       software without specific prior written permission.
- *
- * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
- * "AS IS" AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
- * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
- * A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT OWNER
- * OR CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
- * EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
- * PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
- * PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
- * LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
- * NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
- * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
- */
-
-/* $Id$ */
-
-#ifdef    HAVE_CONFIG_H
-#include <config.h>
-#endif/*HAVE_CONFIG_H*/
-
-#include <os.h>
-
-#include <stdio.h>
-#include <stdlib.h>
-#include <string.h>
-#include <limits.h>
-#include <time.h>
-
-#include <crfsuite.h>
-#include "crfsuite_internal.h"
-
-#include "logging.h"
-#include "params.h"
-#include "vecmath.h"
-#include <lbfgs.h>
-
-/**
- * Training parameters (configurable with crfsuite_params_t interface).
- */
-typedef struct {
-    floatval_t  c1;
-    floatval_t  c2;
-    int         memory;
-    floatval_t  epsilon;
-    int         stop;
-    floatval_t  delta;
-    int         max_iterations;
-    char*       linesearch;
-    int         linesearch_max_iterations;
-} training_option_t;
-
-/**
- * Internal data structure for the callback function of lbfgs().
- */
-typedef struct {
-    encoder_t *gm;
-    dataset_t *trainset;
-    dataset_t *testset;
-    logging_t *lg;
-    floatval_t c2;
-    floatval_t* best_w;
-    clock_t begin;
-} lbfgs_internal_t;
-
-static lbfgsfloatval_t lbfgs_evaluate(
-    void *instance,
-    const lbfgsfloatval_t *x,
-    lbfgsfloatval_t *g,
-    const int n,
-    const lbfgsfloatval_t step
-    )
-{
-    int i;
-    floatval_t f, norm = 0.;
-    lbfgs_internal_t *lbfgsi = (lbfgs_internal_t*)instance;
-    encoder_t *gm = lbfgsi->gm;
-    dataset_t *trainset = lbfgsi->trainset;
-
-    /* Compute the objective value and gradients. */
-    gm->objective_and_gradients_batch(gm, trainset, x, &f, g);
-    
-    /* L2 regularization. */
-    if (0 < lbfgsi->c2) {
-        const floatval_t c22 = lbfgsi->c2 * 2.;
-        for (i = 0;i < n;++i) {
-            g[i] += (c22 * x[i]);
-            norm += x[i] * x[i];
-        }
-        f += (lbfgsi->c2 * norm);
-    }
-
-    return f;
-}
-
-static int lbfgs_progress(
-    void *instance,
-    const lbfgsfloatval_t *x,
-    const lbfgsfloatval_t *g,
-    const lbfgsfloatval_t fx,
-    const lbfgsfloatval_t xnorm,
-    const lbfgsfloatval_t gnorm,
-    const lbfgsfloatval_t step,
-    int n,
-    int k,
-    int ls)
-{
-    int i, num_active_features = 0;
-    clock_t duration, clk = clock();
-    lbfgs_internal_t *lbfgsi = (lbfgs_internal_t*)instance;
-    dataset_t *testset = lbfgsi->testset;
-    encoder_t *gm = lbfgsi->gm;
-    logging_t *lg = lbfgsi->lg;
-
-    /* Compute the duration required for this iteration. */
-    duration = clk - lbfgsi->begin;
-    lbfgsi->begin = clk;
-
-	/* Store the feature weight in case L-BFGS terminates with an error. */
-    for (i = 0;i < n;++i) {
-        lbfgsi->best_w[i] = x[i];
-        if (x[i] != 0.) ++num_active_features;
-    }
-
-    /* Report the progress. */
-    logging(lg, "***** Iteration #%d *****\n", k);
-    logging(lg, "Loss: %f\n", fx);
-    logging(lg, "Feature norm: %f\n", xnorm);
-    logging(lg, "Error norm: %f\n", gnorm);
-    logging(lg, "Active features: %d\n", num_active_features);
-    logging(lg, "Line search trials: %d\n", ls);
-    logging(lg, "Line search step: %f\n", step);
-    logging(lg, "Seconds required for this iteration: %.3f\n", duration / (double)CLOCKS_PER_SEC);
-
-    /* Send the tagger with the current parameters. */
-    if (testset != NULL) {
-        holdout_evaluation(gm, testset, x, lg);
-    }
-
-    logging(lg, "\n");
-
-    /* Continue. */
-    return 0;
-}
-
-static int exchange_options(crfsuite_params_t* params, training_option_t* opt, int mode)
-{
-    BEGIN_PARAM_MAP(params, mode)
-        DDX_PARAM_FLOAT(
-            "c1", opt->c1, 0,
-            "Coefficient for L1 regularization."
-            )
-        DDX_PARAM_FLOAT(
-            "c2", opt->c2, 1.0,
-            "Coefficient for L2 regularization."
-            )
-        DDX_PARAM_INT(
-            "max_iterations", opt->max_iterations, INT_MAX,
-            "The maximum number of iterations for L-BFGS optimization."
-            )
-        DDX_PARAM_INT(
-            "num_memories", opt->memory, 6,
-            "The number of limited memories for approximating the inverse hessian matrix."
-            )
-        DDX_PARAM_FLOAT(
-            "epsilon", opt->epsilon, 1e-5,
-            "Epsilon for testing the convergence of the objective."
-            )
-        DDX_PARAM_INT(
-            "period", opt->stop, 10,
-            "The duration of iterations to test the stopping criterion."
-            )
-        DDX_PARAM_FLOAT(
-            "delta", opt->delta, 1e-5,
-            "The threshold for the stopping criterion; an L-BFGS iteration stops when the\n"
-            "improvement of the log likelihood over the last ${period} iterations is no\n"
-            "greater than this threshold."
-            )
-        DDX_PARAM_STRING(
-            "linesearch", opt->linesearch, "MoreThuente",
-            "The line search algorithm used in L-BFGS updates:\n"
-            "{   'MoreThuente': More and Thuente's method,\n"
-            "    'Backtracking': Backtracking method with regular Wolfe condition,\n"
-            "    'StrongBacktracking': Backtracking method with strong Wolfe condition\n"
-            "}\n"
-            )
-        DDX_PARAM_INT(
-            "max_linesearch", opt->linesearch_max_iterations, 20,
-            "The maximum number of trials for the line search algorithm."
-            )
-    END_PARAM_MAP()
-
-    return 0;
-}
-
-
-void crfsuite_train_lbfgs_init(crfsuite_params_t* params)
-{
-    exchange_options(params, NULL, 0);
-}
-
-int crfsuite_train_lbfgs(
-    encoder_t *gm,
-    dataset_t *trainset,
-    dataset_t *testset,
-    crfsuite_params_t *params,
-    logging_t *lg,
-    floatval_t **ptr_w
-    )
-{
-    int ret = 0, lbret;
-    floatval_t *w = NULL;
-    clock_t begin = clock();
-    const int N = trainset->num_instances;
-    const int L = trainset->data->labels->num(trainset->data->labels);
-    const int A =  trainset->data->attrs->num(trainset->data->attrs);
-    const int K = gm->num_features;
-    lbfgs_internal_t lbfgsi;
-    lbfgs_parameter_t lbfgsparam;
-    training_option_t opt;
-
-	/* Initialize the variables. */
-	memset(&lbfgsi, 0, sizeof(lbfgsi));
-	memset(&opt, 0, sizeof(opt));
-    lbfgs_parameter_init(&lbfgsparam);
-
-    /* Allocate an array that stores the current weights. */ 
-    w = (floatval_t*)calloc(sizeof(floatval_t), K);
-    if (w == NULL) {
-		ret = CRFSUITEERR_OUTOFMEMORY;
-		goto error_exit;
-    }
- 
-    /* Allocate an array that stores the best weights. */ 
-    lbfgsi.best_w = (floatval_t*)calloc(sizeof(floatval_t), K);
-    if (lbfgsi.best_w == NULL) {
-		ret = CRFSUITEERR_OUTOFMEMORY;
-		goto error_exit;
-    }
-
-    /* Read the L-BFGS parameters. */
-    exchange_options(params, &opt, -1);
-    logging(lg, "L-BFGS optimization\n");
-    logging(lg, "c1: %f\n", opt.c1);
-    logging(lg, "c2: %f\n", opt.c2);
-    logging(lg, "num_memories: %d\n", opt.memory);
-    logging(lg, "max_iterations: %d\n", opt.max_iterations);
-    logging(lg, "epsilon: %f\n", opt.epsilon);
-    logging(lg, "stop: %d\n", opt.stop);
-    logging(lg, "delta: %f\n", opt.delta);
-    logging(lg, "linesearch: %s\n", opt.linesearch);
-    logging(lg, "linesearch.max_iterations: %d\n", opt.linesearch_max_iterations);
-    logging(lg, "\n");
-
-    /* Set parameters for L-BFGS. */
-    lbfgsparam.m = opt.memory;
-    lbfgsparam.epsilon = opt.epsilon;
-    lbfgsparam.past = opt.stop;
-    lbfgsparam.delta = opt.delta;
-    lbfgsparam.max_iterations = opt.max_iterations;
-    if (strcmp(opt.linesearch, "Backtracking") == 0) {
-        lbfgsparam.linesearch = LBFGS_LINESEARCH_BACKTRACKING;
-    } else if (strcmp(opt.linesearch, "StrongBacktracking") == 0) {
-        lbfgsparam.linesearch = LBFGS_LINESEARCH_BACKTRACKING_STRONG_WOLFE;
-    } else {
-        lbfgsparam.linesearch = LBFGS_LINESEARCH_MORETHUENTE;
-    }
-    lbfgsparam.max_linesearch = opt.linesearch_max_iterations;
-
-    /* Set regularization parameters. */
-    if (0 < opt.c1) {
-        lbfgsparam.orthantwise_c = opt.c1;
-        lbfgsparam.linesearch = LBFGS_LINESEARCH_BACKTRACKING;
-    } else {
-        lbfgsparam.orthantwise_c = 0;
-    }
-
-    /* Set other callback data. */
-    lbfgsi.gm = gm;
-    lbfgsi.trainset = trainset;
-    lbfgsi.testset = testset;
-    lbfgsi.c2 = opt.c2;
-    lbfgsi.lg = lg;
-
-    /* Call the L-BFGS solver. */
-    lbfgsi.begin = clock();
-    lbret = lbfgs(
-        K,
-        w,
-        NULL,
-        lbfgs_evaluate,
-        lbfgs_progress,
-        &lbfgsi,
-        &lbfgsparam
-        );
-    if (lbret == LBFGS_CONVERGENCE) {
-        logging(lg, "L-BFGS resulted in convergence\n");
-    } else if (lbret == LBFGS_STOP) {
-        logging(lg, "L-BFGS terminated with the stopping criteria\n");
-    } else if (lbret == LBFGSERR_MAXIMUMITERATION) {
-        logging(lg, "L-BFGS terminated with the maximum number of iterations\n");
-    } else {
-        logging(lg, "L-BFGS terminated with error code (%d)\n", lbret);
-    }
-
-	/* Restore the feature weights of the last call of lbfgs_progress(). */
-	veccopy(w, lbfgsi.best_w, K);
-
-	/* Report the run-time for the training. */
-    logging(lg, "Total seconds required for training: %.3f\n", (clock() - begin) / (double)CLOCKS_PER_SEC);
-    logging(lg, "\n");
-
-	/* Exit with success. */
-	free(lbfgsi.best_w);
-    *ptr_w = w;
-    return 0;
-
-error_exit:
-	free(lbfgsi.best_w);
-	free(w);
-	*ptr_w = NULL;
-	return ret;
-}