mosesdecoder/mira/Hildreth.cpp
2011-09-26 18:31:59 +01:00

189 lines
4.0 KiB
C++

#include "Hildreth.h"
using namespace Moses;
using namespace std;
namespace Mira {
vector<float> Hildreth::optimise (const vector<ScoreComponentCollection>& a, const vector<float>& b) {
size_t i;
int max_iter = 10000;
float eps = 0.00000001;
float zero = 0.000000000001;
vector<float> alpha ( b.size() );
vector<float> F ( b.size() );
vector<float> kkt ( b.size() );
float max_kkt = -1e100;
size_t K = b.size();
float A[K][K];
bool is_computed[K];
for ( i = 0; i < K; i++ )
{
A[i][i] = a[i].InnerProduct(a[i]);
is_computed[i] = false;
}
int max_kkt_i = -1;
for ( i = 0; i < b.size(); i++ )
{
F[i] = b[i];
kkt[i] = F[i];
if ( kkt[i] > max_kkt )
{
max_kkt = kkt[i];
max_kkt_i = i;
}
}
int iter = 0;
float diff_alpha;
float try_alpha;
float add_alpha;
while ( max_kkt >= eps && iter < max_iter )
{
diff_alpha = A[max_kkt_i][max_kkt_i] <= zero ? 0.0 : F[max_kkt_i]/A[max_kkt_i][max_kkt_i];
try_alpha = alpha[max_kkt_i] + diff_alpha;
add_alpha = 0.0;
if ( try_alpha < 0.0 )
add_alpha = -1.0 * alpha[max_kkt_i];
else
add_alpha = diff_alpha;
alpha[max_kkt_i] = alpha[max_kkt_i] + add_alpha;
if ( !is_computed[max_kkt_i] )
{
for ( i = 0; i < K; i++ )
{
A[i][max_kkt_i] = a[i].InnerProduct(a[max_kkt_i] ); // for version 1
//A[i][max_kkt_i] = 0; // for version 1
is_computed[max_kkt_i] = true;
}
}
for ( i = 0; i < F.size(); i++ )
{
F[i] -= add_alpha * A[i][max_kkt_i];
kkt[i] = F[i];
if ( alpha[i] > zero )
kkt[i] = abs ( F[i] );
}
max_kkt = -1e100;
max_kkt_i = -1;
for ( i = 0; i < F.size(); i++ )
if ( kkt[i] > max_kkt )
{
max_kkt = kkt[i];
max_kkt_i = i;
}
iter++;
}
return alpha;
}
vector<float> Hildreth::optimise (const vector<ScoreComponentCollection>& a, const vector<float>& b, float C) {
size_t i;
int max_iter = 10000;
float eps = 0.00000001;
float zero = 0.000000000001;
vector<float> alpha ( b.size() );
vector<float> F ( b.size() );
vector<float> kkt ( b.size() );
float max_kkt = -1e100;
size_t K = b.size();
float A[K][K];
bool is_computed[K];
for ( i = 0; i < K; i++ )
{
A[i][i] = a[i].InnerProduct(a[i]);
is_computed[i] = false;
}
int max_kkt_i = -1;
for ( i = 0; i < b.size(); i++ )
{
F[i] = b[i];
kkt[i] = F[i];
if ( kkt[i] > max_kkt )
{
max_kkt = kkt[i];
max_kkt_i = i;
}
}
int iter = 0;
float diff_alpha;
float try_alpha;
float add_alpha;
while ( max_kkt >= eps && iter < max_iter )
{
diff_alpha = A[max_kkt_i][max_kkt_i] <= zero ? 0.0 : F[max_kkt_i]/A[max_kkt_i][max_kkt_i];
try_alpha = alpha[max_kkt_i] + diff_alpha;
add_alpha = 0.0;
if ( try_alpha < 0.0 )
add_alpha = -1.0 * alpha[max_kkt_i];
else if (try_alpha > C)
add_alpha = C - alpha[max_kkt_i];
else
add_alpha = diff_alpha;
alpha[max_kkt_i] = alpha[max_kkt_i] + add_alpha;
if ( !is_computed[max_kkt_i] )
{
for ( i = 0; i < K; i++ )
{
A[i][max_kkt_i] = a[i].InnerProduct(a[max_kkt_i] ); // for version 1
//A[i][max_kkt_i] = 0; // for version 1
is_computed[max_kkt_i] = true;
}
}
for ( i = 0; i < F.size(); i++ )
{
F[i] -= add_alpha * A[i][max_kkt_i];
kkt[i] = F[i];
if (alpha[i] > C - zero)
kkt[i]=-kkt[i];
else if (alpha[i] > zero)
kkt[i] = abs(F[i]);
}
max_kkt = -1e100;
max_kkt_i = -1;
for ( i = 0; i < F.size(); i++ )
if ( kkt[i] > max_kkt )
{
max_kkt = kkt[i];
max_kkt_i = i;
}
iter++;
}
return alpha;
}
}