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/*
* File: Projectron.java
* Authors: Justin Basilico
* Company: Sandia National Laboratories
* Project: Cognitive Foundry Learning Core
*
* Copyright May 04, 2011, Sandia Corporation.
* Under the terms of Contract DE-AC04-94AL85000, there is a non-exclusive
* license for use of this work by or on behalf of the U.S. Government. Export
* of this program may require a license from the United States Government.
*
*/
package gov.sandia.cognition.learning.algorithm.perceptron.kernel;
import gov.sandia.cognition.annotation.PublicationReference;
import gov.sandia.cognition.annotation.PublicationType;
import gov.sandia.cognition.learning.function.categorization.DefaultKernelBinaryCategorizer;
import gov.sandia.cognition.learning.function.kernel.Kernel;
import gov.sandia.cognition.math.matrix.Matrix;
import gov.sandia.cognition.math.matrix.MatrixFactory;
import gov.sandia.cognition.math.matrix.Vector;
import gov.sandia.cognition.math.matrix.VectorFactory;
import gov.sandia.cognition.util.ArgumentChecker;
import gov.sandia.cognition.util.DefaultWeightedValue;
/**
* An implementation of the Projectron algorithm, which is an online kernel
* binary categorizer learner that has a budget parameter tuned by the eta
* parameter. It is based on the Perceptron algorithm with the addition that
* it attempts to project errors onto the existing set of supports and
* adjusting their weights instead of always adding them.
*
* @param
* The type of input to learn over. Passed to the kernel function.
* @author Justin Basilico
* @since 3.3.0
*/
@PublicationReference(
author={"Francesco Orabona", "Joseph Keshet", "Barbara Caputo"},
title="Bounded Kernel-Based Online Learning",
year=2009,
type=PublicationType.Journal,
publication="Journal of Machine Learning Research",
pages={2643, 2666},
url="http://portal.acm.org/citation.cfm?id=1755875")
public class Projectron
extends AbstractOnlineKernelBinaryCategorizerLearner
{
/** The default value of eta is {@value}. */
public static final double DEFAULT_ETA = 0.01;
/** The eta parameter, which ends up controlling the number of supports
* created. Must be non-negative. */
protected double eta;
/**
* Creates a new {@code Projectron} with a null kernel and default
* parameters.
*/
public Projectron()
{
this(null);
}
/**
* Creates a new {@code Projectron} with the given kernel and default
* parameters.
*
* @param kernel
* The kernel to use.
*/
public Projectron(
final Kernel kernel)
{
this(kernel, DEFAULT_ETA);
}
/**
* Creates a new {@code Projectron} with the given parameters.
*
* @param kernel
* The kernel to use.
* @param eta
* The eta parameter, which controls the number of supports created.
* Must be non-negative.
*/
public Projectron(
final Kernel kernel,
final double eta)
{
super(kernel);
this.setEta(eta);
}
@Override
public void update(
final DefaultKernelBinaryCategorizer target,
final InputType input,
final boolean label)
{
// Predict the output as a double (negative values are false, positive
// are true).
final double prediction = target.evaluateAsDouble(input);
final double actual = label ? +1.0 : -1.0;
final double margin = prediction * actual;
if (!this.shouldUpdate(margin))
{
// Not an error, so no need to update.
return;
}
// Get the supports.
final int size = target.getExampleCount();
// Create the kernel matrix and kernel vector.
final Kernel kernel = target.getKernel();
final Matrix K = MatrixFactory.getDenseDefault().createMatrix(size, size);
final Vector k = VectorFactory.getDenseDefault().createVector(size);
for (int i = 0; i < size; i++)
{
final InputType xI = target.get(i).getValue();
k.setElement(i, kernel.evaluate(input, xI));
K.setElement(i, i, kernel.evaluate(xI, xI));
// Loop over the upper-diagonal.
for (int j = i + 1; j < size; j++)
{
final InputType xJ = target.get(j).getValue();
final double value = kernel.evaluate(xI, xJ);
K.setElement(i, j, value);
K.setElement(j, i, value);
}
}
// TODO: Rather than performing the direct inverse on the kernel matrix, it
// is possible to incrementally compute the inverse of the kernel matrix as
// each item is added. This may make the algorithm faster to avoid the extra
// computation, however it will be extra book-keeping attached to the learned
// object. It should be done if the Projectron appears to perform well.
// - jdbasil (2011-04-11)
// Compute d by K^-1 * k.
final Vector d = K.inverse().times(k);
final double kernelInputInput = kernel.evaluate(input, input);
// Compute delta squared and then delta.
final double deltaSquared = kernelInputInput - k.dotProduct(d);
final double delta = Math.sqrt(Math.max(0.0, deltaSquared));
applyUpdate(target, input, actual, margin, kernelInputInput, delta, d);
}
/**
* Determine if an update should be made. This is here so that the
* Projectron++ implementation can override it to provide a margin update.
*
* @param margin
* The margin.
* @return
* A determination of whether or not an update should be made based on
* the margin.
*/
protected boolean shouldUpdate(
final double margin)
{
return margin <= 0.0;
}
/**
* Apply the update for the Projectron. This function is put here so that
* it can be overriden by the Projectron++ implementation, which also
* enforces a margin.
*
* @param target
* The target to update.
* @param input
* The input value.
* @param actual
* The actual label.
* @param margin
* The margin on the input.
* @param kernelInputInput
* The kernel function k(input, input).
* @param delta
* The value delta computed by the Projectron.
* @param d
* The vector d that represents the coefficients for the projection.
*/
protected void applyUpdate(
final DefaultKernelBinaryCategorizer target,
final InputType input,
final double actual,
final double margin,
final double kernelInputInput,
final double delta,
final Vector d)
{
if (delta <= this.getEta())
{
// Get the supports.
final int size = target.getExampleCount();
// Use the projection of the example point onto the others.
for (int i = 0; i < size; i++)
{
final DefaultWeightedValue support = target.get(i);
final double oldWeight = support.getWeight();
final double newWeight = oldWeight + d.getElement(i) * actual;
support.setWeight(newWeight);
}
}
else
{
// Add a new support.
target.add(input, actual);
}
}
/**
* Gets the eta parameter that controls how many supports are allowed.
*
* @return
* The eta parameter. Cannot be negative.
*/
public double getEta()
{
return this.eta;
}
/**
* Sets the eta parameter that controls how many supports are allowed.
*
* @param eta
* The eta parameter. Cannot be negative.
*/
public void setEta(
final double eta)
{
ArgumentChecker.assertIsNonNegative("eta", eta);
this.eta = eta;
}
/**
* An implementation of the Projectron++ algorithm, which is an online
* kernel binary categorizer learner that has a budget parameter tuned by
* the eta parameter. It is an extension of the Projectron algorithm
* inspired by the Passive Aggressive I algorithm (PA-I), which uses a
* linear soft margin constraint. This is why the class is named
* {@code LinearSoftMargin}, like the PA-I implementation.
*
* @param
* The type of input to learn over. Passed to the kernel function.
* @author Justin Basilico
* @since 3.3.0
*/
@PublicationReference(
author={"Francesco Orabona", "Joseph Keshet", "Barbara Caputo"},
title="Bounded Kernel-Based Online Learning",
year=2009,
type=PublicationType.Journal,
publication="Journal of Machine Learning Research",
pages={2643, 2666},
url="http://portal.acm.org/citation.cfm?id=1755875",
notes="This is the Projectron++.")
public static class LinearSoftMargin
extends Projectron
{
/**
* Creates a new {@code Projectron.LinearSoftMargin} with a null kernel
* and default parameters.
*/
public LinearSoftMargin()
{
this(null);
}
/**
* Creates a new {@code Projectron.LinearSoftMargin} with the given
* kernel and default parameters.
*
* @param kernel
* The kernel to use.
*/
public LinearSoftMargin(
final Kernel kernel)
{
this(kernel, DEFAULT_ETA);
}
/**
* Creates a new {@code Projectron.LinearSoftMargin} with the given
* parameters.
*
* @param kernel
* The kernel to use.
* @param eta
* The eta parameter, which controls the number of supports created.
* Must be non-negative.
*/
public LinearSoftMargin(
final Kernel kernel,
final double eta)
{
super(kernel, eta);
}
@Override
protected boolean shouldUpdate(
final double margin)
{
return margin <= 1.0;
}
@Override
protected void applyUpdate(
final DefaultKernelBinaryCategorizer target,
final InputType input,
final double actual,
final double margin,
final double kernelInputInput,
final double delta,
final Vector d)
{
if (margin <= 0.0)
{
// Prediction error, apply the update in the standard way for
// the Projectron.
super.applyUpdate(target, input, actual, margin,
kernelInputInput, delta, d);
}
else if (margin <= 1.0)
{
// Margin error, attempt to update by projecting onto the
// existing supports.
// Get the supports.
final int size = target.getExampleCount();
final double loss = 1.0 - margin;
if (loss >= delta / eta)
{
// Compute tau, which is the amount to update.
final double norm = Math.max(0.0, kernelInputInput - delta);
final double tau = Math.min(1.0,
Math.min(loss / norm,
2.0 * (loss - delta / eta) / norm));
// Use the projection of the example point onto the others.
for (int i = 0; i < size; i++)
{
final DefaultWeightedValue support =
target.get(i);
final double oldWeight = support.getWeight();
final double newWeight = oldWeight
+ tau * d.getElement(i) * actual;
support.setWeight(newWeight);
}
}
// else - Cannot perform a projection so ignore this margin
// violation.
}
}
}
}