Method takeStep

JSAT/src/jsat/classifiers/svm/LSSVM.java:155–213

(int i1, int i2, ExecutorService ex, int P)

    private boolean takeStep(int i1, int i2, ExecutorService ex, int P) throws InterruptedException, ExecutionException
    {
        //these 2 will hold the old values
        final double alph1 = alphas[i1];
        final double alph2 = alphas[i2];
        double F1 = fcache[i1];
        double F2 = fcache[i2];
        double gamma = alph1+alph2;
        
        final double k11 = kEval(i1, i1);
        final double k12 = kEval(i2, i1);
        final double k22 = kEval(i2, i2);
        
        final double eta = 2*k12-k11-k22;
        final double a2 = alph2-(F1-F2)/eta;
        if(abs(a2-alph2) < epsilon*(a2+alph2+epsilon))
            return false;
        final double a1 = gamma-a2;
        alphas[i1] = a1;
        alphas[i2] = a2;
        
        //Update the DualObjectiveFunction using (4.11)
        double t = (F1-F2)/eta;
        dualObjective -= eta/2*t*t;
        
        //2 steps done in the same loop
        b_up = Double.NEGATIVE_INFINITY;
        b_low = Double.POSITIVE_INFINITY;
        
        //Update Fcache[i] for all i in I using (4.10)
        //Compute (i_low, b_low) and (i_up, b_up) using (3.4)
        
        List<Future<PairedReturn<Integer, Integer>>> futures = new ArrayList<Future<PairedReturn<Integer, Integer>>>(P);
        for(int id = 0; id < P; id++)
        {
            int from = getStartBlock(fcache.length, id, P);
            int to = getEndBlock(fcache.length, id, P);
            futures.add(ex.submit(new TakeStepLoop(from, to, i1, i2, alph1, alph2)));
        }
        for(Future<PairedReturn<Integer, Integer>> fpr : futures)
        {
            PairedReturn<Integer, Integer> pr = fpr.get();
            int i_up_cand = pr.getFirstItem();
            int i_low_cand = pr.getSecondItem();
            if(fcache[i_up_cand] > b_up)
            {
                b_up = fcache[i_up_cand];
                i_up = i_up_cand;
            }
            
            if(fcache[i_low_cand] < b_low)
            {
                b_low = fcache[i_low_cand];
                i_low = i_low_cand;
            }
        }
        
        return true;