Method sgdTrain

JSAT/src/jsat/classifiers/svm/extended/CPM.java:425–494

Training procedure that can be applied to each version of the CPM sub-problem. @param D the dataset to train on @param W the weight matrix of vectors to use @param b a vector that stores the associated bias terms for each weigh vector. @param sign_mul Either positive or negative 1. Controls whether

(ClassificationDataSet D, MatrixOfVecs W, Vec b, int sign_mul, ExecutorService ex)

     * the positive or negative class is to be enveloped by the polytype
     */
    private void sgdTrain(ClassificationDataSet D, MatrixOfVecs W, Vec b, int sign_mul, ExecutorService ex)
    {
        IntList order = new IntList(D.getSampleSize());
        ListUtils.addRange(order, 0, D.getSampleSize(), 1);
        
        final double lambda_adj = lambda/(D.getSampleSize()*epochs);
        
        int[] owned = new int[K];//how many points does thsi guy own?
        int assigned_positive_instances = 0;//how many points in the positive class have been assigned?
        int[] assignments = new int[D.getSampleSize()];//who owns each data point
        Arrays.fill(assignments, -1);//Starts out that no one is assigned! 
        
        Vec dots = new DenseVector(W.rows());
        
        long t = 0;
        for(int epoch = 0; epoch < epochs; epoch++)
        {
            Collections.shuffle(order);
            for(int i : order)
            {
                t++;
                double eta = 1/(lambda_adj*t);
                Vec x_i = D.getDataPoint(i).getNumericalValues();
                int y_i = (D.getDataPointCategory(i)*2-1)*sign_mul;
                
                //this sets dots = bias, which we then add to with matrix-vector product
                //result is the same as dots =  W x_i + b
                b.copyTo(dots);
                W.multiply(x_i, 1.0, dots);
                
                if(y_i == -1)
                {
                    for(int k = 0; k < K; k++)
                        if(dots.get(k) > -1)
                        {
                            W.getRowView(k).mutableSubtract(eta, x_i);
                            b.increment(k, -eta);
                        }
                }
                else//y_i == 1
                {
                    int k_true_max = 0;
                    for(int k = 1; k < dots.length(); k++)
                        if(dots.get(k) > dots.get(k_true_max))
                            k_true_max = k;
                    
                    if(dots.get(k_true_max) < 1)
                    {
                        int z = ASSIGN(dots, i, k_true_max, owned, assignments, assigned_positive_instances);
                        W.getRowView(z).mutableAdd(eta, x_i);
                        b.increment(z, eta);
                        
                        //book keeping
                        if(assignments[i] < 0)//first assignment, inc counter
                            assigned_positive_instances++;
                        else//change owner, decrement ownership count
                            owned[assignments[i]]--;
                        owned[z]++;