PLearn 0.1
ProjectionErrorVariable.h
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00001 // -*- C++ -*-
00002 
00003 // PLearn (A C++ Machine Learning Library)
00004 // Copyright (C) 1998 Pascal Vincent
00005 // Copyright (C) 1999-2002 Pascal Vincent, Yoshua Bengio, Rejean Ducharme and University of Montreal
00006 // Copyright (C) 2001-2002 Nicolas Chapados, Ichiro Takeuchi, Jean-Sebastien Senecal
00007 // Copyright (C) 2002 Xiangdong Wang, Christian Dorion
00008 
00009 // Redistribution and use in source and binary forms, with or without
00010 // modification, are permitted provided that the following conditions are met:
00011 // 
00012 //  1. Redistributions of source code must retain the above copyright
00013 //     notice, this list of conditions and the following disclaimer.
00014 // 
00015 //  2. Redistributions in binary form must reproduce the above copyright
00016 //     notice, this list of conditions and the following disclaimer in the
00017 //     documentation and/or other materials provided with the distribution.
00018 // 
00019 //  3. The name of the authors may not be used to endorse or promote
00020 //     products derived from this software without specific prior written
00021 //     permission.
00022 // 
00023 // THIS SOFTWARE IS PROVIDED BY THE AUTHORS ``AS IS'' AND ANY EXPRESS OR
00024 // IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
00025 // OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN
00026 // NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
00027 // SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED
00028 // TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
00029 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
00030 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
00031 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
00032 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
00033 // 
00034 // This file is part of the PLearn library. For more information on the PLearn
00035 // library, go to the PLearn Web site at www.plearn.org
00036 
00037 
00038 /* *******************************************************      
00039  * $Id: ProjectionErrorVariable.h 3994 2005-08-25 13:35:03Z chapados $
00040  * This file is part of the PLearn library.
00041  ******************************************************* */
00042 
00043 #ifndef ProjectionErrorVariable_INC
00044 #define ProjectionErrorVariable_INC
00045 
00046 #include "BinaryVariable.h"
00047 
00048 namespace PLearn {
00049 using namespace std;
00050 
00056 // N.B. WE CONSIDER THE input2 (t_j's) TO BE FIXED AND DO NOT 
00057 // COMPUTE THE GRADIENT WRT to input2. IF THE USE OF THIS
00058 // OBJECT CHANGES THIS MAY HAVE TO BE REVISED.
00059 class ProjectionErrorVariable: public BinaryVariable
00060 {
00061     typedef BinaryVariable inherited;
00062   
00063 public:
00064     int n; // dimension of the vectors
00065     bool use_subspace_distance; // use subspace distance instead of distance to targets
00066     bool normalize_by_neighbor_distance; // normalize projection error by neighbor distance
00067     real norm_penalization; // penalize sum_i (||f_i||^2 - 1)^2
00068     real epsilon; // cut-off of singular values to regularize linear system solution
00069     real regularization; // add to the diagonal of the system matrix for regularization
00070     bool ordered_vectors; // use greedy sequential projections to order the f_i's
00071     int n_dim; // nb of vectors in f
00072     int T; // nb of vectors in t
00073     Vec S, fw, norm_err, ww, uu, wwuu, rhs, Tu, one_over_norm_T, norm_f;
00074     Mat F, TT, dF, Ut, V, B, VVt, A, A11, A12, A21, A22, wwuuM, FT, FT1, FT2;
00075     Mat fw_minus_t;
00076     Mat w; // weights in the above minimization, in each row for each t_j
00077 
00078 
00080     ProjectionErrorVariable() {}
00081     ProjectionErrorVariable(Variable* input1, Variable* input2, int n=-1, bool normalize_by_neighbor_distance = true, bool use_subspace_distance=false, real norm_penalization=1.0, real epsilon=1e-6, real regularization=0, bool ordered_vectors=true);
00082 
00083     PLEARN_DECLARE_OBJECT(ProjectionErrorVariable);
00084 
00085     virtual void build();
00086 
00087     virtual void recomputeSize(int& l, int& w) const;
00088     virtual void fprop();
00089     virtual void bprop();
00090     virtual void symbolicBprop();
00091 
00092 protected:
00093     void build_();
00094 };
00095 
00096 DECLARE_OBJECT_PTR(ProjectionErrorVariable);
00097 
00098 inline Var projection_error(Var f, Var t, real norm_penalization=0, int n=-1, 
00099                             bool normalize_by_neighbor_distance=true,
00100                             bool use_subspace_distance=false, real epsilon=0, real regularization=0,
00101                             bool ordered_vectors=true)
00102 {
00103     return new ProjectionErrorVariable(f, t, n, normalize_by_neighbor_distance,
00104                                        use_subspace_distance, norm_penalization, epsilon, 
00105                                        regularization, ordered_vectors);
00106 }
00107 
00108                             
00109 } // end of namespace PLearn
00110 
00111 #endif 
00112 
00113 
00114 /*
00115   Local Variables:
00116   mode:c++
00117   c-basic-offset:4
00118   c-file-style:"stroustrup"
00119   c-file-offsets:((innamespace . 0)(inline-open . 0))
00120   indent-tabs-mode:nil
00121   fill-column:79
00122   End:
00123 */
00124 // vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:encoding=utf-8:textwidth=79 :
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