[Jboost-cvs] jboost/src/jboost/booster RobustBoost.java,1.3,1.4

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Update of /cvsroot/jboost/jboost/src/jboost/booster
In directory fdv4jf1.ch3.sourceforge.com:/tmp/cvs-serv31999/src/jboost/booster

Modified Files:
	RobustBoost.java 
Log Message:
-remove BinarySearch
-fix class specific weighting


Index: RobustBoost.java
===================================================================
RCS file: /cvsroot/jboost/jboost/src/jboost/booster/RobustBoost.java,v
retrieving revision 1.3
retrieving revision 1.4
diff -C2 -d -r1.3 -r1.4
*** RobustBoost.java	9 Feb 2009 10:45:30 -0000	1.3
--- RobustBoost.java	11 Feb 2009 03:15:39 -0000	1.4
***************
*** 84,96 ****
      m_cost = cost;
      
!     m_rho = new double[] {calculateRho(m_sigma_f[0],m_epsilon,m_theta[0]),
!                           calculateRho(m_sigma_f[1],m_epsilon,m_theta[1])};
  
      m_t = 0.0;
- 
-     m_conf_rated = conf_rated;
      
      m_last_ds = 0;
      m_last_dt = 0;
    }
  
--- 84,97 ----
      m_cost = cost;
      
!     m_conf_rated = conf_rated;
!     
!     m_rho = new double[] {calculateRho(m_sigma_f[0],m_epsilon,m_theta[0],m_cost[0]),
!                           calculateRho(m_sigma_f[1],m_epsilon,m_theta[1],m_cost[1])};
  
      m_t = 0.0;
      
      m_last_ds = 0;
      m_last_dt = 0;
+   
    }
  
***************
*** 110,114 ****
      m_theta[1]= config.getDouble("rb_theta_1", m_theta[1]);
      
-     
      m_sigma_f[0] = sigma_f;
      m_sigma_f[1] = sigma_f;
--- 111,114 ----
***************
*** 120,128 ****
      m_cost[1]= config.getDouble("rb_cost_1", m_cost[1]);
      
-     m_rho = new double[] {calculateRho(m_sigma_f[0],m_epsilon,m_theta[0]),
-                           calculateRho(m_sigma_f[1],m_epsilon,m_theta[1])};
- 
      m_conf_rated = config.getBool("rb_conf_rated", m_conf_rated);
      
    }
  
--- 120,128 ----
      m_cost[1]= config.getDouble("rb_cost_1", m_cost[1]);
      
      m_conf_rated = config.getBool("rb_conf_rated", m_conf_rated);
      
+     m_rho = new double[] {calculateRho(m_sigma_f[0],m_epsilon,m_theta[0],m_cost[0]),
+                           calculateRho(m_sigma_f[1],m_epsilon,m_theta[1],m_cost[1])};
+ 
    }
  
***************
*** 497,515 ****
        }
  
!       // check if NewtonSolver fails 
        if (!foundSolution) {
-         
-         //System.out.println(">> NewtonSolver failed!");
-         //System.out.println(">> Trying BinarySearch...");
  
!         // try binary search
!         BinarySearch bs = new BinarySearch(this, mask, value);
! 
!         if (bs.isSucceeded()) {
!           //System.out.println(">> BinarySearch found a solution!");
!           ds = bs.getDs();
!           dt = bs.getDt();
!         }
!         
        }
        
--- 497,516 ----
        }
  
!       // if failed, do more search with starting point on a grid
        if (!foundSolution) {
  
!         done:
!           for (double temp_ds=0;temp_ds < 10;temp_ds+=0.1) {
!             for (double temp_dt=0;temp_dt < 1;temp_dt+=0.1) {
!               double[] init_p = new double[] {temp_ds, temp_dt};
!               NewtonSolver ns = new NewtonSolver(this,mask,value,init_p,30);
!               if (ns.isSucceeded()) {
!                 ds = ns.getDs();
!                 dt = ns.getDt();
!                 break done;
!               }
!             }
!           }
!       
        }
        
***************
*** 540,548 ****
          }
        }
        // no solutions found
        else {
          
-         //throw new RuntimeException("Error: Cannot find (ds,dt). Please use another value of epsilon, sigma_f or theta!");
-     
          m_last_ds = 0;
          m_last_dt = 0;
--- 541,548 ----
          }
        }
+       
        // no solutions found
        else {
          
          m_last_ds = 0;
          m_last_dt = 0;
***************
*** 613,617 ****
    public static double calculatePotential(boolean conf_rated, double rho, double theta, 
        double sigma_f, double cost, double m, double t) {
! 
      if (conf_rated) {
        return cost * Math.min(1.0, 1.0 - erf((m - calculateMu(rho,theta,t))/calculateSigma(sigma_f,t)));
--- 613,617 ----
    public static double calculatePotential(boolean conf_rated, double rho, double theta, 
        double sigma_f, double cost, double m, double t) {
!     
      if (conf_rated) {
        return cost * Math.min(1.0, 1.0 - erf((m - calculateMu(rho,theta,t))/calculateSigma(sigma_f,t)));
***************
*** 648,652 ****
     */
    public static double calculateWeight(boolean conf_rated, double rho, double theta, double sigma_f, double cost, double m, double t) {
!     
      double mu_t = calculateMu(rho, theta, t);
      double sigma_t_sq = calculateSigmaSquare(sigma_f,t);
--- 648,652 ----
     */
    public static double calculateWeight(boolean conf_rated, double rho, double theta, double sigma_f, double cost, double m, double t) {
! 
      double mu_t = calculateMu(rho, theta, t);
      double sigma_t_sq = calculateSigmaSquare(sigma_f,t);
***************
*** 681,685 ****
    
    public int getNumActiveExamples() {
!     double EPS = 1E-6;
      int num = 0;
      for (int i=0;i<m_numExamples;i++) {
--- 681,685 ----
    
    public int getNumActiveExamples() {
!     double EPS = 1E-4;
      int num = 0;
      for (int i=0;i<m_numExamples;i++) {
***************
*** 695,702 ****
     * @return rho
     */
!   private double calculateRho(double sigma_f, double epsilon, double theta) {
      
      if (!m_conf_rated) epsilon = epsilon * 2;
      
      double f1 = Math.sqrt(Math.exp(2.0)*((sigma_f * sigma_f) + 1.0) - 1.0);
      double f2 = erfinv(1.0 - epsilon);
--- 695,704 ----
     * @return rho
     */
!   private double calculateRho(double sigma_f, double epsilon, double theta, double cost) {
      
      if (!m_conf_rated) epsilon = epsilon * 2;
      
+     epsilon /= cost;
+     
      double f1 = Math.sqrt(Math.exp(2.0)*((sigma_f * sigma_f) + 1.0) - 1.0);
      double f2 = erfinv(1.0 - epsilon);
***************
*** 704,707 ****
--- 706,710 ----
      double denom = 2.0 * (Math.E - 1.0);
      return numer / denom;
+     
    }
  
***************
*** 1161,1166 ****
          // Found a solution
          if (Math.abs(F[0]) < RHS_EPS && Math.abs(F[1]) < RHS_EPS && dt > 0) {
!               
!           if (t + dt > 1) dt = 1 - t;
            log.append("Found a solution in " + i + " iterations!\n");
            log.append("> ds = " + ds + "\n");
--- 1164,1168 ----
          // Found a solution
          if (Math.abs(F[0]) < RHS_EPS && Math.abs(F[1]) < RHS_EPS && dt > 0) {
!           //if (t + dt > 1) dt = 1 - t;
            log.append("Found a solution in " + i + " iterations!\n");
            log.append("> ds = " + ds + "\n");
***************
*** 1185,1190 ****
            log.append("F[1] = " + F[1] + "\n");
          
!           if (Math.abs(F[1]) < RHS_EPS && dt > 0) {
!             if (t + dt > 1) dt = 1 - t;
              log.append("Found a solution in " + i + " iterations!\n");
              log.append("> ds = " + ds + "\n");
--- 1187,1193 ----
            log.append("F[1] = " + F[1] + "\n");
          
!           // if this solution is ok
!           if (Math.abs(F[0]) < RHS_EPS && Math.abs(F[1]) < RHS_EPS && dt > 0) {
!             //if (t + dt > 1) dt = 1 - t;
              log.append("Found a solution in " + i + " iterations!\n");
              log.append("> ds = " + ds + "\n");
***************
*** 1248,1406 ****
  
    }
- 
-   /**
-    * Binary search for solving ds,dt
-    * 
-    * @author Sunsern Cheamanunkul
-    *
-    */
-   public class BinarySearch {
- 
-     double SOL_EPS = 1E-4;
-     double EPS = 1E-6;
- 
-     protected StringBuffer log;
- 
-     protected boolean[] mask;
-     protected double[] value;
-     protected double t;
-     protected double ds,dt; 
-     protected RobustBoost rb; 
-     
-     protected boolean succeeded;
- 
-     public BinarySearch(RobustBoost rb, boolean[] mask, double[] value) {
- 
-       this.rb = rb;
-       this.t = rb.m_t;
-       this.value = value;
-       this.mask = mask;
-       
-       succeeded = false;
-       log = new StringBuffer();
- 
-       //solve();
- 
-     }
- 
-     
-     /**
-      * output is [a b] where
-      *   a = f1(ds,dt)
-      *   b = f2(ds,dt)
-      * 
-      * @return 
-      */
-     private double[] calculateF(double ds, double dt) {
-       
-       double[] output = new double[] {0,0};
-       double new_t, new_margin, new_weight;
-       double rho, theta, sigma_f, step, cost;
- 
-       new_t = t + dt;
- 
-       for (int i=0;i<rb.m_numExamples;i++) {
-         
-         rho = rb.m_rho[rb.m_labels[i]];
-         theta = rb.m_theta[rb.m_labels[i]];
-         sigma_f = rb.m_sigma_f[rb.m_labels[i]];
-         cost = rb.m_cost[rb.m_labels[i]];
-         step = (mask[i] ? value[rb.m_labels[i]] : 0);
-         
-         new_margin = rb.m_margins[i]*Math.exp(-dt) + step*ds;
-         new_weight = RobustBoost.calculateWeight(rb.m_conf_rated, rho, theta, sigma_f, cost, new_margin, new_t);
- 
-         output[0] += step*new_weight;
-         output[1] += RobustBoost.calculatePotential(rb.m_conf_rated, rho, theta, sigma_f, cost, rb.m_margins[i], t) -
-         RobustBoost.calculatePotential(rb.m_conf_rated, rho, theta, sigma_f, cost, new_margin, new_t);
-         
-       }
- 
-       return output;
-     }
-     
-     private void solve() {
- 
-       // start at small value
-       ds = EPS;
-       
-       double[] F,F1,F2;
-       double dt_l,dt_r;
-       
-       stop:
-       while (ds < 10) {
-         
-         // set boundary of dt
-         dt_l = EPS;
-         dt_r = 1-t;
-         
-         F = calculateF(ds,dt_l);
-         
-         if (Math.abs(F[1]) > 0.01) break;
-         
-         while (Math.abs(dt_l - dt_r) > 0.00001) {
-           
-           double dt_m = (dt_l+dt_r)/2;
-           double dt1 = (dt_l+dt_m)/2;
-           double dt2 = (dt_r+dt_m)/2;
-           
-           F = calculateF(ds,dt_m);
-           
-           if (Math.abs(F[1]) < SOL_EPS) {
-           //if (Math.abs(F[1]) < SOL_EPS && Math.abs(F[0]) < SOL_EPS) {
-             dt = dt_m;
-             if (t + dt > 1) dt = 1 - t;
-             log.append("Found a solution!\n");
-             log.append("> ds = " + ds + "\n");
-             log.append("> dt = " + dt + "\n");
-             log.append("> F[0]=" + F[0] + "\n");
-             log.append("> F[1]=" + F[1] + "\n");
-             
-             succeeded = true;
-             break stop;
-           }
-           
-           F1 = calculateF(ds,dt1);
-           F2 = calculateF(ds,dt2);
- 
-           if (Math.abs(F1[0]) > Math.abs(F2[0])) {
-             dt_l = dt_m;
-           }
-           else {
-             dt_r = dt_m;
-           }
-           
-         }
-         
-         ds += 0.001;
-       }
- 
-       if (!succeeded) {
-         log.append("BinarySearch failed!\n");
-         ds = Double.NaN;
-         dt = Double.NaN;
-       }
-       else {
-         log.append("BinarySearch completed successfully!\n");
-       }
-     }
- 
-     public boolean isSucceeded() {
-       return succeeded;
-     }
- 
-     public double getDs() {
-       return ds;
-     }
- 
-     public double getDt() {
-       return dt;
-     }
- 
-     public String getLog() {
-       return log.toString();
-     }
- 
-   }
    
  } 
--- 1251,1254 ----