diff --git a/dlib/optimization/optimization_oca.h b/dlib/optimization/optimization_oca.h index 98a9aab4c..f866eedc8 100644 --- a/dlib/optimization/optimization_oca.h +++ b/dlib/optimization/optimization_oca.h @@ -8,6 +8,7 @@ #include "../matrix.h" #include "optimization_solve_qp_using_smo.h" #include +#include "../sequence.h" // ---------------------------------------------------------------------------------------- @@ -138,7 +139,7 @@ namespace dlib const scalar_type C = problem.get_c(); - matrix planes; + typename sequence::kernel_2a planes; std::vector bs, miss_count; vect_type new_plane, alpha; @@ -162,7 +163,8 @@ namespace dlib // The flat lower bounding plane is always good to have if we know // what it is. bs.push_back(R_lower_bound); - planes = zeros_matrix(w); + new_plane = zeros_matrix(w); + planes.add(0, new_plane); alpha = uniform_matrix(1,1, C); miss_count.push_back(0); @@ -194,11 +196,8 @@ namespace dlib set_rowm(new_plane, range(force_weight_to_1, new_plane.size()-1)) = 0; } - if (planes.size() != 0) - planes = join_rows(planes, new_plane); - else - planes = new_plane; bs.push_back(cur_risk - dot(w,new_plane)); + planes.add(planes.size(), new_plane); miss_count.push_back(0); // If alpha is empty then initialize it (we must always have sum(alpha) == C). @@ -214,21 +213,21 @@ namespace dlib // report current status const scalar_type risk_gap = cur_risk - (cp_obj-wnorm)/C; if (counter > 0 && problem.optimization_status(cur_obj, cur_obj - cp_obj, - cur_risk, risk_gap, planes.nc(), counter)) + cur_risk, risk_gap, planes.size(), counter)) { break; } // compute kernel matrix for all the planes K.swap(Ktmp); - K.set_size(planes.nc(), planes.nc()); + K.set_size(planes.size(), planes.size()); // copy over the old K matrix set_subm(K, 0,0, Ktmp.nr(), Ktmp.nc()) = Ktmp; // now add the new row and column to K - for (long c = 0; c < planes.nc(); ++c) + for (unsigned long c = 0; c < planes.size(); ++c) { - K(c, Ktmp.nc()) = dot(colm(planes,c), new_plane); + K(c, Ktmp.nc()) = dot(planes[c], planes[planes.size()-1]); K(Ktmp.nc(), c) = K(c,Ktmp.nc()); } @@ -242,12 +241,23 @@ namespace dlib // Note that we warm start this optimization by using the alpha from the last // iteration as the starting point. if (num_nonnegative != 0) - solve_qp4_using_smo(rowm(planes,range(0,num_nonnegative-1)), K, mat(bs), alpha, eps, sub_max_iter); + { + // copy planes into a matrix so we can call solve_qp4_using_smo() + matrix planes_mat(num_nonnegative,planes.size()); + for (unsigned long i = 0; i < planes.size(); ++i) + set_rowm(planes_mat,i) = rowm(planes[i],0,num_nonnegative); + + solve_qp4_using_smo(planes_mat, K, mat(bs), alpha, eps, sub_max_iter); + } else + { solve_qp_using_smo(K, mat(bs), alpha, eps, sub_max_iter); + } // construct the w that minimized the subproblem. - w = -(planes*alpha); + w = -alpha(0)*planes[0]; + for (unsigned long i = 1; i < planes.size(); ++i) + w -= alpha(i)*planes[i]; // threshold the first num_nonnegative w elements if necessary. if (num_nonnegative != 0) set_rowm(w,range(0,num_nonnegative-1)) = lowerbound(rowm(w,range(0,num_nonnegative-1)),0); @@ -274,7 +284,7 @@ namespace dlib miss_count.erase(miss_count.begin()+idx); K = removerc(K, idx, idx); alpha = remove_row(alpha,idx); - planes = remove_col(planes,idx); + planes.remove(idx, new_plane); } ++counter;