slim_fs_learn.c File Reference

This file contains all the routines for SLIM learning with feature selection. More...

#include <slim.h>

Go to the source code of this file.

Functions
void	slim_fs_learn (ctrl_t *ctrl, gk_csr_t *A, double *b, double *w, float **A_colval, worksp *Wrk, double *bl, double *bu, double beta, double *c)
	SLIM learning with feature selction.

Detailed Description

This file contains all the routines for SLIM learning with feature selection.

Definition in file slim_fs_learn.c.

Function Documentation

void slim_fs_learn	(	ctrl_t *	ctrl,
		gk_csr_t *	A,
		double *	b,
		double *	w,
		float **	A_colval,
		worksp *	Wrk,
		double *	bl,
		double *	bu,
		double	beta,
		double *	c
	)

SLIM learning with feature selction.

Parameters

[in]	ctrl	A ctrl structure which contains all the parameters for SLIM Learning with feature selection
[in]	A	The A matrix
[in]	b	The RHS vector
[in,out]	w	The solution vector
[in]	A_colval	A temporary place for a column
[in]	Wrk	A workspace for BCLS
[in]	bl	The lower bound for BCLS
[in]	bu	The upper bound for BCLS
[in]	beta	The regularization parameter for L-2 norm
[in]	c	The vector for L-1 norm

Definition at line 31 of file slim_fs_learn.c.

References worksp::acol, bcsol(), count_nnz(), find_topk(), and ctrl_t::k.

Referenced by slim_learn().

                                   {

  int nnz = *(A->colptr + A->ncols); 
  int * acol = Wrk->acol; 

  /* count nnz */
  int kk = count_nnz(w, A->ncols); 
    
  /* find topk nnz */
  int topk = 0; 
  /* find the indices of topk entries, meanwhile w is over-written as the topk locations */
  find_topk(w, A->ncols, gk_min(ctrl->k, kk), w, &topk);  

  /* back up original values, this is done only once */
  if (*A_colval == NULL){
    *A_colval = gk_malloc(sizeof(float)*nnz, "malloc *A_colval"); 
    memcpy((void *)*A_colval, (void *)A->colval, sizeof(float)*nnz); 
  }

  /* remove all A nnz values, this will not affect the column under consideration */
  gk_fset(nnz, 0, A->colval); 
  /* set all columns as inactive */
  gk_iset(A->ncols, 0, acol);
  /* recover all topk columns in A */
  for (int i = 0; i < topk; i ++){
    int j = (int)w[i]; 
    /* activate this column */
    acol[j] = 1;  
    int nj = A->colptr[j+1] - A->colptr[j];
    for (int k = 0; k < nj; k ++){
      /* get the orignal values back */
      *(A->colptr[j] + k + A->colval) = *(A->colptr[j] + k + *A_colval); 
    }
  }

  /* BCLS */
  gk_dset(A->ncols, 0, w); 
  bcsol(ctrl, A, b, w, Wrk, bl, bu, beta, c); 
    
  /* recover full A, specific to binary A, this will over-write the column of b, 
     but will not matter */
  memcpy((void *)A->colval, (void *)*A_colval, sizeof(float)*nnz); 
  /* activate all columns */
  gk_iset(A->ncols, 1, acol);

}