#include "logistic_regression_trainer.h" #include "sparse_matrix_utils.h" void logistic_regression_trainer_destroy(logistic_regression_trainer_t *self) { if (self == NULL) return; if (self->feature_ids != NULL) { trie_destroy(self->feature_ids); } if (self->label_ids != NULL) { kh_destroy(str_uint32, self->label_ids); } if (self->weights != NULL) { matrix_destroy(self->weights); } if (self->last_updated != NULL) { uint32_array_destroy(self->last_updated); } if (self->unique_columns != NULL) { kh_destroy(int_set, self->unique_columns); } if (self->batch_columns != NULL) { uint32_array_destroy(self->batch_columns); } if (self->gradient != NULL) { matrix_destroy(self->gradient); } free(self); } logistic_regression_trainer_t *logistic_regression_trainer_init(trie_t *feature_ids, khash_t(str_uint32) *label_ids, double gamma_0, double lambda) { if (feature_ids == NULL || label_ids == NULL) return NULL; logistic_regression_trainer_t *trainer = malloc(sizeof(logistic_regression_trainer_t)); if (trainer == NULL) return NULL; trainer->feature_ids = feature_ids; // Add one feature for the bias unit trainer->num_features = trie_num_keys(feature_ids) + 1; trainer->label_ids = label_ids; trainer->num_labels = kh_size(label_ids); trainer->weights = matrix_new_zeros(trainer->num_features, trainer->num_labels); trainer->gradient = matrix_new_zeros(trainer->num_features, trainer->num_labels); trainer->unique_columns = kh_init(int_set); trainer->batch_columns = uint32_array_new_size(trainer->num_features); trainer->last_updated = uint32_array_new_zeros(trainer->num_features); trainer->lambda = lambda; trainer->iters = 0; trainer->epochs = 0; trainer->gamma_0 = gamma_0; return trainer; exit_trainer_created: logistic_regression_trainer_destroy(trainer); return NULL; } static matrix_t *model_expectation(sparse_matrix_t *x, matrix_t *theta) { matrix_t *p_y = matrix_new_zeros(x->m, theta->n); if (p_y == NULL) return NULL; if(logistic_regression_model_expectation(theta, x, p_y)) { return p_y; } else { matrix_destroy(p_y); return NULL; } } double logistic_regression_trainer_batch_cost(logistic_regression_trainer_t *self, feature_count_array *features, cstring_array *labels) { size_t m = self->weights->m; size_t n = self->weights->n; sparse_matrix_t *x = feature_matrix(self->feature_ids, features); uint32_array *y = label_vector(self->label_ids, labels); matrix_t *p_y = matrix_new_zeros(x->m, n); double cost = logistic_regression_cost_function(self->weights, x, y, p_y, self->lambda); matrix_destroy(p_y); uint32_array_destroy(y); sparse_matrix_destroy(x); return cost; } bool logistic_regression_trainer_train_batch(logistic_regression_trainer_t *self, feature_count_array *features, cstring_array *labels) { size_t m = self->weights->m; size_t n = self->weights->n; // Optimize matrix_t *gradient = self->gradient; sparse_matrix_t *x = feature_matrix(self->feature_ids, features); uint32_array *y = label_vector(self->label_ids, labels); matrix_t *p_y = matrix_new_zeros(x->m, n); bool ret = false; if (!sparse_matrix_add_unique_columns(x, self->unique_columns, self->batch_columns)) { log_error("Unique columns failed\n"); goto exit_matrices_created; } if (self->lambda > 0.0 && !stochastic_gradient_descent_regularize_weights(self->weights, self->batch_columns, self->last_updated, self->iters, self->lambda, self->gamma_0)) { log_error("Error regularizing weights\n"); goto exit_matrices_created; } if (!logistic_regression_gradient_sparse(self->weights, gradient, x, y, p_y, self->batch_columns, self->lambda)) { log_error("Gradient failed\n"); goto exit_matrices_created; } size_t data_len = m * n; double gamma = stochastic_gradient_descent_gamma_t(self->gamma_0, self->lambda, self->iters); ret = stochastic_gradient_descent_sparse(self->weights, gradient, self->batch_columns, gamma); self->iters++; exit_matrices_created: matrix_destroy(p_y); uint32_array_destroy(y); sparse_matrix_destroy(x); return ret; } bool logistic_regression_trainer_finalize(logistic_regression_trainer_t *self) { if (self == NULL) return false; if (self->lambda > 0.0) { return stochastic_gradient_descent_finalize_weights(self->weights, self->last_updated, self->iters, self->lambda, self->gamma_0); } return true; }