func (it *SkipIterator) Next() {
if it.innerIterator.End() {
return
}
it.innerIterator.Skip(it.skips[it.skipsIndex])
it.skipsIndex = util.Mod(it.skipsIndex+1, len(it.skips))
if it.skipsIndex == 0 {
it.innerIterator.Skip(it.skips[it.skipsIndex])
it.skipsIndex = 1
}
}
// 从另一个数据集创建数据集合
//
// buckets定义了怎样跳过数据集中的数据：
// 1. 当SkipMode为true时，跳过NumInstances个数据
// 2. 当SkipMode为false时，使用NumInstances个数据
// 重复buckets中的所有项，直到set遍历完为止。
func NewSkipDataset(set Dataset, buckets []SkipBucket) *skipDataset {
skipSet := new(skipDataset)
skipSet.innerDataset = set
skip := 0
for _, iBucket := range buckets {
for iInst := 0; iInst < iBucket.NumInstances; iInst++ {
if iBucket.SkipMode {
skip++
} else {
skipSet.skips = append(skipSet.skips, skip)
skip = 1
}
}
}
skipSet.skips = append(skipSet.skips, skip)
skipSet.numInstances = 0
numSkippedInstances := 0
skipIndex := 0
for {
if numSkippedInstances >= set.NumInstances() {
break
}
numSkippedInstances += skipSet.skips[skipIndex]
skipSet.numInstances++
skipIndex = util.Mod(skipIndex+1, len(skipSet.skips))
if skipIndex == 0 {
numSkippedInstances += skipSet.skips[skipIndex]
skipIndex = 1
}
}
skipSet.numInstances--
return skipSet
}
// 输入x_k和g_k，返回x需要更新的增量 d_k = - H_k * g_k
func (opt *lbfgsOptimizer) GetDeltaX(x, g *util.Matrix) *util.Matrix {
if x.NumLabels() != g.NumLabels() {
log.Fatal("x和g的维度不一致")
}
// 第一次调用时开辟内存
if opt.k == 0 {
if x.IsSparse() {
opt.initStruct(x.NumLabels(), 0, x.IsSparse())
} else {
opt.initStruct(x.NumLabels(), x.NumValues(), x.IsSparse())
}
}
currIndex := util.Mod(opt.k, *lbfgs_history_size)
// 更新x_k
opt.x[currIndex].DeepCopy(x)
// 更新g_k
opt.g[currIndex].DeepCopy(g)
// 当为第0步时，使用简单的gradient descent
if opt.k == 0 {
opt.k++
return g.Opposite()
}
prevIndex := util.Mod(opt.k-1, *lbfgs_history_size)
// 更新s_(k-1)
opt.s[prevIndex].WeightedSum(opt.x[currIndex], opt.x[prevIndex], 1, -1)
// 更新y_(k-1)
opt.y[prevIndex].WeightedSum(opt.g[currIndex], opt.g[prevIndex], 1, -1)
// 更新ro_(k-1)
opt.ro.Set(prevIndex, 1.0/util.MatrixDotProduct(opt.y[prevIndex], opt.s[prevIndex]))
// 计算两个循环的下限
lowerBound := opt.k - *lbfgs_history_size
if lowerBound < 0 {
lowerBound = 0
}
// 第一个循环
opt.q.DeepCopy(g)
for i := opt.k - 1; i >= lowerBound; i-- {
currIndex := util.Mod(i, *lbfgs_history_size)
opt.alpha.Set(currIndex,
opt.ro.Get(currIndex)*util.MatrixDotProduct(opt.s[currIndex], opt.q))
opt.q.Increment(opt.y[currIndex], -opt.alpha.Get(currIndex))
}
// 第二个循环
opt.z.DeepCopy(opt.q)
for i := lowerBound; i <= opt.k-1; i++ {
currIndex := util.Mod(i, *lbfgs_history_size)
opt.beta.Set(currIndex,
opt.ro.Get(currIndex)*util.MatrixDotProduct(opt.y[currIndex], opt.z))
opt.z.Increment(opt.s[currIndex],
opt.alpha.Get(currIndex)-opt.beta.Get(currIndex))
}
// 更新k
opt.k++
return opt.z.Opposite()
}