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dgs_mod_train.m
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dgs_mod_train.m
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function model = dgs_mod_train(X,Y,model)
% DGS_MOD_TRAIN Modified Dekel-Gentile-Sridharan selective sampler algorithm
%
% MODEL = DGS_MOD_TRAIN(X,Y,MODEL) trains an classifier according to the
% modified Dekel-Gentile-Sridharan selective sampler algorithm. The
% algorithm will query a label only on certain rounds.
%
% Additional parameters:
% - model.delta is probability coefficient.
% Default value is 0.1.
% - model.originalQueryRule if set to 1 it will the original query rule
% proposed by Dekel et al.
% Default value is 0.
% - model.alpha is the constant used in the modified query rule.
% Default value is 1.
%
% References:
% - Orabona, F., Cesa-Bianchi, N. (2011).
% Better Selective Sampling Algorithms.
% Proceedings of the 26th International Conference on Machine Learning.
%
% - Dekel, O., Gentile, C., & Sridharan, K. (2010).
% Robust Selective Sampling from Single and Multiple Teachers.
% Proceedings of the 23rd Annual Conference on Learning Theory.
% This file is part of the DOGMA library for Matlab.
% Copyright (C) 2009-2011, Francesco Orabona
%
% This program is free software: you can redistribute it and/or modify
% it under the terms of the GNU General Public License as published by
% the Free Software Foundation, either version 3 of the License, or
% (at your option) any later version.
%
% This program is distributed in the hope that it will be useful,
% but WITHOUT ANY WARRANTY; without even the implied warranty of
% MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
% GNU General Public License for more details.
%
% You should have received a copy of the GNU General Public License
% along with this program. If not, see <http://www.gnu.org/licenses/>.
%
% Contact the author: francesco [at] orabona.com
n = length(Y); % number of training samples
model.a=1;
if isfield(model,'iter')==0
model.iter=0;
model.w=zeros(1,size(X,1));
model.w2=zeros(1,size(X,1));
model.errTot=0;
model.numSV=zeros(numel(Y),1);
model.aer=zeros(numel(Y),1);
model.pred=zeros(numel(Y),1);
model.KbInv=eye(size(X,1))/model.a;
model.sum_rt=0;
model.numAskedLabels=zeros(numel(Y),1);
model.numQueries=0;
model.th=zeros(numel(Y),1);
end
if isfield(model,'delta')==0
model.delta=.1;
end
if isfield(model,'originalQueryRule')==0
model.originalQueryRule=0;
end
if isfield(model,'alpha')==0
model.alpha=1;
end
for i=1:n
model.iter=model.iter+1;
val_f=model.w*X(:,i);
Yi=Y(i);
KbInv_x=model.KbInv*X(:,i);
r=X(:,i)'*KbInv_x;
model.errTot=model.errTot+(sign(val_f)~=Yi);
model.aer(model.iter)=model.errTot/model.iter;
model.pred(model.iter)=val_f;
if model.originalQueryRule==0
th=model.alpha*r*(4*model.sum_rt+36*log(model.iter/model.delta))*log(model.iter);
else
th=r*(1+4*model.sum_rt+36*log(model.iter/model.delta));
end
model.th(model.iter)=th;
if val_f^2<=th
model.numQueries=model.numQueries+1;
model.S(end+1)=model.iter;
model.w=model.w-sign(val_f)*KbInv_x'/r*max(abs(val_f)-1,0);
val_f=model.w*X(:,i);
model.w=model.w+(Yi-val_f)/(1+r)*KbInv_x';
model.KbInv=model.KbInv-KbInv_x*KbInv_x'/(1+r);
model.sum_rt=model.sum_rt+r/(r+1);
end
model.numAskedLabels(model.iter)=model.numQueries;
model.numSV(model.iter)=numel(model.S);
if mod(i,model.step)==0
fprintf('#%.0f SV:%5.2f(%d)\tAER:%5.2f\tAskedLabels:%5.2f(%d)\n', ...
ceil(i/1000),numel(model.S)/model.iter*100,numel(model.S),...
model.aer(model.iter)*100,model.numQueries/model.iter*100,...
model.numQueries);
end
end