Merge pull request #2292 from lambday/develop

added proper lapack check to address issue #2291
shogun-toolbox · Jun 10, 2014 · 0e4bf9f · 0e4bf9f
2 parents a58d12d + d194676
commit 0e4bf9f
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Showing 12 changed files with 48 additions and 82 deletions.
diff --git a/examples/undocumented/libshogun/statistics_mmd_kernel_selection.cpp b/examples/undocumented/libshogun/statistics_mmd_kernel_selection.cpp
@@ -24,7 +24,7 @@
 
 using namespace shogun;
 
-
+#ifdef HAVE_LAPACK
 void kernel_choice_linear_time_mmd_opt_single()
 {
 	/* Note that the linear time mmd is designed for large datasets. Results on
@@ -195,17 +195,20 @@ void kernel_choice_linear_time_mmd_opt_comb()
 
 	SG_UNREF(selection);
 }
+#endif // HAVE_LAPACK
 
 int main(int argc, char** argv)
 {
 	init_shogun_with_defaults();
 //	sg_io->set_loglevel(MSG_DEBUG);
 
+#ifdef HAVE_LAPACK
 	/* select a single kernel for linear time MMD */
 	kernel_choice_linear_time_mmd_opt_single();
 
 	/* select combined kernels for linear time MMD */
 	kernel_choice_linear_time_mmd_opt_comb();
+#endif
 
 	exit_shogun();
 	return 0;

diff --git a/src/shogun/statistics/MMDKernelSelection.cpp b/src/shogun/statistics/MMDKernelSelection.cpp
@@ -21,28 +21,23 @@ CMMDKernelSelection::CMMDKernelSelection()
 	init();
 }
 
-CMMDKernelSelection::CMMDKernelSelection(
-		CKernelTwoSampleTest* mmd)
+CMMDKernelSelection::CMMDKernelSelection(CKernelTwoSampleTest* mmd)
 {
 	init();
 
 	/* ensure that mmd contains an instance of a MMD related class */
-	REQUIRE(mmd, "CMMDKernelSelection::CMMDKernelSelection(): No MMD instance "
-			"provided!\n");
+	REQUIRE(mmd, "No MMD instance provided!\n");
 	REQUIRE(mmd->get_statistic_type()==S_LINEAR_TIME_MMD ||
 			mmd->get_statistic_type()==S_QUADRATIC_TIME_MMD,
-			"CMMDKernelSelection::CMMDKernelSelection(): provided instance "
-			"for kernel two sample testing has to be a MMD-based class! The "
-			"provided is of class \"%s\"\n", mmd->get_name());
+			"Provided instance for kernel two sample testing has to be a MMD-"
+			"based class! The provided is of class \"%s\"\n", mmd->get_name());
 
 	/* ensure that there is a combined kernel */
 	CKernel* kernel=mmd->get_kernel();
-	REQUIRE(kernel, "CMMDKernelSelection::CMMDKernelSelection(): underlying "
-			"\"%s\" has no kernel set!\n", mmd->get_name());
-	REQUIRE(kernel->get_kernel_type()==K_COMBINED, "CMMDKernelSelection::"
-			"CMMDKernelSelection(): kernel of underlying \"%s\" is of type \"%s\""
-			" but is has to be CCombinedKernel\n", mmd->get_name(),
-			kernel->get_name());
+	REQUIRE(kernel, "Underlying \"%s\" has no kernel set!\n", mmd->get_name());
+	REQUIRE(kernel->get_kernel_type()==K_COMBINED, "Kernel of underlying \"%s\" "
+			"is of type \"%s\" but is has to be CCombinedKernel\n",
+			mmd->get_name(), kernel->get_name());
 	SG_UNREF(kernel);
 
 	m_mmd=mmd;
@@ -65,7 +60,7 @@ void CMMDKernelSelection::init()
 
 CKernel* CMMDKernelSelection::select_kernel()
 {
-	SG_DEBUG("entering CMMDKernelSelection::select_kernel()\n")
+	SG_DEBUG("entering\n")
 
 	/* compute measures and return single kernel with maximum measure */
 	SGVector<float64_t> measures=compute_measures();
@@ -87,7 +82,7 @@ CKernel* CMMDKernelSelection::select_kernel()
 	CKernel* current=combined->get_kernel(max_idx);
 
 	SG_UNREF(combined);
-	SG_DEBUG("leaving CMMDKernelSelection::select_kernel()\n");
+	SG_DEBUG("leaving\n");
 
 	/* current is not SG_UNREF'ed nor SG_REF'ed since the counter needs to be
 	 * incremented exactly by one */

diff --git a/src/shogun/statistics/MMDKernelSelection.h b/src/shogun/statistics/MMDKernelSelection.h
@@ -67,7 +67,7 @@ class CMMDKernelSelection: public CSGObject
 	virtual CKernel* select_kernel();
 
 	/** @return name of the SGSerializable */
-	const char* get_name() const=0;
+	virtual const char* get_name() const=0;
 
 private:
 

diff --git a/src/shogun/statistics/MMDKernelSelectionComb.cpp b/src/shogun/statistics/MMDKernelSelectionComb.cpp
@@ -46,6 +46,19 @@ void CMMDKernelSelectionComb::init()
 #endif
 }
 
+CKernel* CMMDKernelSelectionComb::select_kernel()
+{
+	/* cast is safe due to assertion in constructor */
+	CCombinedKernel* combined=(CCombinedKernel*)m_mmd->get_kernel();
+
+	/* optimise for kernel weights and set them */
+	SGVector<float64_t> weights=compute_measures();
+	combined->set_subkernel_weights(weights);
+
+	/* note that kernel is SG_REF'ed from getter above */
+	return combined;
+}
+
 #ifdef HAVE_LAPACK
 /* no reference counting, use the static context constructor of SGMatrix */
 SGMatrix<float64_t> CMMDKernelSelectionComb::m_Q=SGMatrix<float64_t>(false);
@@ -58,21 +71,7 @@ const float64_t* CMMDKernelSelectionComb::get_Q_col(uint32_t i)
 /** helper function that prints current state */
 void CMMDKernelSelectionComb::print_state(libqp_state_T state)
 {
-	SG_SDEBUG("CMMDKernelSelectionComb::print_state: libqp state:"
-			" primal=%f\n", state.QP);
-}
-
-CKernel* CMMDKernelSelectionComb::select_kernel()
-{
-	/* cast is safe due to assertion in constructor */
-	CCombinedKernel* combined=(CCombinedKernel*)m_mmd->get_kernel();
-
-	/* optimise for kernel weights and set them */
-	SGVector<float64_t> weights=compute_measures();
-	combined->set_subkernel_weights(weights);
-
-	/* note that kernel is SG_REF'ed from getter above */
-	return combined;
+	SG_SDEBUG("libqp state: primal=%f\n", state.QP);
 }
 
 SGVector<float64_t> CMMDKernelSelectionComb::solve_optimization(
@@ -111,9 +110,8 @@ SGVector<float64_t> CMMDKernelSelectionComb::solve_optimization(
 
 	if (!one_pos)
 	{
-		SG_WARNING("CMMDKernelSelectionComb::solve_optimization(): all mmd "
-				"estimates are negative. This is techically possible, although "
-				"extremely rare. Consider using different kernels. "
+		SG_WARNING("All mmd estimates are negative. This is techically possible,"
+				"although extremely rare. Consider using different kernels. "
 				"This combination will lead to a bad two-sample test. Since any"
 				"combination is bad, will now just return equally distributed "
 				"kernel weights\n");
@@ -170,29 +168,4 @@ SGVector<float64_t> CMMDKernelSelectionComb::solve_optimization(
 
 	return weights;
 }
-#else
-CKernel* CMMDKernelSelectionComb::select_kernel()
-{
-	SG_ERROR("CMMDKernelSelectionComb::select_kernel(): LAPACK needs to be "
-			"installed in order to use weight optimisation for combined "
-			"kernels!\n");
-	return NULL;
-}
-
-SGVector<float64_t> CMMDKernelSelectionComb::compute_measures()
-{
-	SG_ERROR("CMMDKernelSelectionComb::select_kernel(): LAPACK needs to be "
-			"installed in order to use weight optimisation for combined "
-			"kernels!\n");
-	return SGVector<float64_t>();
-}
-
-SGVector<float64_t> CMMDKernelSelectionComb::solve_optimization(
-		SGVector<float64_t> mmds)
-{
-	SG_ERROR("CMMDKernelSelectionComb::solve_optimization(): LAPACK needs to be "
-			"installed in order to use weight optimisation for combined "
-			"kernels!\n");
-	return SGVector<float64_t>();
-}
 #endif
diff --git a/src/shogun/statistics/MMDKernelSelectionComb.h b/src/shogun/statistics/MMDKernelSelectionComb.h
@@ -42,21 +42,6 @@ class CMMDKernelSelectionComb: public CMMDKernelSelection
 	/** Destructor */
 	virtual ~CMMDKernelSelectionComb();
 
-#ifdef HAVE_LAPACK
-	/** Abstract method that computes weights of the selected combined kernel.
-	 *
-	 * @return weights of the selected kernel
-	 */
-	virtual SGVector<float64_t> compute_measures()=0;
-#else
-	/** Abstract method that computes weights of the selected combined kernel.
-	 * LAPACK needs to be installed for this method to work. Please install!
-	 *
-	 * @return Throws an error
-	 */
-	virtual SGVector<float64_t> compute_measures();
-#endif
-
 	/** @return computes weights for the underlying kernel, sets them to it, and
 	 * returns it (SG_REF'ed)
 	 *
@@ -65,9 +50,10 @@ class CMMDKernelSelectionComb: public CMMDKernelSelection
 	virtual CKernel* select_kernel();
 
 	/** @return name of the SGSerializable */
-	const char* get_name() const=0;
+	virtual const char* get_name() const=0;
 
 protected:
+#ifdef HAVE_LAPACK
 	/** Solves the quadratic program
 	 * \f[
 	 * \min_\beta \{\beta^T Q \beta \quad \text{s.t.}\quad \beta^T \eta=1, \beta\succeq 0\},
@@ -82,7 +68,6 @@ class CMMDKernelSelectionComb: public CMMDKernelSelection
 	 */
 	virtual SGVector<float64_t> solve_optimization(SGVector<float64_t> mmds);
 
-#ifdef HAVE_LAPACK
 	/** return pointer to i-th column of m_Q. Helper for libqp */
 	static const float64_t* get_Q_col(uint32_t i);
 

diff --git a/src/shogun/statistics/MMDKernelSelectionCombMaxL2.h b/src/shogun/statistics/MMDKernelSelectionCombMaxL2.h
@@ -71,7 +71,10 @@ class CMMDKernelSelectionCombMaxL2: public CMMDKernelSelectionComb
 #endif
 
 	/** @return name of the SGSerializable */
-	const char* get_name() const { return "MMDKernelSelectionCombMaxL2"; }
+	virtual const char* get_name() const
+	{
+		return "MMDKernelSelectionCombMaxL2";
+	}
 };
 
 }

diff --git a/src/shogun/statistics/MMDKernelSelectionCombOpt.h b/src/shogun/statistics/MMDKernelSelectionCombOpt.h
@@ -76,7 +76,10 @@ class CMMDKernelSelectionCombOpt: public CMMDKernelSelectionComb
 #endif
 
 	/** @return name of the SGSerializable */
-	const char* get_name() const { return "MMDKernelSelectionCombOpt"; }
+	virtual const char* get_name() const
+	{
+		return "MMDKernelSelectionCombOpt";
+	}
 
 private:
 	/** Initializer */

diff --git a/src/shogun/statistics/MMDKernelSelectionMax.h b/src/shogun/statistics/MMDKernelSelectionMax.h
@@ -52,7 +52,7 @@ class CMMDKernelSelectionMax: public CMMDKernelSelection
 	virtual SGVector<float64_t> compute_measures();
 
 	/** @return name of the SGSerializable */
-	const char* get_name() const { return "MMDKernelSelectionMax"; }
+	virtual const char* get_name() const { return "MMDKernelSelectionMax"; }
 };
 
 }

diff --git a/src/shogun/statistics/MMDKernelSelectionMedian.h b/src/shogun/statistics/MMDKernelSelectionMedian.h
@@ -67,7 +67,7 @@ class CMMDKernelSelectionMedian: public CMMDKernelSelection
 	virtual CKernel* select_kernel();
 
 	/** @return name of the SGSerializable */
-	const char* get_name() const { return "MMDKernelSelectionMedian"; }
+	virtual const char* get_name() const { return "MMDKernelSelectionMedian"; }
 
 private:
 	/* initialises and registers member variables */

diff --git a/src/shogun/statistics/MMDKernelSelectionOpt.h b/src/shogun/statistics/MMDKernelSelectionOpt.h
@@ -65,7 +65,7 @@ class CMMDKernelSelectionOpt: public CMMDKernelSelection
 	virtual SGVector<float64_t> compute_measures();
 
 	/** @return name of the SGSerializable */
-	const char* get_name() const { return "MMDKernelSelectionOpt"; }
+	virtual const char* get_name() const { return "MMDKernelSelectionOpt"; }
 
 private:
 	/** Initializer */

diff --git a/tests/unit/statistics/MMDKernelSelectionCombMaxL2_unittest.cc b/tests/unit/statistics/MMDKernelSelectionCombMaxL2_unittest.cc
@@ -18,6 +18,7 @@
 
 using namespace shogun;
 
+#ifdef HAVE_LAPACK
 TEST(MMDKernelSelectionCombMaxL2, select_kernel)
 {
 	index_t m=8;
@@ -101,3 +102,4 @@ TEST(MMDKernelSelectionCombMaxL2, select_kernel)
 	SG_UNREF(selection);
 	SG_UNREF(result);
 }
+#endif // HAVE_LAPACK
diff --git a/tests/unit/statistics/MMDKernelSelectionCombOpt_unittest.cc b/tests/unit/statistics/MMDKernelSelectionCombOpt_unittest.cc
@@ -18,6 +18,7 @@
 
 using namespace shogun;
 
+#ifdef HAVE_LAPACK
 TEST(MMDKernelSelectionCombOpt, select_kernel)
 {
 	index_t m=8;
@@ -102,3 +103,4 @@ TEST(MMDKernelSelectionCombOpt, select_kernel)
 	SG_UNREF(selection);
 	SG_UNREF(result);
 }
+#endif // HAVE_LAPACK