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- function model = ssmd_train(X,Y,model)
- % SSMD_TRAIN Selective Sampling Mistake Driven
- %
- % MODEL = SSMD_TRAIN(X,Y,MODEL) trains an classifier according to the
- % Selective Sampling Mistake Driven algorithm. The algorithm will query
- % a label only on certain rounds.
- %
- % Additional parameters:
- % - model.K is the parameter to tune the query rate.
- % Default value is 1.
- %
- % References:
- % - Cavallanti, G., Cesa-Bianchi, N., & Gentile, C. (2011)
- % Learning noisy linear classifiers via adaptive and selective sampling
- % Machine Learning, 83, (pp. 71-102).
-
- % 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.numAskedLabels=zeros(numel(Y),1);
- model.numQueries=0;
- model.N=0;
- end
-
- if isfield(model,'K')==0
- model.K=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;
-
- % Include the current sample to predict
- val_f=val_f/(r+1);
-
- model.errTot=model.errTot+(sign(val_f)~=Yi);
- model.aer(model.iter)=model.errTot/model.iter;
- model.pred(model.iter)=val_f;
-
- Kii=norm(X(:,i))^2;
-
- if val_f^2<=Kii*model.K*log(model.iter)/model.N
- model.numQueries=model.numQueries+1;
- if val_f*Yi<=0
- model.S(end+1)=model.iter;
- model.w=model.w+(Yi-val_f)/(1+r)*KbInv_x';
- model.KbInv=model.KbInv-KbInv_x*KbInv_x'/(1+r);
- model.N=model.N+1;
- end
- 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
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