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quick fix

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This commit is contained in:
tqchen 2015-03-14 09:20:04 -07:00
parent 1e23af2adc
commit cd9c81be91
2 changed files with 13 additions and 5 deletions
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5
rabit-learn/linear/linear.h
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@ -26,10 +26,11 @@ struct LinearModel {
int reserved[16]; int reserved[16];
// constructor // constructor
ModelParam(void) { ModelParam(void) {
memset(this, 0, sizeof(ModelParam));
base_score = 0.5f; base_score = 0.5f;
num_feature = 0; num_feature = 0;
loss_type = 1; loss_type = 1;
std::memset(reserved, 0, sizeof(reserved)); num_feature = 0;
} }
// initialize base score // initialize base score
inline void InitBaseScore(void) { inline void InitBaseScore(void) {
@ -119,7 +120,7 @@ struct LinearModel {
} }
fi.Read(weight, sizeof(float) * (param.num_feature + 1)); fi.Read(weight, sizeof(float) * (param.num_feature + 1));
} }
inline void Save(rabit::IStream &fo, const float *wptr = NULL) const { inline void Save(rabit::IStream &fo, const float *wptr = NULL) {
fo.Write(&param, sizeof(param)); fo.Write(&param, sizeof(param));
if (wptr == NULL) wptr = weight; if (wptr == NULL) wptr = weight;
fo.Write(wptr, sizeof(float) * (param.num_feature + 1)); fo.Write(wptr, sizeof(float) * (param.num_feature + 1));

13
rabit-learn/solver/lbfgs.h
View File

@ -226,7 +226,7 @@ class LBFGSSolver {
const size_t num_dim = gstate.num_dim; const size_t num_dim = gstate.num_dim;
const DType *gsub = grad + range_begin_; const DType *gsub = grad + range_begin_;
const size_t nsub = range_end_ - range_begin_; const size_t nsub = range_end_ - range_begin_;
double vdot; double vdot = 0.0;
if (n != 0) { if (n != 0) {
// hist[m + n - 1] stores old gradient // hist[m + n - 1] stores old gradient
Minus(hist[m + n - 1], gsub, hist[m + n - 1], nsub); Minus(hist[m + n - 1], gsub, hist[m + n - 1], nsub);
@ -242,15 +242,19 @@ class LBFGSSolver {
idxset.push_back(std::make_pair(m + j, 2 * m)); idxset.push_back(std::make_pair(m + j, 2 * m));
idxset.push_back(std::make_pair(m + j, m + n - 1)); idxset.push_back(std::make_pair(m + j, m + n - 1));
} }
// calculate dot products // calculate dot products
std::vector<double> tmp(idxset.size()); std::vector<double> tmp(idxset.size());
for (size_t i = 0; i < tmp.size(); ++i) { for (size_t i = 0; i < tmp.size(); ++i) {
tmp[i] = hist.CalcDot(idxset[i].first, idxset[i].second); tmp[i] = hist.CalcDot(idxset[i].first, idxset[i].second);
} }
rabit::Allreduce<rabit::op::Sum>(BeginPtr(tmp), tmp.size()); rabit::Allreduce<rabit::op::Sum>(BeginPtr(tmp), tmp.size());
for (size_t i = 0; i < tmp.size(); ++i) { for (size_t i = 0; i < tmp.size(); ++i) {
gstate.DotBuf(idxset[i].first, idxset[i].second) = tmp[i]; gstate.DotBuf(idxset[i].first, idxset[i].second) = tmp[i];
} }
// BFGS steps, use vector-free update // BFGS steps, use vector-free update
// parameterize vector using basis in hist // parameterize vector using basis in hist
std::vector<double> alpha(n); std::vector<double> alpha(n);
@ -264,7 +268,7 @@ class LBFGSSolver {
} }
alpha[j] = vsum / gstate.DotBuf(j, m + j); alpha[j] = vsum / gstate.DotBuf(j, m + j);
delta[m + j] = delta[m + j] - alpha[j]; delta[m + j] = delta[m + j] - alpha[j];
} }
// scale // scale
double scale = gstate.DotBuf(n - 1, m + n - 1) / double scale = gstate.DotBuf(n - 1, m + n - 1) /
gstate.DotBuf(m + n - 1, m + n - 1); gstate.DotBuf(m + n - 1, m + n - 1);
@ -280,6 +284,7 @@ class LBFGSSolver {
double beta = vsum / gstate.DotBuf(j, m + j); double beta = vsum / gstate.DotBuf(j, m + j);
delta[j] = delta[j] + (alpha[j] - beta); delta[j] = delta[j] + (alpha[j] - beta);
} }
// set all to zero // set all to zero
std::fill(dir, dir + num_dim, 0.0f); std::fill(dir, dir + num_dim, 0.0f);
DType *dirsub = dir + range_begin_; DType *dirsub = dir + range_begin_;
@ -292,10 +297,11 @@ class LBFGSSolver {
} }
FixDirL1Sign(dirsub, hist[2 * m], nsub); FixDirL1Sign(dirsub, hist[2 * m], nsub);
vdot = -Dot(dirsub, hist[2 * m], nsub); vdot = -Dot(dirsub, hist[2 * m], nsub);
// allreduce to get full direction // allreduce to get full direction
rabit::Allreduce<rabit::op::Sum>(dir, num_dim); rabit::Allreduce<rabit::op::Sum>(dir, num_dim);
rabit::Allreduce<rabit::op::Sum>(&vdot, 1); rabit::Allreduce<rabit::op::Sum>(&vdot, 1);
} else { } else {
SetL1Dir(dir, grad, weight, num_dim); SetL1Dir(dir, grad, weight, num_dim);
vdot = -Dot(dir, dir, num_dim); vdot = -Dot(dir, dir, num_dim);
} }
@ -483,6 +489,7 @@ class LBFGSSolver {
num_iteration = 0; num_iteration = 0;
num_dim = 0; num_dim = 0;
old_objval = 0.0; old_objval = 0.0;
offset_ = 0;
} }
~GlobalState(void) { ~GlobalState(void) {
if (grad != NULL) { if (grad != NULL) {