spams::FISTA::GraphLasso< T > Class Template Reference

#include <fista.h>

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Detailed Description

template<typename T>
class spams::FISTA::GraphLasso< T >

Definition at line 1379 of file fista.h.

Public Member Functions
T	eval (const Vector< T > &x) const
T	eval_split (const SpMatrix< T > &input) const
T	eval_weighted (const Vector< T > &input, const SpMatrix< T > &input_struct, const T *inner_weight) const
void	fenchel (const Vector< T > &input, T &val, T &scal) const
	GraphLasso (const ParamReg< T > &param)
virtual void	init (const Vector< T > &y)
void	init_split_variables (SpMatrix< T > &splitted_w) const
virtual bool	is_fenchel () const
int	num_components () const
void	prox (const Vector< T > &x, Vector< T > &y, const T lambda)
void	prox_split (SpMatrix< T > &splitted_w, const T lambda) const
void	reset ()
virtual	~GraphLasso ()
Public Member Functions inherited from spams::FISTA::Regularizer< T >
virtual T	eval_dual_norm (const Vector< T > &x) const
virtual T	eval_dual_norm_paths (const Vector< T > &x, SpMatrix< T > &path) const
virtual T	eval_paths (const Vector< T > &x, SpMatrix< T > &paths_mat) const
virtual bool	is_intercept () const
virtual bool	is_subgrad () const
	Regularizer ()
	Regularizer (const ParamReg< T > &param)
virtual void	sub_grad (const Vector< T > &input, Vector< T > &output) const
virtual	~Regularizer ()
Public Member Functions inherited from spams::FISTA::SplittingFunction< T, SpMatrix< T > >
virtual void	add_mult_design_matrix (const Vector< T > &prim, Vector< T > &out, const T fact) const
virtual void	compute_new_prim (Vector< T > &prim, const Vector< T > &prim_var, const Vector< T > &dual_var, const T gamma, const T delta) const
virtual void	init_prim_var (Vector< T > &prim_var) const
virtual void	prox_prim_var (Vector< T > &out, const Vector< T > &dual_var, const Vector< T > &prim_var, const T gamma) const
	SplittingFunction ()
virtual	~SplittingFunction ()

Private Attributes
bool	_clever
Graph< T >	_graph
bool	_linf
T	_old_lambda
bool	_resetflow
Vector< T >	_weights
Vector< T >	_work

Additional Inherited Members
Protected Attributes inherited from spams::FISTA::Regularizer< T >
bool	_intercept
bool	_pos

Constructor & Destructor Documentation

template<typename T>

spams::FISTA::GraphLasso< T >::GraphLasso ( const ParamReg< T > &  param )

inline

Definition at line 1381 of file fista.h.

References spams::FISTA::ParamFISTA< T >::clever, spams::FISTA::ParamReg< T >::clever, spams::GraphStruct< T >::gg_ir, spams::GraphStruct< T >::gg_jc, spams::FISTA::ParamReg< T >::graph_st, spams::GraphStruct< T >::gv_ir, spams::GraphStruct< T >::gv_jc, spams::FISTA::ParamReg< T >::linf, spams::GraphStruct< T >::Ng, spams::GraphStruct< T >::Nv, spams::FISTA::ParamFISTA< T >::resetflow, spams::FISTA::ParamReg< T >::resetflow, and spams::GraphStruct< T >::weights.

template<typename T>

virtual spams::FISTA::GraphLasso< T >::~GraphLasso ( )

inlinevirtual

Definition at line 1397 of file fista.h.

Member Function Documentation

template<typename T>

T spams::FISTA::GraphLasso< T >::eval ( const Vector< T > &  x ) const

inlinevirtual

Implements spams::FISTA::SplittingFunction< T, SpMatrix< T > >.

Definition at line 1430 of file fista.h.

References spams::Graph< T >::norm(), spams::Vector< T >::rawX(), and spams::Graph< T >::restore_capacities().

Referenced by spams::FISTA::dualityGraph().

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template<typename T>

T spams::FISTA::GraphLasso< T >::eval_split ( const SpMatrix< T > &  input ) const

inlinevirtual

Implements spams::FISTA::SplittingFunction< T, SpMatrix< T > >.

Definition at line 1488 of file fista.h.

References spams::SpVector< T >::fmaxval(), spams::SpMatrix< T >::n(), spams::SpVector< T >::nrm2(), and spams::SpMatrix< T >::refCol().

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template<typename T>

T spams::FISTA::GraphLasso< T >::eval_weighted ( const Vector< T > &  input, const SpMatrix< T > &  input_struct, const T *  inner_weight  ) const

inlinevirtual

Reimplemented from spams::FISTA::SplittingFunction< T, SpMatrix< T > >.

Definition at line 1497 of file fista.h.

References spams::Vector< T >::fmaxval(), spams::SpVector< T >::L(), spams::SpMatrix< T >::m(), spams::SpMatrix< T >::n(), spams::SpVector< T >::r(), and spams::SpMatrix< T >::refCol().

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template<typename T>

void spams::FISTA::GraphLasso< T >::fenchel ( const Vector< T > &  input, T &  val, T &  scal  ) const

inlinevirtual

returns phi^star( input ) and ouput=input if the fenchel is unconstrained returns 0 and scale input such that phi^star(output)=0 otherwise

Implements spams::FISTA::Regularizer< T >.

Definition at line 1438 of file fista.h.

References spams::Vector< T >::copy(), spams::Graph< T >::dual_norm_inf(), EPSILON, INFINITY, spams::Vector< T >::n(), spams::Graph< T >::reset_flow(), spams::Graph< T >::restore_capacities(), spams::Graph< T >::restore_flow(), spams::Graph< T >::save_flow(), and spams::Vector< T >::thrsPos().

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template<typename T>

virtual void spams::FISTA::GraphLasso< T >::init ( const Vector< T > &  y )

inlinevirtual

Reimplemented from spams::FISTA::SplittingFunction< T, SpMatrix< T > >.

Definition at line 1456 of file fista.h.

Referenced by spams::FISTA::dualityGraph().

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template<typename T>

void spams::FISTA::GraphLasso< T >::init_split_variables ( SpMatrix< T > &  splitted_w ) const

inlinevirtual

Implements spams::FISTA::SplittingFunction< T, SpMatrix< T > >.

Definition at line 1484 of file fista.h.

References spams::Graph< T >::init_split_variables().

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template<typename T>

virtual bool spams::FISTA::GraphLasso< T >::is_fenchel ( ) const

inlinevirtual

Reimplemented from spams::FISTA::Regularizer< T >.

Definition at line 1435 of file fista.h.

template<typename T>

int spams::FISTA::GraphLasso< T >::num_components ( ) const

inlinevirtual

Implements spams::FISTA::SplittingFunction< T, SpMatrix< T > >.

Definition at line 1457 of file fista.h.

template<typename T>

void spams::FISTA::GraphLasso< T >::prox ( const Vector< T > &  x, Vector< T > &  y, const T  lambda  )

inlinevirtual

Implements spams::FISTA::Regularizer< T >.

Definition at line 1401 of file fista.h.

References spams::Vector< T >::copy(), spams::Vector< T >::dot(), spams::FISTA::ParamFISTA< T >::eval, spams::FISTA::ParamFISTA< T >::lambda, spams::Vector< T >::nrm2sq(), spams::Vector< T >::rawX(), and spams::Vector< T >::thrsPos().

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template<typename T>

void spams::FISTA::GraphLasso< T >::prox_split ( SpMatrix< T > &  splitted_w, const T  lambda  ) const

inlinevirtual

Implements spams::FISTA::SplittingFunction< T, SpMatrix< T > >.

Definition at line 1458 of file fista.h.

References spams::Vector< T >::copy(), spams::FISTA::ParamFISTA< T >::lambda, spams::Vector< T >::n(), spams::SpMatrix< T >::n(), spams::Vector< T >::nrm2(), spams::SpVector< T >::nzmax(), spams::project_tree_l1(), spams::Vector< T >::rawX(), spams::SpVector< T >::rawX(), spams::SpMatrix< T >::refCol(), spams::Vector< T >::scal(), spams::Vector< T >::setData(), spams::Vector< T >::setZeros(), and spams::Vector< T >::thrsabsmin().

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template<typename T>

void spams::FISTA::GraphLasso< T >::reset ( )

inlinevirtual

Reimplemented from spams::FISTA::SplittingFunction< T, SpMatrix< T > >.

Definition at line 1399 of file fista.h.

Member Data Documentation

template<typename T>

bool spams::FISTA::GraphLasso< T >::_clever

private

Definition at line 1514 of file fista.h.

template<typename T>

Graph<T> spams::FISTA::GraphLasso< T >::_graph

private

Definition at line 1515 of file fista.h.

template<typename T>

bool spams::FISTA::GraphLasso< T >::_linf

private

Definition at line 1520 of file fista.h.

template<typename T>

T spams::FISTA::GraphLasso< T >::_old_lambda

private

Definition at line 1519 of file fista.h.

template<typename T>

bool spams::FISTA::GraphLasso< T >::_resetflow

private

Definition at line 1516 of file fista.h.

template<typename T>

Vector<T> spams::FISTA::GraphLasso< T >::_weights

private

Definition at line 1518 of file fista.h.

template<typename T>

Vector<T> spams::FISTA::GraphLasso< T >::_work

private

Definition at line 1517 of file fista.h.

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The documentation for this class was generated from the following file:

• ThirdParty/Spams/include/fista.h