GridSearchModelSelection.cpp

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/*
 * 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.
 *
 * Written (W) 2011 Heiko Strathmann
 * Copyright (C) 2011 Berlin Institute of Technology and Max-Planck-Society
 */

#include <shogun/modelselection/GridSearchModelSelection.h>
#include <shogun/modelselection/ParameterCombination.h>
#include <shogun/modelselection/ModelSelectionParameters.h>
#include <shogun/evaluation/CrossValidation.h>
#include <shogun/machine/Machine.h>

using namespace shogun;

CGridSearchModelSelection::CGridSearchModelSelection() :
    CModelSelection(NULL, NULL)
{

}

CGridSearchModelSelection::CGridSearchModelSelection(
        CModelSelectionParameters* model_parameters,
        CCrossValidation* cross_validation) :
    CModelSelection(model_parameters, cross_validation)
{

}

CGridSearchModelSelection::~CGridSearchModelSelection()
{
}

CParameterCombination* CGridSearchModelSelection::select_model()
{
    /* Retrieve all possible parameter combinations */
    CDynamicObjectArray<CParameterCombination>* combinations=
            m_model_parameters->get_combinations();

    CrossValidationResult best_result;

    CParameterCombination* best_combination=NULL;
    if (m_cross_validation->get_evaluation_direction()==ED_MAXIMIZE)
        best_result.mean=CMath::ALMOST_NEG_INFTY;
    else
        best_result.mean=CMath::ALMOST_INFTY;

    /* underlying learning machine */
    CMachine* machine=m_cross_validation->get_machine();

    /* apply all combinations and search for best one */
    for (index_t i=0; i<combinations->get_num_elements(); ++i)
    {
        CParameterCombination* current_combination=combinations->get_element(i);
        current_combination->apply_to_modsel_parameter(
                machine->m_model_selection_parameters);
        CrossValidationResult result=m_cross_validation->evaluate();

        /* check if current result is better, delete old combinations */
        if (m_cross_validation->get_evaluation_direction()==ED_MAXIMIZE)
        {
            if (result.mean>best_result.mean)
            {
                if (best_combination)
                    SG_UNREF(best_combination);

                best_combination=combinations->get_element(i);
                best_result=result;
            }
            else
            {
                CParameterCombination* combination=combinations->get_element(i);
                SG_UNREF(combination);
            }
        }
        else
        {
            if (result.mean<best_result.mean)
            {
                if (best_combination)
                    SG_UNREF(best_combination);

                best_combination=combinations->get_element(i);
                best_result=result;
            }
            else
            {
                CParameterCombination* combination=combinations->get_element(i);
                SG_UNREF(combination);
            }
        }

        SG_UNREF(current_combination);
    }

    SG_UNREF(machine);
    SG_UNREF(combinations);

    return best_combination;
}