minimizers/gradient-evaluator.cc

// Copyright 2014 Google Inc. All rights reserved.
// Use of this source code is governed by a BSD-style license that can be
// found in the LICENSE file.
// Author: nevena@google.com (Nevena Lazic)

#include "lossmin/minimizers/gradient-evaluator.h"

#include <functional>

namespace lossmin {

float GradientEvaluator::Loss(const Weights &weights) const {
  // TODO(azani): Implement multi-threaded version.
  return loss_function_->BatchLoss(weights, instances_, labels_) /
      NumExamples();
}

float GradientEvaluator::Loss(
    const Weights &weights, const InstanceSet &validation_instances,
    const LabelSet &validation_labels) const {
  return loss_function_->BatchLoss(
      weights, validation_instances, validation_labels) /
      validation_labels.rows();
}

float GradientEvaluator::Loss(
    const Weights &weights, const std::vector<int> &example_indices) const {
  float loss = 0.0f;
  for (int example : example_indices) {
    loss += loss_function_->ExampleLoss(weights, instances_, labels_, example);
  }
  return loss / example_indices.size();
}

void GradientEvaluator::Gradient(const Weights &weights,
                                 Weights *gradient) const {
  //DCHECK(gradient != nullptr);
  // TODO(azani): Implement multi-threaded version.
  loss_function_->BatchGradient(weights, instances_, labels_, gradient);
  *gradient /= NumExamples();
}

void GradientEvaluator::set_num_threads(int num_threads,
                                        int batch_size) {
  num_threads_ = num_threads;
  if (num_threads_ == 1) return;

  num_batches_ = (NumExamples() + batch_size - 1) / batch_size;

  // Assign examples to each batch.
  batch_examples_.assign(num_batches_, {});
  for (auto &batch : batch_examples_) batch.reserve(batch_size);
  for (int i = 0; i < NumExamples(); ++i) {
    batch_examples_[i % num_batches_].push_back(i);
  }
}

/*
void GradientEvaluator::ThreadLoss(
    const Weights *weights, int example, VectorXf *loss_values,
    BlockingCounter *num_jobs_remaining) const {
  // Compute example loss.
  loss_values->coeffRef(example) =
      loss_function_->ExampleLoss(*weights, instances_, labels_, example);

  // Decrement thread counter.
  num_jobs_remaining->DecrementCount();
}

void GradientEvaluator::ThreadGradient(
    const Weights *weights, int batch, Weights *gradient,
    BlockingCounter *num_jobs_remaining) const {
  // Add the example gradient.
  for (int example : batch_examples_[batch]) {
    loss_function_->AddExampleGradient(
        *weights, instances_, labels_, example, 1.0f, 1.0f, gradient);
  }

  // Decrement thread counter.
  num_jobs_remaining->DecrementCount();
}
*/

}  // namespace lossmin