merged

dlib/matlab/mex_wrapper.cpp

@@ -368,6 +368,31 @@ namespace mex_binding
     struct is_column_major_matrix<matrix<T,num_rows,num_cols,mem_manager,column_major_layout> > 
     { static const bool value = true; }; 
 
+// -------------------------------------------------------
+
+    string escape_percent(const string& str)
+    {
+        string temp;
+        for(auto c : str)
+        {
+            if (c != '%')
+            {
+                temp += c;
+            }
+            else
+            {
+                temp += c;
+                temp += c;
+            }
+        }
+        return temp;
+    }
+
+    string escape_percent(const std::ostringstream& sout)
+    {
+        return escape_percent(sout.str());
+    }
+
 // -------------------------------------------------------
 
     template <
@@ -386,14 +411,14 @@ namespace mex_binding
             std::ostringstream sout;
             sout << "Argument " << arg_idx+1 << " expects a matrix with " << matrix_type::NR << " rows but got one with " << src.nc();
             mexErrMsgIdAndTxt("mex_function:validate_and_populate_arg",
-                              sout.str().c_str());
+                              escape_percent(sout).c_str());
         }
         if (matrix_type::NC != 0 && matrix_type::NC != src.nr())
         {
             std::ostringstream sout;
             sout << "Argument " << arg_idx+1 << " expects a matrix with " << matrix_type::NC << " columns but got one with " << src.nr();
             mexErrMsgIdAndTxt("mex_function:validate_and_populate_arg",
-                              sout.str().c_str());
+                              escape_percent(sout).c_str());
         }
 
 
@@ -429,7 +454,7 @@ namespace mex_binding
         std::ostringstream sout;
         sout << "mex_function has some bug in it related to processing input argument " << arg_idx+1;
         mexErrMsgIdAndTxt("mex_function:validate_and_populate_arg",
-                          sout.str().c_str());
+                          escape_percent(sout).c_str());
     }
 
 
@@ -451,7 +476,7 @@ namespace mex_binding
             std::ostringstream sout;
             sout << "Error, input argument " << arg_idx+1 << " must be a non-negative number.";
             mexErrMsgIdAndTxt("mex_function:validate_and_populate_arg",
-                              sout.str().c_str());
+                              escape_percent(sout).c_str());
         }
         else
         {
@@ -473,7 +498,7 @@ namespace mex_binding
         std::ostringstream sout;
         sout << "mex_function has some bug in it related to processing input argument " << arg_idx+1;
         mexErrMsgIdAndTxt("mex_function:validate_and_populate_arg",
-                          sout.str().c_str());
+                          escape_percent(sout).c_str());
     }
 
 
@@ -500,7 +525,7 @@ namespace mex_binding
         std::ostringstream sout;
         sout << "mex_function has some bug in it related to processing input argument " << arg_idx+1;
         mexErrMsgIdAndTxt("mex_function:validate_and_populate_arg",
-                          sout.str().c_str());
+                          escape_percent(sout).c_str());
     }
 
 
@@ -567,7 +592,7 @@ namespace mex_binding
         std::ostringstream sout;
         sout << "mex_function has some bug in it related to processing input argument " << arg_idx+1;
         mexErrMsgIdAndTxt("mex_function:validate_and_populate_arg",
-                          sout.str().c_str());
+                          escape_percent(sout).c_str());
     }
 
 // -------------------------------------------------------
@@ -584,7 +609,7 @@ namespace mex_binding
         std::ostringstream sout;
         sout << "mex_function has some bug in it related to processing input argument " << arg_idx+1;
         mexErrMsgIdAndTxt("mex_function:validate_and_populate_arg",
-                          sout.str().c_str());
+                          escape_percent(sout).c_str());
     }
 
     template <typename MM>
@@ -2913,7 +2938,7 @@ namespace mex_binding
                 << " and " << expected_nrhs << " input arguments, got " << nrhs << ".";
 
             mexErrMsgIdAndTxt("mex_function:nrhs",
-                              sout.str().c_str());
+                              escape_percent(sout).c_str());
         }
 
         if (nlhs > expected_nlhs)
@@ -2922,7 +2947,7 @@ namespace mex_binding
             sout << "Expected at most " << expected_nlhs << " output arguments, got " << nlhs << ".";
 
             mexErrMsgIdAndTxt("mex_function:nlhs",
-                              sout.str().c_str());
+                              escape_percent(sout).c_str());
         }
 
         call_mex_function_helper<sig_traits<funct>::num_args> helper;
@@ -4988,7 +5013,7 @@ void mexFunction( int nlhs, mxArray *plhs[],
     catch (mex_binding::invalid_args_exception& e)
     {
         mexErrMsgIdAndTxt("mex_function:validate_and_populate_arg",
-                            ("Input" + e.msg).c_str());
+                            mex_binding::escape_percent("Input" + e.msg).c_str());
     }
     catch (mex_binding::user_hit_ctrl_c& )
     {
@@ -4997,7 +5022,7 @@ void mexFunction( int nlhs, mxArray *plhs[],
     catch (std::exception& e)
     {
         mexErrMsgIdAndTxt("mex_function:error",
-                            e.what());
+                            mex_binding::escape_percent(e.what()).c_str());
     }
 
     cout << flush;

dlib/svm/rls.h

@@ -20,7 +20,8 @@ namespace dlib
 
         explicit rls(
             double forget_factor_,
-            double C_ = 1000
+            double C_ = 1000,
+            bool apply_forget_factor_to_C_ = false
         )
         {
             // make sure requires clause is not broken
@@ -36,6 +37,7 @@ namespace dlib
 
             C = C_;
             forget_factor = forget_factor_;
+            apply_forget_factor_to_C = apply_forget_factor_to_C_;
         }
 
         rls(
@@ -43,6 +45,7 @@ namespace dlib
         {
             C = 1000;
             forget_factor = 1;
+            apply_forget_factor_to_C = false;
         }
 
         double get_c(
@@ -57,6 +60,12 @@ namespace dlib
             return forget_factor;
         }
 
+        bool should_apply_forget_factor_to_C (
+        ) const 
+        {
+            return apply_forget_factor_to_C;
+        }
+
         template <typename EXP>
         void train (
             const matrix_exp<EXP>& x,
@@ -84,20 +93,25 @@ namespace dlib
             // multiply by forget factor and incorporate x*trans(x) into R.
             const double l = 1.0/forget_factor;
             const double temp = 1 + l*trans(x)*R*x;
-            matrix<double,0,1> tmp = R*x;
+            tmp = R*x;
             R = l*R - l*l*(tmp*trans(tmp))/temp;
 
             // Since we multiplied by the forget factor, we need to add (1-forget_factor) of the
             // identity matrix back in to keep the regularization alive.  
+            if (forget_factor != 1 && !apply_forget_factor_to_C)
                 add_eye_to_inv(R, (1-forget_factor)/C);
 
             // R should always be symmetric.  This line improves numeric stability of this algorithm.
+            if (cnt%100 == 0)
                 R = 0.5*(R + trans(R));
+            ++cnt;
 
             w = w + R*x*(y - trans(x)*w);
 
         }
 
+
+
         const matrix<double,0,1>& get_w(
         ) const
         {
@@ -145,26 +159,38 @@ namespace dlib
 
         friend inline void serialize(const rls& item, std::ostream& out)
         {
-            int version = 1;
+            int version = 2;
             serialize(version, out);
             serialize(item.w, out);
             serialize(item.R, out);
             serialize(item.C, out);
             serialize(item.forget_factor, out);
+            serialize(item.cnt, out);
+            serialize(item.apply_forget_factor_to_C, out);
         }
 
         friend inline void deserialize(rls& item, std::istream& in)
         {
             int version = 0;
             deserialize(version, in);
-            if (version != 1)
+            if (!(1 <= version && version <= 2))
                 throw dlib::serialization_error("Unknown version number found while deserializing rls object.");
 
+            if (version >= 1)
+            {
                 deserialize(item.w, in);
                 deserialize(item.R, in);
                 deserialize(item.C, in);
                 deserialize(item.forget_factor, in);
             }
+            item.cnt = 0;
+            item.apply_forget_factor_to_C = false;
+            if (version >= 2)
+            {
+                deserialize(item.cnt, in);
+                deserialize(item.apply_forget_factor_to_C, in);
+            }
+        }
 
     private:
 
@@ -189,6 +215,13 @@ namespace dlib
         matrix<double> R;
         double C;
         double forget_factor;
+        int cnt = 0;
+        bool apply_forget_factor_to_C;
+
+
+        // This object is here only to avoid reallocation during training.  It don't
+        // logically contribute to the state of this object.
+        matrix<double,0,1> tmp;
     };
 
 // ----------------------------------------------------------------------------------------

dlib/svm/rls_abstract.h

@@ -37,7 +37,8 @@ namespace dlib
 
         explicit rls(
             double forget_factor,
-            double C = 1000
+            double C = 1000,
+            bool apply_forget_factor_to_C = false
         );
         /*!
             requires
@@ -47,6 +48,7 @@ namespace dlib
                 - #get_w().size() == 0
                 - #get_c() == C
                 - #get_forget_factor() == forget_factor
+                - #should_apply_forget_factor_to_C() == apply_forget_factor_to_C
         !*/
 
         rls(
@@ -56,6 +58,7 @@ namespace dlib
                 - #get_w().size() == 0
                 - #get_c() == 1000
                 - #get_forget_factor() == 1
+                - #should_apply_forget_factor_to_C() == false
         !*/
 
         double get_c(
@@ -80,6 +83,18 @@ namespace dlib
                   zero the faster old examples are forgotten.
         !*/
 
+        bool should_apply_forget_factor_to_C (
+        ) const;
+        /*!
+            ensures
+                - If this function returns false then it means we are optimizing the
+                  objective function discussed in the WHAT THIS OBJECT REPRESENTS section
+                  above. However, if it returns true then we will allow the forget factor
+                  (get_forget_factor()) to be applied to the C value which causes the
+                  algorithm to slowly increase C and convert into a textbook version of RLS
+                  without regularization.   The main reason you might want to do this is
+                  because it can make the algorithm run significantly faster.
+        !*/
 
         template <typename EXP>
         void train (