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<html><!-- Created using the cpp_pretty_printer from the dlib C++ library.  See http://dlib.net for updates. --><head><title>dlib C++ Library - upper_bound_function.h</title></head><body bgcolor='white'><pre>
<font color='#009900'>// Copyright (C) 2017  Davis E. King ([email protected])
</font><font color='#009900'>// License: Boost Software License   See LICENSE.txt for the full license.
</font><font color='#0000FF'>#ifndef</font> DLIB_UPPER_bOUND_FUNCTION_Hh_
<font color='#0000FF'>#define</font> DLIB_UPPER_bOUND_FUNCTION_Hh_

<font color='#0000FF'>#include</font> "<a style='text-decoration:none' href='upper_bound_function_abstract.h.html'>upper_bound_function_abstract.h</a>"
<font color='#0000FF'>#include</font> "<a style='text-decoration:none' href='../svm/svm_c_linear_dcd_trainer.h.html'>../svm/svm_c_linear_dcd_trainer.h</a>"
<font color='#0000FF'>#include</font> "<a style='text-decoration:none' href='../statistics.h.html'>../statistics.h</a>"
<font color='#0000FF'>#include</font> <font color='#5555FF'>&lt;</font>limits<font color='#5555FF'>&gt;</font>
<font color='#0000FF'>#include</font> <font color='#5555FF'>&lt;</font>utility<font color='#5555FF'>&gt;</font>

<font color='#0000FF'>namespace</font> dlib
<b>{</b>

<font color='#009900'>// ----------------------------------------------------------------------------------------
</font>
    <font color='#0000FF'>struct</font> <b><a name='function_evaluation'></a>function_evaluation</b>
    <b>{</b>
        <b><a name='function_evaluation'></a>function_evaluation</b><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font> <font color='#5555FF'>=</font> <font color='#0000FF'>default</font>;
        <b><a name='function_evaluation'></a>function_evaluation</b><font face='Lucida Console'>(</font><font color='#0000FF'>const</font> matrix<font color='#5555FF'>&lt;</font><font color='#0000FF'><u>double</u></font>,<font color='#979000'>0</font>,<font color='#979000'>1</font><font color='#5555FF'>&gt;</font><font color='#5555FF'>&amp;</font> x, <font color='#0000FF'><u>double</u></font> y<font face='Lucida Console'>)</font> :x<font face='Lucida Console'>(</font>x<font face='Lucida Console'>)</font>, y<font face='Lucida Console'>(</font>y<font face='Lucida Console'>)</font> <b>{</b><b>}</b>

        matrix<font color='#5555FF'>&lt;</font><font color='#0000FF'><u>double</u></font>,<font color='#979000'>0</font>,<font color='#979000'>1</font><font color='#5555FF'>&gt;</font> x;
        <font color='#0000FF'><u>double</u></font> y <font color='#5555FF'>=</font> std::numeric_limits<font color='#5555FF'>&lt;</font><font color='#0000FF'><u>double</u></font><font color='#5555FF'>&gt;</font>::<b><a name='quiet_NaN'></a>quiet_NaN</b><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>;
    <b>}</b>;

<font color='#009900'>// ----------------------------------------------------------------------------------------
</font>
    <font color='#0000FF'>class</font> <b><a name='upper_bound_function'></a>upper_bound_function</b>
    <b>{</b>

    <font color='#0000FF'>public</font>:

        <b><a name='upper_bound_function'></a>upper_bound_function</b><font face='Lucida Console'>(</font>
        <font face='Lucida Console'>)</font> <font color='#5555FF'>=</font> <font color='#0000FF'>default</font>;

        <b><a name='upper_bound_function'></a>upper_bound_function</b><font face='Lucida Console'>(</font>
            <font color='#0000FF'>const</font> <font color='#0000FF'><u>double</u></font> relative_noise_magnitude,
            <font color='#0000FF'>const</font> <font color='#0000FF'><u>double</u></font> solver_eps 
        <font face='Lucida Console'>)</font> : relative_noise_magnitude<font face='Lucida Console'>(</font>relative_noise_magnitude<font face='Lucida Console'>)</font>, solver_eps<font face='Lucida Console'>(</font>solver_eps<font face='Lucida Console'>)</font>
        <b>{</b>
            <font color='#BB00BB'>DLIB_CASSERT</font><font face='Lucida Console'>(</font>relative_noise_magnitude <font color='#5555FF'>&gt;</font><font color='#5555FF'>=</font> <font color='#979000'>0</font><font face='Lucida Console'>)</font>;
            <font color='#BB00BB'>DLIB_CASSERT</font><font face='Lucida Console'>(</font>solver_eps <font color='#5555FF'>&gt;</font> <font color='#979000'>0</font><font face='Lucida Console'>)</font>;
        <b>}</b>

        <font color='#0000FF'>explicit</font> <b><a name='upper_bound_function'></a>upper_bound_function</b><font face='Lucida Console'>(</font>
            <font color='#0000FF'>const</font> std::vector<font color='#5555FF'>&lt;</font>function_evaluation<font color='#5555FF'>&gt;</font><font color='#5555FF'>&amp;</font> _points,
            <font color='#0000FF'>const</font> <font color='#0000FF'><u>double</u></font> relative_noise_magnitude <font color='#5555FF'>=</font> <font color='#979000'>0.001</font>,
            <font color='#0000FF'>const</font> <font color='#0000FF'><u>double</u></font> solver_eps <font color='#5555FF'>=</font> <font color='#979000'>0.0001</font>
        <font face='Lucida Console'>)</font> : relative_noise_magnitude<font face='Lucida Console'>(</font>relative_noise_magnitude<font face='Lucida Console'>)</font>, solver_eps<font face='Lucida Console'>(</font>solver_eps<font face='Lucida Console'>)</font>, points<font face='Lucida Console'>(</font>_points<font face='Lucida Console'>)</font>
        <b>{</b>
            <font color='#BB00BB'>DLIB_CASSERT</font><font face='Lucida Console'>(</font>relative_noise_magnitude <font color='#5555FF'>&gt;</font><font color='#5555FF'>=</font> <font color='#979000'>0</font><font face='Lucida Console'>)</font>;
            <font color='#BB00BB'>DLIB_CASSERT</font><font face='Lucida Console'>(</font>solver_eps <font color='#5555FF'>&gt;</font> <font color='#979000'>0</font><font face='Lucida Console'>)</font>;

            <font color='#0000FF'>if</font> <font face='Lucida Console'>(</font>points.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font> <font color='#5555FF'>&gt;</font> <font color='#979000'>1</font><font face='Lucida Console'>)</font>
            <b>{</b>
                <font color='#BB00BB'>DLIB_CASSERT</font><font face='Lucida Console'>(</font>points[<font color='#979000'>0</font>].x.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font> <font color='#5555FF'>&gt;</font> <font color='#979000'>0</font>, "<font color='#CC0000'>The vectors can't be empty.</font>"<font face='Lucida Console'>)</font>;

                <font color='#0000FF'>const</font> <font color='#0000FF'><u>long</u></font> dims <font color='#5555FF'>=</font> points[<font color='#979000'>0</font>].x.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>;
                <font color='#0000FF'>for</font> <font face='Lucida Console'>(</font><font color='#0000FF'>auto</font><font color='#5555FF'>&amp;</font> p : points<font face='Lucida Console'>)</font>
                    <font color='#BB00BB'>DLIB_CASSERT</font><font face='Lucida Console'>(</font>p.x.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font> <font color='#5555FF'>=</font><font color='#5555FF'>=</font> dims, "<font color='#CC0000'>All the vectors given to upper_bound_function must have the same dimensionality.</font>"<font face='Lucida Console'>)</font>;

                <font color='#BB00BB'>learn_params</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>;
            <b>}</b>

        <b>}</b>

        <font color='#0000FF'><u>void</u></font> <b><a name='add'></a>add</b> <font face='Lucida Console'>(</font>
            <font color='#0000FF'>const</font> function_evaluation<font color='#5555FF'>&amp;</font> point
        <font face='Lucida Console'>)</font>
        <b>{</b>
            <font color='#BB00BB'>DLIB_CASSERT</font><font face='Lucida Console'>(</font>point.x.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font> <font color='#5555FF'>!</font><font color='#5555FF'>=</font> <font color='#979000'>0</font>, "<font color='#CC0000'>The vectors can't be empty.</font>"<font face='Lucida Console'>)</font>;
            <font color='#0000FF'>if</font> <font face='Lucida Console'>(</font>points.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font> <font color='#5555FF'>=</font><font color='#5555FF'>=</font> <font color='#979000'>0</font><font face='Lucida Console'>)</font>
            <b>{</b>
                points.<font color='#BB00BB'>push_back</font><font face='Lucida Console'>(</font>point<font face='Lucida Console'>)</font>;
                <font color='#0000FF'>return</font>;
            <b>}</b>

            <font color='#BB00BB'>DLIB_CASSERT</font><font face='Lucida Console'>(</font>point.x.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font> <font color='#5555FF'>=</font><font color='#5555FF'>=</font> <font color='#BB00BB'>dimensionality</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>, "<font color='#CC0000'>All the vectors given to upper_bound_function must have the same dimensionality.</font>"<font face='Lucida Console'>)</font>;

            <font color='#0000FF'>if</font> <font face='Lucida Console'>(</font>points.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font> <font color='#5555FF'>&lt;</font> <font color='#979000'>4</font><font face='Lucida Console'>)</font>
            <b>{</b>
                points.<font color='#BB00BB'>push_back</font><font face='Lucida Console'>(</font>point<font face='Lucida Console'>)</font>;
                <font color='#5555FF'>*</font><font color='#0000FF'>this</font> <font color='#5555FF'>=</font> <font color='#BB00BB'>upper_bound_function</font><font face='Lucida Console'>(</font>points, relative_noise_magnitude, solver_eps<font face='Lucida Console'>)</font>;
                <font color='#0000FF'>return</font>;
            <b>}</b>

            points.<font color='#BB00BB'>push_back</font><font face='Lucida Console'>(</font>point<font face='Lucida Console'>)</font>;
            <font color='#009900'>// add constraints between the new point and the old points
</font>            <font color='#0000FF'>for</font> <font face='Lucida Console'>(</font><font color='#0000FF'><u>size_t</u></font> i <font color='#5555FF'>=</font> <font color='#979000'>0</font>; i <font color='#5555FF'>&lt;</font> points.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font><font color='#5555FF'>-</font><font color='#979000'>1</font>; <font color='#5555FF'>+</font><font color='#5555FF'>+</font>i<font face='Lucida Console'>)</font>
                active_constraints.<font color='#BB00BB'>push_back</font><font face='Lucida Console'>(</font>std::<font color='#BB00BB'>make_pair</font><font face='Lucida Console'>(</font>i,points.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font><font color='#5555FF'>-</font><font color='#979000'>1</font><font face='Lucida Console'>)</font><font face='Lucida Console'>)</font>;

            <font color='#BB00BB'>learn_params</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>;
        <b>}</b>

        <font color='#0000FF'><u>long</u></font> <b><a name='num_points'></a>num_points</b><font face='Lucida Console'>(</font>
        <font face='Lucida Console'>)</font> <font color='#0000FF'>const</font> 
        <b>{</b> 
            <font color='#0000FF'>return</font> points.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>; 
        <b>}</b>

        <font color='#0000FF'><u>long</u></font> <b><a name='dimensionality'></a>dimensionality</b><font face='Lucida Console'>(</font>
        <font face='Lucida Console'>)</font> <font color='#0000FF'>const</font>
        <b>{</b> 
            <font color='#0000FF'>if</font> <font face='Lucida Console'>(</font>points.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font> <font color='#5555FF'>=</font><font color='#5555FF'>=</font> <font color='#979000'>0</font><font face='Lucida Console'>)</font>
                <font color='#0000FF'>return</font> <font color='#979000'>0</font>;
            <font color='#0000FF'>else</font>
                <font color='#0000FF'>return</font> points[<font color='#979000'>0</font>].x.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>;
        <b>}</b>

        <font color='#0000FF'>const</font> std::vector<font color='#5555FF'>&lt;</font>function_evaluation<font color='#5555FF'>&gt;</font><font color='#5555FF'>&amp;</font> <b><a name='get_points'></a>get_points</b><font face='Lucida Console'>(</font>
        <font face='Lucida Console'>)</font> <font color='#0000FF'>const</font> 
        <b>{</b> 
            <font color='#0000FF'>return</font> points; 
        <b>}</b>

        <font color='#0000FF'><u>double</u></font> <b><a name='operator'></a>operator</b><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font> <font face='Lucida Console'>(</font>
            <font color='#0000FF'>const</font> matrix<font color='#5555FF'>&lt;</font><font color='#0000FF'><u>double</u></font>,<font color='#979000'>0</font>,<font color='#979000'>1</font><font color='#5555FF'>&gt;</font><font color='#5555FF'>&amp;</font> x
        <font face='Lucida Console'>)</font> <font color='#0000FF'>const</font>
        <b>{</b>
            <font color='#BB00BB'>DLIB_CASSERT</font><font face='Lucida Console'>(</font><font color='#BB00BB'>num_points</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font> <font color='#5555FF'>&gt;</font> <font color='#979000'>0</font><font face='Lucida Console'>)</font>;
            <font color='#BB00BB'>DLIB_CASSERT</font><font face='Lucida Console'>(</font>x.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font> <font color='#5555FF'>=</font><font color='#5555FF'>=</font> <font color='#BB00BB'>dimensionality</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font><font face='Lucida Console'>)</font>;



            <font color='#0000FF'><u>double</u></font> upper_bound <font color='#5555FF'>=</font> std::numeric_limits<font color='#5555FF'>&lt;</font><font color='#0000FF'><u>double</u></font><font color='#5555FF'>&gt;</font>::<font color='#BB00BB'>infinity</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>;

            <font color='#0000FF'>for</font> <font face='Lucida Console'>(</font><font color='#0000FF'><u>size_t</u></font> i <font color='#5555FF'>=</font> <font color='#979000'>0</font>; i <font color='#5555FF'>&lt;</font> points.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>; <font color='#5555FF'>+</font><font color='#5555FF'>+</font>i<font face='Lucida Console'>)</font>
            <b>{</b>
                <font color='#0000FF'>const</font> <font color='#0000FF'><u>double</u></font> local_bound <font color='#5555FF'>=</font> points[i].y <font color='#5555FF'>+</font> std::<font color='#BB00BB'>sqrt</font><font face='Lucida Console'>(</font>offsets[i] <font color='#5555FF'>+</font> <font color='#BB00BB'>dot</font><font face='Lucida Console'>(</font>slopes, <font color='#BB00BB'>squared</font><font face='Lucida Console'>(</font>x<font color='#5555FF'>-</font>points[i].x<font face='Lucida Console'>)</font><font face='Lucida Console'>)</font><font face='Lucida Console'>)</font>;
                upper_bound <font color='#5555FF'>=</font> std::<font color='#BB00BB'>min</font><font face='Lucida Console'>(</font>upper_bound, local_bound<font face='Lucida Console'>)</font>;
            <b>}</b>

            <font color='#0000FF'>return</font> upper_bound;
        <b>}</b>

    <font color='#0000FF'>private</font>:

        <font color='#0000FF'><u>void</u></font> <b><a name='learn_params'></a>learn_params</b> <font face='Lucida Console'>(</font>
        <font face='Lucida Console'>)</font>
        <b>{</b>
            <font color='#0000FF'>const</font> <font color='#0000FF'><u>long</u></font> dims <font color='#5555FF'>=</font> points[<font color='#979000'>0</font>].x.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>;

            <font color='#0000FF'>using</font> sample_type <font color='#5555FF'>=</font> std::vector<font color='#5555FF'>&lt;</font>std::pair<font color='#5555FF'>&lt;</font><font color='#0000FF'><u>size_t</u></font>,<font color='#0000FF'><u>double</u></font><font color='#5555FF'>&gt;</font><font color='#5555FF'>&gt;</font>;
            <font color='#0000FF'>using</font> kernel_type <font color='#5555FF'>=</font> sparse_linear_kernel<font color='#5555FF'>&lt;</font>sample_type<font color='#5555FF'>&gt;</font>;
            std::vector<font color='#5555FF'>&lt;</font>sample_type<font color='#5555FF'>&gt;</font> x;
            std::vector<font color='#5555FF'>&lt;</font><font color='#0000FF'><u>double</u></font><font color='#5555FF'>&gt;</font> y;

            <font color='#009900'>// We are going to normalize the data so the values aren't extreme.  First, we
</font>            <font color='#009900'>// collect statistics on our data.
</font>            std::vector<font color='#5555FF'>&lt;</font>running_stats<font color='#5555FF'>&lt;</font><font color='#0000FF'><u>double</u></font><font color='#5555FF'>&gt;</font><font color='#5555FF'>&gt;</font> <font color='#BB00BB'>x_rs</font><font face='Lucida Console'>(</font>dims<font face='Lucida Console'>)</font>;
            running_stats<font color='#5555FF'>&lt;</font><font color='#0000FF'><u>double</u></font><font color='#5555FF'>&gt;</font> y_rs;
            <font color='#0000FF'>for</font> <font face='Lucida Console'>(</font><font color='#0000FF'>auto</font><font color='#5555FF'>&amp;</font> v : points<font face='Lucida Console'>)</font>
            <b>{</b>
                <font color='#0000FF'>for</font> <font face='Lucida Console'>(</font><font color='#0000FF'><u>long</u></font> i <font color='#5555FF'>=</font> <font color='#979000'>0</font>; i <font color='#5555FF'>&lt;</font> v.x.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>; <font color='#5555FF'>+</font><font color='#5555FF'>+</font>i<font face='Lucida Console'>)</font>
                    x_rs[i].<font color='#BB00BB'>add</font><font face='Lucida Console'>(</font>v.<font color='#BB00BB'>x</font><font face='Lucida Console'>(</font>i<font face='Lucida Console'>)</font><font face='Lucida Console'>)</font>;
                y_rs.<font color='#BB00BB'>add</font><font face='Lucida Console'>(</font>v.y<font face='Lucida Console'>)</font>;
            <b>}</b>


            <font color='#009900'>// compute normalization vectors for the data.  The only reason we do this is
</font>            <font color='#009900'>// to make the optimization well conditioned.  In particular, scaling the y
</font>            <font color='#009900'>// values will prevent numerical errors in the 1-diff*diff computation below that
</font>            <font color='#009900'>// would otherwise result when diff is really big.  Also, scaling the xvalues
</font>            <font color='#009900'>// to be about 1 will similarly make the optimization more stable and it also
</font>            <font color='#009900'>// has the added benefit of keeping the relative_noise_magnitude's scale
</font>            <font color='#009900'>// constant regardless of the size of x values.
</font>            <font color='#0000FF'>const</font> <font color='#0000FF'><u>double</u></font> yscale <font color='#5555FF'>=</font> <font color='#979000'>1.0</font><font color='#5555FF'>/</font>y_rs.<font color='#BB00BB'>stddev</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>;
            std::vector<font color='#5555FF'>&lt;</font><font color='#0000FF'><u>double</u></font><font color='#5555FF'>&gt;</font> <font color='#BB00BB'>xscale</font><font face='Lucida Console'>(</font>dims<font face='Lucida Console'>)</font>;
            <font color='#0000FF'>for</font> <font face='Lucida Console'>(</font><font color='#0000FF'><u>size_t</u></font> i <font color='#5555FF'>=</font> <font color='#979000'>0</font>; i <font color='#5555FF'>&lt;</font> xscale.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>; <font color='#5555FF'>+</font><font color='#5555FF'>+</font>i<font face='Lucida Console'>)</font>
                xscale[i] <font color='#5555FF'>=</font> <font color='#979000'>1.0</font><font color='#5555FF'>/</font><font face='Lucida Console'>(</font>x_rs[i].<font color='#BB00BB'>stddev</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font><font color='#5555FF'>*</font>yscale<font face='Lucida Console'>)</font>; <font color='#009900'>// make it so that xscale[i]*yscale ==  1/x_rs[i].stddev()
</font>
            sample_type samp;
            <font color='#0000FF'>auto</font> add_constraint <font color='#5555FF'>=</font> [<font color='#5555FF'>&amp;</font>]<font face='Lucida Console'>(</font><font color='#0000FF'><u>long</u></font> i, <font color='#0000FF'><u>long</u></font> j<font face='Lucida Console'>)</font> <b>{</b>
                samp.<font color='#BB00BB'>clear</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>;
                <font color='#0000FF'>for</font> <font face='Lucida Console'>(</font><font color='#0000FF'><u>long</u></font> k <font color='#5555FF'>=</font> <font color='#979000'>0</font>; k <font color='#5555FF'>&lt;</font> dims; <font color='#5555FF'>+</font><font color='#5555FF'>+</font>k<font face='Lucida Console'>)</font>
                <b>{</b>
                    <font color='#0000FF'><u>double</u></font> temp <font color='#5555FF'>=</font> <font face='Lucida Console'>(</font>points[i].<font color='#BB00BB'>x</font><font face='Lucida Console'>(</font>k<font face='Lucida Console'>)</font> <font color='#5555FF'>-</font> points[j].<font color='#BB00BB'>x</font><font face='Lucida Console'>(</font>k<font face='Lucida Console'>)</font><font face='Lucida Console'>)</font><font color='#5555FF'>*</font>xscale[k]<font color='#5555FF'>*</font>yscale;
                    samp.<font color='#BB00BB'>push_back</font><font face='Lucida Console'>(</font>std::<font color='#BB00BB'>make_pair</font><font face='Lucida Console'>(</font>k, temp<font color='#5555FF'>*</font>temp<font face='Lucida Console'>)</font><font face='Lucida Console'>)</font>;
                <b>}</b>

                <font color='#0000FF'>if</font> <font face='Lucida Console'>(</font>points[i].y <font color='#5555FF'>&gt;</font> points[j].y<font face='Lucida Console'>)</font>
                    samp.<font color='#BB00BB'>push_back</font><font face='Lucida Console'>(</font>std::<font color='#BB00BB'>make_pair</font><font face='Lucida Console'>(</font>dims <font color='#5555FF'>+</font> j, relative_noise_magnitude<font face='Lucida Console'>)</font><font face='Lucida Console'>)</font>;
                <font color='#0000FF'>else</font>
                    samp.<font color='#BB00BB'>push_back</font><font face='Lucida Console'>(</font>std::<font color='#BB00BB'>make_pair</font><font face='Lucida Console'>(</font>dims <font color='#5555FF'>+</font> i, relative_noise_magnitude<font face='Lucida Console'>)</font><font face='Lucida Console'>)</font>;

                <font color='#0000FF'>const</font> <font color='#0000FF'><u>double</u></font> diff <font color='#5555FF'>=</font> <font face='Lucida Console'>(</font>points[i].y <font color='#5555FF'>-</font> points[j].y<font face='Lucida Console'>)</font><font color='#5555FF'>*</font>yscale;
                samp.<font color='#BB00BB'>push_back</font><font face='Lucida Console'>(</font>std::<font color='#BB00BB'>make_pair</font><font face='Lucida Console'>(</font>dims <font color='#5555FF'>+</font> points.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>, <font color='#979000'>1</font><font color='#5555FF'>-</font>diff<font color='#5555FF'>*</font>diff<font face='Lucida Console'>)</font><font face='Lucida Console'>)</font>;

                x.<font color='#BB00BB'>push_back</font><font face='Lucida Console'>(</font>samp<font face='Lucida Console'>)</font>;
                y.<font color='#BB00BB'>push_back</font><font face='Lucida Console'>(</font><font color='#979000'>1</font><font face='Lucida Console'>)</font>;
            <b>}</b>;

            <font color='#0000FF'>if</font> <font face='Lucida Console'>(</font>active_constraints.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font> <font color='#5555FF'>=</font><font color='#5555FF'>=</font> <font color='#979000'>0</font><font face='Lucida Console'>)</font>
            <b>{</b>
                x.<font color='#BB00BB'>reserve</font><font face='Lucida Console'>(</font>points.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font><font color='#5555FF'>*</font><font face='Lucida Console'>(</font>points.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font><font color='#5555FF'>-</font><font color='#979000'>1</font><font face='Lucida Console'>)</font><font color='#5555FF'>/</font><font color='#979000'>2</font><font face='Lucida Console'>)</font>;
                y.<font color='#BB00BB'>reserve</font><font face='Lucida Console'>(</font>points.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font><font color='#5555FF'>*</font><font face='Lucida Console'>(</font>points.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font><font color='#5555FF'>-</font><font color='#979000'>1</font><font face='Lucida Console'>)</font><font color='#5555FF'>/</font><font color='#979000'>2</font><font face='Lucida Console'>)</font>;
                <font color='#0000FF'>for</font> <font face='Lucida Console'>(</font><font color='#0000FF'><u>size_t</u></font> i <font color='#5555FF'>=</font> <font color='#979000'>0</font>; i <font color='#5555FF'>&lt;</font> points.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>; <font color='#5555FF'>+</font><font color='#5555FF'>+</font>i<font face='Lucida Console'>)</font>
                <b>{</b>
                    <font color='#0000FF'>for</font> <font face='Lucida Console'>(</font><font color='#0000FF'><u>size_t</u></font> j <font color='#5555FF'>=</font> i<font color='#5555FF'>+</font><font color='#979000'>1</font>; j <font color='#5555FF'>&lt;</font> points.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>; <font color='#5555FF'>+</font><font color='#5555FF'>+</font>j<font face='Lucida Console'>)</font>
                    <b>{</b>
                        <font color='#BB00BB'>add_constraint</font><font face='Lucida Console'>(</font>i,j<font face='Lucida Console'>)</font>;
                    <b>}</b>
                <b>}</b>
            <b>}</b>
            <font color='#0000FF'>else</font>
            <b>{</b>
                <font color='#0000FF'>for</font> <font face='Lucida Console'>(</font><font color='#0000FF'>auto</font><font color='#5555FF'>&amp;</font> p : active_constraints<font face='Lucida Console'>)</font>
                    <font color='#BB00BB'>add_constraint</font><font face='Lucida Console'>(</font>p.first, p.second<font face='Lucida Console'>)</font>;
            <b>}</b>




            svm_c_linear_dcd_trainer<font color='#5555FF'>&lt;</font>kernel_type<font color='#5555FF'>&gt;</font> trainer;
            trainer.<font color='#BB00BB'>set_c</font><font face='Lucida Console'>(</font>std::numeric_limits<font color='#5555FF'>&lt;</font><font color='#0000FF'><u>double</u></font><font color='#5555FF'>&gt;</font>::<font color='#BB00BB'>infinity</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font><font face='Lucida Console'>)</font>;
            <font color='#009900'>//trainer.be_verbose();
</font>            trainer.<font color='#BB00BB'>force_last_weight_to_1</font><font face='Lucida Console'>(</font><font color='#979000'>true</font><font face='Lucida Console'>)</font>;
            trainer.<font color='#BB00BB'>set_epsilon</font><font face='Lucida Console'>(</font>solver_eps<font face='Lucida Console'>)</font>;

            svm_c_linear_dcd_trainer<font color='#5555FF'>&lt;</font>kernel_type<font color='#5555FF'>&gt;</font>::optimizer_state state;
            <font color='#0000FF'>auto</font> df <font color='#5555FF'>=</font> trainer.<font color='#BB00BB'>train</font><font face='Lucida Console'>(</font>x,y, state<font face='Lucida Console'>)</font>;

            <font color='#009900'>// save the active constraints for later so we can use them inside add() to add
</font>            <font color='#009900'>// new points efficiently.
</font>            <font color='#0000FF'>if</font> <font face='Lucida Console'>(</font>active_constraints.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font> <font color='#5555FF'>=</font><font color='#5555FF'>=</font> <font color='#979000'>0</font><font face='Lucida Console'>)</font>
            <b>{</b>
                <font color='#0000FF'><u>long</u></font> k <font color='#5555FF'>=</font> <font color='#979000'>0</font>;
                <font color='#0000FF'>for</font> <font face='Lucida Console'>(</font><font color='#0000FF'><u>size_t</u></font> i <font color='#5555FF'>=</font> <font color='#979000'>0</font>; i <font color='#5555FF'>&lt;</font> points.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>; <font color='#5555FF'>+</font><font color='#5555FF'>+</font>i<font face='Lucida Console'>)</font>
                <b>{</b>
                    <font color='#0000FF'>for</font> <font face='Lucida Console'>(</font><font color='#0000FF'><u>size_t</u></font> j <font color='#5555FF'>=</font> i<font color='#5555FF'>+</font><font color='#979000'>1</font>; j <font color='#5555FF'>&lt;</font> points.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>; <font color='#5555FF'>+</font><font color='#5555FF'>+</font>j<font face='Lucida Console'>)</font>
                    <b>{</b>
                        <font color='#0000FF'>if</font> <font face='Lucida Console'>(</font>state.<font color='#BB00BB'>get_alpha</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>[k<font color='#5555FF'>+</font><font color='#5555FF'>+</font>] <font color='#5555FF'>!</font><font color='#5555FF'>=</font> <font color='#979000'>0</font><font face='Lucida Console'>)</font>
                            active_constraints.<font color='#BB00BB'>push_back</font><font face='Lucida Console'>(</font>std::<font color='#BB00BB'>make_pair</font><font face='Lucida Console'>(</font>i,j<font face='Lucida Console'>)</font><font face='Lucida Console'>)</font>;
                    <b>}</b>
                <b>}</b>
            <b>}</b>
            <font color='#0000FF'>else</font>
            <b>{</b>
                <font color='#BB00BB'>DLIB_CASSERT</font><font face='Lucida Console'>(</font>state.<font color='#BB00BB'>get_alpha</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font> <font color='#5555FF'>=</font><font color='#5555FF'>=</font> active_constraints.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font><font face='Lucida Console'>)</font>;
                new_active_constraints.<font color='#BB00BB'>clear</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>;
                <font color='#0000FF'>for</font> <font face='Lucida Console'>(</font><font color='#0000FF'><u>size_t</u></font> i <font color='#5555FF'>=</font> <font color='#979000'>0</font>; i <font color='#5555FF'>&lt;</font> state.<font color='#BB00BB'>get_alpha</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>; <font color='#5555FF'>+</font><font color='#5555FF'>+</font>i<font face='Lucida Console'>)</font>
                <b>{</b>
                    <font color='#0000FF'>if</font> <font face='Lucida Console'>(</font>state.<font color='#BB00BB'>get_alpha</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>[i] <font color='#5555FF'>!</font><font color='#5555FF'>=</font> <font color='#979000'>0</font><font face='Lucida Console'>)</font>
                        new_active_constraints.<font color='#BB00BB'>push_back</font><font face='Lucida Console'>(</font>active_constraints[i]<font face='Lucida Console'>)</font>;
                <b>}</b>
                active_constraints.<font color='#BB00BB'>swap</font><font face='Lucida Console'>(</font>new_active_constraints<font face='Lucida Console'>)</font>;
            <b>}</b>

            <font color='#009900'>//std::cout &lt;&lt; "points.size(): " &lt;&lt; points.size() &lt;&lt; std::endl;
</font>            <font color='#009900'>//std::cout &lt;&lt; "active_constraints.size(): " &lt;&lt; active_constraints.size() &lt;&lt; std::endl;
</font>

            <font color='#0000FF'>const</font> <font color='#0000FF'>auto</font><font color='#5555FF'>&amp;</font> bv <font color='#5555FF'>=</font> df.<font color='#BB00BB'>basis_vectors</font><font face='Lucida Console'>(</font><font color='#979000'>0</font><font face='Lucida Console'>)</font>;
            slopes.<font color='#BB00BB'>set_size</font><font face='Lucida Console'>(</font>dims<font face='Lucida Console'>)</font>;
            <font color='#0000FF'>for</font> <font face='Lucida Console'>(</font><font color='#0000FF'><u>long</u></font> i <font color='#5555FF'>=</font> <font color='#979000'>0</font>; i <font color='#5555FF'>&lt;</font> dims; <font color='#5555FF'>+</font><font color='#5555FF'>+</font>i<font face='Lucida Console'>)</font>
                <font color='#BB00BB'>slopes</font><font face='Lucida Console'>(</font>i<font face='Lucida Console'>)</font> <font color='#5555FF'>=</font> bv[i].second<font color='#5555FF'>*</font>xscale[i]<font color='#5555FF'>*</font>xscale[i];

            <font color='#009900'>//std::cout &lt;&lt; "slopes:" &lt;&lt; trans(slopes);
</font>
            offsets.<font color='#BB00BB'>assign</font><font face='Lucida Console'>(</font>points.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>,<font color='#979000'>0</font><font face='Lucida Console'>)</font>;


            <font color='#0000FF'>for</font> <font face='Lucida Console'>(</font><font color='#0000FF'><u>size_t</u></font> i <font color='#5555FF'>=</font> <font color='#979000'>0</font>; i <font color='#5555FF'>&lt;</font> points.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font>; <font color='#5555FF'>+</font><font color='#5555FF'>+</font>i<font face='Lucida Console'>)</font>
            <b>{</b>
                offsets[i] <font color='#5555FF'>+</font><font color='#5555FF'>=</font> bv[slopes.<font color='#BB00BB'>size</font><font face='Lucida Console'>(</font><font face='Lucida Console'>)</font><font color='#5555FF'>+</font>i].second<font color='#5555FF'>*</font>relative_noise_magnitude;
            <b>}</b>
        <b>}</b>



        <font color='#0000FF'><u>double</u></font> relative_noise_magnitude <font color='#5555FF'>=</font> <font color='#979000'>0.001</font>;
        <font color='#0000FF'><u>double</u></font> solver_eps <font color='#5555FF'>=</font> <font color='#979000'>0.0001</font>; 
        std::vector<font color='#5555FF'>&lt;</font>std::pair<font color='#5555FF'>&lt;</font><font color='#0000FF'><u>size_t</u></font>,<font color='#0000FF'><u>size_t</u></font><font color='#5555FF'>&gt;</font><font color='#5555FF'>&gt;</font> active_constraints, new_active_constraints;

        std::vector<font color='#5555FF'>&lt;</font>function_evaluation<font color='#5555FF'>&gt;</font> points;
        std::vector<font color='#5555FF'>&lt;</font><font color='#0000FF'><u>double</u></font><font color='#5555FF'>&gt;</font> offsets; <font color='#009900'>// offsets.size() == points.size()
</font>        matrix<font color='#5555FF'>&lt;</font><font color='#0000FF'><u>double</u></font>,<font color='#979000'>0</font>,<font color='#979000'>1</font><font color='#5555FF'>&gt;</font> slopes; <font color='#009900'>// slopes.size() == points[0].first.size()
</font>    <b>}</b>;

<font color='#009900'>// ----------------------------------------------------------------------------------------
</font>
<b>}</b>

<font color='#0000FF'>#endif</font> <font color='#009900'>// DLIB_UPPER_bOUND_FUNCTION_Hh_
</font>


</pre></body></html>