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sgd_fast.c
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#define likely(x) (x)
#define unlikely(x) (x)
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#define CYTHON_CCOMPLEX 1
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#if CYTHON_CCOMPLEX
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#undef _Complex_I
#define _Complex_I 1.0fj
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static const char *__pyx_f[] = {
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"numpy.pxd",
"type.pxd",
"weight_vector.pxd",
"seq_dataset.pxd",
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#define IS_UNSIGNED(type) (((type) -1) > 0)
struct __Pyx_StructField_;
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/* "numpy.pxd":723
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*
* ctypedef npy_int8 int8_t # <<<<<<<<<<<<<<
* ctypedef npy_int16 int16_t
* ctypedef npy_int32 int32_t
*/
typedef npy_int8 __pyx_t_5numpy_int8_t;
/* "numpy.pxd":724
*
* ctypedef npy_int8 int8_t
* ctypedef npy_int16 int16_t # <<<<<<<<<<<<<<
* ctypedef npy_int32 int32_t
* ctypedef npy_int64 int64_t
*/
typedef npy_int16 __pyx_t_5numpy_int16_t;
/* "numpy.pxd":725
* ctypedef npy_int8 int8_t
* ctypedef npy_int16 int16_t
* ctypedef npy_int32 int32_t # <<<<<<<<<<<<<<
* ctypedef npy_int64 int64_t
* #ctypedef npy_int96 int96_t
*/
typedef npy_int32 __pyx_t_5numpy_int32_t;
/* "numpy.pxd":726
* ctypedef npy_int16 int16_t
* ctypedef npy_int32 int32_t
* ctypedef npy_int64 int64_t # <<<<<<<<<<<<<<
* #ctypedef npy_int96 int96_t
* #ctypedef npy_int128 int128_t
*/
typedef npy_int64 __pyx_t_5numpy_int64_t;
/* "numpy.pxd":730
* #ctypedef npy_int128 int128_t
*
* ctypedef npy_uint8 uint8_t # <<<<<<<<<<<<<<
* ctypedef npy_uint16 uint16_t
* ctypedef npy_uint32 uint32_t
*/
typedef npy_uint8 __pyx_t_5numpy_uint8_t;
/* "numpy.pxd":731
*
* ctypedef npy_uint8 uint8_t
* ctypedef npy_uint16 uint16_t # <<<<<<<<<<<<<<
* ctypedef npy_uint32 uint32_t
* ctypedef npy_uint64 uint64_t
*/
typedef npy_uint16 __pyx_t_5numpy_uint16_t;
/* "numpy.pxd":732
* ctypedef npy_uint8 uint8_t
* ctypedef npy_uint16 uint16_t
* ctypedef npy_uint32 uint32_t # <<<<<<<<<<<<<<
* ctypedef npy_uint64 uint64_t
* #ctypedef npy_uint96 uint96_t
*/
typedef npy_uint32 __pyx_t_5numpy_uint32_t;
/* "numpy.pxd":733
* ctypedef npy_uint16 uint16_t
* ctypedef npy_uint32 uint32_t
* ctypedef npy_uint64 uint64_t # <<<<<<<<<<<<<<
* #ctypedef npy_uint96 uint96_t
* #ctypedef npy_uint128 uint128_t
*/
typedef npy_uint64 __pyx_t_5numpy_uint64_t;
/* "numpy.pxd":737
* #ctypedef npy_uint128 uint128_t
*
* ctypedef npy_float32 float32_t # <<<<<<<<<<<<<<
* ctypedef npy_float64 float64_t
* #ctypedef npy_float80 float80_t
*/
typedef npy_float32 __pyx_t_5numpy_float32_t;
/* "numpy.pxd":738
*
* ctypedef npy_float32 float32_t
* ctypedef npy_float64 float64_t # <<<<<<<<<<<<<<
* #ctypedef npy_float80 float80_t
* #ctypedef npy_float128 float128_t
*/
typedef npy_float64 __pyx_t_5numpy_float64_t;
/* "numpy.pxd":747
* # The int types are mapped a bit surprising --
* # numpy.int corresponds to 'l' and numpy.long to 'q'
* ctypedef npy_long int_t # <<<<<<<<<<<<<<
* ctypedef npy_longlong long_t
* ctypedef npy_longlong longlong_t
*/
typedef npy_long __pyx_t_5numpy_int_t;
/* "numpy.pxd":748
* # numpy.int corresponds to 'l' and numpy.long to 'q'
* ctypedef npy_long int_t
* ctypedef npy_longlong long_t # <<<<<<<<<<<<<<
* ctypedef npy_longlong longlong_t
*
*/
typedef npy_longlong __pyx_t_5numpy_long_t;
/* "numpy.pxd":749
* ctypedef npy_long int_t
* ctypedef npy_longlong long_t
* ctypedef npy_longlong longlong_t # <<<<<<<<<<<<<<
*
* ctypedef npy_ulong uint_t
*/
typedef npy_longlong __pyx_t_5numpy_longlong_t;
/* "numpy.pxd":751
* ctypedef npy_longlong longlong_t
*
* ctypedef npy_ulong uint_t # <<<<<<<<<<<<<<
* ctypedef npy_ulonglong ulong_t
* ctypedef npy_ulonglong ulonglong_t
*/
typedef npy_ulong __pyx_t_5numpy_uint_t;
/* "numpy.pxd":752
*
* ctypedef npy_ulong uint_t
* ctypedef npy_ulonglong ulong_t # <<<<<<<<<<<<<<
* ctypedef npy_ulonglong ulonglong_t
*
*/
typedef npy_ulonglong __pyx_t_5numpy_ulong_t;
/* "numpy.pxd":753
* ctypedef npy_ulong uint_t
* ctypedef npy_ulonglong ulong_t
* ctypedef npy_ulonglong ulonglong_t # <<<<<<<<<<<<<<
*
* ctypedef npy_intp intp_t
*/
typedef npy_ulonglong __pyx_t_5numpy_ulonglong_t;
/* "numpy.pxd":755
* ctypedef npy_ulonglong ulonglong_t
*
* ctypedef npy_intp intp_t # <<<<<<<<<<<<<<
* ctypedef npy_uintp uintp_t
*
*/
typedef npy_intp __pyx_t_5numpy_intp_t;
/* "numpy.pxd":756
*
* ctypedef npy_intp intp_t
* ctypedef npy_uintp uintp_t # <<<<<<<<<<<<<<
*
* ctypedef npy_double float_t
*/
typedef npy_uintp __pyx_t_5numpy_uintp_t;
/* "numpy.pxd":758
* ctypedef npy_uintp uintp_t
*
* ctypedef npy_double float_t # <<<<<<<<<<<<<<
* ctypedef npy_double double_t
* ctypedef npy_longdouble longdouble_t
*/
typedef npy_double __pyx_t_5numpy_float_t;
/* "numpy.pxd":759
*
* ctypedef npy_double float_t
* ctypedef npy_double double_t # <<<<<<<<<<<<<<
* ctypedef npy_longdouble longdouble_t
*
*/
typedef npy_double __pyx_t_5numpy_double_t;
/* "numpy.pxd":760
* ctypedef npy_double float_t
* ctypedef npy_double double_t
* ctypedef npy_longdouble longdouble_t # <<<<<<<<<<<<<<
*
* ctypedef npy_cfloat cfloat_t
*/
typedef npy_longdouble __pyx_t_5numpy_longdouble_t;
/* "sklearn/utils/weight_vector.pxd":10
*
*
* ctypedef np.float64_t DOUBLE # <<<<<<<<<<<<<<
* ctypedef np.int32_t INTEGER
*
*/
typedef __pyx_t_5numpy_float64_t __pyx_t_7sklearn_5utils_13weight_vector_DOUBLE;
/* "sklearn/utils/weight_vector.pxd":11
*
* ctypedef np.float64_t DOUBLE
* ctypedef np.int32_t INTEGER # <<<<<<<<<<<<<<
*
*
*/
typedef __pyx_t_5numpy_int32_t __pyx_t_7sklearn_5utils_13weight_vector_INTEGER;
/* "sklearn/utils/seq_dataset.pxd":5
* cimport numpy as np
*
* ctypedef np.float64_t DOUBLE # <<<<<<<<<<<<<<
* ctypedef np.int32_t INTEGER
*
*/
typedef __pyx_t_5numpy_float64_t __pyx_t_7sklearn_5utils_11seq_dataset_DOUBLE;
/* "sklearn/utils/seq_dataset.pxd":6
*
* ctypedef np.float64_t DOUBLE
* ctypedef np.int32_t INTEGER # <<<<<<<<<<<<<<
*
*
*/
typedef __pyx_t_5numpy_int32_t __pyx_t_7sklearn_5utils_11seq_dataset_INTEGER;
/* "sklearn/linear_model/sgd_fast.pyx":25
*
*
* ctypedef np.float64_t DOUBLE # <<<<<<<<<<<<<<
* ctypedef np.int32_t INTEGER
*
*/
typedef __pyx_t_5numpy_float64_t __pyx_t_7sklearn_12linear_model_8sgd_fast_DOUBLE;
/* "sklearn/linear_model/sgd_fast.pyx":26
*
* ctypedef np.float64_t DOUBLE
* ctypedef np.int32_t INTEGER # <<<<<<<<<<<<<<
*
*
*/
typedef __pyx_t_5numpy_int32_t __pyx_t_7sklearn_12linear_model_8sgd_fast_INTEGER;
#if CYTHON_CCOMPLEX
#ifdef __cplusplus
typedef ::std::complex< float > __pyx_t_float_complex;
#else
typedef float _Complex __pyx_t_float_complex;
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#else
typedef struct { float real, imag; } __pyx_t_float_complex;
#endif
#if CYTHON_CCOMPLEX
#ifdef __cplusplus
typedef ::std::complex< double > __pyx_t_double_complex;
#else
typedef double _Complex __pyx_t_double_complex;
#endif
#else
typedef struct { double real, imag; } __pyx_t_double_complex;
#endif
/*--- Type declarations ---*/
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_LossFunction;
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_Regression;
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_Huber;
struct __pyx_obj_7sklearn_5utils_11seq_dataset_SequentialDataset;
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_EpsilonInsensitive;
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_Classification;
struct __pyx_obj_7sklearn_5utils_11seq_dataset_CSRDataset;
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_Log;
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_Hinge;
struct __pyx_obj_7sklearn_5utils_11seq_dataset_ArrayDataset;
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_SquaredHinge;
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_ModifiedHuber;
struct __pyx_obj_7sklearn_5utils_13weight_vector_WeightVector;
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_SquaredLoss;
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_SquaredEpsilonInsensitive;
/* "numpy.pxd":762
* ctypedef npy_longdouble longdouble_t
*
* ctypedef npy_cfloat cfloat_t # <<<<<<<<<<<<<<
* ctypedef npy_cdouble cdouble_t
* ctypedef npy_clongdouble clongdouble_t
*/
typedef npy_cfloat __pyx_t_5numpy_cfloat_t;
/* "numpy.pxd":763
*
* ctypedef npy_cfloat cfloat_t
* ctypedef npy_cdouble cdouble_t # <<<<<<<<<<<<<<
* ctypedef npy_clongdouble clongdouble_t
*
*/
typedef npy_cdouble __pyx_t_5numpy_cdouble_t;
/* "numpy.pxd":764
* ctypedef npy_cfloat cfloat_t
* ctypedef npy_cdouble cdouble_t
* ctypedef npy_clongdouble clongdouble_t # <<<<<<<<<<<<<<
*
* ctypedef npy_cdouble complex_t
*/
typedef npy_clongdouble __pyx_t_5numpy_clongdouble_t;
/* "numpy.pxd":766
* ctypedef npy_clongdouble clongdouble_t
*
* ctypedef npy_cdouble complex_t # <<<<<<<<<<<<<<
*
* cdef inline object PyArray_MultiIterNew1(a):
*/
typedef npy_cdouble __pyx_t_5numpy_complex_t;
/* "sklearn/linear_model/sgd_fast.pyx":46
* # ----------------------------------------
*
* cdef class LossFunction: # <<<<<<<<<<<<<<
* """Base class for convex loss functions"""
*
*/
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_LossFunction {
PyObject_HEAD
struct __pyx_vtabstruct_7sklearn_12linear_model_8sgd_fast_LossFunction *__pyx_vtab;
};
/* "sklearn/linear_model/sgd_fast.pyx":84
*
*
* cdef class Regression(LossFunction): # <<<<<<<<<<<<<<
* """Base class for loss functions for regression"""
*
*/
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_Regression {
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_LossFunction __pyx_base;
};
/* "sklearn/linear_model/sgd_fast.pyx":235
*
*
* cdef class Huber(Regression): # <<<<<<<<<<<<<<
* """Huber regression loss
*
*/
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_Huber {
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_Regression __pyx_base;
double c;
};
/* "sklearn/utils/seq_dataset.pxd":9
*
*
* cdef class SequentialDataset: # <<<<<<<<<<<<<<
* cdef Py_ssize_t n_samples
*
*/
struct __pyx_obj_7sklearn_5utils_11seq_dataset_SequentialDataset {
PyObject_HEAD
struct __pyx_vtabstruct_7sklearn_5utils_11seq_dataset_SequentialDataset *__pyx_vtab;
Py_ssize_t n_samples;
};
/* "sklearn/linear_model/sgd_fast.pyx":271
*
*
* cdef class EpsilonInsensitive(Regression): # <<<<<<<<<<<<<<
* """Epsilon-Insensitive loss (used by SVR).
*
*/
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_EpsilonInsensitive {
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_Regression __pyx_base;
double epsilon;
};
/* "sklearn/linear_model/sgd_fast.pyx":94
*
*
* cdef class Classification(LossFunction): # <<<<<<<<<<<<<<
* """Base class for loss functions for classification"""
*
*/
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_Classification {
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_LossFunction __pyx_base;
};
/* "sklearn/utils/seq_dataset.pxd":34
*
*
* cdef class CSRDataset(SequentialDataset): # <<<<<<<<<<<<<<
* cdef int current_index
* cdef int stride
*/
struct __pyx_obj_7sklearn_5utils_11seq_dataset_CSRDataset {
struct __pyx_obj_7sklearn_5utils_11seq_dataset_SequentialDataset __pyx_base;
int current_index;
int stride;
__pyx_t_7sklearn_5utils_11seq_dataset_DOUBLE *X_data_ptr;
__pyx_t_7sklearn_5utils_11seq_dataset_INTEGER *X_indptr_ptr;
__pyx_t_7sklearn_5utils_11seq_dataset_INTEGER *X_indices_ptr;
__pyx_t_7sklearn_5utils_11seq_dataset_DOUBLE *Y_data_ptr;
PyArrayObject *feature_indices;
__pyx_t_7sklearn_5utils_11seq_dataset_INTEGER *feature_indices_ptr;
PyArrayObject *index;
__pyx_t_7sklearn_5utils_11seq_dataset_INTEGER *index_data_ptr;
__pyx_t_7sklearn_5utils_11seq_dataset_DOUBLE *sample_weight_data;
};
/* "sklearn/linear_model/sgd_fast.pyx":198
*
*
* cdef class Log(Classification): # <<<<<<<<<<<<<<
* """Logistic regression loss for binary classification with y in {-1, 1}"""
*
*/
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_Log {
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_Classification __pyx_base;
};
/* "sklearn/linear_model/sgd_fast.pyx":134
*
*
* cdef class Hinge(Classification): # <<<<<<<<<<<<<<
* """Hinge loss for binary classification tasks with y in {-1,1}
*
*/
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_Hinge {
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_Classification __pyx_base;
double threshold;
};
/* "sklearn/utils/seq_dataset.pxd":17
*
*
* cdef class ArrayDataset(SequentialDataset): # <<<<<<<<<<<<<<
* cdef Py_ssize_t n_features
* cdef int current_index
*/
struct __pyx_obj_7sklearn_5utils_11seq_dataset_ArrayDataset {
struct __pyx_obj_7sklearn_5utils_11seq_dataset_SequentialDataset __pyx_base;
Py_ssize_t n_features;
int current_index;
int stride;
__pyx_t_7sklearn_5utils_11seq_dataset_DOUBLE *X_data_ptr;
__pyx_t_7sklearn_5utils_11seq_dataset_DOUBLE *Y_data_ptr;
PyArrayObject *feature_indices;
__pyx_t_7sklearn_5utils_11seq_dataset_INTEGER *feature_indices_ptr;
PyArrayObject *index;
__pyx_t_7sklearn_5utils_11seq_dataset_INTEGER *index_data_ptr;
__pyx_t_7sklearn_5utils_11seq_dataset_DOUBLE *sample_weight_data;
};
/* "sklearn/linear_model/sgd_fast.pyx":166
*
*
* cdef class SquaredHinge(LossFunction): # <<<<<<<<<<<<<<
* """Squared Hinge loss for binary classification tasks with y in {-1,1}
*
*/
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_SquaredHinge {
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_LossFunction __pyx_base;
double threshold;
};
/* "sklearn/linear_model/sgd_fast.pyx":104
*
*
* cdef class ModifiedHuber(Classification): # <<<<<<<<<<<<<<
* """Modified Huber loss for binary classification with y in {-1, 1}
*
*/
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_ModifiedHuber {
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_Classification __pyx_base;
};
/* "sklearn/utils/weight_vector.pxd":14
*
*
* cdef class WeightVector(object): # <<<<<<<<<<<<<<
* cdef np.ndarray w
* cdef DOUBLE *w_data_ptr
*/
struct __pyx_obj_7sklearn_5utils_13weight_vector_WeightVector {
PyObject_HEAD
struct __pyx_vtabstruct_7sklearn_5utils_13weight_vector_WeightVector *__pyx_vtab;
PyArrayObject *w;
__pyx_t_7sklearn_5utils_13weight_vector_DOUBLE *w_data_ptr;
double wscale;
Py_ssize_t n_features;
double sq_norm;
};
/* "sklearn/linear_model/sgd_fast.pyx":223
*
*
* cdef class SquaredLoss(Regression): # <<<<<<<<<<<<<<
* """Squared loss traditional used in linear regression."""
* cpdef double loss(self, double p, double y):
*/
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_SquaredLoss {
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_Regression __pyx_base;
};
/* "sklearn/linear_model/sgd_fast.pyx":298
*
*
* cdef class SquaredEpsilonInsensitive(Regression): # <<<<<<<<<<<<<<
* """Epsilon-Insensitive loss.
*
*/
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_SquaredEpsilonInsensitive {
struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_Regression __pyx_base;
double epsilon;
};
/* "sklearn/linear_model/sgd_fast.pyx":46
* # ----------------------------------------
*
* cdef class LossFunction: # <<<<<<<<<<<<<<
* """Base class for convex loss functions"""
*
*/
struct __pyx_vtabstruct_7sklearn_12linear_model_8sgd_fast_LossFunction {
double (*loss)(struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_LossFunction *, double, double, int __pyx_skip_dispatch);
double (*dloss)(struct __pyx_obj_7sklearn_12linear_model_8sgd_fast_LossFunction *, double, double, int __pyx_skip_dispatch);
};
static struct __pyx_vtabstruct_7sklearn_12linear_model_8sgd_fast_LossFunction *__pyx_vtabptr_7sklearn_12linear_model_8sgd_fast_LossFunction;
/* "sklearn/linear_model/sgd_fast.pyx":84
*
*
* cdef class Regression(LossFunction): # <<<<<<<<<<<<<<
* """Base class for loss functions for regression"""
*
*/
struct __pyx_vtabstruct_7sklearn_12linear_model_8sgd_fast_Regression {
struct __pyx_vtabstruct_7sklearn_12linear_model_8sgd_fast_LossFunction __pyx_base;
};
static struct __pyx_vtabstruct_7sklearn_12linear_model_8sgd_fast_Regression *__pyx_vtabptr_7sklearn_12linear_model_8sgd_fast_Regression;
/* "sklearn/linear_model/sgd_fast.pyx":223
*
*
* cdef class SquaredLoss(Regression): # <<<<<<<<<<<<<<
* """Squared loss traditional used in linear regression."""
* cpdef double loss(self, double p, double y):
*/
struct __pyx_vtabstruct_7sklearn_12linear_model_8sgd_fast_SquaredLoss {
struct __pyx_vtabstruct_7sklearn_12linear_model_8sgd_fast_Regression __pyx_base;
};
static struct __pyx_vtabstruct_7sklearn_12linear_model_8sgd_fast_SquaredLoss *__pyx_vtabptr_7sklearn_12linear_model_8sgd_fast_SquaredLoss;
/* "sklearn/linear_model/sgd_fast.pyx":94
*
*
* cdef class Classification(LossFunction): # <<<<<<<<<<<<<<
* """Base class for loss functions for classification"""
*
*/
struct __pyx_vtabstruct_7sklearn_12linear_model_8sgd_fast_Classification {
struct __pyx_vtabstruct_7sklearn_12linear_model_8sgd_fast_LossFunction __pyx_base;
};
static struct __pyx_vtabstruct_7sklearn_12linear_model_8sgd_fast_Classification *__pyx_vtabptr_7sklearn_12linear_model_8sgd_fast_Classification;
/* "sklearn/linear_model/sgd_fast.pyx":104
*
*
* cdef class ModifiedHuber(Classification): # <<<<<<<<<<<<<<