rlsauto.h

/*
  * The GURLS Package in C++
  *
  * Copyright (C) 2011-1013, IIT@MIT Lab
  * All rights reserved.
  *
  * authors:  M. Santoro
  * email:   msantoro@mit.edu
  * website: http://cbcl.mit.edu/IIT@MIT/IIT@MIT.html
  *
  * Redistribution and use in source and binary forms, with or without
  * modification, are permitted provided that the following conditions
  * are met:
  *
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  *       Technology or of the Italian Institute of Technology may be
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#ifndef _GURLS_RLSAUTO_H_
#define _GURLS_RLSAUTO_H_

#include "gurls++/optimization.h"
#include "gurls++/linearkernel.h"


namespace gurls {

template <typename T>
class RLSAuto: public Optimizer<T>{

public:
    GurlsOptionsList *execute(const gMat2D<T>& X, const gMat2D<T>& Y, const GurlsOptionsList &opt);
};

template <typename T>
GurlsOptionsList* RLSAuto<T>::execute(const gMat2D<T>& X, const gMat2D<T>& Y, const GurlsOptionsList& opt)
{
    //[n,d] = size(X);
    const unsigned long n = X.rows();
    const unsigned long d = X.cols();

//     if (n > d) % Do primal
    if(n > d)
    {
        //    cfr = rls_primal(X, y, opt);
        RLSPrimal<T> rlsprimal;
        return rlsprimal.execute(X, Y, opt);
    }
//  else % Do dual
    else
    {
        //      cfr = rls_dual(X, y, opt);
        RLSDual<T> rlsdual;

        if(!opt.hasOpt("kernel.K"))
        {
            KernelLinear<T> kernelTask;
            GurlsOptionsList* kernel = kernelTask.execute(X, Y, opt);

            GurlsOptionsList tmp_opt("tmp");

            GurlsOptionsList* tmp_paramsel = new GurlsOptionsList("paramsel");
            tmp_paramsel->copyOpt("lambas", *(opt.getOptAs<GurlsOptionsList>("paramsel")));
            tmp_opt.addOpt("paramsel", tmp_paramsel);

            tmp_opt.copyOpt("singlelambda", opt);

            tmp_opt.addOpt("kernel", kernel);

            return rlsdual.execute(X, Y, tmp_opt);
        }

        return rlsdual.execute(X, Y, opt);
    }
}

}
#endif // _GURLS_RLSAUTO_H_