diff toolboxes/distance_learning/mlr/separationOracle/separationOracleMRR.m @ 0:e9a9cd732c1e tip

first hg version after svn
author wolffd
date Tue, 10 Feb 2015 15:05:51 +0000
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--- /dev/null	Thu Jan 01 00:00:00 1970 +0000
+++ b/toolboxes/distance_learning/mlr/separationOracle/separationOracleMRR.m	Tue Feb 10 15:05:51 2015 +0000
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+function [Y, Loss] = separationOracleMRR(q, D, pos, neg, k)
+%
+%   [Y,Loss]  = separationOracleMRR(q, D, pos, neg, k)
+%
+%   q   = index of the query point
+%   D   = the current distance matrix
+%   pos = indices of relevant results for q
+%   neg = indices of irrelevant results for q
+%   k   = length of the list to consider (unused in MRR)
+%
+%   Y is a permutation 1:n corresponding to the maximally
+%   violated constraint
+%
+%   Loss is the loss for Y, in this case, 1-MRR(Y)
+
+
+    % First, sort the documents in descending order of W'Phi(q,x)
+    % Phi = - (X(q) - X(x)) * (X(q) - X(x))'
+    
+    % Sort the positive documents
+    ScorePos        = - D(pos,q);
+    [Vpos, Ipos]    = sort(full(ScorePos'), 'descend');
+    Ipos            = pos(Ipos);
+    
+    % Sort the negative documents
+    ScoreNeg        = -D(neg,q);
+    [Vneg, Ineg]    = sort(full(ScoreNeg'), 'descend');
+    Ineg            = neg(Ineg);
+
+    % Now, solve the DP for the interleaving
+
+    numPos  = length(pos);
+    numNeg  = length(neg);
+    n       = numPos + numNeg;
+
+    cVpos           = cumsum(Vpos);
+    cVneg           = cumsum(Vneg);
+
+
+    % Algorithm:
+    %   For each RR score in 1/1, 1/2, ..., 1/(numNeg+1)
+    %       Calculate maximum discriminant score for that precision level
+    MRR                     = ((1:(numNeg+1)).^-1)';
+
+    
+    Discriminant            = zeros(numNeg+1, 1);
+    Discriminant(end)       = numPos * cVneg(end) - numNeg * cVpos(end);
+    
+    % For the rest of the positions, we're interleaving one more negative
+    % example into the 2nd-through-last positives
+    offsets                 = 1 + binarysearch(Vneg, Vpos(2:end));
+    
+    % How many of the remaining positives go before Vneg(a)?
+    NegsBefore              = -bsxfun(@ge, offsets, (1:length(Vpos))');
+
+    % For the last position, all negatives come before all positives
+    NegsBefore(:,numNeg+1)  = numNeg;
+
+    Discriminant(1:numNeg) = -2 * (offsets .* Vneg - cVpos(offsets));
+    Discriminant = sum(Discriminant) - cumsum(Discriminant) + Discriminant;
+
+
+    % Normalize discriminant scores
+    Discriminant    = Discriminant / (numPos * numNeg);
+    [s, x]          = max(Discriminant - MRR);
+
+    % Now we know that there are x-1 relevant docs in the max ranking
+    % Construct Y from NegsBefore(x,:)
+
+    Y = nan * ones(n,1);
+    Y((1:numPos)' + sum(NegsBefore(:,x:end),2)) = Ipos;
+    Y(isnan(Y))                     = Ineg;
+
+    % Compute loss for this list
+    Loss        = 1 - MRR(x);
+end
+