Mercurial > hg > camir-aes2014

diff toolboxes/distance_learning/mlr/loss/lossHingeDiagMKL.m @ 0:e9a9cd732c1e tip

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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/loss/lossHingeDiagMKL.m	Tue Feb 10 15:05:51 2015 +0000
@@ -0,0 +1,16 @@
+function Xi = lossHingeDiagMKL(W, Psi, M, gradient)
+%
+%   Xi = lossHingeDiagMKL(W, Psi, M, gradient)
+%   
+%   W:          d*m matrix of diagonal metrics
+%   Psi:        d*m feature matrix
+%   M:          the desired margin
+%   gradient:   if 0, returns the loss value
+%               if 1, returns the gradient of the loss WRT W
+    
+    Xi = max(0, M - trace(W' * Psi));
+
+    if gradient & Xi > 0
+        Xi = -Psi;
+    end
+end