Port "Two changes in newton.cpp"

Ported from cjlin1/liblinear@07208b8

Author: bwaldvogel

src/main/java/de/bwaldvogel/liblinear/Newton.java

@@ -47,9 +47,9 @@ void newton(double[] w) {
         double gnorm0 = Blas.dnrm2_(n, g, inc);
 
         f = fun_obj.fun(w);
-        info("init f %5.3e%n", f);
         fun_obj.grad(w, g);
         double gnorm = Blas.dnrm2_(n, g, inc);
+        info("init f %5.3e |g| %5.3e%n", f, gnorm);
 
         if (gnorm <= eps * gnorm0)
             search = false;
@@ -70,24 +70,24 @@ void newton(double[] w) {
                 break;
             }
 
-            info("iter %2d f %5.3e |g| %5.3e CG %3d step_size %4.2e%n", iter, f, gnorm, cg_iter, step_size);
-
-            actred = fold - f;
-            iter++;
-
             fun_obj.grad(w, g);
-
             gnorm = Blas.dnrm2_(n, g, inc);
+
+            info("iter %2d f %5.3e |g| %5.3e CG %3d step_size %4.2e%n", iter, f, gnorm, cg_iter, step_size);
+
             if (gnorm <= eps * gnorm0)
                 break;
             if (f < -1.0e+32) {
                 info("WARNING: f < -1.0e+32%n");
                 break;
             }
+            actred = fold - f;
             if (Math.abs(actred) <= 1.0e-12 * Math.abs(f)) {
                 info("WARNING: actred too small%n");
                 break;
             }
+
+            iter++;
         }
     }
 
@@ -97,7 +97,7 @@ private int pcg(double[] g, double[] M, double[] s, double[] r) {
         double one = 1;
         double[] d = new double[n];
         double[] Hd = new double[n];
-        double zTr, znewTrnew, alpha, beta, cgtol;
+        double zTr, znewTrnew, alpha, beta, cgtol, dHd;
         double[] z = new double[n];
         double Q = 0, newQ, Qdiff;
 
@@ -116,9 +116,14 @@ private int pcg(double[] g, double[] M, double[] s, double[] r) {
 
         while (cg_iter < max_cg_iter) {
             cg_iter++;
+
             fun_obj.Hv(d, Hd);
+            dHd = Blas.ddot_(n, d, inc, Hd, inc);
+            // avoid 0/0 in getting alpha
+            if (dHd <= 1.0e-16)
+                break;
 
-            alpha = zTr / Blas.ddot_(n, d, inc, Hd, inc);
+            alpha = zTr / dHd;
             Blas.daxpy_(n, alpha, d, inc, s, inc);
             alpha = -alpha;
             Blas.daxpy_(n, alpha, Hd, inc, r, inc);

src/test/java/de/bwaldvogel/liblinear/LinearTest.java

@@ -741,7 +741,7 @@ void testFindBestParametersOnSpliceDataSet_L2R_L2LOSS_SVR() throws Exception {
         Parameter param = new Parameter(L2R_L2LOSS_SVR, 1, 0.001, 0.1);
         ParameterSearchResult result = Linear.findParameters(problem, param, 5, -1, -1);
         assertThat(result.getBestC()).isEqualTo(0.00390625);
-        assertThat(result.getBestScore()).isEqualTo(0.5699400237604259, Offset.offset(0.0000001));
+        assertThat(result.getBestScore()).isEqualTo(0.5699399182191544, Offset.offset(0.0000001));
         assertThat(result.getBestP()).isEqualTo(0.0);
     }