svm.cpp

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#include <assert.h>
#include <cmath>
#include <svm.h>
#include "svm.h"

REGISTER_CREATOR(lemga::SVM);

// In order to access nSV, we have to copy svm_model here.
// Comments removed. Please see svm.cpp for details.
// Any direct use of svm_model is marked with /* direct access svm_model */
struct svm_model {
    svm_parameter param;
    int nr_class;
    int l;
    svm_node **SV;
    double **sv_coef;
    double *rho;
    double *probA;
    double *probB;
    int *label;
    int *nSV;
    int free_sv;
};

namespace lemga {

typedef struct svm_node* p_svm_node;

struct SVM_detail {
    struct svm_parameter param;
    struct svm_problem prob;
    struct svm_model *model;
    struct svm_node *x_space;
    UINT n_class, n_sv;
    int *labels;

    SVM_detail ();
    SVM_detail (const SVM_detail&);
    ~SVM_detail () {
        clean_model(); clean_data(); svm_destroy_param(&param); }
    bool fill_svm_problem (const pDataSet&, const pDataWgt&);
    bool train (const pDataSet&, const pDataWgt&);
    void clean_model ();
    void clean_data ();
};

SVM_detail::SVM_detail () : model(0), x_space(0) {
    // default LIBSVM parameters, copied from svm-train.c
    param.svm_type = C_SVC;
    param.kernel_type = RBF;
    param.degree = 3;
    param.gamma = 0;
    param.coef0 = 0;
    param.nu = 0.5;
    param.cache_size = 40;
    param.C = 1;
    param.eps = 1e-3;
    param.p = 0.1;
    param.shrinking = 1;
    param.probability = 0;
    param.nr_weight = 0;
    param.weight_label = NULL;
    param.weight = NULL;
}

SVM_detail::SVM_detail (const SVM_detail& s)
    : param(s.param), model(0), x_space(0) {
    // param is copied because the pointers in param are NULL
    assert(!s.param.weight && !s.param.weight_label);
    assert(!s.model);   // we don't know how to copy a model
    assert(!s.x_space); // we assume s is not trained.
}

void SVM_detail::clean_model () {
    if (!model) return;
    svm_destroy_model(model);
    delete[] labels;
    model = 0;
}

void SVM_detail::clean_data () {
    if (!x_space) return;
    delete[] prob.x; delete[] prob.y;
    delete[] prob.W;
    delete[] x_space; x_space = 0;
}

p_svm_node fill_svm_node (const Input& x, struct svm_node *pool) {
    for (UINT j = 0; j < x.size(); ++j, ++pool) {
        pool->index = j+1;
        pool->value = x[j];
    }
    pool->index = -1;
    return ++pool;
}

bool SVM_detail::fill_svm_problem (const pDataSet& ptd, const pDataWgt& ptw) {
    assert(ptd->size() == ptw->size());
    const UINT n_samples = ptd->size();
    if (n_samples == 0 || ptd->y(0).size() != 1) return false;
    const UINT n_in = ptd->x(0).size();

    clean_data();
    prob.l = n_samples;
    prob.x = new p_svm_node[n_samples];
    prob.y = new double[n_samples];
    prob.W = new double[n_samples];
    x_space = new struct svm_node[n_samples*(n_in+1)];
    if (!x_space) return false;

    struct svm_node *psn = x_space;
    for (UINT i = 0; i < n_samples; ++i) {
        prob.x[i] = psn;
        prob.y[i] = ptd->y(i)[0];
        psn = fill_svm_node(ptd->x(i), psn);
        prob.W[i] = (*ptw)[i] * n_samples;
    }
    return true;
}

bool SVM_detail::train (const pDataSet& ptd, const pDataWgt& ptw) {
    if (!fill_svm_problem(ptd, ptw)) {
        std::cerr << "Error in filling SVM problem (training data)\n";
        return false;
    }
    const char* error_msg = svm_check_parameter(&prob,&param);
    if (error_msg) {
        std::cerr << "Error: " << error_msg << '\n';
        return false;
    }

    clean_model();
    model = svm_train(&prob, &param);
    n_class = svm_get_nr_class(model);
    labels = new int[n_class];
    svm_get_labels(model, labels);
    n_sv = model->l;    /* direct access svm_model */
    return true;
}

namespace kernel {

void Linear::set_params (SVM_detail* sd) const {
    sd->param.kernel_type = ::LINEAR;
}

void Polynomial::set_params (SVM_detail* sd) const {
    sd->param.kernel_type = ::POLY;
    sd->param.degree = degree;
    sd->param.gamma = gamma;
    sd->param.coef0 = coef0;
}

void RBF::set_params (SVM_detail* sd) const {
    sd->param.kernel_type = ::RBF;
    sd->param.gamma = gamma;
}

void Sigmoid::set_params (SVM_detail* sd) const {
    sd->param.kernel_type = ::SIGMOID;
    sd->param.gamma = gamma;
    sd->param.coef0 = coef0;
}

void Stump::set_params (SVM_detail* sd) const {
    sd->param.kernel_type = ::STUMP;
}

void Perceptron::set_params (SVM_detail* sd) const {
    sd->param.kernel_type = ::PERCEPTRON;
}

} // namespace kernel

bool SVM::serialize (std::ostream& os, ver_list& vl) const {
    OBJ_FUNC_UNDEFINED("serialize");
}

bool SVM::unserialize (std::istream& is, ver_list& vl, const id_t& d) {
    OBJ_FUNC_UNDEFINED("unserialize");
}

SVM::SVM (const kernel::Kernel& k, UINT n_in) : LearnModel(n_in, 1), ker(k) {
    detail = new struct SVM_detail;
    ker.set_params(detail);
}

SVM::SVM (const SVM& s) : LearnModel(s), ker(s.ker) {
    detail = new struct SVM_detail(*s.detail);
}

SVM::~SVM () {
    delete detail;
}

const SVM& SVM::operator= (const SVM& s) {
    if (&s == this) return *this;
    /* unable to also copy the kernel, so break out for now */
    OBJ_FUNC_UNDEFINED("operator=");

    LearnModel::operator=(s);
    delete detail;
    detail = new struct SVM_detail(*s.detail);
    return *this;
}

REAL SVM::C () const {
    return detail->param.C;
}

void SVM::set_C (REAL c) {
    detail->param.C = c;
}

UINT SVM::n_support_vectors () const {
    assert(detail->model);
    return detail->n_sv;
}

REAL SVM::kernel (const Input& x1, const Input& x2) const {
#ifndef NDEBUG
    struct svm_node sx1[n_input()+1], sx2[n_input()+1];
    fill_svm_node(x1, sx1);
    fill_svm_node(x2, sx2);
    REAL svmk = svm_kernel(sx1, sx2, detail->param);
#endif
    REAL k = ker(x1, x2);
    assert(std::fabs(svmk - k) < EPSILON);
    return k;
}

void SVM::initialize () {
    detail->clean_model();
}

REAL SVM::train () {
    assert(n_input() == ptd->x(0).size() && n_output() == ptd->y(0).size());
    assert(n_samples == ptd->size());
    if (!detail->train(ptd, ptw)) exit(-1);
    return -1; // not the training error
}

REAL SVM::margin_of (const Input& x, const Input& y) const {
    assert(std::fabs(std::fabs(y[0]) - 1) < INFINITESIMAL);
    return signed_margin(x) * y[0];
}

REAL SVM::signed_margin (const Input& x) const {
    assert(x.size() == n_input());
    assert(detail && detail->model);
    assert(detail->n_class > 0 && detail->n_class <= 2);
    if (detail->n_class == 1) return detail->labels[0];

    struct svm_node sx[n_input()+1];
    fill_svm_node(x, sx);
    REAL m;
    svm_predict_values(detail->model, sx, &m);
    if (detail->labels[0] < detail->labels[1]) m = -m;

#ifndef NDEBUG
    const UINT nsv = n_support_vectors();
    REAL sum = bias();
    for (UINT i = 0; i < nsv; ++i)
        sum += support_vector_coef(i) * ker(support_vector(i), x);
#endif
    assert(std::fabs(sum - m) < EPSILON);

    return m;
}

REAL SVM::w_norm () const {
    assert(detail && detail->model);
    assert(detail->n_class == 2);
    const UINT nsv = n_support_vectors();

    REAL sum = 0;
    for (UINT i = 0; i < nsv; ++i) {
        for (UINT j = i; j < nsv; ++j) {
            REAL ip = ker(support_vector(i), support_vector(j))
                * support_vector_coef(i) * support_vector_coef(j);
#ifndef NDEBUG
            /* direct access svm_model */
            REAL ve = svm_kernel(detail->model->SV[i],
                                 detail->model->SV[j], detail->param)
                * detail->model->sv_coef[0][i] * detail->model->sv_coef[0][j];
#endif
            assert(std::fabs(ip - ve) < EPSILON);
            sum += ip + (i==j? 0 : ip);
        }
    }
    assert(sum > 0);
    return std::sqrt(sum);
}

Output SVM::operator() (const Input& x) const {
    assert(x.size() == n_input());
    assert(detail && detail->model);

    REAL y = (signed_margin(x) > 0? 1 : -1);
#ifndef NDEBUG
    struct svm_node sx[n_input()+1];
    fill_svm_node(x, sx);
    REAL l = svm_predict(detail->model, sx);
#endif
    assert(std::fabs(y - l) < INFINITESIMAL);

    return Output(1, y);
}

Input SVM::support_vector (UINT i) const {
    assert(i < n_support_vectors());
    assert(detail->n_class == 2);
    /* direct access svm_model */
    svm_node *SVi = detail->model->SV[i];

    Input sv(_n_in, 0);
    for (; SVi->index != -1; ++SVi) {
        assert(SVi->index > 0 && (UINT) SVi->index <= sv.size());
        sv[SVi->index-1] = SVi->value;
    }
    return sv;
}

REAL SVM::support_vector_coef (UINT i) const {
    assert(i < n_support_vectors());
    assert(detail->n_class == 2);
    /* direct access svm_model */
    REAL coef = detail->model->sv_coef[0][i];
    return (detail->labels[0] < detail->labels[1])?
        -coef : coef;
}

REAL SVM::bias () const {
    assert(detail && detail->model);
    assert(detail->n_class == 2);
    /* direct access svm_model */
    REAL rho = detail->model->rho[0];
    return (detail->labels[0] < detail->labels[1])?
        rho : -rho;
}

} // namespace lemga

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