hexgnu-libsvm-ruby-swig 0.1.0

data/ext/svm.cpp

@@ -0,0 +1,3072 @@
+#include <math.h>
+#include <stdio.h>
+#include <stdlib.h>
+#include <ctype.h>
+#include <float.h>
+#include <string.h>
+#include <stdarg.h>
+#include "svm.h"
+int libsvm_version = LIBSVM_VERSION;
+typedef float Qfloat;
+typedef signed char schar;
+#ifndef min
+template <class T> static inline T min(T x,T y) { return (x<y)?x:y; }
+#endif
+#ifndef max
+template <class T> static inline T max(T x,T y) { return (x>y)?x:y; }
+#endif
+template <class T> static inline void swap(T& x, T& y) { T t=x; x=y; y=t; }
+template <class S, class T> static inline void clone(T*& dst, S* src, int n)
+{
+	dst = new T[n];
+	memcpy((void *)dst,(void *)src,sizeof(T)*n);
+}
+static inline double powi(double base, int times)
+{
+	double tmp = base, ret = 1.0;
+
+	for(int t=times; t>0; t/=2)
+	{
+		if(t%2==1) ret*=tmp;
+		tmp = tmp * tmp;
+	}
+	return ret;
+}
+#define INF HUGE_VAL
+#define TAU 1e-12
+#define Malloc(type,n) (type *)malloc((n)*sizeof(type))
+
+static void print_string_stdout(const char *s)
+{
+	fputs(s,stdout);
+	fflush(stdout);
+}
+void (*svm_print_string) (const char *) = &print_string_stdout;
+#if 1
+int info_on = 0;
+static void info(const char *fmt,...)
+{
+	char buf[BUFSIZ];
+	va_list ap;
+  if (info_on==1) {
+	va_start(ap,fmt);
+	vsprintf(buf,fmt,ap);
+	va_end(ap);
+	(*svm_print_string)(buf);
+  }
+}
+#else
+static void info(const char *fmt,...) {}
+#endif
+
+//
+// Kernel Cache
+//
+// l is the number of total data items
+// size is the cache size limit in bytes
+//
+class Cache
+{
+public:
+	Cache(int l,long int size);
+	~Cache();
+
+	// request data [0,len)
+	// return some position p where [p,len) need to be filled
+	// (p >= len if nothing needs to be filled)
+	int get_data(const int index, Qfloat **data, int len);
+	void swap_index(int i, int j);	
+private:
+	int l;
+	long int size;
+	struct head_t
+	{
+		head_t *prev, *next;	// a circular list
+		Qfloat *data;
+		int len;		// data[0,len) is cached in this entry
+	};
+
+	head_t *head;
+	head_t lru_head;
+	void lru_delete(head_t *h);
+	void lru_insert(head_t *h);
+};
+
+Cache::Cache(int l_,long int size_):l(l_),size(size_)
+{
+	head = (head_t *)calloc(l,sizeof(head_t));	// initialized to 0
+	size /= sizeof(Qfloat);
+	size -= l * sizeof(head_t) / sizeof(Qfloat);
+	size = max(size, 2 * (long int) l);	// cache must be large enough for two columns
+	lru_head.next = lru_head.prev = &lru_head;
+}
+
+Cache::~Cache()
+{
+	for(head_t *h = lru_head.next; h != &lru_head; h=h->next)
+		free(h->data);
+	free(head);
+}
+
+void Cache::lru_delete(head_t *h)
+{
+	// delete from current location
+	h->prev->next = h->next;
+	h->next->prev = h->prev;
+}
+
+void Cache::lru_insert(head_t *h)
+{
+	// insert to last position
+	h->next = &lru_head;
+	h->prev = lru_head.prev;
+	h->prev->next = h;
+	h->next->prev = h;
+}
+
+int Cache::get_data(const int index, Qfloat **data, int len)
+{
+	head_t *h = &head[index];
+	if(h->len) lru_delete(h);
+	int more = len - h->len;
+
+	if(more > 0)
+	{
+		// free old space
+		while(size < more)
+		{
+			head_t *old = lru_head.next;
+			lru_delete(old);
+			free(old->data);
+			size += old->len;
+			old->data = 0;
+			old->len = 0;
+		}
+
+		// allocate new space
+		h->data = (Qfloat *)realloc(h->data,sizeof(Qfloat)*len);
+		size -= more;
+		swap(h->len,len);
+	}
+
+	lru_insert(h);
+	*data = h->data;
+	return len;
+}
+
+void Cache::swap_index(int i, int j)
+{
+	if(i==j) return;
+
+	if(head[i].len) lru_delete(&head[i]);
+	if(head[j].len) lru_delete(&head[j]);
+	swap(head[i].data,head[j].data);
+	swap(head[i].len,head[j].len);
+	if(head[i].len) lru_insert(&head[i]);
+	if(head[j].len) lru_insert(&head[j]);
+
+	if(i>j) swap(i,j);
+	for(head_t *h = lru_head.next; h!=&lru_head; h=h->next)
+	{
+		if(h->len > i)
+		{
+			if(h->len > j)
+				swap(h->data[i],h->data[j]);
+			else
+			{
+				// give up
+				lru_delete(h);
+				free(h->data);
+				size += h->len;
+				h->data = 0;
+				h->len = 0;
+			}
+		}
+	}
+}
+
+//
+// Kernel evaluation
+//
+// the static method k_function is for doing single kernel evaluation
+// the constructor of Kernel prepares to calculate the l*l kernel matrix
+// the member function get_Q is for getting one column from the Q Matrix
+//
+class QMatrix {
+public:
+	virtual Qfloat *get_Q(int column, int len) const = 0;
+	virtual Qfloat *get_QD() const = 0;
+	virtual void swap_index(int i, int j) const = 0;
+	virtual ~QMatrix() {}
+};
+
+class Kernel: public QMatrix {
+public:
+	Kernel(int l, svm_node * const * x, const svm_parameter& param);
+	virtual ~Kernel();
+
+	static double k_function(const svm_node *x, const svm_node *y,
+				 const svm_parameter& param);
+	virtual Qfloat *get_Q(int column, int len) const = 0;
+	virtual Qfloat *get_QD() const = 0;
+	virtual void swap_index(int i, int j) const	// no so const...
+	{
+		swap(x[i],x[j]);
+		if(x_square) swap(x_square[i],x_square[j]);
+	}
+protected:
+
+	double (Kernel::*kernel_function)(int i, int j) const;
+
+private:
+	const svm_node **x;
+	double *x_square;
+
+	// svm_parameter
+	const int kernel_type;
+	const int degree;
+	const double gamma;
+	const double coef0;
+
+	static double dot(const svm_node *px, const svm_node *py);
+	double kernel_linear(int i, int j) const
+	{
+		return dot(x[i],x[j]);
+	}
+	double kernel_poly(int i, int j) const
+	{
+		return powi(gamma*dot(x[i],x[j])+coef0,degree);
+	}
+	double kernel_rbf(int i, int j) const
+	{
+		return exp(-gamma*(x_square[i]+x_square[j]-2*dot(x[i],x[j])));
+	}
+	double kernel_sigmoid(int i, int j) const
+	{
+		return tanh(gamma*dot(x[i],x[j])+coef0);
+	}
+	double kernel_precomputed(int i, int j) const
+	{
+		return x[i][(int)(x[j][0].value)].value;
+	}
+};
+
+Kernel::Kernel(int l, svm_node * const * x_, const svm_parameter& param)
+:kernel_type(param.kernel_type), degree(param.degree),
+ gamma(param.gamma), coef0(param.coef0)
+{
+	switch(kernel_type)
+	{
+		case LINEAR:
+			kernel_function = &Kernel::kernel_linear;
+			break;
+		case POLY:
+			kernel_function = &Kernel::kernel_poly;
+			break;
+		case RBF:
+			kernel_function = &Kernel::kernel_rbf;
+			break;
+		case SIGMOID:
+			kernel_function = &Kernel::kernel_sigmoid;
+			break;
+		case PRECOMPUTED:
+			kernel_function = &Kernel::kernel_precomputed;
+			break;
+	}
+
+	clone(x,x_,l);
+
+	if(kernel_type == RBF)
+	{
+		x_square = new double[l];
+		for(int i=0;i<l;i++)
+			x_square[i] = dot(x[i],x[i]);
+	}
+	else
+		x_square = 0;
+}
+
+Kernel::~Kernel()
+{
+	delete[] x;
+	delete[] x_square;
+}
+
+double Kernel::dot(const svm_node *px, const svm_node *py)
+{
+	double sum = 0;
+	while(px->index != -1 && py->index != -1)
+	{
+		if(px->index == py->index)
+		{
+			sum += px->value * py->value;
+			++px;
+			++py;
+		}
+		else
+		{
+			if(px->index > py->index)
+				++py;
+			else
+				++px;
+		}			
+	}
+	return sum;
+}
+
+double Kernel::k_function(const svm_node *x, const svm_node *y,
+			  const svm_parameter& param)
+{
+	switch(param.kernel_type)
+	{
+		case LINEAR:
+			return dot(x,y);
+		case POLY:
+			return powi(param.gamma*dot(x,y)+param.coef0,param.degree);
+		case RBF:
+		{
+			double sum = 0;
+			while(x->index != -1 && y->index !=-1)
+			{
+				if(x->index == y->index)
+				{
+					double d = x->value - y->value;
+					sum += d*d;
+					++x;
+					++y;
+				}
+				else
+				{
+					if(x->index > y->index)
+					{	
+						sum += y->value * y->value;
+						++y;
+					}
+					else
+					{
+						sum += x->value * x->value;
+						++x;
+					}
+				}
+			}
+
+			while(x->index != -1)
+			{
+				sum += x->value * x->value;
+				++x;
+			}
+
+			while(y->index != -1)
+			{
+				sum += y->value * y->value;
+				++y;
+			}
+			
+			return exp(-param.gamma*sum);
+		}
+		case SIGMOID:
+			return tanh(param.gamma*dot(x,y)+param.coef0);
+		case PRECOMPUTED:  //x: test (validation), y: SV
+			return x[(int)(y->value)].value;
+		default:
+			return 0;  // Unreachable 
+	}
+}
+
+// An SMO algorithm in Fan et al., JMLR 6(2005), p. 1889--1918
+// Solves:
+//
+//	min 0.5(\alpha^T Q \alpha) + p^T \alpha
+//
+//		y^T \alpha = \delta
+//		y_i = +1 or -1
+//		0 <= alpha_i <= Cp for y_i = 1
+//		0 <= alpha_i <= Cn for y_i = -1
+//
+// Given:
+//
+//	Q, p, y, Cp, Cn, and an initial feasible point \alpha
+//	l is the size of vectors and matrices
+//	eps is the stopping tolerance
+//
+// solution will be put in \alpha, objective value will be put in obj
+//
+class Solver {
+public:
+	Solver() {};
+	virtual ~Solver() {};
+
+	struct SolutionInfo {
+		double obj;
+		double rho;
+		double upper_bound_p;
+		double upper_bound_n;
+		double r;	// for Solver_NU
+	};
+
+	void Solve(int l, const QMatrix& Q, const double *p_, const schar *y_,
+		   double *alpha_, double Cp, double Cn, double eps,
+		   SolutionInfo* si, int shrinking);
+protected:
+	int active_size;
+	schar *y;
+	double *G;		// gradient of objective function
+	enum { LOWER_BOUND, UPPER_BOUND, FREE };
+	char *alpha_status;	// LOWER_BOUND, UPPER_BOUND, FREE
+	double *alpha;
+	const QMatrix *Q;
+	const Qfloat *QD;
+	double eps;
+	double Cp,Cn;
+	double *p;
+	int *active_set;
+	double *G_bar;		// gradient, if we treat free variables as 0
+	int l;
+	bool unshrink;	// XXX
+
+	double get_C(int i)
+	{
+		return (y[i] > 0)? Cp : Cn;
+	}
+	void update_alpha_status(int i)
+	{
+		if(alpha[i] >= get_C(i))
+			alpha_status[i] = UPPER_BOUND;
+		else if(alpha[i] <= 0)
+			alpha_status[i] = LOWER_BOUND;
+		else alpha_status[i] = FREE;
+	}
+	bool is_upper_bound(int i) { return alpha_status[i] == UPPER_BOUND; }
+	bool is_lower_bound(int i) { return alpha_status[i] == LOWER_BOUND; }
+	bool is_free(int i) { return alpha_status[i] == FREE; }
+	void swap_index(int i, int j);
+	void reconstruct_gradient();
+	virtual int select_working_set(int &i, int &j);
+	virtual double calculate_rho();
+	virtual void do_shrinking();
+private:
+	bool be_shrunk(int i, double Gmax1, double Gmax2);	
+};
+
+void Solver::swap_index(int i, int j)
+{
+	Q->swap_index(i,j);
+	swap(y[i],y[j]);
+	swap(G[i],G[j]);
+	swap(alpha_status[i],alpha_status[j]);
+	swap(alpha[i],alpha[j]);
+	swap(p[i],p[j]);
+	swap(active_set[i],active_set[j]);
+	swap(G_bar[i],G_bar[j]);
+}
+
+void Solver::reconstruct_gradient()
+{
+	// reconstruct inactive elements of G from G_bar and free variables
+
+	if(active_size == l) return;
+
+	int i,j;
+	int nr_free = 0;
+
+	for(j=active_size;j<l;j++)
+		G[j] = G_bar[j] + p[j];
+
+	for(j=0;j<active_size;j++)
+		if(is_free(j))
+			nr_free++;
+
+	if(2*nr_free < active_size)
+		info("\nWarning: using -h 0 may be faster\n");
+
+	if (nr_free*l > 2*active_size*(l-active_size))
+	{
+		for(i=active_size;i<l;i++)
+		{
+			const Qfloat *Q_i = Q->get_Q(i,active_size);
+			for(j=0;j<active_size;j++)
+				if(is_free(j))
+					G[i] += alpha[j] * Q_i[j];
+		}
+	}
+	else
+	{
+		for(i=0;i<active_size;i++)
+			if(is_free(i))
+			{
+				const Qfloat *Q_i = Q->get_Q(i,l);
+				double alpha_i = alpha[i];
+				for(j=active_size;j<l;j++)
+					G[j] += alpha_i * Q_i[j];
+			}
+	}
+}
+
+void Solver::Solve(int l, const QMatrix& Q, const double *p_, const schar *y_,
+		   double *alpha_, double Cp, double Cn, double eps,
+		   SolutionInfo* si, int shrinking)
+{
+	this->l = l;
+	this->Q = &Q;
+	QD=Q.get_QD();
+	clone(p, p_,l);
+	clone(y, y_,l);
+	clone(alpha,alpha_,l);
+	this->Cp = Cp;
+	this->Cn = Cn;
+	this->eps = eps;
+	unshrink = false;
+
+	// initialize alpha_status
+	{
+		alpha_status = new char[l];
+		for(int i=0;i<l;i++)
+			update_alpha_status(i);
+	}
+
+	// initialize active set (for shrinking)
+	{
+		active_set = new int[l];
+		for(int i=0;i<l;i++)
+			active_set[i] = i;
+		active_size = l;
+	}
+
+	// initialize gradient
+	{
+		G = new double[l];
+		G_bar = new double[l];
+		int i;
+		for(i=0;i<l;i++)
+		{
+			G[i] = p[i];
+			G_bar[i] = 0;
+		}
+		for(i=0;i<l;i++)
+			if(!is_lower_bound(i))
+			{
+				const Qfloat *Q_i = Q.get_Q(i,l);
+				double alpha_i = alpha[i];
+				int j;
+				for(j=0;j<l;j++)
+					G[j] += alpha_i*Q_i[j];
+				if(is_upper_bound(i))
+					for(j=0;j<l;j++)
+						G_bar[j] += get_C(i) * Q_i[j];
+			}
+	}
+
+	// optimization step
+
+	int iter = 0;
+	int counter = min(l,1000)+1;
+
+	while(1)
+	{
+		// show progress and do shrinking
+
+		if(--counter == 0)
+		{
+			counter = min(l,1000);
+			if(shrinking) do_shrinking();
+			info(".");
+		}
+
+		int i,j;
+		if(select_working_set(i,j)!=0)
+		{
+			// reconstruct the whole gradient
+			reconstruct_gradient();
+			// reset active set size and check
+			active_size = l;
+			info("*");
+			if(select_working_set(i,j)!=0)
+				break;
+			else
+				counter = 1;	// do shrinking next iteration
+		}
+		
+		++iter;
+
+		// update alpha[i] and alpha[j], handle bounds carefully
+		
+		const Qfloat *Q_i = Q.get_Q(i,active_size);
+		const Qfloat *Q_j = Q.get_Q(j,active_size);
+
+		double C_i = get_C(i);
+		double C_j = get_C(j);
+
+		double old_alpha_i = alpha[i];
+		double old_alpha_j = alpha[j];
+
+		if(y[i]!=y[j])
+		{
+			double quad_coef = Q_i[i]+Q_j[j]+2*Q_i[j];
+			if (quad_coef <= 0)
+				quad_coef = TAU;
+			double delta = (-G[i]-G[j])/quad_coef;
+			double diff = alpha[i] - alpha[j];
+			alpha[i] += delta;
+			alpha[j] += delta;
+			
+			if(diff > 0)
+			{
+				if(alpha[j] < 0)
+				{
+					alpha[j] = 0;
+					alpha[i] = diff;
+				}
+			}
+			else
+			{
+				if(alpha[i] < 0)
+				{
+					alpha[i] = 0;
+					alpha[j] = -diff;
+				}
+			}
+			if(diff > C_i - C_j)
+			{
+				if(alpha[i] > C_i)
+				{
+					alpha[i] = C_i;
+					alpha[j] = C_i - diff;
+				}
+			}
+			else
+			{
+				if(alpha[j] > C_j)
+				{
+					alpha[j] = C_j;
+					alpha[i] = C_j + diff;
+				}
+			}
+		}
+		else
+		{
+			double quad_coef = Q_i[i]+Q_j[j]-2*Q_i[j];
+			if (quad_coef <= 0)
+				quad_coef = TAU;
+			double delta = (G[i]-G[j])/quad_coef;
+			double sum = alpha[i] + alpha[j];
+			alpha[i] -= delta;
+			alpha[j] += delta;
+
+			if(sum > C_i)
+			{
+				if(alpha[i] > C_i)
+				{
+					alpha[i] = C_i;
+					alpha[j] = sum - C_i;
+				}
+			}
+			else
+			{
+				if(alpha[j] < 0)
+				{
+					alpha[j] = 0;
+					alpha[i] = sum;
+				}
+			}
+			if(sum > C_j)
+			{
+				if(alpha[j] > C_j)
+				{
+					alpha[j] = C_j;
+					alpha[i] = sum - C_j;
+				}
+			}
+			else
+			{
+				if(alpha[i] < 0)
+				{
+					alpha[i] = 0;
+					alpha[j] = sum;
+				}
+			}
+		}
+
+		// update G
+
+		double delta_alpha_i = alpha[i] - old_alpha_i;
+		double delta_alpha_j = alpha[j] - old_alpha_j;
+		
+		for(int k=0;k<active_size;k++)
+		{
+			G[k] += Q_i[k]*delta_alpha_i + Q_j[k]*delta_alpha_j;
+		}
+
+		// update alpha_status and G_bar
+
+		{
+			bool ui = is_upper_bound(i);
+			bool uj = is_upper_bound(j);
+			update_alpha_status(i);
+			update_alpha_status(j);
+			int k;
+			if(ui != is_upper_bound(i))
+			{
+				Q_i = Q.get_Q(i,l);
+				if(ui)
+					for(k=0;k<l;k++)
+						G_bar[k] -= C_i * Q_i[k];
+				else
+					for(k=0;k<l;k++)
+						G_bar[k] += C_i * Q_i[k];
+			}
+
+			if(uj != is_upper_bound(j))
+			{
+				Q_j = Q.get_Q(j,l);
+				if(uj)
+					for(k=0;k<l;k++)
+						G_bar[k] -= C_j * Q_j[k];
+				else
+					for(k=0;k<l;k++)
+						G_bar[k] += C_j * Q_j[k];
+			}
+		}
+	}
+
+	// calculate rho
+
+	si->rho = calculate_rho();
+
+	// calculate objective value
+	{
+		double v = 0;
+		int i;
+		for(i=0;i<l;i++)
+			v += alpha[i] * (G[i] + p[i]);
+
+		si->obj = v/2;
+	}
+
+	// put back the solution
+	{
+		for(int i=0;i<l;i++)
+			alpha_[active_set[i]] = alpha[i];
+	}
+
+	// juggle everything back
+	/*{
+		for(int i=0;i<l;i++)
+			while(active_set[i] != i)
+				swap_index(i,active_set[i]);
+				// or Q.swap_index(i,active_set[i]);
+	}*/
+
+	si->upper_bound_p = Cp;
+	si->upper_bound_n = Cn;
+
+	info("\noptimization finished, #iter = %d\n",iter);
+
+	delete[] p;
+	delete[] y;
+	delete[] alpha;
+	delete[] alpha_status;
+	delete[] active_set;
+	delete[] G;
+	delete[] G_bar;
+}
+
+// return 1 if already optimal, return 0 otherwise
+int Solver::select_working_set(int &out_i, int &out_j)
+{
+	// return i,j such that
+	// i: maximizes -y_i * grad(f)_i, i in I_up(\alpha)
+	// j: minimizes the decrease of obj value
+	//    (if quadratic coefficeint <= 0, replace it with tau)
+	//    -y_j*grad(f)_j < -y_i*grad(f)_i, j in I_low(\alpha)
+	
+	double Gmax = -INF;
+	double Gmax2 = -INF;
+	int Gmax_idx = -1;
+	int Gmin_idx = -1;
+	double obj_diff_min = INF;
+
+	for(int t=0;t<active_size;t++)
+		if(y[t]==+1)	
+		{
+			if(!is_upper_bound(t))
+				if(-G[t] >= Gmax)
+				{
+					Gmax = -G[t];
+					Gmax_idx = t;
+				}
+		}
+		else
+		{
+			if(!is_lower_bound(t))
+				if(G[t] >= Gmax)
+				{
+					Gmax = G[t];
+					Gmax_idx = t;
+				}
+		}
+
+	int i = Gmax_idx;
+	const Qfloat *Q_i = NULL;
+	if(i != -1) // NULL Q_i not accessed: Gmax=-INF if i=-1
+		Q_i = Q->get_Q(i,active_size);
+
+	for(int j=0;j<active_size;j++)
+	{
+		if(y[j]==+1)
+		{
+			if (!is_lower_bound(j))
+			{
+				double grad_diff=Gmax+G[j];
+				if (G[j] >= Gmax2)
+					Gmax2 = G[j];
+				if (grad_diff > 0)
+				{
+					double obj_diff; 
+					double quad_coef=Q_i[i]+QD[j]-2.0*y[i]*Q_i[j];
+					if (quad_coef > 0)
+						obj_diff = -(grad_diff*grad_diff)/quad_coef;
+					else
+						obj_diff = -(grad_diff*grad_diff)/TAU;
+
+					if (obj_diff <= obj_diff_min)
+					{
+						Gmin_idx=j;
+						obj_diff_min = obj_diff;
+					}
+				}
+			}
+		}
+		else
+		{
+			if (!is_upper_bound(j))
+			{
+				double grad_diff= Gmax-G[j];
+				if (-G[j] >= Gmax2)
+					Gmax2 = -G[j];
+				if (grad_diff > 0)
+				{
+					double obj_diff; 
+					double quad_coef=Q_i[i]+QD[j]+2.0*y[i]*Q_i[j];
+					if (quad_coef > 0)
+						obj_diff = -(grad_diff*grad_diff)/quad_coef;
+					else
+						obj_diff = -(grad_diff*grad_diff)/TAU;
+
+					if (obj_diff <= obj_diff_min)
+					{
+						Gmin_idx=j;
+						obj_diff_min = obj_diff;
+					}
+				}
+			}
+		}
+	}
+
+	if(Gmax+Gmax2 < eps)
+		return 1;
+
+	out_i = Gmax_idx;
+	out_j = Gmin_idx;
+	return 0;
+}
+
+bool Solver::be_shrunk(int i, double Gmax1, double Gmax2)
+{
+	if(is_upper_bound(i))
+	{
+		if(y[i]==+1)
+			return(-G[i] > Gmax1);
+		else
+			return(-G[i] > Gmax2);
+	}
+	else if(is_lower_bound(i))
+	{
+		if(y[i]==+1)
+			return(G[i] > Gmax2);
+		else	
+			return(G[i] > Gmax1);
+	}
+	else
+		return(false);
+}
+
+void Solver::do_shrinking()
+{
+	int i;
+	double Gmax1 = -INF;		// max { -y_i * grad(f)_i | i in I_up(\alpha) }
+	double Gmax2 = -INF;		// max { y_i * grad(f)_i | i in I_low(\alpha) }
+
+	// find maximal violating pair first
+	for(i=0;i<active_size;i++)
+	{
+		if(y[i]==+1)	
+		{
+			if(!is_upper_bound(i))	
+			{
+				if(-G[i] >= Gmax1)
+					Gmax1 = -G[i];
+			}
+			if(!is_lower_bound(i))	
+			{
+				if(G[i] >= Gmax2)
+					Gmax2 = G[i];
+			}
+		}
+		else	
+		{
+			if(!is_upper_bound(i))	
+			{
+				if(-G[i] >= Gmax2)
+					Gmax2 = -G[i];
+			}
+			if(!is_lower_bound(i))	
+			{
+				if(G[i] >= Gmax1)
+					Gmax1 = G[i];
+			}
+		}
+	}
+
+	if(unshrink == false && Gmax1 + Gmax2 <= eps*10) 
+	{
+		unshrink = true;
+		reconstruct_gradient();
+		active_size = l;
+		info("*");
+	}
+
+	for(i=0;i<active_size;i++)
+		if (be_shrunk(i, Gmax1, Gmax2))
+		{
+			active_size--;
+			while (active_size > i)
+			{
+				if (!be_shrunk(active_size, Gmax1, Gmax2))
+				{
+					swap_index(i,active_size);
+					break;
+				}
+				active_size--;
+			}
+		}
+}
+
+double Solver::calculate_rho()
+{
+	double r;
+	int nr_free = 0;
+	double ub = INF, lb = -INF, sum_free = 0;
+	for(int i=0;i<active_size;i++)
+	{
+		double yG = y[i]*G[i];
+
+		if(is_upper_bound(i))
+		{
+			if(y[i]==-1)
+				ub = min(ub,yG);
+			else
+				lb = max(lb,yG);
+		}
+		else if(is_lower_bound(i))
+		{
+			if(y[i]==+1)
+				ub = min(ub,yG);
+			else
+				lb = max(lb,yG);
+		}
+		else
+		{
+			++nr_free;
+			sum_free += yG;
+		}
+	}
+
+	if(nr_free>0)
+		r = sum_free/nr_free;
+	else
+		r = (ub+lb)/2;
+
+	return r;
+}
+
+//
+// Solver for nu-svm classification and regression
+//
+// additional constraint: e^T \alpha = constant
+//
+class Solver_NU : public Solver
+{
+public:
+	Solver_NU() {}
+	void Solve(int l, const QMatrix& Q, const double *p, const schar *y,
+		   double *alpha, double Cp, double Cn, double eps,
+		   SolutionInfo* si, int shrinking)
+	{
+		this->si = si;
+		Solver::Solve(l,Q,p,y,alpha,Cp,Cn,eps,si,shrinking);
+	}
+private:
+	SolutionInfo *si;
+	int select_working_set(int &i, int &j);
+	double calculate_rho();
+	bool be_shrunk(int i, double Gmax1, double Gmax2, double Gmax3, double Gmax4);
+	void do_shrinking();
+};
+
+// return 1 if already optimal, return 0 otherwise
+int Solver_NU::select_working_set(int &out_i, int &out_j)
+{
+	// return i,j such that y_i = y_j and
+	// i: maximizes -y_i * grad(f)_i, i in I_up(\alpha)
+	// j: minimizes the decrease of obj value
+	//    (if quadratic coefficeint <= 0, replace it with tau)
+	//    -y_j*grad(f)_j < -y_i*grad(f)_i, j in I_low(\alpha)
+
+	double Gmaxp = -INF;
+	double Gmaxp2 = -INF;
+	int Gmaxp_idx = -1;
+
+	double Gmaxn = -INF;
+	double Gmaxn2 = -INF;
+	int Gmaxn_idx = -1;
+
+	int Gmin_idx = -1;
+	double obj_diff_min = INF;
+
+	for(int t=0;t<active_size;t++)
+		if(y[t]==+1)
+		{
+			if(!is_upper_bound(t))
+				if(-G[t] >= Gmaxp)
+				{
+					Gmaxp = -G[t];
+					Gmaxp_idx = t;
+				}
+		}
+		else
+		{
+			if(!is_lower_bound(t))
+				if(G[t] >= Gmaxn)
+				{
+					Gmaxn = G[t];
+					Gmaxn_idx = t;
+				}
+		}
+
+	int ip = Gmaxp_idx;
+	int in = Gmaxn_idx;
+	const Qfloat *Q_ip = NULL;
+	const Qfloat *Q_in = NULL;
+	if(ip != -1) // NULL Q_ip not accessed: Gmaxp=-INF if ip=-1
+		Q_ip = Q->get_Q(ip,active_size);
+	if(in != -1)
+		Q_in = Q->get_Q(in,active_size);
+
+	for(int j=0;j<active_size;j++)
+	{
+		if(y[j]==+1)
+		{
+			if (!is_lower_bound(j))	
+			{
+				double grad_diff=Gmaxp+G[j];
+				if (G[j] >= Gmaxp2)
+					Gmaxp2 = G[j];
+				if (grad_diff > 0)
+				{
+					double obj_diff; 
+					double quad_coef = Q_ip[ip]+QD[j]-2*Q_ip[j];
+					if (quad_coef > 0)
+						obj_diff = -(grad_diff*grad_diff)/quad_coef;
+					else
+						obj_diff = -(grad_diff*grad_diff)/TAU;
+
+					if (obj_diff <= obj_diff_min)
+					{
+						Gmin_idx=j;
+						obj_diff_min = obj_diff;
+					}
+				}
+			}
+		}
+		else
+		{
+			if (!is_upper_bound(j))
+			{
+				double grad_diff=Gmaxn-G[j];
+				if (-G[j] >= Gmaxn2)
+					Gmaxn2 = -G[j];
+				if (grad_diff > 0)
+				{
+					double obj_diff; 
+					double quad_coef = Q_in[in]+QD[j]-2*Q_in[j];
+					if (quad_coef > 0)
+						obj_diff = -(grad_diff*grad_diff)/quad_coef;
+					else
+						obj_diff = -(grad_diff*grad_diff)/TAU;
+
+					if (obj_diff <= obj_diff_min)
+					{
+						Gmin_idx=j;
+						obj_diff_min = obj_diff;
+					}
+				}
+			}
+		}
+	}
+
+	if(max(Gmaxp+Gmaxp2,Gmaxn+Gmaxn2) < eps)
+		return 1;
+
+	if (y[Gmin_idx] == +1)
+		out_i = Gmaxp_idx;
+	else
+		out_i = Gmaxn_idx;
+	out_j = Gmin_idx;
+
+	return 0;
+}
+
+bool Solver_NU::be_shrunk(int i, double Gmax1, double Gmax2, double Gmax3, double Gmax4)
+{
+	if(is_upper_bound(i))
+	{
+		if(y[i]==+1)
+			return(-G[i] > Gmax1);
+		else	
+			return(-G[i] > Gmax4);
+	}
+	else if(is_lower_bound(i))
+	{
+		if(y[i]==+1)
+			return(G[i] > Gmax2);
+		else	
+			return(G[i] > Gmax3);
+	}
+	else
+		return(false);
+}
+
+void Solver_NU::do_shrinking()
+{
+	double Gmax1 = -INF;	// max { -y_i * grad(f)_i | y_i = +1, i in I_up(\alpha) }
+	double Gmax2 = -INF;	// max { y_i * grad(f)_i | y_i = +1, i in I_low(\alpha) }
+	double Gmax3 = -INF;	// max { -y_i * grad(f)_i | y_i = -1, i in I_up(\alpha) }
+	double Gmax4 = -INF;	// max { y_i * grad(f)_i | y_i = -1, i in I_low(\alpha) }
+
+	// find maximal violating pair first
+	int i;
+	for(i=0;i<active_size;i++)
+	{
+		if(!is_upper_bound(i))
+		{
+			if(y[i]==+1)
+			{
+				if(-G[i] > Gmax1) Gmax1 = -G[i];
+			}
+			else	if(-G[i] > Gmax4) Gmax4 = -G[i];
+		}
+		if(!is_lower_bound(i))
+		{
+			if(y[i]==+1)
+			{	
+				if(G[i] > Gmax2) Gmax2 = G[i];
+			}
+			else	if(G[i] > Gmax3) Gmax3 = G[i];
+		}
+	}
+
+	if(unshrink == false && max(Gmax1+Gmax2,Gmax3+Gmax4) <= eps*10) 
+	{
+		unshrink = true;
+		reconstruct_gradient();
+		active_size = l;
+	}
+
+	for(i=0;i<active_size;i++)
+		if (be_shrunk(i, Gmax1, Gmax2, Gmax3, Gmax4))
+		{
+			active_size--;
+			while (active_size > i)
+			{
+				if (!be_shrunk(active_size, Gmax1, Gmax2, Gmax3, Gmax4))
+				{
+					swap_index(i,active_size);
+					break;
+				}
+				active_size--;
+			}
+		}
+}
+
+double Solver_NU::calculate_rho()
+{
+	int nr_free1 = 0,nr_free2 = 0;
+	double ub1 = INF, ub2 = INF;
+	double lb1 = -INF, lb2 = -INF;
+	double sum_free1 = 0, sum_free2 = 0;
+
+	for(int i=0;i<active_size;i++)
+	{
+		if(y[i]==+1)
+		{
+			if(is_upper_bound(i))
+				lb1 = max(lb1,G[i]);
+			else if(is_lower_bound(i))
+				ub1 = min(ub1,G[i]);
+			else
+			{
+				++nr_free1;
+				sum_free1 += G[i];
+			}
+		}
+		else
+		{
+			if(is_upper_bound(i))
+				lb2 = max(lb2,G[i]);
+			else if(is_lower_bound(i))
+				ub2 = min(ub2,G[i]);
+			else
+			{
+				++nr_free2;
+				sum_free2 += G[i];
+			}
+		}
+	}
+
+	double r1,r2;
+	if(nr_free1 > 0)
+		r1 = sum_free1/nr_free1;
+	else
+		r1 = (ub1+lb1)/2;
+	
+	if(nr_free2 > 0)
+		r2 = sum_free2/nr_free2;
+	else
+		r2 = (ub2+lb2)/2;
+	
+	si->r = (r1+r2)/2;
+	return (r1-r2)/2;
+}
+
+//
+// Q matrices for various formulations
+//
+class SVC_Q: public Kernel
+{ 
+public:
+	SVC_Q(const svm_problem& prob, const svm_parameter& param, const schar *y_)
+	:Kernel(prob.l, prob.x, param)
+	{
+		clone(y,y_,prob.l);
+		cache = new Cache(prob.l,(long int)(param.cache_size*(1<<20)));
+		QD = new Qfloat[prob.l];
+		for(int i=0;i<prob.l;i++)
+			QD[i]= (Qfloat)(this->*kernel_function)(i,i);
+	}
+	
+	Qfloat *get_Q(int i, int len) const
+	{
+		Qfloat *data;
+		int start, j;
+		if((start = cache->get_data(i,&data,len)) < len)
+		{
+			for(j=start;j<len;j++)
+				data[j] = (Qfloat)(y[i]*y[j]*(this->*kernel_function)(i,j));
+		}
+		return data;
+	}
+
+	Qfloat *get_QD() const
+	{
+		return QD;
+	}
+
+	void swap_index(int i, int j) const
+	{
+		cache->swap_index(i,j);
+		Kernel::swap_index(i,j);
+		swap(y[i],y[j]);
+		swap(QD[i],QD[j]);
+	}
+
+	~SVC_Q()
+	{
+		delete[] y;
+		delete cache;
+		delete[] QD;
+	}
+private:
+	schar *y;
+	Cache *cache;
+	Qfloat *QD;
+};
+
+class ONE_CLASS_Q: public Kernel
+{
+public:
+	ONE_CLASS_Q(const svm_problem& prob, const svm_parameter& param)
+	:Kernel(prob.l, prob.x, param)
+	{
+		cache = new Cache(prob.l,(long int)(param.cache_size*(1<<20)));
+		QD = new Qfloat[prob.l];
+		for(int i=0;i<prob.l;i++)
+			QD[i]= (Qfloat)(this->*kernel_function)(i,i);
+	}
+	
+	Qfloat *get_Q(int i, int len) const
+	{
+		Qfloat *data;
+		int start, j;
+		if((start = cache->get_data(i,&data,len)) < len)
+		{
+			for(j=start;j<len;j++)
+				data[j] = (Qfloat)(this->*kernel_function)(i,j);
+		}
+		return data;
+	}
+
+	Qfloat *get_QD() const
+	{
+		return QD;
+	}
+
+	void swap_index(int i, int j) const
+	{
+		cache->swap_index(i,j);
+		Kernel::swap_index(i,j);
+		swap(QD[i],QD[j]);
+	}
+
+	~ONE_CLASS_Q()
+	{
+		delete cache;
+		delete[] QD;
+	}
+private:
+	Cache *cache;
+	Qfloat *QD;
+};
+
+class SVR_Q: public Kernel
+{ 
+public:
+	SVR_Q(const svm_problem& prob, const svm_parameter& param)
+	:Kernel(prob.l, prob.x, param)
+	{
+		l = prob.l;
+		cache = new Cache(l,(long int)(param.cache_size*(1<<20)));
+		QD = new Qfloat[2*l];
+		sign = new schar[2*l];
+		index = new int[2*l];
+		for(int k=0;k<l;k++)
+		{
+			sign[k] = 1;
+			sign[k+l] = -1;
+			index[k] = k;
+			index[k+l] = k;
+			QD[k]= (Qfloat)(this->*kernel_function)(k,k);
+			QD[k+l]=QD[k];
+		}
+		buffer[0] = new Qfloat[2*l];
+		buffer[1] = new Qfloat[2*l];
+		next_buffer = 0;
+	}
+
+	void swap_index(int i, int j) const
+	{
+		swap(sign[i],sign[j]);
+		swap(index[i],index[j]);
+		swap(QD[i],QD[j]);
+	}
+	
+	Qfloat *get_Q(int i, int len) const
+	{
+		Qfloat *data;
+		int j, real_i = index[i];
+		if(cache->get_data(real_i,&data,l) < l)
+		{
+			for(j=0;j<l;j++)
+				data[j] = (Qfloat)(this->*kernel_function)(real_i,j);
+		}
+
+		// reorder and copy
+		Qfloat *buf = buffer[next_buffer];
+		next_buffer = 1 - next_buffer;
+		schar si = sign[i];
+		for(j=0;j<len;j++)
+			buf[j] = (Qfloat) si * (Qfloat) sign[j] * data[index[j]];
+		return buf;
+	}
+
+	Qfloat *get_QD() const
+	{
+		return QD;
+	}
+
+	~SVR_Q()
+	{
+		delete cache;
+		delete[] sign;
+		delete[] index;
+		delete[] buffer[0];
+		delete[] buffer[1];
+		delete[] QD;
+	}
+private:
+	int l;
+	Cache *cache;
+	schar *sign;
+	int *index;
+	mutable int next_buffer;
+	Qfloat *buffer[2];
+	Qfloat *QD;
+};
+
+//
+// construct and solve various formulations
+//
+static void solve_c_svc(
+	const svm_problem *prob, const svm_parameter* param,
+	double *alpha, Solver::SolutionInfo* si, double Cp, double Cn)
+{
+	int l = prob->l;
+	double *minus_ones = new double[l];
+	schar *y = new schar[l];
+
+	int i;
+
+	for(i=0;i<l;i++)
+	{
+		alpha[i] = 0;
+		minus_ones[i] = -1;
+		if(prob->y[i] > 0) y[i] = +1; else y[i]=-1;
+	}
+
+	Solver s;
+	s.Solve(l, SVC_Q(*prob,*param,y), minus_ones, y,
+		alpha, Cp, Cn, param->eps, si, param->shrinking);
+
+	double sum_alpha=0;
+	for(i=0;i<l;i++)
+		sum_alpha += alpha[i];
+
+	if (Cp==Cn)
+		info("nu = %f\n", sum_alpha/(Cp*prob->l));
+
+	for(i=0;i<l;i++)
+		alpha[i] *= y[i];
+
+	delete[] minus_ones;
+	delete[] y;
+}
+
+static void solve_nu_svc(
+	const svm_problem *prob, const svm_parameter *param,
+	double *alpha, Solver::SolutionInfo* si)
+{
+	int i;
+	int l = prob->l;
+	double nu = param->nu;
+
+	schar *y = new schar[l];
+
+	for(i=0;i<l;i++)
+		if(prob->y[i]>0)
+			y[i] = +1;
+		else
+			y[i] = -1;
+
+	double sum_pos = nu*l/2;
+	double sum_neg = nu*l/2;
+
+	for(i=0;i<l;i++)
+		if(y[i] == +1)
+		{
+			alpha[i] = min(1.0,sum_pos);
+			sum_pos -= alpha[i];
+		}
+		else
+		{
+			alpha[i] = min(1.0,sum_neg);
+			sum_neg -= alpha[i];
+		}
+
+	double *zeros = new double[l];
+
+	for(i=0;i<l;i++)
+		zeros[i] = 0;
+
+	Solver_NU s;
+	s.Solve(l, SVC_Q(*prob,*param,y), zeros, y,
+		alpha, 1.0, 1.0, param->eps, si,  param->shrinking);
+	double r = si->r;
+
+	info("C = %f\n",1/r);
+
+	for(i=0;i<l;i++)
+		alpha[i] *= y[i]/r;
+
+	si->rho /= r;
+	si->obj /= (r*r);
+	si->upper_bound_p = 1/r;
+	si->upper_bound_n = 1/r;
+
+	delete[] y;
+	delete[] zeros;
+}
+
+static void solve_one_class(
+	const svm_problem *prob, const svm_parameter *param,
+	double *alpha, Solver::SolutionInfo* si)
+{
+	int l = prob->l;
+	double *zeros = new double[l];
+	schar *ones = new schar[l];
+	int i;
+
+	int n = (int)(param->nu*prob->l);	// # of alpha's at upper bound
+
+	for(i=0;i<n;i++)
+		alpha[i] = 1;
+	if(n<prob->l)
+		alpha[n] = param->nu * prob->l - n;
+	for(i=n+1;i<l;i++)
+		alpha[i] = 0;
+
+	for(i=0;i<l;i++)
+	{
+		zeros[i] = 0;
+		ones[i] = 1;
+	}
+
+	Solver s;
+	s.Solve(l, ONE_CLASS_Q(*prob,*param), zeros, ones,
+		alpha, 1.0, 1.0, param->eps, si, param->shrinking);
+
+	delete[] zeros;
+	delete[] ones;
+}
+
+static void solve_epsilon_svr(
+	const svm_problem *prob, const svm_parameter *param,
+	double *alpha, Solver::SolutionInfo* si)
+{
+	int l = prob->l;
+	double *alpha2 = new double[2*l];
+	double *linear_term = new double[2*l];
+	schar *y = new schar[2*l];
+	int i;
+
+	for(i=0;i<l;i++)
+	{
+		alpha2[i] = 0;
+		linear_term[i] = param->p - prob->y[i];
+		y[i] = 1;
+
+		alpha2[i+l] = 0;
+		linear_term[i+l] = param->p + prob->y[i];
+		y[i+l] = -1;
+	}
+
+	Solver s;
+	s.Solve(2*l, SVR_Q(*prob,*param), linear_term, y,
+		alpha2, param->C, param->C, param->eps, si, param->shrinking);
+
+	double sum_alpha = 0;
+	for(i=0;i<l;i++)
+	{
+		alpha[i] = alpha2[i] - alpha2[i+l];
+		sum_alpha += fabs(alpha[i]);
+	}
+	info("nu = %f\n",sum_alpha/(param->C*l));
+
+	delete[] alpha2;
+	delete[] linear_term;
+	delete[] y;
+}
+
+static void solve_nu_svr(
+	const svm_problem *prob, const svm_parameter *param,
+	double *alpha, Solver::SolutionInfo* si)
+{
+	int l = prob->l;
+	double C = param->C;
+	double *alpha2 = new double[2*l];
+	double *linear_term = new double[2*l];
+	schar *y = new schar[2*l];
+	int i;
+
+	double sum = C * param->nu * l / 2;
+	for(i=0;i<l;i++)
+	{
+		alpha2[i] = alpha2[i+l] = min(sum,C);
+		sum -= alpha2[i];
+
+		linear_term[i] = - prob->y[i];
+		y[i] = 1;
+
+		linear_term[i+l] = prob->y[i];
+		y[i+l] = -1;
+	}
+
+	Solver_NU s;
+	s.Solve(2*l, SVR_Q(*prob,*param), linear_term, y,
+		alpha2, C, C, param->eps, si, param->shrinking);
+
+	info("epsilon = %f\n",-si->r);
+
+	for(i=0;i<l;i++)
+		alpha[i] = alpha2[i] - alpha2[i+l];
+
+	delete[] alpha2;
+	delete[] linear_term;
+	delete[] y;
+}
+
+//
+// decision_function
+//
+struct decision_function
+{
+	double *alpha;
+	double rho;	
+};
+
+static decision_function svm_train_one(
+	const svm_problem *prob, const svm_parameter *param,
+	double Cp, double Cn)
+{
+	double *alpha = Malloc(double,prob->l);
+	Solver::SolutionInfo si;
+	switch(param->svm_type)
+	{
+		case C_SVC:
+			solve_c_svc(prob,param,alpha,&si,Cp,Cn);
+			break;
+		case NU_SVC:
+			solve_nu_svc(prob,param,alpha,&si);
+			break;
+		case ONE_CLASS:
+			solve_one_class(prob,param,alpha,&si);
+			break;
+		case EPSILON_SVR:
+			solve_epsilon_svr(prob,param,alpha,&si);
+			break;
+		case NU_SVR:
+			solve_nu_svr(prob,param,alpha,&si);
+			break;
+	}
+
+	info("obj = %f, rho = %f\n",si.obj,si.rho);
+
+	// output SVs
+
+	int nSV = 0;
+	int nBSV = 0;
+	for(int i=0;i<prob->l;i++)
+	{
+		if(fabs(alpha[i]) > 0)
+		{
+			++nSV;
+			if(prob->y[i] > 0)
+			{
+				if(fabs(alpha[i]) >= si.upper_bound_p)
+					++nBSV;
+			}
+			else
+			{
+				if(fabs(alpha[i]) >= si.upper_bound_n)
+					++nBSV;
+			}
+		}
+	}
+
+	info("nSV = %d, nBSV = %d\n",nSV,nBSV);
+
+	decision_function f;
+	f.alpha = alpha;
+	f.rho = si.rho;
+	return f;
+}
+
+//
+// svm_model
+//
+struct svm_model
+{
+	svm_parameter param;	// parameter
+	int nr_class;		// number of classes, = 2 in regression/one class svm
+	int l;			// total #SV
+	svm_node **SV;		// SVs (SV[l])
+	double **sv_coef;	// coefficients for SVs in decision functions (sv_coef[k-1][l])
+	double *rho;		// constants in decision functions (rho[k*(k-1)/2])
+	double *probA;		// pariwise probability information
+	double *probB;
+
+	// for classification only
+
+	int *label;		// label of each class (label[k])
+	int *nSV;		// number of SVs for each class (nSV[k])
+				// nSV[0] + nSV[1] + ... + nSV[k-1] = l
+	// XXX
+	int free_sv;		// 1 if svm_model is created by svm_load_model
+				// 0 if svm_model is created by svm_train
+};
+
+// Platt's binary SVM Probablistic Output: an improvement from Lin et al.
+static void sigmoid_train(
+	int l, const double *dec_values, const double *labels, 
+	double& A, double& B)
+{
+	double prior1=0, prior0 = 0;
+	int i;
+
+	for (i=0;i<l;i++)
+		if (labels[i] > 0) prior1+=1;
+		else prior0+=1;
+	
+	int max_iter=100;	// Maximal number of iterations
+	double min_step=1e-10;	// Minimal step taken in line search
+	double sigma=1e-12;	// For numerically strict PD of Hessian
+	double eps=1e-5;
+	double hiTarget=(prior1+1.0)/(prior1+2.0);
+	double loTarget=1/(prior0+2.0);
+	double *t=Malloc(double,l);
+	double fApB,p,q,h11,h22,h21,g1,g2,det,dA,dB,gd,stepsize;
+	double newA,newB,newf,d1,d2;
+	int iter; 
+	
+	// Initial Point and Initial Fun Value
+	A=0.0; B=log((prior0+1.0)/(prior1+1.0));
+	double fval = 0.0;
+
+	for (i=0;i<l;i++)
+	{
+		if (labels[i]>0) t[i]=hiTarget;
+		else t[i]=loTarget;
+		fApB = dec_values[i]*A+B;
+		if (fApB>=0)
+			fval += t[i]*fApB + log(1+exp(-fApB));
+		else
+			fval += (t[i] - 1)*fApB +log(1+exp(fApB));
+	}
+	for (iter=0;iter<max_iter;iter++)
+	{
+		// Update Gradient and Hessian (use H' = H + sigma I)
+		h11=sigma; // numerically ensures strict PD
+		h22=sigma;
+		h21=0.0;g1=0.0;g2=0.0;
+		for (i=0;i<l;i++)
+		{
+			fApB = dec_values[i]*A+B;
+			if (fApB >= 0)
+			{
+				p=exp(-fApB)/(1.0+exp(-fApB));
+				q=1.0/(1.0+exp(-fApB));
+			}
+			else
+			{
+				p=1.0/(1.0+exp(fApB));
+				q=exp(fApB)/(1.0+exp(fApB));
+			}
+			d2=p*q;
+			h11+=dec_values[i]*dec_values[i]*d2;
+			h22+=d2;
+			h21+=dec_values[i]*d2;
+			d1=t[i]-p;
+			g1+=dec_values[i]*d1;
+			g2+=d1;
+		}
+
+		// Stopping Criteria
+		if (fabs(g1)<eps && fabs(g2)<eps)
+			break;
+
+		// Finding Newton direction: -inv(H') * g
+		det=h11*h22-h21*h21;
+		dA=-(h22*g1 - h21 * g2) / det;
+		dB=-(-h21*g1+ h11 * g2) / det;
+		gd=g1*dA+g2*dB;
+
+
+		stepsize = 1;		// Line Search
+		while (stepsize >= min_step)
+		{
+			newA = A + stepsize * dA;
+			newB = B + stepsize * dB;
+
+			// New function value
+			newf = 0.0;
+			for (i=0;i<l;i++)
+			{
+				fApB = dec_values[i]*newA+newB;
+				if (fApB >= 0)
+					newf += t[i]*fApB + log(1+exp(-fApB));
+				else
+					newf += (t[i] - 1)*fApB +log(1+exp(fApB));
+			}
+			// Check sufficient decrease
+			if (newf<fval+0.0001*stepsize*gd)
+			{
+				A=newA;B=newB;fval=newf;
+				break;
+			}
+			else
+				stepsize = stepsize / 2.0;
+		}
+
+		if (stepsize < min_step)
+		{
+			info("Line search fails in two-class probability estimates\n");
+			break;
+		}
+	}
+
+	if (iter>=max_iter)
+		info("Reaching maximal iterations in two-class probability estimates\n");
+	free(t);
+}
+
+static double sigmoid_predict(double decision_value, double A, double B)
+{
+	double fApB = decision_value*A+B;
+	if (fApB >= 0)
+		return exp(-fApB)/(1.0+exp(-fApB));
+	else
+		return 1.0/(1+exp(fApB)) ;
+}
+
+// Method 2 from the multiclass_prob paper by Wu, Lin, and Weng
+static void multiclass_probability(int k, double **r, double *p)
+{
+	int t,j;
+	int iter = 0, max_iter=max(100,k);
+	double **Q=Malloc(double *,k);
+	double *Qp=Malloc(double,k);
+	double pQp, eps=0.005/k;
+	
+	for (t=0;t<k;t++)
+	{
+		p[t]=1.0/k;  // Valid if k = 1
+		Q[t]=Malloc(double,k);
+		Q[t][t]=0;
+		for (j=0;j<t;j++)
+		{
+			Q[t][t]+=r[j][t]*r[j][t];
+			Q[t][j]=Q[j][t];
+		}
+		for (j=t+1;j<k;j++)
+		{
+			Q[t][t]+=r[j][t]*r[j][t];
+			Q[t][j]=-r[j][t]*r[t][j];
+		}
+	}
+	for (iter=0;iter<max_iter;iter++)
+	{
+		// stopping condition, recalculate QP,pQP for numerical accuracy
+		pQp=0;
+		for (t=0;t<k;t++)
+		{
+			Qp[t]=0;
+			for (j=0;j<k;j++)
+				Qp[t]+=Q[t][j]*p[j];
+			pQp+=p[t]*Qp[t];
+		}
+		double max_error=0;
+		for (t=0;t<k;t++)
+		{
+			double error=fabs(Qp[t]-pQp);
+			if (error>max_error)
+				max_error=error;
+		}
+		if (max_error<eps) break;
+		
+		for (t=0;t<k;t++)
+		{
+			double diff=(-Qp[t]+pQp)/Q[t][t];
+			p[t]+=diff;
+			pQp=(pQp+diff*(diff*Q[t][t]+2*Qp[t]))/(1+diff)/(1+diff);
+			for (j=0;j<k;j++)
+			{
+				Qp[j]=(Qp[j]+diff*Q[t][j])/(1+diff);
+				p[j]/=(1+diff);
+			}
+		}
+	}
+	if (iter>=max_iter)
+		info("Exceeds max_iter in multiclass_prob\n");
+	for(t=0;t<k;t++) free(Q[t]);
+	free(Q);
+	free(Qp);
+}
+
+// Cross-validation decision values for probability estimates
+static void svm_binary_svc_probability(
+	const svm_problem *prob, const svm_parameter *param,
+	double Cp, double Cn, double& probA, double& probB)
+{
+	int i;
+	int nr_fold = 5;
+	int *perm = Malloc(int,prob->l);
+	double *dec_values = Malloc(double,prob->l);
+
+	// random shuffle
+	for(i=0;i<prob->l;i++) perm[i]=i;
+	for(i=0;i<prob->l;i++)
+	{
+		int j = i+rand()%(prob->l-i);
+		swap(perm[i],perm[j]);
+	}
+	for(i=0;i<nr_fold;i++)
+	{
+		int begin = i*prob->l/nr_fold;
+		int end = (i+1)*prob->l/nr_fold;
+		int j,k;
+		struct svm_problem subprob;
+
+		subprob.l = prob->l-(end-begin);
+		subprob.x = Malloc(struct svm_node*,subprob.l);
+		subprob.y = Malloc(double,subprob.l);
+			
+		k=0;
+		for(j=0;j<begin;j++)
+		{
+			subprob.x[k] = prob->x[perm[j]];
+			subprob.y[k] = prob->y[perm[j]];
+			++k;
+		}
+		for(j=end;j<prob->l;j++)
+		{
+			subprob.x[k] = prob->x[perm[j]];
+			subprob.y[k] = prob->y[perm[j]];
+			++k;
+		}
+		int p_count=0,n_count=0;
+		for(j=0;j<k;j++)
+			if(subprob.y[j]>0)
+				p_count++;
+			else
+				n_count++;
+
+		if(p_count==0 && n_count==0)
+			for(j=begin;j<end;j++)
+				dec_values[perm[j]] = 0;
+		else if(p_count > 0 && n_count == 0)
+			for(j=begin;j<end;j++)
+				dec_values[perm[j]] = 1;
+		else if(p_count == 0 && n_count > 0)
+			for(j=begin;j<end;j++)
+				dec_values[perm[j]] = -1;
+		else
+		{
+			svm_parameter subparam = *param;
+			subparam.probability=0;
+			subparam.C=1.0;
+			subparam.nr_weight=2;
+			subparam.weight_label = Malloc(int,2);
+			subparam.weight = Malloc(double,2);
+			subparam.weight_label[0]=+1;
+			subparam.weight_label[1]=-1;
+			subparam.weight[0]=Cp;
+			subparam.weight[1]=Cn;
+			struct svm_model *submodel = svm_train(&subprob,&subparam);
+			for(j=begin;j<end;j++)
+			{
+				svm_predict_values(submodel,prob->x[perm[j]],&(dec_values[perm[j]])); 
+				// ensure +1 -1 order; reason not using CV subroutine
+				dec_values[perm[j]] *= submodel->label[0];
+			}		
+			svm_destroy_model(submodel);
+			svm_destroy_param(&subparam);
+		}
+		free(subprob.x);
+		free(subprob.y);
+	}		
+	sigmoid_train(prob->l,dec_values,prob->y,probA,probB);
+	free(dec_values);
+	free(perm);
+}
+
+// Return parameter of a Laplace distribution 
+static double svm_svr_probability(
+	const svm_problem *prob, const svm_parameter *param)
+{
+	int i;
+	int nr_fold = 5;
+	double *ymv = Malloc(double,prob->l);
+	double mae = 0;
+
+	svm_parameter newparam = *param;
+	newparam.probability = 0;
+	svm_cross_validation(prob,&newparam,nr_fold,ymv);
+	for(i=0;i<prob->l;i++)
+	{
+		ymv[i]=prob->y[i]-ymv[i];
+		mae += fabs(ymv[i]);
+	}		
+	mae /= prob->l;
+	double std=sqrt(2*mae*mae);
+	int count=0;
+	mae=0;
+	for(i=0;i<prob->l;i++)
+		if (fabs(ymv[i]) > 5*std) 
+			count=count+1;
+		else 
+			mae+=fabs(ymv[i]);
+	mae /= (prob->l-count);
+	info("Prob. model for test data: target value = predicted value + z,\nz: Laplace distribution e^(-|z|/sigma)/(2sigma),sigma= %g\n",mae);
+	free(ymv);
+	return mae;
+}
+
+
+// label: label name, start: begin of each class, count: #data of classes, perm: indices to the original data
+// perm, length l, must be allocated before calling this subroutine
+static void svm_group_classes(const svm_problem *prob, int *nr_class_ret, int **label_ret, int **start_ret, int **count_ret, int *perm)
+{
+	int l = prob->l;
+	int max_nr_class = 16;
+	int nr_class = 0;
+	int *label = Malloc(int,max_nr_class);
+	int *count = Malloc(int,max_nr_class);
+	int *data_label = Malloc(int,l);	
+	int i;
+
+	for(i=0;i<l;i++)
+	{
+		int this_label = (int)prob->y[i];
+		int j;
+		for(j=0;j<nr_class;j++)
+		{
+			if(this_label == label[j])
+			{
+				++count[j];
+				break;
+			}
+		}
+		data_label[i] = j;
+		if(j == nr_class)
+		{
+			if(nr_class == max_nr_class)
+			{
+				max_nr_class *= 2;
+				label = (int *)realloc(label,max_nr_class*sizeof(int));
+				count = (int *)realloc(count,max_nr_class*sizeof(int));
+			}
+			label[nr_class] = this_label;
+			count[nr_class] = 1;
+			++nr_class;
+		}
+	}
+
+	int *start = Malloc(int,nr_class);
+	start[0] = 0;
+	for(i=1;i<nr_class;i++)
+		start[i] = start[i-1]+count[i-1];
+	for(i=0;i<l;i++)
+	{
+		perm[start[data_label[i]]] = i;
+		++start[data_label[i]];
+	}
+	start[0] = 0;
+	for(i=1;i<nr_class;i++)
+		start[i] = start[i-1]+count[i-1];
+
+	*nr_class_ret = nr_class;
+	*label_ret = label;
+	*start_ret = start;
+	*count_ret = count;
+	free(data_label);
+}
+
+//
+// Interface functions
+//
+svm_model *svm_train(const svm_problem *prob, const svm_parameter *param)
+{
+	svm_model *model = Malloc(svm_model,1);
+	model->param = *param;
+	model->free_sv = 0;	// XXX
+
+	if(param->svm_type == ONE_CLASS ||
+	   param->svm_type == EPSILON_SVR ||
+	   param->svm_type == NU_SVR)
+	{
+		// regression or one-class-svm
+		model->nr_class = 2;
+		model->label = NULL;
+		model->nSV = NULL;
+		model->probA = NULL; model->probB = NULL;
+		model->sv_coef = Malloc(double *,1);
+
+		if(param->probability && 
+		   (param->svm_type == EPSILON_SVR ||
+		    param->svm_type == NU_SVR))
+		{
+			model->probA = Malloc(double,1);
+			model->probA[0] = svm_svr_probability(prob,param);
+		}
+
+		decision_function f = svm_train_one(prob,param,0,0);
+		model->rho = Malloc(double,1);
+		model->rho[0] = f.rho;
+
+		int nSV = 0;
+		int i;
+		for(i=0;i<prob->l;i++)
+			if(fabs(f.alpha[i]) > 0) ++nSV;
+		model->l = nSV;
+		model->SV = Malloc(svm_node *,nSV);
+		model->sv_coef[0] = Malloc(double,nSV);
+		int j = 0;
+		for(i=0;i<prob->l;i++)
+			if(fabs(f.alpha[i]) > 0)
+			{
+				model->SV[j] = prob->x[i];
+				model->sv_coef[0][j] = f.alpha[i];
+				++j;
+			}		
+
+		free(f.alpha);
+	}
+	else
+	{
+		// classification
+		int l = prob->l;
+		int nr_class;
+		int *label = NULL;
+		int *start = NULL;
+		int *count = NULL;
+		int *perm = Malloc(int,l);
+
+		// group training data of the same class
+		svm_group_classes(prob,&nr_class,&label,&start,&count,perm);		
+		svm_node **x = Malloc(svm_node *,l);
+		int i;
+		for(i=0;i<l;i++)
+			x[i] = prob->x[perm[i]];
+
+		// calculate weighted C
+
+		double *weighted_C = Malloc(double, nr_class);
+		for(i=0;i<nr_class;i++)
+			weighted_C[i] = param->C;
+		for(i=0;i<param->nr_weight;i++)
+		{	
+			int j;
+			for(j=0;j<nr_class;j++)
+				if(param->weight_label[i] == label[j])
+					break;
+			if(j == nr_class)
+				fprintf(stderr,"warning: class label %d specified in weight is not found\n", param->weight_label[i]);
+			else
+				weighted_C[j] *= param->weight[i];
+		}
+
+		// train k*(k-1)/2 models
+		
+		bool *nonzero = Malloc(bool,l);
+		for(i=0;i<l;i++)
+			nonzero[i] = false;
+		decision_function *f = Malloc(decision_function,nr_class*(nr_class-1)/2);
+
+		double *probA=NULL,*probB=NULL;
+		if (param->probability)
+		{
+			probA=Malloc(double,nr_class*(nr_class-1)/2);
+			probB=Malloc(double,nr_class*(nr_class-1)/2);
+		}
+
+		int p = 0;
+		for(i=0;i<nr_class;i++)
+			for(int j=i+1;j<nr_class;j++)
+			{
+				svm_problem sub_prob;
+				int si = start[i], sj = start[j];
+				int ci = count[i], cj = count[j];
+				sub_prob.l = ci+cj;
+				sub_prob.x = Malloc(svm_node *,sub_prob.l);
+				sub_prob.y = Malloc(double,sub_prob.l);
+				int k;
+				for(k=0;k<ci;k++)
+				{
+					sub_prob.x[k] = x[si+k];
+					sub_prob.y[k] = +1;
+				}
+				for(k=0;k<cj;k++)
+				{
+					sub_prob.x[ci+k] = x[sj+k];
+					sub_prob.y[ci+k] = -1;
+				}
+
+				if(param->probability)
+					svm_binary_svc_probability(&sub_prob,param,weighted_C[i],weighted_C[j],probA[p],probB[p]);
+
+				f[p] = svm_train_one(&sub_prob,param,weighted_C[i],weighted_C[j]);
+				for(k=0;k<ci;k++)
+					if(!nonzero[si+k] && fabs(f[p].alpha[k]) > 0)
+						nonzero[si+k] = true;
+				for(k=0;k<cj;k++)
+					if(!nonzero[sj+k] && fabs(f[p].alpha[ci+k]) > 0)
+						nonzero[sj+k] = true;
+				free(sub_prob.x);
+				free(sub_prob.y);
+				++p;
+			}
+
+		// build output
+
+		model->nr_class = nr_class;
+		
+		model->label = Malloc(int,nr_class);
+		for(i=0;i<nr_class;i++)
+			model->label[i] = label[i];
+		
+		model->rho = Malloc(double,nr_class*(nr_class-1)/2);
+		for(i=0;i<nr_class*(nr_class-1)/2;i++)
+			model->rho[i] = f[i].rho;
+
+		if(param->probability)
+		{
+			model->probA = Malloc(double,nr_class*(nr_class-1)/2);
+			model->probB = Malloc(double,nr_class*(nr_class-1)/2);
+			for(i=0;i<nr_class*(nr_class-1)/2;i++)
+			{
+				model->probA[i] = probA[i];
+				model->probB[i] = probB[i];
+			}
+		}
+		else
+		{
+			model->probA=NULL;
+			model->probB=NULL;
+		}
+
+		int total_sv = 0;
+		int *nz_count = Malloc(int,nr_class);
+		model->nSV = Malloc(int,nr_class);
+		for(i=0;i<nr_class;i++)
+		{
+			int nSV = 0;
+			for(int j=0;j<count[i];j++)
+				if(nonzero[start[i]+j])
+				{	
+					++nSV;
+					++total_sv;
+				}
+			model->nSV[i] = nSV;
+			nz_count[i] = nSV;
+		}
+		
+		info("Total nSV = %d\n",total_sv);
+
+		model->l = total_sv;
+		model->SV = Malloc(svm_node *,total_sv);
+		p = 0;
+		for(i=0;i<l;i++)
+			if(nonzero[i]) model->SV[p++] = x[i];
+
+		int *nz_start = Malloc(int,nr_class);
+		nz_start[0] = 0;
+		for(i=1;i<nr_class;i++)
+			nz_start[i] = nz_start[i-1]+nz_count[i-1];
+
+		model->sv_coef = Malloc(double *,nr_class-1);
+		for(i=0;i<nr_class-1;i++)
+			model->sv_coef[i] = Malloc(double,total_sv);
+
+		p = 0;
+		for(i=0;i<nr_class;i++)
+			for(int j=i+1;j<nr_class;j++)
+			{
+				// classifier (i,j): coefficients with
+				// i are in sv_coef[j-1][nz_start[i]...],
+				// j are in sv_coef[i][nz_start[j]...]
+
+				int si = start[i];
+				int sj = start[j];
+				int ci = count[i];
+				int cj = count[j];
+				
+				int q = nz_start[i];
+				int k;
+				for(k=0;k<ci;k++)
+					if(nonzero[si+k])
+						model->sv_coef[j-1][q++] = f[p].alpha[k];
+				q = nz_start[j];
+				for(k=0;k<cj;k++)
+					if(nonzero[sj+k])
+						model->sv_coef[i][q++] = f[p].alpha[ci+k];
+				++p;
+			}
+		
+		free(label);
+		free(probA);
+		free(probB);
+		free(count);
+		free(perm);
+		free(start);
+		free(x);
+		free(weighted_C);
+		free(nonzero);
+		for(i=0;i<nr_class*(nr_class-1)/2;i++)
+			free(f[i].alpha);
+		free(f);
+		free(nz_count);
+		free(nz_start);
+	}
+	return model;
+}
+
+// Stratified cross validation
+void svm_cross_validation(const svm_problem *prob, const svm_parameter *param, int nr_fold, double *target)
+{
+	int i;
+	int *fold_start = Malloc(int,nr_fold+1);
+	int l = prob->l;
+	int *perm = Malloc(int,l);
+	int nr_class;
+
+	// stratified cv may not give leave-one-out rate
+	// Each class to l folds -> some folds may have zero elements
+	if((param->svm_type == C_SVC ||
+	    param->svm_type == NU_SVC) && nr_fold < l)
+	{
+		int *start = NULL;
+		int *label = NULL;
+		int *count = NULL;
+		svm_group_classes(prob,&nr_class,&label,&start,&count,perm);
+
+		// random shuffle and then data grouped by fold using the array perm
+		int *fold_count = Malloc(int,nr_fold);
+		int c;
+		int *index = Malloc(int,l);
+		for(i=0;i<l;i++)
+			index[i]=perm[i];
+		for (c=0; c<nr_class; c++) 
+			for(i=0;i<count[c];i++)
+			{
+				int j = i+rand()%(count[c]-i);
+				swap(index[start[c]+j],index[start[c]+i]);
+			}
+		for(i=0;i<nr_fold;i++)
+		{
+			fold_count[i] = 0;
+			for (c=0; c<nr_class;c++)
+				fold_count[i]+=(i+1)*count[c]/nr_fold-i*count[c]/nr_fold;
+		}
+		fold_start[0]=0;
+		for (i=1;i<=nr_fold;i++)
+			fold_start[i] = fold_start[i-1]+fold_count[i-1];
+		for (c=0; c<nr_class;c++)
+			for(i=0;i<nr_fold;i++)
+			{
+				int begin = start[c]+i*count[c]/nr_fold;
+				int end = start[c]+(i+1)*count[c]/nr_fold;
+				for(int j=begin;j<end;j++)
+				{
+					perm[fold_start[i]] = index[j];
+					fold_start[i]++;
+				}
+			}
+		fold_start[0]=0;
+		for (i=1;i<=nr_fold;i++)
+			fold_start[i] = fold_start[i-1]+fold_count[i-1];
+		free(start);	
+		free(label);
+		free(count);	
+		free(index);
+		free(fold_count);
+	}
+	else
+	{
+		for(i=0;i<l;i++) perm[i]=i;
+		for(i=0;i<l;i++)
+		{
+			int j = i+rand()%(l-i);
+			swap(perm[i],perm[j]);
+		}
+		for(i=0;i<=nr_fold;i++)
+			fold_start[i]=i*l/nr_fold;
+	}
+
+	for(i=0;i<nr_fold;i++)
+	{
+		int begin = fold_start[i];
+		int end = fold_start[i+1];
+		int j,k;
+		struct svm_problem subprob;
+
+		subprob.l = l-(end-begin);
+		subprob.x = Malloc(struct svm_node*,subprob.l);
+		subprob.y = Malloc(double,subprob.l);
+			
+		k=0;
+		for(j=0;j<begin;j++)
+		{
+			subprob.x[k] = prob->x[perm[j]];
+			subprob.y[k] = prob->y[perm[j]];
+			++k;
+		}
+		for(j=end;j<l;j++)
+		{
+			subprob.x[k] = prob->x[perm[j]];
+			subprob.y[k] = prob->y[perm[j]];
+			++k;
+		}
+		struct svm_model *submodel = svm_train(&subprob,param);
+		if(param->probability && 
+		   (param->svm_type == C_SVC || param->svm_type == NU_SVC))
+		{
+			double *prob_estimates=Malloc(double,svm_get_nr_class(submodel));
+			for(j=begin;j<end;j++)
+				target[perm[j]] = svm_predict_probability(submodel,prob->x[perm[j]],prob_estimates);
+			free(prob_estimates);			
+		}
+		else
+			for(j=begin;j<end;j++)
+				target[perm[j]] = svm_predict(submodel,prob->x[perm[j]]);
+		svm_destroy_model(submodel);
+		free(subprob.x);
+		free(subprob.y);
+	}		
+	free(fold_start);
+	free(perm);	
+}
+
+
+int svm_get_svm_type(const svm_model *model)
+{
+	return model->param.svm_type;
+}
+
+int svm_get_nr_class(const svm_model *model)
+{
+	return model->nr_class;
+}
+
+void svm_get_labels(const svm_model *model, int* label)
+{
+	if (model->label != NULL)
+		for(int i=0;i<model->nr_class;i++)
+			label[i] = model->label[i];
+}
+
+double svm_get_svr_probability(const svm_model *model)
+{
+	if ((model->param.svm_type == EPSILON_SVR || model->param.svm_type == NU_SVR) &&
+	    model->probA!=NULL)
+		return model->probA[0];
+	else
+	{
+		fprintf(stderr,"Model doesn't contain information for SVR probability inference\n");
+		return 0;
+	}
+}
+
+void svm_predict_values(const svm_model *model, const svm_node *x, double* dec_values)
+{
+	if(model->param.svm_type == ONE_CLASS ||
+	   model->param.svm_type == EPSILON_SVR ||
+	   model->param.svm_type == NU_SVR)
+	{
+		double *sv_coef = model->sv_coef[0];
+		double sum = 0;
+		for(int i=0;i<model->l;i++)
+			sum += sv_coef[i] * Kernel::k_function(x,model->SV[i],model->param);
+		sum -= model->rho[0];
+		*dec_values = sum;
+	}
+	else
+	{
+		int i;
+		int nr_class = model->nr_class;
+		int l = model->l;
+		
+		double *kvalue = Malloc(double,l);
+		for(i=0;i<l;i++)
+			kvalue[i] = Kernel::k_function(x,model->SV[i],model->param);
+
+		int *start = Malloc(int,nr_class);
+		start[0] = 0;
+		for(i=1;i<nr_class;i++)
+			start[i] = start[i-1]+model->nSV[i-1];
+
+		int p=0;
+		for(i=0;i<nr_class;i++)
+			for(int j=i+1;j<nr_class;j++)
+			{
+				double sum = 0;
+				int si = start[i];
+				int sj = start[j];
+				int ci = model->nSV[i];
+				int cj = model->nSV[j];
+				
+				int k;
+				double *coef1 = model->sv_coef[j-1];
+				double *coef2 = model->sv_coef[i];
+				for(k=0;k<ci;k++)
+					sum += coef1[si+k] * kvalue[si+k];
+				for(k=0;k<cj;k++)
+					sum += coef2[sj+k] * kvalue[sj+k];
+				sum -= model->rho[p];
+				dec_values[p] = sum;
+				p++;
+			}
+
+		free(kvalue);
+		free(start);
+	}
+}
+
+double svm_predict(const svm_model *model, const svm_node *x)
+{
+	if(model->param.svm_type == ONE_CLASS ||
+	   model->param.svm_type == EPSILON_SVR ||
+	   model->param.svm_type == NU_SVR)
+	{
+		double res;
+		svm_predict_values(model, x, &res);
+		
+		if(model->param.svm_type == ONE_CLASS)
+			return (res>0)?1:-1;
+		else
+			return res;
+	}
+	else
+	{
+		int i;
+		int nr_class = model->nr_class;
+		double *dec_values = Malloc(double, nr_class*(nr_class-1)/2);
+		svm_predict_values(model, x, dec_values);
+
+		int *vote = Malloc(int,nr_class);
+		for(i=0;i<nr_class;i++)
+			vote[i] = 0;
+		int pos=0;
+		for(i=0;i<nr_class;i++)
+			for(int j=i+1;j<nr_class;j++)
+			{
+				if(dec_values[pos++] > 0)
+					++vote[i];
+				else
+					++vote[j];
+			}
+
+		int vote_max_idx = 0;
+		for(i=1;i<nr_class;i++)
+			if(vote[i] > vote[vote_max_idx])
+				vote_max_idx = i;
+		free(vote);
+		free(dec_values);
+		return model->label[vote_max_idx];
+	}
+}
+
+double svm_predict_probability(
+	const svm_model *model, const svm_node *x, double *prob_estimates)
+{
+	if ((model->param.svm_type == C_SVC || model->param.svm_type == NU_SVC) &&
+	    model->probA!=NULL && model->probB!=NULL)
+	{
+		int i;
+		int nr_class = model->nr_class;
+		double *dec_values = Malloc(double, nr_class*(nr_class-1)/2);
+		svm_predict_values(model, x, dec_values);
+
+		double min_prob=1e-7;
+		double **pairwise_prob=Malloc(double *,nr_class);
+		for(i=0;i<nr_class;i++)
+			pairwise_prob[i]=Malloc(double,nr_class);
+		int k=0;
+		for(i=0;i<nr_class;i++)
+			for(int j=i+1;j<nr_class;j++)
+			{
+				pairwise_prob[i][j]=min(max(sigmoid_predict(dec_values[k],model->probA[k],model->probB[k]),min_prob),1-min_prob);
+				pairwise_prob[j][i]=1-pairwise_prob[i][j];
+				k++;
+			}
+		multiclass_probability(nr_class,pairwise_prob,prob_estimates);
+
+		int prob_max_idx = 0;
+		for(i=1;i<nr_class;i++)
+			if(prob_estimates[i] > prob_estimates[prob_max_idx])
+				prob_max_idx = i;
+		for(i=0;i<nr_class;i++)
+			free(pairwise_prob[i]);
+		free(dec_values);
+		free(pairwise_prob);	     
+		return model->label[prob_max_idx];
+	}
+	else 
+		return svm_predict(model, x);
+}
+
+static const char *svm_type_table[] =
+{
+	"c_svc","nu_svc","one_class","epsilon_svr","nu_svr",NULL
+};
+
+static const char *kernel_type_table[]=
+{
+	"linear","polynomial","rbf","sigmoid","precomputed",NULL
+};
+
+int svm_save_model(const char *model_file_name, const svm_model *model)
+{
+	FILE *fp = fopen(model_file_name,"w");
+	if(fp==NULL) return -1;
+
+	const svm_parameter& param = model->param;
+
+	fprintf(fp,"svm_type %s\n", svm_type_table[param.svm_type]);
+	fprintf(fp,"kernel_type %s\n", kernel_type_table[param.kernel_type]);
+
+	if(param.kernel_type == POLY)
+		fprintf(fp,"degree %d\n", param.degree);
+
+	if(param.kernel_type == POLY || param.kernel_type == RBF || param.kernel_type == SIGMOID)
+		fprintf(fp,"gamma %g\n", param.gamma);
+
+	if(param.kernel_type == POLY || param.kernel_type == SIGMOID)
+		fprintf(fp,"coef0 %g\n", param.coef0);
+
+	int nr_class = model->nr_class;
+	int l = model->l;
+	fprintf(fp, "nr_class %d\n", nr_class);
+	fprintf(fp, "total_sv %d\n",l);
+	
+	{
+		fprintf(fp, "rho");
+		for(int i=0;i<nr_class*(nr_class-1)/2;i++)
+			fprintf(fp," %g",model->rho[i]);
+		fprintf(fp, "\n");
+	}
+	
+	if(model->label)
+	{
+		fprintf(fp, "label");
+		for(int i=0;i<nr_class;i++)
+			fprintf(fp," %d",model->label[i]);
+		fprintf(fp, "\n");
+	}
+
+	if(model->probA) // regression has probA only
+	{
+		fprintf(fp, "probA");
+		for(int i=0;i<nr_class*(nr_class-1)/2;i++)
+			fprintf(fp," %g",model->probA[i]);
+		fprintf(fp, "\n");
+	}
+	if(model->probB)
+	{
+		fprintf(fp, "probB");
+		for(int i=0;i<nr_class*(nr_class-1)/2;i++)
+			fprintf(fp," %g",model->probB[i]);
+		fprintf(fp, "\n");
+	}
+
+	if(model->nSV)
+	{
+		fprintf(fp, "nr_sv");
+		for(int i=0;i<nr_class;i++)
+			fprintf(fp," %d",model->nSV[i]);
+		fprintf(fp, "\n");
+	}
+
+	fprintf(fp, "SV\n");
+	const double * const *sv_coef = model->sv_coef;
+	const svm_node * const *SV = model->SV;
+
+	for(int i=0;i<l;i++)
+	{
+		for(int j=0;j<nr_class-1;j++)
+			fprintf(fp, "%.16g ",sv_coef[j][i]);
+
+		const svm_node *p = SV[i];
+
+		if(param.kernel_type == PRECOMPUTED)
+			fprintf(fp,"0:%d ",(int)(p->value));
+		else
+			while(p->index != -1)
+			{
+				fprintf(fp,"%d:%.8g ",p->index,p->value);
+				p++;
+			}
+		fprintf(fp, "\n");
+	}
+	if (ferror(fp) != 0 || fclose(fp) != 0) return -1;
+	else return 0;
+}
+
+static char *line = NULL;
+static int max_line_len;
+
+static char* readline(FILE *input)
+{
+	int len;
+
+	if(fgets(line,max_line_len,input) == NULL)
+		return NULL;
+
+	while(strrchr(line,'\n') == NULL)
+	{
+		max_line_len *= 2;
+		line = (char *) realloc(line,max_line_len);
+		len = (int) strlen(line);
+		if(fgets(line+len,max_line_len-len,input) == NULL)
+			break;
+	}
+	return line;
+}
+
+svm_model *svm_load_model(const char *model_file_name)
+{
+	FILE *fp = fopen(model_file_name,"rb");
+	if(fp==NULL) return NULL;
+	
+	// read parameters
+
+	svm_model *model = Malloc(svm_model,1);
+	svm_parameter& param = model->param;
+	model->rho = NULL;
+	model->probA = NULL;
+	model->probB = NULL;
+	model->label = NULL;
+	model->nSV = NULL;
+
+	char cmd[81];
+	while(1)
+	{
+		fscanf(fp,"%80s",cmd);
+
+		if(strcmp(cmd,"svm_type")==0)
+		{
+			fscanf(fp,"%80s",cmd);
+			int i;
+			for(i=0;svm_type_table[i];i++)
+			{
+				if(strcmp(svm_type_table[i],cmd)==0)
+				{
+					param.svm_type=i;
+					break;
+				}
+			}
+			if(svm_type_table[i] == NULL)
+			{
+				fprintf(stderr,"unknown svm type.\n");
+				free(model->rho);
+				free(model->label);
+				free(model->nSV);
+				free(model);
+				return NULL;
+			}
+		}
+		else if(strcmp(cmd,"kernel_type")==0)
+		{		
+			fscanf(fp,"%80s",cmd);
+			int i;
+			for(i=0;kernel_type_table[i];i++)
+			{
+				if(strcmp(kernel_type_table[i],cmd)==0)
+				{
+					param.kernel_type=i;
+					break;
+				}
+			}
+			if(kernel_type_table[i] == NULL)
+			{
+				fprintf(stderr,"unknown kernel function.\n");
+				free(model->rho);
+				free(model->label);
+				free(model->nSV);
+				free(model);
+				return NULL;
+			}
+		}
+		else if(strcmp(cmd,"degree")==0)
+			fscanf(fp,"%d",&param.degree);
+		else if(strcmp(cmd,"gamma")==0)
+			fscanf(fp,"%lf",&param.gamma);
+		else if(strcmp(cmd,"coef0")==0)
+			fscanf(fp,"%lf",&param.coef0);
+		else if(strcmp(cmd,"nr_class")==0)
+			fscanf(fp,"%d",&model->nr_class);
+		else if(strcmp(cmd,"total_sv")==0)
+			fscanf(fp,"%d",&model->l);
+		else if(strcmp(cmd,"rho")==0)
+		{
+			int n = model->nr_class * (model->nr_class-1)/2;
+			model->rho = Malloc(double,n);
+			for(int i=0;i<n;i++)
+				fscanf(fp,"%lf",&model->rho[i]);
+		}
+		else if(strcmp(cmd,"label")==0)
+		{
+			int n = model->nr_class;
+			model->label = Malloc(int,n);
+			for(int i=0;i<n;i++)
+				fscanf(fp,"%d",&model->label[i]);
+		}
+		else if(strcmp(cmd,"probA")==0)
+		{
+			int n = model->nr_class * (model->nr_class-1)/2;
+			model->probA = Malloc(double,n);
+			for(int i=0;i<n;i++)
+				fscanf(fp,"%lf",&model->probA[i]);
+		}
+		else if(strcmp(cmd,"probB")==0)
+		{
+			int n = model->nr_class * (model->nr_class-1)/2;
+			model->probB = Malloc(double,n);
+			for(int i=0;i<n;i++)
+				fscanf(fp,"%lf",&model->probB[i]);
+		}
+		else if(strcmp(cmd,"nr_sv")==0)
+		{
+			int n = model->nr_class;
+			model->nSV = Malloc(int,n);
+			for(int i=0;i<n;i++)
+				fscanf(fp,"%d",&model->nSV[i]);
+		}
+		else if(strcmp(cmd,"SV")==0)
+		{
+			while(1)
+			{
+				int c = getc(fp);
+				if(c==EOF || c=='\n') break;	
+			}
+			break;
+		}
+		else
+		{
+			fprintf(stderr,"unknown text in model file: [%s]\n",cmd);
+			free(model->rho);
+			free(model->label);
+			free(model->nSV);
+			free(model);
+			return NULL;
+		}
+	}
+
+	// read sv_coef and SV
+
+	int elements = 0;
+	long pos = ftell(fp);
+
+	max_line_len = 1024;
+	line = Malloc(char,max_line_len);
+	char *p,*endptr,*idx,*val;
+
+	while(readline(fp)!=NULL)
+	{
+		p = strtok(line,":");
+		while(1)
+		{
+			p = strtok(NULL,":");
+			if(p == NULL)
+				break;
+			++elements;
+		}
+	}
+	elements += model->l;
+
+	fseek(fp,pos,SEEK_SET);
+
+	int m = model->nr_class - 1;
+	int l = model->l;
+	model->sv_coef = Malloc(double *,m);
+	int i;
+	for(i=0;i<m;i++)
+		model->sv_coef[i] = Malloc(double,l);
+	model->SV = Malloc(svm_node*,l);
+	svm_node *x_space = NULL;
+	if(l>0) x_space = Malloc(svm_node,elements);
+
+	int j=0;
+	for(i=0;i<l;i++)
+	{
+		readline(fp);
+		model->SV[i] = &x_space[j];
+
+		p = strtok(line, " \t");
+		model->sv_coef[0][i] = strtod(p,&endptr);
+		for(int k=1;k<m;k++)
+		{
+			p = strtok(NULL, " \t");
+			model->sv_coef[k][i] = strtod(p,&endptr);
+		}
+
+		while(1)
+		{
+			idx = strtok(NULL, ":");
+			val = strtok(NULL, " \t");
+
+			if(val == NULL)
+				break;
+			x_space[j].index = (int) strtol(idx,&endptr,10);
+			x_space[j].value = strtod(val,&endptr);
+
+			++j;
+		}
+		x_space[j++].index = -1;
+	}
+	free(line);
+
+	if (ferror(fp) != 0 || fclose(fp) != 0)
+		return NULL;
+
+	model->free_sv = 1;	// XXX
+	return model;
+}
+
+void svm_destroy_model(svm_model* model)
+{
+	if(model->free_sv && model->l > 0)
+		free((void *)(model->SV[0]));
+	for(int i=0;i<model->nr_class-1;i++)
+		free(model->sv_coef[i]);
+	free(model->SV);
+	free(model->sv_coef);
+	free(model->rho);
+	free(model->label);
+	free(model->probA);
+	free(model->probB);
+	free(model->nSV);
+	free(model);
+}
+
+void svm_destroy_param(svm_parameter* param)
+{
+	free(param->weight_label);
+	free(param->weight);
+}
+
+const char *svm_check_parameter(const svm_problem *prob, const svm_parameter *param)
+{
+	// svm_type
+
+	int svm_type = param->svm_type;
+	if(svm_type != C_SVC &&
+	   svm_type != NU_SVC &&
+	   svm_type != ONE_CLASS &&
+	   svm_type != EPSILON_SVR &&
+	   svm_type != NU_SVR)
+		return "unknown svm type";
+	
+	// kernel_type, degree
+	
+	int kernel_type = param->kernel_type;
+	if(kernel_type != LINEAR &&
+	   kernel_type != POLY &&
+	   kernel_type != RBF &&
+	   kernel_type != SIGMOID &&
+	   kernel_type != PRECOMPUTED)
+		return "unknown kernel type";
+
+	if(param->gamma < 0)
+		return "gamma < 0";
+
+	if(param->degree < 0)
+		return "degree of polynomial kernel < 0";
+
+	// cache_size,eps,C,nu,p,shrinking
+
+	if(param->cache_size <= 0)
+		return "cache_size <= 0";
+
+	if(param->eps <= 0)
+		return "eps <= 0";
+
+	if(svm_type == C_SVC ||
+	   svm_type == EPSILON_SVR ||
+	   svm_type == NU_SVR)
+		if(param->C <= 0)
+			return "C <= 0";
+
+	if(svm_type == NU_SVC ||
+	   svm_type == ONE_CLASS ||
+	   svm_type == NU_SVR)
+		if(param->nu <= 0 || param->nu > 1)
+			return "nu <= 0 or nu > 1";
+
+	if(svm_type == EPSILON_SVR)
+		if(param->p < 0)
+			return "p < 0";
+
+	if(param->shrinking != 0 &&
+	   param->shrinking != 1)
+		return "shrinking != 0 and shrinking != 1";
+
+	if(param->probability != 0 &&
+	   param->probability != 1)
+		return "probability != 0 and probability != 1";
+
+	if(param->probability == 1 &&
+	   svm_type == ONE_CLASS)
+		return "one-class SVM probability output not supported yet";
+
+
+	// check whether nu-svc is feasible
+	
+	if(svm_type == NU_SVC)
+	{
+		int l = prob->l;
+		int max_nr_class = 16;
+		int nr_class = 0;
+		int *label = Malloc(int,max_nr_class);
+		int *count = Malloc(int,max_nr_class);
+
+		int i;
+		for(i=0;i<l;i++)
+		{
+			int this_label = (int)prob->y[i];
+			int j;
+			for(j=0;j<nr_class;j++)
+				if(this_label == label[j])
+				{
+					++count[j];
+					break;
+				}
+			if(j == nr_class)
+			{
+				if(nr_class == max_nr_class)
+				{
+					max_nr_class *= 2;
+					label = (int *)realloc(label,max_nr_class*sizeof(int));
+					count = (int *)realloc(count,max_nr_class*sizeof(int));
+				}
+				label[nr_class] = this_label;
+				count[nr_class] = 1;
+				++nr_class;
+			}
+		}
+	
+		for(i=0;i<nr_class;i++)
+		{
+			int n1 = count[i];
+			for(int j=i+1;j<nr_class;j++)
+			{
+				int n2 = count[j];
+				if(param->nu*(n1+n2)/2 > min(n1,n2))
+				{
+					free(label);
+					free(count);
+					return "specified nu is infeasible";
+				}
+			}
+		}
+		free(label);
+		free(count);
+	}
+
+	return NULL;
+}
+
+int svm_check_probability_model(const svm_model *model)
+{
+	return ((model->param.svm_type == C_SVC || model->param.svm_type == NU_SVC) &&
+		model->probA!=NULL && model->probB!=NULL) ||
+		((model->param.svm_type == EPSILON_SVR || model->param.svm_type == NU_SVR) &&
+		 model->probA!=NULL);
+}