jrb-libsvm 0.1.2-java
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- data/.gitignore +16 -0
- data/.rspec +3 -0
- data/.ruby-version +1 -0
- data/.travis.yml +4 -0
- data/.versions.conf +4 -0
- data/Gemfile +9 -0
- data/LIBSVM-LICENSE +30 -0
- data/MIT-LICENSE +22 -0
- data/README.md +105 -0
- data/Rakefile +16 -0
- data/java/3-11_w_squared/Svm.java +2826 -0
- data/java/COPYRIGHT +31 -0
- data/java/libsvm/Model.java +23 -0
- data/java/libsvm/Node.java +6 -0
- data/java/libsvm/Parameter.java +47 -0
- data/java/libsvm/PrintInterface.java +5 -0
- data/java/libsvm/Problem.java +7 -0
- data/java/libsvm/Svm.java +2814 -0
- data/jrb-libsvm.gemspec +23 -0
- data/lib/java/libsvm.jar +0 -0
- data/lib/jrb-libsvm/model.rb +97 -0
- data/lib/jrb-libsvm/node.rb +37 -0
- data/lib/jrb-libsvm/parameter.rb +66 -0
- data/lib/jrb-libsvm/problem.rb +35 -0
- data/lib/jrb-libsvm/version.rb +3 -0
- data/lib/jrb-libsvm.rb +31 -0
- data/spec/model_spec.rb +119 -0
- data/spec/node_spec.rb +62 -0
- data/spec/parameter_spec.rb +79 -0
- data/spec/problem_spec.rb +37 -0
- data/spec/spec_helper.rb +9 -0
- data/spec/usage_spec.rb +47 -0
- data/tmp/.gitkeep +0 -0
- metadata +108 -0
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package libsvm;
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import java.io.*;
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import java.util.*;
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//
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// Kernel Cache
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//
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// l is the number of total data items
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// size is the cache size limit in bytes
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//
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class Cache {
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private final int l;
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private long size;
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private final class head_t
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{
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head_t prev, next; // a cicular list
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float[] data;
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int len; // data[0,len) is cached in this entry
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}
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private final head_t[] head;
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private head_t lru_head;
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Cache(int l_, long size_)
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{
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l = l_;
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size = size_;
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head = new head_t[l];
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for(int i=0;i<l;i++) head[i] = new head_t();
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size /= 4;
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size -= l * (16/4); // sizeof(head_t) == 16
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size = Math.max(size, 2* (long) l); // cache must be large enough for two columns
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lru_head = new head_t();
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lru_head.next = lru_head.prev = lru_head;
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}
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private void lru_delete(head_t h)
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{
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// delete from current location
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h.prev.next = h.next;
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h.next.prev = h.prev;
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}
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private void lru_insert(head_t h)
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{
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// insert to last position
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h.next = lru_head;
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h.prev = lru_head.prev;
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h.prev.next = h;
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h.next.prev = h;
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}
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// request data [0,len)
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// return some position p where [p,len) need to be filled
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// (p >= len if nothing needs to be filled)
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// java: simulate pointer using single-element array
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int get_data(int index, float[][] data, int len)
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{
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head_t h = head[index];
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if(h.len > 0) lru_delete(h);
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int more = len - h.len;
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if(more > 0)
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{
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// free old space
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while(size < more)
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{
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head_t old = lru_head.next;
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lru_delete(old);
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size += old.len;
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old.data = null;
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old.len = 0;
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}
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// allocate new space
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float[] new_data = new float[len];
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if(h.data != null) System.arraycopy(h.data,0,new_data,0,h.len);
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h.data = new_data;
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size -= more;
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do {int _=h.len; h.len=len; len=_;} while(false);
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}
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lru_insert(h);
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data[0] = h.data;
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return len;
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}
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void swap_index(int i, int j)
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{
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if(i==j) return;
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if(head[i].len > 0) lru_delete(head[i]);
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if(head[j].len > 0) lru_delete(head[j]);
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do {float[] _=head[i].data; head[i].data=head[j].data; head[j].data=_;} while(false);
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do {int _=head[i].len; head[i].len=head[j].len; head[j].len=_;} while(false);
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if(head[i].len > 0) lru_insert(head[i]);
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if(head[j].len > 0) lru_insert(head[j]);
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if(i>j) do {int _=i; i=j; j=_;} while(false);
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for(head_t h = lru_head.next; h!=lru_head; h=h.next)
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{
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if(h.len > i)
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{
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if(h.len > j)
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do {float _=h.data[i]; h.data[i]=h.data[j]; h.data[j]=_;} while(false);
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else
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{
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// give up
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lru_delete(h);
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size += h.len;
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h.data = null;
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h.len = 0;
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}
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}
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}
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}
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}
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//
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// Kernel evaluation
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//
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// the static method k_function is for doing single kernel evaluation
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// the constructor of Kernel prepares to calculate the l*l kernel matrix
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// the member function get_Q is for getting one column from the Q Matrix
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//
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abstract class QMatrix {
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abstract float[] get_Q(int column, int len);
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abstract double[] get_QD();
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abstract void swap_index(int i, int j);
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};
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abstract class Kernel extends QMatrix {
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private Node[][] x;
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private final double[] x_square;
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// Parameter
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private final int kernel_type;
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private final int degree;
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private final double gamma;
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private final double coef0;
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abstract float[] get_Q(int column, int len);
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abstract double[] get_QD();
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void swap_index(int i, int j)
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{
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do {Node[] _=x[i]; x[i]=x[j]; x[j]=_;} while(false);
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if(x_square != null) do {double _=x_square[i]; x_square[i]=x_square[j]; x_square[j]=_;} while(false);
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}
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private static double powi(double base, int times)
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{
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double tmp = base, ret = 1.0;
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for(int t=times; t>0; t/=2)
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{
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if(t%2==1) ret*=tmp;
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tmp = tmp * tmp;
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}
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return ret;
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}
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double kernel_function(int i, int j)
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{
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switch(kernel_type)
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{
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case Parameter.LINEAR:
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return dot(x[i],x[j]);
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case Parameter.POLY:
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return powi(gamma*dot(x[i],x[j])+coef0,degree);
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case Parameter.RBF:
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return Math.exp(-gamma*(x_square[i]+x_square[j]-2*dot(x[i],x[j])));
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case Parameter.SIGMOID:
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return Math.tanh(gamma*dot(x[i],x[j])+coef0);
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case Parameter.PRECOMPUTED:
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return x[i][(int)(x[j][0].value)].value;
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default:
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return 0; // java
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}
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}
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Kernel(int l, Node[][] x_, Parameter param)
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{
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this.kernel_type = param.kernel_type;
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this.degree = param.degree;
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this.gamma = param.gamma;
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this.coef0 = param.coef0;
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x = (Node[][])x_.clone();
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if(kernel_type == Parameter.RBF)
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{
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x_square = new double[l];
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for(int i=0;i<l;i++)
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x_square[i] = dot(x[i],x[i]);
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}
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else x_square = null;
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}
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static double dot(Node[] x, Node[] y)
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{
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double sum = 0;
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int xlen = x.length;
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int ylen = y.length;
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int i = 0;
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int j = 0;
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while(i < xlen && j < ylen)
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{
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if(x[i].index == y[j].index)
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sum += x[i++].value * y[j++].value;
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else
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{
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if(x[i].index > y[j].index)
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++j;
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else
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++i;
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}
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}
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return sum;
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}
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static double k_function(Node[] x, Node[] y,
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Parameter param)
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{
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switch(param.kernel_type)
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{
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case Parameter.LINEAR:
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return dot(x,y);
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case Parameter.POLY:
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return powi(param.gamma*dot(x,y)+param.coef0,param.degree);
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case Parameter.RBF:
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{
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double sum = 0;
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int xlen = x.length;
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int ylen = y.length;
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int i = 0;
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int j = 0;
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while(i < xlen && j < ylen)
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{
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if(x[i].index == y[j].index)
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{
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double d = x[i++].value - y[j++].value;
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sum += d*d;
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}
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else if(x[i].index > y[j].index)
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{
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sum += y[j].value * y[j].value;
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++j;
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}
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else
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{
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sum += x[i].value * x[i].value;
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++i;
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}
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}
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while(i < xlen)
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{
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sum += x[i].value * x[i].value;
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++i;
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}
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while(j < ylen)
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{
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sum += y[j].value * y[j].value;
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++j;
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}
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return Math.exp(-param.gamma*sum);
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}
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case Parameter.SIGMOID:
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return Math.tanh(param.gamma*dot(x,y)+param.coef0);
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case Parameter.PRECOMPUTED:
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return x[(int)(y[0].value)].value;
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default:
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return 0; // java
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}
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}
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}
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// An SMO algorithm in Fan et al., JMLR 6(2005), p. 1889--1918
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// Solves:
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//
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// min 0.5(\alpha^T Q \alpha) + p^T \alpha
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//
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// y^T \alpha = \delta
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// y_i = +1 or -1
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// 0 <= alpha_i <= Cp for y_i = 1
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// 0 <= alpha_i <= Cn for y_i = -1
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//
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// Given:
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//
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// Q, p, y, Cp, Cn, and an initial feasible point \alpha
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// l is the size of vectors and matrices
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// eps is the stopping tolerance
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//
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// solution will be put in \alpha, objective value will be put in obj
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//
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class Solver {
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int active_size;
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byte[] y;
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double[] G; // gradient of objective function
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static final byte LOWER_BOUND = 0;
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static final byte UPPER_BOUND = 1;
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static final byte FREE = 2;
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byte[] alpha_status; // LOWER_BOUND, UPPER_BOUND, FREE
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double[] alpha;
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QMatrix Q;
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double[] QD;
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double eps;
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double Cp,Cn;
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double[] p;
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int[] active_set;
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double[] G_bar; // gradient, if we treat free variables as 0
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int l;
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boolean unshrink; // XXX
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static final double INF = java.lang.Double.POSITIVE_INFINITY;
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double get_C(int i)
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{
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return (y[i] > 0)? Cp : Cn;
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}
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void update_alpha_status(int i)
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{
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if(alpha[i] >= get_C(i))
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alpha_status[i] = UPPER_BOUND;
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else if(alpha[i] <= 0)
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alpha_status[i] = LOWER_BOUND;
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else alpha_status[i] = FREE;
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}
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boolean is_upper_bound(int i) { return alpha_status[i] == UPPER_BOUND; }
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boolean is_lower_bound(int i) { return alpha_status[i] == LOWER_BOUND; }
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boolean is_free(int i) { return alpha_status[i] == FREE; }
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// java: information about solution except alpha,
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// because we cannot return multiple values otherwise...
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static class SolutionInfo {
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double obj;
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double rho;
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double w_2; // for hyperplane (PCL, taken from Gabor Melis)
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double upper_bound_p;
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double upper_bound_n;
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double r; // for Solver_NU
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}
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void swap_index(int i, int j)
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{
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Q.swap_index(i,j);
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do {byte _=y[i]; y[i]=y[j]; y[j]=_;} while(false);
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do {double _=G[i]; G[i]=G[j]; G[j]=_;} while(false);
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do {byte _=alpha_status[i]; alpha_status[i]=alpha_status[j]; alpha_status[j]=_;} while(false);
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do {double _=alpha[i]; alpha[i]=alpha[j]; alpha[j]=_;} while(false);
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do {double _=p[i]; p[i]=p[j]; p[j]=_;} while(false);
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+
do {int _=active_set[i]; active_set[i]=active_set[j]; active_set[j]=_;} while(false);
|
356
|
+
do {double _=G_bar[i]; G_bar[i]=G_bar[j]; G_bar[j]=_;} while(false);
|
357
|
+
}
|
358
|
+
|
359
|
+
void reconstruct_gradient()
|
360
|
+
{
|
361
|
+
// reconstruct inactive elements of G from G_bar and free variables
|
362
|
+
|
363
|
+
if(active_size == l) return;
|
364
|
+
|
365
|
+
int i,j;
|
366
|
+
int nr_free = 0;
|
367
|
+
|
368
|
+
for(j=active_size;j<l;j++)
|
369
|
+
G[j] = G_bar[j] + p[j];
|
370
|
+
|
371
|
+
for(j=0;j<active_size;j++)
|
372
|
+
if(is_free(j))
|
373
|
+
nr_free++;
|
374
|
+
|
375
|
+
if(2*nr_free < active_size)
|
376
|
+
Svm.info("\nWARNING: using -h 0 may be faster\n");
|
377
|
+
|
378
|
+
if (nr_free*l > 2*active_size*(l-active_size))
|
379
|
+
{
|
380
|
+
for(i=active_size;i<l;i++)
|
381
|
+
{
|
382
|
+
float[] Q_i = Q.get_Q(i,active_size);
|
383
|
+
for(j=0;j<active_size;j++)
|
384
|
+
if(is_free(j))
|
385
|
+
G[i] += alpha[j] * Q_i[j];
|
386
|
+
}
|
387
|
+
}
|
388
|
+
else
|
389
|
+
{
|
390
|
+
for(i=0;i<active_size;i++)
|
391
|
+
if(is_free(i))
|
392
|
+
{
|
393
|
+
float[] Q_i = Q.get_Q(i,l);
|
394
|
+
double alpha_i = alpha[i];
|
395
|
+
for(j=active_size;j<l;j++)
|
396
|
+
G[j] += alpha_i * Q_i[j];
|
397
|
+
}
|
398
|
+
}
|
399
|
+
}
|
400
|
+
|
401
|
+
void Solve(int l, QMatrix Q, double[] p_, byte[] y_,
|
402
|
+
double[] alpha_, double Cp, double Cn, double eps, SolutionInfo si, int shrinking)
|
403
|
+
{
|
404
|
+
this.l = l;
|
405
|
+
this.Q = Q;
|
406
|
+
QD = Q.get_QD();
|
407
|
+
p = (double[])p_.clone();
|
408
|
+
y = (byte[])y_.clone();
|
409
|
+
alpha = (double[])alpha_.clone();
|
410
|
+
this.Cp = Cp;
|
411
|
+
this.Cn = Cn;
|
412
|
+
this.eps = eps;
|
413
|
+
this.unshrink = false;
|
414
|
+
|
415
|
+
// initialize alpha_status
|
416
|
+
{
|
417
|
+
alpha_status = new byte[l];
|
418
|
+
for(int i=0;i<l;i++)
|
419
|
+
update_alpha_status(i);
|
420
|
+
}
|
421
|
+
|
422
|
+
// initialize active set (for shrinking)
|
423
|
+
{
|
424
|
+
active_set = new int[l];
|
425
|
+
for(int i=0;i<l;i++)
|
426
|
+
active_set[i] = i;
|
427
|
+
active_size = l;
|
428
|
+
}
|
429
|
+
|
430
|
+
// initialize gradient
|
431
|
+
{
|
432
|
+
G = new double[l];
|
433
|
+
G_bar = new double[l];
|
434
|
+
int i;
|
435
|
+
for(i=0;i<l;i++)
|
436
|
+
{
|
437
|
+
G[i] = p[i];
|
438
|
+
G_bar[i] = 0;
|
439
|
+
}
|
440
|
+
for(i=0;i<l;i++)
|
441
|
+
if(!is_lower_bound(i))
|
442
|
+
{
|
443
|
+
float[] Q_i = Q.get_Q(i,l);
|
444
|
+
double alpha_i = alpha[i];
|
445
|
+
int j;
|
446
|
+
for(j=0;j<l;j++)
|
447
|
+
G[j] += alpha_i*Q_i[j];
|
448
|
+
if(is_upper_bound(i))
|
449
|
+
for(j=0;j<l;j++)
|
450
|
+
G_bar[j] += get_C(i) * Q_i[j];
|
451
|
+
}
|
452
|
+
}
|
453
|
+
|
454
|
+
// optimization step
|
455
|
+
|
456
|
+
int iter = 0;
|
457
|
+
int max_iter = Math.max(10000000, l>Integer.MAX_VALUE/100 ? Integer.MAX_VALUE : 100*l);
|
458
|
+
int counter = Math.min(l,1000)+1;
|
459
|
+
int[] working_set = new int[2];
|
460
|
+
|
461
|
+
while(iter < max_iter)
|
462
|
+
{
|
463
|
+
// show progress and do shrinking
|
464
|
+
|
465
|
+
if(--counter == 0)
|
466
|
+
{
|
467
|
+
counter = Math.min(l,1000);
|
468
|
+
if(shrinking!=0) do_shrinking();
|
469
|
+
Svm.info(".");
|
470
|
+
}
|
471
|
+
|
472
|
+
if(select_working_set(working_set)!=0)
|
473
|
+
{
|
474
|
+
// reconstruct the whole gradient
|
475
|
+
reconstruct_gradient();
|
476
|
+
// reset active set size and check
|
477
|
+
active_size = l;
|
478
|
+
Svm.info("*");
|
479
|
+
if(select_working_set(working_set)!=0)
|
480
|
+
break;
|
481
|
+
else
|
482
|
+
counter = 1; // do shrinking next iteration
|
483
|
+
}
|
484
|
+
|
485
|
+
int i = working_set[0];
|
486
|
+
int j = working_set[1];
|
487
|
+
|
488
|
+
++iter;
|
489
|
+
|
490
|
+
// update alpha[i] and alpha[j], handle bounds carefully
|
491
|
+
|
492
|
+
float[] Q_i = Q.get_Q(i,active_size);
|
493
|
+
float[] Q_j = Q.get_Q(j,active_size);
|
494
|
+
|
495
|
+
double C_i = get_C(i);
|
496
|
+
double C_j = get_C(j);
|
497
|
+
|
498
|
+
double old_alpha_i = alpha[i];
|
499
|
+
double old_alpha_j = alpha[j];
|
500
|
+
|
501
|
+
if(y[i]!=y[j])
|
502
|
+
{
|
503
|
+
double quad_coef = QD[i]+QD[j]+2*Q_i[j];
|
504
|
+
if (quad_coef <= 0)
|
505
|
+
quad_coef = 1e-12;
|
506
|
+
double delta = (-G[i]-G[j])/quad_coef;
|
507
|
+
double diff = alpha[i] - alpha[j];
|
508
|
+
alpha[i] += delta;
|
509
|
+
alpha[j] += delta;
|
510
|
+
|
511
|
+
if(diff > 0)
|
512
|
+
{
|
513
|
+
if(alpha[j] < 0)
|
514
|
+
{
|
515
|
+
alpha[j] = 0;
|
516
|
+
alpha[i] = diff;
|
517
|
+
}
|
518
|
+
}
|
519
|
+
else
|
520
|
+
{
|
521
|
+
if(alpha[i] < 0)
|
522
|
+
{
|
523
|
+
alpha[i] = 0;
|
524
|
+
alpha[j] = -diff;
|
525
|
+
}
|
526
|
+
}
|
527
|
+
if(diff > C_i - C_j)
|
528
|
+
{
|
529
|
+
if(alpha[i] > C_i)
|
530
|
+
{
|
531
|
+
alpha[i] = C_i;
|
532
|
+
alpha[j] = C_i - diff;
|
533
|
+
}
|
534
|
+
}
|
535
|
+
else
|
536
|
+
{
|
537
|
+
if(alpha[j] > C_j)
|
538
|
+
{
|
539
|
+
alpha[j] = C_j;
|
540
|
+
alpha[i] = C_j + diff;
|
541
|
+
}
|
542
|
+
}
|
543
|
+
}
|
544
|
+
else
|
545
|
+
{
|
546
|
+
double quad_coef = QD[i]+QD[j]-2*Q_i[j];
|
547
|
+
if (quad_coef <= 0)
|
548
|
+
quad_coef = 1e-12;
|
549
|
+
double delta = (G[i]-G[j])/quad_coef;
|
550
|
+
double sum = alpha[i] + alpha[j];
|
551
|
+
alpha[i] -= delta;
|
552
|
+
alpha[j] += delta;
|
553
|
+
|
554
|
+
if(sum > C_i)
|
555
|
+
{
|
556
|
+
if(alpha[i] > C_i)
|
557
|
+
{
|
558
|
+
alpha[i] = C_i;
|
559
|
+
alpha[j] = sum - C_i;
|
560
|
+
}
|
561
|
+
}
|
562
|
+
else
|
563
|
+
{
|
564
|
+
if(alpha[j] < 0)
|
565
|
+
{
|
566
|
+
alpha[j] = 0;
|
567
|
+
alpha[i] = sum;
|
568
|
+
}
|
569
|
+
}
|
570
|
+
if(sum > C_j)
|
571
|
+
{
|
572
|
+
if(alpha[j] > C_j)
|
573
|
+
{
|
574
|
+
alpha[j] = C_j;
|
575
|
+
alpha[i] = sum - C_j;
|
576
|
+
}
|
577
|
+
}
|
578
|
+
else
|
579
|
+
{
|
580
|
+
if(alpha[i] < 0)
|
581
|
+
{
|
582
|
+
alpha[i] = 0;
|
583
|
+
alpha[j] = sum;
|
584
|
+
}
|
585
|
+
}
|
586
|
+
}
|
587
|
+
|
588
|
+
// update G
|
589
|
+
|
590
|
+
double delta_alpha_i = alpha[i] - old_alpha_i;
|
591
|
+
double delta_alpha_j = alpha[j] - old_alpha_j;
|
592
|
+
|
593
|
+
for(int k=0;k<active_size;k++)
|
594
|
+
{
|
595
|
+
G[k] += Q_i[k]*delta_alpha_i + Q_j[k]*delta_alpha_j;
|
596
|
+
}
|
597
|
+
|
598
|
+
// update alpha_status and G_bar
|
599
|
+
|
600
|
+
{
|
601
|
+
boolean ui = is_upper_bound(i);
|
602
|
+
boolean uj = is_upper_bound(j);
|
603
|
+
update_alpha_status(i);
|
604
|
+
update_alpha_status(j);
|
605
|
+
int k;
|
606
|
+
if(ui != is_upper_bound(i))
|
607
|
+
{
|
608
|
+
Q_i = Q.get_Q(i,l);
|
609
|
+
if(ui)
|
610
|
+
for(k=0;k<l;k++)
|
611
|
+
G_bar[k] -= C_i * Q_i[k];
|
612
|
+
else
|
613
|
+
for(k=0;k<l;k++)
|
614
|
+
G_bar[k] += C_i * Q_i[k];
|
615
|
+
}
|
616
|
+
|
617
|
+
if(uj != is_upper_bound(j))
|
618
|
+
{
|
619
|
+
Q_j = Q.get_Q(j,l);
|
620
|
+
if(uj)
|
621
|
+
for(k=0;k<l;k++)
|
622
|
+
G_bar[k] -= C_j * Q_j[k];
|
623
|
+
else
|
624
|
+
for(k=0;k<l;k++)
|
625
|
+
G_bar[k] += C_j * Q_j[k];
|
626
|
+
}
|
627
|
+
}
|
628
|
+
|
629
|
+
}
|
630
|
+
|
631
|
+
if(iter >= max_iter)
|
632
|
+
{
|
633
|
+
if(active_size < l)
|
634
|
+
{
|
635
|
+
// reconstruct the whole gradient to calculate objective value
|
636
|
+
reconstruct_gradient();
|
637
|
+
active_size = l;
|
638
|
+
Svm.info("*");
|
639
|
+
}
|
640
|
+
Svm.info("\nWARNING: reaching max number of iterations");
|
641
|
+
}
|
642
|
+
|
643
|
+
// calculate rho
|
644
|
+
|
645
|
+
si.rho = calculate_rho();
|
646
|
+
|
647
|
+
// calculate objective value
|
648
|
+
{
|
649
|
+
double v = 0;
|
650
|
+
int i;
|
651
|
+
for(i=0;i<l;i++)
|
652
|
+
v += alpha[i] * (G[i] + p[i]);
|
653
|
+
|
654
|
+
si.obj = v/2;
|
655
|
+
}
|
656
|
+
|
657
|
+
// put back the solution
|
658
|
+
{
|
659
|
+
for(int i=0;i<l;i++)
|
660
|
+
alpha_[active_set[i]] = alpha[i];
|
661
|
+
}
|
662
|
+
|
663
|
+
si.upper_bound_p = Cp;
|
664
|
+
si.upper_bound_n = Cn;
|
665
|
+
|
666
|
+
Svm.info("\noptimization finished, #iter = "+iter+"\n");
|
667
|
+
}
|
668
|
+
|
669
|
+
// return 1 if already optimal, return 0 otherwise
|
670
|
+
int select_working_set(int[] working_set)
|
671
|
+
{
|
672
|
+
// return i,j such that
|
673
|
+
// i: maximizes -y_i * grad(f)_i, i in I_up(\alpha)
|
674
|
+
// j: mimimizes the decrease of obj value
|
675
|
+
// (if quadratic coefficeint <= 0, replace it with tau)
|
676
|
+
// -y_j*grad(f)_j < -y_i*grad(f)_i, j in I_low(\alpha)
|
677
|
+
|
678
|
+
double Gmax = -INF;
|
679
|
+
double Gmax2 = -INF;
|
680
|
+
int Gmax_idx = -1;
|
681
|
+
int Gmin_idx = -1;
|
682
|
+
double obj_diff_min = INF;
|
683
|
+
|
684
|
+
for(int t=0;t<active_size;t++)
|
685
|
+
if(y[t]==+1)
|
686
|
+
{
|
687
|
+
if(!is_upper_bound(t))
|
688
|
+
if(-G[t] >= Gmax)
|
689
|
+
{
|
690
|
+
Gmax = -G[t];
|
691
|
+
Gmax_idx = t;
|
692
|
+
}
|
693
|
+
}
|
694
|
+
else
|
695
|
+
{
|
696
|
+
if(!is_lower_bound(t))
|
697
|
+
if(G[t] >= Gmax)
|
698
|
+
{
|
699
|
+
Gmax = G[t];
|
700
|
+
Gmax_idx = t;
|
701
|
+
}
|
702
|
+
}
|
703
|
+
|
704
|
+
int i = Gmax_idx;
|
705
|
+
float[] Q_i = null;
|
706
|
+
if(i != -1) // null Q_i not accessed: Gmax=-INF if i=-1
|
707
|
+
Q_i = Q.get_Q(i,active_size);
|
708
|
+
|
709
|
+
for(int j=0;j<active_size;j++)
|
710
|
+
{
|
711
|
+
if(y[j]==+1)
|
712
|
+
{
|
713
|
+
if (!is_lower_bound(j))
|
714
|
+
{
|
715
|
+
double grad_diff=Gmax+G[j];
|
716
|
+
if (G[j] >= Gmax2)
|
717
|
+
Gmax2 = G[j];
|
718
|
+
if (grad_diff > 0)
|
719
|
+
{
|
720
|
+
double obj_diff;
|
721
|
+
double quad_coef = QD[i]+QD[j]-2.0*y[i]*Q_i[j];
|
722
|
+
if (quad_coef > 0)
|
723
|
+
obj_diff = -(grad_diff*grad_diff)/quad_coef;
|
724
|
+
else
|
725
|
+
obj_diff = -(grad_diff*grad_diff)/1e-12;
|
726
|
+
|
727
|
+
if (obj_diff <= obj_diff_min)
|
728
|
+
{
|
729
|
+
Gmin_idx=j;
|
730
|
+
obj_diff_min = obj_diff;
|
731
|
+
}
|
732
|
+
}
|
733
|
+
}
|
734
|
+
}
|
735
|
+
else
|
736
|
+
{
|
737
|
+
if (!is_upper_bound(j))
|
738
|
+
{
|
739
|
+
double grad_diff= Gmax-G[j];
|
740
|
+
if (-G[j] >= Gmax2)
|
741
|
+
Gmax2 = -G[j];
|
742
|
+
if (grad_diff > 0)
|
743
|
+
{
|
744
|
+
double obj_diff;
|
745
|
+
double quad_coef = QD[i]+QD[j]+2.0*y[i]*Q_i[j];
|
746
|
+
if (quad_coef > 0)
|
747
|
+
obj_diff = -(grad_diff*grad_diff)/quad_coef;
|
748
|
+
else
|
749
|
+
obj_diff = -(grad_diff*grad_diff)/1e-12;
|
750
|
+
|
751
|
+
if (obj_diff <= obj_diff_min)
|
752
|
+
{
|
753
|
+
Gmin_idx=j;
|
754
|
+
obj_diff_min = obj_diff;
|
755
|
+
}
|
756
|
+
}
|
757
|
+
}
|
758
|
+
}
|
759
|
+
}
|
760
|
+
|
761
|
+
if(Gmax+Gmax2 < eps)
|
762
|
+
return 1;
|
763
|
+
|
764
|
+
working_set[0] = Gmax_idx;
|
765
|
+
working_set[1] = Gmin_idx;
|
766
|
+
return 0;
|
767
|
+
}
|
768
|
+
|
769
|
+
private boolean be_shrunk(int i, double Gmax1, double Gmax2)
|
770
|
+
{
|
771
|
+
if(is_upper_bound(i))
|
772
|
+
{
|
773
|
+
if(y[i]==+1)
|
774
|
+
return(-G[i] > Gmax1);
|
775
|
+
else
|
776
|
+
return(-G[i] > Gmax2);
|
777
|
+
}
|
778
|
+
else if(is_lower_bound(i))
|
779
|
+
{
|
780
|
+
if(y[i]==+1)
|
781
|
+
return(G[i] > Gmax2);
|
782
|
+
else
|
783
|
+
return(G[i] > Gmax1);
|
784
|
+
}
|
785
|
+
else
|
786
|
+
return(false);
|
787
|
+
}
|
788
|
+
|
789
|
+
void do_shrinking()
|
790
|
+
{
|
791
|
+
int i;
|
792
|
+
double Gmax1 = -INF; // max { -y_i * grad(f)_i | i in I_up(\alpha) }
|
793
|
+
double Gmax2 = -INF; // max { y_i * grad(f)_i | i in I_low(\alpha) }
|
794
|
+
|
795
|
+
// find maximal violating pair first
|
796
|
+
for(i=0;i<active_size;i++)
|
797
|
+
{
|
798
|
+
if(y[i]==+1)
|
799
|
+
{
|
800
|
+
if(!is_upper_bound(i))
|
801
|
+
{
|
802
|
+
if(-G[i] >= Gmax1)
|
803
|
+
Gmax1 = -G[i];
|
804
|
+
}
|
805
|
+
if(!is_lower_bound(i))
|
806
|
+
{
|
807
|
+
if(G[i] >= Gmax2)
|
808
|
+
Gmax2 = G[i];
|
809
|
+
}
|
810
|
+
}
|
811
|
+
else
|
812
|
+
{
|
813
|
+
if(!is_upper_bound(i))
|
814
|
+
{
|
815
|
+
if(-G[i] >= Gmax2)
|
816
|
+
Gmax2 = -G[i];
|
817
|
+
}
|
818
|
+
if(!is_lower_bound(i))
|
819
|
+
{
|
820
|
+
if(G[i] >= Gmax1)
|
821
|
+
Gmax1 = G[i];
|
822
|
+
}
|
823
|
+
}
|
824
|
+
}
|
825
|
+
|
826
|
+
if(unshrink == false && Gmax1 + Gmax2 <= eps*10)
|
827
|
+
{
|
828
|
+
unshrink = true;
|
829
|
+
reconstruct_gradient();
|
830
|
+
active_size = l;
|
831
|
+
}
|
832
|
+
|
833
|
+
for(i=0;i<active_size;i++)
|
834
|
+
if (be_shrunk(i, Gmax1, Gmax2))
|
835
|
+
{
|
836
|
+
active_size--;
|
837
|
+
while (active_size > i)
|
838
|
+
{
|
839
|
+
if (!be_shrunk(active_size, Gmax1, Gmax2))
|
840
|
+
{
|
841
|
+
swap_index(i,active_size);
|
842
|
+
break;
|
843
|
+
}
|
844
|
+
active_size--;
|
845
|
+
}
|
846
|
+
}
|
847
|
+
}
|
848
|
+
|
849
|
+
double calculate_rho()
|
850
|
+
{
|
851
|
+
double r;
|
852
|
+
int nr_free = 0;
|
853
|
+
double ub = INF, lb = -INF, sum_free = 0;
|
854
|
+
for(int i=0;i<active_size;i++)
|
855
|
+
{
|
856
|
+
double yG = y[i]*G[i];
|
857
|
+
|
858
|
+
if(is_lower_bound(i))
|
859
|
+
{
|
860
|
+
if(y[i] > 0)
|
861
|
+
ub = Math.min(ub,yG);
|
862
|
+
else
|
863
|
+
lb = Math.max(lb,yG);
|
864
|
+
}
|
865
|
+
else if(is_upper_bound(i))
|
866
|
+
{
|
867
|
+
if(y[i] < 0)
|
868
|
+
ub = Math.min(ub,yG);
|
869
|
+
else
|
870
|
+
lb = Math.max(lb,yG);
|
871
|
+
}
|
872
|
+
else
|
873
|
+
{
|
874
|
+
++nr_free;
|
875
|
+
sum_free += yG;
|
876
|
+
}
|
877
|
+
}
|
878
|
+
|
879
|
+
if(nr_free>0)
|
880
|
+
r = sum_free/nr_free;
|
881
|
+
else
|
882
|
+
r = (ub+lb)/2;
|
883
|
+
|
884
|
+
return r;
|
885
|
+
}
|
886
|
+
|
887
|
+
}
|
888
|
+
|
889
|
+
//
|
890
|
+
// Solver for nu-svm classification and regression
|
891
|
+
//
|
892
|
+
// additional constraint: e^T \alpha = constant
|
893
|
+
//
|
894
|
+
final class Solver_NU extends Solver
|
895
|
+
{
|
896
|
+
private SolutionInfo si;
|
897
|
+
|
898
|
+
void Solve(int l, QMatrix Q, double[] p, byte[] y,
|
899
|
+
double[] alpha, double Cp, double Cn, double eps,
|
900
|
+
SolutionInfo si, int shrinking)
|
901
|
+
{
|
902
|
+
this.si = si;
|
903
|
+
super.Solve(l,Q,p,y,alpha,Cp,Cn,eps,si,shrinking);
|
904
|
+
}
|
905
|
+
|
906
|
+
// return 1 if already optimal, return 0 otherwise
|
907
|
+
int select_working_set(int[] working_set)
|
908
|
+
{
|
909
|
+
// return i,j such that y_i = y_j and
|
910
|
+
// i: maximizes -y_i * grad(f)_i, i in I_up(\alpha)
|
911
|
+
// j: minimizes the decrease of obj value
|
912
|
+
// (if quadratic coefficeint <= 0, replace it with tau)
|
913
|
+
// -y_j*grad(f)_j < -y_i*grad(f)_i, j in I_low(\alpha)
|
914
|
+
|
915
|
+
double Gmaxp = -INF;
|
916
|
+
double Gmaxp2 = -INF;
|
917
|
+
int Gmaxp_idx = -1;
|
918
|
+
|
919
|
+
double Gmaxn = -INF;
|
920
|
+
double Gmaxn2 = -INF;
|
921
|
+
int Gmaxn_idx = -1;
|
922
|
+
|
923
|
+
int Gmin_idx = -1;
|
924
|
+
double obj_diff_min = INF;
|
925
|
+
|
926
|
+
for(int t=0;t<active_size;t++)
|
927
|
+
if(y[t]==+1)
|
928
|
+
{
|
929
|
+
if(!is_upper_bound(t))
|
930
|
+
if(-G[t] >= Gmaxp)
|
931
|
+
{
|
932
|
+
Gmaxp = -G[t];
|
933
|
+
Gmaxp_idx = t;
|
934
|
+
}
|
935
|
+
}
|
936
|
+
else
|
937
|
+
{
|
938
|
+
if(!is_lower_bound(t))
|
939
|
+
if(G[t] >= Gmaxn)
|
940
|
+
{
|
941
|
+
Gmaxn = G[t];
|
942
|
+
Gmaxn_idx = t;
|
943
|
+
}
|
944
|
+
}
|
945
|
+
|
946
|
+
int ip = Gmaxp_idx;
|
947
|
+
int in = Gmaxn_idx;
|
948
|
+
float[] Q_ip = null;
|
949
|
+
float[] Q_in = null;
|
950
|
+
if(ip != -1) // null Q_ip not accessed: Gmaxp=-INF if ip=-1
|
951
|
+
Q_ip = Q.get_Q(ip,active_size);
|
952
|
+
if(in != -1)
|
953
|
+
Q_in = Q.get_Q(in,active_size);
|
954
|
+
|
955
|
+
for(int j=0;j<active_size;j++)
|
956
|
+
{
|
957
|
+
if(y[j]==+1)
|
958
|
+
{
|
959
|
+
if (!is_lower_bound(j))
|
960
|
+
{
|
961
|
+
double grad_diff=Gmaxp+G[j];
|
962
|
+
if (G[j] >= Gmaxp2)
|
963
|
+
Gmaxp2 = G[j];
|
964
|
+
if (grad_diff > 0)
|
965
|
+
{
|
966
|
+
double obj_diff;
|
967
|
+
double quad_coef = QD[ip]+QD[j]-2*Q_ip[j];
|
968
|
+
if (quad_coef > 0)
|
969
|
+
obj_diff = -(grad_diff*grad_diff)/quad_coef;
|
970
|
+
else
|
971
|
+
obj_diff = -(grad_diff*grad_diff)/1e-12;
|
972
|
+
|
973
|
+
if (obj_diff <= obj_diff_min)
|
974
|
+
{
|
975
|
+
Gmin_idx=j;
|
976
|
+
obj_diff_min = obj_diff;
|
977
|
+
}
|
978
|
+
}
|
979
|
+
}
|
980
|
+
}
|
981
|
+
else
|
982
|
+
{
|
983
|
+
if (!is_upper_bound(j))
|
984
|
+
{
|
985
|
+
double grad_diff=Gmaxn-G[j];
|
986
|
+
if (-G[j] >= Gmaxn2)
|
987
|
+
Gmaxn2 = -G[j];
|
988
|
+
if (grad_diff > 0)
|
989
|
+
{
|
990
|
+
double obj_diff;
|
991
|
+
double quad_coef = QD[in]+QD[j]-2*Q_in[j];
|
992
|
+
if (quad_coef > 0)
|
993
|
+
obj_diff = -(grad_diff*grad_diff)/quad_coef;
|
994
|
+
else
|
995
|
+
obj_diff = -(grad_diff*grad_diff)/1e-12;
|
996
|
+
|
997
|
+
if (obj_diff <= obj_diff_min)
|
998
|
+
{
|
999
|
+
Gmin_idx=j;
|
1000
|
+
obj_diff_min = obj_diff;
|
1001
|
+
}
|
1002
|
+
}
|
1003
|
+
}
|
1004
|
+
}
|
1005
|
+
}
|
1006
|
+
|
1007
|
+
if(Math.max(Gmaxp+Gmaxp2,Gmaxn+Gmaxn2) < eps)
|
1008
|
+
return 1;
|
1009
|
+
|
1010
|
+
if(y[Gmin_idx] == +1)
|
1011
|
+
working_set[0] = Gmaxp_idx;
|
1012
|
+
else
|
1013
|
+
working_set[0] = Gmaxn_idx;
|
1014
|
+
working_set[1] = Gmin_idx;
|
1015
|
+
|
1016
|
+
return 0;
|
1017
|
+
}
|
1018
|
+
|
1019
|
+
private boolean be_shrunk(int i, double Gmax1, double Gmax2, double Gmax3, double Gmax4)
|
1020
|
+
{
|
1021
|
+
if(is_upper_bound(i))
|
1022
|
+
{
|
1023
|
+
if(y[i]==+1)
|
1024
|
+
return(-G[i] > Gmax1);
|
1025
|
+
else
|
1026
|
+
return(-G[i] > Gmax4);
|
1027
|
+
}
|
1028
|
+
else if(is_lower_bound(i))
|
1029
|
+
{
|
1030
|
+
if(y[i]==+1)
|
1031
|
+
return(G[i] > Gmax2);
|
1032
|
+
else
|
1033
|
+
return(G[i] > Gmax3);
|
1034
|
+
}
|
1035
|
+
else
|
1036
|
+
return(false);
|
1037
|
+
}
|
1038
|
+
|
1039
|
+
void do_shrinking()
|
1040
|
+
{
|
1041
|
+
double Gmax1 = -INF; // max { -y_i * grad(f)_i | y_i = +1, i in I_up(\alpha) }
|
1042
|
+
double Gmax2 = -INF; // max { y_i * grad(f)_i | y_i = +1, i in I_low(\alpha) }
|
1043
|
+
double Gmax3 = -INF; // max { -y_i * grad(f)_i | y_i = -1, i in I_up(\alpha) }
|
1044
|
+
double Gmax4 = -INF; // max { y_i * grad(f)_i | y_i = -1, i in I_low(\alpha) }
|
1045
|
+
|
1046
|
+
// find maximal violating pair first
|
1047
|
+
int i;
|
1048
|
+
for(i=0;i<active_size;i++)
|
1049
|
+
{
|
1050
|
+
if(!is_upper_bound(i))
|
1051
|
+
{
|
1052
|
+
if(y[i]==+1)
|
1053
|
+
{
|
1054
|
+
if(-G[i] > Gmax1) Gmax1 = -G[i];
|
1055
|
+
}
|
1056
|
+
else if(-G[i] > Gmax4) Gmax4 = -G[i];
|
1057
|
+
}
|
1058
|
+
if(!is_lower_bound(i))
|
1059
|
+
{
|
1060
|
+
if(y[i]==+1)
|
1061
|
+
{
|
1062
|
+
if(G[i] > Gmax2) Gmax2 = G[i];
|
1063
|
+
}
|
1064
|
+
else if(G[i] > Gmax3) Gmax3 = G[i];
|
1065
|
+
}
|
1066
|
+
}
|
1067
|
+
|
1068
|
+
if(unshrink == false && Math.max(Gmax1+Gmax2,Gmax3+Gmax4) <= eps*10)
|
1069
|
+
{
|
1070
|
+
unshrink = true;
|
1071
|
+
reconstruct_gradient();
|
1072
|
+
active_size = l;
|
1073
|
+
}
|
1074
|
+
|
1075
|
+
for(i=0;i<active_size;i++)
|
1076
|
+
if (be_shrunk(i, Gmax1, Gmax2, Gmax3, Gmax4))
|
1077
|
+
{
|
1078
|
+
active_size--;
|
1079
|
+
while (active_size > i)
|
1080
|
+
{
|
1081
|
+
if (!be_shrunk(active_size, Gmax1, Gmax2, Gmax3, Gmax4))
|
1082
|
+
{
|
1083
|
+
swap_index(i,active_size);
|
1084
|
+
break;
|
1085
|
+
}
|
1086
|
+
active_size--;
|
1087
|
+
}
|
1088
|
+
}
|
1089
|
+
}
|
1090
|
+
|
1091
|
+
double calculate_rho()
|
1092
|
+
{
|
1093
|
+
int nr_free1 = 0,nr_free2 = 0;
|
1094
|
+
double ub1 = INF, ub2 = INF;
|
1095
|
+
double lb1 = -INF, lb2 = -INF;
|
1096
|
+
double sum_free1 = 0, sum_free2 = 0;
|
1097
|
+
|
1098
|
+
for(int i=0;i<active_size;i++)
|
1099
|
+
{
|
1100
|
+
if(y[i]==+1)
|
1101
|
+
{
|
1102
|
+
if(is_lower_bound(i))
|
1103
|
+
ub1 = Math.min(ub1,G[i]);
|
1104
|
+
else if(is_upper_bound(i))
|
1105
|
+
lb1 = Math.max(lb1,G[i]);
|
1106
|
+
else
|
1107
|
+
{
|
1108
|
+
++nr_free1;
|
1109
|
+
sum_free1 += G[i];
|
1110
|
+
}
|
1111
|
+
}
|
1112
|
+
else
|
1113
|
+
{
|
1114
|
+
if(is_lower_bound(i))
|
1115
|
+
ub2 = Math.min(ub2,G[i]);
|
1116
|
+
else if(is_upper_bound(i))
|
1117
|
+
lb2 = Math.max(lb2,G[i]);
|
1118
|
+
else
|
1119
|
+
{
|
1120
|
+
++nr_free2;
|
1121
|
+
sum_free2 += G[i];
|
1122
|
+
}
|
1123
|
+
}
|
1124
|
+
}
|
1125
|
+
|
1126
|
+
double r1,r2;
|
1127
|
+
if(nr_free1 > 0)
|
1128
|
+
r1 = sum_free1/nr_free1;
|
1129
|
+
else
|
1130
|
+
r1 = (ub1+lb1)/2;
|
1131
|
+
|
1132
|
+
if(nr_free2 > 0)
|
1133
|
+
r2 = sum_free2/nr_free2;
|
1134
|
+
else
|
1135
|
+
r2 = (ub2+lb2)/2;
|
1136
|
+
|
1137
|
+
si.r = (r1+r2)/2;
|
1138
|
+
return (r1-r2)/2;
|
1139
|
+
}
|
1140
|
+
}
|
1141
|
+
|
1142
|
+
//
|
1143
|
+
// Q matrices for various formulations
|
1144
|
+
//
|
1145
|
+
class SVC_Q extends Kernel
|
1146
|
+
{
|
1147
|
+
private final byte[] y;
|
1148
|
+
private final Cache cache;
|
1149
|
+
private final double[] QD;
|
1150
|
+
|
1151
|
+
SVC_Q(Problem prob, Parameter param, byte[] y_)
|
1152
|
+
{
|
1153
|
+
super(prob.l, prob.x, param);
|
1154
|
+
y = (byte[])y_.clone();
|
1155
|
+
cache = new Cache(prob.l,(long)(param.cache_size*(1<<20)));
|
1156
|
+
QD = new double[prob.l];
|
1157
|
+
for(int i=0;i<prob.l;i++)
|
1158
|
+
QD[i] = kernel_function(i,i);
|
1159
|
+
}
|
1160
|
+
|
1161
|
+
float[] get_Q(int i, int len)
|
1162
|
+
{
|
1163
|
+
float[][] data = new float[1][];
|
1164
|
+
int start, j;
|
1165
|
+
if((start = cache.get_data(i,data,len)) < len)
|
1166
|
+
{
|
1167
|
+
for(j=start;j<len;j++)
|
1168
|
+
data[0][j] = (float)(y[i]*y[j]*kernel_function(i,j));
|
1169
|
+
}
|
1170
|
+
return data[0];
|
1171
|
+
}
|
1172
|
+
|
1173
|
+
double[] get_QD()
|
1174
|
+
{
|
1175
|
+
return QD;
|
1176
|
+
}
|
1177
|
+
|
1178
|
+
void swap_index(int i, int j)
|
1179
|
+
{
|
1180
|
+
cache.swap_index(i,j);
|
1181
|
+
super.swap_index(i,j);
|
1182
|
+
do {byte _=y[i]; y[i]=y[j]; y[j]=_;} while(false);
|
1183
|
+
do {double _=QD[i]; QD[i]=QD[j]; QD[j]=_;} while(false);
|
1184
|
+
}
|
1185
|
+
}
|
1186
|
+
|
1187
|
+
class ONE_CLASS_Q extends Kernel
|
1188
|
+
{
|
1189
|
+
private final Cache cache;
|
1190
|
+
private final double[] QD;
|
1191
|
+
|
1192
|
+
ONE_CLASS_Q(Problem prob, Parameter param)
|
1193
|
+
{
|
1194
|
+
super(prob.l, prob.x, param);
|
1195
|
+
cache = new Cache(prob.l,(long)(param.cache_size*(1<<20)));
|
1196
|
+
QD = new double[prob.l];
|
1197
|
+
for(int i=0;i<prob.l;i++)
|
1198
|
+
QD[i] = kernel_function(i,i);
|
1199
|
+
}
|
1200
|
+
|
1201
|
+
float[] get_Q(int i, int len)
|
1202
|
+
{
|
1203
|
+
float[][] data = new float[1][];
|
1204
|
+
int start, j;
|
1205
|
+
if((start = cache.get_data(i,data,len)) < len)
|
1206
|
+
{
|
1207
|
+
for(j=start;j<len;j++)
|
1208
|
+
data[0][j] = (float)kernel_function(i,j);
|
1209
|
+
}
|
1210
|
+
return data[0];
|
1211
|
+
}
|
1212
|
+
|
1213
|
+
double[] get_QD()
|
1214
|
+
{
|
1215
|
+
return QD;
|
1216
|
+
}
|
1217
|
+
|
1218
|
+
void swap_index(int i, int j)
|
1219
|
+
{
|
1220
|
+
cache.swap_index(i,j);
|
1221
|
+
super.swap_index(i,j);
|
1222
|
+
do {double _=QD[i]; QD[i]=QD[j]; QD[j]=_;} while(false);
|
1223
|
+
}
|
1224
|
+
}
|
1225
|
+
|
1226
|
+
class SVR_Q extends Kernel
|
1227
|
+
{
|
1228
|
+
private final int l;
|
1229
|
+
private final Cache cache;
|
1230
|
+
private final byte[] sign;
|
1231
|
+
private final int[] index;
|
1232
|
+
private int next_buffer;
|
1233
|
+
private float[][] buffer;
|
1234
|
+
private final double[] QD;
|
1235
|
+
|
1236
|
+
SVR_Q(Problem prob, Parameter param)
|
1237
|
+
{
|
1238
|
+
super(prob.l, prob.x, param);
|
1239
|
+
l = prob.l;
|
1240
|
+
cache = new Cache(l,(long)(param.cache_size*(1<<20)));
|
1241
|
+
QD = new double[2*l];
|
1242
|
+
sign = new byte[2*l];
|
1243
|
+
index = new int[2*l];
|
1244
|
+
for(int k=0;k<l;k++)
|
1245
|
+
{
|
1246
|
+
sign[k] = 1;
|
1247
|
+
sign[k+l] = -1;
|
1248
|
+
index[k] = k;
|
1249
|
+
index[k+l] = k;
|
1250
|
+
QD[k] = kernel_function(k,k);
|
1251
|
+
QD[k+l] = QD[k];
|
1252
|
+
}
|
1253
|
+
buffer = new float[2][2*l];
|
1254
|
+
next_buffer = 0;
|
1255
|
+
}
|
1256
|
+
|
1257
|
+
void swap_index(int i, int j)
|
1258
|
+
{
|
1259
|
+
do {byte _=sign[i]; sign[i]=sign[j]; sign[j]=_;} while(false);
|
1260
|
+
do {int _=index[i]; index[i]=index[j]; index[j]=_;} while(false);
|
1261
|
+
do {double _=QD[i]; QD[i]=QD[j]; QD[j]=_;} while(false);
|
1262
|
+
}
|
1263
|
+
|
1264
|
+
float[] get_Q(int i, int len)
|
1265
|
+
{
|
1266
|
+
float[][] data = new float[1][];
|
1267
|
+
int j, real_i = index[i];
|
1268
|
+
if(cache.get_data(real_i,data,l) < l)
|
1269
|
+
{
|
1270
|
+
for(j=0;j<l;j++)
|
1271
|
+
data[0][j] = (float)kernel_function(real_i,j);
|
1272
|
+
}
|
1273
|
+
|
1274
|
+
// reorder and copy
|
1275
|
+
float buf[] = buffer[next_buffer];
|
1276
|
+
next_buffer = 1 - next_buffer;
|
1277
|
+
byte si = sign[i];
|
1278
|
+
for(j=0;j<len;j++)
|
1279
|
+
buf[j] = (float) si * sign[j] * data[0][index[j]];
|
1280
|
+
return buf;
|
1281
|
+
}
|
1282
|
+
|
1283
|
+
double[] get_QD()
|
1284
|
+
{
|
1285
|
+
return QD;
|
1286
|
+
}
|
1287
|
+
}
|
1288
|
+
|
1289
|
+
public class Svm {
|
1290
|
+
//
|
1291
|
+
// construct and solve various formulations
|
1292
|
+
//
|
1293
|
+
public static final int LIBSVM_VERSION=314;
|
1294
|
+
public static final Random rand = new Random();
|
1295
|
+
|
1296
|
+
private static PrintInterface svm_print_stdout = new PrintInterface()
|
1297
|
+
{
|
1298
|
+
public void print(String s)
|
1299
|
+
{
|
1300
|
+
System.out.print(s);
|
1301
|
+
System.out.flush();
|
1302
|
+
}
|
1303
|
+
};
|
1304
|
+
|
1305
|
+
private static PrintInterface svm_print_string = svm_print_stdout;
|
1306
|
+
|
1307
|
+
static void info(String s)
|
1308
|
+
{
|
1309
|
+
// svm_print_string.print(s);
|
1310
|
+
}
|
1311
|
+
|
1312
|
+
private static void solve_c_svc(Problem prob, Parameter param,
|
1313
|
+
double[] alpha, Solver.SolutionInfo si,
|
1314
|
+
double Cp, double Cn)
|
1315
|
+
{
|
1316
|
+
int l = prob.l;
|
1317
|
+
double[] minus_ones = new double[l];
|
1318
|
+
byte[] y = new byte[l];
|
1319
|
+
|
1320
|
+
int i;
|
1321
|
+
|
1322
|
+
for(i=0;i<l;i++)
|
1323
|
+
{
|
1324
|
+
alpha[i] = 0;
|
1325
|
+
minus_ones[i] = -1;
|
1326
|
+
if(prob.y[i] > 0) y[i] = +1; else y[i] = -1;
|
1327
|
+
}
|
1328
|
+
|
1329
|
+
Solver s = new Solver();
|
1330
|
+
s.Solve(l, new SVC_Q(prob,param,y), minus_ones, y,
|
1331
|
+
alpha, Cp, Cn, param.eps, si, param.shrinking);
|
1332
|
+
|
1333
|
+
double sum_alpha=0;
|
1334
|
+
for(i=0;i<l;i++)
|
1335
|
+
sum_alpha += alpha[i];
|
1336
|
+
|
1337
|
+
if (Cp==Cn)
|
1338
|
+
Svm.info("nu = "+sum_alpha/(Cp*prob.l)+"\n");
|
1339
|
+
|
1340
|
+
for(i=0;i<l;i++)
|
1341
|
+
alpha[i] *= y[i];
|
1342
|
+
|
1343
|
+
si.w_2 = -2 * (Math.abs(si.obj) - sum_alpha); // PCL taken from Gabor Melis
|
1344
|
+
}
|
1345
|
+
|
1346
|
+
private static void solve_nu_svc(Problem prob, Parameter param,
|
1347
|
+
double[] alpha, Solver.SolutionInfo si)
|
1348
|
+
{
|
1349
|
+
int i;
|
1350
|
+
int l = prob.l;
|
1351
|
+
double nu = param.nu;
|
1352
|
+
|
1353
|
+
byte[] y = new byte[l];
|
1354
|
+
|
1355
|
+
for(i=0;i<l;i++)
|
1356
|
+
if(prob.y[i]>0)
|
1357
|
+
y[i] = +1;
|
1358
|
+
else
|
1359
|
+
y[i] = -1;
|
1360
|
+
|
1361
|
+
double sum_pos = nu*l/2;
|
1362
|
+
double sum_neg = nu*l/2;
|
1363
|
+
|
1364
|
+
for(i=0;i<l;i++)
|
1365
|
+
if(y[i] == +1)
|
1366
|
+
{
|
1367
|
+
alpha[i] = Math.min(1.0,sum_pos);
|
1368
|
+
sum_pos -= alpha[i];
|
1369
|
+
}
|
1370
|
+
else
|
1371
|
+
{
|
1372
|
+
alpha[i] = Math.min(1.0,sum_neg);
|
1373
|
+
sum_neg -= alpha[i];
|
1374
|
+
}
|
1375
|
+
|
1376
|
+
double[] zeros = new double[l];
|
1377
|
+
|
1378
|
+
for(i=0;i<l;i++)
|
1379
|
+
zeros[i] = 0;
|
1380
|
+
|
1381
|
+
Solver_NU s = new Solver_NU();
|
1382
|
+
s.Solve(l, new SVC_Q(prob,param,y), zeros, y,
|
1383
|
+
alpha, 1.0, 1.0, param.eps, si, param.shrinking);
|
1384
|
+
double r = si.r;
|
1385
|
+
|
1386
|
+
Svm.info("C = "+1/r+"\n");
|
1387
|
+
|
1388
|
+
for(i=0;i<l;i++)
|
1389
|
+
alpha[i] *= y[i]/r;
|
1390
|
+
|
1391
|
+
si.rho /= r;
|
1392
|
+
si.obj /= (r*r);
|
1393
|
+
si.upper_bound_p = 1/r;
|
1394
|
+
si.upper_bound_n = 1/r;
|
1395
|
+
}
|
1396
|
+
|
1397
|
+
private static void solve_one_class(Problem prob, Parameter param,
|
1398
|
+
double[] alpha, Solver.SolutionInfo si)
|
1399
|
+
{
|
1400
|
+
int l = prob.l;
|
1401
|
+
double[] zeros = new double[l];
|
1402
|
+
byte[] ones = new byte[l];
|
1403
|
+
int i;
|
1404
|
+
|
1405
|
+
int n = (int)(param.nu*prob.l); // # of alpha's at upper bound
|
1406
|
+
|
1407
|
+
for(i=0;i<n;i++)
|
1408
|
+
alpha[i] = 1;
|
1409
|
+
if(n<prob.l)
|
1410
|
+
alpha[n] = param.nu * prob.l - n;
|
1411
|
+
for(i=n+1;i<l;i++)
|
1412
|
+
alpha[i] = 0;
|
1413
|
+
|
1414
|
+
for(i=0;i<l;i++)
|
1415
|
+
{
|
1416
|
+
zeros[i] = 0;
|
1417
|
+
ones[i] = 1;
|
1418
|
+
}
|
1419
|
+
|
1420
|
+
Solver s = new Solver();
|
1421
|
+
s.Solve(l, new ONE_CLASS_Q(prob,param), zeros, ones,
|
1422
|
+
alpha, 1.0, 1.0, param.eps, si, param.shrinking);
|
1423
|
+
}
|
1424
|
+
|
1425
|
+
private static void solve_epsilon_svr(Problem prob, Parameter param,
|
1426
|
+
double[] alpha, Solver.SolutionInfo si)
|
1427
|
+
{
|
1428
|
+
int l = prob.l;
|
1429
|
+
double[] alpha2 = new double[2*l];
|
1430
|
+
double[] linear_term = new double[2*l];
|
1431
|
+
byte[] y = new byte[2*l];
|
1432
|
+
int i;
|
1433
|
+
|
1434
|
+
for(i=0;i<l;i++)
|
1435
|
+
{
|
1436
|
+
alpha2[i] = 0;
|
1437
|
+
linear_term[i] = param.p - prob.y[i];
|
1438
|
+
y[i] = 1;
|
1439
|
+
|
1440
|
+
alpha2[i+l] = 0;
|
1441
|
+
linear_term[i+l] = param.p + prob.y[i];
|
1442
|
+
y[i+l] = -1;
|
1443
|
+
}
|
1444
|
+
|
1445
|
+
Solver s = new Solver();
|
1446
|
+
s.Solve(2*l, new SVR_Q(prob,param), linear_term, y,
|
1447
|
+
alpha2, param.C, param.C, param.eps, si, param.shrinking);
|
1448
|
+
|
1449
|
+
double sum_alpha = 0;
|
1450
|
+
for(i=0;i<l;i++)
|
1451
|
+
{
|
1452
|
+
alpha[i] = alpha2[i] - alpha2[i+l];
|
1453
|
+
sum_alpha += Math.abs(alpha[i]);
|
1454
|
+
}
|
1455
|
+
Svm.info("nu = "+sum_alpha/(param.C*l)+"\n");
|
1456
|
+
}
|
1457
|
+
|
1458
|
+
private static void solve_nu_svr(Problem prob, Parameter param,
|
1459
|
+
double[] alpha, Solver.SolutionInfo si)
|
1460
|
+
{
|
1461
|
+
int l = prob.l;
|
1462
|
+
double C = param.C;
|
1463
|
+
double[] alpha2 = new double[2*l];
|
1464
|
+
double[] linear_term = new double[2*l];
|
1465
|
+
byte[] y = new byte[2*l];
|
1466
|
+
int i;
|
1467
|
+
|
1468
|
+
double sum = C * param.nu * l / 2;
|
1469
|
+
for(i=0;i<l;i++)
|
1470
|
+
{
|
1471
|
+
alpha2[i] = alpha2[i+l] = Math.min(sum,C);
|
1472
|
+
sum -= alpha2[i];
|
1473
|
+
|
1474
|
+
linear_term[i] = - prob.y[i];
|
1475
|
+
y[i] = 1;
|
1476
|
+
|
1477
|
+
linear_term[i+l] = prob.y[i];
|
1478
|
+
y[i+l] = -1;
|
1479
|
+
}
|
1480
|
+
|
1481
|
+
Solver_NU s = new Solver_NU();
|
1482
|
+
s.Solve(2*l, new SVR_Q(prob,param), linear_term, y,
|
1483
|
+
alpha2, C, C, param.eps, si, param.shrinking);
|
1484
|
+
|
1485
|
+
Svm.info("epsilon = "+(-si.r)+"\n");
|
1486
|
+
|
1487
|
+
for(i=0;i<l;i++)
|
1488
|
+
alpha[i] = alpha2[i] - alpha2[i+l];
|
1489
|
+
}
|
1490
|
+
|
1491
|
+
//
|
1492
|
+
// decision_function
|
1493
|
+
//
|
1494
|
+
static class decision_function
|
1495
|
+
{
|
1496
|
+
double[] alpha;
|
1497
|
+
double rho;
|
1498
|
+
double w_2; // PCL, taken from Gabor Melis
|
1499
|
+
};
|
1500
|
+
|
1501
|
+
static decision_function svm_train_one(
|
1502
|
+
Problem prob, Parameter param,
|
1503
|
+
double Cp, double Cn)
|
1504
|
+
{
|
1505
|
+
double[] alpha = new double[prob.l];
|
1506
|
+
Solver.SolutionInfo si = new Solver.SolutionInfo();
|
1507
|
+
switch(param.svm_type)
|
1508
|
+
{
|
1509
|
+
case Parameter.C_SVC:
|
1510
|
+
solve_c_svc(prob,param,alpha,si,Cp,Cn);
|
1511
|
+
break;
|
1512
|
+
case Parameter.NU_SVC:
|
1513
|
+
solve_nu_svc(prob,param,alpha,si);
|
1514
|
+
break;
|
1515
|
+
case Parameter.ONE_CLASS:
|
1516
|
+
solve_one_class(prob,param,alpha,si);
|
1517
|
+
break;
|
1518
|
+
case Parameter.EPSILON_SVR:
|
1519
|
+
solve_epsilon_svr(prob,param,alpha,si);
|
1520
|
+
break;
|
1521
|
+
case Parameter.NU_SVR:
|
1522
|
+
solve_nu_svr(prob,param,alpha,si);
|
1523
|
+
break;
|
1524
|
+
}
|
1525
|
+
|
1526
|
+
Svm.info("obj = "+si.obj+", rho = "+si.rho+"\n");
|
1527
|
+
|
1528
|
+
// output SVs
|
1529
|
+
|
1530
|
+
int nSV = 0;
|
1531
|
+
int nBSV = 0;
|
1532
|
+
for(int i=0;i<prob.l;i++)
|
1533
|
+
{
|
1534
|
+
if(Math.abs(alpha[i]) > 0)
|
1535
|
+
{
|
1536
|
+
++nSV;
|
1537
|
+
if(prob.y[i] > 0)
|
1538
|
+
{
|
1539
|
+
if(Math.abs(alpha[i]) >= si.upper_bound_p)
|
1540
|
+
++nBSV;
|
1541
|
+
}
|
1542
|
+
else
|
1543
|
+
{
|
1544
|
+
if(Math.abs(alpha[i]) >= si.upper_bound_n)
|
1545
|
+
++nBSV;
|
1546
|
+
}
|
1547
|
+
}
|
1548
|
+
}
|
1549
|
+
|
1550
|
+
Svm.info("nSV = "+nSV+", nBSV = "+nBSV+"\n");
|
1551
|
+
|
1552
|
+
decision_function f = new decision_function();
|
1553
|
+
f.alpha = alpha;
|
1554
|
+
f.rho = si.rho;
|
1555
|
+
f.w_2 = si.w_2; // PCL, taken from Gabor Melis
|
1556
|
+
|
1557
|
+
return f;
|
1558
|
+
}
|
1559
|
+
|
1560
|
+
// Platt's binary SVM Probablistic Output: an improvement from Lin et al.
|
1561
|
+
private static void sigmoid_train(int l, double[] dec_values, double[] labels,
|
1562
|
+
double[] probAB)
|
1563
|
+
{
|
1564
|
+
double A, B;
|
1565
|
+
double prior1=0, prior0 = 0;
|
1566
|
+
int i;
|
1567
|
+
|
1568
|
+
for (i=0;i<l;i++)
|
1569
|
+
if (labels[i] > 0) prior1+=1;
|
1570
|
+
else prior0+=1;
|
1571
|
+
|
1572
|
+
int max_iter=100; // Maximal number of iterations
|
1573
|
+
double min_step=1e-10; // Minimal step taken in line search
|
1574
|
+
double sigma=1e-12; // For numerically strict PD of Hessian
|
1575
|
+
double eps=1e-5;
|
1576
|
+
double hiTarget=(prior1+1.0)/(prior1+2.0);
|
1577
|
+
double loTarget=1/(prior0+2.0);
|
1578
|
+
double[] t= new double[l];
|
1579
|
+
double fApB,p,q,h11,h22,h21,g1,g2,det,dA,dB,gd,stepsize;
|
1580
|
+
double newA,newB,newf,d1,d2;
|
1581
|
+
int iter;
|
1582
|
+
|
1583
|
+
// Initial Point and Initial Fun Value
|
1584
|
+
A=0.0; B=Math.log((prior0+1.0)/(prior1+1.0));
|
1585
|
+
double fval = 0.0;
|
1586
|
+
|
1587
|
+
for (i=0;i<l;i++)
|
1588
|
+
{
|
1589
|
+
if (labels[i]>0) t[i]=hiTarget;
|
1590
|
+
else t[i]=loTarget;
|
1591
|
+
fApB = dec_values[i]*A+B;
|
1592
|
+
if (fApB>=0)
|
1593
|
+
fval += t[i]*fApB + Math.log(1+Math.exp(-fApB));
|
1594
|
+
else
|
1595
|
+
fval += (t[i] - 1)*fApB +Math.log(1+Math.exp(fApB));
|
1596
|
+
}
|
1597
|
+
for (iter=0;iter<max_iter;iter++)
|
1598
|
+
{
|
1599
|
+
// Update Gradient and Hessian (use H' = H + sigma I)
|
1600
|
+
h11=sigma; // numerically ensures strict PD
|
1601
|
+
h22=sigma;
|
1602
|
+
h21=0.0;g1=0.0;g2=0.0;
|
1603
|
+
for (i=0;i<l;i++)
|
1604
|
+
{
|
1605
|
+
fApB = dec_values[i]*A+B;
|
1606
|
+
if (fApB >= 0)
|
1607
|
+
{
|
1608
|
+
p=Math.exp(-fApB)/(1.0+Math.exp(-fApB));
|
1609
|
+
q=1.0/(1.0+Math.exp(-fApB));
|
1610
|
+
}
|
1611
|
+
else
|
1612
|
+
{
|
1613
|
+
p=1.0/(1.0+Math.exp(fApB));
|
1614
|
+
q=Math.exp(fApB)/(1.0+Math.exp(fApB));
|
1615
|
+
}
|
1616
|
+
d2=p*q;
|
1617
|
+
h11+=dec_values[i]*dec_values[i]*d2;
|
1618
|
+
h22+=d2;
|
1619
|
+
h21+=dec_values[i]*d2;
|
1620
|
+
d1=t[i]-p;
|
1621
|
+
g1+=dec_values[i]*d1;
|
1622
|
+
g2+=d1;
|
1623
|
+
}
|
1624
|
+
|
1625
|
+
// Stopping Criteria
|
1626
|
+
if (Math.abs(g1)<eps && Math.abs(g2)<eps)
|
1627
|
+
break;
|
1628
|
+
|
1629
|
+
// Finding Newton direction: -inv(H') * g
|
1630
|
+
det=h11*h22-h21*h21;
|
1631
|
+
dA=-(h22*g1 - h21 * g2) / det;
|
1632
|
+
dB=-(-h21*g1+ h11 * g2) / det;
|
1633
|
+
gd=g1*dA+g2*dB;
|
1634
|
+
|
1635
|
+
|
1636
|
+
stepsize = 1; // Line Search
|
1637
|
+
while (stepsize >= min_step)
|
1638
|
+
{
|
1639
|
+
newA = A + stepsize * dA;
|
1640
|
+
newB = B + stepsize * dB;
|
1641
|
+
|
1642
|
+
// New function value
|
1643
|
+
newf = 0.0;
|
1644
|
+
for (i=0;i<l;i++)
|
1645
|
+
{
|
1646
|
+
fApB = dec_values[i]*newA+newB;
|
1647
|
+
if (fApB >= 0)
|
1648
|
+
newf += t[i]*fApB + Math.log(1+Math.exp(-fApB));
|
1649
|
+
else
|
1650
|
+
newf += (t[i] - 1)*fApB +Math.log(1+Math.exp(fApB));
|
1651
|
+
}
|
1652
|
+
// Check sufficient decrease
|
1653
|
+
if (newf<fval+0.0001*stepsize*gd)
|
1654
|
+
{
|
1655
|
+
A=newA;B=newB;fval=newf;
|
1656
|
+
break;
|
1657
|
+
}
|
1658
|
+
else
|
1659
|
+
stepsize = stepsize / 2.0;
|
1660
|
+
}
|
1661
|
+
|
1662
|
+
if (stepsize < min_step)
|
1663
|
+
{
|
1664
|
+
Svm.info("Line search fails in two-class probability estimates\n");
|
1665
|
+
break;
|
1666
|
+
}
|
1667
|
+
}
|
1668
|
+
|
1669
|
+
if (iter>=max_iter)
|
1670
|
+
Svm.info("Reaching maximal iterations in two-class probability estimates\n");
|
1671
|
+
probAB[0]=A;probAB[1]=B;
|
1672
|
+
}
|
1673
|
+
|
1674
|
+
private static double sigmoid_predict(double decision_value, double A, double B)
|
1675
|
+
{
|
1676
|
+
double fApB = decision_value*A+B;
|
1677
|
+
if (fApB >= 0)
|
1678
|
+
return Math.exp(-fApB)/(1.0+Math.exp(-fApB));
|
1679
|
+
else
|
1680
|
+
return 1.0/(1+Math.exp(fApB)) ;
|
1681
|
+
}
|
1682
|
+
|
1683
|
+
// Method 2 from the multiclass_prob paper by Wu, Lin, and Weng
|
1684
|
+
private static void multiclass_probability(int k, double[][] r, double[] p)
|
1685
|
+
{
|
1686
|
+
int t,j;
|
1687
|
+
int iter = 0, max_iter=Math.max(100,k);
|
1688
|
+
double[][] Q=new double[k][k];
|
1689
|
+
double[] Qp=new double[k];
|
1690
|
+
double pQp, eps=0.005/k;
|
1691
|
+
|
1692
|
+
for (t=0;t<k;t++)
|
1693
|
+
{
|
1694
|
+
p[t]=1.0/k; // Valid if k = 1
|
1695
|
+
Q[t][t]=0;
|
1696
|
+
for (j=0;j<t;j++)
|
1697
|
+
{
|
1698
|
+
Q[t][t]+=r[j][t]*r[j][t];
|
1699
|
+
Q[t][j]=Q[j][t];
|
1700
|
+
}
|
1701
|
+
for (j=t+1;j<k;j++)
|
1702
|
+
{
|
1703
|
+
Q[t][t]+=r[j][t]*r[j][t];
|
1704
|
+
Q[t][j]=-r[j][t]*r[t][j];
|
1705
|
+
}
|
1706
|
+
}
|
1707
|
+
for (iter=0;iter<max_iter;iter++)
|
1708
|
+
{
|
1709
|
+
// stopping condition, recalculate QP,pQP for numerical accuracy
|
1710
|
+
pQp=0;
|
1711
|
+
for (t=0;t<k;t++)
|
1712
|
+
{
|
1713
|
+
Qp[t]=0;
|
1714
|
+
for (j=0;j<k;j++)
|
1715
|
+
Qp[t]+=Q[t][j]*p[j];
|
1716
|
+
pQp+=p[t]*Qp[t];
|
1717
|
+
}
|
1718
|
+
double max_error=0;
|
1719
|
+
for (t=0;t<k;t++)
|
1720
|
+
{
|
1721
|
+
double error=Math.abs(Qp[t]-pQp);
|
1722
|
+
if (error>max_error)
|
1723
|
+
max_error=error;
|
1724
|
+
}
|
1725
|
+
if (max_error<eps) break;
|
1726
|
+
|
1727
|
+
for (t=0;t<k;t++)
|
1728
|
+
{
|
1729
|
+
double diff=(-Qp[t]+pQp)/Q[t][t];
|
1730
|
+
p[t]+=diff;
|
1731
|
+
pQp=(pQp+diff*(diff*Q[t][t]+2*Qp[t]))/(1+diff)/(1+diff);
|
1732
|
+
for (j=0;j<k;j++)
|
1733
|
+
{
|
1734
|
+
Qp[j]=(Qp[j]+diff*Q[t][j])/(1+diff);
|
1735
|
+
p[j]/=(1+diff);
|
1736
|
+
}
|
1737
|
+
}
|
1738
|
+
}
|
1739
|
+
if (iter>=max_iter)
|
1740
|
+
Svm.info("Exceeds max_iter in multiclass_prob\n");
|
1741
|
+
}
|
1742
|
+
|
1743
|
+
// Cross-validation decision values for probability estimates
|
1744
|
+
private static void svm_binary_svc_probability(Problem prob, Parameter param, double Cp, double Cn, double[] probAB)
|
1745
|
+
{
|
1746
|
+
int i;
|
1747
|
+
int nr_fold = 5;
|
1748
|
+
int[] perm = new int[prob.l];
|
1749
|
+
double[] dec_values = new double[prob.l];
|
1750
|
+
|
1751
|
+
// random shuffle
|
1752
|
+
for(i=0;i<prob.l;i++) perm[i]=i;
|
1753
|
+
for(i=0;i<prob.l;i++)
|
1754
|
+
{
|
1755
|
+
int j = i+rand.nextInt(prob.l-i);
|
1756
|
+
do {int _=perm[i]; perm[i]=perm[j]; perm[j]=_;} while(false);
|
1757
|
+
}
|
1758
|
+
for(i=0;i<nr_fold;i++)
|
1759
|
+
{
|
1760
|
+
int begin = i*prob.l/nr_fold;
|
1761
|
+
int end = (i+1)*prob.l/nr_fold;
|
1762
|
+
int j,k;
|
1763
|
+
Problem subprob = new Problem();
|
1764
|
+
|
1765
|
+
subprob.l = prob.l-(end-begin);
|
1766
|
+
subprob.x = new Node[subprob.l][];
|
1767
|
+
subprob.y = new double[subprob.l];
|
1768
|
+
|
1769
|
+
k=0;
|
1770
|
+
for(j=0;j<begin;j++)
|
1771
|
+
{
|
1772
|
+
subprob.x[k] = prob.x[perm[j]];
|
1773
|
+
subprob.y[k] = prob.y[perm[j]];
|
1774
|
+
++k;
|
1775
|
+
}
|
1776
|
+
for(j=end;j<prob.l;j++)
|
1777
|
+
{
|
1778
|
+
subprob.x[k] = prob.x[perm[j]];
|
1779
|
+
subprob.y[k] = prob.y[perm[j]];
|
1780
|
+
++k;
|
1781
|
+
}
|
1782
|
+
int p_count=0,n_count=0;
|
1783
|
+
for(j=0;j<k;j++)
|
1784
|
+
if(subprob.y[j]>0)
|
1785
|
+
p_count++;
|
1786
|
+
else
|
1787
|
+
n_count++;
|
1788
|
+
|
1789
|
+
if(p_count==0 && n_count==0)
|
1790
|
+
for(j=begin;j<end;j++)
|
1791
|
+
dec_values[perm[j]] = 0;
|
1792
|
+
else if(p_count > 0 && n_count == 0)
|
1793
|
+
for(j=begin;j<end;j++)
|
1794
|
+
dec_values[perm[j]] = 1;
|
1795
|
+
else if(p_count == 0 && n_count > 0)
|
1796
|
+
for(j=begin;j<end;j++)
|
1797
|
+
dec_values[perm[j]] = -1;
|
1798
|
+
else
|
1799
|
+
{
|
1800
|
+
Parameter subparam = (Parameter)param.clone();
|
1801
|
+
subparam.probability=0;
|
1802
|
+
subparam.C=1.0;
|
1803
|
+
subparam.nr_weight=2;
|
1804
|
+
subparam.weight_label = new int[2];
|
1805
|
+
subparam.weight = new double[2];
|
1806
|
+
subparam.weight_label[0]=+1;
|
1807
|
+
subparam.weight_label[1]=-1;
|
1808
|
+
subparam.weight[0]=Cp;
|
1809
|
+
subparam.weight[1]=Cn;
|
1810
|
+
Model submodel = svm_train(subprob,subparam);
|
1811
|
+
for(j=begin;j<end;j++)
|
1812
|
+
{
|
1813
|
+
double[] dec_value=new double[1];
|
1814
|
+
svm_predict_values(submodel,prob.x[perm[j]],dec_value);
|
1815
|
+
dec_values[perm[j]]=dec_value[0];
|
1816
|
+
// ensure +1 -1 order; reason not using CV subroutine
|
1817
|
+
dec_values[perm[j]] *= submodel.label[0];
|
1818
|
+
}
|
1819
|
+
}
|
1820
|
+
}
|
1821
|
+
sigmoid_train(prob.l,dec_values,prob.y,probAB);
|
1822
|
+
}
|
1823
|
+
|
1824
|
+
// Return parameter of a Laplace distribution
|
1825
|
+
private static double svm_svr_probability(Problem prob, Parameter param)
|
1826
|
+
{
|
1827
|
+
int i;
|
1828
|
+
int nr_fold = 5;
|
1829
|
+
double[] ymv = new double[prob.l];
|
1830
|
+
double mae = 0;
|
1831
|
+
|
1832
|
+
Parameter newparam = (Parameter)param.clone();
|
1833
|
+
newparam.probability = 0;
|
1834
|
+
svm_cross_validation(prob,newparam,nr_fold,ymv);
|
1835
|
+
for(i=0;i<prob.l;i++)
|
1836
|
+
{
|
1837
|
+
ymv[i]=prob.y[i]-ymv[i];
|
1838
|
+
mae += Math.abs(ymv[i]);
|
1839
|
+
}
|
1840
|
+
mae /= prob.l;
|
1841
|
+
double std=Math.sqrt(2*mae*mae);
|
1842
|
+
int count=0;
|
1843
|
+
mae=0;
|
1844
|
+
for(i=0;i<prob.l;i++)
|
1845
|
+
if (Math.abs(ymv[i]) > 5*std)
|
1846
|
+
count=count+1;
|
1847
|
+
else
|
1848
|
+
mae+=Math.abs(ymv[i]);
|
1849
|
+
mae /= (prob.l-count);
|
1850
|
+
Svm.info("Prob. model for test data: target value = predicted value + z,\nz: Laplace distribution e^(-|z|/sigma)/(2sigma),sigma="+mae+"\n");
|
1851
|
+
return mae;
|
1852
|
+
}
|
1853
|
+
|
1854
|
+
// label: label name, start: begin of each class, count: #data of classes, perm: indices to the original data
|
1855
|
+
// perm, length l, must be allocated before calling this subroutine
|
1856
|
+
private static void svm_group_classes(Problem prob, int[] nr_class_ret, int[][] label_ret, int[][] start_ret, int[][] count_ret, int[] perm)
|
1857
|
+
{
|
1858
|
+
int l = prob.l;
|
1859
|
+
int max_nr_class = 16;
|
1860
|
+
int nr_class = 0;
|
1861
|
+
int[] label = new int[max_nr_class];
|
1862
|
+
int[] count = new int[max_nr_class];
|
1863
|
+
int[] data_label = new int[l];
|
1864
|
+
int i;
|
1865
|
+
|
1866
|
+
for(i=0;i<l;i++)
|
1867
|
+
{
|
1868
|
+
int this_label = (int)(prob.y[i]);
|
1869
|
+
int j;
|
1870
|
+
for(j=0;j<nr_class;j++)
|
1871
|
+
{
|
1872
|
+
if(this_label == label[j])
|
1873
|
+
{
|
1874
|
+
++count[j];
|
1875
|
+
break;
|
1876
|
+
}
|
1877
|
+
}
|
1878
|
+
data_label[i] = j;
|
1879
|
+
if(j == nr_class)
|
1880
|
+
{
|
1881
|
+
if(nr_class == max_nr_class)
|
1882
|
+
{
|
1883
|
+
max_nr_class *= 2;
|
1884
|
+
int[] new_data = new int[max_nr_class];
|
1885
|
+
System.arraycopy(label,0,new_data,0,label.length);
|
1886
|
+
label = new_data;
|
1887
|
+
new_data = new int[max_nr_class];
|
1888
|
+
System.arraycopy(count,0,new_data,0,count.length);
|
1889
|
+
count = new_data;
|
1890
|
+
}
|
1891
|
+
label[nr_class] = this_label;
|
1892
|
+
count[nr_class] = 1;
|
1893
|
+
++nr_class;
|
1894
|
+
}
|
1895
|
+
}
|
1896
|
+
|
1897
|
+
int[] start = new int[nr_class];
|
1898
|
+
start[0] = 0;
|
1899
|
+
for(i=1;i<nr_class;i++)
|
1900
|
+
start[i] = start[i-1]+count[i-1];
|
1901
|
+
for(i=0;i<l;i++)
|
1902
|
+
{
|
1903
|
+
perm[start[data_label[i]]] = i;
|
1904
|
+
++start[data_label[i]];
|
1905
|
+
}
|
1906
|
+
start[0] = 0;
|
1907
|
+
for(i=1;i<nr_class;i++)
|
1908
|
+
start[i] = start[i-1]+count[i-1];
|
1909
|
+
|
1910
|
+
nr_class_ret[0] = nr_class;
|
1911
|
+
label_ret[0] = label;
|
1912
|
+
start_ret[0] = start;
|
1913
|
+
count_ret[0] = count;
|
1914
|
+
}
|
1915
|
+
|
1916
|
+
//
|
1917
|
+
// Interface functions
|
1918
|
+
//
|
1919
|
+
public static Model svm_train(Problem prob, Parameter param)
|
1920
|
+
{
|
1921
|
+
Model model = new Model();
|
1922
|
+
model.param = param;
|
1923
|
+
|
1924
|
+
if(param.svm_type == Parameter.ONE_CLASS ||
|
1925
|
+
param.svm_type == Parameter.EPSILON_SVR ||
|
1926
|
+
param.svm_type == Parameter.NU_SVR)
|
1927
|
+
{
|
1928
|
+
// regression or one-class-svm
|
1929
|
+
model.nr_class = 2;
|
1930
|
+
model.label = null;
|
1931
|
+
model.nSV = null;
|
1932
|
+
model.probA = null; model.probB = null;
|
1933
|
+
model.sv_coef = new double[1][];
|
1934
|
+
|
1935
|
+
if(param.probability == 1 &&
|
1936
|
+
(param.svm_type == Parameter.EPSILON_SVR ||
|
1937
|
+
param.svm_type == Parameter.NU_SVR))
|
1938
|
+
{
|
1939
|
+
model.probA = new double[1];
|
1940
|
+
model.probA[0] = svm_svr_probability(prob,param);
|
1941
|
+
}
|
1942
|
+
|
1943
|
+
decision_function f = svm_train_one(prob,param,0,0);
|
1944
|
+
model.rho = new double[1];
|
1945
|
+
model.rho[0] = f.rho;
|
1946
|
+
model.w_2 = new double[] { f.w_2 }; // PCL, from Gabor Melis
|
1947
|
+
|
1948
|
+
int nSV = 0;
|
1949
|
+
int i;
|
1950
|
+
for(i=0;i<prob.l;i++)
|
1951
|
+
if(Math.abs(f.alpha[i]) > 0) ++nSV;
|
1952
|
+
model.l = nSV;
|
1953
|
+
model.SV = new Node[nSV][];
|
1954
|
+
model.sv_coef[0] = new double[nSV];
|
1955
|
+
int j = 0;
|
1956
|
+
for(i=0;i<prob.l;i++)
|
1957
|
+
if(Math.abs(f.alpha[i]) > 0)
|
1958
|
+
{
|
1959
|
+
model.SV[j] = prob.x[i];
|
1960
|
+
model.sv_coef[0][j] = f.alpha[i];
|
1961
|
+
++j;
|
1962
|
+
}
|
1963
|
+
}
|
1964
|
+
else
|
1965
|
+
{
|
1966
|
+
// classification
|
1967
|
+
int l = prob.l;
|
1968
|
+
int[] tmp_nr_class = new int[1];
|
1969
|
+
int[][] tmp_label = new int[1][];
|
1970
|
+
int[][] tmp_start = new int[1][];
|
1971
|
+
int[][] tmp_count = new int[1][];
|
1972
|
+
int[] perm = new int[l];
|
1973
|
+
|
1974
|
+
// group training data of the same class
|
1975
|
+
svm_group_classes(prob,tmp_nr_class,tmp_label,tmp_start,tmp_count,perm);
|
1976
|
+
int nr_class = tmp_nr_class[0];
|
1977
|
+
int[] label = tmp_label[0];
|
1978
|
+
int[] start = tmp_start[0];
|
1979
|
+
int[] count = tmp_count[0];
|
1980
|
+
|
1981
|
+
if(nr_class == 1)
|
1982
|
+
Svm.info("WARNING: training data in only one class. See README for details.\n");
|
1983
|
+
|
1984
|
+
Node[][] x = new Node[l][];
|
1985
|
+
int i;
|
1986
|
+
for(i=0;i<l;i++)
|
1987
|
+
x[i] = prob.x[perm[i]];
|
1988
|
+
|
1989
|
+
// calculate weighted C
|
1990
|
+
|
1991
|
+
double[] weighted_C = new double[nr_class];
|
1992
|
+
for(i=0;i<nr_class;i++)
|
1993
|
+
weighted_C[i] = param.C;
|
1994
|
+
for(i=0;i<param.nr_weight;i++)
|
1995
|
+
{
|
1996
|
+
int j;
|
1997
|
+
for(j=0;j<nr_class;j++)
|
1998
|
+
if(param.weight_label[i] == label[j])
|
1999
|
+
break;
|
2000
|
+
if(j == nr_class)
|
2001
|
+
System.err.print("WARNING: class label "+param.weight_label[i]+" specified in weight is not found\n");
|
2002
|
+
else
|
2003
|
+
weighted_C[j] *= param.weight[i];
|
2004
|
+
}
|
2005
|
+
|
2006
|
+
// train k*(k-1)/2 models
|
2007
|
+
|
2008
|
+
boolean[] nonzero = new boolean[l];
|
2009
|
+
for(i=0;i<l;i++)
|
2010
|
+
nonzero[i] = false;
|
2011
|
+
decision_function[] f = new decision_function[nr_class*(nr_class-1)/2];
|
2012
|
+
|
2013
|
+
double[] probA=null,probB=null;
|
2014
|
+
if (param.probability == 1)
|
2015
|
+
{
|
2016
|
+
probA=new double[nr_class*(nr_class-1)/2];
|
2017
|
+
probB=new double[nr_class*(nr_class-1)/2];
|
2018
|
+
}
|
2019
|
+
|
2020
|
+
int p = 0;
|
2021
|
+
for(i=0;i<nr_class;i++)
|
2022
|
+
for(int j=i+1;j<nr_class;j++)
|
2023
|
+
{
|
2024
|
+
Problem sub_prob = new Problem();
|
2025
|
+
int si = start[i], sj = start[j];
|
2026
|
+
int ci = count[i], cj = count[j];
|
2027
|
+
sub_prob.l = ci+cj;
|
2028
|
+
sub_prob.x = new Node[sub_prob.l][];
|
2029
|
+
sub_prob.y = new double[sub_prob.l];
|
2030
|
+
int k;
|
2031
|
+
for(k=0;k<ci;k++)
|
2032
|
+
{
|
2033
|
+
sub_prob.x[k] = x[si+k];
|
2034
|
+
sub_prob.y[k] = +1;
|
2035
|
+
}
|
2036
|
+
for(k=0;k<cj;k++)
|
2037
|
+
{
|
2038
|
+
sub_prob.x[ci+k] = x[sj+k];
|
2039
|
+
sub_prob.y[ci+k] = -1;
|
2040
|
+
}
|
2041
|
+
|
2042
|
+
if(param.probability == 1)
|
2043
|
+
{
|
2044
|
+
double[] probAB=new double[2];
|
2045
|
+
svm_binary_svc_probability(sub_prob,param,weighted_C[i],weighted_C[j],probAB);
|
2046
|
+
probA[p]=probAB[0];
|
2047
|
+
probB[p]=probAB[1];
|
2048
|
+
}
|
2049
|
+
|
2050
|
+
f[p] = svm_train_one(sub_prob,param,weighted_C[i],weighted_C[j]);
|
2051
|
+
for(k=0;k<ci;k++)
|
2052
|
+
if(!nonzero[si+k] && Math.abs(f[p].alpha[k]) > 0)
|
2053
|
+
nonzero[si+k] = true;
|
2054
|
+
for(k=0;k<cj;k++)
|
2055
|
+
if(!nonzero[sj+k] && Math.abs(f[p].alpha[ci+k]) > 0)
|
2056
|
+
nonzero[sj+k] = true;
|
2057
|
+
++p;
|
2058
|
+
}
|
2059
|
+
|
2060
|
+
// build output
|
2061
|
+
|
2062
|
+
model.nr_class = nr_class;
|
2063
|
+
|
2064
|
+
model.label = new int[nr_class];
|
2065
|
+
for(i=0;i<nr_class;i++)
|
2066
|
+
model.label[i] = label[i];
|
2067
|
+
|
2068
|
+
model.rho = new double[nr_class*(nr_class-1)/2];
|
2069
|
+
model.w_2 = new double[nr_class*(nr_class-1)/2]; // PCL
|
2070
|
+
for(i=0;i<nr_class*(nr_class-1)/2;i++) {
|
2071
|
+
model.rho[i] = f[i].rho;
|
2072
|
+
model.w_2[i] = f[i].w_2; // PCL
|
2073
|
+
}
|
2074
|
+
|
2075
|
+
if(param.probability == 1)
|
2076
|
+
{
|
2077
|
+
model.probA = new double[nr_class*(nr_class-1)/2];
|
2078
|
+
model.probB = new double[nr_class*(nr_class-1)/2];
|
2079
|
+
for(i=0;i<nr_class*(nr_class-1)/2;i++)
|
2080
|
+
{
|
2081
|
+
model.probA[i] = probA[i];
|
2082
|
+
model.probB[i] = probB[i];
|
2083
|
+
}
|
2084
|
+
}
|
2085
|
+
else
|
2086
|
+
{
|
2087
|
+
model.probA=null;
|
2088
|
+
model.probB=null;
|
2089
|
+
}
|
2090
|
+
|
2091
|
+
int nnz = 0;
|
2092
|
+
int[] nz_count = new int[nr_class];
|
2093
|
+
model.nSV = new int[nr_class];
|
2094
|
+
for(i=0;i<nr_class;i++)
|
2095
|
+
{
|
2096
|
+
int nSV = 0;
|
2097
|
+
for(int j=0;j<count[i];j++)
|
2098
|
+
if(nonzero[start[i]+j])
|
2099
|
+
{
|
2100
|
+
++nSV;
|
2101
|
+
++nnz;
|
2102
|
+
}
|
2103
|
+
model.nSV[i] = nSV;
|
2104
|
+
nz_count[i] = nSV;
|
2105
|
+
}
|
2106
|
+
|
2107
|
+
Svm.info("Total nSV = "+nnz+"\n");
|
2108
|
+
|
2109
|
+
model.l = nnz;
|
2110
|
+
model.SV = new Node[nnz][];
|
2111
|
+
model.sv_indices = new int[nnz];
|
2112
|
+
p = 0;
|
2113
|
+
for(i=0;i<l;i++)
|
2114
|
+
if(nonzero[i]) {
|
2115
|
+
model.SV[p] = x[i];
|
2116
|
+
model.sv_indices[p] = perm[i]; // PCL, to retrieve support-vectors
|
2117
|
+
p += 1;
|
2118
|
+
}
|
2119
|
+
|
2120
|
+
int[] nz_start = new int[nr_class];
|
2121
|
+
nz_start[0] = 0;
|
2122
|
+
for(i=1;i<nr_class;i++)
|
2123
|
+
nz_start[i] = nz_start[i-1]+nz_count[i-1];
|
2124
|
+
|
2125
|
+
model.sv_coef = new double[nr_class-1][];
|
2126
|
+
for(i=0;i<nr_class-1;i++)
|
2127
|
+
model.sv_coef[i] = new double[nnz];
|
2128
|
+
|
2129
|
+
p = 0;
|
2130
|
+
for(i=0;i<nr_class;i++)
|
2131
|
+
for(int j=i+1;j<nr_class;j++)
|
2132
|
+
{
|
2133
|
+
// classifier (i,j): coefficients with
|
2134
|
+
// i are in sv_coef[j-1][nz_start[i]...],
|
2135
|
+
// j are in sv_coef[i][nz_start[j]...]
|
2136
|
+
|
2137
|
+
int si = start[i];
|
2138
|
+
int sj = start[j];
|
2139
|
+
int ci = count[i];
|
2140
|
+
int cj = count[j];
|
2141
|
+
|
2142
|
+
int q = nz_start[i];
|
2143
|
+
int k;
|
2144
|
+
for(k=0;k<ci;k++)
|
2145
|
+
if(nonzero[si+k])
|
2146
|
+
model.sv_coef[j-1][q++] = f[p].alpha[k];
|
2147
|
+
q = nz_start[j];
|
2148
|
+
for(k=0;k<cj;k++)
|
2149
|
+
if(nonzero[sj+k])
|
2150
|
+
model.sv_coef[i][q++] = f[p].alpha[ci+k];
|
2151
|
+
++p;
|
2152
|
+
}
|
2153
|
+
}
|
2154
|
+
return model;
|
2155
|
+
}
|
2156
|
+
|
2157
|
+
// Stratified cross validation
|
2158
|
+
public static void svm_cross_validation(Problem prob, Parameter param, int nr_fold, double[] target)
|
2159
|
+
{
|
2160
|
+
int i;
|
2161
|
+
int[] fold_start = new int[nr_fold+1];
|
2162
|
+
int l = prob.l;
|
2163
|
+
int[] perm = new int[l];
|
2164
|
+
|
2165
|
+
// stratified cv may not give leave-one-out rate
|
2166
|
+
// Each class to l folds -> some folds may have zero elements
|
2167
|
+
if((param.svm_type == Parameter.C_SVC ||
|
2168
|
+
param.svm_type == Parameter.NU_SVC) && nr_fold < l)
|
2169
|
+
{
|
2170
|
+
int[] tmp_nr_class = new int[1];
|
2171
|
+
int[][] tmp_label = new int[1][];
|
2172
|
+
int[][] tmp_start = new int[1][];
|
2173
|
+
int[][] tmp_count = new int[1][];
|
2174
|
+
|
2175
|
+
svm_group_classes(prob,tmp_nr_class,tmp_label,tmp_start,tmp_count,perm);
|
2176
|
+
|
2177
|
+
int nr_class = tmp_nr_class[0];
|
2178
|
+
int[] start = tmp_start[0];
|
2179
|
+
int[] count = tmp_count[0];
|
2180
|
+
|
2181
|
+
// random shuffle and then data grouped by fold using the array perm
|
2182
|
+
int[] fold_count = new int[nr_fold];
|
2183
|
+
int c;
|
2184
|
+
int[] index = new int[l];
|
2185
|
+
for(i=0;i<l;i++)
|
2186
|
+
index[i]=perm[i];
|
2187
|
+
for (c=0; c<nr_class; c++)
|
2188
|
+
for(i=0;i<count[c];i++)
|
2189
|
+
{
|
2190
|
+
int j = i+rand.nextInt(count[c]-i);
|
2191
|
+
do {int _=index[start[c]+j]; index[start[c]+j]=index[start[c]+i]; index[start[c]+i]=_;} while(false);
|
2192
|
+
}
|
2193
|
+
for(i=0;i<nr_fold;i++)
|
2194
|
+
{
|
2195
|
+
fold_count[i] = 0;
|
2196
|
+
for (c=0; c<nr_class;c++)
|
2197
|
+
fold_count[i]+=(i+1)*count[c]/nr_fold-i*count[c]/nr_fold;
|
2198
|
+
}
|
2199
|
+
fold_start[0]=0;
|
2200
|
+
for (i=1;i<=nr_fold;i++)
|
2201
|
+
fold_start[i] = fold_start[i-1]+fold_count[i-1];
|
2202
|
+
for (c=0; c<nr_class;c++)
|
2203
|
+
for(i=0;i<nr_fold;i++)
|
2204
|
+
{
|
2205
|
+
int begin = start[c]+i*count[c]/nr_fold;
|
2206
|
+
int end = start[c]+(i+1)*count[c]/nr_fold;
|
2207
|
+
for(int j=begin;j<end;j++)
|
2208
|
+
{
|
2209
|
+
perm[fold_start[i]] = index[j];
|
2210
|
+
fold_start[i]++;
|
2211
|
+
}
|
2212
|
+
}
|
2213
|
+
fold_start[0]=0;
|
2214
|
+
for (i=1;i<=nr_fold;i++)
|
2215
|
+
fold_start[i] = fold_start[i-1]+fold_count[i-1];
|
2216
|
+
}
|
2217
|
+
else
|
2218
|
+
{
|
2219
|
+
for(i=0;i<l;i++) perm[i]=i;
|
2220
|
+
for(i=0;i<l;i++)
|
2221
|
+
{
|
2222
|
+
int j = i+rand.nextInt(l-i);
|
2223
|
+
do {int _=perm[i]; perm[i]=perm[j]; perm[j]=_;} while(false);
|
2224
|
+
}
|
2225
|
+
for(i=0;i<=nr_fold;i++)
|
2226
|
+
fold_start[i]=i*l/nr_fold;
|
2227
|
+
}
|
2228
|
+
|
2229
|
+
for(i=0;i<nr_fold;i++)
|
2230
|
+
{
|
2231
|
+
int begin = fold_start[i];
|
2232
|
+
int end = fold_start[i+1];
|
2233
|
+
int j,k;
|
2234
|
+
Problem subprob = new Problem();
|
2235
|
+
|
2236
|
+
subprob.l = l-(end-begin);
|
2237
|
+
subprob.x = new Node[subprob.l][];
|
2238
|
+
subprob.y = new double[subprob.l];
|
2239
|
+
|
2240
|
+
k=0;
|
2241
|
+
for(j=0;j<begin;j++)
|
2242
|
+
{
|
2243
|
+
subprob.x[k] = prob.x[perm[j]];
|
2244
|
+
subprob.y[k] = prob.y[perm[j]];
|
2245
|
+
++k;
|
2246
|
+
}
|
2247
|
+
for(j=end;j<l;j++)
|
2248
|
+
{
|
2249
|
+
subprob.x[k] = prob.x[perm[j]];
|
2250
|
+
subprob.y[k] = prob.y[perm[j]];
|
2251
|
+
++k;
|
2252
|
+
}
|
2253
|
+
Model submodel = svm_train(subprob,param);
|
2254
|
+
if(param.probability==1 &&
|
2255
|
+
(param.svm_type == Parameter.C_SVC ||
|
2256
|
+
param.svm_type == Parameter.NU_SVC))
|
2257
|
+
{
|
2258
|
+
double[] prob_estimates= new double[svm_get_nr_class(submodel)];
|
2259
|
+
for(j=begin;j<end;j++)
|
2260
|
+
target[perm[j]] = svm_predict_probability(submodel,prob.x[perm[j]],prob_estimates);
|
2261
|
+
}
|
2262
|
+
else
|
2263
|
+
for(j=begin;j<end;j++)
|
2264
|
+
target[perm[j]] = svm_predict(submodel,prob.x[perm[j]]);
|
2265
|
+
}
|
2266
|
+
}
|
2267
|
+
|
2268
|
+
public static int svm_get_svm_type(Model model)
|
2269
|
+
{
|
2270
|
+
return model.param.svm_type;
|
2271
|
+
}
|
2272
|
+
|
2273
|
+
public static int svm_get_nr_class(Model model)
|
2274
|
+
{
|
2275
|
+
return model.nr_class;
|
2276
|
+
}
|
2277
|
+
|
2278
|
+
public static void svm_get_labels(Model model, int[] label)
|
2279
|
+
{
|
2280
|
+
if (model.label != null)
|
2281
|
+
for(int i=0;i<model.nr_class;i++)
|
2282
|
+
label[i] = model.label[i];
|
2283
|
+
}
|
2284
|
+
|
2285
|
+
public static double svm_get_svr_probability(Model model)
|
2286
|
+
{
|
2287
|
+
if ((model.param.svm_type == Parameter.EPSILON_SVR || model.param.svm_type == Parameter.NU_SVR) &&
|
2288
|
+
model.probA!=null)
|
2289
|
+
return model.probA[0];
|
2290
|
+
else
|
2291
|
+
{
|
2292
|
+
System.err.print("Model doesn't contain information for SVR probability inference\n");
|
2293
|
+
return 0;
|
2294
|
+
}
|
2295
|
+
}
|
2296
|
+
|
2297
|
+
public static double svm_predict_values(Model model, Node[] x, double[] dec_values)
|
2298
|
+
{
|
2299
|
+
int i;
|
2300
|
+
if(model.param.svm_type == Parameter.ONE_CLASS ||
|
2301
|
+
model.param.svm_type == Parameter.EPSILON_SVR ||
|
2302
|
+
model.param.svm_type == Parameter.NU_SVR)
|
2303
|
+
{
|
2304
|
+
double[] sv_coef = model.sv_coef[0];
|
2305
|
+
double sum = 0;
|
2306
|
+
for(i=0;i<model.l;i++)
|
2307
|
+
sum += sv_coef[i] * Kernel.k_function(x,model.SV[i],model.param);
|
2308
|
+
sum -= model.rho[0];
|
2309
|
+
dec_values[0] = sum;
|
2310
|
+
|
2311
|
+
if(model.param.svm_type == Parameter.ONE_CLASS)
|
2312
|
+
return (sum>0)?1:-1;
|
2313
|
+
else
|
2314
|
+
return sum;
|
2315
|
+
}
|
2316
|
+
else
|
2317
|
+
{
|
2318
|
+
int nr_class = model.nr_class;
|
2319
|
+
int l = model.l;
|
2320
|
+
|
2321
|
+
double[] kvalue = new double[l];
|
2322
|
+
for(i=0;i<l;i++)
|
2323
|
+
kvalue[i] = Kernel.k_function(x,model.SV[i],model.param);
|
2324
|
+
|
2325
|
+
int[] start = new int[nr_class];
|
2326
|
+
start[0] = 0;
|
2327
|
+
for(i=1;i<nr_class;i++)
|
2328
|
+
start[i] = start[i-1]+model.nSV[i-1];
|
2329
|
+
|
2330
|
+
int[] vote = new int[nr_class];
|
2331
|
+
for(i=0;i<nr_class;i++)
|
2332
|
+
vote[i] = 0;
|
2333
|
+
|
2334
|
+
int p=0;
|
2335
|
+
for(i=0;i<nr_class;i++)
|
2336
|
+
for(int j=i+1;j<nr_class;j++)
|
2337
|
+
{
|
2338
|
+
double sum = 0;
|
2339
|
+
int si = start[i];
|
2340
|
+
int sj = start[j];
|
2341
|
+
int ci = model.nSV[i];
|
2342
|
+
int cj = model.nSV[j];
|
2343
|
+
|
2344
|
+
int k;
|
2345
|
+
double[] coef1 = model.sv_coef[j-1];
|
2346
|
+
double[] coef2 = model.sv_coef[i];
|
2347
|
+
for(k=0;k<ci;k++)
|
2348
|
+
sum += coef1[si+k] * kvalue[si+k];
|
2349
|
+
for(k=0;k<cj;k++)
|
2350
|
+
sum += coef2[sj+k] * kvalue[sj+k];
|
2351
|
+
sum -= model.rho[p];
|
2352
|
+
dec_values[p] = sum;
|
2353
|
+
|
2354
|
+
if(dec_values[p] > 0)
|
2355
|
+
++vote[i];
|
2356
|
+
else
|
2357
|
+
++vote[j];
|
2358
|
+
p++;
|
2359
|
+
}
|
2360
|
+
|
2361
|
+
int vote_max_idx = 0;
|
2362
|
+
for(i=1;i<nr_class;i++)
|
2363
|
+
if(vote[i] > vote[vote_max_idx])
|
2364
|
+
vote_max_idx = i;
|
2365
|
+
|
2366
|
+
return model.label[vote_max_idx];
|
2367
|
+
}
|
2368
|
+
}
|
2369
|
+
|
2370
|
+
public static double svm_predict(Model model, Node[] x)
|
2371
|
+
{
|
2372
|
+
int nr_class = model.nr_class;
|
2373
|
+
double[] dec_values;
|
2374
|
+
if(model.param.svm_type == Parameter.ONE_CLASS ||
|
2375
|
+
model.param.svm_type == Parameter.EPSILON_SVR ||
|
2376
|
+
model.param.svm_type == Parameter.NU_SVR)
|
2377
|
+
dec_values = new double[1];
|
2378
|
+
else
|
2379
|
+
dec_values = new double[nr_class*(nr_class-1)/2];
|
2380
|
+
double pred_result = svm_predict_values(model, x, dec_values);
|
2381
|
+
return pred_result;
|
2382
|
+
}
|
2383
|
+
|
2384
|
+
public static double svm_predict_probability(Model model, Node[] x, double[] prob_estimates)
|
2385
|
+
{
|
2386
|
+
if ((model.param.svm_type == Parameter.C_SVC || model.param.svm_type == Parameter.NU_SVC) &&
|
2387
|
+
model.probA!=null && model.probB!=null)
|
2388
|
+
{
|
2389
|
+
int i;
|
2390
|
+
int nr_class = model.nr_class;
|
2391
|
+
double[] dec_values = new double[nr_class*(nr_class-1)/2];
|
2392
|
+
svm_predict_values(model, x, dec_values);
|
2393
|
+
|
2394
|
+
double min_prob=1e-7;
|
2395
|
+
double[][] pairwise_prob=new double[nr_class][nr_class];
|
2396
|
+
|
2397
|
+
int k=0;
|
2398
|
+
for(i=0;i<nr_class;i++)
|
2399
|
+
for(int j=i+1;j<nr_class;j++)
|
2400
|
+
{
|
2401
|
+
pairwise_prob[i][j]=Math.min(Math.max(sigmoid_predict(dec_values[k],model.probA[k],model.probB[k]),min_prob),1-min_prob);
|
2402
|
+
pairwise_prob[j][i]=1-pairwise_prob[i][j];
|
2403
|
+
k++;
|
2404
|
+
}
|
2405
|
+
multiclass_probability(nr_class,pairwise_prob,prob_estimates);
|
2406
|
+
|
2407
|
+
int prob_max_idx = 0;
|
2408
|
+
for(i=1;i<nr_class;i++)
|
2409
|
+
if(prob_estimates[i] > prob_estimates[prob_max_idx])
|
2410
|
+
prob_max_idx = i;
|
2411
|
+
return model.label[prob_max_idx];
|
2412
|
+
}
|
2413
|
+
else
|
2414
|
+
return svm_predict(model, x);
|
2415
|
+
}
|
2416
|
+
|
2417
|
+
static final String svm_type_table[] =
|
2418
|
+
{
|
2419
|
+
"c_svc","nu_svc","one_class","epsilon_svr","nu_svr",
|
2420
|
+
};
|
2421
|
+
|
2422
|
+
static final String kernel_type_table[]=
|
2423
|
+
{
|
2424
|
+
"linear","polynomial","rbf","sigmoid","precomputed"
|
2425
|
+
};
|
2426
|
+
|
2427
|
+
public static void svm_save_model(String model_file_name, Model model) throws IOException
|
2428
|
+
{
|
2429
|
+
DataOutputStream fp = new DataOutputStream(new BufferedOutputStream(new FileOutputStream(model_file_name)));
|
2430
|
+
svm_save_model(fp, model);
|
2431
|
+
}
|
2432
|
+
|
2433
|
+
public static void svm_save_model(DataOutputStream fp, Model model) throws IOException
|
2434
|
+
{
|
2435
|
+
Parameter param = model.param;
|
2436
|
+
|
2437
|
+
fp.writeBytes("svm_type "+svm_type_table[param.svm_type]+"\n");
|
2438
|
+
fp.writeBytes("kernel_type "+kernel_type_table[param.kernel_type]+"\n");
|
2439
|
+
|
2440
|
+
if(param.kernel_type == Parameter.POLY)
|
2441
|
+
fp.writeBytes("degree "+param.degree+"\n");
|
2442
|
+
|
2443
|
+
if(param.kernel_type == Parameter.POLY ||
|
2444
|
+
param.kernel_type == Parameter.RBF ||
|
2445
|
+
param.kernel_type == Parameter.SIGMOID)
|
2446
|
+
fp.writeBytes("gamma "+param.gamma+"\n");
|
2447
|
+
|
2448
|
+
if(param.kernel_type == Parameter.POLY ||
|
2449
|
+
param.kernel_type == Parameter.SIGMOID)
|
2450
|
+
fp.writeBytes("coef0 "+param.coef0+"\n");
|
2451
|
+
|
2452
|
+
int nr_class = model.nr_class;
|
2453
|
+
int l = model.l;
|
2454
|
+
fp.writeBytes("nr_class "+nr_class+"\n");
|
2455
|
+
fp.writeBytes("total_sv "+l+"\n");
|
2456
|
+
|
2457
|
+
{
|
2458
|
+
fp.writeBytes("rho");
|
2459
|
+
for(int i=0;i<nr_class*(nr_class-1)/2;i++)
|
2460
|
+
fp.writeBytes(" "+model.rho[i]);
|
2461
|
+
fp.writeBytes("\n");
|
2462
|
+
}
|
2463
|
+
|
2464
|
+
{ // PCL, from Gabor Melis
|
2465
|
+
fp.writeBytes("w_2");
|
2466
|
+
for(int i=0;i<nr_class*(nr_class-1)/2;i++)
|
2467
|
+
fp.writeBytes(" "+model.w_2[i]);
|
2468
|
+
fp.writeBytes("\n");
|
2469
|
+
}
|
2470
|
+
|
2471
|
+
if(model.label != null)
|
2472
|
+
{
|
2473
|
+
fp.writeBytes("label");
|
2474
|
+
for(int i=0;i<nr_class;i++)
|
2475
|
+
fp.writeBytes(" "+model.label[i]);
|
2476
|
+
fp.writeBytes("\n");
|
2477
|
+
}
|
2478
|
+
|
2479
|
+
if(model.probA != null) // regression has probA only
|
2480
|
+
{
|
2481
|
+
fp.writeBytes("probA");
|
2482
|
+
for(int i=0;i<nr_class*(nr_class-1)/2;i++)
|
2483
|
+
fp.writeBytes(" "+model.probA[i]);
|
2484
|
+
fp.writeBytes("\n");
|
2485
|
+
}
|
2486
|
+
if(model.probB != null)
|
2487
|
+
{
|
2488
|
+
fp.writeBytes("probB");
|
2489
|
+
for(int i=0;i<nr_class*(nr_class-1)/2;i++)
|
2490
|
+
fp.writeBytes(" "+model.probB[i]);
|
2491
|
+
fp.writeBytes("\n");
|
2492
|
+
}
|
2493
|
+
|
2494
|
+
if(model.nSV != null)
|
2495
|
+
{
|
2496
|
+
fp.writeBytes("nr_sv");
|
2497
|
+
for(int i=0;i<nr_class;i++)
|
2498
|
+
fp.writeBytes(" "+model.nSV[i]);
|
2499
|
+
fp.writeBytes("\n");
|
2500
|
+
}
|
2501
|
+
|
2502
|
+
fp.writeBytes("SV\n");
|
2503
|
+
double[][] sv_coef = model.sv_coef;
|
2504
|
+
Node[][] SV = model.SV;
|
2505
|
+
|
2506
|
+
for(int i=0;i<l;i++)
|
2507
|
+
{
|
2508
|
+
for(int j=0;j<nr_class-1;j++)
|
2509
|
+
fp.writeBytes(sv_coef[j][i]+" ");
|
2510
|
+
|
2511
|
+
Node[] p = SV[i];
|
2512
|
+
if(param.kernel_type == Parameter.PRECOMPUTED)
|
2513
|
+
fp.writeBytes("0:"+(int)(p[0].value));
|
2514
|
+
else
|
2515
|
+
for(int j=0;j<p.length;j++)
|
2516
|
+
fp.writeBytes(p[j].index+":"+p[j].value+" ");
|
2517
|
+
fp.writeBytes("\n");
|
2518
|
+
}
|
2519
|
+
|
2520
|
+
fp.close();
|
2521
|
+
}
|
2522
|
+
|
2523
|
+
private static double atof(String s)
|
2524
|
+
{
|
2525
|
+
return Double.valueOf(s).doubleValue();
|
2526
|
+
}
|
2527
|
+
|
2528
|
+
private static int atoi(String s)
|
2529
|
+
{
|
2530
|
+
return Integer.parseInt(s);
|
2531
|
+
}
|
2532
|
+
|
2533
|
+
public static Model svm_load_model(String model_file_name) throws IOException
|
2534
|
+
{
|
2535
|
+
return svm_load_model(new BufferedReader(new FileReader(model_file_name)));
|
2536
|
+
}
|
2537
|
+
|
2538
|
+
public static Model svm_load_model(BufferedReader fp) throws IOException
|
2539
|
+
{
|
2540
|
+
// read parameters
|
2541
|
+
|
2542
|
+
Model model = new Model();
|
2543
|
+
Parameter param = new Parameter();
|
2544
|
+
model.param = param;
|
2545
|
+
model.rho = null;
|
2546
|
+
model.w_2 = null;
|
2547
|
+
model.probA = null;
|
2548
|
+
model.probB = null;
|
2549
|
+
model.label = null;
|
2550
|
+
model.nSV = null;
|
2551
|
+
|
2552
|
+
while(true)
|
2553
|
+
{
|
2554
|
+
String cmd = fp.readLine();
|
2555
|
+
String arg = cmd.substring(cmd.indexOf(' ')+1);
|
2556
|
+
|
2557
|
+
if(cmd.startsWith("svm_type"))
|
2558
|
+
{
|
2559
|
+
int i;
|
2560
|
+
for(i=0;i<svm_type_table.length;i++)
|
2561
|
+
{
|
2562
|
+
if(arg.indexOf(svm_type_table[i])!=-1)
|
2563
|
+
{
|
2564
|
+
param.svm_type=i;
|
2565
|
+
break;
|
2566
|
+
}
|
2567
|
+
}
|
2568
|
+
if(i == svm_type_table.length)
|
2569
|
+
{
|
2570
|
+
System.err.print("unknown svm type.\n");
|
2571
|
+
return null;
|
2572
|
+
}
|
2573
|
+
}
|
2574
|
+
else if(cmd.startsWith("kernel_type"))
|
2575
|
+
{
|
2576
|
+
int i;
|
2577
|
+
for(i=0;i<kernel_type_table.length;i++)
|
2578
|
+
{
|
2579
|
+
if(arg.indexOf(kernel_type_table[i])!=-1)
|
2580
|
+
{
|
2581
|
+
param.kernel_type=i;
|
2582
|
+
break;
|
2583
|
+
}
|
2584
|
+
}
|
2585
|
+
if(i == kernel_type_table.length)
|
2586
|
+
{
|
2587
|
+
System.err.print("unknown kernel function.\n");
|
2588
|
+
return null;
|
2589
|
+
}
|
2590
|
+
}
|
2591
|
+
else if(cmd.startsWith("degree"))
|
2592
|
+
param.degree = atoi(arg);
|
2593
|
+
else if(cmd.startsWith("gamma"))
|
2594
|
+
param.gamma = atof(arg);
|
2595
|
+
else if(cmd.startsWith("coef0"))
|
2596
|
+
param.coef0 = atof(arg);
|
2597
|
+
else if(cmd.startsWith("nr_class"))
|
2598
|
+
model.nr_class = atoi(arg);
|
2599
|
+
else if(cmd.startsWith("total_sv"))
|
2600
|
+
model.l = atoi(arg);
|
2601
|
+
else if(cmd.startsWith("rho"))
|
2602
|
+
{
|
2603
|
+
int n = model.nr_class * (model.nr_class-1)/2;
|
2604
|
+
model.rho = new double[n];
|
2605
|
+
StringTokenizer st = new StringTokenizer(arg);
|
2606
|
+
for(int i=0;i<n;i++)
|
2607
|
+
model.rho[i] = atof(st.nextToken());
|
2608
|
+
}
|
2609
|
+
else if(cmd.startsWith("w_2")) // PCL, from Gabor Melis
|
2610
|
+
{
|
2611
|
+
int n = model.nr_class * (model.nr_class-1)/2;
|
2612
|
+
model.w_2 = new double[n];
|
2613
|
+
StringTokenizer st = new StringTokenizer(arg);
|
2614
|
+
for(int i=0;i<n;i++)
|
2615
|
+
model.w_2[i] = atof(st.nextToken());
|
2616
|
+
}
|
2617
|
+
else if(cmd.startsWith("label"))
|
2618
|
+
{
|
2619
|
+
int n = model.nr_class;
|
2620
|
+
model.label = new int[n];
|
2621
|
+
StringTokenizer st = new StringTokenizer(arg);
|
2622
|
+
for(int i=0;i<n;i++)
|
2623
|
+
model.label[i] = atoi(st.nextToken());
|
2624
|
+
}
|
2625
|
+
else if(cmd.startsWith("probA"))
|
2626
|
+
{
|
2627
|
+
int n = model.nr_class*(model.nr_class-1)/2;
|
2628
|
+
model.probA = new double[n];
|
2629
|
+
StringTokenizer st = new StringTokenizer(arg);
|
2630
|
+
for(int i=0;i<n;i++)
|
2631
|
+
model.probA[i] = atof(st.nextToken());
|
2632
|
+
}
|
2633
|
+
else if(cmd.startsWith("probB"))
|
2634
|
+
{
|
2635
|
+
int n = model.nr_class*(model.nr_class-1)/2;
|
2636
|
+
model.probB = new double[n];
|
2637
|
+
StringTokenizer st = new StringTokenizer(arg);
|
2638
|
+
for(int i=0;i<n;i++)
|
2639
|
+
model.probB[i] = atof(st.nextToken());
|
2640
|
+
}
|
2641
|
+
else if(cmd.startsWith("nr_sv"))
|
2642
|
+
{
|
2643
|
+
int n = model.nr_class;
|
2644
|
+
model.nSV = new int[n];
|
2645
|
+
StringTokenizer st = new StringTokenizer(arg);
|
2646
|
+
for(int i=0;i<n;i++)
|
2647
|
+
model.nSV[i] = atoi(st.nextToken());
|
2648
|
+
}
|
2649
|
+
else if(cmd.startsWith("SV"))
|
2650
|
+
{
|
2651
|
+
break;
|
2652
|
+
}
|
2653
|
+
else
|
2654
|
+
{
|
2655
|
+
System.err.print("unknown text in model file: ["+cmd+"]\n");
|
2656
|
+
return null;
|
2657
|
+
}
|
2658
|
+
}
|
2659
|
+
|
2660
|
+
// read sv_coef and SV
|
2661
|
+
|
2662
|
+
int m = model.nr_class - 1;
|
2663
|
+
int l = model.l;
|
2664
|
+
model.sv_coef = new double[m][l];
|
2665
|
+
model.SV = new Node[l][];
|
2666
|
+
|
2667
|
+
for(int i=0;i<l;i++)
|
2668
|
+
{
|
2669
|
+
String line = fp.readLine();
|
2670
|
+
StringTokenizer st = new StringTokenizer(line," \t\n\r\f:");
|
2671
|
+
|
2672
|
+
for(int k=0;k<m;k++)
|
2673
|
+
model.sv_coef[k][i] = atof(st.nextToken());
|
2674
|
+
int n = st.countTokens()/2;
|
2675
|
+
model.SV[i] = new Node[n];
|
2676
|
+
for(int j=0;j<n;j++)
|
2677
|
+
{
|
2678
|
+
model.SV[i][j] = new Node();
|
2679
|
+
model.SV[i][j].index = atoi(st.nextToken());
|
2680
|
+
model.SV[i][j].value = atof(st.nextToken());
|
2681
|
+
}
|
2682
|
+
}
|
2683
|
+
|
2684
|
+
fp.close();
|
2685
|
+
return model;
|
2686
|
+
}
|
2687
|
+
|
2688
|
+
public static String svm_check_parameter(Problem prob, Parameter param)
|
2689
|
+
{
|
2690
|
+
// svm_type
|
2691
|
+
|
2692
|
+
int svm_type = param.svm_type;
|
2693
|
+
if(svm_type != Parameter.C_SVC &&
|
2694
|
+
svm_type != Parameter.NU_SVC &&
|
2695
|
+
svm_type != Parameter.ONE_CLASS &&
|
2696
|
+
svm_type != Parameter.EPSILON_SVR &&
|
2697
|
+
svm_type != Parameter.NU_SVR)
|
2698
|
+
return "unknown svm type";
|
2699
|
+
|
2700
|
+
// kernel_type, degree
|
2701
|
+
|
2702
|
+
int kernel_type = param.kernel_type;
|
2703
|
+
if(kernel_type != Parameter.LINEAR &&
|
2704
|
+
kernel_type != Parameter.POLY &&
|
2705
|
+
kernel_type != Parameter.RBF &&
|
2706
|
+
kernel_type != Parameter.SIGMOID &&
|
2707
|
+
kernel_type != Parameter.PRECOMPUTED)
|
2708
|
+
return "unknown kernel type";
|
2709
|
+
|
2710
|
+
if(param.gamma < 0)
|
2711
|
+
return "gamma < 0";
|
2712
|
+
|
2713
|
+
if(param.degree < 0)
|
2714
|
+
return "degree of polynomial kernel < 0";
|
2715
|
+
|
2716
|
+
// cache_size,eps,C,nu,p,shrinking
|
2717
|
+
|
2718
|
+
if(param.cache_size <= 0)
|
2719
|
+
return "cache_size <= 0";
|
2720
|
+
|
2721
|
+
if(param.eps <= 0)
|
2722
|
+
return "eps <= 0";
|
2723
|
+
|
2724
|
+
if(svm_type == Parameter.C_SVC ||
|
2725
|
+
svm_type == Parameter.EPSILON_SVR ||
|
2726
|
+
svm_type == Parameter.NU_SVR)
|
2727
|
+
if(param.C <= 0)
|
2728
|
+
return "C <= 0";
|
2729
|
+
|
2730
|
+
if(svm_type == Parameter.NU_SVC ||
|
2731
|
+
svm_type == Parameter.ONE_CLASS ||
|
2732
|
+
svm_type == Parameter.NU_SVR)
|
2733
|
+
if(param.nu <= 0 || param.nu > 1)
|
2734
|
+
return "nu <= 0 or nu > 1";
|
2735
|
+
|
2736
|
+
if(svm_type == Parameter.EPSILON_SVR)
|
2737
|
+
if(param.p < 0)
|
2738
|
+
return "p < 0";
|
2739
|
+
|
2740
|
+
if(param.shrinking != 0 &&
|
2741
|
+
param.shrinking != 1)
|
2742
|
+
return "shrinking != 0 and shrinking != 1";
|
2743
|
+
|
2744
|
+
if(param.probability != 0 &&
|
2745
|
+
param.probability != 1)
|
2746
|
+
return "probability != 0 and probability != 1";
|
2747
|
+
|
2748
|
+
if(param.probability == 1 &&
|
2749
|
+
svm_type == Parameter.ONE_CLASS)
|
2750
|
+
return "one-class SVM probability output not supported yet";
|
2751
|
+
|
2752
|
+
// check whether nu-svc is feasible
|
2753
|
+
|
2754
|
+
if(svm_type == Parameter.NU_SVC)
|
2755
|
+
{
|
2756
|
+
int l = prob.l;
|
2757
|
+
int max_nr_class = 16;
|
2758
|
+
int nr_class = 0;
|
2759
|
+
int[] label = new int[max_nr_class];
|
2760
|
+
int[] count = new int[max_nr_class];
|
2761
|
+
|
2762
|
+
int i;
|
2763
|
+
for(i=0;i<l;i++)
|
2764
|
+
{
|
2765
|
+
int this_label = (int)prob.y[i];
|
2766
|
+
int j;
|
2767
|
+
for(j=0;j<nr_class;j++)
|
2768
|
+
if(this_label == label[j])
|
2769
|
+
{
|
2770
|
+
++count[j];
|
2771
|
+
break;
|
2772
|
+
}
|
2773
|
+
|
2774
|
+
if(j == nr_class)
|
2775
|
+
{
|
2776
|
+
if(nr_class == max_nr_class)
|
2777
|
+
{
|
2778
|
+
max_nr_class *= 2;
|
2779
|
+
int[] new_data = new int[max_nr_class];
|
2780
|
+
System.arraycopy(label,0,new_data,0,label.length);
|
2781
|
+
label = new_data;
|
2782
|
+
|
2783
|
+
new_data = new int[max_nr_class];
|
2784
|
+
System.arraycopy(count,0,new_data,0,count.length);
|
2785
|
+
count = new_data;
|
2786
|
+
}
|
2787
|
+
label[nr_class] = this_label;
|
2788
|
+
count[nr_class] = 1;
|
2789
|
+
++nr_class;
|
2790
|
+
}
|
2791
|
+
}
|
2792
|
+
|
2793
|
+
for(i=0;i<nr_class;i++)
|
2794
|
+
{
|
2795
|
+
int n1 = count[i];
|
2796
|
+
for(int j=i+1;j<nr_class;j++)
|
2797
|
+
{
|
2798
|
+
int n2 = count[j];
|
2799
|
+
if(param.nu*(n1+n2)/2 > Math.min(n1,n2))
|
2800
|
+
return "specified nu is infeasible";
|
2801
|
+
}
|
2802
|
+
}
|
2803
|
+
}
|
2804
|
+
|
2805
|
+
return null;
|
2806
|
+
}
|
2807
|
+
|
2808
|
+
public static int svm_check_probability_model(Model model)
|
2809
|
+
{
|
2810
|
+
if (((model.param.svm_type == Parameter.C_SVC || model.param.svm_type == Parameter.NU_SVC) &&
|
2811
|
+
model.probA!=null && model.probB!=null) ||
|
2812
|
+
((model.param.svm_type == Parameter.EPSILON_SVR || model.param.svm_type == Parameter.NU_SVR) &&
|
2813
|
+
model.probA!=null))
|
2814
|
+
return 1;
|
2815
|
+
else
|
2816
|
+
return 0;
|
2817
|
+
}
|
2818
|
+
|
2819
|
+
public static void svm_set_print_string_function(PrintInterface print_func)
|
2820
|
+
{
|
2821
|
+
if (print_func == null)
|
2822
|
+
svm_print_string = svm_print_stdout;
|
2823
|
+
else
|
2824
|
+
svm_print_string = print_func;
|
2825
|
+
}
|
2826
|
+
}
|