liblinear-ruby 0.0.1

data/liblinear-1.93/matlab/train.c

@@ -0,0 +1,418 @@
+#include <stdio.h>
+#include <math.h>
+#include <stdlib.h>
+#include <string.h>
+#include <ctype.h>
+#include "../linear.h"
+
+#include "mex.h"
+#include "linear_model_matlab.h"
+
+#ifdef MX_API_VER
+#if MX_API_VER < 0x07030000
+typedef int mwIndex;
+#endif
+#endif
+
+#define CMD_LEN 2048
+#define Malloc(type,n) (type *)malloc((n)*sizeof(type))
+#define INF HUGE_VAL
+
+void print_null(const char *s) {}
+void print_string_matlab(const char *s) {mexPrintf(s);}
+
+void exit_with_help()
+{
+	mexPrintf(
+	"Usage: model = train(training_label_vector, training_instance_matrix, 'liblinear_options', 'col');\n"
+	"liblinear_options:\n"
+	"-s type : set type of solver (default 1)\n"
+	"  for multi-class classification\n"
+	"	 0 -- L2-regularized logistic regression (primal)\n"
+	"	 1 -- L2-regularized L2-loss support vector classification (dual)\n"	
+	"	 2 -- L2-regularized L2-loss support vector classification (primal)\n"
+	"	 3 -- L2-regularized L1-loss support vector classification (dual)\n"
+	"	 4 -- support vector classification by Crammer and Singer\n"
+	"	 5 -- L1-regularized L2-loss support vector classification\n"
+	"	 6 -- L1-regularized logistic regression\n"
+	"	 7 -- L2-regularized logistic regression (dual)\n"
+	"  for regression\n"
+	"	11 -- L2-regularized L2-loss support vector regression (primal)\n"
+	"	12 -- L2-regularized L2-loss support vector regression (dual)\n"
+	"	13 -- L2-regularized L1-loss support vector regression (dual)\n"
+	"-c cost : set the parameter C (default 1)\n"
+	"-p epsilon : set the epsilon in loss function of SVR (default 0.1)\n"
+	"-e epsilon : set tolerance of termination criterion\n"
+	"	-s 0 and 2\n" 
+	"		|f'(w)|_2 <= eps*min(pos,neg)/l*|f'(w0)|_2,\n" 
+	"		where f is the primal function and pos/neg are # of\n" 
+	"		positive/negative data (default 0.01)\n"
+	"	-s 11\n"
+	"		|f'(w)|_2 <= eps*|f'(w0)|_2 (default 0.001)\n" 
+	"	-s 1, 3, 4 and 7\n"
+	"		Dual maximal violation <= eps; similar to libsvm (default 0.1)\n"
+	"	-s 5 and 6\n"
+	"		|f'(w)|_1 <= eps*min(pos,neg)/l*|f'(w0)|_1,\n"
+	"		where f is the primal function (default 0.01)\n"
+	"	-s 12 and 13\n"
+	"		|f'(alpha)|_1 <= eps |f'(alpha0)|,\n"
+	"		where f is the dual function (default 0.1)\n"
+	"-B bias : if bias >= 0, instance x becomes [x; bias]; if < 0, no bias term added (default -1)\n"
+	"-wi weight: weights adjust the parameter C of different classes (see README for details)\n"
+	"-v n: n-fold cross validation mode\n"
+	"-q : quiet mode (no outputs)\n"
+	"col:\n"
+	"	if 'col' is setted, training_instance_matrix is parsed in column format, otherwise is in row format\n"
+	);
+}
+
+// liblinear arguments
+struct parameter param;		// set by parse_command_line
+struct problem prob;		// set by read_problem
+struct model *model_;
+struct feature_node *x_space;
+int cross_validation_flag;
+int col_format_flag;
+int nr_fold;
+double bias;
+
+double do_cross_validation()
+{
+	int i;
+	int total_correct = 0;
+	double total_error = 0;
+	double sumv = 0, sumy = 0, sumvv = 0, sumyy = 0, sumvy = 0;
+	double *target = Malloc(double, prob.l);
+	double retval = 0.0;
+
+	cross_validation(&prob,&param,nr_fold,target);
+	if(param.solver_type == L2R_L2LOSS_SVR || 
+	   param.solver_type == L2R_L1LOSS_SVR_DUAL || 
+	   param.solver_type == L2R_L2LOSS_SVR_DUAL)
+	{
+		for(i=0;i<prob.l;i++)
+                {
+                        double y = prob.y[i];
+                        double v = target[i];
+                        total_error += (v-y)*(v-y);
+                        sumv += v;
+                        sumy += y;
+                        sumvv += v*v;
+                        sumyy += y*y;
+                        sumvy += v*y;
+                }
+                printf("Cross Validation Mean squared error = %g\n",total_error/prob.l);
+                printf("Cross Validation Squared correlation coefficient = %g\n",
+                        ((prob.l*sumvy-sumv*sumy)*(prob.l*sumvy-sumv*sumy))/
+                        ((prob.l*sumvv-sumv*sumv)*(prob.l*sumyy-sumy*sumy))
+                        );
+		retval = total_error/prob.l;
+	}
+	else
+	{
+		for(i=0;i<prob.l;i++)
+			if(target[i] == prob.y[i])
+				++total_correct;
+		printf("Cross Validation Accuracy = %g%%\n",100.0*total_correct/prob.l);
+		retval = 100.0*total_correct/prob.l;
+	}
+
+	free(target);
+	return retval;
+}
+
+// nrhs should be 3
+int parse_command_line(int nrhs, const mxArray *prhs[], char *model_file_name)
+{
+	int i, argc = 1;
+	char cmd[CMD_LEN];
+	char *argv[CMD_LEN/2];
+	void (*print_func)(const char *) = print_string_matlab;	// default printing to matlab display
+
+	// default values
+	param.solver_type = L2R_L2LOSS_SVC_DUAL;
+	param.C = 1;
+	param.eps = INF; // see setting below
+	param.p = 0.1;
+	param.nr_weight = 0;
+	param.weight_label = NULL;
+	param.weight = NULL;
+	cross_validation_flag = 0;
+	col_format_flag = 0;
+	bias = -1;
+
+
+	if(nrhs <= 1)
+		return 1;
+
+	if(nrhs == 4)
+	{
+		mxGetString(prhs[3], cmd, mxGetN(prhs[3])+1);
+		if(strcmp(cmd, "col") == 0)
+			col_format_flag = 1;
+	}
+
+	// put options in argv[]
+	if(nrhs > 2)
+	{
+		mxGetString(prhs[2], cmd,  mxGetN(prhs[2]) + 1);
+		if((argv[argc] = strtok(cmd, " ")) != NULL)
+			while((argv[++argc] = strtok(NULL, " ")) != NULL)
+				;
+	}
+
+	// parse options
+	for(i=1;i<argc;i++)
+	{
+		if(argv[i][0] != '-') break;
+		++i;
+		if(i>=argc && argv[i-1][1] != 'q') // since option -q has no parameter
+			return 1;
+		switch(argv[i-1][1])
+		{
+			case 's':
+				param.solver_type = atoi(argv[i]);
+				break;
+			case 'c':
+				param.C = atof(argv[i]);
+				break;
+			case 'p':
+				param.p = atof(argv[i]);
+				break;
+			case 'e':
+				param.eps = atof(argv[i]);
+				break;
+			case 'B':
+				bias = atof(argv[i]);
+				break;
+			case 'v':
+				cross_validation_flag = 1;
+				nr_fold = atoi(argv[i]);
+				if(nr_fold < 2)
+				{
+					mexPrintf("n-fold cross validation: n must >= 2\n");
+					return 1;
+				}
+				break;
+			case 'w':
+				++param.nr_weight;
+				param.weight_label = (int *) realloc(param.weight_label,sizeof(int)*param.nr_weight);
+				param.weight = (double *) realloc(param.weight,sizeof(double)*param.nr_weight);
+				param.weight_label[param.nr_weight-1] = atoi(&argv[i-1][2]);
+				param.weight[param.nr_weight-1] = atof(argv[i]);
+				break;
+			case 'q':
+				print_func = &print_null;
+				i--;
+				break;
+			default:
+				mexPrintf("unknown option\n");
+				return 1;
+		}
+	}
+
+	set_print_string_function(print_func);
+
+	if(param.eps == INF)
+	{
+		switch(param.solver_type)
+		{
+			case L2R_LR: 
+			case L2R_L2LOSS_SVC:
+				param.eps = 0.01;
+				break;
+			case L2R_L2LOSS_SVR:
+				param.eps = 0.001;
+				break;
+			case L2R_L2LOSS_SVC_DUAL: 
+			case L2R_L1LOSS_SVC_DUAL: 
+			case MCSVM_CS: 
+			case L2R_LR_DUAL: 
+				param.eps = 0.1;
+				break;
+			case L1R_L2LOSS_SVC: 
+			case L1R_LR:
+				param.eps = 0.01;
+				break;
+			case L2R_L1LOSS_SVR_DUAL:
+			case L2R_L2LOSS_SVR_DUAL:
+				param.eps = 0.1;
+				break;
+		}
+	}
+	return 0;
+}
+
+static void fake_answer(mxArray *plhs[])
+{
+	plhs[0] = mxCreateDoubleMatrix(0, 0, mxREAL);
+}
+
+int read_problem_sparse(const mxArray *label_vec, const mxArray *instance_mat)
+{
+	int i, j, k, low, high;
+	mwIndex *ir, *jc;
+	int elements, max_index, num_samples, label_vector_row_num;
+	double *samples, *labels;
+	mxArray *instance_mat_col; // instance sparse matrix in column format
+
+	prob.x = NULL;
+	prob.y = NULL;
+	x_space = NULL;
+
+	if(col_format_flag)
+		instance_mat_col = (mxArray *)instance_mat;
+	else
+	{
+		// transpose instance matrix
+		mxArray *prhs[1], *plhs[1];
+		prhs[0] = mxDuplicateArray(instance_mat);
+		if(mexCallMATLAB(1, plhs, 1, prhs, "transpose"))
+		{
+			mexPrintf("Error: cannot transpose training instance matrix\n");
+			return -1;
+		}
+		instance_mat_col = plhs[0];
+		mxDestroyArray(prhs[0]);
+	}
+
+	// the number of instance
+	prob.l = (int) mxGetN(instance_mat_col);
+	label_vector_row_num = (int) mxGetM(label_vec);
+
+	if(label_vector_row_num!=prob.l)
+	{
+		mexPrintf("Length of label vector does not match # of instances.\n");
+		return -1;
+	}
+	
+	// each column is one instance
+	labels = mxGetPr(label_vec);
+	samples = mxGetPr(instance_mat_col);
+	ir = mxGetIr(instance_mat_col);
+	jc = mxGetJc(instance_mat_col);
+
+	num_samples = (int) mxGetNzmax(instance_mat_col);
+
+	elements = num_samples + prob.l*2;
+	max_index = (int) mxGetM(instance_mat_col);
+
+	prob.y = Malloc(double, prob.l);
+	prob.x = Malloc(struct feature_node*, prob.l);
+	x_space = Malloc(struct feature_node, elements);
+
+	prob.bias=bias;
+
+	j = 0;
+	for(i=0;i<prob.l;i++)
+	{
+		prob.x[i] = &x_space[j];
+		prob.y[i] = labels[i];
+		low = (int) jc[i], high = (int) jc[i+1];
+		for(k=low;k<high;k++)
+		{
+			x_space[j].index = (int) ir[k]+1;
+			x_space[j].value = samples[k];
+			j++;
+	 	}
+		if(prob.bias>=0)
+		{
+			x_space[j].index = max_index+1;
+			x_space[j].value = prob.bias;
+			j++;
+		}
+		x_space[j++].index = -1;
+	}
+
+	if(prob.bias>=0)
+		prob.n = max_index+1;
+	else
+		prob.n = max_index;
+
+	return 0;
+}
+
+// Interface function of matlab
+// now assume prhs[0]: label prhs[1]: features
+void mexFunction( int nlhs, mxArray *plhs[],
+		int nrhs, const mxArray *prhs[] )
+{
+	const char *error_msg;
+	// fix random seed to have same results for each run
+	// (for cross validation)
+	srand(1);
+
+	// Transform the input Matrix to libsvm format
+	if(nrhs > 1 && nrhs < 5)
+	{
+		int err=0;
+
+		if(!mxIsDouble(prhs[0]) || !mxIsDouble(prhs[1])) {
+			mexPrintf("Error: label vector and instance matrix must be double\n");
+			fake_answer(plhs);
+			return;
+		}
+
+		if(parse_command_line(nrhs, prhs, NULL))
+		{
+			exit_with_help();
+			destroy_param(&param);
+			fake_answer(plhs);
+			return;
+		}
+
+		if(mxIsSparse(prhs[1]))
+			err = read_problem_sparse(prhs[0], prhs[1]);
+		else
+		{
+			mexPrintf("Training_instance_matrix must be sparse; "
+				"use sparse(Training_instance_matrix) first\n");
+			destroy_param(&param);
+			fake_answer(plhs);
+			return;
+		}
+
+		// train's original code
+		error_msg = check_parameter(&prob, &param);
+
+		if(err || error_msg)
+		{
+			if (error_msg != NULL)
+				mexPrintf("Error: %s\n", error_msg);
+			destroy_param(&param);
+			free(prob.y);
+			free(prob.x);
+			free(x_space);
+			fake_answer(plhs);
+			return;
+		}
+
+		if(cross_validation_flag)
+		{
+			double *ptr;
+			plhs[0] = mxCreateDoubleMatrix(1, 1, mxREAL);
+			ptr = mxGetPr(plhs[0]);
+			ptr[0] = do_cross_validation();
+		}
+		else
+		{
+			const char *error_msg;
+
+			model_ = train(&prob, &param);
+			error_msg = model_to_matlab_structure(plhs, model_);
+			if(error_msg)
+				mexPrintf("Error: can't convert libsvm model to matrix structure: %s\n", error_msg);
+			free_and_destroy_model(&model_);
+		}
+		destroy_param(&param);
+		free(prob.y);
+		free(prob.x);
+		free(x_space);
+	}
+	else
+	{
+		exit_with_help();
+		fake_answer(plhs);
+		return;
+	}
+}

data/liblinear-1.93/predict.c

@@ -0,0 +1,245 @@
+#include <stdio.h>
+#include <ctype.h>
+#include <stdlib.h>
+#include <string.h>
+#include <errno.h>
+#include "linear.h"
+
+int print_null(const char *s,...) {return 0;}
+
+static int (*info)(const char *fmt,...) = &printf;
+
+struct feature_node *x;
+int max_nr_attr = 64;
+
+struct model* model_;
+int flag_predict_probability=0;
+
+void exit_input_error(int line_num)
+{
+	fprintf(stderr,"Wrong input format at line %d\n", line_num);
+	exit(1);
+}
+
+static char *line = NULL;
+static int max_line_len;
+
+static char* readline(FILE *input)
+{
+	int len;
+
+	if(fgets(line,max_line_len,input) == NULL)
+		return NULL;
+
+	while(strrchr(line,'\n') == NULL)
+	{
+		max_line_len *= 2;
+		line = (char *) realloc(line,max_line_len);
+		len = (int) strlen(line);
+		if(fgets(line+len,max_line_len-len,input) == NULL)
+			break;
+	}
+	return line;
+}
+
+void do_predict(FILE *input, FILE *output)
+{
+	int correct = 0;
+	int total = 0;
+	double error = 0;
+	double sump = 0, sumt = 0, sumpp = 0, sumtt = 0, sumpt = 0;
+
+	int nr_class=get_nr_class(model_);
+	double *prob_estimates=NULL;
+	int j, n;
+	int nr_feature=get_nr_feature(model_);
+	if(model_->bias>=0)
+		n=nr_feature+1;
+	else
+		n=nr_feature;
+
+	if(flag_predict_probability)
+	{
+		int *labels;
+
+		if(!check_probability_model(model_))
+		{
+			fprintf(stderr, "probability output is only supported for logistic regression\n");
+			exit(1);
+		}
+
+		labels=(int *) malloc(nr_class*sizeof(int));
+		get_labels(model_,labels);
+		prob_estimates = (double *) malloc(nr_class*sizeof(double));
+		fprintf(output,"labels");
+		for(j=0;j<nr_class;j++)
+			fprintf(output," %d",labels[j]);
+		fprintf(output,"\n");
+		free(labels);
+	}
+
+	max_line_len = 1024;
+	line = (char *)malloc(max_line_len*sizeof(char));
+	while(readline(input) != NULL)
+	{
+		int i = 0;
+		double target_label, predict_label;
+		char *idx, *val, *label, *endptr;
+		int inst_max_index = 0; // strtol gives 0 if wrong format
+
+		label = strtok(line," \t\n");
+		if(label == NULL) // empty line
+			exit_input_error(total+1);
+
+		target_label = strtod(label,&endptr);
+		if(endptr == label || *endptr != '\0')
+			exit_input_error(total+1);
+
+		while(1)
+		{
+			if(i>=max_nr_attr-2)	// need one more for index = -1
+			{
+				max_nr_attr *= 2;
+				x = (struct feature_node *) realloc(x,max_nr_attr*sizeof(struct feature_node));
+			}
+
+			idx = strtok(NULL,":");
+			val = strtok(NULL," \t");
+
+			if(val == NULL)
+				break;
+			errno = 0;
+			x[i].index = (int) strtol(idx,&endptr,10);
+			if(endptr == idx || errno != 0 || *endptr != '\0' || x[i].index <= inst_max_index)
+				exit_input_error(total+1);
+			else
+				inst_max_index = x[i].index;
+
+			errno = 0;
+			x[i].value = strtod(val,&endptr);
+			if(endptr == val || errno != 0 || (*endptr != '\0' && !isspace(*endptr)))
+				exit_input_error(total+1);
+
+			// feature indices larger than those in training are not used
+			if(x[i].index <= nr_feature)
+				++i;
+		}
+
+		if(model_->bias>=0)
+		{
+			x[i].index = n;
+			x[i].value = model_->bias;
+			i++;
+		}
+		x[i].index = -1;
+
+		if(flag_predict_probability)
+		{
+			int j;
+			predict_label = predict_probability(model_,x,prob_estimates);
+			fprintf(output,"%g",predict_label);
+			for(j=0;j<model_->nr_class;j++)
+				fprintf(output," %g",prob_estimates[j]);
+			fprintf(output,"\n");
+		}
+		else
+		{
+			predict_label = predict(model_,x);
+			fprintf(output,"%g\n",predict_label);
+		}
+
+		if(predict_label == target_label)
+			++correct;
+		error += (predict_label-target_label)*(predict_label-target_label);
+		sump += predict_label;
+		sumt += target_label;
+		sumpp += predict_label*predict_label;
+		sumtt += target_label*target_label;
+		sumpt += predict_label*target_label;
+		++total;
+	}
+	if(model_->param.solver_type==L2R_L2LOSS_SVR ||
+	   model_->param.solver_type==L2R_L1LOSS_SVR_DUAL ||
+	   model_->param.solver_type==L2R_L2LOSS_SVR_DUAL)
+	{
+		info("Mean squared error = %g (regression)\n",error/total);
+		info("Squared correlation coefficient = %g (regression)\n",
+			((total*sumpt-sump*sumt)*(total*sumpt-sump*sumt))/
+			((total*sumpp-sump*sump)*(total*sumtt-sumt*sumt))
+			);
+	}
+	else
+		info("Accuracy = %g%% (%d/%d)\n",(double) correct/total*100,correct,total);
+	if(flag_predict_probability)
+		free(prob_estimates);
+}
+
+void exit_with_help()
+{
+	printf(
+	"Usage: predict [options] test_file model_file output_file\n"
+	"options:\n"
+	"-b probability_estimates: whether to output probability estimates, 0 or 1 (default 0); currently for logistic regression only\n"
+	"-q : quiet mode (no outputs)\n"
+	);
+	exit(1);
+}
+
+int main(int argc, char **argv)
+{
+	FILE *input, *output;
+	int i;
+
+	// parse options
+	for(i=1;i<argc;i++)
+	{
+		if(argv[i][0] != '-') break;
+		++i;
+		switch(argv[i-1][1])
+		{
+			case 'b':
+				flag_predict_probability = atoi(argv[i]);
+				break;
+			case 'q':
+				info = &print_null;
+				i--;
+				break;
+			default:
+				fprintf(stderr,"unknown option: -%c\n", argv[i-1][1]);
+				exit_with_help();
+				break;
+		}
+	}
+	if(i>=argc)
+		exit_with_help();
+
+	input = fopen(argv[i],"r");
+	if(input == NULL)
+	{
+		fprintf(stderr,"can't open input file %s\n",argv[i]);
+		exit(1);
+	}
+
+	output = fopen(argv[i+2],"w");
+	if(output == NULL)
+	{
+		fprintf(stderr,"can't open output file %s\n",argv[i+2]);
+		exit(1);
+	}
+
+	if((model_=load_model(argv[i+1]))==0)
+	{
+		fprintf(stderr,"can't open model file %s\n",argv[i+1]);
+		exit(1);
+	}
+
+	x = (struct feature_node *) malloc(max_nr_attr*sizeof(struct feature_node));
+	do_predict(input, output);
+	free_and_destroy_model(&model_);
+	free(line);
+	free(x);
+	fclose(input);
+	fclose(output);
+	return 0;
+}
+