liblinear-ruby 0.0.1

data/liblinear-1.93/ruby/linear.h

@@ -0,0 +1,74 @@
+#ifndef _LIBLINEAR_H
+#define _LIBLINEAR_H
+
+#ifdef __cplusplus
+extern "C" {
+#endif
+
+struct feature_node
+{
+	int index;
+	double value;
+};
+
+struct problem
+{
+	int l, n;
+	double *y;
+	struct feature_node **x;
+	double bias;            /* < 0 if no bias term */  
+};
+
+enum { L2R_LR, L2R_L2LOSS_SVC_DUAL, L2R_L2LOSS_SVC, L2R_L1LOSS_SVC_DUAL, MCSVM_CS, L1R_L2LOSS_SVC, L1R_LR, L2R_LR_DUAL, L2R_L2LOSS_SVR = 11, L2R_L2LOSS_SVR_DUAL, L2R_L1LOSS_SVR_DUAL }; /* solver_type */
+
+struct parameter
+{
+	int solver_type;
+
+	/* these are for training only */
+	double eps;	        /* stopping criteria */
+	double C;
+	int nr_weight;
+	int *weight_label;
+	double* weight;
+	double p;
+};
+
+struct model
+{
+	struct parameter param;
+	int nr_class;		/* number of classes */
+	int nr_feature;
+	double *w;
+	int *label;		/* label of each class */
+	double bias;
+};
+
+struct model* train(const struct problem *prob, const struct parameter *param);
+void cross_validation(const struct problem *prob, const struct parameter *param, int nr_fold, double *target);
+
+double predict_values(const struct model *model_, const struct feature_node *x, double* dec_values);
+double predict(const struct model *model_, const struct feature_node *x);
+double predict_probability(const struct model *model_, const struct feature_node *x, double* prob_estimates);
+
+int save_model(const char *model_file_name, const struct model *model_);
+struct model *load_model(const char *model_file_name);
+
+int get_nr_feature(const struct model *model_);
+int get_nr_class(const struct model *model_);
+void get_labels(const struct model *model_, int* label);
+
+void free_model_content(struct model *model_ptr);
+void free_and_destroy_model(struct model **model_ptr_ptr);
+void destroy_param(struct parameter *param);
+
+const char *check_parameter(const struct problem *prob, const struct parameter *param);
+int check_probability_model(const struct model *model);
+void set_print_string_function(void (*print_func) (const char*));
+
+#ifdef __cplusplus
+}
+#endif
+
+#endif /* _LIBLINEAR_H */
+

data/liblinear-1.93/train.c

@@ -0,0 +1,399 @@
+#include <stdio.h>
+#include <math.h>
+#include <stdlib.h>
+#include <string.h>
+#include <ctype.h>
+#include <errno.h>
+#include "linear.h"
+#define Malloc(type,n) (type *)malloc((n)*sizeof(type))
+#define INF HUGE_VAL
+
+void print_null(const char *s) {}
+
+void exit_with_help()
+{
+	printf(
+	"Usage: train [options] training_set_file [model_file]\n"
+	"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"
+	);
+	exit(1);
+}
+
+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 parse_command_line(int argc, char **argv, char *input_file_name, char *model_file_name);
+void read_problem(const char *filename);
+void do_cross_validation();
+
+struct feature_node *x_space;
+struct parameter param;
+struct problem prob;
+struct model* model_;
+int flag_cross_validation;
+int nr_fold;
+double bias;
+
+int main(int argc, char **argv)
+{
+	char input_file_name[1024];
+	char model_file_name[1024];
+	const char *error_msg;
+
+	parse_command_line(argc, argv, input_file_name, model_file_name);
+	read_problem(input_file_name);
+	error_msg = check_parameter(&prob,&param);
+
+	if(error_msg)
+	{
+		fprintf(stderr,"ERROR: %s\n",error_msg);
+		exit(1);
+	}
+
+	if(flag_cross_validation)
+	{
+		do_cross_validation();
+	}
+	else
+	{
+		model_=train(&prob, &param);
+		if(save_model(model_file_name, model_))
+		{
+			fprintf(stderr,"can't save model to file %s\n",model_file_name);
+			exit(1);
+		}
+		free_and_destroy_model(&model_);
+	}
+	destroy_param(&param);
+	free(prob.y);
+	free(prob.x);
+	free(x_space);
+	free(line);
+
+	return 0;
+}
+
+void 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);
+
+	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))
+			  );
+	}
+	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);
+	}
+
+	free(target);
+}
+
+void parse_command_line(int argc, char **argv, char *input_file_name, char *model_file_name)
+{
+	int i;
+	void (*print_func)(const char*) = NULL;	// default printing to stdout
+
+	// 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;
+	flag_cross_validation = 0;
+	bias = -1;
+
+	// parse options
+	for(i=1;i<argc;i++)
+	{
+		if(argv[i][0] != '-') break;
+		if(++i>=argc)
+			exit_with_help();
+		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 '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 'v':
+				flag_cross_validation = 1;
+				nr_fold = atoi(argv[i]);
+				if(nr_fold < 2)
+				{
+					fprintf(stderr,"n-fold cross validation: n must >= 2\n");
+					exit_with_help();
+				}
+				break;
+
+			case 'q':
+				print_func = &print_null;
+				i--;
+				break;
+
+			default:
+				fprintf(stderr,"unknown option: -%c\n", argv[i-1][1]);
+				exit_with_help();
+				break;
+		}
+	}
+
+	set_print_string_function(print_func);
+
+	// determine filenames
+	if(i>=argc)
+		exit_with_help();
+
+	strcpy(input_file_name, argv[i]);
+
+	if(i<argc-1)
+		strcpy(model_file_name,argv[i+1]);
+	else
+	{
+		char *p = strrchr(argv[i],'/');
+		if(p==NULL)
+			p = argv[i];
+		else
+			++p;
+		sprintf(model_file_name,"%s.model",p);
+	}
+
+	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;
+		}
+	}
+}
+
+// read in a problem (in libsvm format)
+void read_problem(const char *filename)
+{
+	int max_index, inst_max_index, i;
+	long int elements, j;
+	FILE *fp = fopen(filename,"r");
+	char *endptr;
+	char *idx, *val, *label;
+
+	if(fp == NULL)
+	{
+		fprintf(stderr,"can't open input file %s\n",filename);
+		exit(1);
+	}
+
+	prob.l = 0;
+	elements = 0;
+	max_line_len = 1024;
+	line = Malloc(char,max_line_len);
+	while(readline(fp)!=NULL)
+	{
+		char *p = strtok(line," \t"); // label
+
+		// features
+		while(1)
+		{
+			p = strtok(NULL," \t");
+			if(p == NULL || *p == '\n') // check '\n' as ' ' may be after the last feature
+				break;
+			elements++;
+		}
+		elements++; // for bias term
+		prob.l++;
+	}
+	rewind(fp);
+
+	prob.bias=bias;
+
+	prob.y = Malloc(double,prob.l);
+	prob.x = Malloc(struct feature_node *,prob.l);
+	x_space = Malloc(struct feature_node,elements+prob.l);
+
+	max_index = 0;
+	j=0;
+	for(i=0;i<prob.l;i++)
+	{
+		inst_max_index = 0; // strtol gives 0 if wrong format
+		readline(fp);
+		prob.x[i] = &x_space[j];
+		label = strtok(line," \t\n");
+		if(label == NULL) // empty line
+			exit_input_error(i+1);
+
+		prob.y[i] = strtod(label,&endptr);
+		if(endptr == label || *endptr != '\0')
+			exit_input_error(i+1);
+
+		while(1)
+		{
+			idx = strtok(NULL,":");
+			val = strtok(NULL," \t");
+
+			if(val == NULL)
+				break;
+
+			errno = 0;
+			x_space[j].index = (int) strtol(idx,&endptr,10);
+			if(endptr == idx || errno != 0 || *endptr != '\0' || x_space[j].index <= inst_max_index)
+				exit_input_error(i+1);
+			else
+				inst_max_index = x_space[j].index;
+
+			errno = 0;
+			x_space[j].value = strtod(val,&endptr);
+			if(endptr == val || errno != 0 || (*endptr != '\0' && !isspace(*endptr)))
+				exit_input_error(i+1);
+
+			++j;
+		}
+
+		if(inst_max_index > max_index)
+			max_index = inst_max_index;
+
+		if(prob.bias >= 0)
+			x_space[j++].value = prob.bias;
+
+		x_space[j++].index = -1;
+	}
+
+	if(prob.bias >= 0)
+	{
+		prob.n=max_index+1;
+		for(i=1;i<prob.l;i++)
+			(prob.x[i]-2)->index = prob.n;
+		x_space[j-2].index = prob.n;
+	}
+	else
+		prob.n=max_index;
+
+	fclose(fp);
+}