liblinear-ruby 1.0.1 → 1.0.2

data/liblinear-2.1/matlab/train.c

@@ -1,492 +0,0 @@
-#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"
-	"-C : find parameter C (only for -s 0 and 2)\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 flag_cross_validation;
-int flag_find_C;
-int flag_C_specified;
-int flag_solver_specified;
-int col_format_flag;
-int nr_fold;
-double bias;
-
-
-void do_find_parameter_C(double *best_C, double *best_rate)
-{
-	double start_C;
-	double max_C = 1024;
-	if (flag_C_specified)
-		start_C = param.C;
-	else
-		start_C = -1.0;
-	find_parameter_C(&prob, &param, nr_fold, start_C, max_C, best_C, best_rate);
-	mexPrintf("Best C = %lf  CV accuracy = %g%%\n", *best_C, 100.0**best_rate);	
-}
-
-
-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;
-                }
-                mexPrintf("Cross Validation Mean squared error = %g\n",total_error/prob.l);
-                mexPrintf("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;
-		mexPrintf("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;
-	param.init_sol = NULL;
-	flag_cross_validation = 0;
-	col_format_flag = 0;
-	flag_C_specified = 0;
-	flag_solver_specified = 0;
-	flag_find_C = 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' && argv[i-1][1] != 'C') // since options -q and -C have no parameter
-			return 1;
-		switch(argv[i-1][1])
-		{
-			case 's':
-				param.solver_type = atoi(argv[i]);
-				flag_solver_specified = 1;
-				break;
-			case 'c':
-				param.C = atof(argv[i]);
-				flag_C_specified = 1;
-				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':
-				flag_cross_validation = 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;
-			case 'C':
-				flag_find_C = 1;
-				i--;
-				break;
-			default:
-				mexPrintf("unknown option\n");
-				return 1;
-		}
-	}
-
-	set_print_string_function(print_func);
-
-	// default solver for parameter selection is L2R_L2LOSS_SVC
-	if(flag_find_C)
-	{
-		if(!flag_cross_validation)
-			nr_fold = 5;
-		if(!flag_solver_specified)
-		{
-			mexPrintf("Solver not specified. Using -s 2\n");
-			param.solver_type = L2R_L2LOSS_SVC;
-		}
-		else if(param.solver_type != L2R_LR && param.solver_type != L2R_L2LOSS_SVC)
-		{
-			mexPrintf("Warm-start parameter search only available for -s 0 and -s 2\n");
-			return 1;
-		}
-	}
-
-	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(int nlhs, mxArray *plhs[])
-{
-	int i;
-	for(i=0;i<nlhs;i++)
-		plhs[i] = mxCreateDoubleMatrix(0, 0, mxREAL);
-}
-
-int read_problem_sparse(const mxArray *label_vec, const mxArray *instance_mat)
-{
-	mwIndex *ir, *jc, low, high, k;
-	// using size_t due to the output type of matlab functions
-	size_t i, j, l, elements, max_index, label_vector_row_num;
-	mwSize num_samples;
-	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
-	l = mxGetN(instance_mat_col);
-	label_vector_row_num = mxGetM(label_vec);
-	prob.l = (int) l;
-
-	if(label_vector_row_num!=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 = mxGetNzmax(instance_mat_col);
-
-	elements = num_samples + l*2;
-	max_index = mxGetM(instance_mat_col);
-
-	prob.y = Malloc(double, l);
-	prob.x = Malloc(struct feature_node*, l);
-	x_space = Malloc(struct feature_node, elements);
-
-	prob.bias=bias;
-
-	j = 0;
-	for(i=0;i<l;i++)
-	{
-		prob.x[i] = &x_space[j];
-		prob.y[i] = labels[i];
-		low = jc[i], high = 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 = (int) max_index+1;
-			x_space[j].value = prob.bias;
-			j++;
-		}
-		x_space[j++].index = -1;
-	}
-
-	if(prob.bias>=0)
-		prob.n = (int) max_index+1;
-	else
-		prob.n = (int) 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);
-
-	if(nlhs > 1)
-	{
-		exit_with_help();
-		fake_answer(nlhs, plhs);
-		return;
-	}
-
-	// 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(nlhs, plhs);
-			return;
-		}
-
-		if(mxIsSparse(prhs[0]))
-		{
-			mexPrintf("Error: label vector should not be in sparse format");
-			fake_answer(nlhs, plhs);
-			return;
-		}
-
-		if(parse_command_line(nrhs, prhs, NULL))
-		{
-			exit_with_help();
-			destroy_param(&param);
-			fake_answer(nlhs, 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(nlhs, 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(nlhs, plhs);
-			return;
-		}
-
-		if (flag_find_C)
-		{
-			double best_C, best_rate, *ptr;
-			
-			do_find_parameter_C(&best_C, &best_rate);	
-			
-			plhs[0] = mxCreateDoubleMatrix(2, 1, mxREAL);
-			ptr = mxGetPr(plhs[0]);
-			ptr[0] = best_C;
-			ptr[1] = best_rate;
-		}
-		else if(flag_cross_validation)
-		{
-			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(nlhs, plhs);
-		return;
-	}
-}