numo-liblinear 0.5.0 → 1.2.0

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@@ -0,0 +1,88 @@
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+ #ifndef _LIBLINEAR_H
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+ #define _LIBLINEAR_H
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+
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+ #define LIBLINEAR_VERSION 241
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+
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+ #ifdef __cplusplus
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+ extern "C" {
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+ #endif
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+
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+ extern int liblinear_version;
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+
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+ struct feature_node
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+ {
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+ int index;
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+ double value;
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+ };
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+
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+ struct problem
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+ {
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+ int l, n;
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+ double *y;
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+ struct feature_node **x;
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+ double bias; /* < 0 if no bias term */
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+ };
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+
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+ 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, ONECLASS_SVM = 21 }; /* solver_type */
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+
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+ struct parameter
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+ {
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+ int solver_type;
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+
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+ /* these are for training only */
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+ double eps; /* stopping criteria */
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+ double C;
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+ int nr_weight;
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+ int *weight_label;
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+ double* weight;
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+ double p;
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+ double nu;
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+ double *init_sol;
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+ int regularize_bias;
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+ };
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+
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+ struct model
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+ {
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+ struct parameter param;
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+ int nr_class; /* number of classes */
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+ int nr_feature;
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+ double *w;
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+ int *label; /* label of each class */
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+ double bias;
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+ double rho; /* one-class SVM only */
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+ };
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+
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+ struct model* train(const struct problem *prob, const struct parameter *param);
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+ void cross_validation(const struct problem *prob, const struct parameter *param, int nr_fold, double *target);
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+ void find_parameters(const struct problem *prob, const struct parameter *param, int nr_fold, double start_C, double start_p, double *best_C, double *best_p, double *best_score);
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+
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+ double predict_values(const struct model *model_, const struct feature_node *x, double* dec_values);
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+ double predict(const struct model *model_, const struct feature_node *x);
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+ double predict_probability(const struct model *model_, const struct feature_node *x, double* prob_estimates);
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+
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+ int save_model(const char *model_file_name, const struct model *model_);
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+ struct model *load_model(const char *model_file_name);
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+
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+ int get_nr_feature(const struct model *model_);
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+ int get_nr_class(const struct model *model_);
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+ void get_labels(const struct model *model_, int* label);
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+ double get_decfun_coef(const struct model *model_, int feat_idx, int label_idx);
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+ double get_decfun_bias(const struct model *model_, int label_idx);
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+ double get_decfun_rho(const struct model *model_);
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+
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+ void free_model_content(struct model *model_ptr);
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+ void free_and_destroy_model(struct model **model_ptr_ptr);
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+ void destroy_param(struct parameter *param);
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+
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+ const char *check_parameter(const struct problem *prob, const struct parameter *param);
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+ int check_probability_model(const struct model *model);
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+ int check_regression_model(const struct model *model);
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+ int check_oneclass_model(const struct model *model);
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+ void set_print_string_function(void (*print_func) (const char*));
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+
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+ #ifdef __cplusplus
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+ }
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+ #endif
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+
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+ #endif /* _LIBLINEAR_H */
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+
@@ -0,0 +1,245 @@
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+ #include <math.h>
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+ #include <stdio.h>
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+ #include <string.h>
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+ #include <stdarg.h>
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+ #include "newton.h"
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+
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+ #ifndef min
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+ template <class T> static inline T min(T x,T y) { return (x<y)?x:y; }
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+ #endif
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+
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+ #ifndef max
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+ template <class T> static inline T max(T x,T y) { return (x>y)?x:y; }
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+ #endif
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+
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+ #ifdef __cplusplus
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+ extern "C" {
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+ #endif
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+
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+ extern double dnrm2_(int *, double *, int *);
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+ extern double ddot_(int *, double *, int *, double *, int *);
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+ extern int daxpy_(int *, double *, double *, int *, double *, int *);
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+ extern int dscal_(int *, double *, double *, int *);
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+
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+ #ifdef __cplusplus
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+ }
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+ #endif
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+
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+ static void default_print(const char *buf)
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+ {
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+ fputs(buf,stdout);
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+ fflush(stdout);
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+ }
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+
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+ // On entry *f must be the function value of w
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+ // On exit w is updated and *f is the new function value
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+ double function::linesearch_and_update(double *w, double *s, double *f, double *g, double alpha)
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+ {
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+ double gTs = 0;
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+ double eta = 0.01;
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+ int n = get_nr_variable();
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+ int max_num_linesearch = 20;
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+ double *w_new = new double[n];
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+ double fold = *f;
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+
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+ for (int i=0;i<n;i++)
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+ gTs += s[i] * g[i];
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+
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+ int num_linesearch = 0;
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+ for(num_linesearch=0; num_linesearch < max_num_linesearch; num_linesearch++)
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+ {
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+ for (int i=0;i<n;i++)
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+ w_new[i] = w[i] + alpha*s[i];
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+ *f = fun(w_new);
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+ if (*f - fold <= eta * alpha * gTs)
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+ break;
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+ else
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+ alpha *= 0.5;
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+ }
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+
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+ if (num_linesearch >= max_num_linesearch)
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+ {
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+ *f = fold;
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+ return 0;
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+ }
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+ else
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+ memcpy(w, w_new, sizeof(double)*n);
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+
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+ delete [] w_new;
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+ return alpha;
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+ }
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+
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+ void NEWTON::info(const char *fmt,...)
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+ {
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+ char buf[BUFSIZ];
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+ va_list ap;
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+ va_start(ap,fmt);
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+ vsprintf(buf,fmt,ap);
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+ va_end(ap);
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+ (*newton_print_string)(buf);
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+ }
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+
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+ NEWTON::NEWTON(const function *fun_obj, double eps, double eps_cg, int max_iter)
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+ {
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+ this->fun_obj=const_cast<function *>(fun_obj);
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+ this->eps=eps;
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+ this->eps_cg=eps_cg;
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+ this->max_iter=max_iter;
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+ newton_print_string = default_print;
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+ }
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+
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+ NEWTON::~NEWTON()
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+ {
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+ }
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+
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+ void NEWTON::newton(double *w)
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+ {
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+ int n = fun_obj->get_nr_variable();
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+ int i, cg_iter;
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+ double step_size;
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+ double f, fold, actred;
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+ double init_step_size = 1;
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+ int search = 1, iter = 1, inc = 1;
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+ double *s = new double[n];
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+ double *r = new double[n];
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+ double *g = new double[n];
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+
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+ const double alpha_pcg = 0.01;
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+ double *M = new double[n];
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+
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+ // calculate gradient norm at w=0 for stopping condition.
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+ double *w0 = new double[n];
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+ for (i=0; i<n; i++)
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+ w0[i] = 0;
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+ fun_obj->fun(w0);
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+ fun_obj->grad(w0, g);
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+ double gnorm0 = dnrm2_(&n, g, &inc);
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+ delete [] w0;
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+
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+ f = fun_obj->fun(w);
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+ info("init f %5.3e\n", f);
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+ fun_obj->grad(w, g);
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+ double gnorm = dnrm2_(&n, g, &inc);
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+
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+ if (gnorm <= eps*gnorm0)
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+ search = 0;
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+
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+ double *w_new = new double[n];
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+ while (iter <= max_iter && search)
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+ {
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+ fun_obj->get_diag_preconditioner(M);
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+ for(i=0; i<n; i++)
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+ M[i] = (1-alpha_pcg) + alpha_pcg*M[i];
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+ cg_iter = pcg(g, M, s, r);
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+
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+ fold = f;
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+ step_size = fun_obj->linesearch_and_update(w, s, & f, g, init_step_size);
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+
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+ if (step_size == 0)
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+ {
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+ info("WARNING: line search fails\n");
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+ break;
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+ }
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+
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+ info("iter %2d f %5.3e |g| %5.3e CG %3d step_size %4.2e \n", iter, f, gnorm, cg_iter, step_size);
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+
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+ actred = fold - f;
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+ iter++;
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+
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+ fun_obj->grad(w, g);
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+
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+ gnorm = dnrm2_(&n, g, &inc);
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+ if (gnorm <= eps*gnorm0)
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+ break;
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+ if (f < -1.0e+32)
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+ {
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+ info("WARNING: f < -1.0e+32\n");
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+ break;
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+ }
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+ if (fabs(actred) <= 1.0e-12*fabs(f))
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+ {
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+ info("WARNING: actred too small\n");
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+ break;
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+ }
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+ }
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+
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+ delete[] g;
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+ delete[] r;
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+ delete[] w_new;
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+ delete[] s;
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+ delete[] M;
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+ }
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+
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+ int NEWTON::pcg(double *g, double *M, double *s, double *r)
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+ {
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+ int i, inc = 1;
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+ int n = fun_obj->get_nr_variable();
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+ double one = 1;
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+ double *d = new double[n];
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+ double *Hd = new double[n];
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+ double zTr, znewTrnew, alpha, beta, cgtol;
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+ double *z = new double[n];
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+ double Q = 0, newQ, Qdiff;
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+
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+ for (i=0; i<n; i++)
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+ {
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+ s[i] = 0;
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+ r[i] = -g[i];
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+ z[i] = r[i] / M[i];
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+ d[i] = z[i];
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+ }
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+
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+ zTr = ddot_(&n, z, &inc, r, &inc);
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+ double gMinv_norm = sqrt(zTr);
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+ cgtol = min(eps_cg, sqrt(gMinv_norm));
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+ int cg_iter = 0;
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+ int max_cg_iter = max(n, 5);
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+
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+ while (cg_iter < max_cg_iter)
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+ {
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+ cg_iter++;
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+ fun_obj->Hv(d, Hd);
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+
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+ alpha = zTr/ddot_(&n, d, &inc, Hd, &inc);
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+ daxpy_(&n, &alpha, d, &inc, s, &inc);
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+ alpha = -alpha;
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+ daxpy_(&n, &alpha, Hd, &inc, r, &inc);
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+
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+ // Using quadratic approximation as CG stopping criterion
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+ newQ = -0.5*(ddot_(&n, s, &inc, r, &inc) - ddot_(&n, s, &inc, g, &inc));
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+ Qdiff = newQ - Q;
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+ if (newQ <= 0 && Qdiff <= 0)
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+ {
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+ if (cg_iter * Qdiff >= cgtol * newQ)
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+ break;
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+ }
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+ else
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+ {
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+ info("WARNING: quadratic approximation > 0 or increasing in CG\n");
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+ break;
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+ }
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+ Q = newQ;
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+
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+ for (i=0; i<n; i++)
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+ z[i] = r[i] / M[i];
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+ znewTrnew = ddot_(&n, z, &inc, r, &inc);
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+ beta = znewTrnew/zTr;
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+ dscal_(&n, &beta, d, &inc);
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+ daxpy_(&n, &one, z, &inc, d, &inc);
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+ zTr = znewTrnew;
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+ }
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+
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+ if (cg_iter == max_cg_iter)
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+ info("WARNING: reaching maximal number of CG steps\n");
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+
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+ delete[] d;
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+ delete[] Hd;
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+ delete[] z;
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+
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+ return(cg_iter);
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+ }
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+
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+ void NEWTON::set_print_string(void (*print_string) (const char *buf))
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+ {
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+ newton_print_string = print_string;
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+ }
@@ -0,0 +1,37 @@
1
+ #ifndef _NEWTON_H
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+ #define _NEWTON_H
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+
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+ class function
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+ {
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+ public:
7
+ virtual double fun(double *w) = 0 ;
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+ virtual void grad(double *w, double *g) = 0 ;
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+ virtual void Hv(double *s, double *Hs) = 0 ;
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+ virtual int get_nr_variable(void) = 0 ;
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+ virtual void get_diag_preconditioner(double *M) = 0 ;
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+ virtual ~function(void){}
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+
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+ // base implementation in newton.cpp
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+ virtual double linesearch_and_update(double *w, double *s, double *f, double *g, double alpha);
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+ };
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+
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+ class NEWTON
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+ {
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+ public:
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+ NEWTON(const function *fun_obj, double eps = 0.1, double eps_cg = 0.5, int max_iter = 1000);
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+ ~NEWTON();
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+
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+ void newton(double *w);
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+ void set_print_string(void (*i_print) (const char *buf));
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+
27
+ private:
28
+ int pcg(double *g, double *M, double *s, double *r);
29
+
30
+ double eps;
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+ double eps_cg;
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+ int max_iter;
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+ function *fun_obj;
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+ void info(const char *fmt,...);
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+ void (*newton_print_string)(const char *buf);
36
+ };
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+ #endif
@@ -112,6 +112,9 @@ VALUE numo_liblinear_train(VALUE self, VALUE x_val, VALUE y_val, VALUE param_has
112
112
  xfree_problem(problem);
113
113
  xfree_parameter(param);
114
114
 
115
+ RB_GC_GUARD(x_val);
116
+ RB_GC_GUARD(y_val);
117
+
115
118
  return model_hash;
116
119
  }
117
120
 
@@ -225,6 +228,9 @@ VALUE numo_liblinear_cross_validation(VALUE self, VALUE x_val, VALUE y_val, VALU
225
228
  xfree_problem(problem);
226
229
  xfree_parameter(param);
227
230
 
231
+ RB_GC_GUARD(x_val);
232
+ RB_GC_GUARD(y_val);
233
+
228
234
  return t_val;
229
235
  }
230
236
 
@@ -291,6 +297,8 @@ VALUE numo_liblinear_predict(VALUE self, VALUE x_val, VALUE param_hash, VALUE mo
291
297
  xfree_model(model);
292
298
  xfree_parameter(param);
293
299
 
300
+ RB_GC_GUARD(x_val);
301
+
294
302
  return y_val;
295
303
  }
296
304
 
@@ -381,6 +389,8 @@ VALUE numo_liblinear_decision_function(VALUE self, VALUE x_val, VALUE param_hash
381
389
  xfree_model(model);
382
390
  xfree_parameter(param);
383
391
 
392
+ RB_GC_GUARD(x_val);
393
+
384
394
  return y_val;
385
395
  }
386
396
 
@@ -457,6 +467,8 @@ VALUE numo_liblinear_predict_proba(VALUE self, VALUE x_val, VALUE param_hash, VA
457
467
  xfree_model(model);
458
468
  xfree_parameter(param);
459
469
 
470
+ RB_GC_GUARD(x_val);
471
+
460
472
  return y_val;
461
473
  }
462
474
 
@@ -492,6 +504,8 @@ VALUE numo_liblinear_load_model(VALUE self, VALUE filename)
492
504
  rb_ary_store(res, 0, param_hash);
493
505
  rb_ary_store(res, 1, model_hash);
494
506
 
507
+ RB_GC_GUARD(filename);
508
+
495
509
  return res;
496
510
  }
497
511
 
@@ -526,6 +540,8 @@ VALUE numo_liblinear_save_model(VALUE self, VALUE filename, VALUE param_hash, VA
526
540
  return Qfalse;
527
541
  }
528
542
 
543
+ RB_GC_GUARD(filename);
544
+
529
545
  return Qtrue;
530
546
  }
531
547
 
@@ -545,6 +561,9 @@ void Init_liblinearext()
545
561
  */
546
562
  mLiblinear = rb_define_module_under(mNumo, "Liblinear");
547
563
 
564
+ /* The version of LIBLINEAR used in backgroud library. */
565
+ rb_define_const(mLiblinear, "LIBLINEAR_VERSION", INT2NUM(LIBLINEAR_VERSION));
566
+
548
567
  rb_define_module_function(mLiblinear, "train", numo_liblinear_train, 3);
549
568
  rb_define_module_function(mLiblinear, "cv", numo_liblinear_cross_validation, 4);
550
569
  rb_define_module_function(mLiblinear, "predict", numo_liblinear_predict, 3);
@@ -14,6 +14,8 @@ struct model* rb_hash_to_model(VALUE model_hash)
14
14
  model->label = nary_to_int_vec(el);
15
15
  el = rb_hash_aref(model_hash, ID2SYM(rb_intern("bias")));
16
16
  model->bias = NUM2DBL(el);
17
+ el = rb_hash_aref(model_hash, ID2SYM(rb_intern("rho")));
18
+ model->rho = NUM2DBL(el);
17
19
  return model;
18
20
  }
19
21
 
@@ -29,6 +31,7 @@ VALUE model_to_rb_hash(struct model* const model)
29
31
  rb_hash_aset(model_hash, ID2SYM(rb_intern("label")),
30
32
  model->label ? int_vec_to_nary(model->label, model->nr_class) : Qnil);
31
33
  rb_hash_aset(model_hash, ID2SYM(rb_intern("bias")), DBL2NUM(model->bias));
34
+ rb_hash_aset(model_hash, ID2SYM(rb_intern("rho")), DBL2NUM(model->rho));
32
35
  return model_hash;
33
36
  }
34
37