numo-libsvm 1.1.2 → 2.1.0

data/ext/numo/libsvm/src/COPYRIGHT

@@ -0,0 +1,31 @@
+
+Copyright (c) 2000-2019 Chih-Chung Chang and Chih-Jen Lin
+All rights reserved.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions
+are met:
+
+1. Redistributions of source code must retain the above copyright
+notice, this list of conditions and the following disclaimer.
+
+2. Redistributions in binary form must reproduce the above copyright
+notice, this list of conditions and the following disclaimer in the
+documentation and/or other materials provided with the distribution.
+
+3. Neither name of copyright holders nor the names of its contributors
+may be used to endorse or promote products derived from this software
+without specific prior written permission.
+
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+A PARTICULAR PURPOSE ARE DISCLAIMED.  IN NO EVENT SHALL THE REGENTS OR
+CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
+EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
+PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
+PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
+LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
+NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

data/ext/numo/libsvm/{libsvm → src}/svm.cpp

@@ -1825,7 +1825,7 @@ static double sigmoid_predict(double decision_value, double A, double B)
 		return 1.0/(1+exp(fApB)) ;
 }
 
-// Method 2 from the multiclass_prob paper by Wu, Lin, and Weng
+// Method 2 from the multiclass_prob paper by Wu, Lin, and Weng to predict probabilities
 static void multiclass_probability(int k, double **r, double *p)
 {
 	int t,j;
@@ -1889,7 +1889,7 @@ static void multiclass_probability(int k, double **r, double *p)
 	free(Qp);
 }
 
-// Cross-validation decision values for probability estimates
+// Using cross-validation decision values to get parameters for SVC probability estimates
 static void svm_binary_svc_probability(
 	const svm_problem *prob, const svm_parameter *param,
 	double Cp, double Cn, double& probA, double& probB)
@@ -1976,6 +1976,83 @@ static void svm_binary_svc_probability(
 	free(perm);
 }
 
+// Binning method from the oneclass_prob paper by Que and Lin to predict the probability as a normal instance (i.e., not an outlier)
+static double predict_one_class_probability(const svm_model *model, double dec_value)
+{
+	double prob_estimate = 0.0;
+	int nr_marks = 10;
+
+	if(dec_value < model->prob_density_marks[0])
+		prob_estimate = 0.001;
+	else if(dec_value > model->prob_density_marks[nr_marks-1])
+		prob_estimate = 0.999;
+	else
+	{
+		for(int i=1;i<nr_marks;i++)
+			if(dec_value < model->prob_density_marks[i])
+			{
+				prob_estimate = (double)i/nr_marks;
+				break;
+			}
+	}
+	return prob_estimate;
+}
+
+static int compare_double(const void *a, const void *b)
+{
+	if(*(double *)a > *(double *)b)
+		return 1;
+	else if(*(double *)a < *(double *)b)
+		return -1;
+	return 0;
+}
+
+// Get parameters for one-class SVM probability estimates
+static int svm_one_class_probability(const svm_problem *prob, const svm_model *model, double *prob_density_marks)
+{
+	double *dec_values = Malloc(double,prob->l);
+	double *pred_results = Malloc(double,prob->l);
+	int ret = 0;
+	int nr_marks = 10;
+
+	for(int i=0;i<prob->l;i++)
+		pred_results[i] = svm_predict_values(model,prob->x[i],&dec_values[i]);
+	qsort(dec_values,prob->l,sizeof(double),compare_double);
+
+	int neg_counter=0;
+	for(int i=0;i<prob->l;i++)
+		if(dec_values[i]>=0)
+		{
+			neg_counter = i;
+			break;
+		}
+
+	int pos_counter = prob->l-neg_counter;
+	if(neg_counter<nr_marks/2 || pos_counter<nr_marks/2)
+	{
+		fprintf(stderr,"WARNING: number of positive or negative decision values <%d; too few to do a probability estimation.\n",nr_marks/2);
+		ret = -1;
+	}
+	else
+	{
+		// Binning by density
+		double *tmp_marks = Malloc(double,nr_marks+1);
+		int mid = nr_marks/2;
+		for(int i=0;i<mid;i++)
+			tmp_marks[i] = dec_values[i*neg_counter/mid];
+		tmp_marks[mid] = 0;
+		for(int i=mid+1;i<nr_marks+1;i++)
+			tmp_marks[i] = dec_values[neg_counter-1+(i-mid)*pos_counter/mid];
+
+		for(int i=0;i<nr_marks;i++)
+			prob_density_marks[i] = (tmp_marks[i]+tmp_marks[i+1])/2;
+		free(tmp_marks);
+	}
+	free(dec_values);
+	free(pred_results);
+	return ret;
+}
+
 // Return parameter of a Laplace distribution
 static double svm_svr_probability(
 	const svm_problem *prob, const svm_parameter *param)
@@ -2104,16 +2181,9 @@ svm_model *svm_train(const svm_problem *prob, const svm_parameter *param)
 		model->label = NULL;
 		model->nSV = NULL;
 		model->probA = NULL; model->probB = NULL;
+		model->prob_density_marks = NULL;
 		model->sv_coef = Malloc(double *,1);
 
-		if(param->probability &&
-		   (param->svm_type == EPSILON_SVR ||
-		    param->svm_type == NU_SVR))
-		{
-			model->probA = Malloc(double,1);
-			model->probA[0] = svm_svr_probability(prob,param);
-		}
-
 		decision_function f = svm_train_one(prob,param,0,0);
 		model->rho = Malloc(double,1);
 		model->rho[0] = f.rho;
@@ -2136,6 +2206,26 @@ svm_model *svm_train(const svm_problem *prob, const svm_parameter *param)
 				++j;
 			}
 
+		if(param->probability &&
+		   (param->svm_type == EPSILON_SVR ||
+		    param->svm_type == NU_SVR))
+		{
+			model->probA = Malloc(double,1);
+			model->probA[0] = svm_svr_probability(prob,param);
+		}
+		else if(param->probability && param->svm_type == ONE_CLASS)
+		{
+			int nr_marks = 10;
+			double *prob_density_marks = Malloc(double,nr_marks);
+
+			if(svm_one_class_probability(prob,model,prob_density_marks) == 0)
+			{
+				model->prob_density_marks = Malloc(double,nr_marks);
+				for(i=0;i<nr_marks;i++)
+					model->prob_density_marks[i] = prob_density_marks[i];
+			}
+		}
+
 		free(f.alpha);
 	}
 	else
@@ -2253,6 +2343,7 @@ svm_model *svm_train(const svm_problem *prob, const svm_parameter *param)
 			model->probA=NULL;
 			model->probB=NULL;
 		}
+		model->prob_density_marks=NULL;	// for one-class SVM probabilistic outputs only
 
 		int total_sv = 0;
 		int *nz_count = Malloc(int,nr_class);
@@ -2630,6 +2721,14 @@ double svm_predict_probability(
 		free(pairwise_prob);
 		return model->label[prob_max_idx];
 	}
+	else if(model->param.svm_type == ONE_CLASS && model->prob_density_marks!=NULL)
+	{
+		double dec_value;
+		double pred_result = svm_predict_values(model,x,&dec_value);
+		prob_estimates[0] = predict_one_class_probability(model,dec_value);
+		prob_estimates[1] = 1-prob_estimates[0];
+		return pred_result;
+	}
 	else
 		return svm_predict(model, x);
 }
@@ -2703,6 +2802,14 @@ int svm_save_model(const char *model_file_name, const svm_model *model)
 			fprintf(fp," %.17g",model->probB[i]);
 		fprintf(fp, "\n");
 	}
+	if(model->prob_density_marks)
+	{
+		fprintf(fp, "prob_density_marks");
+		int nr_marks=10;
+		for(int i=0;i<nr_marks;i++)
+			fprintf(fp," %.17g",model->prob_density_marks[i]);
+		fprintf(fp, "\n");
+	}
 
 	if(model->nSV)
 	{
@@ -2857,6 +2964,13 @@ bool read_model_header(FILE *fp, svm_model* model)
 			for(int i=0;i<n;i++)
 				FSCANF(fp,"%lf",&model->probB[i]);
 		}
+		else if(strcmp(cmd,"prob_density_marks")==0)
+		{
+			int n = 10;	// nr_marks
+			model->prob_density_marks = Malloc(double,n);
+			for(int i=0;i<n;i++)
+				FSCANF(fp,"%lf",&model->prob_density_marks[i]);
+		}
 		else if(strcmp(cmd,"nr_sv")==0)
 		{
 			int n = model->nr_class;
@@ -2901,6 +3015,7 @@ svm_model *svm_load_model(const char *model_file_name)
 	model->rho = NULL;
 	model->probA = NULL;
 	model->probB = NULL;
+	model->prob_density_marks = NULL;
 	model->sv_indices = NULL;
 	model->label = NULL;
 	model->nSV = NULL;
@@ -3012,13 +3127,16 @@ void svm_free_model_content(svm_model* model_ptr)
 	model_ptr->rho = NULL;
 
 	free(model_ptr->label);
-	model_ptr->label= NULL;
+	model_ptr->label = NULL;
 
 	free(model_ptr->probA);
 	model_ptr->probA = NULL;
 
 	free(model_ptr->probB);
-	model_ptr->probB= NULL;
+	model_ptr->probB = NULL;
+
+	free(model_ptr->prob_density_marks);
+	model_ptr->prob_density_marks = NULL;
 
 	free(model_ptr->sv_indices);
 	model_ptr->sv_indices = NULL;
@@ -3104,10 +3222,6 @@ const char *svm_check_parameter(const svm_problem *prob, const svm_parameter *pa
 	   param->probability != 1)
 		return "probability != 0 and probability != 1";
 
-	if(param->probability == 1 &&
-	   svm_type == ONE_CLASS)
-		return "one-class SVM probability output not supported yet";
-
 
 	// check whether nu-svc is feasible
 
@@ -3167,8 +3281,10 @@ const char *svm_check_parameter(const svm_problem *prob, const svm_parameter *pa
 
 int svm_check_probability_model(const svm_model *model)
 {
-	return ((model->param.svm_type == C_SVC || model->param.svm_type == NU_SVC) &&
-		model->probA!=NULL && model->probB!=NULL) ||
+	return
+		((model->param.svm_type == C_SVC || model->param.svm_type == NU_SVC) &&
+		 model->probA!=NULL && model->probB!=NULL) ||
+		(model->param.svm_type == ONE_CLASS && model->prob_density_marks!=NULL) ||
 		((model->param.svm_type == EPSILON_SVR || model->param.svm_type == NU_SVR) &&
 		 model->probA!=NULL);
 }

data/ext/numo/libsvm/{libsvm → src}/svm.h

@@ -1,7 +1,7 @@
 #ifndef _LIBSVM_H
 #define _LIBSVM_H
 
-#define LIBSVM_VERSION 324
+#define LIBSVM_VERSION 330
 
 #ifdef __cplusplus
 extern "C" {
@@ -59,6 +59,7 @@ struct svm_model
 	double *rho;		/* constants in decision functions (rho[k*(k-1)/2]) */
 	double *probA;		/* pariwise probability information */
 	double *probB;
+	double *prob_density_marks;	/* probability information for ONE_CLASS */
 	int *sv_indices;        /* sv_indices[0,...,nSV-1] are values in [1,...,num_traning_data] to indicate SVs in the training set */
 
 	/* for classification only */

data/lib/numo/libsvm/version.rb

@@ -3,6 +3,6 @@
 module Numo
   module Libsvm
     # The version of Numo::Libsvm you are using.
-    VERSION = '1.1.2'
+    VERSION = '2.1.0'
   end
 end

data/sig/numo/libsvm.rbs

@@ -27,6 +27,7 @@ module Numo
       rho: Numo::DFloat,
       probA: Numo::DFloat,
       probB: Numo::DFloat,
+      prob_density_marks: Numo::DFloat,
       sv_indices: Numo::Int32,
       label: Numo::Int32,
       nSV: Numo::Int32,

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: numo-libsvm
 version: !ruby/object:Gem::Version
-  version: 1.1.2
+  version: 2.1.0
 platform: ruby
 authors:
 - yoshoku
-autorequire: 
+autorequire:
 bindir: exe
 cert_chain: []
-date: 2021-07-10 00:00:00.000000000 Z
+date: 2022-09-03 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: numo-narray
@@ -36,37 +36,17 @@ extensions:
 - ext/numo/libsvm/extconf.rb
 extra_rdoc_files: []
 files:
-- ".github/workflows/build.yml"
-- ".gitignore"
-- ".gitmodules"
-- ".rspec"
 - CHANGELOG.md
-- CODE_OF_CONDUCT.md
-- Gemfile
 - LICENSE.txt
 - README.md
-- Rakefile
-- Steepfile
-- ext/numo/libsvm/converter.c
-- ext/numo/libsvm/converter.h
 - ext/numo/libsvm/extconf.rb
-- ext/numo/libsvm/kernel_type.c
-- ext/numo/libsvm/kernel_type.h
-- ext/numo/libsvm/libsvm/svm.cpp
-- ext/numo/libsvm/libsvm/svm.h
-- ext/numo/libsvm/libsvmext.c
-- ext/numo/libsvm/libsvmext.h
-- ext/numo/libsvm/svm_model.c
-- ext/numo/libsvm/svm_model.h
-- ext/numo/libsvm/svm_parameter.c
-- ext/numo/libsvm/svm_parameter.h
-- ext/numo/libsvm/svm_problem.c
-- ext/numo/libsvm/svm_problem.h
-- ext/numo/libsvm/svm_type.c
-- ext/numo/libsvm/svm_type.h
+- ext/numo/libsvm/libsvmext.cpp
+- ext/numo/libsvm/libsvmext.hpp
+- ext/numo/libsvm/src/COPYRIGHT
+- ext/numo/libsvm/src/svm.cpp
+- ext/numo/libsvm/src/svm.h
 - lib/numo/libsvm.rb
 - lib/numo/libsvm/version.rb
-- numo-libsvm.gemspec
 - sig/numo/libsvm.rbs
 homepage: https://github.com/yoshoku/numo-libsvm
 licenses:
@@ -75,7 +55,8 @@ metadata:
   homepage_uri: https://github.com/yoshoku/numo-libsvm
   source_code_uri: https://github.com/yoshoku/numo-libsvm
   documentation_uri: https://yoshoku.github.io/numo-libsvm/doc/
-post_install_message: 
+  rubygems_mfa_required: 'true'
+post_install_message:
 rdoc_options: []
 require_paths:
 - lib
@@ -90,8 +71,8 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.2.21
-signing_key: 
+rubygems_version: 3.2.33
+signing_key:
 specification_version: 4
 summary: Numo::Libsvm is a Ruby gem binding to the LIBSVM library. Numo::Libsvm makes
   to use the LIBSVM functions with dataset represented by Numo::NArray.

data/.github/workflows/build.yml

@@ -1,29 +0,0 @@
-name: build
-
-on: [push, pull_request]
-
-jobs:
-  build:
-    runs-on: ubuntu-latest
-    strategy:
-      fail-fast: false
-      matrix:
-        ruby: [ '2.6', '2.7', '3.0' ]
-    steps:
-      - uses: actions/checkout@v2
-      - name: Checkout submodule
-        shell: bash
-        run: |
-          auth_header="$(git config --local --get http.https://github.com/.extraheader)"
-          git submodule sync --recursive
-          git -c "http.extraheader=$auth_header" -c protocol.version=2 submodule update --init --force --recursive --depth=1
-      - name: Set up Ruby ${{ matrix.ruby }}
-        uses: ruby/setup-ruby@v1
-        with:
-          ruby-version: ${{ matrix.ruby }}
-          bundler-cache: true
-      - name: Build and test with Rake
-        run: |
-          gem install --no-document bundler
-          bundle install --jobs 4 --retry 3
-          bundle exec rake

data/.gitignore

@@ -1,20 +0,0 @@
-/.bundle/
-/.yardoc
-/Gemfile.lock
-/_yardoc/
-/coverage/
-/doc/
-/pkg/
-/spec/reports/
-/tmp/
-/bin/
-
-# rspec failure tracking
-.rspec_status
-
-*.swp
-*.bundle
-mkmf.log
-tags
-.DS_Store
-.ruby-version

data/.gitmodules

@@ -1,3 +0,0 @@
-[submodule "ext/numo/libsvm/libsvm"]
-	path = ext/numo/libsvm/libsvm
-	url = https://github.com/cjlin1/libsvm.git

data/.rspec

@@ -1,3 +0,0 @@
---format documentation
---color
---require spec_helper

data/CODE_OF_CONDUCT.md

@@ -1,74 +0,0 @@
-# Contributor Covenant Code of Conduct
-
-## Our Pledge
-
-In the interest of fostering an open and welcoming environment, we as
-contributors and maintainers pledge to making participation in our project and
-our community a harassment-free experience for everyone, regardless of age, body
-size, disability, ethnicity, gender identity and expression, level of experience,
-nationality, personal appearance, race, religion, or sexual identity and
-orientation.
-
-## Our Standards
-
-Examples of behavior that contributes to creating a positive environment
-include:
-
-* Using welcoming and inclusive language
-* Being respectful of differing viewpoints and experiences
-* Gracefully accepting constructive criticism
-* Focusing on what is best for the community
-* Showing empathy towards other community members
-
-Examples of unacceptable behavior by participants include:
-
-* The use of sexualized language or imagery and unwelcome sexual attention or
-advances
-* Trolling, insulting/derogatory comments, and personal or political attacks
-* Public or private harassment
-* Publishing others' private information, such as a physical or electronic
-  address, without explicit permission
-* Other conduct which could reasonably be considered inappropriate in a
-  professional setting
-
-## Our Responsibilities
-
-Project maintainers are responsible for clarifying the standards of acceptable
-behavior and are expected to take appropriate and fair corrective action in
-response to any instances of unacceptable behavior.
-
-Project maintainers have the right and responsibility to remove, edit, or
-reject comments, commits, code, wiki edits, issues, and other contributions
-that are not aligned to this Code of Conduct, or to ban temporarily or
-permanently any contributor for other behaviors that they deem inappropriate,
-threatening, offensive, or harmful.
-
-## Scope
-
-This Code of Conduct applies both within project spaces and in public spaces
-when an individual is representing the project or its community. Examples of
-representing a project or community include using an official project e-mail
-address, posting via an official social media account, or acting as an appointed
-representative at an online or offline event. Representation of a project may be
-further defined and clarified by project maintainers.
-
-## Enforcement
-
-Instances of abusive, harassing, or otherwise unacceptable behavior may be
-reported by contacting the project team at yoshoku@outlook.com. All
-complaints will be reviewed and investigated and will result in a response that
-is deemed necessary and appropriate to the circumstances. The project team is
-obligated to maintain confidentiality with regard to the reporter of an incident.
-Further details of specific enforcement policies may be posted separately.
-
-Project maintainers who do not follow or enforce the Code of Conduct in good
-faith may face temporary or permanent repercussions as determined by other
-members of the project's leadership.
-
-## Attribution
-
-This Code of Conduct is adapted from the [Contributor Covenant][homepage], version 1.4,
-available at [http://contributor-covenant.org/version/1/4][version]
-
-[homepage]: http://contributor-covenant.org
-[version]: http://contributor-covenant.org/version/1/4/

data/Gemfile

@@ -1,11 +0,0 @@
-source "https://rubygems.org"
-
-# Specify your gem's dependencies in numo-libsvm.gemspec
-gemspec
-
-gem 'bundler', '~> 2.0'
-gem 'rake', '~> 13.0'
-gem 'rake-compiler', '~> 1.0'
-gem 'rspec', '~> 3.0'
-gem 'rbs', '~> 1.2'
-gem 'steep', '~> 0.44'

data/Rakefile

@@ -1,15 +0,0 @@
-require 'bundler/gem_tasks'
-require 'rspec/core/rake_task'
-
-RSpec::Core::RakeTask.new(:spec)
-
-require 'rake/extensiontask'
-
-task :build => :compile
-
-Rake::ExtensionTask.new('libsvmext') do |ext|
-  ext.ext_dir = 'ext/numo/libsvm'
-  ext.lib_dir = 'lib/numo/libsvm'
-end
-
-task :default => [:clobber, :compile, :spec]

data/Steepfile

@@ -1,20 +0,0 @@
-target :lib do
-  signature "sig", "sig-deps"
-#
-  check "lib"                       # Directory name
-#   check "Gemfile"                   # File name
-#   check "app/models/**/*.rb"        # Glob
-#   # ignore "lib/templates/*.rb"
-#
-#   # library "pathname", "set"       # Standard libraries
-#   library "numo-narray"           # Gems
-end
-
-# target :spec do
-#   signature "sig", "sig-private"
-#
-#   check "spec"
-#
-#   # library "pathname", "set"       # Standard libraries
-#   # library "rspec"
-# end