#include #include #include #include #include #include "linear.h" #include "tron.h" typedef signed char schar; template static inline void swap(T& x, T& y) { T t=x; x=y; y=t; } #ifndef min template static inline T min(T x,T y) { return (x static inline T max(T x,T y) { return (x>y)?x:y; } #endif template static inline void clone(T*& dst, S* src, int n) { dst = new T[n]; memcpy((void *)dst,(void *)src,sizeof(T)*n); } #define Malloc(type,n) (type *)malloc((n)*sizeof(type)) #define INF HUGE_VAL static void print_string_stdout(const char *s) { fputs(s,stdout); fflush(stdout); } void (*liblinear_print_string) (const char *) = &print_string_stdout; #if 1 static void info(const char *fmt,...) { char buf[BUFSIZ]; va_list ap; va_start(ap,fmt); vsprintf(buf,fmt,ap); va_end(ap); (*liblinear_print_string)(buf); } #else static void info(const char *fmt,...) {} #endif class l2r_lr_fun : public function { public: l2r_lr_fun(const problem *prob, double Cp, double Cn); ~l2r_lr_fun(); double fun(double *w); void grad(double *w, double *g); void Hv(double *s, double *Hs); int get_nr_variable(void); private: void Xv(double *v, double *Xv); void XTv(double *v, double *XTv); double *C; double *z; double *D; const problem *prob; }; l2r_lr_fun::l2r_lr_fun(const problem *prob, double Cp, double Cn) { int i; int l=prob->l; int *y=prob->y; this->prob = prob; z = new double[l]; D = new double[l]; C = new double[l]; for (i=0; iy; int l=prob->l; int w_size=get_nr_variable(); Xv(w, z); for(i=0;i= 0) f += C[i]*log(1 + exp(-yz)); else f += C[i]*(-yz+log(1 + exp(yz))); } f = 2*f; for(i=0;iy; int l=prob->l; int w_size=get_nr_variable(); for(i=0;in; } void l2r_lr_fun::Hv(double *s, double *Hs) { int i; int l=prob->l; int w_size=get_nr_variable(); double *wa = new double[l]; Xv(s, wa); for(i=0;il; feature_node **x=prob->x; for(i=0;iindex!=-1) { Xv[i]+=v[s->index-1]*s->value; s++; } } } void l2r_lr_fun::XTv(double *v, double *XTv) { int i; int l=prob->l; int w_size=get_nr_variable(); feature_node **x=prob->x; for(i=0;iindex!=-1) { XTv[s->index-1]+=v[i]*s->value; s++; } } } class l2r_l2_svc_fun : public function { public: l2r_l2_svc_fun(const problem *prob, double Cp, double Cn); ~l2r_l2_svc_fun(); double fun(double *w); void grad(double *w, double *g); void Hv(double *s, double *Hs); int get_nr_variable(void); private: void Xv(double *v, double *Xv); void subXv(double *v, double *Xv); void subXTv(double *v, double *XTv); double *C; double *z; double *D; int *I; int sizeI; const problem *prob; }; l2r_l2_svc_fun::l2r_l2_svc_fun(const problem *prob, double Cp, double Cn) { int i; int l=prob->l; int *y=prob->y; this->prob = prob; z = new double[l]; D = new double[l]; C = new double[l]; I = new int[l]; for (i=0; iy; int l=prob->l; int w_size=get_nr_variable(); Xv(w, z); for(i=0;i 0) f += C[i]*d*d; } f = 2*f; for(i=0;iy; int l=prob->l; int w_size=get_nr_variable(); sizeI = 0; for (i=0;in; } void l2r_l2_svc_fun::Hv(double *s, double *Hs) { int i; int l=prob->l; int w_size=get_nr_variable(); double *wa = new double[l]; subXv(s, wa); for(i=0;il; feature_node **x=prob->x; for(i=0;iindex!=-1) { Xv[i]+=v[s->index-1]*s->value; s++; } } } void l2r_l2_svc_fun::subXv(double *v, double *Xv) { int i; feature_node **x=prob->x; for(i=0;iindex!=-1) { Xv[i]+=v[s->index-1]*s->value; s++; } } } void l2r_l2_svc_fun::subXTv(double *v, double *XTv) { int i; int w_size=get_nr_variable(); feature_node **x=prob->x; for(i=0;iindex!=-1) { XTv[s->index-1]+=v[i]*s->value; s++; } } } // A coordinate descent algorithm for // multi-class support vector machines by Crammer and Singer // // min_{\alpha} 0.5 \sum_m ||w_m(\alpha)||^2 + \sum_i \sum_m e^m_i alpha^m_i // s.t. \alpha^m_i <= C^m_i \forall m,i , \sum_m \alpha^m_i=0 \forall i // // where e^m_i = 0 if y_i = m, // e^m_i = 1 if y_i != m, // C^m_i = C if m = y_i, // C^m_i = 0 if m != y_i, // and w_m(\alpha) = \sum_i \alpha^m_i x_i // // Given: // x, y, C // eps is the stopping tolerance // // solution will be put in w class Solver_MCSVM_CS { public: Solver_MCSVM_CS(const problem *prob, int nr_class, double *C, double eps=0.1, int max_iter=100000); ~Solver_MCSVM_CS(); void Solve(double *w); private: void solve_sub_problem(double A_i, int yi, double C_yi, int active_i, double *alpha_new); bool be_shrunk(int m, int yi, double alpha_i, double minG); double *B, *C, *G; int w_size, l; int nr_class; int max_iter; double eps; const problem *prob; }; Solver_MCSVM_CS::Solver_MCSVM_CS(const problem *prob, int nr_class, double *C, double eps, int max_iter) { this->w_size = prob->n; this->l = prob->l; this->nr_class = nr_class; this->eps = eps; this->max_iter = max_iter; this->prob = prob; this->C = C; this->B = new double[nr_class]; this->G = new double[nr_class]; } Solver_MCSVM_CS::~Solver_MCSVM_CS() { delete[] B; delete[] G; } int compare_double(const void *a, const void *b) { if(*(double *)a > *(double *)b) return -1; if(*(double *)a < *(double *)b) return 1; return 0; } void Solver_MCSVM_CS::solve_sub_problem(double A_i, int yi, double C_yi, int active_i, double *alpha_new) { int r; double *D; clone(D, B, active_i); if(yi < active_i) D[yi] += A_i*C_yi; qsort(D, active_i, sizeof(double), compare_double); double beta = D[0] - A_i*C_yi; for(r=1;rx[i]; QD[i] = 0; while(xi->index != -1) { QD[i] += (xi->value)*(xi->value); xi++; } active_size_i[i] = nr_class; y_index[i] = prob->y[i]; index[i] = i; } while(iter < max_iter) { double stopping = -INF; for(i=0;i 0) { for(m=0;mx[i]; while(xi->index!= -1) { double *w_i = &w[(xi->index-1)*nr_class]; for(m=0;mvalue); xi++; } double minG = INF; double maxG = -INF; for(m=0;m maxG) maxG = G[m]; } if(y_index[i] < active_size_i[i]) if(alpha_i[prob->y[i]] < C[prob->y[i]] && G[y_index[i]] < minG) minG = G[y_index[i]]; for(m=0;mm) { if(!be_shrunk(active_size_i[i], y_index[i], alpha_i[alpha_index_i[active_size_i[i]]], minG)) { swap(alpha_index_i[m], alpha_index_i[active_size_i[i]]); swap(G[m], G[active_size_i[i]]); if(y_index[i] == active_size_i[i]) y_index[i] = m; else if(y_index[i] == m) y_index[i] = active_size_i[i]; break; } active_size_i[i]--; } } } if(active_size_i[i] <= 1) { active_size--; swap(index[s], index[active_size]); s--; continue; } if(maxG-minG <= 1e-12) continue; else stopping = max(maxG - minG, stopping); for(m=0;my[i]], active_size_i[i], alpha_new); int nz_d = 0; for(m=0;m= 1e-12) { d_ind[nz_d] = alpha_index_i[m]; d_val[nz_d] = d; nz_d++; } } xi = prob->x[i]; while(xi->index != -1) { double *w_i = &w[(xi->index-1)*nr_class]; for(m=0;mvalue; xi++; } } } iter++; if(iter % 10 == 0) { info("."); } if(stopping < eps_shrink) { if(stopping < eps && start_from_all == true) break; else { active_size = l; for(i=0;i= max_iter) info("Warning: reaching max number of iterations\n"); // calculate objective value double v = 0; int nSV = 0; for(i=0;i 0) nSV++; } for(i=0;iy[i]]; info("Objective value = %lf\n",v); info("nSV = %d\n",nSV); delete [] alpha; delete [] alpha_new; delete [] index; delete [] QD; delete [] d_ind; delete [] d_val; delete [] alpha_index; delete [] y_index; delete [] active_size_i; } // A coordinate descent algorithm for // L1-loss and L2-loss SVM dual problems // // min_\alpha 0.5(\alpha^T (Q + D)\alpha) - e^T \alpha, // s.t. 0 <= alpha_i <= upper_bound_i, // // where Qij = yi yj xi^T xj and // D is a diagonal matrix // // In L1-SVM case: // upper_bound_i = Cp if y_i = 1 // upper_bound_i = Cn if y_i = -1 // D_ii = 0 // In L2-SVM case: // upper_bound_i = INF // D_ii = 1/(2*Cp) if y_i = 1 // D_ii = 1/(2*Cn) if y_i = -1 // // Given: // x, y, Cp, Cn // eps is the stopping tolerance // // solution will be put in w static void solve_l2r_l1l2_svc( const problem *prob, double *w, double eps, double Cp, double Cn, int solver_type) { int l = prob->l; int w_size = prob->n; int i, s, iter = 0; double C, d, G; double *QD = new double[l]; int max_iter = 1000; int *index = new int[l]; double *alpha = new double[l]; schar *y = new schar[l]; int active_size = l; // PG: projected gradient, for shrinking and stopping double PG; double PGmax_old = INF; double PGmin_old = -INF; double PGmax_new, PGmin_new; // default solver_type: L2R_L2LOSS_SVC_DUAL double diag_p = 0.5/Cp, diag_n = 0.5/Cn; double upper_bound_p = INF, upper_bound_n = INF; if(solver_type == L2R_L1LOSS_SVC_DUAL) { diag_p = 0; diag_n = 0; upper_bound_p = Cp; upper_bound_n = Cn; } for(i=0; iy[i] > 0) { y[i] = +1; QD[i] = diag_p; } else { y[i] = -1; QD[i] = diag_n; } feature_node *xi = prob->x[i]; while (xi->index != -1) { QD[i] += (xi->value)*(xi->value); xi++; } index[i] = i; } while (iter < max_iter) { PGmax_new = -INF; PGmin_new = INF; for (i=0; ix[i]; while(xi->index!= -1) { G += w[xi->index-1]*(xi->value); xi++; } G = G*yi-1; if(yi == 1) { C = upper_bound_p; G += alpha[i]*diag_p; } else { C = upper_bound_n; G += alpha[i]*diag_n; } PG = 0; if (alpha[i] == 0) { if (G > PGmax_old) { active_size--; swap(index[s], index[active_size]); s--; continue; } else if (G < 0) PG = G; } else if (alpha[i] == C) { if (G < PGmin_old) { active_size--; swap(index[s], index[active_size]); s--; continue; } else if (G > 0) PG = G; } else PG = G; PGmax_new = max(PGmax_new, PG); PGmin_new = min(PGmin_new, PG); if(fabs(PG) > 1.0e-12) { double alpha_old = alpha[i]; alpha[i] = min(max(alpha[i] - G/QD[i], 0.0), C); d = (alpha[i] - alpha_old)*yi; xi = prob->x[i]; while (xi->index != -1) { w[xi->index-1] += d*xi->value; xi++; } } } iter++; if(iter % 10 == 0) info("."); if(PGmax_new - PGmin_new <= eps) { if(active_size == l) break; else { active_size = l; info("*"); PGmax_old = INF; PGmin_old = -INF; continue; } } PGmax_old = PGmax_new; PGmin_old = PGmin_new; if (PGmax_old <= 0) PGmax_old = INF; if (PGmin_old >= 0) PGmin_old = -INF; } info("\noptimization finished, #iter = %d\n",iter); if (iter >= max_iter) info("\nWARNING: reaching max number of iterations\nUsing -s 2 may be faster (also see FAQ)\n\n"); // calculate objective value double v = 0; int nSV = 0; for(i=0; i 0) ++nSV; } info("Objective value = %lf\n",v/2); info("nSV = %d\n",nSV); delete [] QD; delete [] alpha; delete [] y; delete [] index; } // A coordinate descent algorithm for // L1-regularized L2-loss support vector classification // // min_w \sum |wj| + C \sum max(0, 1-yi w^T xi)^2, // // Given: // x, y, Cp, Cn // eps is the stopping tolerance // // solution will be put in w static void solve_l1r_l2_svc( problem *prob_col, double *w, double eps, double Cp, double Cn) { int l = prob_col->l; int w_size = prob_col->n; int j, s, iter = 0; int max_iter = 1000; int active_size = w_size; int max_num_linesearch = 20; double sigma = 0.01; double d, G_loss, G, H; double Gmax_old = INF; double Gmax_new; double Gmax_init; double d_old, d_diff; double loss_old, loss_new; double appxcond, cond; int *index = new int[w_size]; schar *y = new schar[l]; double *b = new double[l]; // b = 1-ywTx double *xj_sq = new double[w_size]; feature_node *x; // To support weights for instances, // replace C[y[i]] with C[i]. double C[2] = {Cn,Cp}; for(j=0; jy[j] > 0) y[j] = 1; else y[j] = 0; } for(j=0; jx[j]; while(x->index != -1) { int ind = x->index; double val = x->value; x->value *= prob_col->y[ind]; // x->value stores yi*xij xj_sq[j] += C[y[ind]]*val*val; x++; } } while(iter < max_iter) { Gmax_new = 0; for(j=0; jx[j]; while(x->index != -1) { int ind = x->index; if(b[ind] > 0) { double val = x->value; double tmp = C[y[ind]]*val; G_loss -= tmp*b[ind]; H += tmp*val; } x++; } G_loss *= 2; G = G_loss; H *= 2; H = max(H, 1e-12); double Gp = G+1; double Gn = G-1; double violation = 0; if(w[j] == 0) { if(Gp < 0) violation = -Gp; else if(Gn > 0) violation = Gn; else if(Gp>Gmax_old/l && Gn<-Gmax_old/l) { active_size--; swap(index[s], index[active_size]); s--; continue; } } else if(w[j] > 0) violation = fabs(Gp); else violation = fabs(Gn); Gmax_new = max(Gmax_new, violation); // obtain Newton direction d if(Gp <= H*w[j]) d = -Gp/H; else if(Gn >= H*w[j]) d = -Gn/H; else d = -w[j]; if(fabs(d) < 1.0e-12) continue; double delta = fabs(w[j]+d)-fabs(w[j]) + G*d; d_old = 0; int num_linesearch; for(num_linesearch=0; num_linesearch < max_num_linesearch; num_linesearch++) { d_diff = d_old - d; cond = fabs(w[j]+d)-fabs(w[j]) - sigma*delta; appxcond = xj_sq[j]*d*d + G_loss*d + cond; if(appxcond <= 0) { x = prob_col->x[j]; while(x->index != -1) { b[x->index] += d_diff*x->value; x++; } break; } if(num_linesearch == 0) { loss_old = 0; loss_new = 0; x = prob_col->x[j]; while(x->index != -1) { int ind = x->index; if(b[ind] > 0) loss_old += C[y[ind]]*b[ind]*b[ind]; double b_new = b[ind] + d_diff*x->value; b[ind] = b_new; if(b_new > 0) loss_new += C[y[ind]]*b_new*b_new; x++; } } else { loss_new = 0; x = prob_col->x[j]; while(x->index != -1) { int ind = x->index; double b_new = b[ind] + d_diff*x->value; b[ind] = b_new; if(b_new > 0) loss_new += C[y[ind]]*b_new*b_new; x++; } } cond = cond + loss_new - loss_old; if(cond <= 0) break; else { d_old = d; d *= 0.5; delta *= 0.5; } } w[j] += d; // recompute b[] if line search takes too many steps if(num_linesearch >= max_num_linesearch) { info("#"); for(int i=0; ix[i]; while(x->index != -1) { b[x->index] -= w[i]*x->value; x++; } } } } if(iter == 0) Gmax_init = Gmax_new; iter++; if(iter % 10 == 0) info("."); if(Gmax_new <= eps*Gmax_init) { if(active_size == w_size) break; else { active_size = w_size; info("*"); Gmax_old = INF; continue; } } Gmax_old = Gmax_new; } info("\noptimization finished, #iter = %d\n", iter); if(iter >= max_iter) info("\nWARNING: reaching max number of iterations\n"); // calculate objective value double v = 0; int nnz = 0; for(j=0; jx[j]; while(x->index != -1) { x->value *= prob_col->y[x->index]; // restore x->value x++; } if(w[j] != 0) { v += fabs(w[j]); nnz++; } } for(j=0; j 0) v += C[y[j]]*b[j]*b[j]; info("Objective value = %lf\n", v); info("#nonzeros/#features = %d/%d\n", nnz, w_size); delete [] index; delete [] y; delete [] b; delete [] xj_sq; } // A coordinate descent algorithm for // L1-regularized logistic regression problems // // min_w \sum |wj| + C \sum log(1+exp(-yi w^T xi)), // // Given: // x, y, Cp, Cn // eps is the stopping tolerance // // solution will be put in w static void solve_l1r_lr( const problem *prob_col, double *w, double eps, double Cp, double Cn) { int l = prob_col->l; int w_size = prob_col->n; int j, s, iter = 0; int max_iter = 1000; int active_size = w_size; int max_num_linesearch = 20; double x_min = 0; double sigma = 0.01; double d, G, H; double Gmax_old = INF; double Gmax_new; double Gmax_init; double sum1, appxcond1; double sum2, appxcond2; double cond; int *index = new int[w_size]; schar *y = new schar[l]; double *exp_wTx = new double[l]; double *exp_wTx_new = new double[l]; double *xj_max = new double[w_size]; double *C_sum = new double[w_size]; double *xjneg_sum = new double[w_size]; double *xjpos_sum = new double[w_size]; feature_node *x; // To support weights for instances, // replace C[y[i]] with C[i]. double C[2] = {Cn,Cp}; for(j=0; jy[j] > 0) y[j] = 1; else y[j] = 0; } for(j=0; jx[j]; while(x->index != -1) { int ind = x->index; double val = x->value; x_min = min(x_min, val); xj_max[j] = max(xj_max[j], val); C_sum[j] += C[y[ind]]; if(y[ind] == 0) xjneg_sum[j] += C[y[ind]]*val; else xjpos_sum[j] += C[y[ind]]*val; x++; } } while(iter < max_iter) { Gmax_new = 0; for(j=0; jx[j]; while(x->index != -1) { int ind = x->index; double exp_wTxind = exp_wTx[ind]; double tmp1 = x->value/(1+exp_wTxind); double tmp2 = C[y[ind]]*tmp1; double tmp3 = tmp2*exp_wTxind; sum2 += tmp2; sum1 += tmp3; H += tmp1*tmp3; x++; } G = -sum2 + xjneg_sum[j]; double Gp = G+1; double Gn = G-1; double violation = 0; if(w[j] == 0) { if(Gp < 0) violation = -Gp; else if(Gn > 0) violation = Gn; else if(Gp>Gmax_old/l && Gn<-Gmax_old/l) { active_size--; swap(index[s], index[active_size]); s--; continue; } } else if(w[j] > 0) violation = fabs(Gp); else violation = fabs(Gn); Gmax_new = max(Gmax_new, violation); // obtain Newton direction d if(Gp <= H*w[j]) d = -Gp/H; else if(Gn >= H*w[j]) d = -Gn/H; else d = -w[j]; if(fabs(d) < 1.0e-12) continue; d = min(max(d,-10.0),10.0); double delta = fabs(w[j]+d)-fabs(w[j]) + G*d; int num_linesearch; for(num_linesearch=0; num_linesearch < max_num_linesearch; num_linesearch++) { cond = fabs(w[j]+d)-fabs(w[j]) - sigma*delta; if(x_min >= 0) { double tmp = exp(d*xj_max[j]); appxcond1 = log(1+sum1*(tmp-1)/xj_max[j]/C_sum[j])*C_sum[j] + cond - d*xjpos_sum[j]; appxcond2 = log(1+sum2*(1/tmp-1)/xj_max[j]/C_sum[j])*C_sum[j] + cond + d*xjneg_sum[j]; if(min(appxcond1,appxcond2) <= 0) { x = prob_col->x[j]; while(x->index != -1) { exp_wTx[x->index] *= exp(d*x->value); x++; } break; } } cond += d*xjneg_sum[j]; int i = 0; x = prob_col->x[j]; while(x->index != -1) { int ind = x->index; double exp_dx = exp(d*x->value); exp_wTx_new[i] = exp_wTx[ind]*exp_dx; cond += C[y[ind]]*log((1+exp_wTx_new[i])/(exp_dx+exp_wTx_new[i])); x++; i++; } if(cond <= 0) { int i = 0; x = prob_col->x[j]; while(x->index != -1) { int ind = x->index; exp_wTx[ind] = exp_wTx_new[i]; x++; i++; } break; } else { d *= 0.5; delta *= 0.5; } } w[j] += d; // recompute exp_wTx[] if line search takes too many steps if(num_linesearch >= max_num_linesearch) { info("#"); for(int i=0; ix[i]; while(x->index != -1) { exp_wTx[x->index] += w[i]*x->value; x++; } } for(int i=0; i= max_iter) info("\nWARNING: reaching max number of iterations\n"); // calculate objective value double v = 0; int nnz = 0; for(j=0; jl; int n = prob->n; int nnz = 0; int *col_ptr = new int[n+1]; feature_node *x_space; prob_col->l = l; prob_col->n = n; prob_col->y = new int[l]; prob_col->x = new feature_node*[n]; for(i=0; iy[i] = prob->y[i]; for(i=0; ix[i]; while(x->index != -1) { nnz++; col_ptr[x->index]++; x++; } } for(i=1; ix[i] = &x_space[col_ptr[i]]; for(i=0; ix[i]; while(x->index != -1) { int ind = x->index-1; x_space[col_ptr[ind]].index = i; x_space[col_ptr[ind]].value = x->value; col_ptr[ind]++; x++; } } for(i=0; il; int max_nr_class = 16; int nr_class = 0; int *label = Malloc(int,max_nr_class); int *count = Malloc(int,max_nr_class); int *data_label = Malloc(int,l); int i; for(i=0;iy[i]; int j; for(j=0;jeps; int pos = 0; int neg = 0; for(int i=0;il;i++) if(prob->y[i]==+1) pos++; neg = prob->l - pos; function *fun_obj=NULL; switch(param->solver_type) { case L2R_LR: { fun_obj=new l2r_lr_fun(prob, Cp, Cn); TRON tron_obj(fun_obj, eps*min(pos,neg)/prob->l); tron_obj.set_print_string(liblinear_print_string); tron_obj.tron(w); delete fun_obj; break; } case L2R_L2LOSS_SVC: { fun_obj=new l2r_l2_svc_fun(prob, Cp, Cn); TRON tron_obj(fun_obj, eps*min(pos,neg)/prob->l); tron_obj.set_print_string(liblinear_print_string); tron_obj.tron(w); delete fun_obj; break; } case L2R_L2LOSS_SVC_DUAL: solve_l2r_l1l2_svc(prob, w, eps, Cp, Cn, L2R_L2LOSS_SVC_DUAL); break; case L2R_L1LOSS_SVC_DUAL: solve_l2r_l1l2_svc(prob, w, eps, Cp, Cn, L2R_L1LOSS_SVC_DUAL); break; case L1R_L2LOSS_SVC: { problem prob_col; feature_node *x_space = NULL; transpose(prob, &x_space ,&prob_col); solve_l1r_l2_svc(&prob_col, w, eps*min(pos,neg)/prob->l, Cp, Cn); delete [] prob_col.y; delete [] prob_col.x; delete [] x_space; break; } case L1R_LR: { problem prob_col; feature_node *x_space = NULL; transpose(prob, &x_space ,&prob_col); solve_l1r_lr(&prob_col, w, eps*min(pos,neg)/prob->l, Cp, Cn); delete [] prob_col.y; delete [] prob_col.x; delete [] x_space; break; } default: fprintf(stderr, "Error: unknown solver_type\n"); break; } } // // Interface functions // model* train(const problem *prob, const parameter *param) { int i,j; int l = prob->l; int n = prob->n; int w_size = prob->n; model *model_ = Malloc(model,1); if(prob->bias>=0) model_->nr_feature=n-1; else model_->nr_feature=n; model_->param = *param; model_->bias = prob->bias; int nr_class; int *label = NULL; int *start = NULL; int *count = NULL; int *perm = Malloc(int,l); // group training data of the same class group_classes(prob,&nr_class,&label,&start,&count,perm); model_->nr_class=nr_class; model_->label = Malloc(int,nr_class); for(i=0;ilabel[i] = label[i]; // calculate weighted C double *weighted_C = Malloc(double, nr_class); for(i=0;iC; for(i=0;inr_weight;i++) { for(j=0;jweight_label[i] == label[j]) break; if(j == nr_class) fprintf(stderr,"warning: class label %d specified in weight is not found\n", param->weight_label[i]); else weighted_C[j] *= param->weight[i]; } // constructing the subproblem feature_node **x = Malloc(feature_node *,l); for(i=0;ix[perm[i]]; int k; problem sub_prob; sub_prob.l = l; sub_prob.n = n; sub_prob.x = Malloc(feature_node *,sub_prob.l); sub_prob.y = Malloc(int,sub_prob.l); for(k=0; ksolver_type == MCSVM_CS) { model_->w=Malloc(double, n*nr_class); for(i=0;ieps); Solver.Solve(model_->w); } else { if(nr_class == 2) { model_->w=Malloc(double, w_size); int e0 = start[0]+count[0]; k=0; for(; kw[0], weighted_C[0], weighted_C[1]); } else { model_->w=Malloc(double, w_size*nr_class); double *w=Malloc(double, w_size); for(i=0;iC); for(int j=0;jw[j*nr_class+i] = w[j]; } free(w); } } free(x); free(label); free(start); free(count); free(perm); free(sub_prob.x); free(sub_prob.y); free(weighted_C); return model_; } void destroy_model(struct model *model_) { if(model_->w != NULL) free(model_->w); if(model_->label != NULL) free(model_->label); free(model_); } static const char *solver_type_table[]= { "L2R_LR", "L2R_L2LOSS_SVC_DUAL", "L2R_L2LOSS_SVC","L2R_L1LOSS_SVC_DUAL","MCSVM_CS", "L1R_L2LOSS_SVC","L1R_LR", NULL }; int save_model(const char *model_file_name, const struct model *model_) { int i; int nr_feature=model_->nr_feature; int n; const parameter& param = model_->param; if(model_->bias>=0) n=nr_feature+1; else n=nr_feature; int w_size = n; FILE *fp = fopen(model_file_name,"w"); if(fp==NULL) return -1; int nr_w; if(model_->nr_class==2 && model_->param.solver_type != MCSVM_CS) nr_w=1; else nr_w=model_->nr_class; fprintf(fp, "solver_type %s\n", solver_type_table[param.solver_type]); fprintf(fp, "nr_class %d\n", model_->nr_class); fprintf(fp, "label"); for(i=0; inr_class; i++) fprintf(fp, " %d", model_->label[i]); fprintf(fp, "\n"); fprintf(fp, "nr_feature %d\n", nr_feature); fprintf(fp, "bias %.16g\n", model_->bias); fprintf(fp, "w\n"); for(i=0; iw[i*nr_w+j]); fprintf(fp, "\n"); } if (ferror(fp) != 0 || fclose(fp) != 0) return -1; else return 0; } struct model *load_model(const char *model_file_name) { FILE *fp = fopen(model_file_name,"r"); if(fp==NULL) return NULL; int i; int nr_feature; int n; int nr_class; double bias; model *model_ = Malloc(model,1); parameter& param = model_->param; model_->label = NULL; char cmd[81]; while(1) { fscanf(fp,"%80s",cmd); if(strcmp(cmd,"solver_type")==0) { fscanf(fp,"%80s",cmd); int i; for(i=0;solver_type_table[i];i++) { if(strcmp(solver_type_table[i],cmd)==0) { param.solver_type=i; break; } } if(solver_type_table[i] == NULL) { fprintf(stderr,"unknown solver type.\n"); free(model_->label); free(model_); return NULL; } } else if(strcmp(cmd,"nr_class")==0) { fscanf(fp,"%d",&nr_class); model_->nr_class=nr_class; } else if(strcmp(cmd,"nr_feature")==0) { fscanf(fp,"%d",&nr_feature); model_->nr_feature=nr_feature; } else if(strcmp(cmd,"bias")==0) { fscanf(fp,"%lf",&bias); model_->bias=bias; } else if(strcmp(cmd,"w")==0) { break; } else if(strcmp(cmd,"label")==0) { int nr_class = model_->nr_class; model_->label = Malloc(int,nr_class); for(int i=0;ilabel[i]); } else { fprintf(stderr,"unknown text in model file: [%s]\n",cmd); free(model_); return NULL; } } nr_feature=model_->nr_feature; if(model_->bias>=0) n=nr_feature+1; else n=nr_feature; int w_size = n; int nr_w; if(nr_class==2 && param.solver_type != MCSVM_CS) nr_w = 1; else nr_w = nr_class; model_->w=Malloc(double, w_size*nr_w); for(i=0; iw[i*nr_w+j]); fscanf(fp, "\n"); } if (ferror(fp) != 0 || fclose(fp) != 0) return NULL; return model_; } int predict_values(const struct model *model_, const struct feature_node *x, double *dec_values) { int idx; int n; if(model_->bias>=0) n=model_->nr_feature+1; else n=model_->nr_feature; double *w=model_->w; int nr_class=model_->nr_class; int i; int nr_w; if(nr_class==2 && model_->param.solver_type != MCSVM_CS) nr_w = 1; else nr_w = nr_class; const feature_node *lx=x; for(i=0;iindex)!=-1; lx++) { // the dimension of testing data may exceed that of training if(idx<=n) for(i=0;ivalue; } if(nr_class==2) return (dec_values[0]>0)?model_->label[0]:model_->label[1]; else { int dec_max_idx = 0; for(i=1;i dec_values[dec_max_idx]) dec_max_idx = i; } return model_->label[dec_max_idx]; } } int predict(const model *model_, const feature_node *x) { double *dec_values = Malloc(double, model_->nr_class); int label=predict_values(model_, x, dec_values); free(dec_values); return label; } int predict_probability(const struct model *model_, const struct feature_node *x, double* prob_estimates) { if(model_->param.solver_type==L2R_LR) { int i; int nr_class=model_->nr_class; int nr_w; if(nr_class==2) nr_w = 1; else nr_w = nr_class; int label=predict_values(model_, x, prob_estimates); for(i=0;iweight_label != NULL) free(param->weight_label); if(param->weight != NULL) free(param->weight); } const char *check_parameter(const problem *prob, const parameter *param) { if(param->eps <= 0) return "eps <= 0"; if(param->C <= 0) return "C <= 0"; if(param->solver_type != L2R_LR && param->solver_type != L2R_L2LOSS_SVC_DUAL && param->solver_type != L2R_L2LOSS_SVC && param->solver_type != L2R_L1LOSS_SVC_DUAL && param->solver_type != MCSVM_CS && param->solver_type != L1R_L2LOSS_SVC && param->solver_type != L1R_LR) return "unknown solver type"; return NULL; } void cross_validation(const problem *prob, const parameter *param, int nr_fold, int *target) { int i; int *fold_start = Malloc(int,nr_fold+1); int l = prob->l; int *perm = Malloc(int,l); for(i=0;ibias; subprob.n = prob->n; subprob.l = l-(end-begin); subprob.x = Malloc(struct feature_node*,subprob.l); subprob.y = Malloc(int,subprob.l); k=0; for(j=0;jx[perm[j]]; subprob.y[k] = prob->y[perm[j]]; ++k; } for(j=end;jx[perm[j]]; subprob.y[k] = prob->y[perm[j]]; ++k; } struct model *submodel = train(&subprob,param); for(j=begin;jx[perm[j]]); destroy_model(submodel); free(subprob.x); free(subprob.y); } free(fold_start); free(perm); } int get_nr_feature(const model *model_) { return model_->nr_feature; } int get_nr_class(const model *model_) { return model_->nr_class; } void get_labels(const model *model_, int* label) { if (model_->label != NULL) for(int i=0;inr_class;i++) label[i] = model_->label[i]; }