Beispiel #1
0
 public bool Equals(Model other)
 {
     if (ReferenceEquals(null, other)) return false;
     if (ReferenceEquals(this, other)) return true;
     return other.bias.Equals(bias) && other.label.SequenceEqual(label) && other.nr_class == nr_class && other.nr_feature == nr_feature && Equals(other.solverType, solverType) && other.w.SequenceEqual(w);
 }
Beispiel #2
0
        /**
         * <p><b>Note: The streams are NOT closed</b></p>
         */
        public static void doPredict(StreamReader reader, StreamWriter writer, Model model) {
        int correct = 0;
        int total = 0;
        double error = 0;
        double sump = 0, sumt = 0, sumpp = 0, sumtt = 0, sumpt = 0;

        int nr_class = model.getNrClass();
        double[] prob_estimates = null;
        int n;
        int nr_feature = model.getNrFeature();
        if (model.bias >= 0)
            n = nr_feature + 1;
        else
            n = nr_feature;

        if (flag_predict_probability && !model.isProbabilityModel()) {
            throw new ArgumentException("probability output is only supported for logistic regression");
        }

        if (flag_predict_probability) {
            int[] labels = model.getLabels();
            prob_estimates = new double[nr_class];

            writer.Write("labels");
            for (int j = 0; j < nr_class; j++)
                writer.Write(" {0}", labels[j]);
            writer.WriteLine();
        }

        String line = null;
        while ((line = reader.ReadLine()) != null) {
            List<Feature> x = new List<Feature>();
            string[] parts = line.Split(new[]{' ', '\t'}, StringSplitOptions.RemoveEmptyEntries);
            double target_label;
            if (parts.Length == 0)
            {
                throw new InvalidOperationException("Wrong input format at line " + (total + 1));
            }

            String label = parts[0];
            target_label = Linear.atof(label);

            foreach (var token in parts.Skip(1))
            {
                string[] split = token.Split(':');
                if (split.Length < 2) {
                    throw new InvalidOperationException("Wrong input format at line " + (total + 1));
                }

                try {
                    int idx = Linear.atoi(split[0]);
                    double val = Linear.atof(split[1]);

                    // feature indices larger than those in training are not used
                    if (idx <= nr_feature) {
                        Feature node = new Feature(idx, val);
                        x.Add(node);
                    }
                } catch (FormatException e) {
                    throw new InvalidOperationException("Wrong input format at line " + (total + 1), e);
                }
            }

            if (model.bias >= 0) {
                Feature node = new Feature(n, model.bias);
                x.Add(node);
            }

            Feature[] nodes = x.ToArray();

            double predict_label;

            if (flag_predict_probability) {
                Debug.Assert(prob_estimates != null);
                predict_label = Linear.predictProbability(model, nodes, prob_estimates);
                Console.Write(predict_label);
                for (int j = 0; j < model.nr_class; j++)
                    Console.Write(" {0}", prob_estimates[j]);
                Console.WriteLine();
            } else {
                predict_label = Linear.predict(model, nodes);
                Console.WriteLine("{0}", predict_label);
            }

            if (predict_label == target_label) {
                ++correct;
            }

            error += (predict_label - target_label) * (predict_label - target_label);
            sump += predict_label;
            sumt += target_label;
            sumpp += predict_label * predict_label;
            sumtt += target_label * target_label;
            sumpt += predict_label * target_label;
            ++total;
        }

        if (model.solverType.isSupportVectorRegression()) //
        {
            Linear.info("Mean squared error = {0} (regression)", error / total);
            Linear.info("Squared correlation coefficient = {0} (regression)", //
                ((total * sumpt - sump * sumt) * (total * sumpt - sump * sumt)) / ((total * sumpp - sump * sump) * (total * sumtt - sumt * sumt)));
        } else {
            Linear.info("Accuracy = {0} ({1}/{2})", (double)correct / total * 100, correct, total);
        }
    }
Beispiel #3
0
        /**
         * Writes the model to the modelOutput.
         * It uses {@link java.util.Locale#ENGLISH} for number formatting.
         *
         * <p><b>Note: The modelOutput is closed after reading or in case of an exception.</b></p>
         */
        public static void saveModel(StreamWriter modelOutput, Model model)
        {
            int nr_feature = model.nr_feature;
            int w_size = nr_feature;
            if (model.bias >= 0) w_size++;


            int nr_w = model.nr_class;
            if (model.nr_class == 2 && model.solverType.getId() != SolverType.MCSVM_CS) nr_w = 1;

            modelOutput.WriteLine("solver_type {0}", model.solverType.Name);
            modelOutput.WriteLine("nr_class {0}", model.nr_class);


            if (model.label != null)
            {
                modelOutput.Write("label");
                for (int i = 0; i < model.nr_class; i++)
                {
                    modelOutput.Write(" {0}", model.label[i]);
                }
                modelOutput.WriteLine();
            }


            modelOutput.WriteLine("nr_feature {0}", nr_feature);
            modelOutput.WriteLine("bias {0}", model.bias);

            modelOutput.WriteLine("w");
            for (int i = 0; i < w_size; i++)
            {
                for (int j = 0; j < nr_w; j++)
                {
                    double value = model.w[i * nr_w + j];

                    /** this optimization is the reason for {@link Model#equals(double[], double[])} */
                    if (value == 0.0)
                    {
                        modelOutput.Write("{0} ", 0);
                    }
                    else
                    {
                        modelOutput.Write("{0} ", value);
                    }
                }
                modelOutput.WriteLine();
            }

            modelOutput.Flush();
        }
Beispiel #4
0
 /**
  * Writes the model to the file with ISO-8859-1 charset.
  * It uses {@link java.util.Locale#ENGLISH} for number formatting.
  */
 public static void saveModel(FileInfo modelFile, Model model)
 {
     using (StreamWriter sw = new StreamWriter(File.OpenWrite(modelFile.FullName), FILE_CHARSET))
     {
         saveModel(sw, model);
     }
 }
Beispiel #5
0
        public static double predictValues(Model model, Feature[] x, double[] dec_values)
        {
            int n;
            if (model.bias >= 0)
                n = model.nr_feature + 1;
            else
                n = model.nr_feature;

            double[] w = model.w;

            int nr_w;
            if (model.nr_class == 2 && model.solverType.getId() != SolverType.MCSVM_CS)
                nr_w = 1;
            else
                nr_w = model.nr_class;

            for (int i = 0; i < nr_w; i++)
                dec_values[i] = 0;

            foreach (Feature lx in x)
            {
                int idx = lx.Index;
                // the dimension of testing data may exceed that of training
                if (idx <= n)
                {
                    for (int i = 0; i < nr_w; i++)
                    {
                        dec_values[i] += w[(idx - 1) * nr_w + i] * lx.Value;
                    }
                }
            }

            if (model.nr_class == 2)
            {
                if (model.solverType.isSupportVectorRegression())
                    return dec_values[0];
                else
                    return (dec_values[0] > 0) ? model.label[0] : model.label[1];
            }
            else
            {
                int dec_max_idx = 0;
                for (int i = 1; i < model.nr_class; i++)
                {
                    if (dec_values[i] > dec_values[dec_max_idx]) dec_max_idx = i;
                }
                return model.label[dec_max_idx];
            }
        }
Beispiel #6
0
        /**
         * @throws IllegalArgumentException if model is not probabilistic (see {@link Model#isProbabilityModel()})
         */
        public static double predictProbability(Model model, Feature[] x, double[] prob_estimates)
        {
            if (!model.isProbabilityModel())
            {
                StringBuilder sb = new StringBuilder("probability output is only supported for logistic regression");
                sb.Append(". This is currently only supported by the following solvers: ");
                int i = 0;
                foreach (SolverType solverType in SolverType.values())
                {
                    if (solverType.isLogisticRegressionSolver())
                    {
                        if (i++ > 0)
                        {
                            sb.Append(", ");
                        }
                        sb.Append(solverType.Name);
                    }
                }
                throw new ArgumentException(sb.ToString());
            }
            int nr_class = model.nr_class;
            int nr_w;
            if (nr_class == 2)
                nr_w = 1;
            else
                nr_w = nr_class;

            double label = predictValues(model, x, prob_estimates);
            for (int i = 0; i < nr_w; i++)
                prob_estimates[i] = 1 / (1 + Math.Exp(-prob_estimates[i]));

            if (nr_class == 2) // for binary classification
                prob_estimates[1] = 1.0 - prob_estimates[0];
            else
            {
                double sum = 0;
                for (int i = 0; i < nr_class; i++)
                    sum += prob_estimates[i];

                for (int i = 0; i < nr_class; i++)
                    prob_estimates[i] = prob_estimates[i] / sum;
            }

            return label;
        }
Beispiel #7
0
 public static double predict(Model model, Feature[] x)
 {
     double[] dec_values = new double[model.nr_class];
     return predictValues(model, x, dec_values);
 }
Beispiel #8
0
        /**
         * Loads the model from inputReader.
         * It uses {@link java.util.Locale#ENGLISH} for number formatting.
         *
         * <p>Note: The inputReader is <b>NOT closed</b> after reading or in case of an exception.</p>
         */
        public static Model loadModel(StreamReader inputReader)
        {
            Model model = new Model();

            model.label = null;

            String line = null;
            while ((line = inputReader.ReadLine()) != null)
            {
                string[] split = line.Split(new[] { ' ', '\t' }, StringSplitOptions.RemoveEmptyEntries);
                if (split[0].Equals("solver_type"))
                {
                    SolverType solver = SolverType.values().FirstOrDefault(v => v.Name == split[1]);
                    if (solver == null)
                    {
                        throw new InvalidOperationException("unknown solver type");
                    }
                    model.solverType = solver;
                }
                else if (split[0].Equals("nr_class"))
                {
                    model.nr_class = atoi(split[1]);
                    int.Parse(split[1]);
                }
                else if (split[0].Equals("nr_feature"))
                {
                    model.nr_feature = atoi(split[1]);
                }
                else if (split[0].Equals("bias"))
                {
                    model.bias = atof(split[1]);
                }
                else if (split[0].Equals("w"))
                {
                    break;
                }
                else if (split[0].Equals("label"))
                {
                    model.label = new int[model.nr_class];
                    for (int i = 0; i < model.nr_class; i++)
                    {
                        model.label[i] = atoi(split[i + 1]);
                    }
                }
                else
                {
                    throw new InvalidOperationException("unknown text in model file: [" + line + "]");
                }
            }

            int w_size = model.nr_feature;
            if (model.bias >= 0) w_size++;

            int nr_w = model.nr_class;
            if (model.nr_class == 2 && model.solverType.getId() != SolverType.MCSVM_CS) nr_w = 1;

            model.w = new double[w_size * nr_w];
            char[] buffer = new char[128];

            for (int i = 0; i < w_size; i++)
            {
                for (int j = 0; j < nr_w; j++)
                {
                    int b = 0;
                    while (true)
                    {
                        int ch = inputReader.Read();
                        if (ch == -1)
                        {
                            throw new EndOfStreamException("unexpected EOF");
                        }
                        if (ch == ' ')
                        {
                            model.w[i * nr_w + j] = atof(new string(buffer, 0, b));
                            break;
                        }
                        else
                        {
                            buffer[b++] = (char)ch;
                        }
                    }
                }
            }

            return model;
        }
Beispiel #9
0
        /**
         * @throws IllegalArgumentException if the feature nodes of prob are not sorted in ascending order
         */
        public static Model train(Problem prob, Parameter param)
        {
            if (prob == null) throw new ArgumentNullException("problem must not be null");
            if (param == null) throw new ArgumentNullException("parameter must not be null");


            if (prob.n == 0) throw new ArgumentNullException("problem has zero features");
            if (prob.l == 0) throw new ArgumentNullException("problem has zero instances");

            foreach (Feature[] nodes in prob.x)
            {
                int indexBefore = 0;
                foreach (Feature n_ in nodes)
                {
                    if (n_.Index <= indexBefore)
                    {
                        throw new ArgumentException("feature nodes must be sorted by index in ascending order");
                    }
                    indexBefore = n_.Index;
                }
            }

            int l = prob.l;
            int n = prob.n;
            int w_size = prob.n;
            Model model = new Model();

            if (prob.bias >= 0)
                model.nr_feature = n - 1;
            else
                model.nr_feature = n;

            model.solverType = param.solverType;
            model.bias = prob.bias;

            if (param.solverType.getId() == SolverType.L2R_L2LOSS_SVR || //
                param.solverType.getId() == SolverType.L2R_L1LOSS_SVR_DUAL || //
                param.solverType.getId() == SolverType.L2R_L2LOSS_SVR_DUAL)
            {
                model.w = new double[w_size];
                model.nr_class = 2;
                model.label = null;

                checkProblemSize(n, model.nr_class);

                train_one(prob, param, model.w, 0, 0);
            }
            else
            {
                int[] perm = new int[l];

                // group training data of the same class
                GroupClassesReturn rv = groupClasses(prob, perm);
                int nr_class = rv.nr_class;
                int[] label = rv.label;
                int[] start = rv.start;
                int[] count = rv.count;

                checkProblemSize(n, nr_class);

                model.nr_class = nr_class;
                model.label = new int[nr_class];
                for (int i = 0; i < nr_class; i++)
                    model.label[i] = label[i];

                // calculate weighted C
                double[] weighted_C = new double[nr_class];
                for (int i = 0; i < nr_class; i++)
                    weighted_C[i] = param.C;
                for (int i = 0; i < param.getNumWeights(); i++)
                {
                    int j;
                    for (j = 0; j < nr_class; j++)
                        if (param.weightLabel[i] == label[j]) break;

                    if (j == nr_class) throw new ArgumentException("class label " + param.weightLabel[i] + " specified in weight is not found");
                    weighted_C[j] *= param.weight[i];
                }

                // constructing the subproblem
                Feature[][] x = new Feature[l][];
                for (int i = 0; i < l; i++)
                    x[i] = prob.x[perm[i]];

                Problem sub_prob = new Problem();
                sub_prob.l = l;
                sub_prob.n = n;
                sub_prob.x = new Feature[sub_prob.l][];
                sub_prob.y = new double[sub_prob.l];

                for (int k = 0; k < sub_prob.l; k++)
                    sub_prob.x[k] = x[k];

                // multi-class svm by Crammer and Singer
                if (param.solverType.getId() == SolverType.MCSVM_CS)
                {
                    model.w = new double[n * nr_class];
                    for (int i = 0; i < nr_class; i++)
                    {
                        for (int j = start[i]; j < start[i] + count[i]; j++)
                        {
                            sub_prob.y[j] = i;
                        }
                    }

                    SolverMCSVM_CS solver = new SolverMCSVM_CS(sub_prob, nr_class, weighted_C, param.eps);
                    solver.solve(model.w);
                }
                else
                {
                    if (nr_class == 2)
                    {
                        model.w = new double[w_size];

                        int e0 = start[0] + count[0];
                        int k = 0;
                        for (; k < e0; k++)
                            sub_prob.y[k] = +1;
                        for (; k < sub_prob.l; k++)
                            sub_prob.y[k] = -1;

                        train_one(sub_prob, param, model.w, weighted_C[0], weighted_C[1]);
                    }
                    else
                    {
                        model.w = new double[w_size * nr_class];
                        double[] w = new double[w_size];
                        for (int i = 0; i < nr_class; i++)
                        {
                            int si = start[i];
                            int ei = si + count[i];

                            int k = 0;
                            for (; k < si; k++)
                                sub_prob.y[k] = -1;
                            for (; k < ei; k++)
                                sub_prob.y[k] = +1;
                            for (; k < sub_prob.l; k++)
                                sub_prob.y[k] = -1;

                            train_one(sub_prob, param, w, weighted_C[i], param.C);

                            for (int j = 0; j < n; j++)
                                model.w[j * nr_class + i] = w[j];
                        }
                    }
                }
            }
            return model;
        }