public void Learn()
{
if (Equals(LearningInputs, null))
{
return;
}
if (Equals(LearningOutputs, null))
{
return;
}
//Set kernal params :
UseKernel = KernelEnum.Gaussian;
InitilizeKernel();
// Creates a new SMO for regression learning algorithm
var teacher = new SequentialMinimalOptimizationRegression()
{
// Set learning parameters
Complexity = Param_Complexity,
Tolerance = Param_Tolerance,
Epsilon = Param_Epsilon,
Kernel = kernel
};
// Use the teacher to create a machine
svm = teacher.Learn(LearningInputs, LearningOutputs);
// Check if we got support vectors
if (svm.SupportVectors.Length == 0)
{
Console.WriteLine("Sorry, No SVMs.");
return;
}
// Compute results for learning and testing data
_Computed_LearningOutputs = svm.Score(LearningInputs);
//foreach (double[] itm in TestingInputs)
//{
// foreach (double value in itm)
// {
// Console.Write(value);
// }
// Console.WriteLine("");
//}
_Computed_TestingOutputs = svm.Score(TestingInputs);
// foreach (double value in _Computed_TestingOutputs)
//{
// Console.WriteLine(value);
//}
// Compute statistical results
BestLearningScore = Statistics.Compute_DeterminationCoeff_R2(LearningOutputs, _Computed_LearningOutputs);
BestTestingScore = Statistics.Compute_DeterminationCoeff_R2(TestingOutputs, _Computed_TestingOutputs);
}
private static void SupportVectorMachineTraining(IEnumerable <MatchingPair> trainingData, IEnumerable <MatchingPair> testData, IDictionary <string, IndexableAttributeMetadata> actualMetadata)
{
var stopWatch = new Stopwatch();
stopWatch.Start();
var trainingInputs = trainingData.Select(data => data.ToVectorArray(actualMetadata)).ToArray();
var trainingOutputs = trainingData.Select(data => data.PercentMatch > 0).ToArray();
var testInputs = testData.Select(data => data.ToVectorArray(actualMetadata)).ToArray();
var testOutputs = testData.Select(data => data.PercentMatch > 0).ToArray();
var learn = new SequentialMinimalOptimization <Gaussian>()
{
UseComplexityHeuristic = true,
UseKernelEstimation = true
};
SupportVectorMachine <Gaussian> svm = learn.Learn(trainingInputs, trainingOutputs);
var inSampleScore = svm.Score(trainingInputs);
var outOfSampleScore = svm.Score(testInputs);
Logger.InfoFormat("Result:\nIn-sample: {0}\nOut-of-sample:{1}", string.Join(", ", inSampleScore), string.Join(", ", outOfSampleScore));
var results = svm.Decide(trainingInputs);
var inSampleErrors = trainingOutputs.Where((t, i) => results[i] != t).Count();
results = svm.Decide(testInputs);
var outOfSampleErrors = testOutputs.Where((t, i) => results[i] != t).Count();
Logger.InfoFormat("Errors: In-sample: {0} Out-of-sample: {1}", inSampleErrors, outOfSampleErrors);
stopWatch.Stop();
Logger.InfoFormat("Regression Tree learning took {0}", stopWatch.Elapsed);
}
public void learn_test()
{
#region doc_learn
Accord.Math.Random.Generator.Seed = 0;
// Example regression problem. Suppose we are trying
// to model the following equation: f(x, y) = 2x + y
double[][] inputs = // (x, y)
{
new double[] { 0, 1 }, // 2*0 + 1 = 1
new double[] { 4, 3 }, // 2*4 + 3 = 11
new double[] { 8, -8 }, // 2*8 - 8 = 8
new double[] { 2, 2 }, // 2*2 + 2 = 6
new double[] { 6, 1 }, // 2*6 + 1 = 13
new double[] { 5, 4 }, // 2*5 + 4 = 14
new double[] { 9, 1 }, // 2*9 + 1 = 19
new double[] { 1, 6 }, // 2*1 + 6 = 8
};
double[] outputs = // f(x, y)
{
1, 11, 8, 6, 13, 14, 19, 8
};
// Create the sequential minimal optimization teacher
var learn = new SequentialMinimalOptimizationRegression <Polynomial>()
{
Kernel = new Polynomial(2), // Polynomial Kernel of 2nd degree
Complexity = 100
};
// Run the learning algorithm
SupportVectorMachine <Polynomial> svm = learn.Learn(inputs, outputs);
// Compute the predicted scores
double[] predicted = svm.Score(inputs);
// Compute the error between the expected and predicted
double error = new SquareLoss(outputs).Loss(predicted);
// Compute the answer for one particular example
double fxy = svm.Score(inputs[0]); // 1.0003849827673186
#endregion
Assert.AreEqual(1.0, fxy, 1e-2);
for (int i = 0; i < outputs.Length; i++)
{
Assert.AreEqual(outputs[i], predicted[i], 1e-2);
}
}
public static void SVM(Book newBook, List <Book> oldBooks, Author author)
{
double[][] inputs = oldBooks.Select(book => new double[] { book.AverageSentenceWordCount,
book.PunctoationToWordRatio,
book.NounToWordRatio,
book.VerbToWordRatio,
book.AdjectiveToWordRatio,
book.AdverbToWordRatio }).ToArray();
int[] outputs = oldBooks.Select(book => (book.Author.Gender.GenderID)).ToArray();
var learn = new SequentialMinimalOptimization <Gaussian>()
{
UseComplexityHeuristic = true,
UseKernelEstimation = true
};
SupportVectorMachine <Gaussian> svm = learn.Learn(inputs, outputs);
double[] newBookInput = new double[] { newBook.AverageSentenceWordCount,
newBook.PunctoationToWordRatio,
newBook.NounToWordRatio,
newBook.VerbToWordRatio,
newBook.AdjectiveToWordRatio,
newBook.AdverbToWordRatio };
int newGender = (int)svm.Score(newBookInput);
author.GenderID = newGender;
}
double[] GenerateDataFromData(double[] outputs)//扩充小样本
{
Accord.Math.Random.Generator.Seed = 0;
double[][] inputs = new double[outputs.Count()][];
for (int index = 0; index < outputs.Count(); index++)
{
inputs[index] = new double[] { (double)index / outputs.Count() };
}
var learn = new SequentialMinimalOptimizationRegression <Polynomial>()
{
Kernel = new Polynomial(2), // Polynomial Kernel of 2nd degree
Complexity = 100
};
// Run the learning algorithm
SupportVectorMachine <Polynomial> svm = learn.Learn(inputs, outputs);
// Compute the predicted scores
int mCount = 1000;//输出样本数量
double[][] tempinputs = new double[mCount][];
for (int index = 0; index < mCount; index++)
{
tempinputs[index] = new double[] { (double)index / mCount };
}
double[] predicted = svm.Score(tempinputs);
return(predicted);
}
public override List <Vector3> TransformGpsToWorld(List <Location> locations)
{
if (!TransformationAvailable)
{
throw new Exception("Transformation is not available yet.");
}
if (locations.Count <= 0)
{
throw new ArgumentException("The input array of locations is empty");
}
double[][] in_XY = new double[records.Count][];
int idx = 0;
foreach (Location loc in locations)
{
in_XY[idx] = new double[] { loc.Longitude, loc.Latitude };
idx++;
}
double[] out_x = svm_x.Score(in_XY);
double[] out_y = svm_y.Score(in_XY);
List <Vector3> output = new List <Vector3>();
for (int i = 0; i < locations.Count; i++)
{
output.Add(new Vector3((float)out_x[i], (float)out_y[i]));
}
return(output);
}
private void testing(double[,] arr)
{
// Extract the first columns (X)
double[][] inputs = arr.GetColumns(0).ToJagged();
// Extract the expected output values
double[] expected = arr.GetColumn(1);
// Compute the actual machine outputs
double[] output = svm.Score(inputs);
if (output.Length == 4)
{
output1 = new double[output.Length];
for (int i = 0; i < output.Length; i++)
{
output1[i] = output[i];
}
}
else if (output.Length % 4 == 0)
{
for (int i = output.Length; i > (output.Length - output1.Length); i--)
{
if (output[i - 1] > (output1[i - (output.Length - output1.Length) - 1] + 20))
{
MessageBox.Show("Network load is not matching predicted values. It could be network attack.");
return;
}
}
}
}
public double[] Compute(double[][] inputs)
{
if (Equals(svm, null))
{
return(null);
}
return(svm.Score(inputs));
}
public void Optimizer_ObjectiveFunction(double[] solution, ref double fitnessValue)
{
Console.WriteLine(Optimizer.CurrentIteration);
//Set kernal params :
kernelG.Sigma = solution[0];
// Set paramsfor regression learning algorithm
teacherSMOR.Complexity = solution[1];
teacherSMOR.Tolerance = solution[2];
teacherSMOR.Epsilon = solution[3];
// Use the teacher to create a machine
svm = teacherSMOR.Learn(LearningInputs, LearningOutputs);
// Check if we got support vectors
if (svm.SupportVectors.Length == 0)
{
Console.WriteLine("Sorry, No SVMs.");
return;
}
// Compute results for learning and testing data
_Computed_LearningOutputs = svm.Score(LearningInputs);
_Computed_TestingOutputs = svm.Score(TestingInputs);
// Compute statistical
LearningIndex = Statistics.Compute_RMSE(LearningOutputs, _Computed_LearningOutputs);
TestingIndex = Statistics.Compute_RMSE(TestingOutputs, _Computed_TestingOutputs);
// Compute correlation R for learning and testing to controle results :
var Rlern = Statistics.Compute_CorrelationCoeff_R(LearningOutputs, _Computed_LearningOutputs);
var Rtest = Statistics.Compute_CorrelationCoeff_R(TestingOutputs, _Computed_TestingOutputs);
Console.WriteLine("Index (learn) = {0} | Index (test) = {1} ; Correlation : R (learn) = {2} | R (test) = {3}", LearningIndex, TestingIndex, Rlern, Rtest);
if (BestLearningScore < LearningIndex && BestTestingScore < TestingIndex)
{
BestLearningScore = LearningIndex;
BestTestingScore = TestingIndex;
}
//set the fitness value
fitnessValue = Math.Pow(LearningIndex, 2) + Math.Pow(TestingIndex, 2);
}
public IEnumerable <XYtoZ> Predict(IEnumerable <Tuple <double, double> > xvalues)
{
EnsureAlreadyTrained();
double [][] xyvaluesArray = xvalues.Select(i => new double[] { i.Item1, i.Item2 }).ToArray();
double [] zvaluesArray = _supportVectorMachine.Score(xyvaluesArray);
for (int i = 0; i < xyvaluesArray.Length; ++i)
{
yield return(new XYtoZ()
{
XY = new Tuple <double, double>(xyvaluesArray[i][0], xyvaluesArray[i][1]),
Z = zvaluesArray[i]
});
}
}
private SupportVectorMachine <Linear> getSVMRegression(GeoWave geoWave, int labelIdx, bool[] Dim2TakeNode, ref double[] svmApprox)
{
SupportVectorMachine <Linear> svmRegression = null;
double[][] dataForRegression = new double[geoWave.pointsIdArray.Count][];
double[] labelForRegression = new double[geoWave.pointsIdArray.Count];
int amountOfFeatures = training_dt[0].Length;
for (int i = 0; i < geoWave.pointsIdArray.Count; i++)
{
int index = geoWave.pointsIdArray[i];
dataForRegression[i] = new double[userConfig.nFeatures];
int k = 0;
for (int j = 0; j < amountOfFeatures; j++)
{
if (Dim2TakeNode[j])
{
dataForRegression[i][k] = training_dt[index][j];
k++;
}
}
labelForRegression[i] = training_label[index][labelIdx];
}
LinearRegressionNewtonMethod tmpSvmRegression = new LinearRegressionNewtonMethod()
{
UseComplexityHeuristic = true
};
try
{
svmRegression = tmpSvmRegression.Learn(dataForRegression, labelForRegression);
svmApprox = svmRegression.Score(dataForRegression);
}
catch (Exception e)
{
return(null);
}
if (svmApprox.Contains(double.NaN))
{
return(null);
}
return(svmRegression);
}
private void btnTestingRun_Click(object sender, EventArgs e)
{
if (svm == null || dgvTestingSource.DataSource == null)
{
MessageBox.Show("Please create a machine first.");
return;
}
// Creates a matrix from the source data table
double[,] table = (dgvTestingSource.DataSource as DataTable).ToMatrix();
// Extract the first columns (X)
double[][] inputs = table.GetColumns(0).ToJagged();
// Extract the expected output values
double[] expected = table.GetColumn(1);
// Compute the actual machine outputs
double[] output = svm.Score(inputs);
// Compute R² and Sum-of-squares error
double rSquared = Accord.Statistics.Tools.Determination(output, expected);
double error = Elementwise.Pow(expected.Subtract(output), 2).Sum() / output.Length;
// Anonymous magic! :D
var r = new { RSquared = rSquared, Error = error };
dgvPerformance.DataSource = (new[] { r }).ToList();
// Create performance scatter plot
CreateResultScatterplot(zedGraphControl1, inputs, expected, output);
}
public static void train_one(Problem prob, Parameters param, out double[] w, double Cp, double Cn)
{
double[][] inputs = prob.Inputs;
int[] labels = prob.Outputs.Apply(x => x >= 0 ? 1 : -1);
// Create the learning algorithm from the parameters
var teacher = create(param, Cp, Cn, inputs, labels);
Trace.WriteLine("Training " + param.Solver);
// Run the learning algorithm
var sw = Stopwatch.StartNew();
SupportVectorMachine svm = teacher.Learn(inputs, labels);
sw.Stop();
double error = new HingeLoss(labels).Loss(svm.Score(inputs));
// Save the solution
w = svm.ToWeights();
Trace.WriteLine(String.Format("Finished {0}: {1} in {2}",
param.Solver, error, sw.Elapsed));
}
public void ReceiverOperatingCharacteristicConstructorTest3()
{
// This example shows how to measure the accuracy of a
// binary classifier using a ROC curve. For this example,
// we will be creating a Support Vector Machine trained
// on the following instances:
double[][] inputs =
{
// Those are from class -1
new double[] { 2, 4, 0 },
new double[] { 5, 5, 1 },
new double[] { 4, 5, 0 },
new double[] { 2, 5, 5 },
new double[] { 4, 5, 1 },
new double[] { 4, 5, 0 },
new double[] { 6, 2, 0 },
new double[] { 4, 1, 0 },
// Those are from class +1
new double[] { 1, 4, 5 },
new double[] { 7, 5, 1 },
new double[] { 2, 6, 0 },
new double[] { 7, 4, 7 },
new double[] { 4, 5, 0 },
new double[] { 6, 2, 9 },
new double[] { 4, 1, 6 },
new double[] { 7, 2, 9 },
};
int[] outputs =
{
-1, -1, -1, -1, -1, -1, -1, -1, // first eight from class -1
+1, +1, +1, +1, +1, +1, +1, +1 // last eight from class +1
};
// Create a linear Support Vector Machine with 3 inputs
var machine = new SupportVectorMachine(inputs: 3);
// Create the sequential minimal optimization teacher
var learn = new SequentialMinimalOptimization(machine, inputs, outputs)
{
Complexity = 1
};
// Run the learning algorithm
double error = learn.Run();
// Extract the input labels predicted by the machine
double[] predicted = new double[inputs.Length];
for (int i = 0; i < predicted.Length; i++)
{
predicted[i] = machine.Score(inputs[i]);
}
// Create a new ROC curve to assess the performance of the model
var roc = new ReceiverOperatingCharacteristic(outputs, predicted);
roc.Compute(100); // Compute a ROC curve with 100 points
/*
* // Generate a connected scatter plot for the ROC curve and show it on-screen
* ScatterplotBox.Show(roc.GetScatterplot(includeRandom: true), nonBlocking: true)
*
* .SetSymbolSize(0) // do not display data points
* .SetLinesVisible(true) // show lines connecting points
* .SetScaleTight(true) // tighten the scale to points
* .WaitForClose();
*/
Assert.AreEqual(0.25, error);
Assert.AreEqual(0.78125, roc.Area);
// Assert.AreEqual(0.1174774, roc.StandardError, 1e-6); HanleyMcNeil
// Assert.AreEqual(0.11958120746409709, roc.StandardError, 1e-6);
Assert.AreEqual(0.132845321574701, roc.StandardError, 1e-6);
}
public void learn_test_square_polynomial()
{
Accord.Math.Random.Generator.Seed = 0;
// Example regression problem. Suppose we are trying
// to model the following equation: f(x) = x * x
double[][] inputs = // (x)
{
new double[] { -1 },
new double[] { 4 },
new double[] { 8 },
new double[] { 2 },
new double[] { 6 },
new double[] { 5 },
new double[] { 9 },
new double[] { 1 },
new double[] { 6 },
new double[] { -5 },
new double[] { -2 },
new double[] { -3 },
new double[] { 5 },
new double[] { 4 },
new double[] { 1 },
new double[] { 2 },
new double[] { 0 },
new double[] { 4 },
new double[] { 8 },
new double[] { 2 },
new double[] { 6 },
new double[] { 52 },
new double[] { 95 },
new double[] { 1 },
new double[] { 6 },
new double[] { 5 },
new double[] { -1 },
new double[] { 2 },
new double[] { 5 },
new double[] { 4 },
new double[] { -4 },
new double[] { -50 },
};
double[] outputs = inputs.GetColumn(0).Pow(2);
// Create the sequential minimal optimization teacher
var learn = new FanChenLinSupportVectorRegression <Polynomial>()
{
Kernel = new Polynomial(degree: 2, constant: 0),
Complexity = 100
};
// Run the learning algorithm
SupportVectorMachine <Polynomial> svm = learn.Learn(inputs, outputs);
// Compute the predicted scores
double[] predicted = svm.Score(inputs);
// Compute the error between the expected and predicted
double error = new SquareLoss(outputs).Loss(predicted);
// Compute the answer for one particular example
double fxy = svm.Score(inputs[0]); // 1.000776033448912
Assert.AreEqual(1.0, fxy, 1e-3);
for (int i = 0; i < outputs.Length; i++)
{
Assert.AreEqual(outputs[i], predicted[i], 2e-3);
}
}
private void btnCreate_Click(object sender, EventArgs e)
{
if (dgvLearningSource.DataSource == null)
{
MessageBox.Show("Please load some data first.");
return;
}
// Finishes and save any pending changes to the given data
dgvLearningSource.EndEdit();
// Creates a matrix from the entire source data table
double[][] table = (dgvLearningSource.DataSource as DataTable).ToJagged(out columnNames);
// Get only the input vector values (first column)
double[][] inputs = table.GetColumns(0);
// Get only the outputs (last column)
double[] outputs = table.GetColumn(1);
// Create the specified Kernel
IKernel kernel = createKernel();
// Creates a new SMO for regression learning algorithm
var teacher = new SequentialMinimalOptimizationRegression()
{
// Set learning parameters
Complexity = (double)numC.Value,
Tolerance = (double)numT.Value,
Epsilon = (double)numEpsilon.Value,
Kernel = kernel
};
try
{
// Use the teacher to create a machine
svm = teacher.Learn(inputs, outputs);
lbStatus.Text = "Training complete!";
}
catch (ConvergenceException)
{
lbStatus.Text = "Convergence could not be attained. " +
"The learned machine might still be usable.";
}
// Check if we got support vectors
if (svm.SupportVectors.Length == 0)
{
dgvSupportVectors.DataSource = null;
graphSupportVectors.GraphPane.CurveList.Clear();
return;
}
// Show support vectors on the Support Vectors tab page
double[][] supportVectorsWeights = svm.SupportVectors.InsertColumn(svm.Weights);
string[] supportVectorNames = columnNames.RemoveAt(columnNames.Length - 1).Concatenate("Weight");
dgvSupportVectors.DataSource = new ArrayDataView(supportVectorsWeights, supportVectorNames);
// Show the support vector labels on the scatter plot
var supportVectorLabels = new double[svm.SupportVectors.Length];
for (int i = 0; i < supportVectorLabels.Length; i++)
{
int j = inputs.Find(sv => sv == svm.SupportVectors[i])[0];
supportVectorLabels[i] = outputs[j];
}
double[][] graph = svm.SupportVectors.InsertColumn(supportVectorLabels);
CreateScatterplot(graphSupportVectors, graph);
// Get the ranges for each variable (X and Y)
DoubleRange range = table.GetColumn(0).GetRange();
double[][] map = Vector.Range(range, stepSize: 0.05).ToJagged();
// Classify each point in the Cartesian coordinate system
double[][] surface = map.InsertColumn(svm.Score(map));
CreateScatterplot(zedGraphControl2, surface);
}
void TestSVM()///检测ＳＶＭ正确性
{
Accord.Math.Random.Generator.Seed = 0;
// Example regression problem. Suppose we are trying
// to model the following equation: f(x, y) = 2x + y
// double[][] inputs = // (x, y)
// {
// new double[] { 0, 1 }, // 2*0 + 1 = 1
// new double[] { 4, 3 }, // 2*4 + 3 = 11
// new double[] { 8, -8 }, // 2*8 - 8 = 8
// new double[] { 2, 2 }, // 2*2 + 2 = 6
// new double[] { 6, 1 }, // 2*6 + 1 = 13
// new double[] { 5, 4 }, // 2*5 + 4 = 14
// new double[] { 9, 1 }, // 2*9 + 1 = 19
// new double[] { 1, 6 }, // 2*1 + 6 = 8
//};
double[][] inputs = new double[8][];
for (int i = 0; i < 8; i++)
{
double[] temp = new double[1];
temp[0] = Math.PI / 2 / 8 * i;
inputs[i] = temp;
}
// double[] outputs = // f(x, y)
// {
// 1, 11, 8, 6, 13, 14, 19, 8
//};
double[] outputs = new double[8];
for (int i = 0; i < 8; i++)
{
outputs[i] = Math.Sin(Math.PI / 2 / 8 * i);
}
// Create the sequential minimal optimization teacher
var learn = new SequentialMinimalOptimizationRegression <Gaussian>()
{
//Kernel = new Polynomial(3), // Polynomial Kernel of 2nd degree
//Kernel = new Gaussian(2),
Complexity = 100
};
// Run the learning algorithm
SupportVectorMachine <Gaussian> svm = learn.Learn(inputs, outputs);
// Compute the predicted scores
double[] predicted = svm.Score(inputs);
// Compute the error between the expected and predicted
double error = new SquareLoss(outputs).Loss(predicted);
// Compute the answer for one particular example
double fxy = svm.Score(new double[1] {
2
}); // 1.0003849827673186
//double[] myerror = new double[8];
//for(int i=0;i<8;i++)
//{
// myerror[i]=Math.Abs(predicted[i]-outputs[i])/
//}
}