public void RunTest()
{
double[][] input =
{
new double[] { 55, 0 }, // 0 - no cancer
new double[] { 28, 0 }, // 0
new double[] { 65, 1 }, // 0
new double[] { 46, 0 }, // 1 - have cancer
new double[] { 86, 1 }, // 1
new double[] { 56, 1 }, // 1
new double[] { 85, 0 }, // 0
new double[] { 33, 0 }, // 0
new double[] { 21, 1 }, // 0
new double[] { 42, 1 }, // 1
};
double[] output =
{
0, 0, 0, 1, 1, 1, 0, 0, 0, 1
};
int[] labels = output.Apply(x => x > 0 ? +1 : -1);
var svm = new SupportVectorMachine(inputs: 2);
var teacher = new ProbabilisticNewtonMethod(svm, input, labels);
teacher.Tolerance = 1e-10;
teacher.Complexity = 1e+10;
double error = teacher.Run();
var regression = LogisticRegression.FromWeights(svm.ToWeights());
double[] actual = new double[output.Length];
for (int i = 0; i < actual.Length; i++)
{
actual[i] = regression.Compute(input[i]);
}
double ageOdds = regression.GetOddsRatio(1); // 1.0208597028836701
double smokeOdds = regression.GetOddsRatio(2); // 5.8584748789881331
Assert.AreEqual(0.3, error);
Assert.AreEqual(1.0208597028836701, ageOdds, 1e-4);
Assert.AreEqual(5.8584748789881331, smokeOdds, 1e-4);
Assert.IsFalse(Double.IsNaN(ageOdds));
Assert.IsFalse(Double.IsNaN(smokeOdds));
Assert.AreEqual(-2.4577464307294092, regression.Intercept, 1e-8);
Assert.AreEqual(-2.4577464307294092, regression.Coefficients[0], 1e-8);
Assert.AreEqual(0.020645118265359252, regression.Coefficients[1], 1e-8);
Assert.AreEqual(1.7678893101571855, regression.Coefficients[2], 1e-8);
}
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);
double eps = param.Tolerance;
int pos = 0;
for (int i = 0; i < labels.Length; i++)
{
if (labels[i] >= 0)
{
pos++;
}
}
int neg = prob.Outputs.Length - pos;
double primal_solver_tol = eps * Math.Max(Math.Min(pos, neg), 1.0) / prob.Inputs.Length;
SupportVectorMachine svm = new SupportVectorMachine(prob.Dimensions);
ISupportVectorMachineLearning teacher = null;
switch (param.Solver)
{
case LibSvmSolverType.L2RegularizedLogisticRegression:
// l2r_lr_fun
teacher = new ProbabilisticNewtonMethod(svm, inputs, labels)
{
PositiveWeight = Cp,
NegativeWeight = Cn,
Tolerance = primal_solver_tol
}; break;
case LibSvmSolverType.L2RegularizedL2LossSvc:
// fun_obj=new l2r_l2_svc_fun(prob, C);
teacher = new LinearNewtonMethod(svm, inputs, labels)
{
PositiveWeight = Cp,
NegativeWeight = Cn,
Tolerance = primal_solver_tol
}; break;
case LibSvmSolverType.L2RegularizedL2LossSvcDual:
// solve_l2r_l1l2_svc(prob, w, eps, Cp, Cn, L2R_L2LOSS_SVC_DUAL);
teacher = new LinearDualCoordinateDescent(svm, inputs, labels)
{
Loss = Loss.L2,
PositiveWeight = Cp,
NegativeWeight = Cn,
}; break;
case LibSvmSolverType.L2RegularizedL1LossSvcDual:
// solve_l2r_l1l2_svc(prob, w, eps, Cp, Cn, L2R_L1LOSS_SVC_DUAL);
teacher = new LinearDualCoordinateDescent(svm, inputs, labels)
{
Loss = Loss.L1,
PositiveWeight = Cp,
NegativeWeight = Cn,
}; break;
case LibSvmSolverType.L1RegularizedLogisticRegression:
// solve_l1r_lr(&prob_col, w, primal_solver_tol, Cp, Cn);
teacher = new ProbabilisticCoordinateDescent(svm, inputs, labels)
{
PositiveWeight = Cp,
NegativeWeight = Cn,
Tolerance = primal_solver_tol
}; break;
case LibSvmSolverType.L2RegularizedLogisticRegressionDual:
// solve_l2r_lr_dual(prob, w, eps, Cp, Cn);
teacher = new ProbabilisticDualCoordinateDescent(svm, inputs, labels)
{
PositiveWeight = Cp,
NegativeWeight = Cn,
Tolerance = primal_solver_tol,
}; break;
}
Trace.WriteLine("Training " + param.Solver);
// run the learning algorithm
var sw = Stopwatch.StartNew();
double error = teacher.Run();
sw.Stop();
// save the solution
w = svm.ToWeights();
Trace.WriteLine(String.Format("Finished {0}: {1} in {2}",
param.Solver, error, sw.Elapsed));
}
public void logistic_regression_sparse_test()
{
#region doc_logreg_sparse
// Declare some training data. This is exactly the same
// data used in the LogisticRegression documentation page
// Suppose we have the following data about some patients.
// The first variable is continuous and represent patient
// age. The second variable is dichotomic and give whether
// they smoke or not (This is completely fictional data).
// We also know if they have had lung cancer or not, and
// we would like to know whether smoking has any connection
// with lung cancer (This is completely fictional data).
Sparse <double>[] input =
{ // age, smokes?, had cancer?
Sparse.FromDense(new double[] { 55, 0 }), // false - no cancer
Sparse.FromDense(new double[] { 28, 0 }), // false
Sparse.FromDense(new double[] { 65, 1 }), // false
Sparse.FromDense(new double[] { 46, 0 }), // true - had cancer
Sparse.FromDense(new double[] { 86, 1 }), // true
Sparse.FromDense(new double[] { 56, 1 }), // true
Sparse.FromDense(new double[] { 85, 0 }), // false
Sparse.FromDense(new double[] { 33, 0 }), // false
Sparse.FromDense(new double[] { 21, 1 }), // false
Sparse.FromDense(new double[] { 42, 1 }), // true
};
double[] output = // Whether each patient had lung cancer or not
{
0, 0, 0, 1, 1, 1, 0, 0, 0, 1
};
// Create the probabilistic-SVM learning algorithm
var teacher = new ProbabilisticNewtonMethod <Linear, Sparse <double> >()
{
Tolerance = 1e-10,
Complexity = 1e+10, // learn a hard-margin model
};
// Learn the support vector machine
var svm = teacher.Learn(input, output);
// Convert the svm to logistic regression
var regression = (LogisticRegression)svm;
// Compute the predicted outcome for inputs
bool[] predicted = regression.Decide(input.ToDense(regression.NumberOfInputs));
// Compute probability scores for the outputs
double[] scores = regression.Score(input.ToDense(regression.NumberOfInputs));
// Compute odds-ratio as in the LogisticRegression example
double ageOdds = regression.GetOddsRatio(1); // 1.0208597028836701
double smokeOdds = regression.GetOddsRatio(2); // 5.8584748789881331
// Compute the classification error as in SVM example
double error = new ZeroOneLoss(output).Loss(predicted);
#endregion
Assert.AreEqual(0.2, error);
Assert.AreEqual(1.0208597028836701, ageOdds, 1e-4);
Assert.AreEqual(5.8584748789881331, smokeOdds, 1e-4);
Assert.AreEqual(-2.4577464307294092, regression.Intercept, 1e-8);
Assert.AreEqual(-2.4577464307294092, regression.Coefficients[0], 1e-8);
Assert.AreEqual(0.020645118265359252, regression.Coefficients[1], 1e-8);
Assert.AreEqual(1.7678893101571855, regression.Coefficients[2], 1e-8);
}
