// SVMPREDICT returns a vector of predictions using a trained SVM model
//(svm_train).
//
// pred = SVMPREDICT(model, X) returns a vector of predictions using a
// trained SVM model (svm_train). X is a mxn matrix where there each
// example is a row. model is a svm model returned from svm_train.
// predictions pred is a m x 1 column of predictions of {0, 1} values.
//
// Converted to R by: SD Separa (2016/03/18)
// Converted to C# by: SD Separa (2018/09/29)
public ManagedArray Predict(ManagedArray input)
{
var predictions = new ManagedArray(1, Rows(input));
if (Trained)
{
var x = new ManagedArray(input);
if (Cols(x) == 1)
{
ManagedMatrix.Transpose(x, input);
}
else
{
ManagedOps.Copy2D(x, input, 0, 0);
}
var m = Rows(x);
predictions.Resize(1, m);
if (Type == KernelType.LINEAR)
{
ManagedMatrix.Multiply(predictions, x, W);
ManagedMatrix.Add(predictions, B);
}
else if (Type == KernelType.GAUSSIAN || Type == KernelType.RADIAL)
{
// RBF Kernel
// This is equivalent to computing the kernel on every pair of examples
var pX1 = ManagedMatrix.Pow(x, 2);
var pX2 = ManagedMatrix.Pow(ModelX, 2);
var rX2 = ManagedMatrix.RowSums(pX2);
var X1 = ManagedMatrix.RowSums(pX1);
var X2 = ManagedMatrix.Transpose(rX2);
var tX = ManagedMatrix.Transpose(ModelX);
var tY = ManagedMatrix.Transpose(ModelY);
var tA = ManagedMatrix.Transpose(Alpha);
var rows = Rows(X1);
var cols = Cols(X2);
var tempK = new ManagedArray(cols, rows);
var temp1 = new ManagedArray(cols, rows);
var temp2 = ManagedMatrix.Multiply(x, tX);
ManagedMatrix.Multiply(temp2, -2);
ManagedMatrix.Expand(X1, cols, 1, tempK);
ManagedMatrix.Expand(X2, 1, rows, temp1);
ManagedMatrix.Add(tempK, temp1);
ManagedMatrix.Add(tempK, temp2);
var sigma = KernelParam.Length() > 0 ? KernelParam[0] : 1;
if (Type == KernelType.RADIAL)
{
ManagedMatrix.Sqrt(tempK);
}
var g = Math.Abs(sigma) > 0 ? Math.Exp(-1 / (2 * sigma * sigma)) : 0;
var Kernel = ManagedMatrix.Pow(g, tempK);
var tempY = new ManagedArray(Cols(tY), rows);
var tempA = new ManagedArray(Cols(tA), rows);
ManagedMatrix.Expand(tY, 1, rows, tempY);
ManagedMatrix.Expand(tA, 1, rows, tempA);
ManagedMatrix.Product(Kernel, tempY);
ManagedMatrix.Product(Kernel, tempA);
var p = ManagedMatrix.RowSums(Kernel);
ManagedOps.Copy2D(predictions, p, 0, 0);
ManagedMatrix.Add(predictions, B);
ManagedOps.Free(pX1, pX2, rX2, X1, X2, tempK, temp1, temp2, tX, tY, tA, tempY, tempA, Kernel, p);
}
else
{
var Xi = new ManagedArray(Cols(x), 1);
var Xj = new ManagedArray(Cols(ModelX), 1);
for (var i = 0; i < m; i++)
{
double prediction = 0;
ManagedOps.Copy2D(Xi, x, 0, i);
for (var j = 0; j < Rows(ModelX); j++)
{
ManagedOps.Copy2D(Xj, ModelX, 0, j);
prediction += Alpha[j] * ModelY[j] * KernelFunction.Run(Type, Xi, Xj, KernelParam);
}
predictions[i] = prediction + B;
}
ManagedOps.Free(Xi, Xj);
}
ManagedOps.Free(x);
}
return(predictions);
}