public static double k_function(svm_node[] x, svm_node[] y, svm_parameter param) { switch (param.kernel_type) { case svm_parameter.LINEAR: return dot(x, y); case svm_parameter.POLY: return powi(param.gamma * dot(x, y) + param.coef0, param.degree); case svm_parameter.RBF: { double sum = 0; int xlen = x.Length; int ylen = y.Length; int i = 0; int j = 0; while (i < xlen && j < ylen) { if (x[i].index == y[j].index) { double d = x[i++].value - y[j++].value; sum += d * d; } else if (x[i].index > y[j].index) { sum += y[j].value * y[j].value; ++j; } else { sum += x[i].value * x[i].value; ++i; } } while (i < xlen) { sum += x[i].value * x[i].value; ++i; } while (j < ylen) { sum += y[j].value * y[j].value; ++j; } return Math.Exp(-param.gamma * sum); } case svm_parameter.SIGMOID: return Math.Tanh(param.gamma * dot(x, y) + param.coef0); case svm_parameter.PRECOMPUTED: return x[(int)(y[0].value)].value; default: return 0; // java } }
public object Clone() { var clone = new svm_node(); clone.index = index; clone.value = value; return clone; }
public static double svm_predict_probability(svm_model model, svm_node[] x, double[] prob_estimates) { if ((model.param.svm_type == svm_parameter.C_SVC || model.param.svm_type == svm_parameter.NU_SVC) && model.probA != null && model.probB != null) { int i; int nr_class = model.nr_class; double[] dec_values = new double[nr_class * (nr_class - 1) / 2]; svm_predict_values(model, x, dec_values); double min_prob = 1e-7; double[][] pairwise_prob = new double[nr_class][]; int k = 0; for (i = 0; i < nr_class; i++) pairwise_prob[i] = new double[nr_class]; for (int j = i + 1; j < nr_class; j++) { pairwise_prob[i][j] = Math.Min(Math.Max(sigmoid_predict(dec_values[k], model.probA[k], model.probB[k]), min_prob), 1 - min_prob); pairwise_prob[j][i] = 1 - pairwise_prob[i][j]; k++; } multiclass_probability(nr_class, pairwise_prob, prob_estimates); int prob_max_idx = 0; for (i = 1; i < nr_class; i++) if (prob_estimates[i] > prob_estimates[prob_max_idx]) prob_max_idx = i; return model.label[prob_max_idx]; } else return svm_predict(model, x); }
static double dot(svm_node[] x, svm_node[] y) { double sum = 0; int xlen = x.Length; int ylen = y.Length; int i = 0; int j = 0; while (i < xlen && j < ylen) { if (x[i].index == y[j].index) sum += x[i++].value * y[j++].value; else { if (x[i].index > y[j].index) ++j; else ++i; } } return sum; }
public static double svm_predict(svm_model model, svm_node[] x) { int nr_class = model.nr_class; double[] dec_values; if (model.param.svm_type == svm_parameter.ONE_CLASS || model.param.svm_type == svm_parameter.EPSILON_SVR || model.param.svm_type == svm_parameter.NU_SVR) dec_values = new double[1]; else dec_values = new double[nr_class * (nr_class - 1) / 2]; double pred_result = svm_predict_values(model, x, dec_values); return pred_result; }
public static double svm_predict_values(svm_model model, svm_node[] x, double[] dec_values) { int i; if (model.param.svm_type == svm_parameter.ONE_CLASS || model.param.svm_type == svm_parameter.EPSILON_SVR || model.param.svm_type == svm_parameter.NU_SVR) { double[] sv_coef = model.sv_coef[0]; double sum = 0; for (i = 0; i < model.l; i++) sum += sv_coef[i] * Kernel.k_function(x, model.SV[i], model.param); sum -= model.rho[0]; dec_values[0] = sum; if (model.param.svm_type == svm_parameter.ONE_CLASS) return (sum > 0) ? 1 : -1; else return sum; } else { int nr_class = model.nr_class; int l = model.l; double[] kvalue = new double[l]; for (i = 0; i < l; i++) kvalue[i] = Kernel.k_function(x, model.SV[i], model.param); int[] start = new int[nr_class]; start[0] = 0; for (i = 1; i < nr_class; i++) start[i] = start[i - 1] + model.nSV[i - 1]; int[] vote = new int[nr_class]; for (i = 0; i < nr_class; i++) vote[i] = 0; int p = 0; for (i = 0; i < nr_class; i++) for (int j = i + 1; j < nr_class; j++) { double sum = 0; int si = start[i]; int sj = start[j]; int ci = model.nSV[i]; int cj = model.nSV[j]; int k; double[] coef1 = model.sv_coef[j - 1]; double[] coef2 = model.sv_coef[i]; for (k = 0; k < ci; k++) sum += coef1[si + k] * kvalue[si + k]; for (k = 0; k < cj; k++) sum += coef2[sj + k] * kvalue[sj + k]; sum -= model.rho[p]; dec_values[p] = sum; if (dec_values[p] > 0) ++vote[i]; else ++vote[j]; p++; } int vote_max_idx = 0; for (i = 1; i < nr_class; i++) if (vote[i] > vote[vote_max_idx]) vote_max_idx = i; return model.label[vote_max_idx]; } }
public Kernel(int l, svm_node[][] x_, svm_parameter param) { this.kernel_type = param.kernel_type; this.degree = param.degree; this.gamma = param.gamma; this.coef0 = param.coef0; x = (svm_node[][])x_.Clone(); if (kernel_type == svm_parameter.RBF) { x_square = new double[l]; for (int i = 0; i < l; i++) x_square[i] = dot(x[i], x[i]); } else x_square = null; }
// // Interface functions // public static svm_model svm_train(svm_problem prob, svm_parameter param) { svm_model model = new svm_model(); model.param = param; if (param.svm_type == svm_parameter.ONE_CLASS || param.svm_type == svm_parameter.EPSILON_SVR || param.svm_type == svm_parameter.NU_SVR) { // regression or one-class-svm model.nr_class = 2; model.label = null; model.nSV = null; model.probA = null; model.probB = null; model.sv_coef = new double[1][]; if (param.probability == 1 && (param.svm_type == svm_parameter.EPSILON_SVR || param.svm_type == svm_parameter.NU_SVR)) { model.probA = new double[1]; model.probA[0] = svm_svr_probability(prob, param); } decision_function f = svm_train_one(prob, param, 0, 0); model.rho = new double[1]; model.rho[0] = f.rho; int nSV = 0; int i; for (i = 0; i < prob.l; i++) if (Math.Abs(f.alpha[i]) > 0) ++nSV; model.l = nSV; model.SV = new svm_node[nSV][]; model.sv_coef[0] = new double[nSV]; int j = 0; for (i = 0; i < prob.l; i++) if (Math.Abs(f.alpha[i]) > 0) { model.SV[j] = prob.x[i]; model.sv_coef[0][j] = f.alpha[i]; ++j; } } else { // classification int l = prob.l; int[] tmp_nr_class = new int[1]; int[][] tmp_label = new int[1][]; int[][] tmp_start = new int[1][]; int[][] tmp_count = new int[1][]; int[] perm = new int[l]; // group training data of the same class svm_group_classes(prob, tmp_nr_class, tmp_label, tmp_start, tmp_count, perm); int nr_class = tmp_nr_class[0]; int[] label = tmp_label[0]; int[] start = tmp_start[0]; int[] count = tmp_count[0]; if (nr_class == 1) svm.info("WARNING: training data in only one class. See README for details." + Environment.NewLine); svm_node[][] x = new svm_node[l][]; int i; for (i = 0; i < l; i++) x[i] = prob.x[perm[i]]; // calculate weighted C double[] weighted_C = new double[nr_class]; for (i = 0; i < nr_class; i++) weighted_C[i] = param.C; for (i = 0; i < param.nr_weight; i++) { int j; for (j = 0; j < nr_class; j++) if (param.weight_label[i] == label[j]) break; if (j == nr_class) Console.Error.WriteLine("WARNING: class label " + param.weight_label[i] + " specified in weight is not found"); else weighted_C[j] *= param.weight[i]; } // train k*(k-1)/2 models bool[] nonzero = new bool[l]; for (i = 0; i < l; i++) nonzero[i] = false; decision_function[] f = new decision_function[nr_class * (nr_class - 1) / 2]; double[] probA = null, probB = null; if (param.probability == 1) { probA = new double[nr_class * (nr_class - 1) / 2]; probB = new double[nr_class * (nr_class - 1) / 2]; } int p = 0; for (i = 0; i < nr_class; i++) for (int j = i + 1; j < nr_class; j++) { svm_problem sub_prob = new svm_problem(); int si = start[i], sj = start[j]; int ci = count[i], cj = count[j]; sub_prob.l = ci + cj; sub_prob.x = new svm_node[sub_prob.l][]; sub_prob.y = new double[sub_prob.l]; int k; for (k = 0; k < ci; k++) { sub_prob.x[k] = x[si + k]; sub_prob.y[k] = +1; } for (k = 0; k < cj; k++) { sub_prob.x[ci + k] = x[sj + k]; sub_prob.y[ci + k] = -1; } if (param.probability == 1) { double[] probAB = new double[2]; svm_binary_svc_probability(sub_prob, param, weighted_C[i], weighted_C[j], probAB); probA[p] = probAB[0]; probB[p] = probAB[1]; } f[p] = svm_train_one(sub_prob, param, weighted_C[i], weighted_C[j]); for (k = 0; k < ci; k++) if (!nonzero[si + k] && Math.Abs(f[p].alpha[k]) > 0) nonzero[si + k] = true; for (k = 0; k < cj; k++) if (!nonzero[sj + k] && Math.Abs(f[p].alpha[ci + k]) > 0) nonzero[sj + k] = true; ++p; } // build output model.nr_class = nr_class; model.label = new int[nr_class]; for (i = 0; i < nr_class; i++) model.label[i] = label[i]; model.rho = new double[nr_class * (nr_class - 1) / 2]; for (i = 0; i < nr_class * (nr_class - 1) / 2; i++) model.rho[i] = f[i].rho; if (param.probability == 1) { model.probA = new double[nr_class * (nr_class - 1) / 2]; model.probB = new double[nr_class * (nr_class - 1) / 2]; for (i = 0; i < nr_class * (nr_class - 1) / 2; i++) { model.probA[i] = probA[i]; model.probB[i] = probB[i]; } } else { model.probA = null; model.probB = null; } int nnz = 0; int[] nz_count = new int[nr_class]; model.nSV = new int[nr_class]; for (i = 0; i < nr_class; i++) { int nSV = 0; for (int j = 0; j < count[i]; j++) if (nonzero[start[i] + j]) { ++nSV; ++nnz; } model.nSV[i] = nSV; nz_count[i] = nSV; } svm.info("Total nSV = " + nnz + Environment.NewLine); model.l = nnz; model.SV = new svm_node[nnz][]; p = 0; for (i = 0; i < l; i++) if (nonzero[i]) model.SV[p++] = x[i]; int[] nz_start = new int[nr_class]; nz_start[0] = 0; for (i = 1; i < nr_class; i++) nz_start[i] = nz_start[i - 1] + nz_count[i - 1]; model.sv_coef = new double[nr_class - 1][]; for (i = 0; i < nr_class - 1; i++) model.sv_coef[i] = new double[nnz]; p = 0; for (i = 0; i < nr_class; i++) for (int j = i + 1; j < nr_class; j++) { // classifier (i,j): coefficients with // i are in sv_coef[j-1][nz_start[i]...], // j are in sv_coef[i][nz_start[j]...] int si = start[i]; int sj = start[j]; int ci = count[i]; int cj = count[j]; int q = nz_start[i]; int k; for (k = 0; k < ci; k++) if (nonzero[si + k]) model.sv_coef[j - 1][q++] = f[p].alpha[k]; q = nz_start[j]; for (k = 0; k < cj; k++) if (nonzero[sj + k]) model.sv_coef[i][q++] = f[p].alpha[ci + k]; ++p; } } return model; }
/// <summary> /// Transforms the input array based upon the values provided. /// </summary> /// <param name="input">The input array</param> /// <returns>A scaled array</returns> public svm_node[] Transform(svm_node[] input) { svm_node[] output = new svm_node[input.Length]; for (int i = 0; i < output.Length; i++) { int index = input[i].index; double value = input[i].value; output[i] = new svm_node() { index = index, value = Transform(value, index) }; } return output; }