Exemple #1
0
        private static void SolveEpsilonSvr(SvmProblem prob, SvmParameter param, IList <double> alpha,
                                            SvmSolver.SolutionInfo si)
        {
            int l = prob.Count;

            double[] alpha2     = new double[2 * l];
            double[] linearTerm = new double[2 * l];
            short[]  y          = new short[2 * l];
            int      i;

            for (i = 0; i < l; i++)
            {
                alpha2[i]         = 0;
                linearTerm[i]     = param.p - prob.y[i];
                y[i]              = 1;
                alpha2[i + l]     = 0;
                linearTerm[i + l] = param.p + prob.y[i];
                y[i + l]          = -1;
            }
            SvmSolver s = new SvmSolver();

            s.Solve(2 * l, new SvrQ(prob, param), linearTerm, y, alpha2, param.c, param.c, param.eps, si, param.shrinking);
            double sumAlpha = 0;

            for (i = 0; i < l; i++)
            {
                alpha[i]  = alpha2[i] - alpha2[i + l];
                sumAlpha += Math.Abs(alpha[i]);
            }
            Info("nu = " + sumAlpha / (param.c * l) + "\n");
        }
Exemple #2
0
        private static void SolveNuSvr(SvmProblem prob, SvmParameter param, IList <double> alpha, SvmSolver.SolutionInfo si)
        {
            int    l = prob.Count;
            double c = param.c;

            double[] alpha2     = new double[2 * l];
            double[] linearTerm = new double[2 * l];
            short[]  y          = new short[2 * l];
            int      i;
            double   sum = c * param.nu * l / 2;

            for (i = 0; i < l; i++)
            {
                alpha2[i]         = alpha2[i + l] = Math.Min(sum, c);
                sum              -= alpha2[i];
                linearTerm[i]     = -prob.y[i];
                y[i]              = 1;
                linearTerm[i + l] = prob.y[i];
                y[i + l]          = -1;
            }
            SvmSolverNu s = new SvmSolverNu();

            s.Solve(2 * l, new SvrQ(prob, param), linearTerm, y, alpha2, c, c, param.eps, si, param.shrinking);
            Info("epsilon = " + (-si.r) + "\n");
            for (i = 0; i < l; i++)
            {
                alpha[i] = alpha2[i] - alpha2[i + l];
            }
        }
Exemple #3
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        private static void SolveOneClass(SvmProblem prob, SvmParameter param, double[] alpha, SvmSolver.SolutionInfo si)
        {
            int l = prob.Count;

            double[] zeros = new double[l];
            short[]  ones  = new short[l];
            int      i;
            int      n = (int)(param.nu * prob.Count);       // # of alpha's at upper bound

            for (i = 0; i < n; i++)
            {
                alpha[i] = 1;
            }
            if (n < prob.Count)
            {
                alpha[n] = param.nu * prob.Count - n;
            }
            for (i = n + 1; i < l; i++)
            {
                alpha[i] = 0;
            }
            for (i = 0; i < l; i++)
            {
                zeros[i] = 0;
                ones[i]  = 1;
            }
            SvmSolver s = new SvmSolver();

            s.Solve(l, new OneClassQ(prob, param), zeros, ones, alpha, 1.0, 1.0, param.eps, si, param.shrinking);
        }
Exemple #4
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        private static DecisionFunction SvmTrainOne(SvmProblem prob, SvmParameter param, double cp, double cn)
        {
            double[] alpha            = new double[prob.Count];
            SvmSolver.SolutionInfo si = new SvmSolver.SolutionInfo();
            switch (param.svmType)
            {
            case SvmType.CSvc:
                SolveCSvc(prob, param, alpha, si, cp, cn);
                break;

            case SvmType.NuSvc:
                SolveNuSvc(prob, param, alpha, si);
                break;

            case SvmType.OneClass:
                SolveOneClass(prob, param, alpha, si);
                break;

            case SvmType.EpsilonSvr:
                SolveEpsilonSvr(prob, param, alpha, si);
                break;

            case SvmType.NuSvr:
                SolveNuSvr(prob, param, alpha, si);
                break;
            }
            Info("obj = " + si.obj + ", rho = " + si.rho + "\n");
            // output SVs
            int nSv  = 0;
            int nBsv = 0;

            for (int i = 0; i < prob.Count; i++)
            {
                if (Math.Abs(alpha[i]) > 0)
                {
                    ++nSv;
                    if (prob.y[i] > 0)
                    {
                        if (Math.Abs(alpha[i]) >= si.upperBoundP)
                        {
                            ++nBsv;
                        }
                    }
                    else
                    {
                        if (Math.Abs(alpha[i]) >= si.upperBoundN)
                        {
                            ++nBsv;
                        }
                    }
                }
            }
            Info("nSV = " + nSv + ", nBSV = " + nBsv + "\n");
            DecisionFunction f = new DecisionFunction {
                alpha = alpha, rho = si.rho
            };

            return(f);
        }
Exemple #5
0
        private static void SolveNuSvc(SvmProblem prob, SvmParameter param, double[] alpha, SvmSolver.SolutionInfo si)
        {
            int    i;
            int    l  = prob.Count;
            double nu = param.nu;

            short[] y = new short[l];
            for (i = 0; i < l; i++)
            {
                if (prob.y[i] > 0)
                {
                    y[i] = +1;
                }
                else
                {
                    y[i] = -1;
                }
            }
            double sumPos = nu * l / 2;
            double sumNeg = nu * l / 2;

            for (i = 0; i < l; i++)
            {
                if (y[i] == +1)
                {
                    alpha[i] = Math.Min(1.0, sumPos);
                    sumPos  -= alpha[i];
                }
                else
                {
                    alpha[i] = Math.Min(1.0, sumNeg);
                    sumNeg  -= alpha[i];
                }
            }
            double[] zeros = new double[l];
            for (i = 0; i < l; i++)
            {
                zeros[i] = 0;
            }
            SvmSolverNu s = new SvmSolverNu();

            s.Solve(l, new SvcQ(prob, param, y), zeros, y, alpha, 1.0, 1.0, param.eps, si, param.shrinking);
            double r = si.r;

            Info("C = " + 1 / r + "\n");
            for (i = 0; i < l; i++)
            {
                alpha[i] *= y[i] / r;
            }
            si.rho        /= r;
            si.obj        /= (r * r);
            si.upperBoundP = 1 / r;
            si.upperBoundN = 1 / r;
        }
Exemple #6
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        public SvmProblem ExtractFeatures(int[] indices)
        {
            SvmProblem reducedData = new SvmProblem {
                x = new BaseVector[Count], y = new double[Count]
            };

            for (int i = 0; i < Count; i++)
            {
                reducedData.x[i] = x[i].SubArray(indices);
                reducedData.y[i] = y[i];
            }
            return(reducedData);
        }
Exemple #7
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        public SvmProblem Copy()
        {
            SvmProblem newProb = new SvmProblem {
                x = new BaseVector[Count], y = new double[Count]
            };

            for (int i = 0; i < Count; ++i)
            {
                newProb.x[i] = x[i].Copy();
                newProb.y[i] = y[i];
            }
            return(newProb);
        }
Exemple #8
0
        private static void SolveCSvc(SvmProblem prob, SvmParameter param, double[] alpha, SvmSolver.SolutionInfo si,
                                      double cp, double cn)
        {
            int l = prob.Count;

            double[] minusOnes = new double[l];
            short[]  y         = new short[l];
            int      i;

            for (i = 0; i < l; i++)
            {
                alpha[i]     = 0;
                minusOnes[i] = -1;
                if (prob.y[i] > 0)
                {
                    y[i] = +1;
                }
                else
                {
                    y[i] = -1;
                }
            }
            SvmSolver s = new SvmSolver();

            s.Solve(l, new SvcQ(prob, param, y), minusOnes, y, alpha, cp, cn, param.eps, si, param.shrinking);
            double sumAlpha = 0;

            for (i = 0; i < l; i++)
            {
                sumAlpha += alpha[i];
            }
            if (cp == cn)
            {
                Info("nu = " + sumAlpha / (cp * prob.Count) + "\n");
            }
            for (i = 0; i < l; i++)
            {
                alpha[i] *= y[i];
            }
        }
Exemple #9
0
        // Return parameter of a Laplace distribution
        internal static double SvmSvrProbability(SvmProblem prob, SvmParameter param)
        {
            int       i;
            const int nrFold = 5;

            double[]     ymv      = new double[prob.Count];
            double       mae      = 0;
            SvmParameter newparam = (SvmParameter)param.Clone();

            newparam.probability = false;
            SvmCrossValidation(prob, newparam, nrFold, ymv);
            for (i = 0; i < prob.Count; i++)
            {
                ymv[i] = prob.y[i] - ymv[i];
                mae   += Math.Abs(ymv[i]);
            }
            mae /= prob.Count;
            double std   = Math.Sqrt(2 * mae * mae);
            int    count = 0;

            mae = 0;
            for (i = 0; i < prob.Count; i++)
            {
                if (Math.Abs(ymv[i]) > 5 * std)
                {
                    count = count + 1;
                }
                else
                {
                    mae += Math.Abs(ymv[i]);
                }
            }
            mae /= (prob.Count - count);
            Info(
                "Prob. model for test data: target value = predicted value + z,\nz: Laplace distribution e^(-|z|/sigma)/(2sigma),sigma=" +
                mae + "\n");
            return(mae);
        }
Exemple #10
0
        // Stratified cross validation
        public static void SvmCrossValidation(SvmProblem prob, SvmParameter param, int nrFold, double[] target)
        {
            int i;

            int[] foldStart = new int[nrFold + 1];
            int   l         = prob.Count;

            int[] perm = new int[l];
            // stratified cv may not give leave-one-out rate
            // Each class to l folds -> some folds may have zero elements
            if ((param.svmType == SvmType.CSvc || param.svmType == SvmType.NuSvc) && nrFold < l)
            {
                int[]   tmpNrClass = new int[1];
                int[][] tmpLabel   = new int[1][];
                int[][] tmpStart   = new int[1][];
                int[][] tmpCount   = new int[1][];
                SvmGroupClasses(prob, tmpNrClass, tmpLabel, tmpStart, tmpCount, perm);
                int   nrClass = tmpNrClass[0];
                int[] start   = tmpStart[0];
                int[] count   = tmpCount[0];
                // random shuffle and then data grouped by fold using the array perm
                int[] foldCount = new int[nrFold];
                int[] index     = new int[l];
                for (i = 0; i < l; i++)
                {
                    index[i] = perm[i];
                }
                for (int c = 0; c < nrClass; c++)
                {
                    for (i = 0; i < count[c]; i++)
                    {
                        int j = i + rand.Next(count[c] - i);
                        do
                        {
                            int _ = index[start[c] + j];
                            index[start[c] + j] = index[start[c] + i];
                            index[start[c] + i] = _;
                        } while (false);
                    }
                }
                for (i = 0; i < nrFold; i++)
                {
                    foldCount[i] = 0;
                    for (int c = 0; c < nrClass; c++)
                    {
                        foldCount[i] += (i + 1) * count[c] / nrFold - i * count[c] / nrFold;
                    }
                }
                foldStart[0] = 0;
                for (i = 1; i <= nrFold; i++)
                {
                    foldStart[i] = foldStart[i - 1] + foldCount[i - 1];
                }
                for (int c = 0; c < nrClass; c++)
                {
                    for (i = 0; i < nrFold; i++)
                    {
                        int begin = start[c] + i * count[c] / nrFold;
                        int end   = start[c] + (i + 1) * count[c] / nrFold;
                        for (int j = begin; j < end; j++)
                        {
                            perm[foldStart[i]] = index[j];
                            foldStart[i]++;
                        }
                    }
                }
                foldStart[0] = 0;
                for (i = 1; i <= nrFold; i++)
                {
                    foldStart[i] = foldStart[i - 1] + foldCount[i - 1];
                }
            }
            else
            {
                for (i = 0; i < l; i++)
                {
                    perm[i] = i;
                }
                for (i = 0; i < l; i++)
                {
                    int j = i + rand.Next(l - i);
                    do
                    {
                        int _ = perm[i];
                        perm[i] = perm[j];
                        perm[j] = _;
                    } while (false);
                }
                for (i = 0; i <= nrFold; i++)
                {
                    foldStart[i] = i * l / nrFold;
                }
            }
            for (i = 0; i < nrFold; i++)
            {
                int        begin = foldStart[i];
                int        end   = foldStart[i + 1];
                int        j;
                int        count   = l - (end - begin);
                SvmProblem subprob = new SvmProblem {
                    x = new BaseVector[count], y = new float[count]
                };
                int k = 0;
                for (j = 0; j < begin; j++)
                {
                    subprob.x[k] = prob.x[perm[j]];
                    subprob.y[k] = prob.y[perm[j]];
                    ++k;
                }
                for (j = end; j < l; j++)
                {
                    subprob.x[k] = prob.x[perm[j]];
                    subprob.y[k] = prob.y[perm[j]];
                    ++k;
                }
                SvmModel submodel = SvmTrain(subprob, param);
                if (param.probability && (param.svmType == SvmType.CSvc || param.svmType == SvmType.NuSvc))
                {
                    double[] probEstimates = new double[submodel.nrClass];
                    for (j = begin; j < end; j++)
                    {
                        target[perm[j]] = SvmPredictProbability(submodel, prob.x[perm[j]], probEstimates);
                    }
                }
                else
                {
                    for (j = begin; j < end; j++)
                    {
                        target[perm[j]] = SvmPredict(submodel, prob.x[perm[j]]);
                    }
                }
            }
        }
Exemple #11
0
        //
        // Interface functions
        //
        public static SvmModel SvmTrain(SvmProblem prob, SvmParameter param)
        {
            SvmModel model = new SvmModel {
                param = param
            };

            if (param.svmType == SvmType.OneClass || param.svmType == SvmType.EpsilonSvr || param.svmType == SvmType.NuSvr)
            {
                // regression or one-class-svm
                model.nrClass = 2;
                model.label   = null;
                model.nSv     = null;
                model.probA   = null;
                model.probB   = null;
                model.svCoef  = new double[1][];
                if (param.probability && (param.svmType == SvmType.EpsilonSvr || param.svmType == SvmType.NuSvr))
                {
                    model.probA    = new double[1];
                    model.probA[0] = SvmSvrProbability(prob, param);
                }
                DecisionFunction f = SvmTrainOne(prob, param, 0, 0);
                model.rho    = new double[1];
                model.rho[0] = f.rho;
                int nSv = 0;
                int i;
                for (i = 0; i < prob.Count; i++)
                {
                    if (Math.Abs(f.alpha[i]) > 0)
                    {
                        ++nSv;
                    }
                }
                model.l         = nSv;
                model.sv        = new BaseVector[nSv];
                model.svCoef[0] = new double[nSv];
                int j = 0;
                for (i = 0; i < prob.Count; i++)
                {
                    if (Math.Abs(f.alpha[i]) > 0)
                    {
                        model.sv[j]        = prob.x[i];
                        model.svCoef[0][j] = f.alpha[i];
                        ++j;
                    }
                }
            }
            else
            {
                // classification
                int     l          = prob.Count;
                int[]   tmpNrClass = new int[1];
                int[][] tmpLabel   = new int[1][];
                int[][] tmpStart   = new int[1][];
                int[][] tmpCount   = new int[1][];
                int[]   perm       = new int[l];
                // group training data of the same class
                SvmGroupClasses(prob, tmpNrClass, tmpLabel, tmpStart, tmpCount, perm);
                int   nrClass = tmpNrClass[0];
                int[] label   = tmpLabel[0];
                int[] start   = tmpStart[0];
                int[] count   = tmpCount[0];
                if (nrClass == 1)
                {
                    Info("WARNING: training data in only one class. See README for details.\n");
                }
                BaseVector[] x = new BaseVector[l];
                int          i;
                for (i = 0; i < l; i++)
                {
                    x[i] = prob.x[perm[i]];
                }
                // calculate weighted C
                double[] weightedC = new double[nrClass];
                for (i = 0; i < nrClass; i++)
                {
                    weightedC[i] = param.c;
                }
                for (i = 0; i < param.nrWeight; i++)
                {
                    int j;
                    for (j = 0; j < nrClass; j++)
                    {
                        if (param.weightLabel[i] == label[j])
                        {
                            break;
                        }
                    }
                    if (j == nrClass)
                    {
                        Info("WARNING: class label " + param.weightLabel[i] + " specified in weight is not found\n");
                    }
                    else
                    {
                        weightedC[j] *= param.weight[i];
                    }
                }
                // train k*(k-1)/2 models
                bool[] nonzero = new bool[l];
                for (i = 0; i < l; i++)
                {
                    nonzero[i] = false;
                }
                DecisionFunction[] f     = new DecisionFunction[nrClass * (nrClass - 1) / 2];
                double[]           probA = null, probB = null;
                if (param.probability)
                {
                    probA = new double[nrClass * (nrClass - 1) / 2];
                    probB = new double[nrClass * (nrClass - 1) / 2];
                }
                int p = 0;
                for (i = 0; i < nrClass; i++)
                {
                    for (int j = i + 1; j < nrClass; j++)
                    {
                        int        si = start[i], sj = start[j];
                        int        ci = count[i], cj = count[j];
                        int        c       = ci + cj;
                        SvmProblem subProb = new SvmProblem {
                            x = new BaseVector[c], y = new float[c]
                        };
                        int k;
                        for (k = 0; k < ci; k++)
                        {
                            subProb.x[k] = x[si + k];
                            subProb.y[k] = +1;
                        }
                        for (k = 0; k < cj; k++)
                        {
                            subProb.x[ci + k] = x[sj + k];
                            subProb.y[ci + k] = -1;
                        }
                        if (param.probability)
                        {
                            double[] probAb = new double[2];
                            SvmBinarySvcProbability(subProb, param, weightedC[i], weightedC[j], probAb);
                            probA[p] = probAb[0];
                            probB[p] = probAb[1];
                        }
                        f[p] = SvmTrainOne(subProb, param, weightedC[i], weightedC[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.nrClass = nrClass;
                model.label   = new int[nrClass];
                for (i = 0; i < nrClass; i++)
                {
                    model.label[i] = label[i];
                }
                model.rho = new double[nrClass * (nrClass - 1) / 2];
                for (i = 0; i < nrClass * (nrClass - 1) / 2; i++)
                {
                    model.rho[i] = f[i].rho;
                }
                if (param.probability)
                {
                    model.probA = new double[nrClass * (nrClass - 1) / 2];
                    model.probB = new double[nrClass * (nrClass - 1) / 2];
                    for (i = 0; i < nrClass * (nrClass - 1) / 2; i++)
                    {
                        model.probA[i] = probA[i];
                        model.probB[i] = probB[i];
                    }
                }
                else
                {
                    model.probA = null;
                    model.probB = null;
                }
                int   nnz     = 0;
                int[] nzCount = new int[nrClass];
                model.nSv = new int[nrClass];
                for (i = 0; i < nrClass; i++)
                {
                    int nSv = 0;
                    for (int j = 0; j < count[i]; j++)
                    {
                        if (nonzero[start[i] + j])
                        {
                            ++nSv;
                            ++nnz;
                        }
                    }
                    model.nSv[i] = nSv;
                    nzCount[i]   = nSv;
                }
                Info("Total nSV = " + nnz + "\n");
                model.l  = nnz;
                model.sv = new BaseVector[nnz];
                p        = 0;
                for (i = 0; i < l; i++)
                {
                    if (nonzero[i])
                    {
                        model.sv[p++] = x[i];
                    }
                }
                int[] nzStart = new int[nrClass];
                nzStart[0] = 0;
                for (i = 1; i < nrClass; i++)
                {
                    nzStart[i] = nzStart[i - 1] + nzCount[i - 1];
                }
                model.svCoef = new double[nrClass - 1][];
                for (i = 0; i < nrClass - 1; i++)
                {
                    model.svCoef[i] = new double[nnz];
                }
                p = 0;
                for (i = 0; i < nrClass; i++)
                {
                    for (int j = i + 1; j < nrClass; 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  = nzStart[i];
                        int k;
                        for (k = 0; k < ci; k++)
                        {
                            if (nonzero[si + k])
                            {
                                model.svCoef[j - 1][q++] = f[p].alpha[k];
                            }
                        }
                        q = nzStart[j];
                        for (k = 0; k < cj; k++)
                        {
                            if (nonzero[sj + k])
                            {
                                model.svCoef[i][q++] = f[p].alpha[ci + k];
                            }
                        }
                        ++p;
                    }
                }
            }
            return(model);
        }
Exemple #12
0
        // label: label name, start: begin of each class, count: #data of classes, perm: indices to the original data
        // perm, length l, must be allocated before calling this subroutine
        private static void SvmGroupClasses(SvmProblem prob, IList <int> nrClassRet, IList <int[]> labelRet,
                                            IList <int[]> startRet, IList <int[]> countRet, IList <int> perm)
        {
            int l          = prob.Count;
            int maxNrClass = 16;
            int nrClass    = 0;

            int[] label     = new int[maxNrClass];
            int[] count     = new int[maxNrClass];
            int[] dataLabel = new int[l];
            int   i;

            for (i = 0; i < l; i++)
            {
                int thisLabel = (int)(prob.y[i]);
                int j;
                for (j = 0; j < nrClass; j++)
                {
                    if (thisLabel == label[j])
                    {
                        ++count[j];
                        break;
                    }
                }
                dataLabel[i] = j;
                if (j == nrClass)
                {
                    if (nrClass == maxNrClass)
                    {
                        maxNrClass *= 2;
                        int[] newData = new int[maxNrClass];
                        Array.Copy(label, 0, newData, 0, label.Length);
                        label   = newData;
                        newData = new int[maxNrClass];
                        Array.Copy(count, 0, newData, 0, count.Length);
                        count = newData;
                    }
                    label[nrClass] = thisLabel;
                    count[nrClass] = 1;
                    ++nrClass;
                }
            }
            int[] start = new int[nrClass];
            start[0] = 0;
            for (i = 1; i < nrClass; i++)
            {
                start[i] = start[i - 1] + count[i - 1];
            }
            for (i = 0; i < l; i++)
            {
                perm[start[dataLabel[i]]] = i;
                ++start[dataLabel[i]];
            }
            start[0] = 0;
            for (i = 1; i < nrClass; i++)
            {
                start[i] = start[i - 1] + count[i - 1];
            }
            nrClassRet[0] = nrClass;
            labelRet[0]   = label;
            startRet[0]   = start;
            countRet[0]   = count;
        }
Exemple #13
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        // Cross-validation decision values for probability estimates
        internal static void SvmBinarySvcProbability(SvmProblem prob, SvmParameter param, double cp, double cn,
                                                     IList <double> probAb)
        {
            int       i;
            const int nrFold = 5;

            int[]    perm      = new int[prob.Count];
            double[] decValues = new double[prob.Count];
            // random shuffle
            for (i = 0; i < prob.Count; i++)
            {
                perm[i] = i;
            }
            for (i = 0; i < prob.Count; i++)
            {
                int j = i + rand.Next(prob.Count - i);
                do
                {
                    int _ = perm[i];
                    perm[i] = perm[j];
                    perm[j] = _;
                } while (false);
            }
            for (i = 0; i < nrFold; i++)
            {
                int        begin = i * prob.Count / nrFold;
                int        end   = (i + 1) * prob.Count / nrFold;
                int        j;
                int        count   = prob.Count - (end - begin);
                SvmProblem subprob = new SvmProblem {
                    x = new BaseVector[count], y = new float[count]
                };
                int k = 0;
                for (j = 0; j < begin; j++)
                {
                    subprob.x[k] = prob.x[perm[j]];
                    subprob.y[k] = prob.y[perm[j]];
                    ++k;
                }
                for (j = end; j < prob.Count; j++)
                {
                    subprob.x[k] = prob.x[perm[j]];
                    subprob.y[k] = prob.y[perm[j]];
                    ++k;
                }
                int pCount = 0, nCount = 0;
                for (j = 0; j < k; j++)
                {
                    if (subprob.y[j] > 0)
                    {
                        pCount++;
                    }
                    else
                    {
                        nCount++;
                    }
                }
                if (pCount == 0 && nCount == 0)
                {
                    for (j = begin; j < end; j++)
                    {
                        decValues[perm[j]] = 0;
                    }
                }
                else if (pCount > 0 && nCount == 0)
                {
                    for (j = begin; j < end; j++)
                    {
                        decValues[perm[j]] = 1;
                    }
                }
                else if (pCount == 0 && nCount > 0)
                {
                    for (j = begin; j < end; j++)
                    {
                        decValues[perm[j]] = -1;
                    }
                }
                else
                {
                    SvmParameter subparam = (SvmParameter)param.Clone();
                    subparam.probability    = false;
                    subparam.c              = 1.0;
                    subparam.nrWeight       = 2;
                    subparam.weightLabel    = new int[2];
                    subparam.weight         = new double[2];
                    subparam.weightLabel[0] = +1;
                    subparam.weightLabel[1] = -1;
                    subparam.weight[0]      = cp;
                    subparam.weight[1]      = cn;
                    SvmModel submodel = SvmTrain(subprob, subparam);
                    for (j = begin; j < end; j++)
                    {
                        double[] decValue = new double[1];
                        SvmPredictValues(submodel, prob.x[perm[j]], decValue);
                        decValues[perm[j]] = decValue[0];
                        // ensure +1 -1 order; reason not using CV subroutine
                        decValues[perm[j]] *= submodel.label[0];
                    }
                }
            }
            SigmoidTrain(prob.Count, decValues, prob.y, probAb);
        }
Exemple #14
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        public static string SvmCheckParameter(SvmProblem prob, SvmParameter param)
        {
            SvmType svmType = param.svmType;

            // cache_size,eps,C,nu,p,shrinking
            if (param.cacheSize <= 0)
            {
                return("cache_size <= 0");
            }
            if (param.eps <= 0)
            {
                return("eps <= 0");
            }
            if (svmType == SvmType.CSvc || svmType == SvmType.EpsilonSvr || svmType == SvmType.NuSvr)
            {
                if (param.c <= 0)
                {
                    return("C <= 0");
                }
            }
            if (svmType == SvmType.NuSvc || svmType == SvmType.OneClass || svmType == SvmType.NuSvr)
            {
                if (param.nu <= 0 || param.nu > 1)
                {
                    return("nu <= 0 or nu > 1");
                }
            }
            if (svmType == SvmType.EpsilonSvr)
            {
                if (param.p < 0)
                {
                    return("p < 0");
                }
            }
            if (param.probability && svmType == SvmType.OneClass)
            {
                return("one-class SVM probability output not supported yet");
            }
            // check whether nu-svc is feasible
            if (svmType == SvmType.NuSvc)
            {
                int   l          = prob.Count;
                int   maxNrClass = 16;
                int   nrClass    = 0;
                int[] label      = new int[maxNrClass];
                int[] count      = new int[maxNrClass];
                int   i;
                for (i = 0; i < l; i++)
                {
                    int thisLabel = (int)prob.y[i];
                    int j;
                    for (j = 0; j < nrClass; j++)
                    {
                        if (thisLabel == label[j])
                        {
                            ++count[j];
                            break;
                        }
                    }
                    if (j == nrClass)
                    {
                        if (nrClass == maxNrClass)
                        {
                            maxNrClass *= 2;
                            int[] newData = new int[maxNrClass];
                            Array.Copy(label, 0, newData, 0, label.Length);
                            label   = newData;
                            newData = new int[maxNrClass];
                            Array.Copy(count, 0, newData, 0, count.Length);
                            count = newData;
                        }
                        label[nrClass] = thisLabel;
                        count[nrClass] = 1;
                        ++nrClass;
                    }
                }
                for (i = 0; i < nrClass; i++)
                {
                    int n1 = count[i];
                    for (int j = i + 1; j < nrClass; j++)
                    {
                        int n2 = count[j];
                        if (param.nu * (n1 + n2) / 2 > Math.Min(n1, n2))
                        {
                            return("specified nu is infeasible");
                        }
                    }
                }
            }
            return(null);
        }