private static void solve_one_class(SvmProblem prob, SvmParameter param, double[] alpha, SolutionInfo si)
{
int l = prob.Lenght;
double[] zeros = new double[l];
sbyte[] ones = new sbyte[l];
int i;
int n = (int)(param.Nu * prob.Lenght); // # of alpha's at upper bound
for (i = 0; i < n; i++)
{
alpha[i] = 1;
}
if (n < prob.Lenght)
{
alpha[n] = param.Nu * prob.Lenght - n;
}
for (i = n + 1; i < l; i++)
{
alpha[i] = 0;
}
for (i = 0; i < l; i++)
{
zeros[i] = 0;
ones[i] = 1;
}
var s = new Solver();
s.Solve(l, new OneClassQ(prob, param), zeros, ones,
alpha, 1.0, 1.0, param.Eps, si, param.Shrinking);
}
private static void solve_epsilon_svr(SvmProblem prob, SvmParameter param, double[] alpha, SolutionInfo si)
{
int l = prob.Lenght;
double[] alpha2 = new double[2 * l];
double[] linear_term = new double[2 * l];
sbyte[] y = new sbyte[2 * l];
int i;
for (i = 0; i < l; i++)
{
alpha2[i] = 0;
linear_term[i] = param.P - prob.Y[i];
y[i] = 1;
alpha2[i + l] = 0;
linear_term[i + l] = param.P + prob.Y[i];
y[i + l] = -1;
}
Solver s = new Solver();
s.Solve(2 * l, new SvrQ(prob, param), linear_term, y,
alpha2, param.C, param.C, param.Eps, si, param.Shrinking);
double sum_alpha = 0;
for (i = 0; i < l; i++)
{
alpha[i] = alpha2[i] - alpha2[i + l];
sum_alpha += Math.Abs(alpha[i]);
}
Svm.info("nu = " + sum_alpha / (param.C * l) + "\n");
}
public OneClassQ(SvmProblem prob, SvmParameter param)
: base(prob.Lenght, prob.X, param)
{
_cache = new Cache(prob.Lenght, (long)(param.CacheSize * (1 << 20)));
_qd = new double[prob.Lenght];
for (int i = 0; i < prob.Lenght; i++)
_qd[i] = kernel_function(i, i);
}
public OneClassQ(SvmProblem prob, SvmParameter param)
: base(prob.Lenght, prob.X, param)
{
_cache = new Cache(prob.Lenght, (long)(param.CacheSize * (1 << 20)));
_qd = new double[prob.Lenght];
for (int i = 0; i < prob.Lenght; i++)
{
_qd[i] = kernel_function(i, i);
}
}
public SvcQ(SvmProblem prob, SvmParameter param, sbyte[] y_)
: base(prob.Lenght, prob.X, param)
{
//super(prob.l, prob.x, param);
y = (sbyte[])y_.Clone();
cache = new Cache(prob.Lenght, (long)(param.CacheSize * (1 << 20)));
QD = new double[prob.Lenght];
for (int i = 0; i < prob.Lenght; i++)
{
QD[i] = kernel_function(i, i);
}
}
//from Svm.svm_check_parameter
public void Check(SvmProblem prob)
{
if (Gamma < 0)
{
throw new Exception("gamma < 0");
}
if (Degree < 0)
{
throw new Exception("degree of polynomial kernel < 0");
}
// cache_size,eps,C,nu,p,shrinking
if (CacheSize <= 0)
{
throw new Exception("cache_size <= 0");
}
if (Eps <= 0)
{
throw new Exception("eps <= 0");
}
if (SvmType.UseCParameter() && C <= 0)
{
throw new Exception("C <= 0");
}
if (SvmType.UseNuParameter() && (Nu <= 0 || Nu > 1))
{
throw new Exception("nu <= 0 or nu > 1");
}
if (SvmType.UsePParameter() && P < 0)
{
throw new Exception("p < 0");
}
if (Probability && SvmType.IsOneClass())
{
throw new Exception("one-class SVM probability output not supported yet");
}
// check whether nu-svc is feasible
IsNuFeasible(prob);
}
//from Svm.svm_check_parameter
public void Check(SvmProblem prob)
{
if (Gamma < 0)
{
throw new ApplicationException("gamma < 0");
}
if (Degree < 0)
{
throw new ApplicationException("degree of polynomial kernel < 0");
}
// cache_size,eps,C,nu,p,shrinking
if (CacheSize <= 0)
{
throw new ApplicationException("cache_size <= 0");
}
if (Eps <= 0)
{
throw new ApplicationException("eps <= 0");
}
if (SvmType.UseCParameter() && C <= 0)
{
throw new ApplicationException("C <= 0");
}
if (SvmType.UseNuParameter() && (Nu <= 0 || Nu > 1))
{
throw new ApplicationException("nu <= 0 or nu > 1");
}
if (SvmType.UsePParameter() && P < 0)
{
throw new ApplicationException("p < 0");
}
if (Probability && SvmType.IsOneClass())
{
throw new ApplicationException("one-class SVM probability output not supported yet");
}
// check whether nu-svc is feasible
IsNuFeasible(prob);
}
private static void solve_c_svc(SvmProblem prob, SvmParameter param, double[] alpha, SolutionInfo si, double Cp, double Cn)
{
int l = prob.Lenght;
double[] minus_ones = new double[l];
sbyte[] y = new sbyte[l];
for (int i = 0; i < l; i++)
{
alpha[i] = 0;
minus_ones[i] = -1;
if (prob.Y[i] > 0)
{
y[i] = +1;
}
else
{
y[i] = -1;
}
}
Solver s = new Solver();
s.Solve(l, new SvcQ(prob, param, y), minus_ones, y,
alpha, Cp, Cn, param.Eps, si, param.Shrinking);
double sum_alpha = 0;
for (int i = 0; i < l; i++)
{
sum_alpha += alpha[i];
}
if (Cp == Cn)
{
Svm.info("nu = " + sum_alpha / (Cp * prob.Lenght) + "\n");
}
for (int i = 0; i < l; i++)
{
alpha[i] *= y[i];
}
}
public static void Run()
{
Console.WriteLine("EpsSVRDemo");
var rnd = new Random();
var trainData = DemoHelper.Range(-10.0, 10.01, 0.1).Select(val => new { X = val, Y = DemoHelper.Sinc(val) + (rnd.NextDouble() - 0.5) / 4 });
var parameters = new SvmParameter
{
SvmType = SvmType.EPSILON_SVR,
KernelType = KernelType.Rbf,
Gamma = 0.5,
CacheSize = 128,
C = 1,
Eps = 1e-3,
P = 0.1,
Shrinking = true,
Probability = false
};
var problem = new SvmProblem
{
Y = trainData.Select(p => p.Y).ToArray(),
X = trainData.Select(p => p.X.ToSvmNodes()).ToArray()
};
parameters.Check(problem);
var model = Svm.Train(problem, parameters);
foreach (var item in DemoHelper.Range(-1.0, 1.01, 0.1))
{
var x = item.ToSvmNodes();
var yPred = model.Predict(x);
var yReal = DemoHelper.Sinc(item);
Console.WriteLine("x: {0}", item);
Console.WriteLine("y_real: {0}", yReal);
Console.WriteLine("y_pred: {0}", yPred);
Console.WriteLine();
}
}
public static void Run()
{
Console.WriteLine("OneClassDemo");
var trainData = DemoHelper.GenerateClass(0, 0.5, 0.5, 100);
var parameters = new SvmParameter
{
SvmType = SvmType.ONE_CLASS,
KernelType = KernelType.Rbf,
Gamma = 0.5,
Nu = 0.5,
CacheSize = 128,
Eps = 1e-3,
Shrinking = true,
Probability = false
};
var problem = new SvmProblem
{
Y = trainData.Select(p => 1.0).ToArray(),
X = trainData.Select(p => p.ToSvmNodes()).ToArray()
};
parameters.Check(problem);
var model = Svm.Train(problem, parameters);
var x = new Point(0.9, 0.9).ToSvmNodes();
var resx = model.Predict(x);
Console.WriteLine(resx);
var y = new Point(0.5, 0.5).ToSvmNodes();
var resy = model.Predict(y);
Console.WriteLine(resy);
var z = new Point(0.45, 0.45).ToSvmNodes();
var resz = model.Predict(z);
Console.WriteLine(resz);
}
public static void Run()
{
Console.WriteLine("CSVMDemo");
var class1 = DemoHelper.GenerateClass(0, 0.1, 0.1, 50);
var class2 = DemoHelper.GenerateClass(1, 0.8, 0.8, 50);
var trainData = class1.Concat(class2);
var parameters = new SvmParameter
{
SvmType = SvmType.C_SVC,
KernelType = KernelType.Rbf,
Gamma = 0.5,
CacheSize = 128,
C = 1,
Eps = 1e-3,
Shrinking = true,
Probability = false
};
var problem = new SvmProblem
{
Y = trainData.Select(p => (double)p.Label).ToArray(),
X = trainData.Select(p => p.ToSvmNodes()).ToArray()
};
parameters.Check(problem);
var model = Svm.Train(problem, parameters);
var x = new Point(0.9, 0.9).ToSvmNodes();
var resx = model.Predict(x);
Console.WriteLine(resx);
var y = new Point(0.1, 0.1).ToSvmNodes();
var resy = model.Predict(y);
Console.WriteLine(resy);
}
// Return parameter of a Laplace distribution
private static double svm_svr_probability(SvmProblem prob, SvmParameter param)
{
int i;
int nr_fold = 5;
double[] ymv = new double[prob.Lenght];
double mae = 0;
var newparam = (SvmParameter)param.Clone();
newparam.Probability = false;
CrossValidation(prob, newparam, nr_fold, ymv);
for (i = 0; i < prob.Lenght; i++)
{
ymv[i] = prob.Y[i] - ymv[i];
mae += Math.Abs(ymv[i]);
}
mae /= prob.Lenght;
double std = Math.Sqrt(2 * mae * mae);
int count = 0;
mae = 0;
for (i = 0; i < prob.Lenght; i++)
{
if (Math.Abs(ymv[i]) > 5 * std)
{
count = count + 1;
}
else
{
mae += Math.Abs(ymv[i]);
}
}
mae /= (prob.Lenght - count);
Svm.info("Prob. model for test data: target value = predicted value + z,\nz: Laplace distribution e^(-|z|/sigma)/(2sigma),sigma=" + mae + "\n");
return(mae);
}
public SvrQ(SvmProblem prob, SvmParameter param)
: base(prob.Lenght, prob.X, param)
{
l = prob.Lenght;
cache = new Cache(l, (long)(param.CacheSize * (1 << 20)));
QD = new double[2 * l];
sign = new sbyte[2 * l];
index = new int[2 * l];
for (int k = 0; k < l; k++)
{
sign[k] = 1;
sign[k + l] = -1;
index[k] = k;
index[k + l] = k;
QD[k] = kernel_function(k, k);
QD[k + l] = QD[k];
}
buffer = new double[2][] { new double[2 * l], new double[2 * l] };
next_buffer = 0;
}
private static void solve_nu_svr(SvmProblem prob, SvmParameter param, double[] alpha, SolutionInfo si)
{
int l = prob.Lenght;
double C = param.C;
double[] alpha2 = new double[2 * l];
double[] linear_term = new double[2 * l];
sbyte[] y = new sbyte[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];
linear_term[i] = -prob.Y[i];
y[i] = 1;
linear_term[i + l] = prob.Y[i];
y[i + l] = -1;
}
var s = new SolverNu();
s.Solve(2 * l, new SvrQ(prob, param), linear_term, y,
alpha2, C, C, param.Eps, si, param.Shrinking);
Svm.info("epsilon = " + (-si.R) + "\n");
for (i = 0; i < l; i++)
{
alpha[i] = alpha2[i] - alpha2[i + l];
}
}
public SvrQ(SvmProblem prob, SvmParameter param)
: base(prob.Lenght, prob.X, param)
{
l = prob.Lenght;
cache = new Cache(l, (long)(param.CacheSize * (1 << 20)));
QD = new double[2 * l];
sign = new sbyte[2 * l];
index = new int[2 * l];
for (int k = 0; k < l; k++)
{
sign[k] = 1;
sign[k + l] = -1;
index[k] = k;
index[k + l] = k;
QD[k] = kernel_function(k, k);
QD[k + l] = QD[k];
}
buffer = new double[2][] { new double[2 * l], new double[2 * l] };
next_buffer = 0;
}
// Cross-validation decision values for probability estimates
private static void svm_binary_svc_probability(SvmProblem prob, SvmParameter param, double Cp, double Cn, double[] probAB)
{
//int i;
int nr_fold = 5;
int[] perm = new int[prob.Lenght];
double[] dec_values = new double[prob.Lenght];
// random shuffle
var rnd = new Random();
for (int i = 0; i < prob.Lenght; i++)
{
perm[i] = i;
}
for (int i = 0; i < prob.Lenght; i++)
{
int j = i + (int)(rnd.NextDouble() * (prob.Lenght - i));
//do { int _ = perm[i]; perm[i] = perm[j]; perm[j] = _; } while (false);
Common.Swap(ref perm[i], ref perm[j]);
}
for (int i = 0; i < nr_fold; i++)
{
int begin = i * prob.Lenght / nr_fold;
int end = (i + 1) * prob.Lenght / nr_fold;
//int j;
var subprobLenght = prob.Lenght - (end - begin);
var subprob = new SvmProblem
{
X = new SvmNode[subprobLenght][],
Y = new double[subprobLenght]
};
int k = 0;
for (int j = 0; j < begin; j++)
{
subprob.X[k] = prob.X[perm[j]];
subprob.Y[k] = prob.Y[perm[j]];
++k;
}
for (int j = end; j < prob.Lenght; j++)
{
subprob.X[k] = prob.X[perm[j]];
subprob.Y[k] = prob.Y[perm[j]];
++k;
}
int p_count = 0, n_count = 0;
for (int j = 0; j < k; j++)
{
if (subprob.Y[j] > 0)
{
p_count++;
}
else
{
n_count++;
}
}
if (p_count == 0 && n_count == 0)
{
for (int j = begin; j < end; j++)
{
dec_values[perm[j]] = 0;
}
}
else if (p_count > 0 && n_count == 0)
{
for (int j = begin; j < end; j++)
{
dec_values[perm[j]] = 1;
}
}
else if (p_count == 0 && n_count > 0)
{
for (int j = begin; j < end; j++)
{
dec_values[perm[j]] = -1;
}
}
else
{
var subparam = (SvmParameter)param.Clone();
subparam.Probability = false;
subparam.C = 1.0;
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;
var submodel = Train(subprob, subparam);
for (int j = begin; j < end; j++)
{
double[] dec_value = new double[1];
submodel.PredictValues(prob.X[perm[j]], dec_value);
dec_values[perm[j]] = dec_value[0];
// ensure +1 -1 order; reason not using CV subroutine
dec_values[perm[j]] *= submodel.Label[0];
}
}
}
sigmoid_train(prob.Lenght, dec_values, prob.Y, probAB);
}
// 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 svm_group_classes(SvmProblem prob, out int nr_class_ret, out int[] label_ret, out int[] start_ret, out int[] count_ret, int[] perm)
{
int l = prob.Lenght;
int max_nr_class = 16;
int nr_class = 0;
int[] label = new int[max_nr_class];
int[] count = new int[max_nr_class];
int[] data_label = new int[l];
int i;
for (i = 0; i < l; i++)
{
int this_label = (int)(prob.Y[i]);
int j;
for (j = 0; j < nr_class; j++)
{
if (this_label == label[j])
{
++count[j];
break;
}
}
data_label[i] = j;
if (j == nr_class)
{
if (nr_class == max_nr_class)
{
max_nr_class *= 2;
int[] new_data = new int[max_nr_class];
Array.Copy(label, 0, new_data, 0, label.Length);
label = new_data;
new_data = new int[max_nr_class];
Array.Copy(count, 0, new_data, 0, count.Length);
count = new_data;
}
label[nr_class] = this_label;
count[nr_class] = 1;
++nr_class;
}
}
int[] start = new int[nr_class];
start[0] = 0;
for (i = 1; i < nr_class; i++)
{
start[i] = start[i - 1] + count[i - 1];
}
for (i = 0; i < l; i++)
{
perm[start[data_label[i]]] = i;
++start[data_label[i]];
}
start[0] = 0;
for (i = 1; i < nr_class; i++)
{
start[i] = start[i - 1] + count[i - 1];
}
nr_class_ret = nr_class;
label_ret = label;
start_ret = start;
count_ret = count;
}
// check whether nu-svc is feasible
private void IsNuFeasible(SvmProblem prob)
{
if (!SvmType.IsNuSVC())
{
return;
}
int l = prob.Lenght;
int max_nr_class = 16;
int nr_class = 0;
int[] label = new int[max_nr_class];
int[] count = new int[max_nr_class];
int i;
for (i = 0; i < l; i++)
{
int this_label = (int)prob.Y[i];
int j;
for (j = 0; j < nr_class; j++)
{
if (this_label == label[j])
{
++count[j];
break;
}
}
if (j == nr_class)
{
if (nr_class == max_nr_class)
{
max_nr_class *= 2;
int[] new_data = new int[max_nr_class];
Array.Copy(label, 0, new_data, 0, label.Length);
label = new_data;
new_data = new int[max_nr_class];
Array.Copy(count, 0, new_data, 0, count.Length);
count = new_data;
}
label[nr_class] = this_label;
count[nr_class] = 1;
++nr_class;
}
}
for (i = 0; i < nr_class; i++)
{
int n1 = count[i];
for (int j = i + 1; j < nr_class; j++)
{
int n2 = count[j];
if (this.Nu * (n1 + n2) / 2 > Math.Min(n1, n2))
{
throw new Exception("specified nu is infeasible");
}
}
}
}
private static void solve_one_class(SvmProblem prob, SvmParameter param, double[] alpha, SolutionInfo si)
{
int l = prob.Lenght;
double[] zeros = new double[l];
sbyte[] ones = new sbyte[l];
int i;
int n = (int)(param.Nu * prob.Lenght); // # of alpha's at upper bound
for (i = 0; i < n; i++)
alpha[i] = 1;
if (n < prob.Lenght)
alpha[n] = param.Nu * prob.Lenght - n;
for (i = n + 1; i < l; i++)
alpha[i] = 0;
for (i = 0; i < l; i++)
{
zeros[i] = 0;
ones[i] = 1;
}
var s = new Solver();
s.Solve(l, new OneClassQ(prob, param), zeros, ones,
alpha, 1.0, 1.0, param.Eps, si, param.Shrinking);
}
// Cross-validation decision values for probability estimates
private static void svm_binary_svc_probability(SvmProblem prob, SvmParameter param, double Cp, double Cn, double[] probAB)
{
//int i;
int nr_fold = 5;
int[] perm = new int[prob.Lenght];
double[] dec_values = new double[prob.Lenght];
// random shuffle
var rnd = new Random();
for (int i = 0; i < prob.Lenght; i++) perm[i] = i;
for (int i = 0; i < prob.Lenght; i++)
{
int j = i + (int)(rnd.NextDouble() * (prob.Lenght - i));
//do { int _ = perm[i]; perm[i] = perm[j]; perm[j] = _; } while (false);
Common.Swap(ref perm[i], ref perm[j]);
}
for (int i = 0; i < nr_fold; i++)
{
int begin = i * prob.Lenght / nr_fold;
int end = (i + 1) * prob.Lenght / nr_fold;
//int j;
var subprobLenght = prob.Lenght - (end - begin);
var subprob = new SvmProblem
{
X = new SvmNode[subprobLenght][],
Y = new double[subprobLenght]
};
int k = 0;
for (int j = 0; j < begin; j++)
{
subprob.X[k] = prob.X[perm[j]];
subprob.Y[k] = prob.Y[perm[j]];
++k;
}
for (int j = end; j < prob.Lenght; j++)
{
subprob.X[k] = prob.X[perm[j]];
subprob.Y[k] = prob.Y[perm[j]];
++k;
}
int p_count = 0, n_count = 0;
for (int j = 0; j < k; j++)
if (subprob.Y[j] > 0)
p_count++;
else
n_count++;
if (p_count == 0 && n_count == 0)
for (int j = begin; j < end; j++)
dec_values[perm[j]] = 0;
else if (p_count > 0 && n_count == 0)
for (int j = begin; j < end; j++)
dec_values[perm[j]] = 1;
else if (p_count == 0 && n_count > 0)
for (int j = begin; j < end; j++)
dec_values[perm[j]] = -1;
else
{
var subparam = (SvmParameter)param.Clone();
subparam.Probability = false;
subparam.C = 1.0;
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;
var submodel = Train(subprob, subparam);
for (int j = begin; j < end; j++)
{
double[] dec_value = new double[1];
submodel.PredictValues(prob.X[perm[j]], dec_value);
dec_values[perm[j]] = dec_value[0];
// ensure +1 -1 order; reason not using CV subroutine
dec_values[perm[j]] *= submodel.Label[0];
}
}
}
sigmoid_train(prob.Lenght, dec_values, prob.Y, probAB);
}
//
// Interface functions
//
public static SvmModel Train(SvmProblem prob, SvmParameter param)
{
var model = new SvmModel();
model.Param = param;
if (param.SvmType.IsSVROrOneClass())
{
// regression or one-class-svm
model.NrClass = 2;
model.Label = null;
model.SupportVectorsNumbers = null;
model.ProbA = null; model.ProbB = null;
model.SupportVectorsCoefficients = new double[1][];
if (param.Probability && param.SvmType.IsSVR())
{
model.ProbA = new double[1];
model.ProbA[0] = svm_svr_probability(prob, param);
}
DecisionFunction 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.Lenght; i++)
{
if (Math.Abs(f.Alpha[i]) > 0)
{
++nSV;
}
}
model.TotalSupportVectorsNumber = nSV;
model.SupportVectors = new SvmNode[nSV][];
model.SupportVectorsCoefficients[0] = new double[nSV];
int j = 0;
for (i = 0; i < prob.Lenght; i++)
{
if (Math.Abs(f.Alpha[i]) > 0)
{
model.SupportVectors[j] = prob.X[i];
model.SupportVectorsCoefficients[0][j] = f.Alpha[i];
++j;
}
}
}
else
{
// classification
int l = prob.Lenght;
int[] perm = new int[l];
int nr_class;
int[] label;
int[] start;
int[] count;
// group training data of the same class
svm_group_classes(prob, out nr_class, out label, out start, out count, perm);
if (nr_class == 1)
{
Svm.info("WARNING: training data in only one class. See README for details.\n");
}
SvmNode[][] x = new SvmNode[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.WeightsCount; i++)
{
int j;
for (j = 0; j < nr_class; j++)
{
if (param.WeightLabel[i] == label[j])
{
break;
}
}
if (j == nr_class)
{
System.Diagnostics.Debug.WriteLine("WARNING: class label " + param.WeightLabel[i] + " specified in weight is not found\n");
}
else
{
weighted_C[j] *= param.Weight[i];
}
}
// train k*(k-1)/2 models
var nonzero = new bool[l];
for (i = 0; i < l; i++)
{
nonzero[i] = false;
}
var f = new DecisionFunction[nr_class * (nr_class - 1) / 2];
double[] probA = null, probB = null;
if (param.Probability)
{
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++)
{
int si = start[i], sj = start[j];
int ci = count[i], cj = count[j];
var subprobLenght = ci + cj;
var sub_prob = new SvmProblem
{
X = new SvmNode[subprobLenght][],
Y = new double[subprobLenght]
};
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)
{
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.NrClass = 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)
{
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.SupportVectorsNumbers = 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.SupportVectorsNumbers[i] = nSV;
nz_count[i] = nSV;
}
Svm.info("Total nSV = " + nnz + "\n");
model.TotalSupportVectorsNumber = nnz;
model.SupportVectors = new SvmNode[nnz][];
p = 0;
for (i = 0; i < l; i++)
{
if (nonzero[i])
{
model.SupportVectors[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.SupportVectorsCoefficients = new double[nr_class - 1][];
for (i = 0; i < nr_class - 1; i++)
{
model.SupportVectorsCoefficients[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.SupportVectorsCoefficients[j - 1][q++] = f[p].Alpha[k];
}
}
q = nz_start[j];
for (k = 0; k < cj; k++)
{
if (nonzero[sj + k])
{
model.SupportVectorsCoefficients[i][q++] = f[p].Alpha[ci + k];
}
}
++p;
}
}
}
return(model);
}
private static void solve_nu_svr(SvmProblem prob, SvmParameter param, double[] alpha, SolutionInfo si)
{
int l = prob.Lenght;
double C = param.C;
double[] alpha2 = new double[2 * l];
double[] linear_term = new double[2 * l];
sbyte[] y = new sbyte[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];
linear_term[i] = -prob.Y[i];
y[i] = 1;
linear_term[i + l] = prob.Y[i];
y[i + l] = -1;
}
var s = new SolverNu();
s.Solve(2 * l, new SvrQ(prob, param), linear_term, y,
alpha2, C, C, param.Eps, si, param.Shrinking);
Svm.info("epsilon = " + (-si.R) + "\n");
for (i = 0; i < l; i++)
alpha[i] = alpha2[i] - alpha2[i + l];
}
private static void solve_c_svc(SvmProblem prob, SvmParameter param, double[] alpha, SolutionInfo si, double Cp, double Cn)
{
int l = prob.Lenght;
double[] minus_ones = new double[l];
sbyte[] y = new sbyte[l];
for (int i = 0; i < l; i++)
{
alpha[i] = 0;
minus_ones[i] = -1;
if (prob.Y[i] > 0)
{
y[i] = +1;
}
else
{
y[i] = -1;
}
}
Solver s = new Solver();
s.Solve(l, new SvcQ(prob, param, y), minus_ones, y,
alpha, Cp, Cn, param.Eps, si, param.Shrinking);
double sum_alpha = 0;
for (int i = 0; i < l; i++)
{
sum_alpha += alpha[i];
}
if (Cp == Cn)
{
Svm.info("nu = " + sum_alpha / (Cp * prob.Lenght) + "\n");
}
for (int i = 0; i < l; i++)
{
alpha[i] *= y[i];
}
}
private static void solve_epsilon_svr(SvmProblem prob, SvmParameter param, double[] alpha, SolutionInfo si)
{
int l = prob.Lenght;
double[] alpha2 = new double[2 * l];
double[] linear_term = new double[2 * l];
sbyte[] y = new sbyte[2 * l];
int i;
for (i = 0; i < l; i++)
{
alpha2[i] = 0;
linear_term[i] = param.P - prob.Y[i];
y[i] = 1;
alpha2[i + l] = 0;
linear_term[i + l] = param.P + prob.Y[i];
y[i + l] = -1;
}
Solver s = new Solver();
s.Solve(2 * l, new SvrQ(prob, param), linear_term, y,
alpha2, param.C, param.C, param.Eps, si, param.Shrinking);
double sum_alpha = 0;
for (i = 0; i < l; i++)
{
alpha[i] = alpha2[i] - alpha2[i + l];
sum_alpha += Math.Abs(alpha[i]);
}
Svm.info("nu = " + sum_alpha / (param.C * l) + "\n");
}
// Stratified cross validation
public static void CrossValidation(SvmProblem prob, SvmParameter param, int nr_fold, double[] target)
{
int i;
int[] fold_start = new int[nr_fold + 1];
int l = prob.Lenght;
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.IsSVC() && nr_fold < l)
{
int nr_class;
int[] tmp_label;
int[] start;
int[] count;
svm_group_classes(prob, out nr_class, out tmp_label, out start, out count, perm);
// random shuffle and then data grouped by fold using the array perm
int[] fold_count = new int[nr_fold];
int c;
int[] index = new int[l];
for (i = 0; i < l; i++)
index[i] = perm[i];
var rnd = new Random();
for (c = 0; c < nr_class; c++)
for (i = 0; i < count[c]; i++)
{
int j = i + (int)(rnd.NextDouble() * (count[c] - i));
Common.Swap(ref index[start[c] + j], ref index[start[c] + j]);
}
for (i = 0; i < nr_fold; i++)
{
fold_count[i] = 0;
for (c = 0; c < nr_class; c++)
fold_count[i] += (i + 1) * count[c] / nr_fold - i * count[c] / nr_fold;
}
fold_start[0] = 0;
for (i = 1; i <= nr_fold; i++)
fold_start[i] = fold_start[i - 1] + fold_count[i - 1];
for (c = 0; c < nr_class; c++)
for (i = 0; i < nr_fold; i++)
{
int begin = start[c] + i * count[c] / nr_fold;
int end = start[c] + (i + 1) * count[c] / nr_fold;
for (int j = begin; j < end; j++)
{
perm[fold_start[i]] = index[j];
fold_start[i]++;
}
}
fold_start[0] = 0;
for (i = 1; i <= nr_fold; i++)
fold_start[i] = fold_start[i - 1] + fold_count[i - 1];
}
else
{
var rnd = new Random();
for (i = 0; i < l; i++)
{
perm[i] = i;
}
for (i = 0; i < l; i++)
{
int j = i + (int)(rnd.NextDouble() * (l - i));
Common.Swap(ref perm[i], ref perm[j]);
}
for (i = 0; i <= nr_fold; i++)
{
fold_start[i] = i * l / nr_fold;
}
}
for (i = 0; i < nr_fold; i++)
{
int begin = fold_start[i];
int end = fold_start[i + 1];
int j, k;
var subprobLenght = l - (end - begin);
var subprob = new SvmProblem
{
X = new SvmNode[subprobLenght][],
Y = new double[subprobLenght]
};
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;
}
var submodel = Train(subprob, param);
if (param.Probability && param.SvmType.IsSVC())
{
double[] prob_estimates = new double[submodel.NrClass];
for (j = begin; j < end; j++)
target[perm[j]] = submodel.PredictProbability(prob.X[perm[j]], prob_estimates);
}
else
for (j = begin; j < end; j++)
target[perm[j]] = submodel.Predict(prob.X[perm[j]]);
}
}
//
// Interface functions
//
public static SvmModel Train(SvmProblem prob, SvmParameter param)
{
var model = new SvmModel();
model.Param = param;
if (param.SvmType.IsSVROrOneClass())
{
// regression or one-class-svm
model.NrClass = 2;
model.Label = null;
model.SupportVectorsNumbers = null;
model.ProbA = null; model.ProbB = null;
model.SupportVectorsCoefficients = new double[1][];
if (param.Probability && param.SvmType.IsSVR())
{
model.ProbA = new double[1];
model.ProbA[0] = svm_svr_probability(prob, param);
}
DecisionFunction 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.Lenght; i++)
if (Math.Abs(f.Alpha[i]) > 0) ++nSV;
model.TotalSupportVectorsNumber = nSV;
model.SupportVectors = new SvmNode[nSV][];
model.SupportVectorsCoefficients[0] = new double[nSV];
int j = 0;
for (i = 0; i < prob.Lenght; i++)
if (Math.Abs(f.Alpha[i]) > 0)
{
model.SupportVectors[j] = prob.X[i];
model.SupportVectorsCoefficients[0][j] = f.Alpha[i];
++j;
}
}
else
{
// classification
int l = prob.Lenght;
int[] perm = new int[l];
int nr_class;
int[] label;
int[] start;
int[] count;
// group training data of the same class
svm_group_classes(prob, out nr_class, out label, out start, out count, perm);
SvmNode[][] x = new SvmNode[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.WeightsCount; i++)
{
int j;
for (j = 0; j < nr_class; j++)
if (param.WeightLabel[i] == label[j])
break;
if (j == nr_class)
Console.Error.WriteLine("warning: class label " + param.WeightLabel[i] + " specified in weight is not found\n");
else
weighted_C[j] *= param.Weight[i];
}
// train k*(k-1)/2 models
var nonzero = new bool[l];
for (i = 0; i < l; i++)
nonzero[i] = false;
var f = new DecisionFunction[nr_class * (nr_class - 1) / 2];
double[] probA = null, probB = null;
if (param.Probability)
{
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++)
{
int si = start[i], sj = start[j];
int ci = count[i], cj = count[j];
var subprobLenght = ci + cj;
var sub_prob = new SvmProblem
{
X = new SvmNode[subprobLenght][],
Y = new double[subprobLenght]
};
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)
{
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.NrClass = 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)
{
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.SupportVectorsNumbers = 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.SupportVectorsNumbers[i] = nSV;
nz_count[i] = nSV;
}
Svm.info("Total nSV = " + nnz + "\n");
model.TotalSupportVectorsNumber = nnz;
model.SupportVectors = new SvmNode[nnz][];
p = 0;
for (i = 0; i < l; i++)
if (nonzero[i]) model.SupportVectors[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.SupportVectorsCoefficients = new double[nr_class - 1][];
for (i = 0; i < nr_class - 1; i++)
model.SupportVectorsCoefficients[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.SupportVectorsCoefficients[j - 1][q++] = f[p].Alpha[k];
q = nz_start[j];
for (k = 0; k < cj; k++)
if (nonzero[sj + k])
model.SupportVectorsCoefficients[i][q++] = f[p].Alpha[ci + k];
++p;
}
}
return model;
}
private static DecisionFunction svm_train_one(SvmProblem prob, SvmParameter param, double Cp, double Cn)
{
double[] alpha = new double[prob.Lenght];
var si = new SolutionInfo();
switch (param.SvmType)
{
case SvmType.C_SVC:
solve_c_svc(prob, param, alpha, si, Cp, Cn);
break;
case SvmType.NU_SVC:
solve_nu_svc(prob, param, alpha, si);
break;
case SvmType.ONE_CLASS:
solve_one_class(prob, param, alpha, si);
break;
case SvmType.EPSILON_SVR:
solve_epsilon_svr(prob, param, alpha, si);
break;
case SvmType.NU_SVR:
solve_nu_svr(prob, param, alpha, si);
break;
}
Svm.info("obj = " + si.Obj + ", rho = " + si.Rho + "\n");
// output SVs
int nSV = 0;
int nBSV = 0;
for (int i = 0; i < prob.Lenght; 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;
}
}
}
Svm.info("nSV = " + nSV + ", nBSV = " + nBSV + "\n");
var f = new DecisionFunction(alpha, si.Rho);
return f;
}
// Return parameter of a Laplace distribution
private static double svm_svr_probability(SvmProblem prob, SvmParameter param)
{
int i;
int nr_fold = 5;
double[] ymv = new double[prob.Lenght];
double mae = 0;
var newparam = (SvmParameter)param.Clone();
newparam.Probability = false;
CrossValidation(prob, newparam, nr_fold, ymv);
for (i = 0; i < prob.Lenght; i++)
{
ymv[i] = prob.Y[i] - ymv[i];
mae += Math.Abs(ymv[i]);
}
mae /= prob.Lenght;
double std = Math.Sqrt(2 * mae * mae);
int count = 0;
mae = 0;
for (i = 0; i < prob.Lenght; i++)
if (Math.Abs(ymv[i]) > 5 * std)
count = count + 1;
else
mae += Math.Abs(ymv[i]);
mae /= (prob.Lenght - count);
Svm.info("Prob. model for test data: target value = predicted value + z,\nz: Laplace distribution e^(-|z|/sigma)/(2sigma),sigma=" + mae + "\n");
return mae;
}
private static void solve_nu_svc(SvmProblem prob, SvmParameter param, double[] alpha, SolutionInfo si)
{
int i;
int l = prob.Lenght;
double nu = param.Nu;
sbyte[] y = new sbyte[l];
for (i = 0; i < l; i++)
{
if (prob.Y[i] > 0)
{
y[i] = +1;
}
else
{
y[i] = -1;
}
}
double sum_pos = nu * l / 2;
double sum_neg = nu * l / 2;
for (i = 0; i < l; i++)
{
if (y[i] == +1)
{
alpha[i] = Math.Min(1.0, sum_pos);
sum_pos -= alpha[i];
}
else
{
alpha[i] = Math.Min(1.0, sum_neg);
sum_neg -= alpha[i];
}
}
double[] zeros = new double[l];
for (i = 0; i < l; i++)
{
zeros[i] = 0;
}
var s = new SolverNu();
s.Solve(l, new SvcQ(prob, param, y), zeros, y,
alpha, 1.0, 1.0, param.Eps, si, param.Shrinking);
double r = si.R;
Svm.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;
}
private static DecisionFunction svm_train_one(SvmProblem prob, SvmParameter param, double Cp, double Cn)
{
double[] alpha = new double[prob.Lenght];
var si = new SolutionInfo();
switch (param.SvmType)
{
case SvmType.C_SVC:
solve_c_svc(prob, param, alpha, si, Cp, Cn);
break;
case SvmType.NU_SVC:
solve_nu_svc(prob, param, alpha, si);
break;
case SvmType.ONE_CLASS:
solve_one_class(prob, param, alpha, si);
break;
case SvmType.EPSILON_SVR:
solve_epsilon_svr(prob, param, alpha, si);
break;
case SvmType.NU_SVR:
solve_nu_svr(prob, param, alpha, si);
break;
}
Svm.info("obj = " + si.Obj + ", rho = " + si.Rho + "\n");
// output SVs
int nSV = 0;
int nBSV = 0;
for (int i = 0; i < prob.Lenght; 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;
}
}
}
}
Svm.info("nSV = " + nSV + ", nBSV = " + nBSV + "\n");
var f = new DecisionFunction(alpha, si.Rho);
return(f);
}
private static void solve_nu_svc(SvmProblem prob, SvmParameter param, double[] alpha, SolutionInfo si)
{
int i;
int l = prob.Lenght;
double nu = param.Nu;
sbyte[] y = new sbyte[l];
for (i = 0; i < l; i++)
if (prob.Y[i] > 0)
y[i] = +1;
else
y[i] = -1;
double sum_pos = nu * l / 2;
double sum_neg = nu * l / 2;
for (i = 0; i < l; i++)
if (y[i] == +1)
{
alpha[i] = Math.Min(1.0, sum_pos);
sum_pos -= alpha[i];
}
else
{
alpha[i] = Math.Min(1.0, sum_neg);
sum_neg -= alpha[i];
}
double[] zeros = new double[l];
for (i = 0; i < l; i++)
zeros[i] = 0;
var s = new SolverNu();
s.Solve(l, new SvcQ(prob, param, y), zeros, y,
alpha, 1.0, 1.0, param.Eps, si, param.Shrinking);
double r = si.R;
Svm.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;
}
protected SvmModel TrainSvmModel(SvmProblem problem)
{
_parameters.Check(problem);
var model = LibSvm.Svm.Train(problem, _parameters);
return model;
}
// check whether nu-svc is feasible
private void IsNuFeasible(SvmProblem prob)
{
if (!SvmType.IsNuSVC())
{
return;
}
int l = prob.Lenght;
int max_nr_class = 16;
int nr_class = 0;
int[] label = new int[max_nr_class];
int[] count = new int[max_nr_class];
int i;
for (i = 0; i < l; i++)
{
int this_label = (int) prob.Y[i];
int j;
for (j = 0; j < nr_class; j++)
if (this_label == label[j])
{
++count[j];
break;
}
if (j == nr_class)
{
if (nr_class == max_nr_class)
{
max_nr_class *= 2;
int[] new_data = new int[max_nr_class];
Array.Copy(label, 0, new_data, 0, label.Length);
label = new_data;
new_data = new int[max_nr_class];
Array.Copy(count, 0, new_data, 0, count.Length);
count = new_data;
}
label[nr_class] = this_label;
count[nr_class] = 1;
++nr_class;
}
}
for (i = 0; i < nr_class; i++)
{
int n1 = count[i];
for (int j = i + 1; j < nr_class; j++)
{
int n2 = count[j];
if (this.Nu*(n1 + n2)/2 > Math.Min(n1, n2))
throw new ApplicationException("specified nu is infeasible");
}
}
}
// 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 svm_group_classes(SvmProblem prob, out int nr_class_ret, out int[] label_ret, out int[] start_ret, out int[] count_ret, int[] perm)
{
int l = prob.Lenght;
int max_nr_class = 16;
int nr_class = 0;
int[] label = new int[max_nr_class];
int[] count = new int[max_nr_class];
int[] data_label = new int[l];
int i;
for (i = 0; i < l; i++)
{
int this_label = (int)(prob.Y[i]);
int j;
for (j = 0; j < nr_class; j++)
{
if (this_label == label[j])
{
++count[j];
break;
}
}
data_label[i] = j;
if (j == nr_class)
{
if (nr_class == max_nr_class)
{
max_nr_class *= 2;
int[] new_data = new int[max_nr_class];
Array.Copy(label, 0, new_data, 0, label.Length);
label = new_data;
new_data = new int[max_nr_class];
Array.Copy(count, 0, new_data, 0, count.Length);
count = new_data;
}
label[nr_class] = this_label;
count[nr_class] = 1;
++nr_class;
}
}
int[] start = new int[nr_class];
start[0] = 0;
for (i = 1; i < nr_class; i++)
start[i] = start[i - 1] + count[i - 1];
for (i = 0; i < l; i++)
{
perm[start[data_label[i]]] = i;
++start[data_label[i]];
}
start[0] = 0;
for (i = 1; i < nr_class; i++)
start[i] = start[i - 1] + count[i - 1];
nr_class_ret = nr_class;
label_ret = label;
start_ret = start;
count_ret = count;
}
// Stratified cross validation
public static void CrossValidation(SvmProblem prob, SvmParameter param, int nr_fold, double[] target)
{
int i;
int[] fold_start = new int[nr_fold + 1];
int l = prob.Lenght;
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.IsSVC() && nr_fold < l)
{
int nr_class;
int[] tmp_label;
int[] start;
int[] count;
svm_group_classes(prob, out nr_class, out tmp_label, out start, out count, perm);
// random shuffle and then data grouped by fold using the array perm
int[] fold_count = new int[nr_fold];
int c;
int[] index = new int[l];
for (i = 0; i < l; i++)
{
index[i] = perm[i];
}
var rnd = new Random();
for (c = 0; c < nr_class; c++)
{
for (i = 0; i < count[c]; i++)
{
int j = i + (int)(rnd.NextDouble() * (count[c] - i));
Common.Swap(ref index[start[c] + j], ref index[start[c] + j]);
}
}
for (i = 0; i < nr_fold; i++)
{
fold_count[i] = 0;
for (c = 0; c < nr_class; c++)
{
fold_count[i] += (i + 1) * count[c] / nr_fold - i * count[c] / nr_fold;
}
}
fold_start[0] = 0;
for (i = 1; i <= nr_fold; i++)
{
fold_start[i] = fold_start[i - 1] + fold_count[i - 1];
}
for (c = 0; c < nr_class; c++)
{
for (i = 0; i < nr_fold; i++)
{
int begin = start[c] + i * count[c] / nr_fold;
int end = start[c] + (i + 1) * count[c] / nr_fold;
for (int j = begin; j < end; j++)
{
perm[fold_start[i]] = index[j];
fold_start[i]++;
}
}
}
fold_start[0] = 0;
for (i = 1; i <= nr_fold; i++)
{
fold_start[i] = fold_start[i - 1] + fold_count[i - 1];
}
}
else
{
var rnd = new Random();
for (i = 0; i < l; i++)
{
perm[i] = i;
}
for (i = 0; i < l; i++)
{
int j = i + (int)(rnd.NextDouble() * (l - i));
Common.Swap(ref perm[i], ref perm[j]);
}
for (i = 0; i <= nr_fold; i++)
{
fold_start[i] = i * l / nr_fold;
}
}
for (i = 0; i < nr_fold; i++)
{
int begin = fold_start[i];
int end = fold_start[i + 1];
int j, k;
var subprobLenght = l - (end - begin);
var subprob = new SvmProblem
{
X = new SvmNode[subprobLenght][],
Y = new double[subprobLenght]
};
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;
}
var submodel = Train(subprob, param);
if (param.Probability && param.SvmType.IsSVC())
{
double[] prob_estimates = new double[submodel.NrClass];
for (j = begin; j < end; j++)
{
target[perm[j]] = submodel.PredictProbability(prob.X[perm[j]], prob_estimates);
}
}
else
{
for (j = begin; j < end; j++)
{
target[perm[j]] = submodel.Predict(prob.X[perm[j]]);
}
}
}
}