public RandomForest GetBestRandomForestsWithGridSearch(AppIdentAcordSource appIdentAcordSource, out GridSearchParameterCollection bestParameters, out double minError)
{
// grid search ranges (parameter values)
GridSearchRange[] parameterRanges =
{
new GridSearchRange("trees", new double[]
{
//1,
//3,
//5,
//8,
11,
13,
17,
19,
37
}),
new GridSearchRange("sampleRatio", new[]
{
// 0.7,
0.8,
// 0.9
}),
new GridSearchRange("join", new double[]
{
//25,
//50,
//100,
150,
200,
250,
300
})
};
var samples = appIdentAcordSource.Samples;
var labels = appIdentAcordSource.LabelsAsIntegers;
var decisionVariables = appIdentAcordSource.DecisionVariables;
// instantiate grid search algorithm for a CLF model
var gridSearch = new GridSearch <RandomForest>(parameterRanges)
{
Fitting = delegate(GridSearchParameterCollection parameters, out double error)
{
Console.WriteLine($"{DateTime.Now} RandomForest grid search.");
// Use the parameters to build the model
// Create a new learning algorithm
var rfcModel = CreateRandomForestModel(decisionVariables, parameters, samples, labels);
// Measure the model performance to return as an out parameter
error = new ZeroOneLoss(labels).Loss(rfcModel.Decide(samples));
// Return the current model
return(rfcModel);
}
//,ParallelOptions = new ParallelOptions() { MaxDegreeOfParallelism = 1 }
};
// Compute the grid search to find the best RandomForest model
return(gridSearch.Compute(out bestParameters, out minError));
}
public static void GridSearch(double[][] inputs, int[] outputs)
{
GridSearchRange[] ranges =
{
new GridSearchRange("complexity", new double[] { 0.00000001, 0.001, 5.20, 0.30, 0.50, 20, 50, 100, 100 }),
new GridSearchRange("degree", new double[] { 1, 2, 3, 4, 5,10 }),
new GridSearchRange("constant", new double[] { 0, 1, 2 }),
new GridSearchRange("sigma", new double[] { 0.1, 0.25, 0.5, 1, 2, 5 })
};
// Instantiate a new Grid Search algorithm for Kernel Support Vector Machines
var gridsearch = new GridSearch <KernelSupportVectorMachine>(ranges);
// Set the fitting function for the algorithm
gridsearch.Fitting = delegate(GridSearchParameterCollection parameters, out double error)
{
// The parameters to be tried will be passed as a function parameter.
int degree = (int)parameters["degree"].Value;
double constant = parameters["constant"].Value;
double complexity = parameters["complexity"].Value;
double sigma = parameters["sigma"].Value;
// Use the parameters to build the SVM model
//Polynomial kernel = new Polynomial(degree, constant);
//Gaussian kernel = new Gaussian(sigma);
Gaussian kernel = new Gaussian(sigma);
KernelSupportVectorMachine ksvm = new KernelSupportVectorMachine(kernel, 2);
// Create a new learning algorithm for SVMs
SequentialMinimalOptimization smo = new SequentialMinimalOptimization(ksvm, inputs, outputs);
smo.Complexity = complexity;
// Measure the model performance to return as an out parameter
error = smo.Run();
return(ksvm); // Return the current model
};
// Declare some out variables to pass to the grid search algorithm
GridSearchParameterCollection bestParameters; double minError;
// Compute the grid search to find the best Support Vector Machine
KernelSupportVectorMachine bestModel = gridsearch.Compute(out bestParameters, out minError);
}
public void GridsearchConstructorTest()
{
Accord.Math.Random.Generator.Seed = 0;
// Example binary data
double[][] inputs =
{
new double[] { -1, -1 },
new double[] { -1, 1 },
new double[] { 1, -1 },
new double[] { 1, 1 }
};
int[] xor = // xor labels
{
-1, 1, 1, -1
};
// Declare the parameters and ranges to be searched
GridSearchRange[] ranges =
{
new GridSearchRange("complexity", new double[] { 0.00000001, 5.20, 0.30, 0.50 }),
new GridSearchRange("degree", new double[] { 1, 10, 2,3, 4, 5 }),
new GridSearchRange("constant", new double[] { 0, 1, 2 })
};
// Instantiate a new Grid Search algorithm for Kernel Support Vector Machines
var gridsearch = new GridSearch <KernelSupportVectorMachine>(ranges);
#if DEBUG
gridsearch.ParallelOptions.MaxDegreeOfParallelism = 1;
#endif
// Set the fitting function for the algorithm
gridsearch.Fitting = delegate(GridSearchParameterCollection parameters, out double error)
{
// The parameters to be tried will be passed as a function parameter.
int degree = (int)parameters["degree"].Value;
double constant = parameters["constant"].Value;
double complexity = parameters["complexity"].Value;
// Use the parameters to build the SVM model
Polynomial kernel = new Polynomial(degree, constant);
KernelSupportVectorMachine ksvm = new KernelSupportVectorMachine(kernel, 2);
// Create a new learning algorithm for SVMs
SequentialMinimalOptimization smo = new SequentialMinimalOptimization(ksvm, inputs, xor);
smo.Complexity = complexity;
// Measure the model performance to return as an out parameter
error = smo.Run();
return(ksvm); // Return the current model
};
// Declare some out variables to pass to the grid search algorithm
GridSearchParameterCollection bestParameters; double minError;
// Compute the grid search to find the best Support Vector Machine
KernelSupportVectorMachine bestModel = gridsearch.Compute(out bestParameters, out minError);
// A linear kernel can't solve the xor problem.
Assert.AreEqual(1, bestParameters["degree"].Value);
Assert.AreEqual(1, bestParameters["constant"].Value);
Assert.AreEqual(1e-8, bestParameters["complexity"].Value);
// The minimum error should be zero because the problem is well-known.
Assert.AreEqual(minError, 0.0);
Assert.IsNotNull(bestModel);
Assert.IsNotNull(bestParameters);
Assert.AreEqual(bestParameters.Count, 3);
}
public void GridsearchConstructorTest2()
{
Accord.Math.Random.Generator.Seed = 0;
// Example binary data
double[][] inputs =
{
new double[] { -1, -1 },
new double[] { -1, 1 },
new double[] { 1, -1 },
new double[] { 1, 1 }
};
int[] xor = // xor labels
{
-1, 1, 1, -1
};
// Declare the parameters and ranges to be searched
GridSearchRange[] ranges =
{
new GridSearchRange("complexity", new double[] { 0.00000001, 5.20, 0.30, 1000000, 0.50 }),
};
// Instantiate a new Grid Search algorithm for Kernel Support Vector Machines
var gridsearch = new GridSearch <SupportVectorMachine>(ranges);
gridsearch.ParallelOptions.MaxDegreeOfParallelism = 1;
// Set the fitting function for the algorithm
gridsearch.Fitting = delegate(GridSearchParameterCollection parameters, out double error)
{
// The parameters to be tried will be passed as a function parameter.
double complexity = parameters["complexity"].Value;
// Use the parameters to build the SVM model
SupportVectorMachine svm = new SupportVectorMachine(2);
// Create a new learning algorithm for SVMs
SequentialMinimalOptimization smo = new SequentialMinimalOptimization(svm, inputs, xor);
smo.Complexity = complexity;
// Measure the model performance to return as an out parameter
error = smo.Run();
return(svm); // Return the current model
};
{
// Declare some out variables to pass to the grid search algorithm
GridSearchParameterCollection bestParameters; double minError;
// Compute the grid search to find the best Support Vector Machine
SupportVectorMachine bestModel = gridsearch.Compute(out bestParameters, out minError);
// The minimum error should be zero because the problem is well-known.
Assert.AreEqual(minError, 0.5);
Assert.IsNotNull(bestModel);
Assert.IsNotNull(bestParameters);
Assert.AreEqual(bestParameters.Count, 1);
}
{
// Compute the grid search to find the best Support Vector Machine
var result = gridsearch.Compute();
// The minimum error should be zero because the problem is well-known.
Assert.AreEqual(result.Error, 0.5);
Assert.IsNotNull(result.Model);
Assert.AreEqual(5, result.Errors.Length);
Assert.AreEqual(5, result.Models.Length);
}
}
public override Task <GridSearchParameterCollection> GridSearchAsync(ClassificationModel classificationModel)
{
return(Task.Factory.StartNew(() =>
{
// Declare the parameters and ranges to be searched
List <GridSearchRange> ranges = new List <GridSearchRange>
{
new GridSearchRange("complexity", new[] { 150.0, 100.0, 50, 10, 1 }),
};
switch (Kernel)
{
case Kernel.Gaussian:
ranges.Add(new GridSearchRange("gamma", new[] { 0.1, 1.0, 2.0, 5.0, 10.0, 20.0 }));
break;
case Kernel.Polynomial:
ranges.Add(new GridSearchRange("degree", new[] { 1.0, 2.0, 3.0, 4.0 }));
break;
}
int numFeatures = classificationModel.FeatureVectors.Count;
double[][] input = new double[numFeatures][];
int[] responses = new int[numFeatures];
for (int featureIndex = 0; featureIndex < classificationModel.FeatureVectors.Count; ++featureIndex)
{
var featureVector = classificationModel.FeatureVectors[featureIndex];
input[featureIndex] = Array.ConvertAll(featureVector.FeatureVector.BandIntensities, s => (double)s / ushort.MaxValue);
responses[featureIndex] = (int)featureVector.FeatureClass;
}
// Instantiate a new Grid Search algorithm for Kernel Support Vector Machines
var gridsearch = new GridSearch <MulticlassSupportVectorMachine <Gaussian> >(ranges.ToArray());
// Set the fitting function for the algorithm
gridsearch.Fitting = delegate(GridSearchParameterCollection parameters, out double error)
{
// The parameters to be tried will be passed as a function parameter.
double complexity = parameters["complexity"].Value;
double gamma = parameters.Contains("gamma") ? parameters["gamma"].Value : 0;
int degree = parameters.Contains("degree") ? (int)parameters["degree"].Value : 0;
// Create a new Cross-validation algorithm passing the data set size and the number of folds
var crossvalidation = new CrossValidation(size: input.Length, folds: 10);
// Define a fitting function using Support Vector Machines. The objective of this
// function is to learn a SVM in the subset of the data indicated by cross-validation.
crossvalidation.Fitting = delegate(int k, int[] indicesTrain, int[] indicesValidation)
{
// Lets now grab the training data:
var trainingInputs = input.Get(indicesTrain);
var trainingOutputs = responses.Get(indicesTrain);
// And now the validation data:
var validationInputs = input.Get(indicesValidation);
var validationOutputs = responses.Get(indicesValidation);
int[] predictedTraining;
int[] predictedValidation;
TrainAndPredict(complexity, gamma, degree, trainingInputs, trainingOutputs, validationInputs, out predictedTraining, out predictedValidation);
double trainingError = new ZeroOneLoss(trainingOutputs).Loss(predictedTraining);
double validationError = new ZeroOneLoss(validationOutputs).Loss(predictedValidation);
// Return a new information structure containing the model and the errors achieved.
return new CrossValidationValues(trainingError, validationError);
};
// Compute the cross-validation
var result = crossvalidation.Compute();
// Finally, access the measured performance.
double trainingErrors = result.Training.Mean;
double validationErrors = result.Validation.Mean;
error = validationErrors;
return null; // Return the current model
};
// Declare some out variables to pass to the grid search algorithm
GridSearchParameterCollection bestParameters;
double minError;
// Compute the grid search to find the best Support Vector Machine
gridsearch.Compute(out bestParameters, out minError);
return bestParameters;
}));
}
public void GridsearchConstructorTest()
{
Accord.Math.Tools.SetupGenerator(0);
// Example binary data
double[][] inputs =
{
new double[] { -1, -1 },
new double[] { -1, 1 },
new double[] { 1, -1 },
new double[] { 1, 1 }
};
int[] xor = // xor labels
{
-1, 1, 1, -1
};
// Declare the parameters and ranges to be searched
GridSearchRange[] ranges =
{
new GridSearchRange("complexity", new double[] { 0.00000001, 5.20, 0.30, 0.50 } ),
new GridSearchRange("degree", new double[] { 1, 10, 2, 3, 4, 5 } ),
new GridSearchRange("constant", new double[] { 0, 1, 2 } )
};
// Instantiate a new Grid Search algorithm for Kernel Support Vector Machines
var gridsearch = new GridSearch<KernelSupportVectorMachine>(ranges);
// Set the fitting function for the algorithm
gridsearch.Fitting = delegate(GridSearchParameterCollection parameters, out double error)
{
// The parameters to be tried will be passed as a function parameter.
int degree = (int)parameters["degree"].Value;
double constant = parameters["constant"].Value;
double complexity = parameters["complexity"].Value;
// Use the parameters to build the SVM model
Polynomial kernel = new Polynomial(degree, constant);
KernelSupportVectorMachine ksvm = new KernelSupportVectorMachine(kernel, 2);
// Create a new learning algorithm for SVMs
SequentialMinimalOptimization smo = new SequentialMinimalOptimization(ksvm, inputs, xor);
smo.Complexity = complexity;
// Measure the model performance to return as an out parameter
error = smo.Run();
return ksvm; // Return the current model
};
// Declare some out variables to pass to the grid search algorithm
GridSearchParameterCollection bestParameters; double minError;
// Compute the grid search to find the best Support Vector Machine
KernelSupportVectorMachine bestModel = gridsearch.Compute(out bestParameters, out minError);
// A linear kernel can't solve the xor problem.
Assert.AreNotEqual((int)bestParameters["degree"].Value, 1);
// The minimum error should be zero because the problem is well-known.
Assert.AreEqual(minError, 0.0);
Assert.IsNotNull(bestModel);
Assert.IsNotNull(bestParameters);
Assert.AreEqual(bestParameters.Count, 3);
}
public void GridsearchConstructorTest2()
{
Accord.Math.Tools.SetupGenerator(0);
// Example binary data
double[][] inputs =
{
new double[] { -1, -1 },
new double[] { -1, 1 },
new double[] { 1, -1 },
new double[] { 1, 1 }
};
int[] xor = // xor labels
{
-1, 1, 1, -1
};
// Declare the parameters and ranges to be searched
GridSearchRange[] ranges =
{
new GridSearchRange("complexity", new double[] { 0.00000001, 5.20, 0.30, 1000000, 0.50 } ),
};
// Instantiate a new Grid Search algorithm for Kernel Support Vector Machines
var gridsearch = new GridSearch<SupportVectorMachine>(ranges);
// Set the fitting function for the algorithm
gridsearch.Fitting = delegate(GridSearchParameterCollection parameters, out double error)
{
// The parameters to be tried will be passed as a function parameter.
double complexity = parameters["complexity"].Value;
// Use the parameters to build the SVM model
SupportVectorMachine svm = new SupportVectorMachine(2);
// Create a new learning algorithm for SVMs
SequentialMinimalOptimization smo = new SequentialMinimalOptimization(svm, inputs, xor);
smo.Complexity = complexity;
// Measure the model performance to return as an out parameter
error = smo.Run();
return svm; // Return the current model
};
{
// Declare some out variables to pass to the grid search algorithm
GridSearchParameterCollection bestParameters; double minError;
// Compute the grid search to find the best Support Vector Machine
SupportVectorMachine bestModel = gridsearch.Compute(out bestParameters, out minError);
// The minimum error should be zero because the problem is well-known.
Assert.AreEqual(minError, 0.5);
Assert.IsNotNull(bestModel);
Assert.IsNotNull(bestParameters);
Assert.AreEqual(bestParameters.Count, 1);
}
{
// Compute the grid search to find the best Support Vector Machine
var result = gridsearch.Compute();
// The minimum error should be zero because the problem is well-known.
Assert.AreEqual(result.Error, 0.5);
Assert.IsNotNull(result.Model);
Assert.AreEqual(5, result.Errors.Length);
Assert.AreEqual(5, result.Models.Length);
}
}
