public override ClassificationModel Train(BaseVector[] x, int[][] y, int ngroups, Parameters param, int nthreads,
Action <double> reportProgress)
{
string err = CheckInput(x, y, ngroups);
if (err != null)
{
throw new Exception(err);
}
ParameterWithSubParams <int> kernelParam = param.GetParamWithSubParams <int>("Kernel");
SvmParameter sp = new SvmParameter {
kernelFunction = KernelFunctions.GetKernelFunction(kernelParam.Value, kernelParam.GetSubParameters()),
svmType = SvmType.CSvc,
c = param.GetParam <double>("C").Value
};
bool[] invert;
SvmProblem[] problems = CreateProblems(x, y, ngroups, out invert);
SvmModel[] models = new SvmModel[problems.Length];
ThreadDistributor td = new ThreadDistributor(nthreads, models.Length,
i => { models[i] = SvmMain.SvmTrain(problems[i], sp); }, fractionDone => { reportProgress?.Invoke(fractionDone); });
td.Start();
return(new SvmClassificationModel(models, invert));
}
private static int[] RankBinary(SvmProblem prob, SvmParameter param, double redfactor)
{
int nfeatures = prob.x[0].Length;
int[] result = new int[nfeatures];
int[] survivingFeatures = ArrayUtils.ConsecutiveInts(nfeatures);
SvmProblem problem = prob.Copy();
int p = nfeatures - 1;
int[] indices = ArrayUtils.ConsecutiveInts(nfeatures);
while (survivingFeatures.Length > 0)
{
problem = problem.ExtractFeatures(survivingFeatures);
indices = ArrayUtils.SubArray(indices, survivingFeatures);
int nfeatures2 = survivingFeatures.Length;
double[] criteria = ComputeRankingCriteria(SvmMain.SvmTrain(problem, param)
.ComputeBinaryClassifierWeights(nfeatures2));
int[] order = ArrayUtils.Order(criteria);
int numFeaturesToRemove = Math.Max((int)Math.Round(nfeatures2 / redfactor), 1);
for (int i = 0; i < numFeaturesToRemove; ++i)
{
result[p--] = indices[order[i]];
}
survivingFeatures = ArrayUtils.SubArray(order, numFeaturesToRemove, nfeatures2);
}
return(result);
}
public static ITrainer <TIn, TOut> Create <TIn, TOut>(ISvm <TIn, TOut> svm, IKernel kernel,
double cacheSize = 128, double tolerance = 0.001, bool shrinking = true, bool probability = false)
where TOut : struct
{
var svmBase = svm as SvmBase <TIn, TOut>;
var kernelBase = kernel as KernelBase;
if (svmBase == null || kernelBase == null)
{
throw new ApplicationException("Bad svm or/and kernel parameters");
}
var parameters = new SvmParameter
{
CacheSize = cacheSize,
Eps = tolerance,
Shrinking = shrinking,
Probability = probability
};
svmBase.FillParameters(parameters);
kernelBase.FillParameters(parameters);
return(svmBase.GetTrainer(parameters));
}
internal override void FillParameters(SvmParameter param)
{
param.KernelType = KernelType.Poly;
param.Gamma = Gamma;
param.Degree = Degree;
param.Coef0 = R;
}
internal OneClassQ(SvmProblem prob, SvmParameter param)
: base(prob.Count, prob.x, param)
{
cache = new SvmCache(prob.Count, (long) (param.cacheSize*(1 << 20)));
qd = new double[prob.Count];
for (int i = 0; i < prob.Count; i++){
qd[i] = KernelFunctionEval(i, i);
}
}
internal OneClassQ(SvmProblem prob, SvmParameter param) : base(prob.Count, prob.x, param)
{
cache = new SvmCache(prob.Count, (long)(param.cacheSize * (1 << 20)));
qd = new double[prob.Count];
for (int i = 0; i < prob.Count; i++)
{
qd[i] = KernelFunctionEval(i, i);
}
}
private static int[] RankBinary(SvmProblem prob, SvmParameter param)
{
int nfeatures = prob.x[0].Length;
double[] criteria = ComputeRankingCriteria(SvmMain.SvmTrain(prob, param).ComputeBinaryClassifierWeights(nfeatures));
int[] order = ArrayUtils.Order(criteria);
Array.Reverse(order);
return(order);
}
internal SvcQ(SvmProblem prob, SvmParameter param, short[] y1)
: base(prob.Count, prob.x, param)
{
y = (short[]) y1.Clone();
cache = new SvmCache(prob.Count, (long) (param.cacheSize*(1 << 20)));
qd = new double[prob.Count];
for (int i = 0; i < prob.Count; i++){
qd[i] = KernelFunctionEval(i, i);
}
}
internal SvcQ(SvmProblem prob, SvmParameter param, short[] y1) : base(prob.Count, prob.x, param)
{
y = (short[])y1.Clone();
cache = new SvmCache(prob.Count, (long)(param.cacheSize * (1 << 20)));
qd = new double[prob.Count];
for (int i = 0; i < prob.Count; i++)
{
qd[i] = KernelFunctionEval(i, i);
}
}
public RegressionModel Train(BaseVector[] x, float[] y, Parameters param, int nthreads)
{
ParameterWithSubParams <int> kernelParam = param.GetParamWithSubParams <int>("Kernel");
SvmParameter sp = new SvmParameter {
kernelFunction = KernelFunctions.GetKernelFunction(kernelParam.Value, kernelParam.GetSubParameters()),
svmType = SvmType.EpsilonSvr,
c = param.GetParam <double>("C").Value
};
SvmModel model = SvmMain.SvmTrain(new SvmProblem(x, y), sp);
return(new SvmRegressionModel(model));
}
public override RegressionModel Train(BaseVector[] x, int[] nominal, double[] y, Parameters param, int nthreads, Action <double> reportProgress)
{
x = ClassificationMethod.ToOneHotEncoding(x, nominal);
ParameterWithSubParams <int> kernelParam = param.GetParamWithSubParams <int>("Kernel");
SvmParameter sp = new SvmParameter {
kernelFunction = KernelFunctions.GetKernelFunction(kernelParam.Value, kernelParam.GetSubParameters()),
svmType = SvmType.EpsilonSvr,
c = param.GetParam <double>("C").Value
};
SvmModel model = SvmMain.SvmTrain(new SvmProblem(x, y), sp);
return(new SvmRegressionModel(model));
}
static void Run(string trainingSet, string testSet)
{
// step 1: dataset
var container = new MovieTweetingsDataContainer();
var reader = new MovieTweetingsReader(trainingSet, testSet);
reader.LoadData(container);
Console.WriteLine("Data container statistics:\n {0}", container.ToString());
var dataset = new ItemRatingDataset(container);
var featureBuilder = new MovieTweetingLibSvmFeatureBuilder(container);
// svm parameters
var svmParameters = new SvmParameter
{
SvmType = SvmType.C_SVC,
KernelType = KernelType.Linear,
CacheSize = 128,
C = 1,
Eps = 1e-3,
Shrinking = true,
Probability = false
};
// step 2: recommender
var labelSelector = new Func <ItemRating, double>(ir =>
{
var t = container.Tweets[ir];
return(((t.RetweetCount + t.FavoriteCount) > 0) ? 1.0 : 0.0);
});
var recommender = new LibSvmClassifier(svmParameters, featureBuilder, labelSelector);
// step3: evaluation
var ep = new EvaluationPipeline <ItemRating>(new EvalutationContext <ItemRating>(recommender, dataset));
ep.Evaluators.Add(new WriteChallengeOutput(container, "test_output.dat"));
ep.Run();
}
public override int[] Rank(BaseVector[] x, int[][] y, int ngroups, Parameters param, IGroupDataProvider data,
int nthreads, Action <double> reportProgress)
{
SvmParameter sp = new SvmParameter {
kernelFunction = new LinearKernelFunction(),
svmType = SvmType.CSvc,
c = param.GetParam <double>("C").Value
};
bool[] invert;
SvmProblem[] problems = CreateProblems(x, y, ngroups, out invert);
int[][] rankedSets = new int[problems.Length][];
for (int i = 0; i < problems.Length; ++i)
{
rankedSets[i] = RankBinary(problems[i], sp);
}
return(CombineRankedFeaturesLists(rankedSets));
}
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("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();
}
}
internal SvrQ(SvmProblem prob, SvmParameter param)
: base(prob.Count, prob.x, param)
{
l = prob.Count;
cache = new SvmCache(l, (long) (param.cacheSize*(1 << 20)));
qd = new double[2*l];
sign = new short[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] = KernelFunctionEval(k, k);
qd[k + l] = qd[k];
}
buffer = new float[2][];
buffer[0] = new float[2*l];
buffer[1] = new float[2*l];
nextBuffer = 0;
}
internal SvrQ(SvmProblem prob, SvmParameter param) : base(prob.Count, prob.x, param)
{
l = prob.Count;
cache = new SvmCache(l, (long)(param.cacheSize * (1 << 20)));
qd = new double[2 * l];
sign = new short[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] = KernelFunctionEval(k, k);
qd[k + l] = qd[k];
}
buffer = new float[2][];
buffer[0] = new float[2 * l];
buffer[1] = new float[2 * l];
nextBuffer = 0;
}
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);
}
internal OneClassTrainer(SvmParameter parameters)
: base(parameters)
{
}
internal override ITrainer <Tuple <double[], double>, double> GetTrainer(SvmParameter param)
{
return(new SvrTrainer(param));
}
internal override void FillParameters(SvmParameter param)
{
param.SvmType = SvmType.NU_SVR;
param.C = C;
param.Nu = Nu;
}
internal abstract ITrainer <TIn, TOut> GetTrainer(SvmParameter param);
internal SvcTrainer(SvmParameter parameters)
: base(parameters)
{
}
internal override void FillParameters(SvmParameter param)
{
param.SvmType = SvmType.ONE_CLASS;
param.Nu = Nu;
}
internal override ITrainer <double[], bool> GetTrainer(SvmParameter param)
{
return(new OneClassTrainer(param));
}
internal override void FillParameters(SvmParameter param)
{
param.KernelType = KernelType.Linear;
}
internal abstract void FillParameters(SvmParameter param);
public LibSvmClassifier(SvmParameter parameters, LibSvmFeatureBuilder featureBuilder, Func <ItemRating, double> labelSelector)
{
Parameters = parameters;
FeatureBuilder = featureBuilder;
LabelSelector = labelSelector;
}
internal override void FillParameters(SvmParameter param)
{
param.SvmType = SvmType.C_SVC;
param.C = C;
}
protected TrainerBase(SvmParameter parameters)
{
_parameters = parameters;
}
internal override void FillParameters(SvmParameter param)
{
param.KernelType = KernelType.Sigmoid;
param.Gamma = Gamma;
param.Coef0 = R;
}
internal override void FillParameters(SvmParameter param)
{
param.SvmType = SvmType.EPSILON_SVR;
param.C = C;
param.P = Eps;
}
internal override void FillParameters(SvmParameter param)
{
param.KernelType = KernelType.Rbf;
param.Gamma = Gamma;
}