/// <summary>
/// Constructs a new Multi-class Kernel Support Vector Machine
/// </summary>
///
/// <param name="kernel">The chosen kernel for the machine. Default is to
/// use the <see cref="Linear"/> kernel.</param>
/// <param name="inputs">The number of inputs for the machine. If sequences have
/// varying length, pass zero to this parameter and pass a suitable sequence
/// kernel to this constructor, such as <see cref="DynamicTimeWarping"/>.</param>
/// <param name="classes">The number of classes in the classification problem.</param>
///
/// <remarks>
/// If the number of inputs is zero, this means the machine
/// accepts a indefinite number of inputs. This is often the
/// case for kernel vector machines using a sequence kernel.
/// </remarks>
///
public MulticlassSupportVectorMachine(int inputs, IKernel kernel, int classes)
{
if (classes <= 1)
{
throw new ArgumentException("The machine must have at least two classes.", "classes");
}
// Create the kernel machines
machines = new KernelSupportVectorMachine[classes - 1][];
for (int i = 0; i < machines.Length; i++)
{
machines[i] = new KernelSupportVectorMachine[i + 1];
for (int j = 0; j <= i; j++)
{
machines[i][j] = new KernelSupportVectorMachine(kernel, inputs);
}
}
this.initialize();
}
/// <summary>
/// Compute SVM output with support vector sharing.
/// </summary>
///
private int computeParallel(int classA, int classB, double[] input, out double output, Cache cache)
{
// Get the machine for this problem
KernelSupportVectorMachine machine = machines[classA - 1][classB];
// Get the vectors shared among all machines
int[] vectors = cache.Vectors[classA - 1][classB];
double[] values = cache.Products;
#if !NET35
SpinLock[] locks = cache.SyncObjects;
#endif
double sum = machine.Threshold;
if (machine.IsCompact)
{
if (machine.Weights == null)
{
throw new Exception();
}
// For linear machines, computation is simpler
for (int i = 0; i < machine.Weights.Length; i++)
{
sum += machine.Weights[i] * input[i];
}
}
else
{
#if NET35
#region Backward compatibility
for (int i = 0; i < vectors.Length; i++)
{
double value;
// Check if it is a shared vector
int j = vectors[i];
if (j >= 0)
{
// This is a shared vector. Check
// if it has already been computed
if (!Double.IsNaN(values[j]))
{
// Yes, it has. Retrieve the value from the cache
value = values[j];
}
else
{
// No, it has not. Compute and store the computed value in the cache
value = values[j] = machine.Kernel.Function(machine.SupportVectors[i], input);
Interlocked.Increment(ref cache.Evaluations);
}
}
else
{
// This vector is not shared by any other machine. No need to cache
value = machine.Kernel.Function(machine.SupportVectors[i], input);
Interlocked.Increment(ref cache.Evaluations);
}
sum += machine.Weights[i] * value;
}
#endregion
#else
// For each support vector in the machine
Parallel.For <double>(0, vectors.Length,
// Init
() => 0.0,
// Map
(i, state, partialSum) =>
{
double value;
// Check if it is a shared vector
int j = vectors[i];
if (j >= 0)
{
// This is a shared vector. Check
// if it has already been computed
bool taken = false;
locks[j].Enter(ref taken);
if (!Double.IsNaN(values[j]))
{
// Yes, it has. Retrieve the value from the cache
value = values[j];
}
else
{
// No, it has not. Compute and store the computed value in the cache
value = values[j] = machine.Kernel.Function(machine.SupportVectors[i], input);
Interlocked.Increment(ref cache.Evaluations);
}
locks[j].Exit();
}
else
{
// This vector is not shared by any other machine. No need to cache
value = machine.Kernel.Function(machine.SupportVectors[i], input);
Interlocked.Increment(ref cache.Evaluations);
}
return(partialSum + machine.Weights[i] * value);
},
// Reduce
(partialSum) => { lock (locks) sum += partialSum; }
);
#endif
}
// Produce probabilities if required
if (machine.IsProbabilistic)
{
output = machine.Link.Inverse(sum);
return(output >= 0.5 ? +1 : -1);
}
else
{
output = sum;
return(output >= 0 ? +1 : -1);
}
}
/// <summary>
/// Compute SVM output with support vector sharing.
/// </summary>
///
private int computeSequential(int classA, int classB, double[] input, out double output, Cache cache)
{
// Get the machine for this problem
KernelSupportVectorMachine machine = machines[classA - 1][classB];
// Get the vectors shared among all machines
int[] vectors = cache.Vectors[classA - 1][classB];
double[] values = cache.Products;
double sum = machine.Threshold;
if (machine.IsCompact)
{
// For linear machines, computation is simpler
for (int i = 0; i < machine.Weights.Length; i++)
{
sum += machine.Weights[i] * input[i];
}
}
else
{
// For each support vector in the machine
for (int i = 0; i < vectors.Length; i++)
{
double value;
// Check if it is a shared vector
int j = vectors[i];
if (j >= 0)
{
// This is a shared vector. Check
// if it has already been computed
if (!Double.IsNaN(values[j]))
{
// Yes, it has. Retrieve the value from the cache
value = values[j];
}
else
{
// No, it has not. Compute and store the computed value in the cache
value = values[j] = machine.Kernel.Function(machine.SupportVectors[i], input);
Interlocked.Increment(ref cache.Evaluations);
}
}
else
{
// This vector is not shared by any other machine. No need to cache
value = machine.Kernel.Function(machine.SupportVectors[i], input);
Interlocked.Increment(ref cache.Evaluations);
}
sum += machine.Weights[i] * value;
}
}
// Produce probabilities if required
if (machine.IsProbabilistic)
{
output = machine.Link.Inverse(sum);
return(output >= 0.5 ? +1 : -1);
}
else
{
output = sum;
return(output >= 0 ? +1 : -1);
}
}