public static double k_function(svm_node[] x, svm_node[] y,
svm_parameter param) {
switch (param.kernel_type) {
case svm_parameter.LINEAR:
return dot(x, y);
case svm_parameter.POLY:
return powi(param.gamma * dot(x, y) + param.coef0, param.degree);
case svm_parameter.RBF: {
double sum = 0;
int xlen = x.Length;
int ylen = y.Length;
int i = 0;
int j = 0;
while (i < xlen && j < ylen) {
if (x[i].index == y[j].index) {
double d = x[i++].value - y[j++].value;
sum += d * d;
} else if (x[i].index > y[j].index) {
sum += y[j].value * y[j].value;
++j;
} else {
sum += x[i].value * x[i].value;
++i;
}
}
while (i < xlen) {
sum += x[i].value * x[i].value;
++i;
}
while (j < ylen) {
sum += y[j].value * y[j].value;
++j;
}
return Math.Exp(-param.gamma * sum);
}
case svm_parameter.SIGMOID:
return Math.Tanh(param.gamma * dot(x, y) + param.coef0);
case svm_parameter.PRECOMPUTED:
return x[(int)(y[0].value)].value;
default:
return 0; // java
}
}
public object Clone() {
var clone = new svm_node();
clone.index = index;
clone.value = value;
return clone;
}
public static double svm_predict_probability(svm_model model, svm_node[] x, double[] prob_estimates) {
if ((model.param.svm_type == svm_parameter.C_SVC || model.param.svm_type == svm_parameter.NU_SVC) &&
model.probA != null && model.probB != null) {
int i;
int nr_class = model.nr_class;
double[] dec_values = new double[nr_class * (nr_class - 1) / 2];
svm_predict_values(model, x, dec_values);
double min_prob = 1e-7;
double[][] pairwise_prob = new double[nr_class][];
int k = 0;
for (i = 0; i < nr_class; i++)
pairwise_prob[i] = new double[nr_class];
for (int j = i + 1; j < nr_class; j++) {
pairwise_prob[i][j] =
Math.Min(Math.Max(sigmoid_predict(dec_values[k], model.probA[k], model.probB[k]), min_prob), 1 - min_prob);
pairwise_prob[j][i] = 1 - pairwise_prob[i][j];
k++;
}
multiclass_probability(nr_class, pairwise_prob, prob_estimates);
int prob_max_idx = 0;
for (i = 1; i < nr_class; i++)
if (prob_estimates[i] > prob_estimates[prob_max_idx])
prob_max_idx = i;
return model.label[prob_max_idx];
} else
return svm_predict(model, x);
}
static double dot(svm_node[] x, svm_node[] y) {
double sum = 0;
int xlen = x.Length;
int ylen = y.Length;
int i = 0;
int j = 0;
while (i < xlen && j < ylen) {
if (x[i].index == y[j].index)
sum += x[i++].value * y[j++].value;
else {
if (x[i].index > y[j].index)
++j;
else
++i;
}
}
return sum;
}
public static double svm_predict(svm_model model, svm_node[] x) {
int nr_class = model.nr_class;
double[] dec_values;
if (model.param.svm_type == svm_parameter.ONE_CLASS ||
model.param.svm_type == svm_parameter.EPSILON_SVR ||
model.param.svm_type == svm_parameter.NU_SVR)
dec_values = new double[1];
else
dec_values = new double[nr_class * (nr_class - 1) / 2];
double pred_result = svm_predict_values(model, x, dec_values);
return pred_result;
}
public static double svm_predict_values(svm_model model, svm_node[] x, double[] dec_values) {
int i;
if (model.param.svm_type == svm_parameter.ONE_CLASS ||
model.param.svm_type == svm_parameter.EPSILON_SVR ||
model.param.svm_type == svm_parameter.NU_SVR) {
double[] sv_coef = model.sv_coef[0];
double sum = 0;
for (i = 0; i < model.l; i++)
sum += sv_coef[i] * Kernel.k_function(x, model.SV[i], model.param);
sum -= model.rho[0];
dec_values[0] = sum;
if (model.param.svm_type == svm_parameter.ONE_CLASS)
return (sum > 0) ? 1 : -1;
else
return sum;
} else {
int nr_class = model.nr_class;
int l = model.l;
double[] kvalue = new double[l];
for (i = 0; i < l; i++)
kvalue[i] = Kernel.k_function(x, model.SV[i], model.param);
int[] start = new int[nr_class];
start[0] = 0;
for (i = 1; i < nr_class; i++)
start[i] = start[i - 1] + model.nSV[i - 1];
int[] vote = new int[nr_class];
for (i = 0; i < nr_class; i++)
vote[i] = 0;
int p = 0;
for (i = 0; i < nr_class; i++)
for (int j = i + 1; j < nr_class; j++) {
double sum = 0;
int si = start[i];
int sj = start[j];
int ci = model.nSV[i];
int cj = model.nSV[j];
int k;
double[] coef1 = model.sv_coef[j - 1];
double[] coef2 = model.sv_coef[i];
for (k = 0; k < ci; k++)
sum += coef1[si + k] * kvalue[si + k];
for (k = 0; k < cj; k++)
sum += coef2[sj + k] * kvalue[sj + k];
sum -= model.rho[p];
dec_values[p] = sum;
if (dec_values[p] > 0)
++vote[i];
else
++vote[j];
p++;
}
int vote_max_idx = 0;
for (i = 1; i < nr_class; i++)
if (vote[i] > vote[vote_max_idx])
vote_max_idx = i;
return model.label[vote_max_idx];
}
}
public Kernel(int l, svm_node[][] x_, svm_parameter param) {
this.kernel_type = param.kernel_type;
this.degree = param.degree;
this.gamma = param.gamma;
this.coef0 = param.coef0;
x = (svm_node[][])x_.Clone();
if (kernel_type == svm_parameter.RBF) {
x_square = new double[l];
for (int i = 0; i < l; i++)
x_square[i] = dot(x[i], x[i]);
} else x_square = null;
}
//
// Interface functions
//
public static svm_model svm_train(svm_problem prob, svm_parameter param) {
svm_model model = new svm_model();
model.param = param;
if (param.svm_type == svm_parameter.ONE_CLASS ||
param.svm_type == svm_parameter.EPSILON_SVR ||
param.svm_type == svm_parameter.NU_SVR) {
// regression or one-class-svm
model.nr_class = 2;
model.label = null;
model.nSV = null;
model.probA = null;
model.probB = null;
model.sv_coef = new double[1][];
if (param.probability == 1 &&
(param.svm_type == svm_parameter.EPSILON_SVR ||
param.svm_type == svm_parameter.NU_SVR)) {
model.probA = new double[1];
model.probA[0] = svm_svr_probability(prob, param);
}
decision_function 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.l; i++)
if (Math.Abs(f.alpha[i]) > 0) ++nSV;
model.l = nSV;
model.SV = new svm_node[nSV][];
model.sv_coef[0] = new double[nSV];
int j = 0;
for (i = 0; i < prob.l; i++)
if (Math.Abs(f.alpha[i]) > 0) {
model.SV[j] = prob.x[i];
model.sv_coef[0][j] = f.alpha[i];
++j;
}
} else {
// classification
int l = prob.l;
int[] tmp_nr_class = new int[1];
int[][] tmp_label = new int[1][];
int[][] tmp_start = new int[1][];
int[][] tmp_count = new int[1][];
int[] perm = new int[l];
// group training data of the same class
svm_group_classes(prob, tmp_nr_class, tmp_label, tmp_start, tmp_count, perm);
int nr_class = tmp_nr_class[0];
int[] label = tmp_label[0];
int[] start = tmp_start[0];
int[] count = tmp_count[0];
if (nr_class == 1)
svm.info("WARNING: training data in only one class. See README for details." + Environment.NewLine);
svm_node[][] x = new svm_node[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.nr_weight; i++) {
int j;
for (j = 0; j < nr_class; j++)
if (param.weight_label[i] == label[j])
break;
if (j == nr_class)
Console.Error.WriteLine("WARNING: class label " + param.weight_label[i] +
" specified in weight is not found");
else
weighted_C[j] *= param.weight[i];
}
// train k*(k-1)/2 models
bool[] nonzero = new bool[l];
for (i = 0; i < l; i++)
nonzero[i] = false;
decision_function[] f = new decision_function[nr_class * (nr_class - 1) / 2];
double[] probA = null, probB = null;
if (param.probability == 1) {
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++) {
svm_problem sub_prob = new svm_problem();
int si = start[i], sj = start[j];
int ci = count[i], cj = count[j];
sub_prob.l = ci + cj;
sub_prob.x = new svm_node[sub_prob.l][];
sub_prob.y = new double[sub_prob.l];
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 == 1) {
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.nr_class = 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 == 1) {
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.nSV = 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.nSV[i] = nSV;
nz_count[i] = nSV;
}
svm.info("Total nSV = " + nnz + Environment.NewLine);
model.l = nnz;
model.SV = new svm_node[nnz][];
p = 0;
for (i = 0; i < l; i++)
if (nonzero[i]) model.SV[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.sv_coef = new double[nr_class - 1][];
for (i = 0; i < nr_class - 1; i++)
model.sv_coef[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.sv_coef[j - 1][q++] = f[p].alpha[k];
q = nz_start[j];
for (k = 0; k < cj; k++)
if (nonzero[sj + k])
model.sv_coef[i][q++] = f[p].alpha[ci + k];
++p;
}
}
return model;
}
/// <summary>
/// Transforms the input array based upon the values provided.
/// </summary>
/// <param name="input">The input array</param>
/// <returns>A scaled array</returns>
public svm_node[] Transform(svm_node[] input) {
svm_node[] output = new svm_node[input.Length];
for (int i = 0; i < output.Length; i++) {
int index = input[i].index;
double value = input[i].value;
output[i] = new svm_node() { index = index, value = Transform(value, index) };
}
return output;
}
