/
svm.cs
2719 lines (2407 loc) · 74.4 KB
/
svm.cs
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/*
* Conversion notes:
* Using JLCA 3.0, the only problem was with the save and loads. I changed them both to be
* StreamR/W around a FileStream. Originally, the save was a BinaryWriter over a FileStream
* and the Reader was a StreamReader over another StreamReader.
* In the Java code, it's a DataOutputStream around a FileOutputStream and a BufferedReader
* around a FileReader.
*/
using System;
namespace libsvm
{
//
// Kernel Cache
//
// l is the number of total data items
// size is the cache size limit in bytes
//
class Cache
{
//UPGRADE_NOTE: Final was removed from the declaration of 'l '. 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1003_3"'
private int l;
private int size;
//UPGRADE_NOTE: Field 'EnclosingInstance' was added to class 'head_t' to access its enclosing instance. 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1019_3"'
private sealed class head_t
{
public head_t(Cache enclosingInstance)
{
InitBlock(enclosingInstance);
}
private void InitBlock(Cache enclosingInstance)
{
this.enclosingInstance = enclosingInstance;
}
private Cache enclosingInstance;
public Cache Enclosing_Instance
{
get
{
return enclosingInstance;
}
}
internal head_t prev, next; // a cicular list
internal float[] data;
internal int len; // data[0,len) is cached in this entry
}
//UPGRADE_NOTE: Final was removed from the declaration of 'head '. 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1003_3"'
private head_t[] head;
private head_t lru_head;
internal Cache(int l_, int size_)
{
l = l_;
size = size_;
head = new head_t[l];
for (int i = 0; i < l; i++)
head[i] = new head_t(this);
size /= 4;
size -= l * (16 / 4); // sizeof(head_t) == 16
lru_head = new head_t(this);
lru_head.next = lru_head.prev = lru_head;
}
private void lru_delete(head_t h)
{
// delete from current location
h.prev.next = h.next;
h.next.prev = h.prev;
}
private void lru_insert(head_t h)
{
// insert to last position
h.next = lru_head;
h.prev = lru_head.prev;
h.prev.next = h;
h.next.prev = h;
}
// request data [0,len)
// return some position p where [p,len) need to be filled
// (p >= len if nothing needs to be filled)
// java: simulate pointer using single-element array
internal virtual int get_data(int index, float[][] data, int len)
{
head_t h = head[index];
if (h.len > 0)
lru_delete(h);
int more = len - h.len;
if (more > 0)
{
// free old space
while (size < more)
{
head_t old = lru_head.next;
lru_delete(old);
size += old.len;
old.data = null;
old.len = 0;
}
// allocate new space
float[] new_data = new float[len];
if (h.data != null)
Array.Copy(h.data, 0, new_data, 0, h.len);
h.data = new_data;
size -= more;
do
{
int _ = h.len; h.len = len; len = _;
}
while (false);
}
lru_insert(h);
data[0] = h.data;
return len;
}
internal virtual void swap_index(int i, int j)
{
if (i == j)
return ;
if (head[i].len > 0)
lru_delete(head[i]);
if (head[j].len > 0)
lru_delete(head[j]);
do
{
float[] _ = head[i].data; head[i].data = head[j].data; head[j].data = _;
}
while (false);
do
{
int _ = head[i].len; head[i].len = head[j].len; head[j].len = _;
}
while (false);
if (head[i].len > 0)
lru_insert(head[i]);
if (head[j].len > 0)
lru_insert(head[j]);
if (i > j)
do
{
int _ = i; i = j; j = _;
}
while (false);
for (head_t h = lru_head.next; h != lru_head; h = h.next)
{
if (h.len > i)
{
if (h.len > j)
do
{
float _ = h.data[i]; h.data[i] = h.data[j]; h.data[j] = _;
}
while (false);
else
{
// give up
lru_delete(h);
size += h.len;
h.data = null;
h.len = 0;
}
}
}
}
}
//
// Kernel evaluation
//
// the static method k_function is for doing single kernel evaluation
// the constructor of Kernel prepares to calculate the l*l kernel matrix
// the member function get_Q is for getting one column from the Q Matrix
//
abstract class Kernel
{
private svm_node[][] x;
//UPGRADE_NOTE: Final was removed from the declaration of 'x_square '. 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1003_3"'
private double[] x_square;
// svm_parameter
//UPGRADE_NOTE: Final was removed from the declaration of 'kernel_type '. 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1003_3"'
private int kernel_type;
//UPGRADE_NOTE: Final was removed from the declaration of 'degree '. 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1003_3"'
private double degree;
//UPGRADE_NOTE: Final was removed from the declaration of 'gamma '. 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1003_3"'
private double gamma;
//UPGRADE_NOTE: Final was removed from the declaration of 'coef0 '. 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1003_3"'
private double coef0;
internal abstract float[] get_Q(int column, int len);
internal virtual void swap_index(int i, int j)
{
do
{
svm_node[] _ = x[i]; x[i] = x[j]; x[j] = _;
}
while (false);
if (x_square != null)
do
{
double _ = x_square[i]; x_square[i] = x_square[j]; x_square[j] = _;
}
while (false);
}
private static double tanh(double x)
{
double e = System.Math.Exp(x);
return 1.0 - 2.0 / (e * e + 1);
}
internal virtual double kernel_function(int i, int j)
{
switch (kernel_type)
{
case svm_parameter.LINEAR:
return dot(x[i], x[j]);
case svm_parameter.POLY:
return System.Math.Pow(gamma * dot(x[i], x[j]) + coef0, degree);
case svm_parameter.RBF:
return System.Math.Exp((- gamma) * (x_square[i] + x_square[j] - 2 * dot(x[i], x[j])));
case svm_parameter.SIGMOID:
return tanh(gamma * dot(x[i], x[j]) + coef0);
default:
return 0; // java
}
}
internal 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;
}
internal 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;
}
internal 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 System.Math.Pow(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 System.Math.Exp((- param.gamma) * sum);
}
case svm_parameter.SIGMOID:
return tanh(param.gamma * dot(x, y) + param.coef0);
default:
return 0; // java
}
}
}
// Generalized SMO+SVMlight algorithm
// Solves:
//
// min 0.5(\alpha^T Q \alpha) + b^T \alpha
//
// y^T \alpha = \delta
// y_i = +1 or -1
// 0 <= alpha_i <= Cp for y_i = 1
// 0 <= alpha_i <= Cn for y_i = -1
//
// Given:
//
// Q, b, y, Cp, Cn, and an initial feasible point \alpha
// l is the size of vectors and matrices
// eps is the stopping criterion
//
// solution will be put in \alpha, objective value will be put in obj
//
class Solver
{
internal int active_size;
internal sbyte[] y;
internal double[] G; // gradient of objective function
internal const sbyte LOWER_BOUND = 0;
internal const sbyte UPPER_BOUND = 1;
internal const sbyte FREE = 2;
internal sbyte[] alpha_status; // LOWER_BOUND, UPPER_BOUND, FREE
internal double[] alpha;
internal Kernel Q;
internal double eps;
internal double Cp, Cn;
internal double[] b;
internal int[] active_set;
internal double[] G_bar; // gradient, if we treat free variables as 0
internal int l;
internal bool unshrinked; // XXX
//UPGRADE_NOTE: Final was removed from the declaration of 'INF '. 'ms-help://MS.VSCC.2003/commoner/redir/redirect.htm?keyword="jlca1003_3"'
internal static readonly double INF = System.Double.PositiveInfinity;
internal virtual double get_C(int i)
{
return (y[i] > 0)?Cp:Cn;
}
internal virtual void update_alpha_status(int i)
{
if (alpha[i] >= get_C(i))
alpha_status[i] = UPPER_BOUND;
else if (alpha[i] <= 0)
alpha_status[i] = LOWER_BOUND;
else
alpha_status[i] = FREE;
}
internal virtual bool is_upper_bound(int i)
{
return alpha_status[i] == UPPER_BOUND;
}
internal virtual bool is_lower_bound(int i)
{
return alpha_status[i] == LOWER_BOUND;
}
internal virtual bool is_free(int i)
{
return alpha_status[i] == FREE;
}
// java: information about solution except alpha,
// because we cannot return multiple values otherwise...
internal class SolutionInfo
{
internal double obj;
internal double rho;
internal double upper_bound_p;
internal double upper_bound_n;
internal double r; // for Solver_NU
}
internal virtual void swap_index(int i, int j)
{
Q.swap_index(i, j);
do
{
sbyte _ = y[i]; y[i] = y[j]; y[j] = _;
}
while (false);
do
{
double _ = G[i]; G[i] = G[j]; G[j] = _;
}
while (false);
do
{
sbyte _ = alpha_status[i]; alpha_status[i] = alpha_status[j]; alpha_status[j] = _;
}
while (false);
do
{
double _ = alpha[i]; alpha[i] = alpha[j]; alpha[j] = _;
}
while (false);
do
{
double _ = b[i]; b[i] = b[j]; b[j] = _;
}
while (false);
do
{
int _ = active_set[i]; active_set[i] = active_set[j]; active_set[j] = _;
}
while (false);
do
{
double _ = G_bar[i]; G_bar[i] = G_bar[j]; G_bar[j] = _;
}
while (false);
}
internal virtual void reconstruct_gradient()
{
// reconstruct inactive elements of G from G_bar and free variables
if (active_size == l)
return ;
int i;
for (i = active_size; i < l; i++)
G[i] = G_bar[i] + b[i];
for (i = 0; i < active_size; i++)
if (is_free(i))
{
float[] Q_i = Q.get_Q(i, l);
double alpha_i = alpha[i];
for (int j = active_size; j < l; j++)
G[j] += alpha_i * Q_i[j];
}
}
internal virtual void Solve(int l, Kernel Q, double[] b_, sbyte[] y_, double[] alpha_, double Cp, double Cn, double eps, SolutionInfo si, int shrinking)
{
this.l = l;
this.Q = Q;
b = new double[b_.Length];
b_.CopyTo(b, 0);
y = new sbyte[y_.Length];
y_.CopyTo(y, 0);
alpha = new double[alpha_.Length];
alpha_.CopyTo(alpha, 0);
this.Cp = Cp;
this.Cn = Cn;
this.eps = eps;
this.unshrinked = false;
// initialize alpha_status
{
alpha_status = new sbyte[l];
for (int i = 0; i < l; i++)
update_alpha_status(i);
}
// initialize active set (for shrinking)
{
active_set = new int[l];
for (int i = 0; i < l; i++)
active_set[i] = i;
active_size = l;
}
// initialize gradient
{
G = new double[l];
G_bar = new double[l];
int i;
for (i = 0; i < l; i++)
{
G[i] = b[i];
G_bar[i] = 0;
}
for (i = 0; i < l; i++)
if (!is_lower_bound(i))
{
float[] Q_i = Q.get_Q(i, l);
double alpha_i = alpha[i];
int j;
for (j = 0; j < l; j++)
G[j] += alpha_i * Q_i[j];
if (is_upper_bound(i))
for (j = 0; j < l; j++)
G_bar[j] += get_C(i) * Q_i[j];
}
}
// optimization step
int iter = 0;
int counter = System.Math.Min(l, 1000) + 1;
int[] working_set = new int[2];
while (true)
{
// show progress and do shrinking
if (--counter == 0)
{
counter = System.Math.Min(l, 1000);
if (shrinking != 0)
do_shrinking();
System.Console.Error.Write(".");
}
if (select_working_set(working_set) != 0)
{
// reconstruct the whole gradient
reconstruct_gradient();
// reset active set size and check
active_size = l;
System.Console.Error.Write("*");
if (select_working_set(working_set) != 0)
break;
else
counter = 1; // do shrinking next iteration
}
int i = working_set[0];
int j = working_set[1];
++iter;
// update alpha[i] and alpha[j], handle bounds carefully
float[] Q_i = Q.get_Q(i, active_size);
float[] Q_j = Q.get_Q(j, active_size);
double C_i = get_C(i);
double C_j = get_C(j);
double old_alpha_i = alpha[i];
double old_alpha_j = alpha[j];
if (y[i] != y[j])
{
double delta = (- G[i] - G[j]) / System.Math.Max(Q_i[i] + Q_j[j] + 2 * Q_i[j], (float) 0);
double diff = alpha[i] - alpha[j];
alpha[i] += delta;
alpha[j] += delta;
if (diff > 0)
{
if (alpha[j] < 0)
{
alpha[j] = 0;
alpha[i] = diff;
}
}
else
{
if (alpha[i] < 0)
{
alpha[i] = 0;
alpha[j] = - diff;
}
}
if (diff > C_i - C_j)
{
if (alpha[i] > C_i)
{
alpha[i] = C_i;
alpha[j] = C_i - diff;
}
}
else
{
if (alpha[j] > C_j)
{
alpha[j] = C_j;
alpha[i] = C_j + diff;
}
}
}
else
{
double delta = (G[i] - G[j]) / System.Math.Max(Q_i[i] + Q_j[j] - 2 * Q_i[j], (float) 0);
double sum = alpha[i] + alpha[j];
alpha[i] -= delta;
alpha[j] += delta;
if (sum > C_i)
{
if (alpha[i] > C_i)
{
alpha[i] = C_i;
alpha[j] = sum - C_i;
}
}
else
{
if (alpha[j] < 0)
{
alpha[j] = 0;
alpha[i] = sum;
}
}
if (sum > C_j)
{
if (alpha[j] > C_j)
{
alpha[j] = C_j;
alpha[i] = sum - C_j;
}
}
else
{
if (alpha[i] < 0)
{
alpha[i] = 0;
alpha[j] = sum;
}
}
}
// update G
double delta_alpha_i = alpha[i] - old_alpha_i;
double delta_alpha_j = alpha[j] - old_alpha_j;
for (int k = 0; k < active_size; k++)
{
G[k] += Q_i[k] * delta_alpha_i + Q_j[k] * delta_alpha_j;
}
// update alpha_status and G_bar
{
bool ui = is_upper_bound(i);
bool uj = is_upper_bound(j);
update_alpha_status(i);
update_alpha_status(j);
int k;
if (ui != is_upper_bound(i))
{
Q_i = Q.get_Q(i, l);
if (ui)
for (k = 0; k < l; k++)
G_bar[k] -= C_i * Q_i[k];
else
for (k = 0; k < l; k++)
G_bar[k] += C_i * Q_i[k];
}
if (uj != is_upper_bound(j))
{
Q_j = Q.get_Q(j, l);
if (uj)
for (k = 0; k < l; k++)
G_bar[k] -= C_j * Q_j[k];
else
for (k = 0; k < l; k++)
G_bar[k] += C_j * Q_j[k];
}
}
}
// calculate rho
si.rho = calculate_rho();
// calculate objective value
{
double v = 0;
int i;
for (i = 0; i < l; i++)
v += alpha[i] * (G[i] + b[i]);
si.obj = v / 2;
}
// put back the solution
{
for (int i = 0; i < l; i++)
alpha_[active_set[i]] = alpha[i];
}
si.upper_bound_p = Cp;
si.upper_bound_n = Cn;
//Debug.WriteLine("\noptimization finished, #iter = " + iter + "\n");
}
// return 1 if already optimal, return 0 otherwise
internal virtual int select_working_set(int[] working_set)
{
// return i,j which maximize -grad(f)^T d , under constraint
// if alpha_i == C, d != +1
// if alpha_i == 0, d != -1
double Gmax1 = - INF; // max { -grad(f)_i * d | y_i*d = +1 }
int Gmax1_idx = - 1;
double Gmax2 = - INF; // max { -grad(f)_i * d | y_i*d = -1 }
int Gmax2_idx = - 1;
for (int i = 0; i < active_size; i++)
{
if (y[i] == + 1)
// y = +1
{
if (!is_upper_bound(i))
// d = +1
{
if (- G[i] > Gmax1)
{
Gmax1 = - G[i];
Gmax1_idx = i;
}
}
if (!is_lower_bound(i))
// d = -1
{
if (G[i] > Gmax2)
{
Gmax2 = G[i];
Gmax2_idx = i;
}
}
}
// y = -1
else
{
if (!is_upper_bound(i))
// d = +1
{
if (- G[i] > Gmax2)
{
Gmax2 = - G[i];
Gmax2_idx = i;
}
}
if (!is_lower_bound(i))
// d = -1
{
if (G[i] > Gmax1)
{
Gmax1 = G[i];
Gmax1_idx = i;
}
}
}
}
if (Gmax1 + Gmax2 < eps)
return 1;
working_set[0] = Gmax1_idx;
working_set[1] = Gmax2_idx;
return 0;
}
internal virtual void do_shrinking()
{
int i, j, k;
int[] working_set = new int[2];
if (select_working_set(working_set) != 0)
return ;
i = working_set[0];
j = working_set[1];
double Gm1 = (- y[j]) * G[j];
double Gm2 = y[i] * G[i];
// shrink
for (k = 0; k < active_size; k++)
{
if (is_lower_bound(k))
{
if (y[k] == + 1)
{
if (- G[k] >= Gm1)
continue;
}
else if (- G[k] >= Gm2)
continue;
}
else if (is_upper_bound(k))
{
if (y[k] == + 1)
{
if (G[k] >= Gm2)
continue;
}
else if (G[k] >= Gm1)
continue;
}
else
continue;
--active_size;
swap_index(k, active_size);
--k; // look at the newcomer
}
// unshrink, check all variables again before final iterations
if (unshrinked || - (Gm1 + Gm2) > eps * 10)
return ;
unshrinked = true;
reconstruct_gradient();
for (k = l - 1; k >= active_size; k--)
{
if (is_lower_bound(k))
{
if (y[k] == + 1)
{
if (- G[k] < Gm1)
continue;
}
else if (- G[k] < Gm2)
continue;
}
else if (is_upper_bound(k))
{
if (y[k] == + 1)
{
if (G[k] < Gm2)
continue;
}
else if (G[k] < Gm1)
continue;
}
else
continue;
swap_index(k, active_size);
active_size++;
++k; // look at the newcomer
}
}
internal virtual double calculate_rho()
{
double r;
int nr_free = 0;
double ub = INF, lb = - INF, sum_free = 0;
for (int i = 0; i < active_size; i++)
{
double yG = y[i] * G[i];
if (is_lower_bound(i))
{
if (y[i] > 0)
ub = System.Math.Min(ub, yG);
else
lb = System.Math.Max(lb, yG);
}
else if (is_upper_bound(i))
{
if (y[i] < 0)
ub = System.Math.Min(ub, yG);
else
lb = System.Math.Max(lb, yG);
}
else
{
++nr_free;
sum_free += yG;
}
}
if (nr_free > 0)
r = sum_free / nr_free;
else
r = (ub + lb) / 2;
return r;
}
}
//
// Solver for nu-svm classification and regression
//
// additional constraint: e^T \alpha = constant
//
sealed class Solver_NU:Solver
{
private SolutionInfo si;
internal override void Solve(int l, Kernel Q, double[] b, sbyte[] y, double[] alpha, double Cp, double Cn, double eps, SolutionInfo si, int shrinking)
{
this.si = si;
base.Solve(l, Q, b, y, alpha, Cp, Cn, eps, si, shrinking);
}
internal override int select_working_set(int[] working_set)
{
// return i,j which maximize -grad(f)^T d , under constraint
// if alpha_i == C, d != +1
// if alpha_i == 0, d != -1
double Gmax1 = - INF; // max { -grad(f)_i * d | y_i = +1, d = +1 }
int Gmax1_idx = - 1;
double Gmax2 = - INF; // max { -grad(f)_i * d | y_i = +1, d = -1 }
int Gmax2_idx = - 1;
double Gmax3 = - INF; // max { -grad(f)_i * d | y_i = -1, d = +1 }
int Gmax3_idx = - 1;
double Gmax4 = - INF; // max { -grad(f)_i * d | y_i = -1, d = -1 }
int Gmax4_idx = - 1;
for (int i = 0; i < active_size; i++)
{
if (y[i] == + 1)
// y == +1
{
if (!is_upper_bound(i))
// d = +1
{
if (- G[i] > Gmax1)
{
Gmax1 = - G[i];
Gmax1_idx = i;
}
}
if (!is_lower_bound(i))
// d = -1
{
if (G[i] > Gmax2)
{
Gmax2 = G[i];
Gmax2_idx = i;
}
}
}
// y == -1
else
{
if (!is_upper_bound(i))
// d = +1
{
if (- G[i] > Gmax3)
{
Gmax3 = - G[i];
Gmax3_idx = i;
}
}
if (!is_lower_bound(i))
// d = -1
{
if (G[i] > Gmax4)
{
Gmax4 = G[i];
Gmax4_idx = i;