AUCKernel.cpp

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/*
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 *
 * Written (W) 1999-2008 Gunnar Raetsch
 * Written (W) 2009 Soeren Sonnnenburg
 * Copyright (C) 1999-2009 Fraunhofer Institute FIRST and Max-Planck-Society
 */

#include <shogun/lib/common.h>
#include <shogun/mathematics/Math.h>
#include <shogun/kernel/AUCKernel.h>
#include <shogun/features/SimpleFeatures.h>
#include <shogun/io/SGIO.h>

using namespace shogun;

void
CAUCKernel::init()
{
    m_parameters->add((CSGObject**) &subkernel, "subkernel",
                      "The subkernel.");
}

CAUCKernel::CAUCKernel()
: CDotKernel(0), subkernel(NULL)
{
    init();
}

CAUCKernel::CAUCKernel(int32_t size, CKernel* s)
: CDotKernel(size), subkernel(s)
{
    init();
    SG_REF(subkernel);
}

CAUCKernel::~CAUCKernel()
{
    SG_UNREF(subkernel);
    cleanup();
}

CLabels* CAUCKernel::setup_auc_maximization(CLabels* labels)
{
    SG_INFO( "setting up AUC maximization\n") ;
    ASSERT(labels);
    ASSERT(labels->is_two_class_labeling());

    // get the original labels
    ASSERT(labels);
    SGVector<int32_t> int_labels=labels->get_int_labels();
    ASSERT(subkernel->get_num_vec_rhs()==int_labels.vlen);

    // count positive and negative
    int32_t num_pos=0;
    int32_t num_neg=0;

    for (int32_t i=0; i<int_labels.vlen; i++)
    {
        if (int_labels.vector[i]==1)
            num_pos++;
        else 
            num_neg++;
    }

    // create AUC features and labels (alternate labels)
    int32_t num_auc = num_pos*num_neg;
    SG_INFO("num_pos: %i  num_neg: %i  num_auc: %i\n", num_pos, num_neg, num_auc);

    uint16_t* features_auc = SG_MALLOC(uint16_t, num_auc*2);
    int32_t* labels_auc = SG_MALLOC(int32_t, num_auc);
    int32_t n=0 ;

    for (int32_t i=0; i<int_labels.vlen; i++)
    {
        if (int_labels.vector[i]!=1)
            continue;

        for (int32_t j=0; j<int_labels.vlen; j++)
        {
            if (int_labels.vector[j]!=-1)
                continue;

            // create about as many positively as negatively labeled examples
            if (n%2==0)
            {
                features_auc[n*2]=i;
                features_auc[n*2+1]=j;
                labels_auc[n]=1;
            }
            else
            {
                features_auc[n*2]=j;
                features_auc[n*2+1]=i;
                labels_auc[n]=-1;
            }

            n++;
            ASSERT(n<=num_auc);
        }
    }

    // create label object and attach it to svm
    CLabels* lab_auc = new CLabels(num_auc);
    lab_auc->set_int_labels(SGVector<int32_t>(labels_auc, num_auc));
    SG_REF(lab_auc);

    // create feature object
    CSimpleFeatures<uint16_t>* f = new CSimpleFeatures<uint16_t>(0);
    f->set_feature_matrix(features_auc, 2, num_auc);

    // create AUC kernel and attach the features
    init(f,f);

    int_labels.free_vector();
    SG_FREE(labels_auc);

    return lab_auc;
}


bool CAUCKernel::init(CFeatures* l, CFeatures* r)
{
    CDotKernel::init(l, r);
    init_normalizer();
    return true;
}

float64_t CAUCKernel::compute(int32_t idx_a, int32_t idx_b)
{
  int32_t alen, blen;
  bool afree, bfree;

  uint16_t* avec=((CSimpleFeatures<uint16_t>*) lhs)->get_feature_vector(idx_a, alen, afree);
  uint16_t* bvec=((CSimpleFeatures<uint16_t>*) rhs)->get_feature_vector(idx_b, blen, bfree);

  ASSERT(alen==2);
  ASSERT(blen==2);

  ASSERT(subkernel && subkernel->has_features());

  float64_t k11,k12,k21,k22;
  int32_t idx_a1=avec[0], idx_a2=avec[1], idx_b1=bvec[0], idx_b2=bvec[1];

  k11 = subkernel->kernel(idx_a1,idx_b1);
  k12 = subkernel->kernel(idx_a1,idx_b2);
  k21 = subkernel->kernel(idx_a2,idx_b1);
  k22 = subkernel->kernel(idx_a2,idx_b2);

  float64_t result = k11+k22-k21-k12;

  ((CSimpleFeatures<uint16_t>*) lhs)->free_feature_vector(avec, idx_a, afree);
  ((CSimpleFeatures<uint16_t>*) rhs)->free_feature_vector(bvec, idx_b, bfree);

  return result;
}