SHOGUN
4.1.0
|
A generic Support Vector Machine Interface.
A support vector machine is defined as
\[ f({\bf x})=\sum_{i=0}^{N-1} \alpha_i k({\bf x}, {\bf x_i})+b \]
where \(N\) is the number of training examples \(\alpha_i\) are the weights assigned to each training example \(k(x,x')\) is the kernel and \(b\) the bias.
Using an a-priori choosen kernel, the \(\alpha_i\) and bias are determined by solving the following quadratic program
\begin{eqnarray*} \max_{\bf \alpha} && \sum_{i=0}^{N-1} \alpha_i - \sum_{i=0}^{N-1}\sum_{j=0}^{N-1} \alpha_i y_i \alpha_j y_j k({\bf x_i}, {\bf x_j})\\ \mbox{s.t.} && 0\leq\alpha_i\leq C\\ && \sum_{i=0}^{N-1} \alpha_i y_i=0\\ \end{eqnarray*}
here C is a pre-specified regularization parameter.
Static Public Member Functions | |
static void * | apply_helper (void *p) |
Public Attributes | |
SGIO * | io |
Parallel * | parallel |
Version * | version |
Parameter * | m_parameters |
Parameter * | m_model_selection_parameters |
Parameter * | m_gradient_parameters |
uint32_t | m_hash |
Protected Member Functions | |
virtual float64_t * | get_linear_term_array () |
SGVector< float64_t > | apply_get_outputs (CFeatures *data) |
virtual void | store_model_features () |
virtual bool | train_machine (CFeatures *data=NULL) |
virtual bool | is_label_valid (CLabels *lab) const |
virtual bool | train_require_labels () const |
virtual void | load_serializable_pre () throw (ShogunException) |
virtual void | load_serializable_post () throw (ShogunException) |
virtual void | save_serializable_pre () throw (ShogunException) |
virtual void | save_serializable_post () throw (ShogunException) |
Protected Attributes | |
SGVector< float64_t > | m_linear_term |
bool | svm_loaded |
float64_t | epsilon |
float64_t | tube_epsilon |
float64_t | nu |
float64_t | C1 |
float64_t | C2 |
float64_t | objective |
int32_t | qpsize |
bool | use_shrinking |
bool(* | callback )(CMKL *mkl, const float64_t *sumw, const float64_t suma) |
CMKL * | mkl |
CKernel * | kernel |
CCustomKernel * | m_custom_kernel |
CKernel * | m_kernel_backup |
bool | use_batch_computation |
bool | use_linadd |
bool | use_bias |
float64_t | m_bias |
SGVector< float64_t > | m_alpha |
SGVector< int32_t > | m_svs |
float64_t | m_max_train_time |
CLabels * | m_labels |
ESolverType | m_solver_type |
bool | m_store_model_features |
bool | m_data_locked |
Friends | |
class | CMulticlassSVM |
CSVM | ( | int32_t | num_sv = 0 | ) |
apply machine to data if data is not specified apply to the current features
data | (test)data to be classified |
Definition at line 152 of file Machine.cpp.
|
virtualinherited |
apply kernel machine to data for binary classification task
data | (test)data to be classified |
Reimplemented from CMachine.
Reimplemented in CDomainAdaptationSVM.
Definition at line 248 of file KernelMachine.cpp.
apply get outputs
data | features to compute outputs |
Definition at line 254 of file KernelMachine.cpp.
|
staticinherited |
apply example helper, used in threads
p | params of the thread |
Definition at line 424 of file KernelMachine.cpp.
|
virtualinherited |
apply machine to data in means of latent problem
Reimplemented in CLinearLatentMachine.
Definition at line 232 of file Machine.cpp.
Applies a locked machine on a set of indices. Error if machine is not locked
indices | index vector (of locked features) that is predicted |
Definition at line 187 of file Machine.cpp.
|
virtualinherited |
Applies a locked machine on a set of indices. Error if machine is not locked. Binary case
indices | index vector (of locked features) that is predicted |
Reimplemented from CMachine.
Definition at line 518 of file KernelMachine.cpp.
Applies a locked machine on a set of indices. Error if machine is not locked
indices | index vector (of locked features) that is predicted |
Definition at line 531 of file KernelMachine.cpp.
|
virtualinherited |
applies a locked machine on a set of indices for latent problems
Definition at line 266 of file Machine.cpp.
|
virtualinherited |
applies a locked machine on a set of indices for multiclass problems
Definition at line 252 of file Machine.cpp.
|
virtualinherited |
Applies a locked machine on a set of indices. Error if machine is not locked. Binary case
indices | index vector (of locked features) that is predicted |
Reimplemented from CMachine.
Definition at line 524 of file KernelMachine.cpp.
|
virtualinherited |
applies a locked machine on a set of indices for structured problems
Definition at line 259 of file Machine.cpp.
|
virtualinherited |
apply machine to data in means of multiclass classification problem
Reimplemented in CNeuralNetwork, CCHAIDTree, CCARTree, CGaussianProcessClassification, CMulticlassMachine, CKNN, CC45ClassifierTree, CID3ClassifierTree, CDistanceMachine, CVwConditionalProbabilityTree, CGaussianNaiveBayes, CConditionalProbabilityTree, CMCLDA, CQDA, CRelaxedTree, and CBaggingMachine.
Definition at line 220 of file Machine.cpp.
|
virtualinherited |
apply kernel machine to one example
num | which example to apply to |
Reimplemented from CMachine.
Definition at line 405 of file KernelMachine.cpp.
|
virtualinherited |
apply kernel machine to data for regression task
data | (test)data to be classified |
Reimplemented from CMachine.
Definition at line 242 of file KernelMachine.cpp.
|
virtualinherited |
apply machine to data in means of SO classification problem
Reimplemented in CLinearStructuredOutputMachine.
Definition at line 226 of file Machine.cpp.
|
inherited |
Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.
dict | dictionary of parameters to be built. |
Definition at line 597 of file SGObject.cpp.
|
virtualinherited |
Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.
Definition at line 714 of file SGObject.cpp.
float64_t compute_svm_dual_objective | ( | ) |
float64_t compute_svm_primal_objective | ( | ) |
|
inherited |
create new model
num | number of alphas and support vectors in new model |
Definition at line 194 of file KernelMachine.cpp.
Locks the machine on given labels and data. After this call, only train_locked and apply_locked may be called.
Computes kernel matrix to speed up train/apply calls
labs | labels used for locking |
features | features used for locking |
Reimplemented from CMachine.
Definition at line 623 of file KernelMachine.cpp.
|
virtualinherited |
Unlocks a locked machine and restores previous state
Reimplemented from CMachine.
Definition at line 654 of file KernelMachine.cpp.
|
virtualinherited |
A deep copy. All the instance variables will also be copied.
Definition at line 198 of file SGObject.cpp.
Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!
May be overwritten but please do with care! Should not be necessary in most cases.
other | object to compare with |
accuracy | accuracy to use for comparison (optional) |
tolerant | allows linient check on float equality (within accuracy) |
Definition at line 618 of file SGObject.cpp.
|
inherited |
get alpha at given index
idx | index of alpha |
Definition at line 140 of file KernelMachine.cpp.
Definition at line 189 of file KernelMachine.cpp.
|
inherited |
check if batch computation is enabled
Definition at line 99 of file KernelMachine.cpp.
|
inherited |
|
inherited |
|
virtualinherited |
get classifier type
Reimplemented in CLaRank, CSVMLight, CDualLibQPBMSOSVM, CNeuralNetwork, CCCSOSVM, CLeastAngleRegression, CLDA, CKernelRidgeRegression, CLibLinearMTL, CBaggingMachine, CLibLinear, CGaussianProcessClassification, CKMeans, CLibSVR, CQDA, CGaussianNaiveBayes, CSVRLight, CMCLDA, CLinearRidgeRegression, CKNN, CScatterSVM, CGaussianProcessRegression, CSGDQN, CSVMSGD, CSVMOcas, COnlineSVMSGD, CLeastSquaresRegression, CMKLRegression, CDomainAdaptationSVMLinear, CMKLMulticlass, CWDSVMOcas, CHierarchical, CMKLOneClass, CLibSVM, CStochasticSOSVM, CMKLClassification, CDomainAdaptationSVM, CLPBoost, CPerceptron, CAveragedPerceptron, CFWSOSVM, CNewtonSVM, CLPM, CGMNPSVM, CSVMLightOneClass, CSVMLin, CMulticlassLibSVM, CLibSVMOneClass, CMPDSVM, CGPBTSVM, CGNPPSVM, and CCPLEXSVM.
Definition at line 92 of file Machine.cpp.
|
inherited |
|
inherited |
|
inherited |
|
inherited |
|
virtualinherited |
|
inherited |
check if linadd is enabled
Definition at line 109 of file KernelMachine.cpp.
|
protectedvirtual |
|
virtualinherited |
returns type of problem machine solves
Reimplemented in CNeuralNetwork, CRandomForest, CCHAIDTree, CCARTree, and CBaseMulticlassMachine.
|
inherited |
|
inherited |
Definition at line 498 of file SGObject.cpp.
|
inherited |
Returns description of a given parameter string, if it exists. SG_ERROR otherwise
param_name | name of the parameter |
Definition at line 522 of file SGObject.cpp.
|
inherited |
Returns index of model selection parameter with provided index
param_name | name of model selection parameter |
Definition at line 535 of file SGObject.cpp.
|
virtual |
Reimplemented from CKernelMachine.
Reimplemented in CSVMLight, CMKL, CSVRLight, CLibSVR, CDomainAdaptationSVM, CLibSVM, CSVMLightOneClass, CMKLRegression, CMKLOneClass, CLibSVMOneClass, CMPDSVM, CMKLClassification, CGPBTSVM, and CGNPPSVM.
|
inherited |
get number of support vectors
Definition at line 169 of file KernelMachine.cpp.
bool get_shrinking_enabled | ( | ) |
|
inherited |
|
inherited |
get support vector at given index
idx | index of support vector |
Definition at line 134 of file KernelMachine.cpp.
|
inherited |
Definition at line 184 of file KernelMachine.cpp.
float64_t get_tube_epsilon | ( | ) |
|
inherited |
initialise kernel optimisation
Definition at line 211 of file KernelMachine.cpp.
|
inherited |
|
virtualinherited |
If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.
generic | set to the type of the generic if returning TRUE |
Definition at line 296 of file SGObject.cpp.
|
protectedvirtualinherited |
check whether the labels is valid.
Subclasses can override this to implement their check of label types.
lab | the labels being checked, guaranteed to be non-NULL |
Reimplemented in CNeuralNetwork, CCARTree, CCHAIDTree, CGaussianProcessRegression, and CBaseMulticlassMachine.
bool load | ( | FILE * | svm_file | ) |
|
virtualinherited |
Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!
file | where to load from |
prefix | prefix for members |
Definition at line 369 of file SGObject.cpp.
|
protectedvirtualinherited |
Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.
Definition at line 426 of file SGObject.cpp.
|
protectedvirtualinherited |
Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.
Definition at line 421 of file SGObject.cpp.
MACHINE_PROBLEM_TYPE | ( | PT_BINARY | ) |
problem type
|
virtualinherited |
Definition at line 262 of file SGObject.cpp.
|
inherited |
prints all parameter registered for model selection and their type
Definition at line 474 of file SGObject.cpp.
|
virtualinherited |
prints registered parameters out
prefix | prefix for members |
Definition at line 308 of file SGObject.cpp.
bool save | ( | FILE * | svm_file | ) |
|
virtualinherited |
Save this object to file.
file | where to save the object; will be closed during returning if PREFIX is an empty string. |
prefix | prefix for members |
Definition at line 314 of file SGObject.cpp.
|
protectedvirtualinherited |
Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CKernel.
Definition at line 436 of file SGObject.cpp.
|
protectedvirtualinherited |
Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.
ShogunException | will be thrown if an error occurs. |
Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.
Definition at line 431 of file SGObject.cpp.
|
inherited |
set alpha at given index to given value
idx | index of alpha vector |
val | new value of alpha vector |
Definition at line 159 of file KernelMachine.cpp.
set alphas to given values
alphas | float vector with all alphas to set |
Definition at line 174 of file KernelMachine.cpp.
|
inherited |
set batch computation enabled
enable | if batch computation shall be enabled |
Definition at line 94 of file KernelMachine.cpp.
|
inherited |
|
inherited |
set state of bias
enable_bias | if bias shall be enabled |
Definition at line 114 of file KernelMachine.cpp.
void set_defaults | ( | int32_t | num_sv = 0 | ) |
void set_epsilon | ( | float64_t | eps | ) |
|
inherited |
Definition at line 41 of file SGObject.cpp.
|
inherited |
Definition at line 46 of file SGObject.cpp.
|
inherited |
Definition at line 51 of file SGObject.cpp.
|
inherited |
Definition at line 56 of file SGObject.cpp.
|
inherited |
Definition at line 61 of file SGObject.cpp.
|
inherited |
Definition at line 66 of file SGObject.cpp.
|
inherited |
Definition at line 71 of file SGObject.cpp.
|
inherited |
Definition at line 76 of file SGObject.cpp.
|
inherited |
Definition at line 81 of file SGObject.cpp.
|
inherited |
Definition at line 86 of file SGObject.cpp.
|
inherited |
Definition at line 91 of file SGObject.cpp.
|
inherited |
Definition at line 96 of file SGObject.cpp.
|
inherited |
Definition at line 101 of file SGObject.cpp.
|
inherited |
Definition at line 106 of file SGObject.cpp.
|
inherited |
Definition at line 111 of file SGObject.cpp.
|
inherited |
set generic type to T
|
inherited |
|
inherited |
set the parallel object
parallel | parallel object to use |
Definition at line 241 of file SGObject.cpp.
|
inherited |
set the version object
version | version object to use |
Definition at line 283 of file SGObject.cpp.
|
inherited |
|
virtualinherited |
set labels
lab | labels |
Reimplemented in CNeuralNetwork, CGaussianProcessMachine, CCARTree, CStructuredOutputMachine, CRelaxedTree, and CMulticlassMachine.
Definition at line 65 of file Machine.cpp.
|
inherited |
set linadd enabled
enable | if linadd shall be enabled |
Definition at line 104 of file KernelMachine.cpp.
|
inherited |
set maximum training time
t | maximimum training time |
Definition at line 82 of file Machine.cpp.
void set_objective | ( | float64_t | v | ) |
void set_qpsize | ( | int32_t | qps | ) |
void set_shrinking_enabled | ( | bool | enable | ) |
|
inherited |
|
virtualinherited |
Setter for store-model-features-after-training flag
store_model | whether model should be stored after training |
Definition at line 107 of file Machine.cpp.
|
inherited |
set support vector at given index to given value
idx | index of support vector |
val | new value of support vector |
Definition at line 149 of file KernelMachine.cpp.
|
inherited |
set support vectors to given values
svs | integer vector with all support vectors indexes to set |
Definition at line 179 of file KernelMachine.cpp.
void set_tube_epsilon | ( | float64_t | eps | ) |
|
virtualinherited |
A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.
Reimplemented in CGaussianKernel.
Definition at line 192 of file SGObject.cpp.
|
protectedvirtualinherited |
Stores feature data of the SV indices and sets it to the lhs of the underlying kernel. Then, all SV indices are set to identity.
May be overwritten by subclasses in case the model should be stored differently.
Reimplemented from CMachine.
Definition at line 453 of file KernelMachine.cpp.
|
virtualinherited |
Reimplemented from CMachine.
Definition at line 699 of file KernelMachine.cpp.
|
virtualinherited |
train machine
data | training data (parameter can be avoided if distance or kernel-based classifiers are used and distance/kernels are initialized with train data). If flag is set, model features will be stored after training. |
Reimplemented in CRelaxedTree, CAutoencoder, CSGDQN, and COnlineSVMSGD.
Definition at line 39 of file Machine.cpp.
Trains a locked machine on a set of indices. Error if machine is not locked
indices | index vector (of locked features) that is used for training |
Reimplemented from CMachine.
Definition at line 482 of file KernelMachine.cpp.
|
protectedvirtualinherited |
train machine
data | training data (parameter can be avoided if distance or kernel-based classifiers are used and distance/kernels are initialized with train data) |
NOT IMPLEMENTED!
Reimplemented in CSVMLight, CLaRank, CWDSVMOcas, CLibLinearMTL, CMKL, COnlineLinearMachine, CNeuralNetwork, CDualLibQPBMSOSVM, CCARTree, CCHAIDTree, CSVRLight, CPluginEstimate, CRelaxedTree, CKNN, CSVMOcas, CLibLinear, CCCSOSVM, CLeastAngleRegression, CMulticlassMachine, CLDA, CMKLMulticlass, CC45ClassifierTree, CLibLinearRegression, CSVMSGD, CQDA, CStochasticGBMachine, CMulticlassLibLinear, CVowpalWabbit, CMCLDA, CGaussianProcessClassification, CKernelRidgeRegression, CDomainAdaptationSVMLinear, CBaggingMachine, CMultitaskLinearMachine, CID3ClassifierTree, CHierarchical, CMulticlassOCAS, CLinearLatentMachine, CMulticlassTreeGuidedLogisticRegression, CLibSVR, CNewtonSVM, CLPBoost, CDomainAdaptationSVM, CSVMLin, CFeatureBlockLogisticRegression, CScatterSVM, CStochasticSOSVM, CLinearRidgeRegression, CLPM, CGaussianNaiveBayes, CMultitaskClusteredLogisticRegression, CFWSOSVM, CNearestCentroid, CMultitaskLogisticRegression, CVwConditionalProbabilityTree, CGaussianProcessRegression, CMulticlassLogisticRegression, CConditionalProbabilityTree, CMultitaskL12LogisticRegression, CMultitaskLeastSquaresRegression, CPerceptron, CAveragedPerceptron, CGMNPSVM, CMultitaskTraceLogisticRegression, CLibSVM, CSVMLightOneClass, CShareBoost, CLibSVMOneClass, CMulticlassLibSVM, CMPDSVM, CGPBTSVM, CGNPPSVM, and CCPLEXSVM.
|
protectedvirtualinherited |
returns whether machine require labels for training
Reimplemented in COnlineLinearMachine, CHierarchical, CLinearLatentMachine, CVwConditionalProbabilityTree, CConditionalProbabilityTree, and CLibSVMOneClass.
|
inherited |
unset generic type
this has to be called in classes specializing a template class
Definition at line 303 of file SGObject.cpp.
|
virtualinherited |
Updates the hash of current parameter combination
Definition at line 248 of file SGObject.cpp.
|
friend |
|
inherited |
io
Definition at line 369 of file SGObject.h.
|
protectedinherited |
kernel
Definition at line 311 of file KernelMachine.h.
coefficients alpha
Definition at line 332 of file KernelMachine.h.
|
protectedinherited |
bias term b
Definition at line 329 of file KernelMachine.h.
|
protectedinherited |
is filled with pre-computed custom kernel on data lock
Definition at line 314 of file KernelMachine.h.
|
protectedinherited |
|
inherited |
parameters wrt which we can compute gradients
Definition at line 384 of file SGObject.h.
|
inherited |
Hash of parameter values
Definition at line 387 of file SGObject.h.
|
protectedinherited |
old kernel is stored here on data lock
Definition at line 317 of file KernelMachine.h.
|
protectedinherited |
|
inherited |
model selection parameters
Definition at line 381 of file SGObject.h.
|
inherited |
parameters
Definition at line 378 of file SGObject.h.
|
protectedinherited |
|
protectedinherited |
|
protectedinherited |
array of ``support vectors'' (indices of feature objects)
Definition at line 335 of file KernelMachine.h.
|
protected |
|
inherited |
parallel
Definition at line 372 of file SGObject.h.
|
protected |
|
protectedinherited |
if batch computation is enabled
Definition at line 320 of file KernelMachine.h.
|
protectedinherited |
if bias shall be used
Definition at line 326 of file KernelMachine.h.
|
protectedinherited |
if linadd is enabled
Definition at line 323 of file KernelMachine.h.
|
inherited |
version
Definition at line 375 of file SGObject.h.