SVM.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) 1999-2009 Soeren Sonnenburg
 * Copyright (C) 1999-2009 Fraunhofer Institute FIRST and Max-Planck-Society
 */

#include <shogun/lib/common.h>
#include <shogun/io/SGIO.h>
#include <shogun/base/Parallel.h>
#include <shogun/base/Parameter.h>

#include <shogun/classifier/svm/SVM.h>
#include <shogun/classifier/mkl/MKL.h>
#include <shogun/labels/BinaryLabels.h>

#include <string.h>

#ifdef HAVE_PTHREAD
#include <pthread.h>
#endif

using namespace shogun;

CSVM::CSVM(int32_t num_sv)
: CKernelMachine()
{
    set_defaults(num_sv);
}

CSVM::CSVM(float64_t C, CKernel* k, CLabels* lab)
: CKernelMachine()
{
    set_defaults();
    set_C(C,C);
    set_labels(lab);
    set_kernel(k);
}

CSVM::~CSVM()
{
    SG_UNREF(mkl);
}

void CSVM::set_defaults(int32_t num_sv)
{
    SG_ADD(&C1, "C1", "", MS_AVAILABLE);
    SG_ADD(&C2, "C2", "", MS_AVAILABLE);
    SG_ADD(&svm_loaded, "svm_loaded", "SVM is loaded.", MS_NOT_AVAILABLE);
    SG_ADD(&epsilon, "epsilon", "", MS_AVAILABLE);
    SG_ADD(&tube_epsilon, "tube_epsilon",
            "Tube epsilon for support vector regression.", MS_AVAILABLE);
    SG_ADD(&nu, "nu", "", MS_AVAILABLE);
    SG_ADD(&objective, "objective", "", MS_NOT_AVAILABLE);
    SG_ADD(&qpsize, "qpsize", "", MS_NOT_AVAILABLE);
    SG_ADD(&use_shrinking, "use_shrinking", "Shrinking shall be used.",
            MS_NOT_AVAILABLE);
    SG_ADD((CSGObject**) &mkl, "mkl", "MKL object that svm optimizers need.",
            MS_NOT_AVAILABLE);
    SG_ADD(&m_linear_term, "linear_term", "Linear term in qp.",
            MS_NOT_AVAILABLE);

    callback=NULL;
    mkl=NULL;

    svm_loaded=false;

    epsilon=1e-5;
    tube_epsilon=1e-2;

    nu=0.5;
    C1=1;
    C2=1;

    objective=0;

    qpsize=41;
    use_bias=true;
    use_shrinking=true;
    use_batch_computation=true;
    use_linadd=true;

    if (num_sv>0)
        create_new_model(num_sv);
}

bool CSVM::load(FILE* modelfl)
{
    bool result=true;
    char char_buffer[1024];
    int32_t int_buffer;
    float64_t double_buffer;
    int32_t line_number=1;

    SG_SET_LOCALE_C;

    if (fscanf(modelfl,"%4s\n", char_buffer)==EOF)
    {
        result=false;
        SG_ERROR("error in svm file, line nr:%d\n", line_number)
    }
    else
    {
        char_buffer[4]='\0';
        if (strcmp("%SVM", char_buffer)!=0)
        {
            result=false;
            SG_ERROR("error in svm file, line nr:%d\n", line_number)
        }
        line_number++;
    }

    int_buffer=0;
    if (fscanf(modelfl," numsv=%d; \n", &int_buffer) != 1)
    {
        result=false;
        SG_ERROR("error in svm file, line nr:%d\n", line_number)
    }

    if (!feof(modelfl))
        line_number++;

    SG_INFO("loading %ld support vectors\n",int_buffer)
    create_new_model(int_buffer);

    if (fscanf(modelfl," kernel='%s'; \n", char_buffer) != 1)
    {
        result=false;
        SG_ERROR("error in svm file, line nr:%d\n", line_number)
    }

    if (!feof(modelfl))
        line_number++;

    double_buffer=0;

    if (fscanf(modelfl," b=%lf; \n", &double_buffer) != 1)
    {
        result=false;
        SG_ERROR("error in svm file, line nr:%d\n", line_number)
    }

    if (!feof(modelfl))
        line_number++;

    set_bias(double_buffer);

    if (fscanf(modelfl,"%8s\n", char_buffer) == EOF)
    {
        result=false;
        SG_ERROR("error in svm file, line nr:%d\n", line_number)
    }
    else
    {
        char_buffer[9]='\0';
        if (strcmp("alphas=[", char_buffer)!=0)
        {
            result=false;
            SG_ERROR("error in svm file, line nr:%d\n", line_number)
        }
        line_number++;
    }

    for (int32_t i=0; i<get_num_support_vectors(); i++)
    {
        double_buffer=0;
        int_buffer=0;

        if (fscanf(modelfl," \[%lf,%d]; \n", &double_buffer, &int_buffer) != 2)
        {
            result=false;
            SG_ERROR("error in svm file, line nr:%d\n", line_number)
        }

        if (!feof(modelfl))
            line_number++;

        set_support_vector(i, int_buffer);
        set_alpha(i, double_buffer);
    }

    if (fscanf(modelfl,"%2s", char_buffer) == EOF)
    {
        result=false;
        SG_ERROR("error in svm file, line nr:%d\n", line_number)
    }
    else
    {
        char_buffer[3]='\0';
        if (strcmp("];", char_buffer)!=0)
        {
            result=false;
            SG_ERROR("error in svm file, line nr:%d\n", line_number)
        }
        line_number++;
    }

    svm_loaded=result;
    SG_RESET_LOCALE;
    return result;
}

bool CSVM::save(FILE* modelfl)
{
    SG_SET_LOCALE_C;

    if (!kernel)
        SG_ERROR("Kernel not defined!\n")

    SG_INFO("Writing model file...")
    fprintf(modelfl,"%%SVM\n");
    fprintf(modelfl,"numsv=%d;\n", get_num_support_vectors());
    fprintf(modelfl,"kernel='%s';\n", kernel->get_name());
    fprintf(modelfl,"b=%+10.16e;\n",get_bias());

    fprintf(modelfl, "alphas=\[\n");

    for(int32_t i=0; i<get_num_support_vectors(); i++)
        fprintf(modelfl,"\t[%+10.16e,%d];\n",
                CSVM::get_alpha(i), get_support_vector(i));

    fprintf(modelfl, "];\n");

    SG_DONE()
    SG_RESET_LOCALE;
    return true ;
}

void CSVM::set_callback_function(CMKL* m, bool (*cb)
        (CMKL* mkl, const float64_t* sumw, const float64_t suma))
{
    SG_REF(m);
    SG_UNREF(mkl);
    mkl=m;

    callback=cb;
}

float64_t CSVM::compute_svm_dual_objective()
{
    int32_t n=get_num_support_vectors();

    if (m_labels && kernel)
    {
        objective=0;
        for (int32_t i=0; i<n; i++)
        {
            int32_t ii=get_support_vector(i);
            objective-=get_alpha(i)*((CBinaryLabels*) m_labels)->get_label(ii);

            for (int32_t j=0; j<n; j++)
            {
                int32_t jj=get_support_vector(j);
                objective+=0.5*get_alpha(i)*get_alpha(j)*kernel->kernel(ii,jj);
            }
        }
    }
    else
        SG_ERROR("cannot compute objective, labels or kernel not set\n")

    return objective;
}

float64_t CSVM::compute_svm_primal_objective()
{
    int32_t n=get_num_support_vectors();
    float64_t regularizer=0;
    float64_t loss=0;



    if (m_labels && kernel)
    {
        float64_t C2_tmp=C1;
        if(C2>0)
        {
            C2_tmp=C2;
        }

        for (int32_t i=0; i<n; i++)
        {
            int32_t ii=get_support_vector(i);
            for (int32_t j=0; j<n; j++)
            {
                int32_t jj=get_support_vector(j);
                regularizer-=0.5*get_alpha(i)*get_alpha(j)*kernel->kernel(ii,jj);
            }

            loss-=(C1*(-((CBinaryLabels*) m_labels)->get_label(ii)+1)/2.0 + C2_tmp*(((CBinaryLabels*) m_labels)->get_label(ii)+1)/2.0 )*CMath::max(0.0, 1.0-((CBinaryLabels*) m_labels)->get_label(ii)*apply_one(ii));
        }

    }
    else
        SG_ERROR("cannot compute objective, labels or kernel not set\n")

    return regularizer+loss;
}

float64_t* CSVM::get_linear_term_array()
{
    if (m_linear_term.vlen==0)
        return NULL;
    float64_t* a = SG_MALLOC(float64_t, m_linear_term.vlen);

    memcpy(a, m_linear_term.vector,
            m_linear_term.vlen*sizeof(float64_t));

    return a;
}

void CSVM::set_linear_term(const SGVector<float64_t> linear_term)
{
    ASSERT(linear_term.vector)

    if (!m_labels)
        SG_ERROR("Please assign labels first!\n")

    int32_t num_labels=m_labels->get_num_labels();

    if (num_labels != linear_term.vlen)
    {
        SG_ERROR("Number of labels (%d) does not match number"
                "of entries (%d) in linear term \n", num_labels, linear_term.vlen);
    }

    m_linear_term=linear_term;
}

SGVector<float64_t> CSVM::get_linear_term()
{
    return m_linear_term;
}