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16 Jan 04 |
peter |
// $Id$ |
30 |
16 Jan 04 |
peter |
2 |
|
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10 Oct 06 |
jari |
3 |
/* |
2119 |
12 Dec 09 |
peter |
Copyright (C) 2004, 2005 Jari Häkkinen, Peter Johansson |
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12 Dec 09 |
peter |
Copyright (C) 2006 Jari Häkkinen, Peter Johansson, Markus Ringnér |
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23 Aug 23 |
peter |
Copyright (C) 2007, 2008 Jari Häkkinen, Peter Johansson |
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23 Aug 23 |
peter |
Copyright (C) 2009, 2010, 2012 Peter Johansson |
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29 Apr 05 |
peter |
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|
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25 Aug 08 |
peter |
This file is part of the yat library, http://dev.thep.lu.se/yat |
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29 Apr 05 |
peter |
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|
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10 Oct 06 |
jari |
The yat library is free software; you can redistribute it and/or |
675 |
10 Oct 06 |
jari |
modify it under the terms of the GNU General Public License as |
1486 |
09 Sep 08 |
jari |
published by the Free Software Foundation; either version 3 of the |
675 |
10 Oct 06 |
jari |
License, or (at your option) any later version. |
675 |
10 Oct 06 |
jari |
15 |
|
675 |
10 Oct 06 |
jari |
The yat library is distributed in the hope that it will be useful, |
675 |
10 Oct 06 |
jari |
but WITHOUT ANY WARRANTY; without even the implied warranty of |
675 |
10 Oct 06 |
jari |
MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU |
675 |
10 Oct 06 |
jari |
General Public License for more details. |
675 |
10 Oct 06 |
jari |
20 |
|
675 |
10 Oct 06 |
jari |
You should have received a copy of the GNU General Public License |
1487 |
10 Sep 08 |
jari |
along with yat. If not, see <http://www.gnu.org/licenses/>. |
675 |
10 Oct 06 |
jari |
23 |
*/ |
675 |
10 Oct 06 |
jari |
24 |
|
2881 |
18 Nov 12 |
peter |
25 |
#include <config.h> |
2881 |
18 Nov 12 |
peter |
26 |
|
680 |
11 Oct 06 |
jari |
27 |
#include "SVM.h" |
1102 |
18 Feb 08 |
peter |
28 |
#include "KernelLookup.h" |
747 |
11 Feb 07 |
peter |
29 |
#include "Target.h" |
2210 |
05 Mar 10 |
peter |
30 |
#include "yat/utility/Exception.h" |
1121 |
22 Feb 08 |
peter |
31 |
#include "yat/utility/Matrix.h" |
1120 |
21 Feb 08 |
peter |
32 |
#include "yat/utility/Vector.h" |
675 |
10 Oct 06 |
jari |
33 |
|
323 |
26 May 05 |
peter |
34 |
#include <algorithm> |
463 |
16 Dec 05 |
peter |
35 |
#include <cassert> |
569 |
23 Mar 06 |
peter |
36 |
#include <cctype> |
55 |
11 Mar 04 |
jari |
37 |
#include <cmath> |
323 |
26 May 05 |
peter |
38 |
#include <limits> |
1049 |
07 Feb 08 |
peter |
39 |
#include <sstream> |
1100 |
18 Feb 08 |
peter |
40 |
#include <string> |
47 |
02 Mar 04 |
peter |
41 |
#include <utility> |
61 |
17 Apr 04 |
peter |
42 |
#include <vector> |
30 |
16 Jan 04 |
peter |
43 |
|
42 |
26 Feb 04 |
jari |
44 |
namespace theplu { |
680 |
11 Oct 06 |
jari |
45 |
namespace yat { |
4200 |
19 Aug 22 |
peter |
46 |
namespace classifier { |
30 |
16 Jan 04 |
peter |
47 |
|
1100 |
18 Feb 08 |
peter |
48 |
SVM::SVM(void) |
1100 |
18 Feb 08 |
peter |
49 |
: bias_(0), |
491 |
04 Jan 06 |
peter |
50 |
C_inverse_(0), |
1100 |
18 Feb 08 |
peter |
51 |
kernel_(NULL), |
569 |
23 Mar 06 |
peter |
52 |
margin_(0), |
568 |
22 Mar 06 |
peter |
53 |
max_epochs_(100000), |
1100 |
18 Feb 08 |
peter |
54 |
tolerance_(0.00000001), |
1100 |
18 Feb 08 |
peter |
55 |
trained_(false) |
68 |
28 Apr 04 |
peter |
56 |
{ |
68 |
28 Apr 04 |
peter |
57 |
} |
30 |
16 Jan 04 |
peter |
58 |
|
1100 |
18 Feb 08 |
peter |
59 |
|
1108 |
19 Feb 08 |
peter |
60 |
SVM::SVM(const SVM& other) |
1177 |
27 Feb 08 |
peter |
61 |
: bias_(other.bias_), C_inverse_(other.C_inverse_), kernel_(other.kernel_), |
1108 |
19 Feb 08 |
peter |
62 |
margin_(0), max_epochs_(other.max_epochs_), tolerance_(other.tolerance_), |
1108 |
19 Feb 08 |
peter |
63 |
trained_(other.trained_) |
1108 |
19 Feb 08 |
peter |
64 |
{ |
1108 |
19 Feb 08 |
peter |
65 |
} |
1108 |
19 Feb 08 |
peter |
66 |
|
1108 |
19 Feb 08 |
peter |
67 |
|
547 |
06 Mar 06 |
peter |
68 |
SVM::~SVM() |
547 |
06 Mar 06 |
peter |
69 |
{ |
547 |
06 Mar 06 |
peter |
70 |
} |
547 |
06 Mar 06 |
peter |
71 |
|
1100 |
18 Feb 08 |
peter |
72 |
|
1120 |
21 Feb 08 |
peter |
73 |
const utility::Vector& SVM::alpha(void) const |
720 |
26 Dec 06 |
jari |
74 |
{ |
720 |
26 Dec 06 |
jari |
75 |
return alpha_; |
720 |
26 Dec 06 |
jari |
76 |
} |
547 |
06 Mar 06 |
peter |
77 |
|
1100 |
18 Feb 08 |
peter |
78 |
|
720 |
26 Dec 06 |
jari |
79 |
double SVM::C(void) const |
720 |
26 Dec 06 |
jari |
80 |
{ |
720 |
26 Dec 06 |
jari |
81 |
return 1.0/C_inverse_; |
720 |
26 Dec 06 |
jari |
82 |
} |
720 |
26 Dec 06 |
jari |
83 |
|
1100 |
18 Feb 08 |
peter |
84 |
|
569 |
23 Mar 06 |
peter |
85 |
void SVM::calculate_margin(void) |
569 |
23 Mar 06 |
peter |
86 |
{ |
569 |
23 Mar 06 |
peter |
87 |
margin_ = 0; |
569 |
23 Mar 06 |
peter |
88 |
for(size_t i = 0; i<alpha_.size(); ++i){ |
569 |
23 Mar 06 |
peter |
89 |
margin_ += alpha_(i)*target(i)*kernel_mod(i,i)*alpha_(i)*target(i); |
569 |
23 Mar 06 |
peter |
90 |
for(size_t j = i+1; j<alpha_.size(); ++j) |
569 |
23 Mar 06 |
peter |
91 |
margin_ += 2*alpha_(i)*target(i)*kernel_mod(i,j)*alpha_(j)*target(j); |
569 |
23 Mar 06 |
peter |
92 |
} |
2103 |
06 Nov 09 |
peter |
93 |
margin_ = std::sqrt(margin_); |
569 |
23 Mar 06 |
peter |
94 |
} |
569 |
23 Mar 06 |
peter |
95 |
|
1100 |
18 Feb 08 |
peter |
96 |
|
1102 |
18 Feb 08 |
peter |
97 |
/* |
722 |
27 Dec 06 |
markus |
const DataLookup2D& SVM::data(void) const |
722 |
27 Dec 06 |
markus |
99 |
{ |
722 |
27 Dec 06 |
markus |
return *kernel_; |
722 |
27 Dec 06 |
markus |
101 |
} |
1102 |
18 Feb 08 |
peter |
102 |
*/ |
722 |
27 Dec 06 |
markus |
103 |
|
722 |
27 Dec 06 |
markus |
104 |
|
720 |
26 Dec 06 |
jari |
105 |
double SVM::kernel_mod(const size_t i, const size_t j) const |
720 |
26 Dec 06 |
jari |
106 |
{ |
1100 |
18 Feb 08 |
peter |
107 |
assert(kernel_); |
1100 |
18 Feb 08 |
peter |
108 |
assert(i<kernel_->rows()); |
1100 |
18 Feb 08 |
peter |
109 |
assert(i<kernel_->columns()); |
720 |
26 Dec 06 |
jari |
110 |
return i!=j ? (*kernel_)(i,j) : (*kernel_)(i,j) + C_inverse_; |
720 |
26 Dec 06 |
jari |
111 |
} |
569 |
23 Mar 06 |
peter |
112 |
|
1100 |
18 Feb 08 |
peter |
113 |
|
1100 |
18 Feb 08 |
peter |
114 |
SVM* SVM::make_classifier(void) const |
493 |
09 Jan 06 |
peter |
115 |
{ |
1175 |
27 Feb 08 |
peter |
116 |
SVM* svm = new SVM(*this); |
1175 |
27 Feb 08 |
peter |
117 |
svm->trained_ = false; |
1175 |
27 Feb 08 |
peter |
118 |
return svm; |
493 |
09 Jan 06 |
peter |
119 |
} |
493 |
09 Jan 06 |
peter |
120 |
|
1100 |
18 Feb 08 |
peter |
121 |
|
1863 |
13 Mar 09 |
peter |
122 |
unsigned long int SVM::max_epochs(void) const |
720 |
26 Dec 06 |
jari |
123 |
{ |
720 |
26 Dec 06 |
jari |
124 |
return max_epochs_; |
720 |
26 Dec 06 |
jari |
125 |
} |
720 |
26 Dec 06 |
jari |
126 |
|
964 |
10 Oct 07 |
peter |
127 |
|
1863 |
13 Mar 09 |
peter |
128 |
void SVM::max_epochs(unsigned long int n) |
964 |
10 Oct 07 |
peter |
129 |
{ |
964 |
10 Oct 07 |
peter |
130 |
max_epochs_=n; |
964 |
10 Oct 07 |
peter |
131 |
} |
964 |
10 Oct 07 |
peter |
132 |
|
964 |
10 Oct 07 |
peter |
133 |
|
1120 |
21 Feb 08 |
peter |
134 |
const utility::Vector& SVM::output(void) const |
720 |
26 Dec 06 |
jari |
135 |
{ |
720 |
26 Dec 06 |
jari |
136 |
return output_; |
720 |
26 Dec 06 |
jari |
137 |
} |
720 |
26 Dec 06 |
jari |
138 |
|
1121 |
22 Feb 08 |
peter |
139 |
void SVM::predict(const KernelLookup& input, utility::Matrix& prediction) const |
523 |
23 Feb 06 |
peter |
140 |
{ |
1102 |
18 Feb 08 |
peter |
141 |
assert(input.rows()==alpha_.size()); |
1102 |
18 Feb 08 |
peter |
142 |
prediction.resize(2,input.columns(),0); |
1102 |
18 Feb 08 |
peter |
143 |
for (size_t i = 0; i<input.columns(); i++){ |
1102 |
18 Feb 08 |
peter |
144 |
for (size_t j = 0; j<input.rows(); j++){ |
1102 |
18 Feb 08 |
peter |
145 |
prediction(0,i) += target(j)*alpha_(j)*input(j,i); |
1102 |
18 Feb 08 |
peter |
146 |
assert(target(j)); |
559 |
11 Mar 06 |
peter |
147 |
} |
1102 |
18 Feb 08 |
peter |
148 |
prediction(0,i) = margin_ * (prediction(0,i) + bias_); |
523 |
23 Feb 06 |
peter |
149 |
} |
4200 |
19 Aug 22 |
peter |
150 |
|
1102 |
18 Feb 08 |
peter |
151 |
for (size_t i = 0; i<prediction.columns(); i++) |
1102 |
18 Feb 08 |
peter |
152 |
prediction(1,i) = -prediction(0,i); |
523 |
23 Feb 06 |
peter |
153 |
} |
523 |
23 Feb 06 |
peter |
154 |
|
1200 |
05 Mar 08 |
peter |
155 |
/* |
539 |
05 Mar 06 |
peter |
double SVM::predict(const DataLookup1D& x) const |
523 |
23 Feb 06 |
peter |
157 |
{ |
523 |
23 Feb 06 |
peter |
double y=0; |
539 |
05 Mar 06 |
peter |
for (size_t i=0; i<alpha_.size(); i++) |
539 |
05 Mar 06 |
peter |
y += alpha_(i)*target_(i)*kernel_->element(x,i); |
523 |
23 Feb 06 |
peter |
161 |
|
569 |
23 Mar 06 |
peter |
return margin_*(y+bias_); |
523 |
23 Feb 06 |
peter |
163 |
} |
523 |
23 Feb 06 |
peter |
164 |
|
628 |
05 Sep 06 |
peter |
double SVM::predict(const DataLookupWeighted1D& x) const |
542 |
05 Mar 06 |
peter |
166 |
{ |
542 |
05 Mar 06 |
peter |
double y=0; |
542 |
05 Mar 06 |
peter |
for (size_t i=0; i<alpha_.size(); i++) |
628 |
05 Sep 06 |
peter |
y += alpha_(i)*target_(i)*kernel_->element(x,i); |
542 |
05 Mar 06 |
peter |
170 |
|
569 |
23 Mar 06 |
peter |
return margin_*(y+bias_); |
542 |
05 Mar 06 |
peter |
172 |
} |
1200 |
05 Mar 08 |
peter |
173 |
*/ |
542 |
05 Mar 06 |
peter |
174 |
|
720 |
26 Dec 06 |
jari |
175 |
int SVM::target(size_t i) const |
720 |
26 Dec 06 |
jari |
176 |
{ |
1100 |
18 Feb 08 |
peter |
177 |
assert(i<target_.size()); |
720 |
26 Dec 06 |
jari |
178 |
return target_.binary(i) ? 1 : -1; |
720 |
26 Dec 06 |
jari |
179 |
} |
720 |
26 Dec 06 |
jari |
180 |
|
4200 |
19 Aug 22 |
peter |
181 |
void SVM::train(const KernelLookup& kernel, const Target& targ) |
114 |
15 Jul 04 |
peter |
182 |
{ |
1859 |
08 Mar 09 |
peter |
183 |
trained_ = false; |
1100 |
18 Feb 08 |
peter |
184 |
kernel_ = new KernelLookup(kernel); |
1100 |
18 Feb 08 |
peter |
185 |
target_ = targ; |
4200 |
19 Aug 22 |
peter |
186 |
|
1120 |
21 Feb 08 |
peter |
187 |
alpha_ = utility::Vector(targ.size(), 0.0); |
1120 |
21 Feb 08 |
peter |
188 |
output_ = utility::Vector(targ.size(), 0.0); |
323 |
26 May 05 |
peter |
// initializing variables for optimization |
523 |
23 Feb 06 |
peter |
190 |
assert(target_.size()==kernel_->rows()); |
323 |
26 May 05 |
peter |
191 |
assert(target_.size()==alpha_.size()); |
167 |
23 Sep 04 |
peter |
192 |
|
323 |
26 May 05 |
peter |
193 |
sample_.init(alpha_,tolerance_); |
1120 |
21 Feb 08 |
peter |
194 |
utility::Vector E(target_.size(),0); |
323 |
26 May 05 |
peter |
195 |
for (size_t i=0; i<E.size(); i++) { |
4200 |
19 Aug 22 |
peter |
196 |
for (size_t j=0; j<E.size(); j++) |
509 |
18 Feb 06 |
peter |
197 |
E(i) += kernel_mod(i,j)*target(j)*alpha_(j); |
559 |
11 Mar 06 |
peter |
198 |
E(i)-=target(i); |
162 |
21 Sep 04 |
peter |
199 |
} |
323 |
26 May 05 |
peter |
200 |
assert(target_.size()==E.size()); |
568 |
22 Mar 06 |
peter |
201 |
assert(target_.size()==sample_.size()); |
114 |
15 Jul 04 |
peter |
202 |
|
162 |
21 Sep 04 |
peter |
203 |
unsigned long int epochs = 0; |
162 |
21 Sep 04 |
peter |
204 |
double alpha_new2; |
162 |
21 Sep 04 |
peter |
205 |
double alpha_new1; |
162 |
21 Sep 04 |
peter |
206 |
double u; |
162 |
21 Sep 04 |
peter |
207 |
double v; |
323 |
26 May 05 |
peter |
208 |
|
162 |
21 Sep 04 |
peter |
// Training loop |
323 |
26 May 05 |
peter |
210 |
while(choose(E)) { |
4200 |
19 Aug 22 |
peter |
211 |
bounds(u,v); |
4200 |
19 Aug 22 |
peter |
212 |
double k = ( kernel_mod(sample_.value_first(), sample_.value_first()) + |
4200 |
19 Aug 22 |
peter |
213 |
kernel_mod(sample_.value_second(), sample_.value_second()) - |
323 |
26 May 05 |
peter |
214 |
2*kernel_mod(sample_.value_first(), sample_.value_second())); |
4200 |
19 Aug 22 |
peter |
215 |
|
323 |
26 May 05 |
peter |
216 |
double alpha_old1=alpha_(sample_.value_first()); |
323 |
26 May 05 |
peter |
217 |
double alpha_old2=alpha_(sample_.value_second()); |
4200 |
19 Aug 22 |
peter |
218 |
alpha_new2 = ( alpha_(sample_.value_second()) + |
509 |
18 Feb 06 |
peter |
219 |
target(sample_.value_second())* |
323 |
26 May 05 |
peter |
220 |
( E(sample_.value_first())-E(sample_.value_second()) )/k ); |
4200 |
19 Aug 22 |
peter |
221 |
|
162 |
21 Sep 04 |
peter |
222 |
if (alpha_new2 > v) |
162 |
21 Sep 04 |
peter |
223 |
alpha_new2 = v; |
162 |
21 Sep 04 |
peter |
224 |
else if (alpha_new2<u) |
162 |
21 Sep 04 |
peter |
225 |
alpha_new2 = u; |
4200 |
19 Aug 22 |
peter |
226 |
|
323 |
26 May 05 |
peter |
// Updating the alphas |
323 |
26 May 05 |
peter |
// if alpha is 'zero' make the sample a non-support vector |
323 |
26 May 05 |
peter |
229 |
if (alpha_new2 < tolerance_){ |
323 |
26 May 05 |
peter |
230 |
sample_.nsv_second(); |
323 |
26 May 05 |
peter |
231 |
} |
323 |
26 May 05 |
peter |
232 |
else{ |
323 |
26 May 05 |
peter |
233 |
sample_.sv_second(); |
323 |
26 May 05 |
peter |
234 |
} |
4200 |
19 Aug 22 |
peter |
235 |
|
4200 |
19 Aug 22 |
peter |
236 |
|
4200 |
19 Aug 22 |
peter |
237 |
alpha_new1 = (alpha_(sample_.value_first()) + |
4200 |
19 Aug 22 |
peter |
238 |
(target(sample_.value_first()) * |
4200 |
19 Aug 22 |
peter |
239 |
target(sample_.value_second()) * |
323 |
26 May 05 |
peter |
240 |
(alpha_(sample_.value_second()) - alpha_new2) )); |
4200 |
19 Aug 22 |
peter |
241 |
|
323 |
26 May 05 |
peter |
// if alpha is 'zero' make the sample a non-support vector |
162 |
21 Sep 04 |
peter |
243 |
if (alpha_new1 < tolerance_){ |
323 |
26 May 05 |
peter |
244 |
sample_.nsv_first(); |
162 |
21 Sep 04 |
peter |
245 |
} |
323 |
26 May 05 |
peter |
246 |
else |
323 |
26 May 05 |
peter |
247 |
sample_.sv_first(); |
4200 |
19 Aug 22 |
peter |
248 |
|
323 |
26 May 05 |
peter |
249 |
alpha_(sample_.value_first()) = alpha_new1; |
323 |
26 May 05 |
peter |
250 |
alpha_(sample_.value_second()) = alpha_new2; |
4200 |
19 Aug 22 |
peter |
251 |
|
323 |
26 May 05 |
peter |
// update E vector |
323 |
26 May 05 |
peter |
// Peter, perhaps one should only update SVs, but what happens in choose? |
323 |
26 May 05 |
peter |
254 |
for (size_t i=0; i<E.size(); i++) { |
323 |
26 May 05 |
peter |
255 |
E(i)+=( kernel_mod(i,sample_.value_first())* |
509 |
18 Feb 06 |
peter |
256 |
target(sample_.value_first()) * |
323 |
26 May 05 |
peter |
257 |
(alpha_new1-alpha_old1) ); |
323 |
26 May 05 |
peter |
258 |
E(i)+=( kernel_mod(i,sample_.value_second())* |
509 |
18 Feb 06 |
peter |
259 |
target(sample_.value_second()) * |
323 |
26 May 05 |
peter |
260 |
(alpha_new2-alpha_old2) ); |
323 |
26 May 05 |
peter |
261 |
} |
4200 |
19 Aug 22 |
peter |
262 |
|
4200 |
19 Aug 22 |
peter |
263 |
epochs++; |
520 |
22 Feb 06 |
peter |
264 |
if (epochs>max_epochs_){ |
2210 |
05 Mar 10 |
peter |
265 |
throw utility::runtime_error("SVM: maximal number of epochs reached."); |
520 |
22 Feb 06 |
peter |
266 |
} |
323 |
26 May 05 |
peter |
267 |
} |
569 |
23 Mar 06 |
peter |
268 |
calculate_margin(); |
1049 |
07 Feb 08 |
peter |
269 |
calculate_bias(); |
1049 |
07 Feb 08 |
peter |
270 |
trained_ = true; |
323 |
26 May 05 |
peter |
271 |
} |
323 |
26 May 05 |
peter |
272 |
|
323 |
26 May 05 |
peter |
273 |
|
1120 |
21 Feb 08 |
peter |
274 |
bool SVM::choose(const theplu::yat::utility::Vector& E) |
323 |
26 May 05 |
peter |
275 |
{ |
323 |
26 May 05 |
peter |
// First check for violation among SVs |
323 |
26 May 05 |
peter |
// E should be the same for all SVs |
323 |
26 May 05 |
peter |
// Choose that pair having largest violation/difference. |
323 |
26 May 05 |
peter |
279 |
sample_.update_second(0); |
323 |
26 May 05 |
peter |
280 |
sample_.update_first(0); |
323 |
26 May 05 |
peter |
281 |
if (sample_.nof_sv()>1){ |
514 |
20 Feb 06 |
peter |
282 |
|
323 |
26 May 05 |
peter |
283 |
double max = E(sample_(0)); |
323 |
26 May 05 |
peter |
284 |
double min = max; |
4200 |
19 Aug 22 |
peter |
285 |
for (size_t i=1; i<sample_.nof_sv(); i++){ |
323 |
26 May 05 |
peter |
286 |
assert(alpha_(sample_(i))>tolerance_); |
323 |
26 May 05 |
peter |
287 |
if (E(sample_(i)) > max){ |
323 |
26 May 05 |
peter |
288 |
max = E(sample_(i)); |
323 |
26 May 05 |
peter |
289 |
sample_.update_second(i); |
323 |
26 May 05 |
peter |
290 |
} |
323 |
26 May 05 |
peter |
291 |
else if (E(sample_(i))<min){ |
323 |
26 May 05 |
peter |
292 |
min = E(sample_(i)); |
323 |
26 May 05 |
peter |
293 |
sample_.update_first(i); |
323 |
26 May 05 |
peter |
294 |
} |
162 |
21 Sep 04 |
peter |
295 |
} |
323 |
26 May 05 |
peter |
296 |
assert(alpha_(sample_.value_first())>tolerance_); |
323 |
26 May 05 |
peter |
297 |
assert(alpha_(sample_.value_second())>tolerance_); |
323 |
26 May 05 |
peter |
298 |
|
323 |
26 May 05 |
peter |
299 |
if (E(sample_.value_second()) - E(sample_.value_first()) > 2*tolerance_){ |
323 |
26 May 05 |
peter |
300 |
return true; |
323 |
26 May 05 |
peter |
301 |
} |
4200 |
19 Aug 22 |
peter |
302 |
|
323 |
26 May 05 |
peter |
// If no violation check among non-support vectors |
323 |
26 May 05 |
peter |
304 |
sample_.shuffle(); |
568 |
22 Mar 06 |
peter |
305 |
for (size_t i=sample_.nof_sv(); i<sample_.size();i++){ |
514 |
20 Feb 06 |
peter |
306 |
if (target_.binary(sample_(i))){ |
323 |
26 May 05 |
peter |
307 |
if(E(sample_(i)) < E(sample_.value_first()) - 2*tolerance_){ |
323 |
26 May 05 |
peter |
308 |
sample_.update_second(i); |
323 |
26 May 05 |
peter |
309 |
return true; |
323 |
26 May 05 |
peter |
310 |
} |
323 |
26 May 05 |
peter |
311 |
} |
323 |
26 May 05 |
peter |
312 |
else{ |
323 |
26 May 05 |
peter |
313 |
if(E(sample_(i)) > E(sample_.value_second()) + 2*tolerance_){ |
323 |
26 May 05 |
peter |
314 |
sample_.update_first(i); |
323 |
26 May 05 |
peter |
315 |
return true; |
323 |
26 May 05 |
peter |
316 |
} |
323 |
26 May 05 |
peter |
317 |
} |
323 |
26 May 05 |
peter |
318 |
} |
68 |
28 Apr 04 |
peter |
319 |
} |
37 |
13 Feb 04 |
peter |
320 |
|
323 |
26 May 05 |
peter |
// if no support vectors - special case |
323 |
26 May 05 |
peter |
322 |
else{ |
559 |
11 Mar 06 |
peter |
// to avoid getting stuck we shuffle |
559 |
11 Mar 06 |
peter |
324 |
sample_.shuffle(); |
568 |
22 Mar 06 |
peter |
325 |
for (size_t i=0; i<sample_.size(); i++) { |
568 |
22 Mar 06 |
peter |
326 |
if (target(sample_(i))==1){ |
568 |
22 Mar 06 |
peter |
327 |
for (size_t j=0; j<sample_.size(); j++) { |
4200 |
19 Aug 22 |
peter |
328 |
if ( target(sample_(j))==-1 && |
323 |
26 May 05 |
peter |
329 |
E(sample_(i)) < E(sample_(j))+2*tolerance_ ){ |
323 |
26 May 05 |
peter |
330 |
sample_.update_first(i); |
323 |
26 May 05 |
peter |
331 |
sample_.update_second(j); |
323 |
26 May 05 |
peter |
332 |
return true; |
323 |
26 May 05 |
peter |
333 |
} |
323 |
26 May 05 |
peter |
334 |
} |
323 |
26 May 05 |
peter |
335 |
} |
323 |
26 May 05 |
peter |
336 |
} |
323 |
26 May 05 |
peter |
337 |
} |
4200 |
19 Aug 22 |
peter |
338 |
|
323 |
26 May 05 |
peter |
// If there is no violation then we should stop training |
323 |
26 May 05 |
peter |
340 |
return false; |
323 |
26 May 05 |
peter |
341 |
|
114 |
15 Jul 04 |
peter |
342 |
} |
4200 |
19 Aug 22 |
peter |
343 |
|
4200 |
19 Aug 22 |
peter |
344 |
|
323 |
26 May 05 |
peter |
345 |
void SVM::bounds( double& u, double& v) const |
323 |
26 May 05 |
peter |
346 |
{ |
509 |
18 Feb 06 |
peter |
347 |
if (target(sample_.value_first())!=target(sample_.value_second())) { |
323 |
26 May 05 |
peter |
348 |
if (alpha_(sample_.value_second()) > alpha_(sample_.value_first())) { |
323 |
26 May 05 |
peter |
349 |
v = std::numeric_limits<double>::max(); |
323 |
26 May 05 |
peter |
350 |
u = alpha_(sample_.value_second()) - alpha_(sample_.value_first()); |
323 |
26 May 05 |
peter |
351 |
} |
323 |
26 May 05 |
peter |
352 |
else { |
4200 |
19 Aug 22 |
peter |
353 |
v = (std::numeric_limits<double>::max() - |
4200 |
19 Aug 22 |
peter |
354 |
alpha_(sample_.value_first()) + |
323 |
26 May 05 |
peter |
355 |
alpha_(sample_.value_second())); |
323 |
26 May 05 |
peter |
356 |
u = 0; |
323 |
26 May 05 |
peter |
357 |
} |
323 |
26 May 05 |
peter |
358 |
} |
4200 |
19 Aug 22 |
peter |
359 |
else { |
4200 |
19 Aug 22 |
peter |
360 |
if (alpha_(sample_.value_second()) + alpha_(sample_.value_first()) > |
323 |
26 May 05 |
peter |
361 |
std::numeric_limits<double>::max()) { |
4200 |
19 Aug 22 |
peter |
362 |
u = (alpha_(sample_.value_second()) + alpha_(sample_.value_first()) - |
323 |
26 May 05 |
peter |
363 |
std::numeric_limits<double>::max()); |
4200 |
19 Aug 22 |
peter |
364 |
v = std::numeric_limits<double>::max(); |
323 |
26 May 05 |
peter |
365 |
} |
323 |
26 May 05 |
peter |
366 |
else { |
323 |
26 May 05 |
peter |
367 |
u = 0; |
323 |
26 May 05 |
peter |
368 |
v = alpha_(sample_.value_first()) + alpha_(sample_.value_second()); |
323 |
26 May 05 |
peter |
369 |
} |
323 |
26 May 05 |
peter |
370 |
} |
323 |
26 May 05 |
peter |
371 |
} |
4200 |
19 Aug 22 |
peter |
372 |
|
1049 |
07 Feb 08 |
peter |
373 |
void SVM::calculate_bias(void) |
323 |
26 May 05 |
peter |
374 |
{ |
47 |
02 Mar 04 |
peter |
375 |
|
323 |
26 May 05 |
peter |
// calculating output without bias |
323 |
26 May 05 |
peter |
377 |
for (size_t i=0; i<output_.size(); i++) { |
323 |
26 May 05 |
peter |
378 |
output_(i)=0; |
4200 |
19 Aug 22 |
peter |
379 |
for (size_t j=0; j<output_.size(); j++) |
523 |
23 Feb 06 |
peter |
380 |
output_(i)+=alpha_(j)*target(j) * (*kernel_)(i,j); |
323 |
26 May 05 |
peter |
381 |
} |
323 |
26 May 05 |
peter |
382 |
|
323 |
26 May 05 |
peter |
383 |
if (!sample_.nof_sv()){ |
1049 |
07 Feb 08 |
peter |
384 |
std::stringstream ss; |
4200 |
19 Aug 22 |
peter |
385 |
ss << "yat::classifier::SVM::train() error: " |
4200 |
19 Aug 22 |
peter |
386 |
<< "Cannot calculate bias because there is no support vector"; |
2210 |
05 Mar 10 |
peter |
387 |
throw utility::runtime_error(ss.str()); |
323 |
26 May 05 |
peter |
388 |
} |
323 |
26 May 05 |
peter |
389 |
|
323 |
26 May 05 |
peter |
// For samples with alpha>0, we have: target*output=1-alpha/C |
323 |
26 May 05 |
peter |
391 |
bias_=0; |
4200 |
19 Aug 22 |
peter |
392 |
for (size_t i=0; i<sample_.nof_sv(); i++) |
4200 |
19 Aug 22 |
peter |
393 |
bias_+= ( target(sample_(i)) * (1-alpha_(sample_(i))*C_inverse_) - |
323 |
26 May 05 |
peter |
394 |
output_(sample_(i)) ); |
323 |
26 May 05 |
peter |
395 |
bias_=bias_/sample_.nof_sv(); |
4200 |
19 Aug 22 |
peter |
396 |
for (size_t i=0; i<output_.size(); i++) |
323 |
26 May 05 |
peter |
397 |
output_(i) += bias_; |
323 |
26 May 05 |
peter |
398 |
} |
323 |
26 May 05 |
peter |
399 |
|
571 |
06 Apr 06 |
peter |
400 |
void SVM::set_C(const double C) |
571 |
06 Apr 06 |
peter |
401 |
{ |
571 |
06 Apr 06 |
peter |
402 |
C_inverse_ = 1/C; |
571 |
06 Apr 06 |
peter |
403 |
} |
571 |
06 Apr 06 |
peter |
404 |
|
4200 |
19 Aug 22 |
peter |
405 |
|
1859 |
08 Mar 09 |
peter |
406 |
void SVM::reset(void) |
1859 |
08 Mar 09 |
peter |
407 |
{ |
1859 |
08 Mar 09 |
peter |
408 |
trained_ = false; |
1859 |
08 Mar 09 |
peter |
409 |
} |
1859 |
08 Mar 09 |
peter |
410 |
|
1859 |
08 Mar 09 |
peter |
411 |
|
1859 |
08 Mar 09 |
peter |
412 |
bool SVM::trained(void) const |
1859 |
08 Mar 09 |
peter |
413 |
{ |
1859 |
08 Mar 09 |
peter |
414 |
return trained_; |
1859 |
08 Mar 09 |
peter |
415 |
} |
1859 |
08 Mar 09 |
peter |
416 |
|
680 |
11 Oct 06 |
jari |
417 |
}}} // of namespace classifier, yat, and theplu |