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#include <stdio.h> |
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#include <stdlib.h> |
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#include <string.h> |
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#include <ctype.h> |
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#include "svm.h" |
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#include "mex.h" |
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#include "svm_model_matlab.h" |
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#ifdef MX_API_VER |
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#if MX_API_VER < 0x07030000 |
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typedef int mwIndex; |
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#endif |
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#endif |
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#define CMD_LEN 2048 |
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#define Malloc(type,n) (type *)malloc((n)*sizeof(type)) |
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void print_null(const char *s) {} |
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void print_string_matlab(const char *s) {mexPrintf(s);} |
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void exit_with_help() |
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{ |
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mexPrintf( |
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"Usage: model = svmtrain(training_label_vector, training_instance_matrix, 'libsvm_options');\n" |
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"libsvm_options:\n" |
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"-s svm_type : set type of SVM (default 0)\n" |
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" 0 -- C-SVC (multi-class classification)\n" |
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" 1 -- nu-SVC (multi-class classification)\n" |
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" 2 -- one-class SVM\n" |
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" 3 -- epsilon-SVR (regression)\n" |
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" 4 -- nu-SVR (regression)\n" |
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"-t kernel_type : set type of kernel function (default 2)\n" |
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" 0 -- linear: u'*v\n" |
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" 1 -- polynomial: (gamma*u'*v + coef0)^degree\n" |
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" 2 -- radial basis function: exp(-gamma*|u-v|^2)\n" |
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" 3 -- sigmoid: tanh(gamma*u'*v + coef0)\n" |
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" 4 -- precomputed kernel (kernel values in training_instance_matrix)\n" |
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"-d degree : set degree in kernel function (default 3)\n" |
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"-g gamma : set gamma in kernel function (default 1/num_features)\n" |
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"-r coef0 : set coef0 in kernel function (default 0)\n" |
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"-c cost : set the parameter C of C-SVC, epsilon-SVR, and nu-SVR (default 1)\n" |
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"-n nu : set the parameter nu of nu-SVC, one-class SVM, and nu-SVR (default 0.5)\n" |
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"-p epsilon : set the epsilon in loss function of epsilon-SVR (default 0.1)\n" |
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"-m cachesize : set cache memory size in MB (default 100)\n" |
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"-e epsilon : set tolerance of termination criterion (default 0.001)\n" |
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"-h shrinking : whether to use the shrinking heuristics, 0 or 1 (default 1)\n" |
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"-b probability_estimates : whether to train a SVC or SVR model for probability estimates, 0 or 1 (default 0)\n" |
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"-wi weight : set the parameter C of class i to weight*C, for C-SVC (default 1)\n" |
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"-v n : n-fold cross validation mode\n" |
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"-q : quiet mode (no outputs)\n" |
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); |
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} |
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// svm arguments |
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struct svm_parameter param; // set by parse_command_line |
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struct svm_problem prob; // set by read_problem |
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struct svm_model *model; |
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struct svm_node *x_space; |
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int cross_validation; |
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int nr_fold; |
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double do_cross_validation() |
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{ |
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int i; |
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int total_correct = 0; |
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double total_error = 0; |
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double sumv = 0, sumy = 0, sumvv = 0, sumyy = 0, sumvy = 0; |
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double *target = Malloc(double,prob.l); |
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double retval = 0.0; |
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svm_cross_validation(&prob,¶m,nr_fold,target); |
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if(param.svm_type == EPSILON_SVR || |
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param.svm_type == NU_SVR) |
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{ |
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for(i=0;i<prob.l;i++) |
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{ |
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double y = prob.y[i]; |
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double v = target[i]; |
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total_error += (v-y)*(v-y); |
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sumv += v; |
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sumy += y; |
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sumvv += v*v; |
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sumyy += y*y; |
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sumvy += v*y; |
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} |
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mexPrintf("Cross Validation Mean squared error = %g\n",total_error/prob.l); |
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mexPrintf("Cross Validation Squared correlation coefficient = %g\n", |
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((prob.l*sumvy-sumv*sumy)*(prob.l*sumvy-sumv*sumy))/ |
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((prob.l*sumvv-sumv*sumv)*(prob.l*sumyy-sumy*sumy)) |
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); |
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retval = total_error/prob.l; |
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} |
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else |
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{ |
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for(i=0;i<prob.l;i++) |
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if(target[i] == prob.y[i]) |
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++total_correct; |
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mexPrintf("Cross Validation Accuracy = %g%%\n",100.0*total_correct/prob.l); |
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retval = 100.0*total_correct/prob.l; |
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} |
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free(target); |
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return retval; |
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} |
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// nrhs should be 3 |
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int parse_command_line(int nrhs, const mxArray *prhs[], char *model_file_name) |
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{ |
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int i, argc = 1; |
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char cmd[CMD_LEN]; |
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char *argv[CMD_LEN/2]; |
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void (*print_func)(const char *) = print_string_matlab; // default printing to matlab display |
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// default values |
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param.svm_type = C_SVC; |
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param.kernel_type = RBF; |
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param.degree = 3; |
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param.gamma = 0; // 1/num_features |
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param.coef0 = 0; |
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param.nu = 0.5; |
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param.cache_size = 100; |
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param.C = 1; |
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param.eps = 1e-3; |
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param.p = 0.1; |
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param.shrinking = 1; |
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param.probability = 0; |
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param.nr_weight = 0; |
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param.weight_label = NULL; |
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param.weight = NULL; |
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cross_validation = 0; |
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if(nrhs <= 1) |
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return 1; |
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if(nrhs > 2) |
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{ |
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// put options in argv[] |
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mxGetString(prhs[2], cmd, mxGetN(prhs[2]) + 1); |
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if((argv[argc] = strtok(cmd, " ")) != NULL) |
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while((argv[++argc] = strtok(NULL, " ")) != NULL) |
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; |
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} |
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// parse options |
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for(i=1;i<argc;i++) |
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{ |
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if(argv[i][0] != '-') break; |
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++i; |
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if(i>=argc && argv[i-1][1] != 'q') // since option -q has no parameter |
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return 1; |
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switch(argv[i-1][1]) |
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{ |
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case 's': |
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param.svm_type = atoi(argv[i]); |
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break; |
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case 't': |
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param.kernel_type = atoi(argv[i]); |
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break; |
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case 'd': |
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param.degree = atoi(argv[i]); |
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break; |
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case 'g': |
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param.gamma = atof(argv[i]); |
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break; |
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case 'r': |
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param.coef0 = atof(argv[i]); |
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break; |
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case 'n': |
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param.nu = atof(argv[i]); |
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break; |
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case 'm': |
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param.cache_size = atof(argv[i]); |
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break; |
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case 'c': |
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param.C = atof(argv[i]); |
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break; |
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case 'e': |
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param.eps = atof(argv[i]); |
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break; |
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case 'p': |
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param.p = atof(argv[i]); |
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break; |
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case 'h': |
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param.shrinking = atoi(argv[i]); |
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break; |
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case 'b': |
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param.probability = atoi(argv[i]); |
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break; |
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case 'q': |
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print_func = &print_null; |
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i--; |
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break; |
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case 'v': |
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cross_validation = 1; |
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nr_fold = atoi(argv[i]); |
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if(nr_fold < 2) |
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{ |
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mexPrintf("n-fold cross validation: n must >= 2\n"); |
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return 1; |
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} |
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break; |
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case 'w': |
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++param.nr_weight; |
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param.weight_label = (int *)realloc(param.weight_label,sizeof(int)*param.nr_weight); |
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param.weight = (double *)realloc(param.weight,sizeof(double)*param.nr_weight); |
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param.weight_label[param.nr_weight-1] = atoi(&argv[i-1][2]); |
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param.weight[param.nr_weight-1] = atof(argv[i]); |
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break; |
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default: |
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mexPrintf("Unknown option -%c\n", argv[i-1][1]); |
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return 1; |
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} |
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} |
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svm_set_print_string_function(print_func); |
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return 0; |
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} |
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// read in a problem (in svmlight format) |
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int read_problem_dense(const mxArray *label_vec, const mxArray *instance_mat) |
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{ |
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// using size_t due to the output type of matlab functions |
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size_t i, j, k, l; |
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size_t elements, max_index, sc, label_vector_row_num; |
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double *samples, *labels; |
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prob.x = NULL; |
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prob.y = NULL; |
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x_space = NULL; |
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labels = mxGetPr(label_vec); |
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samples = mxGetPr(instance_mat); |
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sc = mxGetN(instance_mat); |
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elements = 0; |
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// number of instances |
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l = mxGetM(instance_mat); |
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label_vector_row_num = mxGetM(label_vec); |
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prob.l = (int)l; |
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if(label_vector_row_num!=l) |
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{ |
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mexPrintf("Length of label vector does not match # of instances.\n"); |
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return -1; |
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} |
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if(param.kernel_type == PRECOMPUTED) |
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elements = l * (sc + 1); |
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else |
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{ |
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for(i = 0; i < l; i++) |
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{ |
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for(k = 0; k < sc; k++) |
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if(samples[k * l + i] != 0) |
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elements++; |
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// count the '-1' element |
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elements++; |
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} |
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} |
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prob.y = Malloc(double,l); |
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prob.x = Malloc(struct svm_node *,l); |
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x_space = Malloc(struct svm_node, elements); |
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max_index = sc; |
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j = 0; |
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for(i = 0; i < l; i++) |
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{ |
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prob.x[i] = &x_space[j]; |
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prob.y[i] = labels[i]; |
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for(k = 0; k < sc; k++) |
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{ |
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if(param.kernel_type == PRECOMPUTED || samples[k * l + i] != 0) |
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{ |
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x_space[j].index = (int)k + 1; |
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x_space[j].value = samples[k * l + i]; |
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j++; |
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} |
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} |
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x_space[j++].index = -1; |
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} |
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if(param.gamma == 0 && max_index > 0) |
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param.gamma = (double)(1.0/max_index); |
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if(param.kernel_type == PRECOMPUTED) |
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for(i=0;i<l;i++) |
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{ |
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if((int)prob.x[i][0].value <= 0 || (int)prob.x[i][0].value > (int)max_index) |
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{ |
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mexPrintf("Wrong input format: sample_serial_number out of range\n"); |
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return -1; |
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} |
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} |
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return 0; |
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} |
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int read_problem_sparse(const mxArray *label_vec, const mxArray *instance_mat) |
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{ |
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mwIndex *ir, *jc, low, high, k; |
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// using size_t due to the output type of matlab functions |
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size_t i, j, l, elements, max_index, label_vector_row_num; |
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mwSize num_samples; |
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double *samples, *labels; |
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mxArray *instance_mat_col; // transposed instance sparse matrix |
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prob.x = NULL; |
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prob.y = NULL; |
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x_space = NULL; |
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// transpose instance matrix |
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{ |
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mxArray *prhs[1], *plhs[1]; |
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prhs[0] = mxDuplicateArray(instance_mat); |
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if(mexCallMATLAB(1, plhs, 1, prhs, "transpose")) |
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{ |
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mexPrintf("Error: cannot transpose training instance matrix\n"); |
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return -1; |
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} |
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instance_mat_col = plhs[0]; |
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mxDestroyArray(prhs[0]); |
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} |
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// each column is one instance |
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labels = mxGetPr(label_vec); |
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samples = mxGetPr(instance_mat_col); |
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ir = mxGetIr(instance_mat_col); |
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jc = mxGetJc(instance_mat_col); |
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num_samples = mxGetNzmax(instance_mat_col); |
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// number of instances |
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l = mxGetN(instance_mat_col); |
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label_vector_row_num = mxGetM(label_vec); |
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prob.l = (int) l; |
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if(label_vector_row_num!=l) |
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{ |
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mexPrintf("Length of label vector does not match # of instances.\n"); |
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return -1; |
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} |
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elements = num_samples + l; |
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max_index = mxGetM(instance_mat_col); |
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prob.y = Malloc(double,l); |
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prob.x = Malloc(struct svm_node *,l); |
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x_space = Malloc(struct svm_node, elements); |
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j = 0; |
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for(i=0;i<l;i++) |
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{ |
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prob.x[i] = &x_space[j]; |
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prob.y[i] = labels[i]; |
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low = jc[i], high = jc[i+1]; |
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for(k=low;k<high;k++) |
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{ |
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x_space[j].index = (int)ir[k] + 1; |
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x_space[j].value = samples[k]; |
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j++; |
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} |
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x_space[j++].index = -1; |
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} |
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if(param.gamma == 0 && max_index > 0) |
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param.gamma = (double)(1.0/max_index); |
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return 0; |
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} |
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static void fake_answer(int nlhs, mxArray *plhs[]) |
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{ |
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int i; |
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for(i=0;i<nlhs;i++) |
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plhs[i] = mxCreateDoubleMatrix(0, 0, mxREAL); |
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} |
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// Interface function of matlab |
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// now assume prhs[0]: label prhs[1]: features |
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void mexFunction( int nlhs, mxArray *plhs[], |
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int nrhs, const mxArray *prhs[] ) |
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|
{ |
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|
|
const char *error_msg; |
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|
|
// fix random seed to have same results for each run |
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|
|
// (for cross validation and probability estimation) |
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|
|
srand(1); |
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|
if(nlhs > 1) |
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|
|
{ |
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|
|
exit_with_help(); |
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|
|
fake_answer(nlhs, plhs); |
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|
|
return; |
|
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|
|
} |
|
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|
|
// Transform the input Matrix to libsvm format |
|
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|
|
if(nrhs > 1 && nrhs < 4) |
|
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|
|
{ |
|
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|
|
int err; |
|
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|
|
if(!mxIsDouble(prhs[0]) || !mxIsDouble(prhs[1])) |
|
|
|
|
|
{ |
|
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|
|
mexPrintf("Error: label vector and instance matrix must be double\n"); |
|
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|
|
fake_answer(nlhs, plhs); |
|
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|
|
return; |
|
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|
|
} |
|
|
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|
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|
|
if(mxIsSparse(prhs[0])) |
|
|
|
|
|
{ |
|
|
|
|
|
mexPrintf("Error: label vector should not be in sparse format\n"); |
|
|
|
|
|
fake_answer(nlhs, plhs); |
|
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|
|
return; |
|
|
|
|
|
} |
|
|
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|
|
|
|
|
|
|
|
if(parse_command_line(nrhs, prhs, NULL)) |
|
|
|
|
|
{ |
|
|
|
|
|
exit_with_help(); |
|
|
|
|
|
svm_destroy_param(¶m); |
|
|
|
|
|
fake_answer(nlhs, plhs); |
|
|
|
|
|
return; |
|
|
|
|
|
} |
|
|
|
|
|
|
|
|
|
|
|
if(mxIsSparse(prhs[1])) |
|
|
|
|
|
{ |
|
|
|
|
|
if(param.kernel_type == PRECOMPUTED) |
|
|
|
|
|
{ |
|
|
|
|
|
// precomputed kernel requires dense matrix, so we make one |
|
|
|
|
|
mxArray *rhs[1], *lhs[1]; |
|
|
|
|
|
|
|
|
|
|
|
rhs[0] = mxDuplicateArray(prhs[1]); |
|
|
|
|
|
if(mexCallMATLAB(1, lhs, 1, rhs, "full")) |
|
|
|
|
|
{ |
|
|
|
|
|
mexPrintf("Error: cannot generate a full training instance matrix\n"); |
|
|
|
|
|
svm_destroy_param(¶m); |
|
|
|
|
|
fake_answer(nlhs, plhs); |
|
|
|
|
|
return; |
|
|
|
|
|
} |
|
|
|
|
|
err = read_problem_dense(prhs[0], lhs[0]); |
|
|
|
|
|
mxDestroyArray(lhs[0]); |
|
|
|
|
|
mxDestroyArray(rhs[0]); |
|
|
|
|
|
} |
|
|
|
|
|
else |
|
|
|
|
|
err = read_problem_sparse(prhs[0], prhs[1]); |
|
|
|
|
|
} |
|
|
|
|
|
else |
|
|
|
|
|
err = read_problem_dense(prhs[0], prhs[1]); |
|
|
|
|
|
|
|
|
|
|
|
// svmtrain's original code |
|
|
|
|
|
error_msg = svm_check_parameter(&prob, ¶m); |
|
|
|
|
|
|
|
|
|
|
|
if(err || error_msg) |
|
|
|
|
|
{ |
|
|
|
|
|
if (error_msg != NULL) |
|
|
|
|
|
mexPrintf("Error: %s\n", error_msg); |
|
|
|
|
|
svm_destroy_param(¶m); |
|
|
|
|
|
free(prob.y); |
|
|
|
|
|
free(prob.x); |
|
|
|
|
|
free(x_space); |
|
|
|
|
|
fake_answer(nlhs, plhs); |
|
|
|
|
|
return; |
|
|
|
|
|
} |
|
|
|
|
|
|
|
|
|
|
|
if(cross_validation) |
|
|
|
|
|
{ |
|
|
|
|
|
double *ptr; |
|
|
|
|
|
plhs[0] = mxCreateDoubleMatrix(1, 1, mxREAL); |
|
|
|
|
|
ptr = mxGetPr(plhs[0]); |
|
|
|
|
|
ptr[0] = do_cross_validation(); |
|
|
|
|
|
} |
|
|
|
|
|
else |
|
|
|
|
|
{ |
|
|
|
|
|
int nr_feat = (int)mxGetN(prhs[1]); |
|
|
|
|
|
const char *error_msg; |
|
|
|
|
|
model = svm_train(&prob, ¶m); |
|
|
|
|
|
error_msg = model_to_matlab_structure(plhs, nr_feat, model); |
|
|
|
|
|
if(error_msg) |
|
|
|
|
|
mexPrintf("Error: can't convert libsvm model to matrix structure: %s\n", error_msg); |
|
|
|
|
|
svm_free_and_destroy_model(&model); |
|
|
|
|
|
} |
|
|
|
|
|
svm_destroy_param(¶m); |
|
|
|
|
|
free(prob.y); |
|
|
|
|
|
free(prob.x); |
|
|
|
|
|
free(x_space); |
|
|
|
|
|
} |
|
|
|
|
|
else |
|
|
|
|
|
{ |
|
|
|
|
|
exit_with_help(); |
|
|
|
|
|
fake_answer(nlhs, plhs); |
|
|
|
|
|
return; |
|
|
|
|
|
} |
|
|
|
|
|
} |