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- package libsvm;
- import java.io.*;
- import java.util.*;
-
- //
- // Kernel Cache
- //
- // l is the number of total data items
- // size is the cache size limit in bytes
- //
- class Cache {
- private final int l;
- private long size;
- private final class head_t
- {
- head_t prev, next; // a cicular list
- float[] data;
- int len; // data[0,len) is cached in this entry
- }
- private final head_t[] head;
- private head_t lru_head;
-
- Cache(int l_, long size_)
- {
- l = l_;
- size = size_;
- head = new head_t[l];
- for(int i=0;i<l;i++) head[i] = new head_t();
- size /= 4;
- size -= l * (16/4); // sizeof(head_t) == 16
- size = Math.max(size, 2* (long) l); // cache must be large enough for two columns
- lru_head = new head_t();
- lru_head.next = lru_head.prev = lru_head;
- }
-
- private void lru_delete(head_t h)
- {
- // delete from current location
- h.prev.next = h.next;
- h.next.prev = h.prev;
- }
-
- private void lru_insert(head_t h)
- {
- // insert to last position
- h.next = lru_head;
- h.prev = lru_head.prev;
- h.prev.next = h;
- h.next.prev = h;
- }
-
- // request data [0,len)
- // return some position p where [p,len) need to be filled
- // (p >= len if nothing needs to be filled)
- // java: simulate pointer using single-element array
- int get_data(int index, float[][] data, int len)
- {
- head_t h = head[index];
- if(h.len > 0) lru_delete(h);
- int more = len - h.len;
-
- if(more > 0)
- {
- // free old space
- while(size < more)
- {
- head_t old = lru_head.next;
- lru_delete(old);
- size += old.len;
- old.data = null;
- old.len = 0;
- }
-
- // allocate new space
- float[] new_data = new float[len];
- if(h.data != null) System.arraycopy(h.data,0,new_data,0,h.len);
- h.data = new_data;
- size -= more;
- do {int tmp=h.len; h.len=len; len=tmp;} while(false);
- }
-
- lru_insert(h);
- data[0] = h.data;
- return len;
- }
-
- void swap_index(int i, int j)
- {
- if(i==j) return;
-
- if(head[i].len > 0) lru_delete(head[i]);
- if(head[j].len > 0) lru_delete(head[j]);
- do {float[] tmp=head[i].data; head[i].data=head[j].data; head[j].data=tmp;} while(false);
- do {int tmp=head[i].len; head[i].len=head[j].len; head[j].len=tmp;} while(false);
- if(head[i].len > 0) lru_insert(head[i]);
- if(head[j].len > 0) lru_insert(head[j]);
-
- if(i>j) do {int tmp=i; i=j; j=tmp;} while(false);
- for(head_t h = lru_head.next; h!=lru_head; h=h.next)
- {
- if(h.len > i)
- {
- if(h.len > j)
- do {float tmp=h.data[i]; h.data[i]=h.data[j]; h.data[j]=tmp;} while(false);
- else
- {
- // give up
- lru_delete(h);
- size += h.len;
- h.data = null;
- h.len = 0;
- }
- }
- }
- }
- }
-
- //
- // Kernel evaluation
- //
- // the static method k_function is for doing single kernel evaluation
- // the constructor of Kernel prepares to calculate the l*l kernel matrix
- // the member function get_Q is for getting one column from the Q Matrix
- //
- abstract class QMatrix {
- abstract float[] get_Q(int column, int len);
- abstract double[] get_QD();
- abstract void swap_index(int i, int j);
- };
-
- abstract class Kernel extends QMatrix {
- private svm_node[][] x;
- private final double[] x_square;
-
- // svm_parameter
- private final int kernel_type;
- private final int degree;
- private final double gamma;
- private final double coef0;
-
- abstract float[] get_Q(int column, int len);
- abstract double[] get_QD();
-
- void swap_index(int i, int j)
- {
- do {svm_node[] tmp=x[i]; x[i]=x[j]; x[j]=tmp;} while(false);
- if(x_square != null) do {double tmp=x_square[i]; x_square[i]=x_square[j]; x_square[j]=tmp;} while(false);
- }
-
- private static double powi(double base, int times)
- {
- double tmp = base, ret = 1.0;
-
- for(int t=times; t>0; t/=2)
- {
- if(t%2==1) ret*=tmp;
- tmp = tmp * tmp;
- }
- return ret;
- }
-
- double kernel_function(int i, int j)
- {
- switch(kernel_type)
- {
- case svm_parameter.LINEAR:
- return dot(x[i],x[j]);
- case svm_parameter.POLY:
- return powi(gamma*dot(x[i],x[j])+coef0,degree);
- case svm_parameter.RBF:
- return Math.exp(-gamma*(x_square[i]+x_square[j]-2*dot(x[i],x[j])));
- case svm_parameter.SIGMOID:
- return Math.tanh(gamma*dot(x[i],x[j])+coef0);
- case svm_parameter.PRECOMPUTED:
- return x[i][(int)(x[j][0].value)].value;
- default:
- return 0; // java
- }
- }
-
- Kernel(int l, svm_node[][] x_, svm_parameter param)
- {
- this.kernel_type = param.kernel_type;
- this.degree = param.degree;
- this.gamma = param.gamma;
- this.coef0 = param.coef0;
-
- x = (svm_node[][])x_.clone();
-
- if(kernel_type == svm_parameter.RBF)
- {
- x_square = new double[l];
- for(int i=0;i<l;i++)
- x_square[i] = dot(x[i],x[i]);
- }
- else x_square = null;
- }
-
- static double dot(svm_node[] x, svm_node[] y)
- {
- double sum = 0;
- int xlen = x.length;
- int ylen = y.length;
- int i = 0;
- int j = 0;
- while(i < xlen && j < ylen)
- {
- if(x[i].index == y[j].index)
- sum += x[i++].value * y[j++].value;
- else
- {
- if(x[i].index > y[j].index)
- ++j;
- else
- ++i;
- }
- }
- return sum;
- }
-
- static double k_function(svm_node[] x, svm_node[] y,
- svm_parameter param)
- {
- switch(param.kernel_type)
- {
- case svm_parameter.LINEAR:
- return dot(x,y);
- case svm_parameter.POLY:
- return powi(param.gamma*dot(x,y)+param.coef0,param.degree);
- case svm_parameter.RBF:
- {
- double sum = 0;
- int xlen = x.length;
- int ylen = y.length;
- int i = 0;
- int j = 0;
- while(i < xlen && j < ylen)
- {
- if(x[i].index == y[j].index)
- {
- double d = x[i++].value - y[j++].value;
- sum += d*d;
- }
- else if(x[i].index > y[j].index)
- {
- sum += y[j].value * y[j].value;
- ++j;
- }
- else
- {
- sum += x[i].value * x[i].value;
- ++i;
- }
- }
-
- while(i < xlen)
- {
- sum += x[i].value * x[i].value;
- ++i;
- }
-
- while(j < ylen)
- {
- sum += y[j].value * y[j].value;
- ++j;
- }
-
- return Math.exp(-param.gamma*sum);
- }
- case svm_parameter.SIGMOID:
- return Math.tanh(param.gamma*dot(x,y)+param.coef0);
- case svm_parameter.PRECOMPUTED:
- return x[(int)(y[0].value)].value;
- default:
- return 0; // java
- }
- }
- }
-
- // An SMO algorithm in Fan et al., JMLR 6(2005), p. 1889--1918
- // Solves:
- //
- // min 0.5(\alpha^T Q \alpha) + p^T \alpha
- //
- // y^T \alpha = \delta
- // y_i = +1 or -1
- // 0 <= alpha_i <= Cp for y_i = 1
- // 0 <= alpha_i <= Cn for y_i = -1
- //
- // Given:
- //
- // Q, p, y, Cp, Cn, and an initial feasible point \alpha
- // l is the size of vectors and matrices
- // eps is the stopping tolerance
- //
- // solution will be put in \alpha, objective value will be put in obj
- //
- class Solver {
- int active_size;
- byte[] y;
- double[] G; // gradient of objective function
- static final byte LOWER_BOUND = 0;
- static final byte UPPER_BOUND = 1;
- static final byte FREE = 2;
- byte[] alpha_status; // LOWER_BOUND, UPPER_BOUND, FREE
- double[] alpha;
- QMatrix Q;
- double[] QD;
- double eps;
- double Cp,Cn;
- double[] p;
- int[] active_set;
- double[] G_bar; // gradient, if we treat free variables as 0
- int l;
- boolean unshrink; // XXX
-
- static final double INF = java.lang.Double.POSITIVE_INFINITY;
-
- double get_C(int i)
- {
- return (y[i] > 0)? Cp : Cn;
- }
- void update_alpha_status(int i)
- {
- if(alpha[i] >= get_C(i))
- alpha_status[i] = UPPER_BOUND;
- else if(alpha[i] <= 0)
- alpha_status[i] = LOWER_BOUND;
- else alpha_status[i] = FREE;
- }
- boolean is_upper_bound(int i) { return alpha_status[i] == UPPER_BOUND; }
- boolean is_lower_bound(int i) { return alpha_status[i] == LOWER_BOUND; }
- boolean is_free(int i) { return alpha_status[i] == FREE; }
-
- // java: information about solution except alpha,
- // because we cannot return multiple values otherwise...
- static class SolutionInfo {
- double obj;
- double rho;
- double upper_bound_p;
- double upper_bound_n;
- double r; // for Solver_NU
- }
-
- void swap_index(int i, int j)
- {
- Q.swap_index(i,j);
- do {byte tmp=y[i]; y[i]=y[j]; y[j]=tmp;} while(false);
- do {double tmp=G[i]; G[i]=G[j]; G[j]=tmp;} while(false);
- do {byte tmp=alpha_status[i]; alpha_status[i]=alpha_status[j]; alpha_status[j]=tmp;} while(false);
- do {double tmp=alpha[i]; alpha[i]=alpha[j]; alpha[j]=tmp;} while(false);
- do {double tmp=p[i]; p[i]=p[j]; p[j]=tmp;} while(false);
- do {int tmp=active_set[i]; active_set[i]=active_set[j]; active_set[j]=tmp;} while(false);
- do {double tmp=G_bar[i]; G_bar[i]=G_bar[j]; G_bar[j]=tmp;} while(false);
- }
-
- void reconstruct_gradient()
- {
- // reconstruct inactive elements of G from G_bar and free variables
-
- if(active_size == l) return;
-
- int i,j;
- int nr_free = 0;
-
- for(j=active_size;j<l;j++)
- G[j] = G_bar[j] + p[j];
-
- for(j=0;j<active_size;j++)
- if(is_free(j))
- nr_free++;
-
- if(2*nr_free < active_size)
- svm.info("\nWARNING: using -h 0 may be faster\n");
-
- if (nr_free*l > 2*active_size*(l-active_size))
- {
- for(i=active_size;i<l;i++)
- {
- float[] Q_i = Q.get_Q(i,active_size);
- for(j=0;j<active_size;j++)
- if(is_free(j))
- G[i] += alpha[j] * Q_i[j];
- }
- }
- else
- {
- for(i=0;i<active_size;i++)
- if(is_free(i))
- {
- float[] Q_i = Q.get_Q(i,l);
- double alpha_i = alpha[i];
- for(j=active_size;j<l;j++)
- G[j] += alpha_i * Q_i[j];
- }
- }
- }
-
- void Solve(int l, QMatrix Q, double[] p_, byte[] y_,
- double[] alpha_, double Cp, double Cn, double eps, SolutionInfo si, int shrinking)
- {
- this.l = l;
- this.Q = Q;
- QD = Q.get_QD();
- p = (double[])p_.clone();
- y = (byte[])y_.clone();
- alpha = (double[])alpha_.clone();
- this.Cp = Cp;
- this.Cn = Cn;
- this.eps = eps;
- this.unshrink = false;
-
- // initialize alpha_status
- {
- alpha_status = new byte[l];
- for(int i=0;i<l;i++)
- update_alpha_status(i);
- }
-
- // initialize active set (for shrinking)
- {
- active_set = new int[l];
- for(int i=0;i<l;i++)
- active_set[i] = i;
- active_size = l;
- }
-
- // initialize gradient
- {
- G = new double[l];
- G_bar = new double[l];
- int i;
- for(i=0;i<l;i++)
- {
- G[i] = p[i];
- G_bar[i] = 0;
- }
- for(i=0;i<l;i++)
- if(!is_lower_bound(i))
- {
- float[] Q_i = Q.get_Q(i,l);
- double alpha_i = alpha[i];
- int j;
- for(j=0;j<l;j++)
- G[j] += alpha_i*Q_i[j];
- if(is_upper_bound(i))
- for(j=0;j<l;j++)
- G_bar[j] += get_C(i) * Q_i[j];
- }
- }
-
- // optimization step
-
- int iter = 0;
- int max_iter = Math.max(10000000, l>Integer.MAX_VALUE/100 ? Integer.MAX_VALUE : 100*l);
- int counter = Math.min(l,1000)+1;
- int[] working_set = new int[2];
-
- while(iter < max_iter)
- {
- // show progress and do shrinking
-
- if(--counter == 0)
- {
- counter = Math.min(l,1000);
- if(shrinking!=0) do_shrinking();
- svm.info(".");
- }
-
- if(select_working_set(working_set)!=0)
- {
- // reconstruct the whole gradient
- reconstruct_gradient();
- // reset active set size and check
- active_size = l;
- svm.info("*");
- if(select_working_set(working_set)!=0)
- break;
- else
- counter = 1; // do shrinking next iteration
- }
-
- int i = working_set[0];
- int j = working_set[1];
-
- ++iter;
-
- // update alpha[i] and alpha[j], handle bounds carefully
-
- float[] Q_i = Q.get_Q(i,active_size);
- float[] Q_j = Q.get_Q(j,active_size);
-
- double C_i = get_C(i);
- double C_j = get_C(j);
-
- double old_alpha_i = alpha[i];
- double old_alpha_j = alpha[j];
-
- if(y[i]!=y[j])
- {
- double quad_coef = QD[i]+QD[j]+2*Q_i[j];
- if (quad_coef <= 0)
- quad_coef = 1e-12;
- double delta = (-G[i]-G[j])/quad_coef;
- double diff = alpha[i] - alpha[j];
- alpha[i] += delta;
- alpha[j] += delta;
-
- if(diff > 0)
- {
- if(alpha[j] < 0)
- {
- alpha[j] = 0;
- alpha[i] = diff;
- }
- }
- else
- {
- if(alpha[i] < 0)
- {
- alpha[i] = 0;
- alpha[j] = -diff;
- }
- }
- if(diff > C_i - C_j)
- {
- if(alpha[i] > C_i)
- {
- alpha[i] = C_i;
- alpha[j] = C_i - diff;
- }
- }
- else
- {
- if(alpha[j] > C_j)
- {
- alpha[j] = C_j;
- alpha[i] = C_j + diff;
- }
- }
- }
- else
- {
- double quad_coef = QD[i]+QD[j]-2*Q_i[j];
- if (quad_coef <= 0)
- quad_coef = 1e-12;
- double delta = (G[i]-G[j])/quad_coef;
- double sum = alpha[i] + alpha[j];
- alpha[i] -= delta;
- alpha[j] += delta;
-
- if(sum > C_i)
- {
- if(alpha[i] > C_i)
- {
- alpha[i] = C_i;
- alpha[j] = sum - C_i;
- }
- }
- else
- {
- if(alpha[j] < 0)
- {
- alpha[j] = 0;
- alpha[i] = sum;
- }
- }
- if(sum > C_j)
- {
- if(alpha[j] > C_j)
- {
- alpha[j] = C_j;
- alpha[i] = sum - C_j;
- }
- }
- else
- {
- if(alpha[i] < 0)
- {
- alpha[i] = 0;
- alpha[j] = sum;
- }
- }
- }
-
- // update G
-
- double delta_alpha_i = alpha[i] - old_alpha_i;
- double delta_alpha_j = alpha[j] - old_alpha_j;
-
- for(int k=0;k<active_size;k++)
- {
- G[k] += Q_i[k]*delta_alpha_i + Q_j[k]*delta_alpha_j;
- }
-
- // update alpha_status and G_bar
-
- {
- boolean ui = is_upper_bound(i);
- boolean uj = is_upper_bound(j);
- update_alpha_status(i);
- update_alpha_status(j);
- int k;
- if(ui != is_upper_bound(i))
- {
- Q_i = Q.get_Q(i,l);
- if(ui)
- for(k=0;k<l;k++)
- G_bar[k] -= C_i * Q_i[k];
- else
- for(k=0;k<l;k++)
- G_bar[k] += C_i * Q_i[k];
- }
-
- if(uj != is_upper_bound(j))
- {
- Q_j = Q.get_Q(j,l);
- if(uj)
- for(k=0;k<l;k++)
- G_bar[k] -= C_j * Q_j[k];
- else
- for(k=0;k<l;k++)
- G_bar[k] += C_j * Q_j[k];
- }
- }
-
- }
-
- if(iter >= max_iter)
- {
- if(active_size < l)
- {
- // reconstruct the whole gradient to calculate objective value
- reconstruct_gradient();
- active_size = l;
- svm.info("*");
- }
- System.err.print("\nWARNING: reaching max number of iterations\n");
- }
-
- // calculate rho
-
- si.rho = calculate_rho();
-
- // calculate objective value
- {
- double v = 0;
- int i;
- for(i=0;i<l;i++)
- v += alpha[i] * (G[i] + p[i]);
-
- si.obj = v/2;
- }
-
- // put back the solution
- {
- for(int i=0;i<l;i++)
- alpha_[active_set[i]] = alpha[i];
- }
-
- si.upper_bound_p = Cp;
- si.upper_bound_n = Cn;
-
- svm.info("\noptimization finished, #iter = "+iter+"\n");
- }
-
- // return 1 if already optimal, return 0 otherwise
- int select_working_set(int[] working_set)
- {
- // return i,j such that
- // i: maximizes -y_i * grad(f)_i, i in I_up(\alpha)
- // j: mimimizes the decrease of obj value
- // (if quadratic coefficeint <= 0, replace it with tau)
- // -y_j*grad(f)_j < -y_i*grad(f)_i, j in I_low(\alpha)
-
- double Gmax = -INF;
- double Gmax2 = -INF;
- int Gmax_idx = -1;
- int Gmin_idx = -1;
- double obj_diff_min = INF;
-
- for(int t=0;t<active_size;t++)
- if(y[t]==+1)
- {
- if(!is_upper_bound(t))
- if(-G[t] >= Gmax)
- {
- Gmax = -G[t];
- Gmax_idx = t;
- }
- }
- else
- {
- if(!is_lower_bound(t))
- if(G[t] >= Gmax)
- {
- Gmax = G[t];
- Gmax_idx = t;
- }
- }
-
- int i = Gmax_idx;
- float[] Q_i = null;
- if(i != -1) // null Q_i not accessed: Gmax=-INF if i=-1
- Q_i = Q.get_Q(i,active_size);
-
- for(int j=0;j<active_size;j++)
- {
- if(y[j]==+1)
- {
- if (!is_lower_bound(j))
- {
- double grad_diff=Gmax+G[j];
- if (G[j] >= Gmax2)
- Gmax2 = G[j];
- if (grad_diff > 0)
- {
- double obj_diff;
- double quad_coef = QD[i]+QD[j]-2.0*y[i]*Q_i[j];
- if (quad_coef > 0)
- obj_diff = -(grad_diff*grad_diff)/quad_coef;
- else
- obj_diff = -(grad_diff*grad_diff)/1e-12;
-
- if (obj_diff <= obj_diff_min)
- {
- Gmin_idx=j;
- obj_diff_min = obj_diff;
- }
- }
- }
- }
- else
- {
- if (!is_upper_bound(j))
- {
- double grad_diff= Gmax-G[j];
- if (-G[j] >= Gmax2)
- Gmax2 = -G[j];
- if (grad_diff > 0)
- {
- double obj_diff;
- double quad_coef = QD[i]+QD[j]+2.0*y[i]*Q_i[j];
- if (quad_coef > 0)
- obj_diff = -(grad_diff*grad_diff)/quad_coef;
- else
- obj_diff = -(grad_diff*grad_diff)/1e-12;
-
- if (obj_diff <= obj_diff_min)
- {
- Gmin_idx=j;
- obj_diff_min = obj_diff;
- }
- }
- }
- }
- }
-
- if(Gmax+Gmax2 < eps || Gmin_idx == -1)
- return 1;
-
- working_set[0] = Gmax_idx;
- working_set[1] = Gmin_idx;
- return 0;
- }
-
- private boolean be_shrunk(int i, double Gmax1, double Gmax2)
- {
- if(is_upper_bound(i))
- {
- if(y[i]==+1)
- return(-G[i] > Gmax1);
- else
- return(-G[i] > Gmax2);
- }
- else if(is_lower_bound(i))
- {
- if(y[i]==+1)
- return(G[i] > Gmax2);
- else
- return(G[i] > Gmax1);
- }
- else
- return(false);
- }
-
- void do_shrinking()
- {
- int i;
- double Gmax1 = -INF; // max { -y_i * grad(f)_i | i in I_up(\alpha) }
- double Gmax2 = -INF; // max { y_i * grad(f)_i | i in I_low(\alpha) }
-
- // find maximal violating pair first
- for(i=0;i<active_size;i++)
- {
- if(y[i]==+1)
- {
- if(!is_upper_bound(i))
- {
- if(-G[i] >= Gmax1)
- Gmax1 = -G[i];
- }
- if(!is_lower_bound(i))
- {
- if(G[i] >= Gmax2)
- Gmax2 = G[i];
- }
- }
- else
- {
- if(!is_upper_bound(i))
- {
- if(-G[i] >= Gmax2)
- Gmax2 = -G[i];
- }
- if(!is_lower_bound(i))
- {
- if(G[i] >= Gmax1)
- Gmax1 = G[i];
- }
- }
- }
-
- if(unshrink == false && Gmax1 + Gmax2 <= eps*10)
- {
- unshrink = true;
- reconstruct_gradient();
- active_size = l;
- }
-
- for(i=0;i<active_size;i++)
- if (be_shrunk(i, Gmax1, Gmax2))
- {
- active_size--;
- while (active_size > i)
- {
- if (!be_shrunk(active_size, Gmax1, Gmax2))
- {
- swap_index(i,active_size);
- break;
- }
- active_size--;
- }
- }
- }
-
- double calculate_rho()
- {
- double r;
- int nr_free = 0;
- double ub = INF, lb = -INF, sum_free = 0;
- for(int i=0;i<active_size;i++)
- {
- double yG = y[i]*G[i];
-
- if(is_lower_bound(i))
- {
- if(y[i] > 0)
- ub = Math.min(ub,yG);
- else
- lb = Math.max(lb,yG);
- }
- else if(is_upper_bound(i))
- {
- if(y[i] < 0)
- ub = Math.min(ub,yG);
- else
- lb = Math.max(lb,yG);
- }
- else
- {
- ++nr_free;
- sum_free += yG;
- }
- }
-
- if(nr_free>0)
- r = sum_free/nr_free;
- else
- r = (ub+lb)/2;
-
- return r;
- }
-
- }
-
- //
- // Solver for nu-svm classification and regression
- //
- // additional constraint: e^T \alpha = constant
- //
- final class Solver_NU extends Solver
- {
- private SolutionInfo si;
-
- void Solve(int l, QMatrix Q, double[] p, byte[] y,
- double[] alpha, double Cp, double Cn, double eps,
- SolutionInfo si, int shrinking)
- {
- this.si = si;
- super.Solve(l,Q,p,y,alpha,Cp,Cn,eps,si,shrinking);
- }
-
- // return 1 if already optimal, return 0 otherwise
- int select_working_set(int[] working_set)
- {
- // return i,j such that y_i = y_j and
- // i: maximizes -y_i * grad(f)_i, i in I_up(\alpha)
- // j: minimizes the decrease of obj value
- // (if quadratic coefficeint <= 0, replace it with tau)
- // -y_j*grad(f)_j < -y_i*grad(f)_i, j in I_low(\alpha)
-
- double Gmaxp = -INF;
- double Gmaxp2 = -INF;
- int Gmaxp_idx = -1;
-
- double Gmaxn = -INF;
- double Gmaxn2 = -INF;
- int Gmaxn_idx = -1;
-
- int Gmin_idx = -1;
- double obj_diff_min = INF;
-
- for(int t=0;t<active_size;t++)
- if(y[t]==+1)
- {
- if(!is_upper_bound(t))
- if(-G[t] >= Gmaxp)
- {
- Gmaxp = -G[t];
- Gmaxp_idx = t;
- }
- }
- else
- {
- if(!is_lower_bound(t))
- if(G[t] >= Gmaxn)
- {
- Gmaxn = G[t];
- Gmaxn_idx = t;
- }
- }
-
- int ip = Gmaxp_idx;
- int in = Gmaxn_idx;
- float[] Q_ip = null;
- float[] Q_in = null;
- if(ip != -1) // null Q_ip not accessed: Gmaxp=-INF if ip=-1
- Q_ip = Q.get_Q(ip,active_size);
- if(in != -1)
- Q_in = Q.get_Q(in,active_size);
-
- for(int j=0;j<active_size;j++)
- {
- if(y[j]==+1)
- {
- if (!is_lower_bound(j))
- {
- double grad_diff=Gmaxp+G[j];
- if (G[j] >= Gmaxp2)
- Gmaxp2 = G[j];
- if (grad_diff > 0)
- {
- double obj_diff;
- double quad_coef = QD[ip]+QD[j]-2*Q_ip[j];
- if (quad_coef > 0)
- obj_diff = -(grad_diff*grad_diff)/quad_coef;
- else
- obj_diff = -(grad_diff*grad_diff)/1e-12;
-
- if (obj_diff <= obj_diff_min)
- {
- Gmin_idx=j;
- obj_diff_min = obj_diff;
- }
- }
- }
- }
- else
- {
- if (!is_upper_bound(j))
- {
- double grad_diff=Gmaxn-G[j];
- if (-G[j] >= Gmaxn2)
- Gmaxn2 = -G[j];
- if (grad_diff > 0)
- {
- double obj_diff;
- double quad_coef = QD[in]+QD[j]-2*Q_in[j];
- if (quad_coef > 0)
- obj_diff = -(grad_diff*grad_diff)/quad_coef;
- else
- obj_diff = -(grad_diff*grad_diff)/1e-12;
-
- if (obj_diff <= obj_diff_min)
- {
- Gmin_idx=j;
- obj_diff_min = obj_diff;
- }
- }
- }
- }
- }
-
- if(Math.max(Gmaxp+Gmaxp2,Gmaxn+Gmaxn2) < eps || Gmin_idx == -1)
- return 1;
-
- if(y[Gmin_idx] == +1)
- working_set[0] = Gmaxp_idx;
- else
- working_set[0] = Gmaxn_idx;
- working_set[1] = Gmin_idx;
-
- return 0;
- }
-
- private boolean be_shrunk(int i, double Gmax1, double Gmax2, double Gmax3, double Gmax4)
- {
- if(is_upper_bound(i))
- {
- if(y[i]==+1)
- return(-G[i] > Gmax1);
- else
- return(-G[i] > Gmax4);
- }
- else if(is_lower_bound(i))
- {
- if(y[i]==+1)
- return(G[i] > Gmax2);
- else
- return(G[i] > Gmax3);
- }
- else
- return(false);
- }
-
- void do_shrinking()
- {
- double Gmax1 = -INF; // max { -y_i * grad(f)_i | y_i = +1, i in I_up(\alpha) }
- double Gmax2 = -INF; // max { y_i * grad(f)_i | y_i = +1, i in I_low(\alpha) }
- double Gmax3 = -INF; // max { -y_i * grad(f)_i | y_i = -1, i in I_up(\alpha) }
- double Gmax4 = -INF; // max { y_i * grad(f)_i | y_i = -1, i in I_low(\alpha) }
-
- // find maximal violating pair first
- int i;
- for(i=0;i<active_size;i++)
- {
- if(!is_upper_bound(i))
- {
- if(y[i]==+1)
- {
- if(-G[i] > Gmax1) Gmax1 = -G[i];
- }
- else if(-G[i] > Gmax4) Gmax4 = -G[i];
- }
- if(!is_lower_bound(i))
- {
- if(y[i]==+1)
- {
- if(G[i] > Gmax2) Gmax2 = G[i];
- }
- else if(G[i] > Gmax3) Gmax3 = G[i];
- }
- }
-
- if(unshrink == false && Math.max(Gmax1+Gmax2,Gmax3+Gmax4) <= eps*10)
- {
- unshrink = true;
- reconstruct_gradient();
- active_size = l;
- }
-
- for(i=0;i<active_size;i++)
- if (be_shrunk(i, Gmax1, Gmax2, Gmax3, Gmax4))
- {
- active_size--;
- while (active_size > i)
- {
- if (!be_shrunk(active_size, Gmax1, Gmax2, Gmax3, Gmax4))
- {
- swap_index(i,active_size);
- break;
- }
- active_size--;
- }
- }
- }
-
- double calculate_rho()
- {
- int nr_free1 = 0,nr_free2 = 0;
- double ub1 = INF, ub2 = INF;
- double lb1 = -INF, lb2 = -INF;
- double sum_free1 = 0, sum_free2 = 0;
-
- for(int i=0;i<active_size;i++)
- {
- if(y[i]==+1)
- {
- if(is_lower_bound(i))
- ub1 = Math.min(ub1,G[i]);
- else if(is_upper_bound(i))
- lb1 = Math.max(lb1,G[i]);
- else
- {
- ++nr_free1;
- sum_free1 += G[i];
- }
- }
- else
- {
- if(is_lower_bound(i))
- ub2 = Math.min(ub2,G[i]);
- else if(is_upper_bound(i))
- lb2 = Math.max(lb2,G[i]);
- else
- {
- ++nr_free2;
- sum_free2 += G[i];
- }
- }
- }
-
- double r1,r2;
- if(nr_free1 > 0)
- r1 = sum_free1/nr_free1;
- else
- r1 = (ub1+lb1)/2;
-
- if(nr_free2 > 0)
- r2 = sum_free2/nr_free2;
- else
- r2 = (ub2+lb2)/2;
-
- si.r = (r1+r2)/2;
- return (r1-r2)/2;
- }
- }
-
- //
- // Q matrices for various formulations
- //
- class SVC_Q extends Kernel
- {
- private final byte[] y;
- private final Cache cache;
- private final double[] QD;
-
- SVC_Q(svm_problem prob, svm_parameter param, byte[] y_)
- {
- super(prob.l, prob.x, param);
- y = (byte[])y_.clone();
- cache = new Cache(prob.l,(long)(param.cache_size*(1<<20)));
- QD = new double[prob.l];
- for(int i=0;i<prob.l;i++)
- QD[i] = kernel_function(i,i);
- }
-
- float[] get_Q(int i, int len)
- {
- float[][] data = new float[1][];
- int start, j;
- if((start = cache.get_data(i,data,len)) < len)
- {
- for(j=start;j<len;j++)
- data[0][j] = (float)(y[i]*y[j]*kernel_function(i,j));
- }
- return data[0];
- }
-
- double[] get_QD()
- {
- return QD;
- }
-
- void swap_index(int i, int j)
- {
- cache.swap_index(i,j);
- super.swap_index(i,j);
- do {byte tmp=y[i]; y[i]=y[j]; y[j]=tmp;} while(false);
- do {double tmp=QD[i]; QD[i]=QD[j]; QD[j]=tmp;} while(false);
- }
- }
-
- class ONE_CLASS_Q extends Kernel
- {
- private final Cache cache;
- private final double[] QD;
-
- ONE_CLASS_Q(svm_problem prob, svm_parameter param)
- {
- super(prob.l, prob.x, param);
- cache = new Cache(prob.l,(long)(param.cache_size*(1<<20)));
- QD = new double[prob.l];
- for(int i=0;i<prob.l;i++)
- QD[i] = kernel_function(i,i);
- }
-
- float[] get_Q(int i, int len)
- {
- float[][] data = new float[1][];
- int start, j;
- if((start = cache.get_data(i,data,len)) < len)
- {
- for(j=start;j<len;j++)
- data[0][j] = (float)kernel_function(i,j);
- }
- return data[0];
- }
-
- double[] get_QD()
- {
- return QD;
- }
-
- void swap_index(int i, int j)
- {
- cache.swap_index(i,j);
- super.swap_index(i,j);
- do {double tmp=QD[i]; QD[i]=QD[j]; QD[j]=tmp;} while(false);
- }
- }
-
- class SVR_Q extends Kernel
- {
- private final int l;
- private final Cache cache;
- private final byte[] sign;
- private final int[] index;
- private int next_buffer;
- private float[][] buffer;
- private final double[] QD;
-
- SVR_Q(svm_problem prob, svm_parameter param)
- {
- super(prob.l, prob.x, param);
- l = prob.l;
- cache = new Cache(l,(long)(param.cache_size*(1<<20)));
- QD = new double[2*l];
- sign = new byte[2*l];
- index = new int[2*l];
- for(int k=0;k<l;k++)
- {
- sign[k] = 1;
- sign[k+l] = -1;
- index[k] = k;
- index[k+l] = k;
- QD[k] = kernel_function(k,k);
- QD[k+l] = QD[k];
- }
- buffer = new float[2][2*l];
- next_buffer = 0;
- }
-
- void swap_index(int i, int j)
- {
- do {byte tmp=sign[i]; sign[i]=sign[j]; sign[j]=tmp;} while(false);
- do {int tmp=index[i]; index[i]=index[j]; index[j]=tmp;} while(false);
- do {double tmp=QD[i]; QD[i]=QD[j]; QD[j]=tmp;} while(false);
- }
-
- float[] get_Q(int i, int len)
- {
- float[][] data = new float[1][];
- int j, real_i = index[i];
- if(cache.get_data(real_i,data,l) < l)
- {
- for(j=0;j<l;j++)
- data[0][j] = (float)kernel_function(real_i,j);
- }
-
- // reorder and copy
- float buf[] = buffer[next_buffer];
- next_buffer = 1 - next_buffer;
- byte si = sign[i];
- for(j=0;j<len;j++)
- buf[j] = (float) si * sign[j] * data[0][index[j]];
- return buf;
- }
-
- double[] get_QD()
- {
- return QD;
- }
- }
-
- public class svm {
- //
- // construct and solve various formulations
- //
- public static final int LIBSVM_VERSION=322;
- public static final Random rand = new Random();
-
- private static svm_print_interface svm_print_stdout = new svm_print_interface()
- {
- public void print(String s)
- {
- System.out.print(s);
- System.out.flush();
- }
- };
-
- private static svm_print_interface svm_print_string = svm_print_stdout;
-
- static void info(String s)
- {
- svm_print_string.print(s);
- }
-
- private static void solve_c_svc(svm_problem prob, svm_parameter param,
- double[] alpha, Solver.SolutionInfo si,
- double Cp, double Cn)
- {
- int l = prob.l;
- double[] minus_ones = new double[l];
- byte[] y = new byte[l];
-
- int i;
-
- for(i=0;i<l;i++)
- {
- alpha[i] = 0;
- minus_ones[i] = -1;
- if(prob.y[i] > 0) y[i] = +1; else y[i] = -1;
- }
-
- Solver s = new Solver();
- s.Solve(l, new SVC_Q(prob,param,y), minus_ones, y,
- alpha, Cp, Cn, param.eps, si, param.shrinking);
-
- double sum_alpha=0;
- for(i=0;i<l;i++)
- sum_alpha += alpha[i];
-
- if (Cp==Cn)
- svm.info("nu = "+sum_alpha/(Cp*prob.l)+"\n");
-
- for(i=0;i<l;i++)
- alpha[i] *= y[i];
- }
-
- private static void solve_nu_svc(svm_problem prob, svm_parameter param,
- double[] alpha, Solver.SolutionInfo si)
- {
- int i;
- int l = prob.l;
- double nu = param.nu;
-
- byte[] y = new byte[l];
-
- for(i=0;i<l;i++)
- if(prob.y[i]>0)
- y[i] = +1;
- else
- y[i] = -1;
-
- double sum_pos = nu*l/2;
- double sum_neg = nu*l/2;
-
- for(i=0;i<l;i++)
- if(y[i] == +1)
- {
- alpha[i] = Math.min(1.0,sum_pos);
- sum_pos -= alpha[i];
- }
- else
- {
- alpha[i] = Math.min(1.0,sum_neg);
- sum_neg -= alpha[i];
- }
-
- double[] zeros = new double[l];
-
- for(i=0;i<l;i++)
- zeros[i] = 0;
-
- Solver_NU s = new Solver_NU();
- s.Solve(l, new SVC_Q(prob,param,y), zeros, y,
- alpha, 1.0, 1.0, param.eps, si, param.shrinking);
- double r = si.r;
-
- svm.info("C = "+1/r+"\n");
-
- for(i=0;i<l;i++)
- alpha[i] *= y[i]/r;
-
- si.rho /= r;
- si.obj /= (r*r);
- si.upper_bound_p = 1/r;
- si.upper_bound_n = 1/r;
- }
-
- private static void solve_one_class(svm_problem prob, svm_parameter param,
- double[] alpha, Solver.SolutionInfo si)
- {
- int l = prob.l;
- double[] zeros = new double[l];
- byte[] ones = new byte[l];
- int i;
-
- int n = (int)(param.nu*prob.l); // # of alpha's at upper bound
-
- for(i=0;i<n;i++)
- alpha[i] = 1;
- if(n<prob.l)
- alpha[n] = param.nu * prob.l - n;
- for(i=n+1;i<l;i++)
- alpha[i] = 0;
-
- for(i=0;i<l;i++)
- {
- zeros[i] = 0;
- ones[i] = 1;
- }
-
- Solver s = new Solver();
- s.Solve(l, new ONE_CLASS_Q(prob,param), zeros, ones,
- alpha, 1.0, 1.0, param.eps, si, param.shrinking);
- }
-
- private static void solve_epsilon_svr(svm_problem prob, svm_parameter param,
- double[] alpha, Solver.SolutionInfo si)
- {
- int l = prob.l;
- double[] alpha2 = new double[2*l];
- double[] linear_term = new double[2*l];
- byte[] y = new byte[2*l];
- int i;
-
- for(i=0;i<l;i++)
- {
- alpha2[i] = 0;
- linear_term[i] = param.p - prob.y[i];
- y[i] = 1;
-
- alpha2[i+l] = 0;
- linear_term[i+l] = param.p + prob.y[i];
- y[i+l] = -1;
- }
-
- Solver s = new Solver();
- s.Solve(2*l, new SVR_Q(prob,param), linear_term, y,
- alpha2, param.C, param.C, param.eps, si, param.shrinking);
-
- double sum_alpha = 0;
- for(i=0;i<l;i++)
- {
- alpha[i] = alpha2[i] - alpha2[i+l];
- sum_alpha += Math.abs(alpha[i]);
- }
- svm.info("nu = "+sum_alpha/(param.C*l)+"\n");
- }
-
- private static void solve_nu_svr(svm_problem prob, svm_parameter param,
- double[] alpha, Solver.SolutionInfo si)
- {
- int l = prob.l;
- double C = param.C;
- double[] alpha2 = new double[2*l];
- double[] linear_term = new double[2*l];
- byte[] y = new byte[2*l];
- int i;
-
- double sum = C * param.nu * l / 2;
- for(i=0;i<l;i++)
- {
- alpha2[i] = alpha2[i+l] = Math.min(sum,C);
- sum -= alpha2[i];
-
- linear_term[i] = - prob.y[i];
- y[i] = 1;
-
- linear_term[i+l] = prob.y[i];
- y[i+l] = -1;
- }
-
- Solver_NU s = new Solver_NU();
- s.Solve(2*l, new SVR_Q(prob,param), linear_term, y,
- alpha2, C, C, param.eps, si, param.shrinking);
-
- svm.info("epsilon = "+(-si.r)+"\n");
-
- for(i=0;i<l;i++)
- alpha[i] = alpha2[i] - alpha2[i+l];
- }
-
- //
- // decision_function
- //
- static class decision_function
- {
- double[] alpha;
- double rho;
- };
-
- static decision_function svm_train_one(
- svm_problem prob, svm_parameter param,
- double Cp, double Cn)
- {
- double[] alpha = new double[prob.l];
- Solver.SolutionInfo si = new Solver.SolutionInfo();
- switch(param.svm_type)
- {
- case svm_parameter.C_SVC:
- solve_c_svc(prob,param,alpha,si,Cp,Cn);
- break;
- case svm_parameter.NU_SVC:
- solve_nu_svc(prob,param,alpha,si);
- break;
- case svm_parameter.ONE_CLASS:
- solve_one_class(prob,param,alpha,si);
- break;
- case svm_parameter.EPSILON_SVR:
- solve_epsilon_svr(prob,param,alpha,si);
- break;
- case svm_parameter.NU_SVR:
- solve_nu_svr(prob,param,alpha,si);
- break;
- }
-
- svm.info("obj = "+si.obj+", rho = "+si.rho+"\n");
-
- // output SVs
-
- int nSV = 0;
- int nBSV = 0;
- for(int i=0;i<prob.l;i++)
- {
- if(Math.abs(alpha[i]) > 0)
- {
- ++nSV;
- if(prob.y[i] > 0)
- {
- if(Math.abs(alpha[i]) >= si.upper_bound_p)
- ++nBSV;
- }
- else
- {
- if(Math.abs(alpha[i]) >= si.upper_bound_n)
- ++nBSV;
- }
- }
- }
-
- svm.info("nSV = "+nSV+", nBSV = "+nBSV+"\n");
-
- decision_function f = new decision_function();
- f.alpha = alpha;
- f.rho = si.rho;
- return f;
- }
-
- // Platt's binary SVM Probablistic Output: an improvement from Lin et al.
- private static void sigmoid_train(int l, double[] dec_values, double[] labels,
- double[] probAB)
- {
- double A, B;
- double prior1=0, prior0 = 0;
- int i;
-
- for (i=0;i<l;i++)
- if (labels[i] > 0) prior1+=1;
- else prior0+=1;
-
- int max_iter=100; // Maximal number of iterations
- double min_step=1e-10; // Minimal step taken in line search
- double sigma=1e-12; // For numerically strict PD of Hessian
- double eps=1e-5;
- double hiTarget=(prior1+1.0)/(prior1+2.0);
- double loTarget=1/(prior0+2.0);
- double[] t= new double[l];
- double fApB,p,q,h11,h22,h21,g1,g2,det,dA,dB,gd,stepsize;
- double newA,newB,newf,d1,d2;
- int iter;
-
- // Initial Point and Initial Fun Value
- A=0.0; B=Math.log((prior0+1.0)/(prior1+1.0));
- double fval = 0.0;
-
- for (i=0;i<l;i++)
- {
- if (labels[i]>0) t[i]=hiTarget;
- else t[i]=loTarget;
- fApB = dec_values[i]*A+B;
- if (fApB>=0)
- fval += t[i]*fApB + Math.log(1+Math.exp(-fApB));
- else
- fval += (t[i] - 1)*fApB +Math.log(1+Math.exp(fApB));
- }
- for (iter=0;iter<max_iter;iter++)
- {
- // Update Gradient and Hessian (use H' = H + sigma I)
- h11=sigma; // numerically ensures strict PD
- h22=sigma;
- h21=0.0;g1=0.0;g2=0.0;
- for (i=0;i<l;i++)
- {
- fApB = dec_values[i]*A+B;
- if (fApB >= 0)
- {
- p=Math.exp(-fApB)/(1.0+Math.exp(-fApB));
- q=1.0/(1.0+Math.exp(-fApB));
- }
- else
- {
- p=1.0/(1.0+Math.exp(fApB));
- q=Math.exp(fApB)/(1.0+Math.exp(fApB));
- }
- d2=p*q;
- h11+=dec_values[i]*dec_values[i]*d2;
- h22+=d2;
- h21+=dec_values[i]*d2;
- d1=t[i]-p;
- g1+=dec_values[i]*d1;
- g2+=d1;
- }
-
- // Stopping Criteria
- if (Math.abs(g1)<eps && Math.abs(g2)<eps)
- break;
-
- // Finding Newton direction: -inv(H') * g
- det=h11*h22-h21*h21;
- dA=-(h22*g1 - h21 * g2) / det;
- dB=-(-h21*g1+ h11 * g2) / det;
- gd=g1*dA+g2*dB;
-
-
- stepsize = 1; // Line Search
- while (stepsize >= min_step)
- {
- newA = A + stepsize * dA;
- newB = B + stepsize * dB;
-
- // New function value
- newf = 0.0;
- for (i=0;i<l;i++)
- {
- fApB = dec_values[i]*newA+newB;
- if (fApB >= 0)
- newf += t[i]*fApB + Math.log(1+Math.exp(-fApB));
- else
- newf += (t[i] - 1)*fApB +Math.log(1+Math.exp(fApB));
- }
- // Check sufficient decrease
- if (newf<fval+0.0001*stepsize*gd)
- {
- A=newA;B=newB;fval=newf;
- break;
- }
- else
- stepsize = stepsize / 2.0;
- }
-
- if (stepsize < min_step)
- {
- svm.info("Line search fails in two-class probability estimates\n");
- break;
- }
- }
-
- if (iter>=max_iter)
- svm.info("Reaching maximal iterations in two-class probability estimates\n");
- probAB[0]=A;probAB[1]=B;
- }
-
- private static double sigmoid_predict(double decision_value, double A, double B)
- {
- double fApB = decision_value*A+B;
- if (fApB >= 0)
- return Math.exp(-fApB)/(1.0+Math.exp(-fApB));
- else
- return 1.0/(1+Math.exp(fApB)) ;
- }
-
- // Method 2 from the multiclass_prob paper by Wu, Lin, and Weng
- private static void multiclass_probability(int k, double[][] r, double[] p)
- {
- int t,j;
- int iter = 0, max_iter=Math.max(100,k);
- double[][] Q=new double[k][k];
- double[] Qp=new double[k];
- double pQp, eps=0.005/k;
-
- for (t=0;t<k;t++)
- {
- p[t]=1.0/k; // Valid if k = 1
- Q[t][t]=0;
- for (j=0;j<t;j++)
- {
- Q[t][t]+=r[j][t]*r[j][t];
- Q[t][j]=Q[j][t];
- }
- for (j=t+1;j<k;j++)
- {
- Q[t][t]+=r[j][t]*r[j][t];
- Q[t][j]=-r[j][t]*r[t][j];
- }
- }
- for (iter=0;iter<max_iter;iter++)
- {
- // stopping condition, recalculate QP,pQP for numerical accuracy
- pQp=0;
- for (t=0;t<k;t++)
- {
- Qp[t]=0;
- for (j=0;j<k;j++)
- Qp[t]+=Q[t][j]*p[j];
- pQp+=p[t]*Qp[t];
- }
- double max_error=0;
- for (t=0;t<k;t++)
- {
- double error=Math.abs(Qp[t]-pQp);
- if (error>max_error)
- max_error=error;
- }
- if (max_error<eps) break;
-
- for (t=0;t<k;t++)
- {
- double diff=(-Qp[t]+pQp)/Q[t][t];
- p[t]+=diff;
- pQp=(pQp+diff*(diff*Q[t][t]+2*Qp[t]))/(1+diff)/(1+diff);
- for (j=0;j<k;j++)
- {
- Qp[j]=(Qp[j]+diff*Q[t][j])/(1+diff);
- p[j]/=(1+diff);
- }
- }
- }
- if (iter>=max_iter)
- svm.info("Exceeds max_iter in multiclass_prob\n");
- }
-
- // Cross-validation decision values for probability estimates
- private static void svm_binary_svc_probability(svm_problem prob, svm_parameter param, double Cp, double Cn, double[] probAB)
- {
- int i;
- int nr_fold = 5;
- int[] perm = new int[prob.l];
- double[] dec_values = new double[prob.l];
-
- // random shuffle
- for(i=0;i<prob.l;i++) perm[i]=i;
- for(i=0;i<prob.l;i++)
- {
- int j = i+rand.nextInt(prob.l-i);
- do {int tmp=perm[i]; perm[i]=perm[j]; perm[j]=tmp;} while(false);
- }
- for(i=0;i<nr_fold;i++)
- {
- int begin = i*prob.l/nr_fold;
- int end = (i+1)*prob.l/nr_fold;
- int j,k;
- svm_problem subprob = new svm_problem();
-
- subprob.l = prob.l-(end-begin);
- subprob.x = new svm_node[subprob.l][];
- subprob.y = new double[subprob.l];
-
- k=0;
- for(j=0;j<begin;j++)
- {
- subprob.x[k] = prob.x[perm[j]];
- subprob.y[k] = prob.y[perm[j]];
- ++k;
- }
- for(j=end;j<prob.l;j++)
- {
- subprob.x[k] = prob.x[perm[j]];
- subprob.y[k] = prob.y[perm[j]];
- ++k;
- }
- int p_count=0,n_count=0;
- for(j=0;j<k;j++)
- if(subprob.y[j]>0)
- p_count++;
- else
- n_count++;
-
- if(p_count==0 && n_count==0)
- for(j=begin;j<end;j++)
- dec_values[perm[j]] = 0;
- else if(p_count > 0 && n_count == 0)
- for(j=begin;j<end;j++)
- dec_values[perm[j]] = 1;
- else if(p_count == 0 && n_count > 0)
- for(j=begin;j<end;j++)
- dec_values[perm[j]] = -1;
- else
- {
- svm_parameter subparam = (svm_parameter)param.clone();
- subparam.probability=0;
- subparam.C=1.0;
- subparam.nr_weight=2;
- subparam.weight_label = new int[2];
- subparam.weight = new double[2];
- subparam.weight_label[0]=+1;
- subparam.weight_label[1]=-1;
- subparam.weight[0]=Cp;
- subparam.weight[1]=Cn;
- svm_model submodel = svm_train(subprob,subparam);
- for(j=begin;j<end;j++)
- {
- double[] dec_value=new double[1];
- svm_predict_values(submodel,prob.x[perm[j]],dec_value);
- dec_values[perm[j]]=dec_value[0];
- // ensure +1 -1 order; reason not using CV subroutine
- dec_values[perm[j]] *= submodel.label[0];
- }
- }
- }
- sigmoid_train(prob.l,dec_values,prob.y,probAB);
- }
-
- // Return parameter of a Laplace distribution
- private static double svm_svr_probability(svm_problem prob, svm_parameter param)
- {
- int i;
- int nr_fold = 5;
- double[] ymv = new double[prob.l];
- double mae = 0;
-
- svm_parameter newparam = (svm_parameter)param.clone();
- newparam.probability = 0;
- svm_cross_validation(prob,newparam,nr_fold,ymv);
- for(i=0;i<prob.l;i++)
- {
- ymv[i]=prob.y[i]-ymv[i];
- mae += Math.abs(ymv[i]);
- }
- mae /= prob.l;
- double std=Math.sqrt(2*mae*mae);
- int count=0;
- mae=0;
- for(i=0;i<prob.l;i++)
- if (Math.abs(ymv[i]) > 5*std)
- count=count+1;
- else
- mae+=Math.abs(ymv[i]);
- mae /= (prob.l-count);
- svm.info("Prob. model for test data: target value = predicted value + z,\nz: Laplace distribution e^(-|z|/sigma)/(2sigma),sigma="+mae+"\n");
- return mae;
- }
-
- // label: label name, start: begin of each class, count: #data of classes, perm: indices to the original data
- // perm, length l, must be allocated before calling this subroutine
- private static void svm_group_classes(svm_problem prob, int[] nr_class_ret, int[][] label_ret, int[][] start_ret, int[][] count_ret, int[] perm)
- {
- int l = prob.l;
- int max_nr_class = 16;
- int nr_class = 0;
- int[] label = new int[max_nr_class];
- int[] count = new int[max_nr_class];
- int[] data_label = new int[l];
- int i;
-
- for(i=0;i<l;i++)
- {
- int this_label = (int)(prob.y[i]);
- int j;
- for(j=0;j<nr_class;j++)
- {
- if(this_label == label[j])
- {
- ++count[j];
- break;
- }
- }
- data_label[i] = j;
- if(j == nr_class)
- {
- if(nr_class == max_nr_class)
- {
- max_nr_class *= 2;
- int[] new_data = new int[max_nr_class];
- System.arraycopy(label,0,new_data,0,label.length);
- label = new_data;
- new_data = new int[max_nr_class];
- System.arraycopy(count,0,new_data,0,count.length);
- count = new_data;
- }
- label[nr_class] = this_label;
- count[nr_class] = 1;
- ++nr_class;
- }
- }
-
- //
- // Labels are ordered by their first occurrence in the training set.
- // However, for two-class sets with -1/+1 labels and -1 appears first,
- // we swap labels to ensure that internally the binary SVM has positive data corresponding to the +1 instances.
- //
- if (nr_class == 2 && label[0] == -1 && label[1] == +1)
- {
- do {int tmp=label[0]; label[0]=label[1]; label[1]=tmp;} while(false);
- do {int tmp=count[0]; count[0]=count[1]; count[1]=tmp;} while(false);
- for(i=0;i<l;i++)
- {
- if(data_label[i] == 0)
- data_label[i] = 1;
- else
- data_label[i] = 0;
- }
- }
-
- int[] start = new int[nr_class];
- start[0] = 0;
- for(i=1;i<nr_class;i++)
- start[i] = start[i-1]+count[i-1];
- for(i=0;i<l;i++)
- {
- perm[start[data_label[i]]] = i;
- ++start[data_label[i]];
- }
- start[0] = 0;
- for(i=1;i<nr_class;i++)
- start[i] = start[i-1]+count[i-1];
-
- nr_class_ret[0] = nr_class;
- label_ret[0] = label;
- start_ret[0] = start;
- count_ret[0] = count;
- }
-
- //
- // Interface functions
- //
- public static svm_model svm_train(svm_problem prob, svm_parameter param)
- {
- svm_model model = new svm_model();
- model.param = param;
-
- if(param.svm_type == svm_parameter.ONE_CLASS ||
- param.svm_type == svm_parameter.EPSILON_SVR ||
- param.svm_type == svm_parameter.NU_SVR)
- {
- // regression or one-class-svm
- model.nr_class = 2;
- model.label = null;
- model.nSV = null;
- model.probA = null; model.probB = null;
- model.sv_coef = new double[1][];
-
- if(param.probability == 1 &&
- (param.svm_type == svm_parameter.EPSILON_SVR ||
- param.svm_type == svm_parameter.NU_SVR))
- {
- model.probA = new double[1];
- model.probA[0] = svm_svr_probability(prob,param);
- }
-
- decision_function f = svm_train_one(prob,param,0,0);
- model.rho = new double[1];
- model.rho[0] = f.rho;
-
- int nSV = 0;
- int i;
- for(i=0;i<prob.l;i++)
- if(Math.abs(f.alpha[i]) > 0) ++nSV;
- model.l = nSV;
- model.SV = new svm_node[nSV][];
- model.sv_coef[0] = new double[nSV];
- model.sv_indices = new int[nSV];
- int j = 0;
- for(i=0;i<prob.l;i++)
- if(Math.abs(f.alpha[i]) > 0)
- {
- model.SV[j] = prob.x[i];
- model.sv_coef[0][j] = f.alpha[i];
- model.sv_indices[j] = i+1;
- ++j;
- }
- }
- else
- {
- // classification
- int l = prob.l;
- int[] tmp_nr_class = new int[1];
- int[][] tmp_label = new int[1][];
- int[][] tmp_start = new int[1][];
- int[][] tmp_count = new int[1][];
- int[] perm = new int[l];
-
- // group training data of the same class
- svm_group_classes(prob,tmp_nr_class,tmp_label,tmp_start,tmp_count,perm);
- int nr_class = tmp_nr_class[0];
- int[] label = tmp_label[0];
- int[] start = tmp_start[0];
- int[] count = tmp_count[0];
-
- if(nr_class == 1)
- svm.info("WARNING: training data in only one class. See README for details.\n");
-
- svm_node[][] x = new svm_node[l][];
- int i;
- for(i=0;i<l;i++)
- x[i] = prob.x[perm[i]];
-
- // calculate weighted C
-
- double[] weighted_C = new double[nr_class];
- for(i=0;i<nr_class;i++)
- weighted_C[i] = param.C;
- for(i=0;i<param.nr_weight;i++)
- {
- int j;
- for(j=0;j<nr_class;j++)
- if(param.weight_label[i] == label[j])
- break;
- if(j == nr_class)
- System.err.print("WARNING: class label "+param.weight_label[i]+" specified in weight is not found\n");
- else
- weighted_C[j] *= param.weight[i];
- }
-
- // train k*(k-1)/2 models
-
- boolean[] nonzero = new boolean[l];
- for(i=0;i<l;i++)
- nonzero[i] = false;
- decision_function[] f = new decision_function[nr_class*(nr_class-1)/2];
-
- double[] probA=null,probB=null;
- if (param.probability == 1)
- {
- probA=new double[nr_class*(nr_class-1)/2];
- probB=new double[nr_class*(nr_class-1)/2];
- }
-
- int p = 0;
- for(i=0;i<nr_class;i++)
- for(int j=i+1;j<nr_class;j++)
- {
- svm_problem sub_prob = new svm_problem();
- int si = start[i], sj = start[j];
- int ci = count[i], cj = count[j];
- sub_prob.l = ci+cj;
- sub_prob.x = new svm_node[sub_prob.l][];
- sub_prob.y = new double[sub_prob.l];
- int k;
- for(k=0;k<ci;k++)
- {
- sub_prob.x[k] = x[si+k];
- sub_prob.y[k] = +1;
- }
- for(k=0;k<cj;k++)
- {
- sub_prob.x[ci+k] = x[sj+k];
- sub_prob.y[ci+k] = -1;
- }
-
- if(param.probability == 1)
- {
- double[] probAB=new double[2];
- svm_binary_svc_probability(sub_prob,param,weighted_C[i],weighted_C[j],probAB);
- probA[p]=probAB[0];
- probB[p]=probAB[1];
- }
-
- f[p] = svm_train_one(sub_prob,param,weighted_C[i],weighted_C[j]);
- for(k=0;k<ci;k++)
- if(!nonzero[si+k] && Math.abs(f[p].alpha[k]) > 0)
- nonzero[si+k] = true;
- for(k=0;k<cj;k++)
- if(!nonzero[sj+k] && Math.abs(f[p].alpha[ci+k]) > 0)
- nonzero[sj+k] = true;
- ++p;
- }
-
- // build output
-
- model.nr_class = nr_class;
-
- model.label = new int[nr_class];
- for(i=0;i<nr_class;i++)
- model.label[i] = label[i];
-
- model.rho = new double[nr_class*(nr_class-1)/2];
- for(i=0;i<nr_class*(nr_class-1)/2;i++)
- model.rho[i] = f[i].rho;
-
- if(param.probability == 1)
- {
- model.probA = new double[nr_class*(nr_class-1)/2];
- model.probB = new double[nr_class*(nr_class-1)/2];
- for(i=0;i<nr_class*(nr_class-1)/2;i++)
- {
- model.probA[i] = probA[i];
- model.probB[i] = probB[i];
- }
- }
- else
- {
- model.probA=null;
- model.probB=null;
- }
-
- int nnz = 0;
- int[] nz_count = new int[nr_class];
- model.nSV = new int[nr_class];
- for(i=0;i<nr_class;i++)
- {
- int nSV = 0;
- for(int j=0;j<count[i];j++)
- if(nonzero[start[i]+j])
- {
- ++nSV;
- ++nnz;
- }
- model.nSV[i] = nSV;
- nz_count[i] = nSV;
- }
-
- svm.info("Total nSV = "+nnz+"\n");
-
- model.l = nnz;
- model.SV = new svm_node[nnz][];
- model.sv_indices = new int[nnz];
- p = 0;
- for(i=0;i<l;i++)
- if(nonzero[i])
- {
- model.SV[p] = x[i];
- model.sv_indices[p++] = perm[i] + 1;
- }
-
- int[] nz_start = new int[nr_class];
- nz_start[0] = 0;
- for(i=1;i<nr_class;i++)
- nz_start[i] = nz_start[i-1]+nz_count[i-1];
-
- model.sv_coef = new double[nr_class-1][];
- for(i=0;i<nr_class-1;i++)
- model.sv_coef[i] = new double[nnz];
-
- p = 0;
- for(i=0;i<nr_class;i++)
- for(int j=i+1;j<nr_class;j++)
- {
- // classifier (i,j): coefficients with
- // i are in sv_coef[j-1][nz_start[i]...],
- // j are in sv_coef[i][nz_start[j]...]
-
- int si = start[i];
- int sj = start[j];
- int ci = count[i];
- int cj = count[j];
-
- int q = nz_start[i];
- int k;
- for(k=0;k<ci;k++)
- if(nonzero[si+k])
- model.sv_coef[j-1][q++] = f[p].alpha[k];
- q = nz_start[j];
- for(k=0;k<cj;k++)
- if(nonzero[sj+k])
- model.sv_coef[i][q++] = f[p].alpha[ci+k];
- ++p;
- }
- }
- return model;
- }
-
- // Stratified cross validation
- public static void svm_cross_validation(svm_problem prob, svm_parameter param, int nr_fold, double[] target)
- {
- int i;
- int[] fold_start = new int[nr_fold+1];
- int l = prob.l;
- int[] perm = new int[l];
-
- // stratified cv may not give leave-one-out rate
- // Each class to l folds -> some folds may have zero elements
- if((param.svm_type == svm_parameter.C_SVC ||
- param.svm_type == svm_parameter.NU_SVC) && nr_fold < l)
- {
- int[] tmp_nr_class = new int[1];
- int[][] tmp_label = new int[1][];
- int[][] tmp_start = new int[1][];
- int[][] tmp_count = new int[1][];
-
- svm_group_classes(prob,tmp_nr_class,tmp_label,tmp_start,tmp_count,perm);
-
- int nr_class = tmp_nr_class[0];
- int[] start = tmp_start[0];
- int[] count = tmp_count[0];
-
- // random shuffle and then data grouped by fold using the array perm
- int[] fold_count = new int[nr_fold];
- int c;
- int[] index = new int[l];
- for(i=0;i<l;i++)
- index[i]=perm[i];
- for (c=0; c<nr_class; c++)
- for(i=0;i<count[c];i++)
- {
- int j = i+rand.nextInt(count[c]-i);
- do {int tmp=index[start[c]+j]; index[start[c]+j]=index[start[c]+i]; index[start[c]+i]=tmp;} while(false);
- }
- for(i=0;i<nr_fold;i++)
- {
- fold_count[i] = 0;
- for (c=0; c<nr_class;c++)
- fold_count[i]+=(i+1)*count[c]/nr_fold-i*count[c]/nr_fold;
- }
- fold_start[0]=0;
- for (i=1;i<=nr_fold;i++)
- fold_start[i] = fold_start[i-1]+fold_count[i-1];
- for (c=0; c<nr_class;c++)
- for(i=0;i<nr_fold;i++)
- {
- int begin = start[c]+i*count[c]/nr_fold;
- int end = start[c]+(i+1)*count[c]/nr_fold;
- for(int j=begin;j<end;j++)
- {
- perm[fold_start[i]] = index[j];
- fold_start[i]++;
- }
- }
- fold_start[0]=0;
- for (i=1;i<=nr_fold;i++)
- fold_start[i] = fold_start[i-1]+fold_count[i-1];
- }
- else
- {
- for(i=0;i<l;i++) perm[i]=i;
- for(i=0;i<l;i++)
- {
- int j = i+rand.nextInt(l-i);
- do {int tmp=perm[i]; perm[i]=perm[j]; perm[j]=tmp;} while(false);
- }
- for(i=0;i<=nr_fold;i++)
- fold_start[i]=i*l/nr_fold;
- }
-
- for(i=0;i<nr_fold;i++)
- {
- int begin = fold_start[i];
- int end = fold_start[i+1];
- int j,k;
- svm_problem subprob = new svm_problem();
-
- subprob.l = l-(end-begin);
- subprob.x = new svm_node[subprob.l][];
- subprob.y = new double[subprob.l];
-
- k=0;
- for(j=0;j<begin;j++)
- {
- subprob.x[k] = prob.x[perm[j]];
- subprob.y[k] = prob.y[perm[j]];
- ++k;
- }
- for(j=end;j<l;j++)
- {
- subprob.x[k] = prob.x[perm[j]];
- subprob.y[k] = prob.y[perm[j]];
- ++k;
- }
- svm_model submodel = svm_train(subprob,param);
- if(param.probability==1 &&
- (param.svm_type == svm_parameter.C_SVC ||
- param.svm_type == svm_parameter.NU_SVC))
- {
- double[] prob_estimates= new double[svm_get_nr_class(submodel)];
- for(j=begin;j<end;j++)
- target[perm[j]] = svm_predict_probability(submodel,prob.x[perm[j]],prob_estimates);
- }
- else
- for(j=begin;j<end;j++)
- target[perm[j]] = svm_predict(submodel,prob.x[perm[j]]);
- }
- }
-
- public static int svm_get_svm_type(svm_model model)
- {
- return model.param.svm_type;
- }
-
- public static int svm_get_nr_class(svm_model model)
- {
- return model.nr_class;
- }
-
- public static void svm_get_labels(svm_model model, int[] label)
- {
- if (model.label != null)
- for(int i=0;i<model.nr_class;i++)
- label[i] = model.label[i];
- }
-
- public static void svm_get_sv_indices(svm_model model, int[] indices)
- {
- if (model.sv_indices != null)
- for(int i=0;i<model.l;i++)
- indices[i] = model.sv_indices[i];
- }
-
- public static int svm_get_nr_sv(svm_model model)
- {
- return model.l;
- }
-
- public static double svm_get_svr_probability(svm_model model)
- {
- if ((model.param.svm_type == svm_parameter.EPSILON_SVR || model.param.svm_type == svm_parameter.NU_SVR) &&
- model.probA!=null)
- return model.probA[0];
- else
- {
- System.err.print("Model doesn't contain information for SVR probability inference\n");
- return 0;
- }
- }
-
- public static double svm_predict_values(svm_model model, svm_node[] x, double[] dec_values)
- {
- int i;
- if(model.param.svm_type == svm_parameter.ONE_CLASS ||
- model.param.svm_type == svm_parameter.EPSILON_SVR ||
- model.param.svm_type == svm_parameter.NU_SVR)
- {
- double[] sv_coef = model.sv_coef[0];
- double sum = 0;
- for(i=0;i<model.l;i++)
- sum += sv_coef[i] * Kernel.k_function(x,model.SV[i],model.param);
- sum -= model.rho[0];
- dec_values[0] = sum;
-
- if(model.param.svm_type == svm_parameter.ONE_CLASS)
- return (sum>0)?1:-1;
- else
- return sum;
- }
- else
- {
- int nr_class = model.nr_class;
- int l = model.l;
-
- double[] kvalue = new double[l];
- for(i=0;i<l;i++)
- kvalue[i] = Kernel.k_function(x,model.SV[i],model.param);
-
- int[] start = new int[nr_class];
- start[0] = 0;
- for(i=1;i<nr_class;i++)
- start[i] = start[i-1]+model.nSV[i-1];
-
- int[] vote = new int[nr_class];
- for(i=0;i<nr_class;i++)
- vote[i] = 0;
-
- int p=0;
- for(i=0;i<nr_class;i++)
- for(int j=i+1;j<nr_class;j++)
- {
- double sum = 0;
- int si = start[i];
- int sj = start[j];
- int ci = model.nSV[i];
- int cj = model.nSV[j];
-
- int k;
- double[] coef1 = model.sv_coef[j-1];
- double[] coef2 = model.sv_coef[i];
- for(k=0;k<ci;k++)
- sum += coef1[si+k] * kvalue[si+k];
- for(k=0;k<cj;k++)
- sum += coef2[sj+k] * kvalue[sj+k];
- sum -= model.rho[p];
- dec_values[p] = sum;
-
- if(dec_values[p] > 0)
- ++vote[i];
- else
- ++vote[j];
- p++;
- }
-
- int vote_max_idx = 0;
- for(i=1;i<nr_class;i++)
- if(vote[i] > vote[vote_max_idx])
- vote_max_idx = i;
-
- return model.label[vote_max_idx];
- }
- }
-
- public static double svm_predict(svm_model model, svm_node[] x)
- {
- int nr_class = model.nr_class;
- double[] dec_values;
- if(model.param.svm_type == svm_parameter.ONE_CLASS ||
- model.param.svm_type == svm_parameter.EPSILON_SVR ||
- model.param.svm_type == svm_parameter.NU_SVR)
- dec_values = new double[1];
- else
- dec_values = new double[nr_class*(nr_class-1)/2];
- double pred_result = svm_predict_values(model, x, dec_values);
- return pred_result;
- }
-
- public static double svm_predict_probability(svm_model model, svm_node[] x, double[] prob_estimates)
- {
- if ((model.param.svm_type == svm_parameter.C_SVC || model.param.svm_type == svm_parameter.NU_SVC) &&
- model.probA!=null && model.probB!=null)
- {
- int i;
- int nr_class = model.nr_class;
- double[] dec_values = new double[nr_class*(nr_class-1)/2];
- svm_predict_values(model, x, dec_values);
-
- double min_prob=1e-7;
- double[][] pairwise_prob=new double[nr_class][nr_class];
-
- int k=0;
- for(i=0;i<nr_class;i++)
- for(int j=i+1;j<nr_class;j++)
- {
- pairwise_prob[i][j]=Math.min(Math.max(sigmoid_predict(dec_values[k],model.probA[k],model.probB[k]),min_prob),1-min_prob);
- pairwise_prob[j][i]=1-pairwise_prob[i][j];
- k++;
- }
- if (nr_class == 2)
- {
- prob_estimates[0] = pairwise_prob[0][1];
- prob_estimates[1] = pairwise_prob[1][0];
- }
- else
- multiclass_probability(nr_class,pairwise_prob,prob_estimates);
-
- int prob_max_idx = 0;
- for(i=1;i<nr_class;i++)
- if(prob_estimates[i] > prob_estimates[prob_max_idx])
- prob_max_idx = i;
- return model.label[prob_max_idx];
- }
- else
- return svm_predict(model, x);
- }
-
- static final String svm_type_table[] =
- {
- "c_svc","nu_svc","one_class","epsilon_svr","nu_svr",
- };
-
- static final String kernel_type_table[]=
- {
- "linear","polynomial","rbf","sigmoid","precomputed"
- };
-
- public static void svm_save_model(String model_file_name, svm_model model) throws IOException
- {
- DataOutputStream fp = new DataOutputStream(new BufferedOutputStream(new FileOutputStream(model_file_name)));
-
- svm_parameter param = model.param;
-
- fp.writeBytes("svm_type "+svm_type_table[param.svm_type]+"\n");
- fp.writeBytes("kernel_type "+kernel_type_table[param.kernel_type]+"\n");
-
- if(param.kernel_type == svm_parameter.POLY)
- fp.writeBytes("degree "+param.degree+"\n");
-
- if(param.kernel_type == svm_parameter.POLY ||
- param.kernel_type == svm_parameter.RBF ||
- param.kernel_type == svm_parameter.SIGMOID)
- fp.writeBytes("gamma "+param.gamma+"\n");
-
- if(param.kernel_type == svm_parameter.POLY ||
- param.kernel_type == svm_parameter.SIGMOID)
- fp.writeBytes("coef0 "+param.coef0+"\n");
-
- int nr_class = model.nr_class;
- int l = model.l;
- fp.writeBytes("nr_class "+nr_class+"\n");
- fp.writeBytes("total_sv "+l+"\n");
-
- {
- fp.writeBytes("rho");
- for(int i=0;i<nr_class*(nr_class-1)/2;i++)
- fp.writeBytes(" "+model.rho[i]);
- fp.writeBytes("\n");
- }
-
- if(model.label != null)
- {
- fp.writeBytes("label");
- for(int i=0;i<nr_class;i++)
- fp.writeBytes(" "+model.label[i]);
- fp.writeBytes("\n");
- }
-
- if(model.probA != null) // regression has probA only
- {
- fp.writeBytes("probA");
- for(int i=0;i<nr_class*(nr_class-1)/2;i++)
- fp.writeBytes(" "+model.probA[i]);
- fp.writeBytes("\n");
- }
- if(model.probB != null)
- {
- fp.writeBytes("probB");
- for(int i=0;i<nr_class*(nr_class-1)/2;i++)
- fp.writeBytes(" "+model.probB[i]);
- fp.writeBytes("\n");
- }
-
- if(model.nSV != null)
- {
- fp.writeBytes("nr_sv");
- for(int i=0;i<nr_class;i++)
- fp.writeBytes(" "+model.nSV[i]);
- fp.writeBytes("\n");
- }
-
- fp.writeBytes("SV\n");
- double[][] sv_coef = model.sv_coef;
- svm_node[][] SV = model.SV;
-
- for(int i=0;i<l;i++)
- {
- for(int j=0;j<nr_class-1;j++)
- fp.writeBytes(sv_coef[j][i]+" ");
-
- svm_node[] p = SV[i];
- if(param.kernel_type == svm_parameter.PRECOMPUTED)
- fp.writeBytes("0:"+(int)(p[0].value));
- else
- for(int j=0;j<p.length;j++)
- fp.writeBytes(p[j].index+":"+p[j].value+" ");
- fp.writeBytes("\n");
- }
-
- fp.close();
- }
-
- private static double atof(String s)
- {
- return Double.valueOf(s).doubleValue();
- }
-
- private static int atoi(String s)
- {
- return Integer.parseInt(s);
- }
-
- private static boolean read_model_header(BufferedReader fp, svm_model model)
- {
- svm_parameter param = new svm_parameter();
- model.param = param;
- // parameters for training only won't be assigned, but arrays are assigned as NULL for safety
- param.nr_weight = 0;
- param.weight_label = null;
- param.weight = null;
-
- try
- {
- while(true)
- {
- String cmd = fp.readLine();
- String arg = cmd.substring(cmd.indexOf(' ')+1);
-
- if(cmd.startsWith("svm_type"))
- {
- int i;
- for(i=0;i<svm_type_table.length;i++)
- {
- if(arg.indexOf(svm_type_table[i])!=-1)
- {
- param.svm_type=i;
- break;
- }
- }
- if(i == svm_type_table.length)
- {
- System.err.print("unknown svm type.\n");
- return false;
- }
- }
- else if(cmd.startsWith("kernel_type"))
- {
- int i;
- for(i=0;i<kernel_type_table.length;i++)
- {
- if(arg.indexOf(kernel_type_table[i])!=-1)
- {
- param.kernel_type=i;
- break;
- }
- }
- if(i == kernel_type_table.length)
- {
- System.err.print("unknown kernel function.\n");
- return false;
- }
- }
- else if(cmd.startsWith("degree"))
- param.degree = atoi(arg);
- else if(cmd.startsWith("gamma"))
- param.gamma = atof(arg);
- else if(cmd.startsWith("coef0"))
- param.coef0 = atof(arg);
- else if(cmd.startsWith("nr_class"))
- model.nr_class = atoi(arg);
- else if(cmd.startsWith("total_sv"))
- model.l = atoi(arg);
- else if(cmd.startsWith("rho"))
- {
- int n = model.nr_class * (model.nr_class-1)/2;
- model.rho = new double[n];
- StringTokenizer st = new StringTokenizer(arg);
- for(int i=0;i<n;i++)
- model.rho[i] = atof(st.nextToken());
- }
- else if(cmd.startsWith("label"))
- {
- int n = model.nr_class;
- model.label = new int[n];
- StringTokenizer st = new StringTokenizer(arg);
- for(int i=0;i<n;i++)
- model.label[i] = atoi(st.nextToken());
- }
- else if(cmd.startsWith("probA"))
- {
- int n = model.nr_class*(model.nr_class-1)/2;
- model.probA = new double[n];
- StringTokenizer st = new StringTokenizer(arg);
- for(int i=0;i<n;i++)
- model.probA[i] = atof(st.nextToken());
- }
- else if(cmd.startsWith("probB"))
- {
- int n = model.nr_class*(model.nr_class-1)/2;
- model.probB = new double[n];
- StringTokenizer st = new StringTokenizer(arg);
- for(int i=0;i<n;i++)
- model.probB[i] = atof(st.nextToken());
- }
- else if(cmd.startsWith("nr_sv"))
- {
- int n = model.nr_class;
- model.nSV = new int[n];
- StringTokenizer st = new StringTokenizer(arg);
- for(int i=0;i<n;i++)
- model.nSV[i] = atoi(st.nextToken());
- }
- else if(cmd.startsWith("SV"))
- {
- break;
- }
- else
- {
- System.err.print("unknown text in model file: ["+cmd+"]\n");
- return false;
- }
- }
- }
- catch(Exception e)
- {
- return false;
- }
- return true;
- }
-
- public static svm_model svm_load_model(String model_file_name) throws IOException
- {
- return svm_load_model(new BufferedReader(new FileReader(model_file_name)));
- }
-
- public static svm_model svm_load_model(BufferedReader fp) throws IOException
- {
- // read parameters
-
- svm_model model = new svm_model();
- model.rho = null;
- model.probA = null;
- model.probB = null;
- model.label = null;
- model.nSV = null;
-
- if (read_model_header(fp, model) == false)
- {
- System.err.print("ERROR: failed to read model\n");
- return null;
- }
-
- // read sv_coef and SV
-
- int m = model.nr_class - 1;
- int l = model.l;
- model.sv_coef = new double[m][l];
- model.SV = new svm_node[l][];
-
- for(int i=0;i<l;i++)
- {
- String line = fp.readLine();
- StringTokenizer st = new StringTokenizer(line," \t\n\r\f:");
-
- for(int k=0;k<m;k++)
- model.sv_coef[k][i] = atof(st.nextToken());
- int n = st.countTokens()/2;
- model.SV[i] = new svm_node[n];
- for(int j=0;j<n;j++)
- {
- model.SV[i][j] = new svm_node();
- model.SV[i][j].index = atoi(st.nextToken());
- model.SV[i][j].value = atof(st.nextToken());
- }
- }
-
- fp.close();
- return model;
- }
-
- public static String svm_check_parameter(svm_problem prob, svm_parameter param)
- {
- // svm_type
-
- int svm_type = param.svm_type;
- if(svm_type != svm_parameter.C_SVC &&
- svm_type != svm_parameter.NU_SVC &&
- svm_type != svm_parameter.ONE_CLASS &&
- svm_type != svm_parameter.EPSILON_SVR &&
- svm_type != svm_parameter.NU_SVR)
- return "unknown svm type";
-
- // kernel_type, degree
-
- int kernel_type = param.kernel_type;
- if(kernel_type != svm_parameter.LINEAR &&
- kernel_type != svm_parameter.POLY &&
- kernel_type != svm_parameter.RBF &&
- kernel_type != svm_parameter.SIGMOID &&
- kernel_type != svm_parameter.PRECOMPUTED)
- return "unknown kernel type";
-
- if(param.gamma < 0)
- return "gamma < 0";
-
- if(param.degree < 0)
- return "degree of polynomial kernel < 0";
-
- // cache_size,eps,C,nu,p,shrinking
-
- if(param.cache_size <= 0)
- return "cache_size <= 0";
-
- if(param.eps <= 0)
- return "eps <= 0";
-
- if(svm_type == svm_parameter.C_SVC ||
- svm_type == svm_parameter.EPSILON_SVR ||
- svm_type == svm_parameter.NU_SVR)
- if(param.C <= 0)
- return "C <= 0";
-
- if(svm_type == svm_parameter.NU_SVC ||
- svm_type == svm_parameter.ONE_CLASS ||
- svm_type == svm_parameter.NU_SVR)
- if(param.nu <= 0 || param.nu > 1)
- return "nu <= 0 or nu > 1";
-
- if(svm_type == svm_parameter.EPSILON_SVR)
- if(param.p < 0)
- return "p < 0";
-
- if(param.shrinking != 0 &&
- param.shrinking != 1)
- return "shrinking != 0 and shrinking != 1";
-
- if(param.probability != 0 &&
- param.probability != 1)
- return "probability != 0 and probability != 1";
-
- if(param.probability == 1 &&
- svm_type == svm_parameter.ONE_CLASS)
- return "one-class SVM probability output not supported yet";
-
- // check whether nu-svc is feasible
-
- if(svm_type == svm_parameter.NU_SVC)
- {
- int l = prob.l;
- int max_nr_class = 16;
- int nr_class = 0;
- int[] label = new int[max_nr_class];
- int[] count = new int[max_nr_class];
-
- int i;
- for(i=0;i<l;i++)
- {
- int this_label = (int)prob.y[i];
- int j;
- for(j=0;j<nr_class;j++)
- if(this_label == label[j])
- {
- ++count[j];
- break;
- }
-
- if(j == nr_class)
- {
- if(nr_class == max_nr_class)
- {
- max_nr_class *= 2;
- int[] new_data = new int[max_nr_class];
- System.arraycopy(label,0,new_data,0,label.length);
- label = new_data;
-
- new_data = new int[max_nr_class];
- System.arraycopy(count,0,new_data,0,count.length);
- count = new_data;
- }
- label[nr_class] = this_label;
- count[nr_class] = 1;
- ++nr_class;
- }
- }
-
- for(i=0;i<nr_class;i++)
- {
- int n1 = count[i];
- for(int j=i+1;j<nr_class;j++)
- {
- int n2 = count[j];
- if(param.nu*(n1+n2)/2 > Math.min(n1,n2))
- return "specified nu is infeasible";
- }
- }
- }
-
- return null;
- }
-
- public static int svm_check_probability_model(svm_model model)
- {
- if (((model.param.svm_type == svm_parameter.C_SVC || model.param.svm_type == svm_parameter.NU_SVC) &&
- model.probA!=null && model.probB!=null) ||
- ((model.param.svm_type == svm_parameter.EPSILON_SVR || model.param.svm_type == svm_parameter.NU_SVR) &&
- model.probA!=null))
- return 1;
- else
- return 0;
- }
-
- public static void svm_set_print_string_function(svm_print_interface print_func)
- {
- if (print_func == null)
- svm_print_string = svm_print_stdout;
- else
- svm_print_string = print_func;
- }
- }
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