/* * Encog(tm) Core v3.4 - Java Version * http://www.heatonresearch.com/encog/ * https://github.com/encog/encog-java-core * Copyright 2008-2016 Heaton Research, Inc. * * Licensed under the Apache License, Version 2.0 (the "License"); * you may not use this file except in compliance with the License. * You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, software * distributed under the License is distributed on an "AS IS" BASIS, * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. * See the License for the specific language governing permissions and * limitations under the License. * * For more information on Heaton Research copyrights, licenses * and trademarks visit: * http://www.heatonresearch.com/copyright */ package org.encog.mathutil.libsvm; import java.io.BufferedOutputStream; import java.io.BufferedReader; import java.io.DataOutputStream; import java.io.FileOutputStream; import java.io.FileReader; import java.io.IOException; import java.util.Random; import java.util.StringTokenizer; import org.encog.util.arrayutil.Array; import org.encog.util.csv.CSVFormat; /** * This class was taken from the libsvm package. We have made some * modifications for use in Encog. * * The libsvm Copyright/license is listed here. * * Copyright (c) 2000-2010 Chih-Chung Chang and Chih-Jen Lin * All rights reserved. * * Redistribution and use in source and binary forms, with or without * modification, are permitted provided that the following conditions * are met: * * 1. Redistributions of source code must retain the above copyright * notice, this list of conditions and the following disclaimer. * * 2. Redistributions in binary form must reproduce the above copyright * notice, this list of conditions and the following disclaimer in the * documentation and/or other materials provided with the distribution. * * 3. Neither name of copyright holders nor the names of its contributors * may be used to endorse or promote products derived from this software * without specific prior written permission. * * * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS * ``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT * LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR * A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR * CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, * EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO, * PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR * PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF * LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING * NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS * SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. * */ // // 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) Array.swap(h.data, i, j); 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) { Array.swap(x, i, j);; if(x_square != null) { Array.swap(x_square, i, j); } } 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); Array.swap(y, i, j); Array.swap(G, i, j); Array.swap(alpha_status, i, j); Array.swap(alpha, i, j); Array.swap(p, i, j); Array.swap(active_set, i, j); Array.swap(G_bar, i, j); } 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("*"); } svm.info("\nWARNING: reaching max number of iterations"); } // 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) 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) 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); Array.swap(y, i, j); Array.swap(QD, i, j); } } 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); Array.swap(QD, i, j); } } 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) { Array.swap(sign, i, j); Array.swap(index, i, j); Array.swap(QD, i, j); } 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=311; 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); Array.swap(perm, i, j); } 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; } } 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]; 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]; ++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][]; p = 0; for(i=0;i<l;i++) if(nonzero[i]) model.SV[p++] = x[i]; 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); Array.swap(index, start[c] + j, start[c] + i); } 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); Array.swap(perm, i, j); } 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 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++; } 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(); } public static void svm_save_model(DataOutputStream fp, svm_model model) throws IOException { 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"); } } private static double atof(String s) { return CSVFormat.EG_FORMAT.parse(s); } private static int atoi(String s) { return Integer.parseInt(s); } 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(); svm_parameter param = new svm_parameter(); model.param = param; model.rho = null; model.probA = null; model.probB = null; model.label = null; model.nSV = null; 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 null; } } 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 null; } } 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 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; } }