dlib C++ Library - svm_c_trainer.h

    // Copyright (C) 2007  Davis E. King (davis@dlib.net)
    // License: Boost Software License   See LICENSE.txt for the full license.
    #ifndef DLIB_SVm_C_TRAINER_Hh_
    #define DLIB_SVm_C_TRAINER_Hh_

    #include "svm_c_trainer_abstract.h"
    #include <cmath>
    #include <limits>
    #include <sstream>
    #include "../matrix.h"
    #include "../algs.h"

    #include "function.h"
    #include "kernel.h"
    #include "../optimization/optimization_solve_qp3_using_smo.h"

    namespace dlib
    {

    // ----------------------------------------------------------------------------------------

        template <
            typename K
            >
        class svm_c_trainer
        {
        public:
            typedef K kernel_type;
            typedef typename kernel_type::scalar_type scalar_type;
            typedef typename kernel_type::sample_type sample_type;
            typedef typename kernel_type::mem_manager_type mem_manager_type;
            typedef decision_function<kernel_type> trained_function_type;

            svm_c_trainer (
            ) :
                Cpos(1),
                Cneg(1),
                cache_size(200),
                eps(0.001)
            {
            }

            svm_c_trainer (
                const kernel_type& kernel_,
                const scalar_type& C_
            ) :
                kernel_function(kernel_),
                Cpos(C_),
                Cneg(C_),
                cache_size(200),
                eps(0.001)
            {
                // make sure requires clause is not broken
                DLIB_ASSERT(0 < C_,
                    "\tsvm_c_trainer::svm_c_trainer(kernel,C)"
                    << "\n\t invalid inputs were given to this function"
                    << "\n\t C_: " << C_
                    );
            }

            void set_cache_size (
                long cache_size_
            )
            {
                // make sure requires clause is not broken
                DLIB_ASSERT(cache_size_ > 0,
                    "\tvoid svm_c_trainer::set_cache_size(cache_size_)"
                    << "\n\t invalid inputs were given to this function"
                    << "\n\t cache_size: " << cache_size_
                    );
                cache_size = cache_size_;
            }

            long get_cache_size (
            ) const
            {
                return cache_size;
            }

            void set_epsilon (
                scalar_type eps_
            )
            {
                // make sure requires clause is not broken
                DLIB_ASSERT(eps_ > 0,
                    "\tvoid svm_c_trainer::set_epsilon(eps_)"
                    << "\n\t invalid inputs were given to this function"
                    << "\n\t eps_: " << eps_
                    );
                eps = eps_;
            }

            const scalar_type get_epsilon (
            ) const
            {
                return eps;
            }

            void set_kernel (
                const kernel_type& k
            )
            {
                kernel_function = k;
            }

            const kernel_type& get_kernel (
            ) const
            {
                return kernel_function;
            }

            void set_c (
                scalar_type C
            )
            {
                // make sure requires clause is not broken
                DLIB_ASSERT(C > 0,
                    "\t void svm_c_trainer::set_c()"
                    << "\n\t C must be greater than 0"
                    << "\n\t C:    " << C
                    << "\n\t this: " << this
                    );

                Cpos = C;
                Cneg = C;
            }

            const scalar_type get_c_class1 (
            ) const
            {
                return Cpos;
            }

            const scalar_type get_c_class2 (
            ) const
            {
                return Cneg;
            }

            void set_c_class1 (
                scalar_type C
            )
            {
                // make sure requires clause is not broken
                DLIB_ASSERT(C > 0,
                    "\t void svm_c_trainer::set_c_class1()"
                    << "\n\t C must be greater than 0"
                    << "\n\t C:    " << C
                    << "\n\t this: " << this
                    );

                Cpos = C;
            }

            void set_c_class2 (
                scalar_type C
            )
            {
                // make sure requires clause is not broken
                DLIB_ASSERT(C > 0,
                    "\t void svm_c_trainer::set_c_class2()"
                    << "\n\t C must be greater than 0"
                    << "\n\t C:    " << C
                    << "\n\t this: " << this
                    );

                Cneg = C;
            }

            template <
                typename in_sample_vector_type,
                typename in_scalar_vector_type
                >
            const decision_function<kernel_type> train (
                const in_sample_vector_type& x,
                const in_scalar_vector_type& y
            ) const
            {
                return do_train(mat(x), mat(y));
            }

            void swap (
                svm_c_trainer& item
            )
            {
                exchange(kernel_function, item.kernel_function);
                exchange(Cpos,            item.Cpos);
                exchange(Cneg,            item.Cneg);
                exchange(cache_size,      item.cache_size);
                exchange(eps,             item.eps);
            }

        private:

        // ------------------------------------------------------------------------------------

            template <
                typename in_sample_vector_type,
                typename in_scalar_vector_type
                >
            const decision_function<kernel_type> do_train (
                const in_sample_vector_type& x,
                const in_scalar_vector_type& y
            ) const
            {
                typedef typename K::scalar_type scalar_type;
                typedef typename decision_function<K>::sample_vector_type sample_vector_type;
                typedef typename decision_function<K>::scalar_vector_type scalar_vector_type;

                // make sure requires clause is not broken
                DLIB_ASSERT(is_binary_classification_problem(x,y) == true,
                    "\tdecision_function svm_c_trainer::train(x,y)"
                    << "\n\t invalid inputs were given to this function"
                    << "\n\t x.nr(): " << x.nr()
                    << "\n\t y.nr(): " << y.nr()
                    << "\n\t x.nc(): " << x.nc()
                    << "\n\t y.nc(): " << y.nc()
                    << "\n\t is_binary_classification_problem(x,y): " << is_binary_classification_problem(x,y)
                    );

                scalar_vector_type alpha;

                solve_qp3_using_smo<scalar_vector_type> solver;

                solver(symmetric_matrix_cache<float>((diagm(y)*kernel_matrix(kernel_function,x)*diagm(y)), cache_size),
                       uniform_matrix<scalar_type>(y.size(),1,-1),
                       y,
                       0,
                       Cpos,
                       Cneg,
                       alpha,
                       eps);

                scalar_type b;
                calculate_b(y,alpha,solver.get_gradient(),Cpos,Cneg,b);
                alpha = pointwise_multiply(alpha,y);

                // count the number of support vectors
                const long sv_count = (long)sum(alpha != 0);

                scalar_vector_type sv_alpha;
                sample_vector_type support_vectors;

                // size these column vectors so that they have an entry for each support vector
                sv_alpha.set_size(sv_count);
                support_vectors.set_size(sv_count);

                // load the support vectors and their alpha values into these new column matrices
                long idx = 0;
                for (long i = 0; i < alpha.nr(); ++i)
                {
                    if (alpha(i) != 0)
                    {
                        sv_alpha(idx) = alpha(i);
                        support_vectors(idx) = x(i);
                        ++idx;
                    }
                }

                // now return the decision function
                return decision_function<K> (sv_alpha, b, kernel_function, support_vectors);
            }

        // ------------------------------------------------------------------------------------

            template <
                typename scalar_vector_type,
                typename scalar_vector_type2
                >
            void calculate_b(
                const scalar_vector_type2& y,
                const scalar_vector_type& alpha,
                const scalar_vector_type& df,
                const scalar_type& Cpos,
                const scalar_type& Cneg,
                scalar_type& b
            ) const
            {
                long num_free = 0;
                scalar_type sum_free = 0;

                scalar_type upper_bound = -std::numeric_limits<scalar_type>::infinity();
                scalar_type lower_bound = std::numeric_limits<scalar_type>::infinity();

                for(long i = 0; i < alpha.nr(); ++i)
                {
                    if(y(i) == 1)
                    {
                        if(alpha(i) == Cpos)
                        {
                            if (df(i) > upper_bound)
                                upper_bound = df(i);
                        }
                        else if(alpha(i) == 0)
                        {
                            if (df(i) < lower_bound)
                                lower_bound = df(i);
                        }
                        else
                        {
                            ++num_free;
                            sum_free += df(i);
                        }
                    }
                    else
                    {
                        if(alpha(i) == Cneg)
                        {
                            if (-df(i) < lower_bound)
                                lower_bound = -df(i);
                        }
                        else if(alpha(i) == 0)
                        {
                            if (-df(i) > upper_bound)
                                upper_bound = -df(i);
                        }
                        else
                        {
                            ++num_free;
                            sum_free -= df(i);
                        }
                    }
                }

                if(num_free > 0)
                    b = sum_free/num_free;
                else
                    b = (upper_bound+lower_bound)/2;
            }

        // ------------------------------------------------------------------------------------

            kernel_type kernel_function;
            scalar_type Cpos;
            scalar_type Cneg;
            long cache_size;
            scalar_type eps;
        }; // end of class svm_c_trainer

    // ----------------------------------------------------------------------------------------

        template <typename K>
        void swap (
            svm_c_trainer<K>& a,
            svm_c_trainer<K>& b
        ) { a.swap(b); }

    // ----------------------------------------------------------------------------------------

    }

    #endif // DLIB_SVm_C_TRAINER_Hh_