dlib C++ Library - svm_sparse_ex.cpp

    // The contents of this file are in the public domain. See LICENSE_FOR_EXAMPLE_PROGRAMS.txt
    /*

        This is an example showing how to use sparse feature vectors with
        the dlib C++ library's machine learning tools.

        This example creates a simple binary classification problem and shows
        you how to train a support vector machine on that data.

        The data used in this example will be 100 dimensional data and will
        come from a simple linearly separable distribution.
    */

    #include <iostream>
    #include <ctime>
    #include <vector>
    #include <dlib/svm.h>

    using namespace std;
    using namespace dlib;

    int main()
    {
        // In this example program we will be dealing with feature vectors that are sparse (i.e. most
        // of the values in each vector are zero).  So rather than using a dlib::matrix we can use
        // one of the containers from the STL to represent our sample vectors.  In particular, we
        // can use the std::map to represent sparse vectors.  (Note that you don't have to use std::map.
        // Any STL container of std::pair objects that is sorted can be used.  So for example, you could
        // use a std::vector<std::pair<unsigned long,double> > here so long as you took care to sort every vector)
        typedef std::map<unsigned long,double> sample_type;

        // This is a typedef for the type of kernel we are going to use in this example.
        // Since our data is linearly separable I picked the linear kernel.  Note that if you
        // are using a sparse vector representation like std::map then you have to use a kernel
        // meant to be used with that kind of data type.
        typedef sparse_linear_kernel<sample_type> kernel_type;

        // Here we create an instance of the pegasos svm trainer object we will be using.
        svm_pegasos<kernel_type> trainer;
        // Here we setup a parameter to this object.  See the dlib documentation for a
        // description of what this parameter does.
        trainer.set_lambda(0.00001);

        // Let's also use the svm trainer specially optimized for the linear_kernel and
        // sparse_linear_kernel.
        svm_c_linear_trainer<kernel_type> linear_trainer;
        // This trainer solves the "C" formulation of the SVM.  See the documentation for
        // details.
        linear_trainer.set_c(10);

        std::vector<sample_type> samples;
        std::vector<double> labels;

        // make an instance of a sample vector so we can use it below
        sample_type sample;

        // Now let's go into a loop and randomly generate 10000 samples.
        srand(time(0));
        double label = +1;
        for (int i = 0; i < 10000; ++i)
        {
            // flip this flag
            label *= -1;

            sample.clear();

            // now make a random sparse sample with at most 10 non-zero elements
            for (int j = 0; j < 10; ++j)
            {
                int idx = std::rand()%100;
                double value = static_cast<double>(std::rand())/RAND_MAX;

                sample[idx] = label*value;
            }

            // let the svm_pegasos learn about this sample.
            trainer.train(sample,label);

            // Also save the samples we are generating so we can let the svm_c_linear_trainer
            // learn from them below.
            samples.push_back(sample);
            labels.push_back(label);
        }

        // In addition to the rule we learned with the pegasos trainer, let's also use our
        // linear_trainer to learn a decision rule.
        decision_function<kernel_type> df = linear_trainer.train(samples, labels);

        // Now we have trained our SVMs.  Let's test them out a bit.
        // Each of these statements prints the output of the SVMs given a particular sample.
        // Each SVM outputs a number > 0 if a sample is predicted to be in the +1 class and < 0
        // if a sample is predicted to be in the -1 class.

        sample.clear();
        sample[4] = 0.3;
        sample[10] = 0.9;
        cout << "This is a +1 example, its SVM output is: " << trainer(sample) << endl;
        cout << "df: " << df(sample) << endl;

        sample.clear();
        sample[83] = -0.3;
        sample[26] = -0.9;
        sample[58] = -0.7;
        cout << "This is a -1 example, its SVM output is: " << trainer(sample) << endl;
        cout << "df: " << df(sample) << endl;

        sample.clear();
        sample[0] = -0.2;
        sample[9] = -0.8;
        cout << "This is a -1 example, its SVM output is: " << trainer(sample) << endl;
        cout << "df: " << df(sample) << endl;

    }