Svm.cc File Reference

#include <math.h>
#include <cstdio>
#include <stdlib.h>
#include <ctype.h>
#include <float.h>
#include <string.h>
#include <stdarg.h>
#include <limits.h>
#include <locale.h>
#include <iostream>
#include <cassert>
#include "Svm.hh"

Classes
class	Cache
struct	Cache::head_t
class	QMatrix
class	Kernel
class	Solver
struct	Solver::SolutionInfo
class	Solver_NU
class	SVC_Q
class	ONE_CLASS_Q
class	SVR_Q
struct	decision_function

Macros
#define	INF   HUGE_VAL
#define	TAU   1e-12
#define	Malloc(type, n)   (type *)malloc((n)*sizeof(type))

Typedefs
typedef float	Qfloat
typedef signed char	schar

Functions
template<class T >
static T	min (T x, T y)
template<class T >
static T	max (T x, T y)
template<class T >
static void	swap (T &x, T &y)
template<class S , class T >
static void	clone (T *&dst, S *src, int n)
static double	powi (double base, int times)
static void	print_string_stdout (const char *s)
static void	info (const char *fmt,...)
static void	solve_c_svc (const svm_problem *prob, const svm_parameter *param, double *alpha, Solver::SolutionInfo *si, double Cp, double Cn)
static void	solve_nu_svc (const svm_problem *prob, const svm_parameter *param, double *alpha, Solver::SolutionInfo *si)
static void	solve_one_class (const svm_problem *prob, const svm_parameter *param, double *alpha, Solver::SolutionInfo *si)
static void	solve_epsilon_svr (const svm_problem *prob, const svm_parameter *param, double *alpha, Solver::SolutionInfo *si)
static void	solve_nu_svr (const svm_problem *prob, const svm_parameter *param, double *alpha, Solver::SolutionInfo *si)
static decision_function	svm_train_one (const svm_problem *prob, const svm_parameter *param, double Cp, double Cn)
static void	sigmoid_train (int l, const double *dec_values, const double *labels, double &A, double &B)
static double	sigmoid_predict (double decision_value, double A, double B)
static void	multiclass_probability (int k, double **r, double *p)
static void	svm_binary_svc_probability (const svm_problem *prob, const svm_parameter *param, double Cp, double Cn, double &probA, double &probB)
static double	svm_svr_probability (const svm_problem *prob, const svm_parameter *param)
static void	svm_group_classes (const svm_problem *prob, int *nr_class_ret, int **label_ret, int **start_ret, int **count_ret, int *perm)
svm_model *	svm_train (const svm_problem *prob, const svm_parameter *param)
void	svm_cross_validation (const svm_problem *prob, const svm_parameter *param, int nr_fold, double *target)
int	svm_get_svm_type (const svm_model *model)
int	svm_get_nr_class (const svm_model *model)
void	svm_get_labels (const svm_model *model, int *label)
void	svm_get_sv_indices (const svm_model *model, int *indices)
int	svm_get_nr_sv (const svm_model *model)
double	svm_get_svr_probability (const svm_model *model)
double	svm_predict_values (const svm_model *model, const svm_node *x, double *dec_values)
double	svm_predict (const svm_model *model, const svm_node *x)
double	svm_predict_probability (const svm_model *model, const svm_node *x, double *prob_estimates)
int	svm_save_model (const char *model_file_name, const svm_model *model)
static char *	readline (FILE *input)
svm_model *	svm_load_model (const char *model_file_name)
void	svm_free_model_content (svm_model *model_ptr)
void	svm_free_and_destroy_model (svm_model **model_ptr_ptr)
void	svm_destroy_param (svm_parameter *param)
const char *	svm_check_parameter (const svm_problem *prob, const svm_parameter *param)
int	svm_check_probability_model (const svm_model *model)
void	svm_set_print_string_function (void(*print_func)(const char *))

Variables
int	libsvm_version = LIBSVM_VERSION
static void(*	svm_print_string )(const char *) = &print_string_stdout
static const char *	svm_type_table []
static const char *	kernel_type_table []
static char *	line = NULL
static int	max_line_len

Macro Definition Documentation

#define INF   HUGE_VAL

Referenced by Solver::calculate_rho(), Solver_NU::calculate_rho(), Solver::do_shrinking(), Solver_NU::do_shrinking(), Solver::select_working_set(), and Solver_NU::select_working_set().

#define Malloc	(		type,
			n
	)		(type *)malloc((n)*sizeof(type))

Referenced by multiclass_probability(), sigmoid_train(), svm_binary_svc_probability(), svm_check_parameter(), svm_cross_validation(), svm_group_classes(), svm_load_model(), svm_predict(), svm_predict_probability(), svm_predict_values(), svm_svr_probability(), svm_train(), and svm_train_one().

#define TAU   1e-12

Referenced by Solver::select_working_set(), Solver_NU::select_working_set(), and Solver::Solve().

Typedef Documentation

typedef float Qfloat

typedef signed char schar

Function Documentation

template<class S , class T >

static void clone ( T *&  dst, S *  src, int  n  )

inlinestatic

References basic::T().

Referenced by Kernel::Kernel(), Solver::Solve(), and SVC_Q::SVC_Q().

static void info ( const char *  fmt,   ...  )

static

Referenced by Solver::do_shrinking(), numeric::nls::lm_lmdif(), multiclass_probability(), utility::json_spirit::read_range_or_throw(), Solver::reconstruct_gradient(), sigmoid_train(), Solver::Solve(), solve_c_svc(), solve_epsilon_svr(), solve_nu_svc(), solve_nu_svr(), svm_svr_probability(), svm_train(), and svm_train_one().

template<class T >

static T max ( T  x, T  y  )

inlinestatic

References numeric::crick_equations::y().

Referenced by numeric::boltzmann_accept_probability(), utility::io::ozstream::buffer_size(), Cache::Cache(), Solver::calculate_rho(), Solver_NU::calculate_rho(), numeric::coordinate_fitting::FlatLookup< Real *, numeric::Size, Real >::closest_match(), numeric::deriv::dihedral_deriv_second(), Solver_NU::do_shrinking(), numeric::kdtree::HyperRectangle::extend(), numeric::coordinate_fitting::FlatLookup< Real *, numeric::Size, Real >::first_match(), numeric::kdtree::get_percentile_bounds(), utility::get_undefined_size(), numeric::fourier::kiss_fftndr(), numeric::fourier::kiss_fftndri(), utility::graph::RingDetection< Graph >::LengthOfSmallestCycleWithVertex(), utility::max(), numeric::max(), numeric::xyzVector< T >::maximum_value(), multiclass_probability(), numeric::expression_parser::MaxExpression::operator()(), numeric::deriv::p1_theta_deriv(), numeric::proj_angl(), numeric::fourier::kiss_fftndr_state::resize(), numeric::xyzTransform< numeric::Real >::rotation_axis(), numeric::model_quality::rsym_eigenval(), Solver_NU::select_working_set(), utility::io::skip(), Solver::Solve(), basic::svd::SVD_Solver::svdcmp(), svm_predict_probability(), numeric::kdtree::transform_percentile(), and numeric::deriv::x_and_dtheta_dx().

template<class T >

static T min ( T  x, T  y  )

inlinestatic

References numeric::crick_equations::y().

Referenced by numeric::boltzmann_accept_probability(), Solver::calculate_rho(), Solver_NU::calculate_rho(), numeric::deriv::dihedral_deriv_second(), numeric::kdtree::HyperRectangle::extend(), numeric::kdtree::get_percentile_bounds(), options_class::getMarkdownPage(), utility::graph::RingDetection< Graph >::LengthOfSmallestCycleWithVertex(), utility::options::OptionCollection::merged(), utility::min(), numeric::min(), numeric::xyzVector< T >::minimum_value(), utility::options::OptionCollection::n_part_prefix_match(), numeric::kdtree::nearest_neighbor(), numeric::kdtree::nearest_neighbors(), numeric::expression_parser::MinExpression::operator()(), numeric::deriv::p1_theta_deriv(), numeric::proj_angl(), numeric::random::reservoir_sample_accept_prob(), numeric::xyzTransform< numeric::Real >::rotation_axis(), utility::options::OptionCollection::show_option_help(), Solver::Solve(), solve_nu_svc(), solve_nu_svr(), basic::svd::SVD_Solver::svdcmp(), svm_check_parameter(), svm_predict_probability(), numeric::kdtree::transform_percentile(), numeric::kdtree::KDPointList::worst_distance(), utility::options::OptionCollection::wrapped(), and numeric::deriv::x_and_dtheta_dx().

static void multiclass_probability ( int  k, double **  r, double *  p  )

static

References info(), Malloc, and max().

Referenced by svm_predict_probability().

static double powi ( double  base, int  times  )

inlinestatic

Referenced by Kernel::k_function(), and Kernel::kernel_poly().

static void print_string_stdout ( const char *  s )

static

Referenced by svm_set_print_string_function().

static char* readline ( FILE *  input )

static

References line.

Referenced by svm_load_model().

static double sigmoid_predict ( double  decision_value, double  A, double  B  )

static

Referenced by svm_predict_probability().

static void sigmoid_train ( int  l, const double *  dec_values, const double *  labels, double &  A, double &  B  )

static

References info(), numeric::log(), and Malloc.

Referenced by svm_binary_svc_probability().

static void solve_c_svc ( const svm_problem *  prob, const svm_parameter *  param, double *  alpha, Solver::SolutionInfo *  si, double  Cp, double  Cn  )

static

References svm_parameter::eps, info(), svm_problem::l, svm_parameter::shrinking, Solver::Solve(), svm_problem::y, and numeric::crick_equations::y().

Referenced by svm_train_one().

static void solve_epsilon_svr ( const svm_problem *  prob, const svm_parameter *  param, double *  alpha, Solver::SolutionInfo *  si  )

static

References svm_parameter::C, svm_parameter::eps, info(), svm_problem::l, svm_parameter::p, svm_parameter::shrinking, Solver::Solve(), svm_problem::y, and numeric::crick_equations::y().

Referenced by svm_train_one().

static void solve_nu_svc ( const svm_problem *  prob, const svm_parameter *  param, double *  alpha, Solver::SolutionInfo *  si  )

static

References svm_parameter::eps, info(), svm_problem::l, min(), svm_parameter::nu, Solver::SolutionInfo::obj, Solver::SolutionInfo::r, Solver::SolutionInfo::rho, svm_parameter::shrinking, Solver_NU::Solve(), Solver::SolutionInfo::upper_bound_n, Solver::SolutionInfo::upper_bound_p, svm_problem::y, and numeric::crick_equations::y().

Referenced by svm_train_one().

static void solve_nu_svr ( const svm_problem *  prob, const svm_parameter *  param, double *  alpha, Solver::SolutionInfo *  si  )

static

References C, svm_parameter::C, svm_parameter::eps, info(), svm_problem::l, min(), svm_parameter::nu, Solver::SolutionInfo::r, svm_parameter::shrinking, Solver_NU::Solve(), numeric::sum(), svm_problem::y, and numeric::crick_equations::y().

Referenced by svm_train_one().

static void solve_one_class ( const svm_problem *  prob, const svm_parameter *  param, double *  alpha, Solver::SolutionInfo *  si  )

static

References svm_parameter::eps, svm_problem::l, svm_parameter::nu, svm_parameter::shrinking, and Solver::Solve().

Referenced by svm_train_one().

static void svm_binary_svc_probability ( const svm_problem *  prob, const svm_parameter *  param, double  Cp, double  Cn, double &  probA, double &  probB  )

static

References basic::options::OptionKeys::begin, svm_parameter::C, basic::options::OptionKeys::end, svm_problem::l, svm_model::label, Malloc, svm_parameter::nr_weight, svm_parameter::probability, sigmoid_train(), svm_destroy_param(), svm_free_and_destroy_model(), svm_predict_values(), svm_train(), swap(), svm_parameter::weight, svm_parameter::weight_label, svm_problem::x, and svm_problem::y.

Referenced by svm_train().

const char* svm_check_parameter	(	const svm_problem *	prob,
		const svm_parameter *	param
	)

References svm_parameter::C, C_SVC, svm_parameter::cache_size, svm_parameter::degree, svm_parameter::eps, EPSILON_SVR, svm_parameter::gamma, svm_parameter::kernel_type, svm_problem::l, svm_model::l, svm_model::label, LINEAR, Malloc, min(), svm_model::nr_class, svm_parameter::nu, NU_SVC, NU_SVR, ONE_CLASS, svm_parameter::p, POLY, PRECOMPUTED, svm_parameter::probability, RBF, svm_parameter::shrinking, SIGMOID, svm_parameter::svm_type, and svm_problem::y.

int svm_check_probability_model

(

const svm_model *

model

)

References C_SVC, EPSILON_SVR, NU_SVC, NU_SVR, svm_model::param, svm_model::probA, svm_model::probB, and svm_parameter::svm_type.

void svm_cross_validation	(	const svm_problem *	prob,
		const svm_parameter *	param,
		int	nr_fold,
		double *	target
	)

References basic::options::OptionKeys::begin, C_SVC, basic::options::OptionKeys::end, svm_problem::l, svm_model::l, svm_model::label, Malloc, svm_model::nr_class, NU_SVC, svm_parameter::probability, svm_free_and_destroy_model(), svm_get_nr_class(), svm_group_classes(), svm_predict(), svm_predict_probability(), svm_train(), svm_parameter::svm_type, swap(), svm_problem::x, and svm_problem::y.

Referenced by svm_svr_probability().

void svm_destroy_param

(

svm_parameter *

param

)

References svm_parameter::weight, and svm_parameter::weight_label.

Referenced by svm_binary_svc_probability().

void svm_free_and_destroy_model

(

svm_model **

model_ptr_ptr

)

References svm_free_model_content().

Referenced by svm_binary_svc_probability(), and svm_cross_validation().

void svm_free_model_content

(

svm_model *

model_ptr

)

References svm_model::free_sv, svm_model::l, svm_model::label, svm_model::nr_class, svm_model::nSV, svm_model::probA, svm_model::probB, svm_model::rho, svm_model::SV, and svm_model::sv_coef.

Referenced by svm_free_and_destroy_model(), and utility::libsvm::Svm_rosetta::~Svm_rosetta().

void svm_get_labels	(	const svm_model *	model,
		int *	label
	)

References svm_model::label, and svm_model::nr_class.

int svm_get_nr_class

(

const svm_model *

model

)

References svm_model::nr_class.

Referenced by utility::libsvm::Svm_rosetta::get_nr_class(), utility::libsvm::Svm_rosetta::predict_probability(), and svm_cross_validation().

int svm_get_nr_sv

(

const svm_model *

model

)

References svm_model::l.

void svm_get_sv_indices	(	const svm_model *	model,
		int *	indices
	)

References svm_model::l, and svm_model::sv_indices.

int svm_get_svm_type

(

const svm_model *

model

)

References svm_model::param, and svm_parameter::svm_type.

double svm_get_svr_probability

(

const svm_model *

model

)

References EPSILON_SVR, NU_SVR, svm_model::param, svm_model::probA, and svm_parameter::svm_type.

static void svm_group_classes ( const svm_problem *  prob, int *  nr_class_ret, int **  label_ret, int **  start_ret, int **  count_ret, int *  perm  )

static

References svm_problem::l, svm_model::l, svm_model::label, Malloc, svm_model::nr_class, and svm_problem::y.

Referenced by svm_cross_validation(), and svm_train().

svm_model* svm_load_model

(

const char *

model_file_name

)

References svm_parameter::coef0, utility::io::oc::cout, svm_parameter::degree, svm_model::free_sv, svm_parameter::gamma, svm_node::index, svm_parameter::kernel_type, kernel_type_table, svm_model::l, svm_model::label, line, Malloc, svm_model::nr_class, svm_model::nSV, svm_model::param, svm_model::probA, svm_model::probB, readline(), svm_model::rho, svm_model::SV, svm_model::sv_coef, svm_parameter::svm_type, svm_type_table, and svm_node::value.

Referenced by utility::libsvm::Svm_rosetta::Svm_rosetta().

double svm_predict	(	const svm_model *	model,
		const svm_node *	x
	)

References EPSILON_SVR, Malloc, svm_model::nr_class, NU_SVR, ONE_CLASS, svm_model::param, svm_predict_values(), and svm_parameter::svm_type.

Referenced by utility::libsvm::Svm_rosetta::predict(), svm_cross_validation(), and svm_predict_probability().

double svm_predict_probability	(	const svm_model *	model,
		const svm_node *	x,
		double *	prob_estimates
	)

References C_SVC, svm_model::label, Malloc, max(), min(), multiclass_probability(), svm_model::nr_class, NU_SVC, svm_model::param, svm_model::probA, svm_model::probB, sigmoid_predict(), svm_predict(), svm_predict_values(), and svm_parameter::svm_type.

Referenced by utility::libsvm::Svm_rosetta::predict_probability(), and svm_cross_validation().

double svm_predict_values	(	const svm_model *	model,
		const svm_node *	x,
		double *	dec_values
	)

References EPSILON_SVR, Kernel::k_function(), svm_model::l, svm_model::label, Malloc, svm_model::nr_class, svm_model::nSV, NU_SVR, ONE_CLASS, svm_model::param, svm_model::rho, numeric::sum(), svm_model::SV, svm_model::sv_coef, and svm_parameter::svm_type.

Referenced by svm_binary_svc_probability(), svm_predict(), and svm_predict_probability().

int svm_save_model	(	const char *	model_file_name,
		const svm_model *	model
	)

References svm_parameter::coef0, svm_parameter::degree, svm_parameter::gamma, svm_node::index, svm_parameter::kernel_type, kernel_type_table, svm_model::l, svm_model::label, svm_model::nr_class, svm_model::nSV, svm_model::param, POLY, PRECOMPUTED, svm_model::probA, svm_model::probB, RBF, svm_model::rho, SIGMOID, svm_model::SV, svm_model::sv_coef, svm_parameter::svm_type, svm_type_table, and svm_node::value.

void svm_set_print_string_function

(

void(*)(const char *)

print_func

)

References print_string_stdout(), and svm_print_string.

static double svm_svr_probability ( const svm_problem *  prob, const svm_parameter *  param  )

static

References info(), svm_problem::l, Malloc, svm_model::param, svm_parameter::probability, svm_cross_validation(), and svm_problem::y.

Referenced by svm_train().

svm_model* svm_train	(	const svm_problem *	prob,
		const svm_parameter *	param
	)

References decision_function::alpha, svm_parameter::C, EPSILON_SVR, svm_model::free_sv, info(), svm_problem::l, svm_model::l, svm_model::label, Malloc, svm_model::nr_class, svm_model::nSV, NU_SVR, ONE_CLASS, svm_model::param, svm_model::probA, svm_parameter::probability, svm_model::probB, svm_model::rho, decision_function::rho, svm_model::SV, svm_model::sv_coef, svm_model::sv_indices, svm_binary_svc_probability(), svm_group_classes(), svm_svr_probability(), svm_train_one(), svm_parameter::svm_type, svm_parameter::weight, svm_parameter::weight_label, svm_problem::x, numeric::crick_equations::x(), and svm_problem::y.

Referenced by svm_binary_svc_probability(), and svm_cross_validation().

static decision_function svm_train_one ( const svm_problem *  prob, const svm_parameter *  param, double  Cp, double  Cn  )

static

References decision_function::alpha, C_SVC, EPSILON_SVR, info(), svm_problem::l, Malloc, NU_SVC, NU_SVR, Solver::SolutionInfo::obj, ONE_CLASS, Solver::SolutionInfo::rho, decision_function::rho, solve_c_svc(), solve_epsilon_svr(), solve_nu_svc(), solve_nu_svr(), solve_one_class(), svm_parameter::svm_type, Solver::SolutionInfo::upper_bound_n, Solver::SolutionInfo::upper_bound_p, and svm_problem::y.

Referenced by svm_train().

template<class T >

static void swap ( T &  x, T &  y  )

inlinestatic

References basic::T(), numeric::crick_equations::x(), and numeric::crick_equations::y().

Referenced by Cache::get_data(), utility::insert_middle(), utility::json_spirit::Value_impl< Config >::operator=(), svm_binary_svc_probability(), svm_cross_validation(), utility::keys::SmallKeyMap< K, T >::swap(), utility::keys::SmallKeyVector< PathVectorOptionKey, PathVectorOption >::swap(), utility::vectorL< SSize, T, A >::swap(), utility::keys::swap(), numeric::MathMatrix< Real >::swap_cols(), Cache::swap_index(), Kernel::swap_index(), Solver::swap_index(), SVC_Q::swap_index(), ONE_CLASS_Q::swap_index(), SVR_Q::swap_index(), and numeric::MathMatrix< Real >::swap_rows().

Variable Documentation

const char* kernel_type_table[]

static

Initial value:

=
{
  "linear","polynomial","rbf","sigmoid","precomputed",NULL
}

Referenced by svm_load_model(), and svm_save_model().

int libsvm_version = LIBSVM_VERSION

char* line = NULL

static

Referenced by utility::file_contents(), utility::options::OptionCollection::load_options_from_stream(), basic::resource_manager::locator::FileListResourceLocator::locate_resource_stream(), basic::sampling::orientations::QuaternionGrid::QuaternionGrid(), numeric::interpolation::Histogram< typename, typename >::read_from_db(), utility::ReadFromFileOrDie(), readline(), utility::slurp(), numeric::interpolation::spline_from_file(), and svm_load_model().

int max_line_len

static

void(* svm_print_string)(const char *) = &print_string_stdout

static

Referenced by svm_set_print_string_function().

const char* svm_type_table[]

static

Initial value:

=
{
  "c_svc","nu_svc","one_class","epsilon_svr","nu_svr",NULL
}

Referenced by svm_load_model(), and svm_save_model().