ssvm2_mex.c~

一个工具包

/*----------------------------------------------------------------------- 
 ssvm2_mex.c: MEX-file for single-class SVM with L2-soft margin.

 Compile: 
  mex -O -I../../kernels -outdir ../ ssvm2_mex.c ../../kernels/kernel_fun.c npa.c kozinec.c mdm.c

 Synopsis:
  [Alpha,exitflag,UB,LB,t,kercnt,margin,trnerr,History] = 
    ssvm2_mex(data,ker,arg,C,solver,tmax,tolabs,tolrel)

 Input: 
   data [dim x num_data] Input vectors. 
   ker [string] Kernel identifier.  
   arg [1xnarg] Kernel argument(s).
   C [1x1] Regularization constant k'(i,j) = k(i,j) + delta(i,j)/(2*C).
   solver [string] Solver; options are 'mdm','kozinec' or 'npa'.
   tmax [1x1] Maximal number of iterations.
   tolabs [1x1] Absolute tolerance stopping condition.
   tolrel [1x1] Relative tolerance stopping condition.

 Output:
  Alpha [num_data x 1] Weights.
  exitflag [1x1] Indicates which stopping condition was used:
    UB <= tolabs              ->  exit_flag = 1   Abs. tolerance.
    (UB-LB)/(LB+1) <= tolrel  ->  exit_flag = 2   Relative tolerance.
    t >= tmax                 ->  exit_flag = 0   Number of iterations.
  UB [1x1] Upper bound on the optimal solution.
  LB [1x1] Lower bound on the optimal solution.
  t [1x1] Number of iterations.
  kercnt [1x1] Number of kernel evaluations.
  margin [1x1] Achieved margin.
  trnerr [1x1] Training error.
  History [2x(t+1)] UB and LB with respect to number of iterations.

 Modifications:
 15-jun-2004, VF
 23-Jan-2004, VF
 22-Jan-2004, VF
 14-Oct-2003, VF
-------------------------------------------------------------------- */

#include "mex.h" 
#include "matrix.h" 
#include <math.h> 
#include <stdlib.h> 
#include <string.h> 
#include <limits.h> 

#include "kernel_fun.h"
#include "kozinec.h"
#include "mdm.h"
#include "npa.h"

#define INDEX(ROW,COL,DIM) ((COL*DIM)+ROW)

/* Diagonal addend of kernel matrix */
double kernel_diag;

/* ==============================================================
Kernel function.
============================================================== */
double kernel_fce( long i, long j) 
{
  return( kernel( i,j ) + (i==j)*kernel_diag );
}

/* ==============================================================
 Main MEX function - interface to Matlab.
============================================================== */
void mexFunction( int nlhs, mxArray *plhs[], int nrhs, const mxArray*prhs[] )
{
  double *Alpha;
  double LB;
  double UB;
  double margin;
  double trnerr;
  double tolabs;
  double tolrel;
  double C;
  double *History;
  double *tmp_ptr;
  double tmp;
  long num_data;
  long i;
  long t;
  long tmax;
  int exitflag;
  char solver[20];
  int buf_len;

  /* == Processing of inputs == */
  if(nrhs != 8) mexErrMsgTxt("Incorrect number of input arguments.");


  /* get input data and parameters */
  dataA = mxGetPr(prhs[0]);  /* pointer at patterns */
  dataB = mxGetPr(prhs[0]);  /* pointer at patterns */
  
  dim = mxGetM(prhs[0]);      /* data dimension */
  num_data = mxGetN(prhs[0]); /* number of data */
  ker_cnt = 0;                /* counter of kernel evaluations */

  ker = kernel_id( prhs[1] );
  if( ker == -1 )
     mexErrMsgTxt("Improper kernel identifier.");
  arg1 = mxGetPr(prhs[2]);    /* kernel arg*/
  C = mxGetScalar(prhs[3]);   /* regularization constant */

  /* take solver string */
  if( mxIsChar( prhs[4] ) != 1) 
     mexErrMsgTxt("solver must be string.");
  buf_len = (mxGetM(prhs[4]) * mxGetN(prhs[4])) + 1;
  buf_len = (buf_len > 20) ? 20 : buf_len;
  mxGetString( prhs[4], solver, buf_len );

  tmax = mxIsInf( mxGetScalar(prhs[5])) ? INT_MAX : (long)mxGetScalar(prhs[5]); 
  tolabs = mxGetScalar(prhs[6]);
  tolrel = mxGetScalar(prhs[7]);

  if( C!=0 ) kernel_diag = 1/(2*C); else kernel_diag = 0;

  /* == call SVM solver  == */
  if( strcmp( solver, "kozinec" )==0 ) {
    exitflag = single_kozinec( &kernel_fce, num_data, tmax, tolabs, tolrel,
                               &Alpha, &UB, &LB, &t, &History );
  } else if ( strcmp( solver, "npa" )==0 ) {
    exitflag = single_npa( &kernel_fce, num_data, tmax, tolabs, tolrel,
                           &Alpha, &UB, &LB, &t, &History );
  } else if ( strcmp( solver, "mdm" )==0 ) {
    exitflag = single_mdm( &kernel_fce, num_data, tmax, tolabs, tolrel,
                           &Alpha, &UB, &LB, &t, &History );
  } else {
     mexErrMsgTxt("Unknown solver identifier.");
  }

  /* == Ouputs == */

  /* allocate memory for Alphas */
  plhs[0] = mxCreateDoubleMatrix(num_data,1,mxREAL);
  tmp_ptr = mxGetPr(plhs[0]);
  for( i = 0; i < num_data; i++ ) 
  {
    tmp_ptr[i] = Alpha[i];
  }

  /* compute margin */
  tmp = 0;
  for( i = 0; i < num_data; i++ ) {
    tmp += Alpha[i]*(1-Alpha[i]/(2*C));
  }
  if( tmp ) margin = 1/sqrt(tmp); else margin = -1;
  
  /*compute training error */
  tmp = 0;
  for( i = 0; i < num_data; i++ ) {
    if( Alpha[i] >= 2*C) tmp++;
  }
  trnerr = tmp/((double) num_data);

  /* outputs */
  plhs[1] = mxCreateDoubleMatrix(1,1,mxREAL);
  plhs[2] = mxCreateDoubleMatrix(1,1,mxREAL);
  plhs[3] = mxCreateDoubleMatrix(1,1,mxREAL);
  plhs[4] = mxCreateDoubleMatrix(1,1,mxREAL);
  plhs[5] = mxCreateDoubleMatrix(1,1,mxREAL);
  plhs[6] = mxCreateDoubleMatrix(1,1,mxREAL);
  plhs[7] = mxCreateDoubleMatrix(1,1,mxREAL);

  (*mxGetPr(plhs[1])) = (double)exitflag;
  (*mxGetPr(plhs[2])) = UB;
  (*mxGetPr(plhs[3])) = LB;
  (*mxGetPr(plhs[4])) = (double)t;
  (*mxGetPr(plhs[5])) = (double)ker_cnt;
  (*mxGetPr(plhs[6])) = margin;
  (*mxGetPr(plhs[7])) = trnerr;

  plhs[8] = mxCreateDoubleMatrix(2,t+1,mxREAL);
  tmp_ptr = mxGetPr( plhs[8] );
  for( i = 0; i <= t; i++ ) {
     tmp_ptr[INDEX(0,i,2)] = History[INDEX(0,i,2)];
     tmp_ptr[INDEX(1,i,2)] = History[INDEX(1,i,2)];
  }

  /**/
  mxFree( Alpha );
  mxFree( History );

  return; 
}