quadraticparameteroptimizationoperator.java

一个很好的LIBSVM的JAVA源码。对于要研究和改进SVM算法的学者。可以参考。来自数据挖掘工具YALE工具包。

/*
 *  YALE - Yet Another Learning Environment
 *  Copyright (C) 2001-2004
 *      Simon Fischer, Ralf Klinkenberg, Ingo Mierswa, 
 *          Katharina Morik, Oliver Ritthoff
 *      Artificial Intelligence Unit
 *      Computer Science Department
 *      University of Dortmund
 *      44221 Dortmund,  Germany
 *  email: [e-mail]
 *  web:   http://yale.cs.uni-dortmund.de/
 *
 *  This program is free software; you can redistribute it and/or
 *  modify it under the terms of the GNU General Public License as 
 *  published by the Free Software Foundation; either version 2 of the
 *  License, or (at your option) any later version. 
 *
 *  This program is distributed in the hope that it will be useful, but
 *  WITHOUT ANY WARRANTY; without even the implied warranty of
 *  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
 *  General Public License for more details.
 *
 *  You should have received a copy of the GNU General Public License
 *  along with this program; if not, write to the Free Software
 *  Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307
 *  USA.
 */
package edu.udo.cs.yale.operator;

import edu.udo.cs.yale.operator.parameter.*;
import edu.udo.cs.yale.operator.performance.PerformanceCriterion;
import edu.udo.cs.yale.operator.performance.PerformanceVector;
import edu.udo.cs.yale.tools.LogService;
import edu.udo.cs.yale.tools.ParameterService;

import java.util.*;
import java.io.*;
import java.awt.Component;
import javax.swing.JLabel;
import Jama.*;
import java.lang.Double;
import java.lang.Math.*;

/** This operator finds the optimal values for a set of parameters using a quadratic 
 *  interaction model. The parameter
 *  <var>parameters</var> is a list of key value pairs where the keys are of the form
 *  <code>OperatorName.parameter_name</code> and the value is a comma separated list of
 *  values.
 *  <br/>
 *  The operator returns an optimal {@link ParameterSet} which can as well be written to a file and 
 *  read in another experiment using an {@link edu.udo.cs.yale.operator.io.ParameterSetLoader} and the
 *  {@link PerformanceVector} of the best run.
 *  <br/>
 *  The file format of the parameter set file is straightforward and can easily be
 *  generated by foreign applications. Each line is of the form
 *  <center><code>OperatorName.parameter_name = value</code></center>
 *
 *  @yale.xmlclass QuadraticParameterOptimization
 *  @author Stefan Rueping, Helge Homburg
 *  @version $Id: QuadraticParameterOptimizationOperator.java,v 2.9 2004/08/27 11:57:34 ingomierswa Exp $
 */
public class QuadraticParameterOptimizationOperator extends OperatorChain {

    private static final Class[] OUTPUT_CLASSES = { ParameterSet.class, PerformanceVector.class };

    private static final String[] EXCEED_BEHAVIORS = { "ignore", "clip", "fail" };

    private static final int IGNORE = 0;
    private static final int CLIP   = 1;
    private static final int FAIL   = 2;

    private ParameterSet best;
    private int numberOfCombinations = 0;

    private double param2coded(String value, double base) {
	double res = Double.parseDouble(value);
	return Math.log(res)/Math.log(base);
    };

    /** Inverse of param2coded. */
    private String coded2param(double value, double base) {
	return Double.toString(Math.exp(Math.log(base)*value));
    };



    public IOObject[] apply() throws OperatorException {

	IOContainer input = getInput();

	List parameterList = getParameterList("parameters");
	Operator[] operators  = new Operator[parameterList.size()];
	String[]   parameters = new String[parameterList.size()];
	double[]   logBase    = new double[parameterList.size()];
	String[][] values     = new String[parameterList.size()][];

	Iterator iter = parameterList.iterator();
	int index = 0;
	numberOfCombinations = 1;
	while (iter.hasNext()) {
	    Object[] keyValue  = (Object[])iter.next();
	    String[] parameter = ((String)keyValue[0]).split("\\.");
	    if ((parameter.length < 2) || (parameter.length > 3)) 
		throw new UserError(this, 907, keyValue[0]);
	    Operator operator = getExperiment().getOperator(parameter[0]);
	    if (operator == null) 
		throw new UserError(this, 109, parameter[0]);
	    operators[index]  = operator;
	    parameters[index] = parameter[1];
	    ParameterType targetType = operators[index].getParameters().getParameterType(parameters[index]);
	    if (targetType == null) {
		throw new UserError(this, 906, parameter[0]+"."+parameter[1]);
	    }
	    if (!(targetType instanceof ParameterTypeNumber)) {
		throw new UserError(this, 909, parameter[0]+"."+parameter[1]);
	    }
	    
	    if (parameter.length == 2) {
		logBase[index] = 2.0;
	    } else {
		try {
		    logBase[index] = Double.parseDouble(parameter[2]);
		} catch (NumberFormatException e) {
		    throw new UserError(this, 907, keyValue[0]);
		}
	    }

	    values[index] = ((String)keyValue[1]).split(",");
	    numberOfCombinations *= values[index].length;	    
	    index++;
	}

	int ifExceedsRegion = getParameterAsInt("if_exceeds_region");
	int ifExceedsRange  = getParameterAsInt("if_exceeds_range");

	int[] currentIndex    = new int[parameterList.size()];
	// sort parameter values
	String[] valuesToSort;
	String s;
	double val1;
	double val2;
	int ind1;
	int ind2;
	for(index=0;index<parameterList.size();index++){
	    valuesToSort = values[index];
	    // straight-insertion-sort of valuesToSort
	    for(ind1=0;ind1<valuesToSort.length;ind1++){
		val1 = Double.parseDouble(valuesToSort[ind1]);
		for(ind2=ind1+1;ind2<valuesToSort.length;ind2++){
		    val2 = Double.parseDouble(valuesToSort[ind2]);
		    if(val1 > val2){
			s = valuesToSort[ind1];
			valuesToSort[ind1] = valuesToSort[ind2];
			valuesToSort[ind2] = s;
			val1 = val2;
		    };
		};
	    };
	};

	best = null;
	int[] bestIndex = new int[parameterList.size()];
	ParameterSet[] allParameters = new ParameterSet[numberOfCombinations];
	int paramIndex=0;
	// Test all parameter combinations
	while (true) {
	    LogService.logMessage("Using parameter set", LogService.TASK);
	    // set all parameter values
	    for (int j = 0; j < operators.length; j++) {
		operators[j].getParameters().setParameter(parameters[j], values[j][currentIndex[j]]);
		LogService.logMessage(operators[j]+"."+parameters[j]+
				      " = " + values[j][currentIndex[j]], LogService.TASK);
	    }
	    
	    setInput(input.copy());
	    PerformanceVector performance = getPerformance();

	    String[] currentValues     = new String[parameters.length];
	    for (int j = 0; j < parameters.length; j++) {
		currentValues[j]     = values[j][currentIndex[j]];
	    };
	    allParameters[paramIndex] = new ParameterSet(operators, parameters, currentValues, performance);

	    if ((best == null) || (performance.compareTo(best.getPerformance()) > 0)) {
		best = allParameters[paramIndex];
		// bestIndex = currentIndex; geht das?
		for(int j = 0;j<parameterList.size();j++){
		    bestIndex[j] = currentIndex[j];
		};
	    };

	    // next parameter values
	    int k = 0;
	    boolean ok = true;
	    while (!(++currentIndex[k] < values[k].length)) {
		currentIndex[k] = 0;
		k++;
		if (k >= currentIndex.length) {
		    ok = false;
		    break;
		}
	    }
	    if (!ok) break;

	    paramIndex++;
	};
	
	// start quadratic optimization
	int nrParameters=0;
	for(int i=0;i<parameterList.size();i++){
	    if((values[i]).length > 2){
		LogService.logMessage("Param "+i+", bestI = "+bestIndex[i], LogService.MINIMUM);
		nrParameters++;
		if(bestIndex[i] == 0){
		    bestIndex[i]++;
		};
		if(bestIndex[i] == (values[i]).length -1){
		    bestIndex[i]--;
		};
	    }
	    else{
		LogService.logMessage("Parameter "+parameters[i]+" has <3 values, skipped.", LogService.WARNING);
	    };
	};

	if(nrParameters>3){
		LogService.logMessage("Optimization not recommended for >3 values. Check results carefully!", LogService.WARNING);
	    };


	if(nrParameters>0){
	    // Designmatrix A f?r den 3^nrParameters-Plan aufstellen,
	    // A*x=y l?sen lassen
	    // x = neue Parameter
	    // check, ob neuen Parameter in zul?ssigem Bereich
	    // - Okay, wenn in Kubus von 3^k-Plan
	    // - Warnung wenn in gegebenem Parameter-Bereich
	    // - Fehler sonst
	    int threetok=1;
	    for(int i=0;i<nrParameters;i++){ threetok *= 3; };

	    LogService.logMessage("Optimising "+nrParameters+" parameters", LogService.MINIMUM);


	    Matrix Designmatrix = new Matrix(threetok,nrParameters+nrParameters*(nrParameters+1)/2+1);
	    Matrix y = new Matrix(threetok,1);

	    paramIndex = 0;
	    for(int i=parameterList.size()-1;i>=0;i--){
		if((values[i]).length > 2){
		    currentIndex[i] = bestIndex[i]-1;