svm.java

一个数据挖掘软件ALPHAMINERR的整个过程的JAVA版源代码

				{
					if(G[i] > Gmax2)
					{
						Gmax2 = G[i];
						Gmax2_idx = i;
					}
				}
			}
			else		// y = -1
			{
				if(!is_upper_bound(i))	// d = +1
				{
					if(-G[i] > Gmax2)
					{
						Gmax2 = -G[i];
						Gmax2_idx = i;
					}
				}
				if(!is_lower_bound(i))	// d = -1
				{
					if(G[i] > Gmax1)
					{
						Gmax1 = G[i];
						Gmax1_idx = i;
					}
				}
			}
		}

		if(Gmax1+Gmax2 < eps)
	 		return 1;

		working_set[0] = Gmax1_idx;
		working_set[1] = Gmax2_idx;
		return 0;
	}

	void do_shrinking()
	{
		int i,j,k;
		int[] working_set = new int[2];
		if(select_working_set(working_set)!=0) return;
		i = working_set[0];
		j = working_set[1];
		double Gm1 = -y[j]*G[j];
		double Gm2 = y[i]*G[i];

		// shrink

		for(k=0;k<active_size;k++)
		{
			if(is_lower_bound(k))
			{
				if(y[k]==+1)
				{
					if(-G[k] >= Gm1) continue;
				}
				else	if(-G[k] >= Gm2) continue;
			}
			else if(is_upper_bound(k))
			{
				if(y[k]==+1)
				{
					if(G[k] >= Gm2) continue;
				}
				else	if(G[k] >= Gm1) continue;
			}
			else continue;

			--active_size;
			swap_index(k,active_size);
			--k;	// look at the newcomer
		}

		// unshrink, check all variables again before final iterations

		if(unshrinked || -(Gm1 + Gm2) > eps*10) return;

		unshrinked = true;
		reconstruct_gradient();

		for(k=l-1;k>=active_size;k--)
		{
			if(is_lower_bound(k))
			{
				if(y[k]==+1)
				{
					if(-G[k] < Gm1) continue;
				}
				else	if(-G[k] < Gm2) continue;
			}
			else if(is_upper_bound(k))
			{
				if(y[k]==+1)
				{
					if(G[k] < Gm2) continue;
				}
				else	if(G[k] < Gm1) continue;
			}
			else continue;

			swap_index(k,active_size);
			active_size++;
			++k;	// look at the newcomer
		}
	}

	double calculate_rho()
	{
		double r;
		int nr_free = 0;
		double ub = INF, lb = -INF, sum_free = 0;
		for(int i=0;i<active_size;i++)
		{
			double yG = y[i]*G[i];

			if(is_lower_bound(i))
			{
				if(y[i] > 0)
					ub = Math.min(ub,yG);
				else
					lb = Math.max(lb,yG);
			}
			else if(is_upper_bound(i))
			{
				if(y[i] < 0)
					ub = Math.min(ub,yG);
				else
					lb = Math.max(lb,yG);
			}
			else
			{
				++nr_free;
				sum_free += yG;
			}
		}

		if(nr_free>0)
			r = sum_free/nr_free;
		else
			r = (ub+lb)/2;

		return r;
	}

}

//
// Solver for nu-svm classification and regression
//
// additional constraint: e^T \alpha = constant
//
final class Solver_NU extends Solver
{
	private SolutionInfo si;

	void Solve(int l, Kernel Q, double[] b, byte[] y,
		   double[] alpha, double Cp, double Cn, double eps,
		   SolutionInfo si, int shrinking)
	{
		this.si = si;
		super.Solve(l,Q,b,y,alpha,Cp,Cn,eps,si,shrinking);
	}

	int select_working_set(int[] working_set)
	{
		// return i,j which maximize -grad(f)^T d , under constraint
		// if alpha_i == C, d != +1
		// if alpha_i == 0, d != -1

		double Gmax1 = -INF;	// max { -grad(f)_i * d | y_i = +1, d = +1 }
		int Gmax1_idx = -1;

		double Gmax2 = -INF;	// max { -grad(f)_i * d | y_i = +1, d = -1 }
		int Gmax2_idx = -1;

		double Gmax3 = -INF;	// max { -grad(f)_i * d | y_i = -1, d = +1 }
		int Gmax3_idx = -1;

		double Gmax4 = -INF;	// max { -grad(f)_i * d | y_i = -1, d = -1 }
		int Gmax4_idx = -1;

		for(int i=0;i<active_size;i++)
		{
			if(y[i]==+1)	// y == +1
			{
				if(!is_upper_bound(i))	// d = +1
				{
					if(-G[i] > Gmax1)
					{
						Gmax1 = -G[i];
						Gmax1_idx = i;
					}
				}
				if(!is_lower_bound(i))	// d = -1
				{
					if(G[i] > Gmax2)
					{
						Gmax2 = G[i];
						Gmax2_idx = i;
					}
				}
			}
			else		// y == -1
			{
				if(!is_upper_bound(i))	// d = +1
				{
					if(-G[i] > Gmax3)
					{
						Gmax3 = -G[i];
						Gmax3_idx = i;
					}
				}
				if(!is_lower_bound(i))	// d = -1
				{
					if(G[i] > Gmax4)
					{
						Gmax4 = G[i];
						Gmax4_idx = i;
					}
				}
			}
		}

		if(Math.max(Gmax1+Gmax2,Gmax3+Gmax4) < eps)
 			return 1;

		if(Gmax1+Gmax2 > Gmax3+Gmax4)
		{
			working_set[0] = Gmax1_idx;
			working_set[1] = Gmax2_idx;
		}
		else
		{
			working_set[0] = Gmax3_idx;
			working_set[1] = Gmax4_idx;
		}
		return 0;
	}

	void do_shrinking()
	{
		double Gmax1 = -INF;	// max { -grad(f)_i * d | y_i = +1, d = +1 }
		double Gmax2 = -INF;	// max { -grad(f)_i * d | y_i = +1, d = -1 }
		double Gmax3 = -INF;	// max { -grad(f)_i * d | y_i = -1, d = +1 }
		double Gmax4 = -INF;	// max { -grad(f)_i * d | y_i = -1, d = -1 }

		int k;
		for(k=0;k<active_size;k++)
		{
			if(!is_upper_bound(k))
			{
				if(y[k]==+1)
				{
					if(-G[k] > Gmax1) Gmax1 = -G[k];
				}
				else	if(-G[k] > Gmax3) Gmax3 = -G[k];
			}
			if(!is_lower_bound(k))
			{
				if(y[k]==+1)
				{
					if(G[k] > Gmax2) Gmax2 = G[k];
				}
				else	if(G[k] > Gmax4) Gmax4 = G[k];
			}
		}

		double Gm1 = -Gmax2;
		double Gm2 = -Gmax1;
		double Gm3 = -Gmax4;
		double Gm4 = -Gmax3;

		for(k=0;k<active_size;k++)
		{
			if(is_lower_bound(k))
			{
				if(y[k]==+1)
				{
					if(-G[k] >= Gm1) continue;
				}
				else	if(-G[k] >= Gm3) continue;
			}
			else if(is_upper_bound(k))
			{
				if(y[k]==+1)
				{
					if(G[k] >= Gm2) continue;
				}
				else	if(G[k] >= Gm4) continue;
			}
			else continue;

			--active_size;
			swap_index(k,active_size);
			--k;	// look at the newcomer
		}

		// unshrink, check all variables again before final iterations

		if(unshrinked || Math.max(-(Gm1+Gm2),-(Gm3+Gm4)) > eps*10) return;

		unshrinked = true;
		reconstruct_gradient();

		for(k=l-1;k>=active_size;k--)
		{
			if(is_lower_bound(k))
			{
				if(y[k]==+1)
				{
					if(-G[k] < Gm1) continue;
				}
				else	if(-G[k] < Gm3) continue;
			}
			else if(is_upper_bound(k))
			{
				if(y[k]==+1)
				{
					if(G[k] < Gm2) continue;
				}
				else	if(G[k] < Gm4) continue;
			}
			else continue;

			swap_index(k,active_size);
			active_size++;
			++k;	// look at the newcomer
		}
	}

	double calculate_rho()
	{
		int nr_free1 = 0,nr_free2 = 0;
		double ub1 = INF, ub2 = INF;
		double lb1 = -INF, lb2 = -INF;
		double sum_free1 = 0, sum_free2 = 0;

		for(int i=0;i<active_size;i++)
		{
			if(y[i]==+1)
			{
				if(is_lower_bound(i))
					ub1 = Math.min(ub1,G[i]);
				else if(is_upper_bound(i))
					lb1 = Math.max(lb1,G[i]);
				else
				{
					++nr_free1;
					sum_free1 += G[i];
				}
			}
			else
			{
				if(is_lower_bound(i))
					ub2 = Math.min(ub2,G[i]);
				else if(is_upper_bound(i))
					lb2 = Math.max(lb2,G[i]);
				else
				{
					++nr_free2;
					sum_free2 += G[i];
				}
			}
		}

		double r1,r2;
		if(nr_free1 > 0)
			r1 = sum_free1/nr_free1;
		else
			r1 = (ub1+lb1)/2;

		if(nr_free2 > 0)
			r2 = sum_free2/nr_free2;
		else
			r2 = (ub2+lb2)/2;

		si.r = (r1+r2)/2;
		return (r1-r2)/2;
	}
}

//
// Q matrices for various formulations
//
class SVC_Q extends Kernel
{
	private final byte[] y;
	private final Cache cache;

	SVC_Q(svm_problem prob, svm_parameter param, byte[] y_)
	{
		super(prob.l, prob.x, param);
		y = (byte[])y_.clone();
		cache = new Cache(prob.l,(int)(param.cache_size*(1<<20)));
	}

	float[] get_Q(int i, int len)
	{
		float[][] data = new float[1][];
		int start;
		if((start = cache.get_data(i,data,len)) < len)
		{
			for(int j=start;j<len;j++)
				data[0][j] = (float)(y[i]*y[j]*kernel_function(i,j));
		}
		return data[0];
	}

	void swap_index(int i, int j)
	{
		cache.swap_index(i,j);
		super.swap_index(i,j);
		do {byte _=y[i]; y[i]=y[j]; y[j]=_;} while(false);
	}
}

class ONE_CLASS_Q extends Kernel
{
	private final Cache cache;

	ONE_CLASS_Q(svm_problem prob, svm_parameter param)
	{
		super(prob.l, prob.x, param);
		cache = new Cache(prob.l,(int)(param.cache_size*(1<<20)));
	}

	float[] get_Q(int i, int len)
	{
		float[][] data = new float[1][];
		int start;
		if((start = cache.get_data(i,data,len)) < len)
		{
			for(int j=start;j<len;j++)
				data[0][j] = (float)kernel_function(i,j);
		}
		return data[0];
	}

	void swap_index(int i, int j)
	{
		cache.swap_index(i,j);
		super.swap_index(i,j);
	}
}

class SVR_Q extends Kernel
{
	private final int l;
	private final Cache cache;
	private final byte[] sign;
	private final int[] index;
	private int next_buffer;
	private float[][] buffer;

	SVR_Q(svm_problem prob, svm_parameter param)
	{
		super(prob.l, prob.x, param);
		l = prob.l;
		cache = new Cache(l,(int)(param.cache_size*(1<<20)));
		sign = new byte[2*l];
		index = new int[2*l];
		for(int k=0;k<l;k++)
		{
			sign[k] = 1;
			sign[k+l] = -1;
			index[k] = k;
			index[k+l] = k;
		}
		buffer = new float[2][2*l];
		next_buffer = 0;
	}

	void swap_index(int i, int j)
	{
		do {byte _=sign[i]; sign[i]=sign[j]; sign[j]=_;} while(false);
		do {int _=index[i]; index[i]=index[j]; index[j]=_;} while(false);
	}

	float[] get_Q(int i, int len)
	{
		float[][] data = new float[1][];
		int real_i = index[i];
		if(cache.get_data(real_i,data,l) < l)
		{
			for(int j=0;j<l;j++)
				data[0][j] = (float)kernel_function(real_i,j);
		}

		// reorder and copy
		float buf[] = buffer[next_buffer];
		next_buffer = 1 - next_buffer;
		byte si = sign[i];
		for(int j=0;j<len;j++)
			buf[j] = si * sign[j] * data[0][index[j]];
		return buf;
	}
}

public class svm {
	//
	// construct and solve various formulations
	//
	private static void solve_c_svc(svm_problem prob, svm_parameter param,
					double[] alpha, Solver.SolutionInfo si,
					double Cp, double Cn)
	{
		int l = prob.l;
		double[] minus_ones = new double[l];
		byte[] y = new byte[l];

		int i;

		for(i=0;i<l;i++)
		{
			alpha[i] = 0;
			minus_ones[i] = -1;
			if(prob.y[i] > 0) y[i] = +1; else y[i]=-1;
		}

		Solver s = new Solver();
		s.Solve(l, new SVC_Q(prob,param,y), minus_ones, y,
			alpha, Cp, Cn, param.eps, si, param.shrinking);

		double sum_alpha=0;
		for(i=0;i<l;i++)
			sum_alpha += alpha[i];

		System.out.print("nu = "+sum_alpha/(param.C*prob.l)+"\n");

		for(i=0;i<l;i++)
			alpha[i] *= y[i];
	}

	private static void solve_nu_svc(svm_problem prob, svm_parameter param,
				 	double[] alpha, Solver.SolutionInfo si)
	{
		int i;
		int l = prob.l;
		double nu = param.nu;

		int y_pos = 0;
		int y_neg = 0;
		byte[] y = new byte[l];

		for(i=0;i<l;i++)
			if(prob.y[i]>0)
			{
				y[i] = +1;
				++y_pos;
			}
			else
			{
				y[i] = -1;
				++y_neg;
			}

		if(nu < 0 || nu*l/2 > Math.min(y_pos,y_neg))
		{
			System.err.print("specified nu is infeasible\n");
			System.exit(1);
		}

		double sum_pos = nu*l/2;
		double sum_neg = nu*l/2;

		for(i=0;i<l;i++)
			if(y[i] == +1)
			{
				alpha[i] = Math.min(1.0,sum_pos);
				sum_pos -= alpha[i];
			}
			else
			{
				alpha[i] = Math.min(1.0,sum_neg);
				sum_neg -= alpha[i];
			}

		double[] zeros = new double[l];

		for(i=0;i<l;i++)
			zeros[i] = 0;

		Solver_NU s = new Solver_NU();
		s.Solve(l, new SVC_Q(prob,param,y), zeros, y,
			alpha, 1.0, 1.0, param.eps, si, param.shrinking);
		double r = si.r;

		System.out.print("C = "+1/r+"\n");

		for(i=0;i<l;i++)
			alpha[i] *= y[i]/r;

		si.rho /= r;
		si.obj /= (r*r);
		si.upper_bound_p = 1/r;
		si.upper_bound_n = 1/r;
	}

	private static void solve_one_class(svm_problem prob, svm_parameter param,
				    	double[] alpha, Solver.SolutionInfo si)
	{
		int l = prob.l;
		double[] zeros = new double[l];
		byte[] ones = new byte[l];
		int i;

		int n = (int)(param.nu*prob.l);	// # of alpha's at upper bound
		if(n>=prob.l)
		{
			System.err.print("nu must be in (0,1)\n");
			System.exit(1);
		}
		for(i=0;i<n;i++)
			alpha[i] = 1;
		alpha[n] = param.nu * prob.l - n;
		for(i=n+1;i<l;i++)
			alpha[i] = 0;

		for(i=0;i<l;i++)
		{
			zeros[i] = 0;
			ones[i] = 1;
		}

		Solver s = new Solver();
		s.Solve(l, new ONE_CLASS_Q(prob,param), zeros, ones,
			alpha, 1.0, 1.0, param.eps, si, param.shrinking);
	}

	private static void solve_epsilon_svr(svm_problem prob, svm_parameter param,
					double[] alpha, Solver.SolutionInfo si)
	{
		int l = prob.l;
		double[] alpha2 = new double[2*l];
		double[] linear_term = new double[2*l];
		byte[] y = new byte[2*l];