📄 svmtrain.c
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#include <stdio.h>#include <stdlib.h>#include <string.h>#include <ctype.h>#include "svm.h"#include "mex.h"#include "svm_model_matlab.h"#define CMD_LEN 2048#define Malloc(type,n) (type *)malloc((n)*sizeof(type))void exit_with_help(){ mexPrintf( "Usage: model = svmtrain(training_label_vector, training_instance_matrix, 'libsvm_options');\n" "libsvm_options:\n" "-s svm_type : set type of SVM (default 0)\n" " 0 -- C-SVC\n" " 1 -- nu-SVC\n" " 2 -- one-class SVM\n" " 3 -- epsilon-SVR\n" " 4 -- nu-SVR\n" "-t kernel_type : set type of kernel function (default 2)\n" " 0 -- linear: u'*v\n" " 1 -- polynomial: (gamma*u'*v + coef0)^degree\n" " 2 -- radial basis function: exp(-gamma*|u-v|^2)\n" " 3 -- sigmoid: tanh(gamma*u'*v + coef0)\n" "-d degree : set degree in kernel function (default 3)\n" "-g gamma : set gamma in kernel function (default 1/k)\n" "-r coef0 : set coef0 in kernel function (default 0)\n" "-c cost : set the parameter C of C-SVC, epsilon-SVR, and nu-SVR (default 1)\n" "-n nu : set the parameter nu of nu-SVC, one-class SVM, and nu-SVR (default 0.5)\n" "-p epsilon : set the epsilon in loss function of epsilon-SVR (default 0.1)\n" "-m cachesize : set cache memory size in MB (default 40)\n" "-e epsilon : set tolerance of termination criterion (default 0.001)\n" "-h shrinking: whether to use the shrinking heuristics, 0 or 1 (default 1)\n" "-b probability_estimates: whether to train a SVC or SVR model for probability estimates, 0 or 1 (default 0)\n" "-wi weight: set the parameter C of class i to weight*C, for C-SVC (default 1)\n" "-v n: n-fold cross validation mode\n" );}/* svm arguments */struct svm_parameter param; /* set by parse_command_line */struct svm_problem prob; /* set by read_problem */struct svm_model *model;struct svm_node *x_space;int cross_validation;int nr_fold;/* MAD begin changes *//*double do_cross_validation() */do_cross_validation(double *ptr){ int i; int total_correct = 0; double total_error = 0; double sumv = 0, sumy = 0, sumvv = 0, sumyy = 0, sumvy = 0; double *target = Malloc(double,prob.l); double retval = 0.0; /* fix random seed to have same results for each run */ srand(1); svm_cross_validation(&prob,¶m,nr_fold,target); if(param.svm_type == EPSILON_SVR || param.svm_type == NU_SVR) { for(i=0;i<prob.l;i++) { double y = prob.y[i]; double v = target[i]; total_error += (v-y)*(v-y); sumv += v; sumy += y; sumvv += v*v; sumyy += y*y; sumvy += v*y; } mexPrintf("Cross Validation Mean squared error = %g\n",total_error/prob.l); mexPrintf("Cross Validation Squared correlation coefficient = %g\n", ((prob.l*sumvy-sumv*sumy)*(prob.l*sumvy-sumv*sumy))/ ((prob.l*sumvv-sumv*sumv)*(prob.l*sumyy-sumy*sumy)) ); retval = total_error/prob.l; ptr[0] = retval; } else { int countp = 0; int countn = 0; int correctp = 0; int correctn = 0; for(i=0;i<prob.l;i++) { if(prob.y[i] > 0.0) { countp++; if(target[i] == prob.y[i]) correctp++; } else { countn++; if(target[i] == prob.y[i]) correctn++; } } retval = 100.0*correctp/countp; ptr[0] = retval; retval = 100.0*correctn/countn; ptr[1] = retval; } free(target); /*return retval; */}/* MAD end changes *//* nrhs should be 3 */int parse_command_line(int nrhs, const mxArray *prhs[], char *model_file_name){ int i, argc = 1; char cmd[CMD_LEN]; char *argv[CMD_LEN/2]; /* default values */ param.svm_type = C_SVC; param.kernel_type = RBF; param.degree = 3; param.gamma = 0; /* 1/k */ param.coef0 = 0; param.nu = 0.5; param.cache_size = 40; param.C = 1; param.eps = 1e-3; param.p = 0.1; param.shrinking = 1; param.probability = 0; param.nr_weight = 0; param.weight_label = NULL; param.weight = NULL; cross_validation = 0; if(nrhs <= 1) return 1; if(nrhs == 2) return 0; /* put options in argv[] */ mxGetString(prhs[2], cmd, mxGetN(prhs[2]) + 1); if((argv[argc] = strtok(cmd, " ")) == NULL) return 0; while((argv[++argc] = strtok(NULL, " ")) != NULL) ; /* parse options */ for(i=1;i<argc;i++) { if(argv[i][0] != '-') break; if(++i>=argc) return 1; switch(argv[i-1][1]) { case 's': param.svm_type = atoi(argv[i]); break; case 't': param.kernel_type = atoi(argv[i]); break; case 'd': param.degree = atof(argv[i]); break; case 'g': param.gamma = atof(argv[i]); break; case 'r': param.coef0 = atof(argv[i]); break; case 'n': param.nu = atof(argv[i]); break; case 'm': param.cache_size = atof(argv[i]); break; case 'c': param.C = atof(argv[i]); break; case 'e': param.eps = atof(argv[i]); break; case 'p': param.p = atof(argv[i]); break; case 'h': param.shrinking = atoi(argv[i]); break; case 'b': param.probability = atoi(argv[i]); break; case 'v': cross_validation = 1; nr_fold = atoi(argv[i]); if(nr_fold < 2) { mexPrintf("n-fold cross validation: n must >= 2\n"); return 1; } break; case 'w': ++param.nr_weight; param.weight_label = (int *)realloc(param.weight_label,sizeof(int)*param.nr_weight); param.weight = (double *)realloc(param.weight,sizeof(double)*param.nr_weight); param.weight_label[param.nr_weight-1] = atoi(&argv[i-1][2]); param.weight[param.nr_weight-1] = atof(argv[i]); break; default: mexPrintf("unknown option\n"); return 1; } } return 0;}/* read in a problem (in svmlight format) */void read_problem_dense(const mxArray *label_vec, const mxArray *instance_mat){ int i, j, k; int elements, max_index, sc; double *samples, *labels; labels = mxGetPr(label_vec); samples = mxGetPr(instance_mat); sc = mxGetN(instance_mat); elements = 0; /* the number of instance */ prob.l = mxGetM(instance_mat); for(i = 0; i < prob.l; i++) { for(k = 0; k < sc; k++) if(samples[k * prob.l + i] != 0) elements++; /* count the '-1' element */ elements++; } prob.y = Malloc(double,prob.l); prob.x = Malloc(struct svm_node *,prob.l); x_space = Malloc(struct svm_node, elements); max_index = sc; j = 0; for(i = 0; i < prob.l; i++) { prob.x[i] = &x_space[j]; prob.y[i] = labels[i]; for(k = 0; k < sc; k++) { if(samples[k * prob.l + i] != 0) { x_space[j].index = k + 1; x_space[j].value = samples[k * prob.l + i]; j++; } } x_space[j++].index = -1; } if(param.gamma == 0) param.gamma = 1.0/max_index;}void read_problem_sparse(const mxArray *label_vec, const mxArray *instance_mat){ int i, j, k, low, high; int *ir, *jc; int elements, max_index, num_samples; double *samples, *labels; mxArray *instance_mat_tr; /* transposed instance sparse matrix */ /* transpose instance matrix */ { mxArray *prhs[1], *plhs[1]; prhs[0] = mxDuplicateArray(instance_mat); if (mexCallMATLAB(1, plhs, 1, prhs, "transpose")) { mexPrintf("Error: cannot transpose training instance matrix\n"); return; } instance_mat_tr = plhs[0]; } /* each column is one instance */ labels = mxGetPr(label_vec); samples = mxGetPr(instance_mat_tr); ir = mxGetIr(instance_mat_tr); jc = mxGetJc(instance_mat_tr); num_samples = mxGetNzmax(instance_mat_tr); /* the number of instance */ prob.l = mxGetN(instance_mat_tr); elements = num_samples + prob.l; max_index = mxGetM(instance_mat_tr); prob.y = Malloc(double,prob.l); prob.x = Malloc(struct svm_node *,prob.l); x_space = Malloc(struct svm_node, elements); j = 0; for(i=0;i<prob.l;i++) { prob.x[i] = &x_space[j]; prob.y[i] = labels[i]; low = jc[i], high = jc[i+1]; for(k=low;k<high;k++) { x_space[j].index = ir[k] + 1; x_space[j].value = samples[k]; j++; } x_space[j++].index = -1; } if(param.gamma == 0) param.gamma = 1.0/max_index;}static void fake_answer(mxArray *plhs[]){ plhs[0] = mxCreateDoubleMatrix(0, 0, mxREAL);}/* Interface function of matlab *//* now assume prhs[0]: label prhs[1]: features */void mexFunction( int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[] ){ const char *error_msg; /* Translate the input Matrix to the format such that svmtrain.exe can recognize it */ if(nrhs > 0 && nrhs < 4) { if(parse_command_line(nrhs, prhs, NULL)) { exit_with_help(); svm_destroy_param(¶m); fake_answer(plhs); return; } if(mxIsSparse(prhs[1])) read_problem_sparse(prhs[0], prhs[1]); else read_problem_dense(prhs[0], prhs[1]); /* svmtrain's original code */ error_msg = svm_check_parameter(&prob, ¶m); if(error_msg) { mexPrintf("Error: %s\n", error_msg); svm_destroy_param(¶m); free(prob.y); free(prob.x); free(x_space); fake_answer(plhs); return; } if(cross_validation) { /* MAD begin changes */ double *ptr; plhs[0] = mxCreateDoubleMatrix(2, 1, mxREAL); ptr = mxGetPr(plhs[0]); /*ptr[0] = do_cross_validation(); */ do_cross_validation(ptr); /* MAD end changes */ } else { int nr_feat = mxGetN(prhs[1]); const char *error_msg; model = svm_train(&prob, ¶m); error_msg = model_to_matlab_structure(plhs, nr_feat, model); if (error_msg) mexPrintf("Error: can't convert libsvm model to matrix structure: %s\n", error_msg); svm_destroy_model(model); } svm_destroy_param(¶m); free(prob.y); free(prob.x); free(x_space); } else { exit_with_help(); fake_answer(plhs); }}
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