variations.cpp

在线支持向量机C＋＋程序,程序中包含了应用的例子

/******************************************************************************
*                       ONLINE SUPPORT VECTOR REGRESSION                      *
*                      Copyright 2006 - Francesco Parrella                    *
*                                                                             *
*This program is distributed under the terms of the GNU General Public License*
******************************************************************************/


#ifndef TRAIN_CPP
#define TRAIN_CPP

#include "OnlineSVR.h"


namespace onlinesvr
{

	// Variation Operations
	double OnlineSVR::FindVariationLc1 (Vector<double>* H, Vector<double>* Gamma, int SampleIndex, int Direction)
	{
		double Weightc = this->Weights->GetValue(SampleIndex);
		double Hc = H->GetValue(SampleIndex);
		double Gammac = Gamma->GetValue(SampleIndex);
		double Epsilon = this->Epsilon;
		double C = this->C;

		if (Gammac<=0)
			return Direction*INF;

		if (Hc>+Epsilon && -C<Weightc && Weightc<=0)
			return (-Hc +Epsilon) / Gammac;

		else if (Hc<-Epsilon && 0<=Weightc && Weightc<C)
			return (-Hc -Epsilon) / Gammac;

		else
			return Direction * INF;	

	}

	double OnlineSVR::FindVariationLc2 (int SampleIndex, int Direction)
	{
		double Weightsc = this->Weights->GetValue(SampleIndex);
		double C = this->C;

		if (this->GetSupportSetElementsNumber()==0)
			return Direction * INF;
		else if (Direction>0)
			return -Weightsc +C;
		else
			return -Weightsc -C;
	}

	double OnlineSVR::FindVariationLc (int SampleIndex)
	{
		return -this->Weights->GetValue(SampleIndex);
	}

	Vector<double>* OnlineSVR::FindVariationLs (Vector<double>* H, Vector<double>* Beta, int Direction)
	{
		Vector<double>* Ls = new Vector<double>(this->GetSupportSetElementsNumber());
		C = this->C;		

		for (int i=0; i<this->GetSupportSetElementsNumber(); i++) {			
			
			double Weightsi = this->Weights->GetValue(this->SupportSetIndexes->GetValue(i));
			double Hi = H->GetValue(this->SupportSetIndexes->GetValue(i));
			double Betai = Beta->GetValue(i+1);
			double Lsi = Direction * INF;

			if (Betai==0)
				Lsi = Direction*INF;

			else if (Direction*Betai>0) {

				if (Hi>0) { // Hi == Epsilon
					if (Weightsi<-C)
						Lsi = (-Weightsi -C) / Betai;
					else if (Weightsi <=0)
						Lsi = -Weightsi / Betai;
					else
						Lsi = Direction*INF;

				} else { // Hi == -Epsilon
					if (Weightsi<0)
						Lsi = -Weightsi / Betai;
					else if (Weightsi <=+C)
						Lsi = (-Weightsi +C) / Betai;
					else
						Lsi = Direction*INF;
				}

			} else {

				if (Hi>0) { // Hi == Epsilon

					if (Weightsi>0)
						Lsi = -Weightsi / Betai;
					else if (Weightsi >= -C)
						Lsi = (-Weightsi -C) / Betai;
					else
						Lsi = Direction*INF;

				} else { // Hi == -Epsilon
					
					if (Weightsi>+C)
						Lsi = (-Weightsi +C) / Betai;
					else if (Weightsi >= 0)
						Lsi = -Weightsi / Betai;
					else
						Lsi = Direction*INF;
				}
			}
				
			
			
			Ls->Add(Lsi);
		}

		return Ls;
	}

	Vector<double>* OnlineSVR::FindVariationLe (Vector<double>* H, Vector<double>* Gamma, int Direction)
	{
		Vector<double>* Le = new Vector<double>(this->GetErrorSetElementsNumber());
		Epsilon = this->Epsilon;

		for (int i=0; i<this->GetErrorSetElementsNumber(); i++) {
		
			double Weightsi = this->Weights->GetValue(this->ErrorSetIndexes->GetValue(i));
			double Hi = H->GetValue(this->ErrorSetIndexes->GetValue(i));
			double Gammai = Gamma->GetValue(this->ErrorSetIndexes->GetValue(i));
			double Lei = Direction * INF;	

			if (Gammai == 0)
				Lei = Direction * INF;

			else if (Direction*Gammai > 0) {

				if (Weightsi > 0) { // Weightsi == +C
					if (Hi < -Epsilon)
						Lei = (-Hi -Epsilon) / Gammai;
					else 
						Lei = Direction * INF;

				} else { // Weightsi == -C
					if (Hi < +Epsilon)
						Lei = (-Hi +Epsilon) / Gammai;
					else 
						Lei = Direction * INF;	
				}

			} else {
				
				if (Weightsi > 0) { // Weightsi == +C
					if (Hi > -Epsilon)
						Lei = (-Hi -Epsilon) / Gammai;
					else 
						Lei = Direction * INF;
				} else { // Weightsi == -C

					if (Hi > +Epsilon)
						Lei = (-Hi +Epsilon) / Gammai;
					else 
						Lei = Direction * INF;	
				}

			}

			Le->Add(Lei);
		}

		return Le;
	}

	Vector<double>* OnlineSVR::FindVariationLr (Vector<double>* H, Vector<double>* Gamma, int Direction)
	{
		Vector<double>* Lr = new Vector<double>(this->GetRemainingSetElementsNumber());
		Epsilon = this->Epsilon;

		for (int i=0; i<this->GetRemainingSetElementsNumber(); i++) {
		
			double Hi = H->Values[this->RemainingSetIndexes->Values[i]];
			double Gammai = Gamma->Values[this->RemainingSetIndexes->Values[i]];
			double Lri = Direction * INF;

			if (Gammai == 0) {
				Lri = Direction * INF;
			}
			else if (Direction*Gammai>0) {
				if (Hi < -Epsilon) {
					Lri = (-Hi -Epsilon) / Gammai;
				}
				else if (Hi < +Epsilon) {
					Lri = (-Hi +Epsilon) / Gammai;
				}
				else {
					Lri = Direction * INF;
				}
			}
			else { 
				if (Hi > +Epsilon) {
					Lri = (-Hi +Epsilon) / Gammai;
				}
				else if (Hi > -Epsilon) {
					Lri = (-Hi -Epsilon) / Gammai;
				}
				else {
					Lri = Direction * INF;
				}
			}

			Lr->Add(Lri);
		}

		return Lr;
	}

	void OnlineSVR::FindLearningMinVariation (Vector<double>* H, Vector<double>* Beta, Vector<double>* Gamma, int SampleIndex, double* MinVariation, int* MinIndex, int* Flag)
	{

		// Find Samples Variations
		int Direction;
		/*
		if (this->Weights->Values[SampleIndex]>0 &&  (-this->Epsilon<H->Values[SampleIndex] && H->Values[SampleIndex]<0))
			Direction = SIGN(H->Values[SampleIndex]);
		else if (this->Weights->Values[SampleIndex]<0 &&  (0<H->Values[SampleIndex] && H->Values[SampleIndex]<this->Epsilon))
			Direction = SIGN(H->Values[SampleIndex]*Gammac);
		else
			Direction = SIGN(-H->Values[SampleIndex]); 		
		*/

		double Weightc = this->Weights->GetValue(SampleIndex);
		double Hc = H->GetValue(SampleIndex);
		double Gammac = Gamma->GetValue(SampleIndex);
		double Epsilon = this->Epsilon;

/*
		if (Weightc!=0 && SIGN(Hc*Weightc)<0 && (0<ABS(Hc) && ABS(Hc)<Epsilon))
			Direction = SIGN(H->Values[SampleIndex]*Gamma->Values[SampleIndex]);
		else
*/			
		Direction = SIGN(-H->Values[SampleIndex]);
		
		double Lc1 = this->FindVariationLc1 (H, Gamma, SampleIndex, Direction);

		Direction = SIGN(Lc1);

		if (SIGN(Lc1) != SIGN(Direction)){
			cout << "Direction = " << Direction << endl;
			cout << "Weightc   = " << Weightc << endl;
			cout << "Hc        = " << Hc << endl;
			cout << "Gammac    = " << Gammac << endl;		

			cout << "ERROR SIGN!!";
			this->Verbosity = 3;
		}

		double Lc2 = this->FindVariationLc2 (SampleIndex, Direction);
		Vector<double>* Ls = this->FindVariationLs (H, Beta, Direction);
		Vector<double>* Le = this->FindVariationLe (H, Gamma, Direction);
		Vector<double>* Lr = this->FindVariationLr (H, Gamma, Direction);

		// Check Values
		if (Gammac < 0) {
			// Avoid loops
			int i;
			for (i=0; i<Ls->GetLength(); i++) {
				if (Ls->Values[i] == 0)
					Ls->Values[i] = Direction * INF;
			}
			for (i=0; i<Le->GetLength(); i++) {
				if (Le->Values[i] == 0)
					Le->Values[i] = Direction * INF;
			}
			for (i=0; i<Lr->GetLength(); i++) {
				if (Lr->Values[i] == 0)
					Lr->Values[i] = Direction * INF;
			}
		}


		if (this->Verbosity>2) {
			this->ShowVariations(H, Beta, Gamma, SampleIndex, Lc1, Lc2, Ls, Le, Lr, this->OPERATION_LEARNING);

		// PROVE
			cout << "ERRORS LIST: " << endl;

			bool Found = false;
			int i, j;

			if (!VerifyKKTConditions())
			{
				cout << "KKT Not Valid" << endl;
				Found = true;
			}


			if (Gammac<0) {
				cout << "Gammac < 0" << endl;
				Found = true;
			}

			for (i=0; i<this->SupportSetIndexes->GetLength(); i++) {
				if (this->Weights->Values[SupportSetIndexes->Values[i]]!=0 && H->Values[SupportSetIndexes->Values[i]] != 0 && SIGN(H->Values[SupportSetIndexes->Values[i]]) == SIGN(this->Weights->Values[SupportSetIndexes->Values[i]])) {
					cout << "S" << i << " (" << SupportSetIndexes->Values[i] << ") is not valid!" << endl;
					Found = true;
				}
			}

			for (j=0; j<this->ErrorSetIndexes->GetLength(); j++) {
				double w = this->Weights->Values[ErrorSetIndexes->Values[j]];
				double h = H->Values[ErrorSetIndexes->Values[j]];
				if (SIGN(w*h)>0 || ABS(h)<Epsilon-0.000001) {
					cout << "E" << j << " (" << ErrorSetIndexes->Values[j] << ") is not valid!" << endl;
					Found = true;
				}
			}

			for (j=0; j<this->RemainingSetIndexes->GetLength(); j++) {				
				double h = H->Values[RemainingSetIndexes->Values[j]];
				if (ABS(h)>Epsilon+0.000001) {
					cout << "R" << j << " (" << RemainingSetIndexes->Values[j] << ") is not valid!" << endl;
					Found = true;
				}
			}


			if (Found)
				system("pause");
			else
				cout << "None." << endl;
		}

		// Find Min Variation
		double MinLsValue, MinLeValue, MinLrValue;
		int MinLsIndex, MinLeIndex, MinLrIndex;
		if (this->GetSupportSetElementsNumber()>0)
			Ls->MinAbs (&MinLsValue, &MinLsIndex);
		else
			MinLsValue = Direction * INF;
		if (this->GetErrorSetElementsNumber()>0)
			Le->MinAbs (&MinLeValue, &MinLeIndex);
		else
			MinLeValue = Direction * INF;
		if (this->GetRemainingSetElementsNumber()>0)
			Lr->MinAbs (&MinLrValue, &MinLrIndex);
		else
			MinLrValue = Direction * INF;
		Vector<double>* Variations = new Vector<double>(5);
		Variations->Add(ABS(Lc1));
		Variations->Add(ABS(Lc2));
		Variations->Add(MinLsValue);
		Variations->Add(MinLeValue);
		Variations->Add(MinLrValue);
		Variations->MinAbs(MinVariation, Flag);

		// Find Sample Index Variation
		(*MinVariation) *= Direction;
		(*Flag) ++;
		switch (*Flag) {
			case 1:
			case 2: