winsvmdlg.cpp

采用c++编写的有关svm交叉验证的程序。

		limitstep=limitstep/3;
	    b=coef0temp-bstep+4*bstep/(k+4),bend=coef0temp+bstep-4*bstep/(k+4),bstep=4*bstep/(k+4);//可以为负数
		c=nutemp-cstep+4*cstep/(l+4);
		if(c<=0)
			c=0.00000001,cend=nutemp+cstep-2*cstep/(l+2),cstep=2*cstep/(l+2);
		else
		{
			cend=nutemp+cstep-4*cstep/(l+4),cstep=4*cstep/(l+4);
			if(cend>1)
				cend=1;
		}
		yichuan1(++i, b, bend, bstep, c, cend, cstep);
		i--;
	}
	if(i==0)
	{
	yichuanend();
	}
}

void CwinsvmDlg::yichuan3(int i,int a,int aend,double b,double bend,double bstep,double c,double cend,double cstep,double d,double dend,double dstep)
{
	//int j=aend-a;//度的步数
	int k=(bend-b)/bstep;//coef0步数
	int l=(cend-c)/cstep;//C步数
	int n=(dend-d)/dstep;//p步数
	double zy;//预测效率
	int m=0;//递归参数
//临时变量
	int degreetemp(0);
	double coef0temp(0);
	double Ctemp(0);
	double ptemp(0);	
	for(int ii=a ;ii<aend;ii++)
	{
		param.degree=ii;
		for( double jj=b;jj<bend;jj+=bstep)
		{
			param.coef0=jj;
			for( double kk=c;kk<cend;kk+=cstep)
			{
				param.C=kk;
				for( double ll=d;ll<dend;ll+=dstep)
			    {				  				    
					param.p=ll;
					info.Empty();
				    zy = do_cross_validationy();
				    if( zy > (limit+limitstep) )
				    {
					    m++;
					    limit=zy;
						degreetemp=param.degree;
						coef0temp=param.coef0;
						Ctemp=param.C;
						ptemp=param.p;
						infoy=info;
						info.Format("度是 %d,coef0是 %f,惩罚因子C是 %f,损失函数ε是 %f\n",degreetemp,coef0temp,Ctemp,ptemp);
						infoy+=info;
 				    }
	            }
			}
		}
	}
	if(m)
	{
		limitstep=limitstep/3;	
		a=degreetemp;aend=degreetemp+1;
	    b=coef0temp-bstep+4*bstep/(k+4),bend=coef0temp+bstep-4*bstep/(k+4),bstep=4*bstep/(k+4);//可以为负数
	    c=Ctemp-cstep+4*cstep/(l+4);
		d=ptemp-dstep+4*dstep/(n+4);
		if(c<=0)
			c=0.00000001,cend=Ctemp+cstep-2*cstep/(l+2),cstep=2*cstep/(l+2);
		else
			cend=Ctemp+cstep-4*cstep/(l+4),cstep=4*cstep/(l+4);
		if(d<0)
			d=0.00000001,dend=ptemp+dstep-2*dstep/(n+2),dstep=2*dstep/(n+2);
		else
			dend=ptemp+dstep-4*dstep/(n+4),dstep=4*dstep/(n+4);
		yichuan3(++i,a,aend, b, bend, bstep, c, cend, cstep, d, dend, dstep);
		i--;
	}
	if(i==0)
	{
	yichuanend();
	}
}
void CwinsvmDlg::yichuan3(int i,double c,double cend,double cstep,double d,double dend,double dstep)
{
	int l=(cend-c)/cstep;//C步数
	int n=(dend-d)/dstep;//p步数
	double zy;//预测效率
	int m=0;//递归参数
//临时变量
	double Ctemp(0);
	double ptemp(0);	
	for( double ii=c;ii<cend;ii+=cstep)
	{
		param.C=ii;
				for( double jj=d;jj<dend;jj+=dstep)
			    {
					param.p=jj;
					info.Empty();
				    zy = do_cross_validationy();
				    if( zy > (limit+limitstep) )
				    {
					    m++;
					    limit=zy;
						Ctemp=param.C;
						ptemp=param.p;
						infoy=info;
						info.Format("惩罚因子C是 %f,损失函数ε是 %f\n",Ctemp,ptemp);
						infoy+=info;
 				    }
	            }
	}
	if(m)
	{
		limitstep=limitstep/3;
	    c=Ctemp-cstep+4*cstep/(l+4);
		d=ptemp-dstep+4*dstep/(n+4);
		if(c<=0)
			c=0.00000001,cend=Ctemp+cstep-2*cstep/(l+2),cstep=2*cstep/(l+2);
		else
			cend=Ctemp+cstep-4*cstep/(l+4),cstep=4*cstep/(l+4);
		if(d<0)
			d=0.00000001,dend=ptemp+dstep-2*dstep/(n+2),dstep=2*dstep/(n+2);
		else
			dend=ptemp+dstep-4*dstep/(n+4),dstep=4*dstep/(n+4);
		yichuan3(++i, c, cend, cstep, d, dend, dstep);
		i--;
	}
	if(i==0)
	{
	yichuanend();
	}
}
void CwinsvmDlg::yichuan3(int i,double b,double bend,double bstep,double c,double cend,double cstep,double d,double dend,double dstep)
{
	//int j=aend-a;//度的步数
	int k=(bend-b)/bstep;//coef0步数
	int l=(cend-c)/cstep;//C步数
	int n=(dend-d)/dstep;//p步数
	double zy;//预测效率
	int m=0;//递归参数
//临时变量
	double coef0temp(0);
	double Ctemp(0);
	double ptemp(0);	
	for( double ii=b;ii<bend;ii+=bstep)
	{
		param.coef0=ii;
			for( double jj=c;jj<cend;jj+=cstep)
			{
				param.C=jj;
				for( double kk=d;kk<dend;kk+=dstep)
			    {
					param.p=kk;
					info.Empty();
				    zy = do_cross_validationy();
				    if( zy > (limit+limitstep) )
				    {
					    m++;
					    limit=zy;
						coef0temp=param.coef0;
						Ctemp=param.C;
						ptemp=param.p;
						infoy=info;
						info.Format("coef0是 %f,惩罚因子C是 %f,损失函数ε是 %f\n",coef0temp,Ctemp,ptemp);
						infoy+=info;
 				    }
	            }
			}
	}
	if(m)
	{
		limitstep=limitstep/3;
	    b=coef0temp-bstep+4*bstep/(k+4),bend=coef0temp+bstep-4*bstep/(k+4),bstep=4*bstep/(k+4);//可以为负数
	    c=Ctemp-cstep+4*cstep/(l+4);
		d=ptemp-dstep+4*dstep/(n+4);
		if(c<=0)
			c=0.00000001,cend=Ctemp+cstep-2*cstep/(l+2),cstep=2*cstep/(l+2);
		else
			cend=Ctemp+cstep-4*cstep/(l+4),cstep=4*cstep/(l+4);
		if(d<0)
			d=0.00000001,dend=ptemp+dstep-2*dstep/(n+2),dstep=2*dstep/(n+2);
		else
			dend=ptemp+dstep-4*dstep/(n+4),dstep=4*dstep/(n+4);
		yichuan3(++i, b, bend, bstep, c, cend, cstep, d, dend, dstep);
		i--;
	}
	if(i==0)
	{
	yichuanend();
	}
}

void CwinsvmDlg::yichuan4(int i,int a,int aend,double b,double bend,double bstep,double c,double cend,double cstep,double d,double dend,double dstep)
{
	//int j=aend-a;//度的步数
	int k=(bend-b)/bstep;//coef0步数
	int l=(cend-c)/cstep;//C步数
	int n=(dend-d)/dstep;//p步数
	double zy;//预测效率
	int m=0;//递归参数
//临时变量
	int degreetemp(0);
	double coef0temp(0);
	double Ctemp(0);
	double nutemp(0);
	for( int ii=a;ii<aend;ii++)
	{
		param.degree=ii;
		for( double jj=b;jj<bend;jj+=bstep)
		{
			param.coef0=jj;
			for( double kk=c;kk<cend;kk+=cstep)
			{
				param.C=kk;
				for( double ll=d;ll<dend;ll+=dstep)
			    {
					param.nu=ll;
					info.Empty();
				    zy = do_cross_validationy();
				    if( zy > (limit+limitstep) )
				    {
					    m++;
					    limit=zy;
					    degreetemp=param.degree;
						coef0temp=param.coef0;
						Ctemp=param.C;
						nutemp=param.nu;
						infoy=info;
						info.Format("度是 %d,coef0是 %f,惩罚因子C是 %f,参数v（nu）是 %f\n",degreetemp,coef0temp,Ctemp,nutemp);
						infoy+=info;
 				    }
	            }
			}
		}
	}
	if(m)
	{
		limitstep=limitstep/3;
		a=degreetemp;aend=degreetemp+1;
	    b=coef0temp-bstep+4*bstep/(k+4),bend=coef0temp+bstep-4*bstep/(k+4),bstep=4*bstep/(k+4);//可以为负数
	    c=Ctemp-cstep+4*cstep/(l+4);
		d=nutemp-dstep+4*dstep/(n+4);
		//if(b<0)
		//	b=0,bend=coef0temp+bstep-2*bstep/(k+2),bstep=2*bstep/(k+2);
		//else
		//	bend=coef0temp+bstep-4*bstep/(k+4),bstep=4*bstep/(k+4);
		if(c<=0)
			c=0.00000001,cend=Ctemp+cstep-2*cstep/(l+2),cstep=2*cstep/(l+2);
		else
			cend=Ctemp+cstep-4*cstep/(l+4),cstep=4*cstep/(l+4);
		if(d<=0)
			d=0.00000001,dend=nutemp+dstep-2*dstep/(n+2),dstep=2*dstep/(n+2);
		else
		{
			dend=nutemp+dstep-4*dstep/(n+4),dstep=4*dstep/(n+4);
			if(dend>1)
				dend=1;
		}
		yichuan4(++i,a,aend, b, bend, bstep, c, cend, cstep, d, dend, dstep);
		i--;
	}
	if(i==0)
	{
	yichuanend();
	}
}
void CwinsvmDlg::yichuan4(int i,double c,double cend,double cstep,double d,double dend,double dstep)
{
	int l=(cend-c)/cstep;//C步数
	int n=(dend-d)/dstep;//p步数
	double zy;//预测效率
	int m=0;//递归参数
//临时变量
	double Ctemp(0);
	double nutemp(0);
	for( double ii=c;ii<cend;ii+=cstep)
	{
                param.C=ii;
				for(double jj=d ;jj<dend;jj+=dstep)
			    {
				    
					param.nu=jj;
					info.Empty();
				    zy = do_cross_validationy();
				    if( zy > (limit+limitstep) )
				    {
					    m++;
					    limit=zy;
						Ctemp=param.C;
						nutemp=param.nu;
						infoy=info;
						info.Format("惩罚因子C是 %f,参数v（nu）是 %f\n",Ctemp,nutemp);
						infoy+=info;
 				    }
	            }
	}
	if(m)
	{
		limitstep=limitstep/3;
	    c=Ctemp-cstep+4*cstep/(l+4);
		d=nutemp-dstep+4*dstep/(n+4);
		if(c<=0)
			c=0.00000001,cend=Ctemp+cstep-2*cstep/(l+2),cstep=2*cstep/(l+2);
		else
			cend=Ctemp+cstep-4*cstep/(l+4),cstep=4*cstep/(l+4);
		if(d<=0)
			d=0.00000001,dend=nutemp+dstep-2*dstep/(n+2),dstep=2*dstep/(n+2);
		else
		{
			dend=nutemp+dstep-4*dstep/(n+4),dstep=4*dstep/(n+4);
			if(dend>1)
				dend=1;
		}
		yichuan4(++i, c, cend, cstep, d, dend, dstep);
		i--;
	}
	if(i==0)
	{
	yichuanend();
	}
}
void CwinsvmDlg::yichuan4(int i,double b,double bend,double bstep,double c,double cend,double cstep,double d,double dend,double dstep)
{
	//int j=aend-a;//度的步数
	int k=(bend-b)/bstep;//coef0步数
	int l=(cend-c)/cstep;//C步数
	int n=(dend-d)/dstep;//p步数
	double zy;//预测效率
	int m=0;//递归参数
//临时变量
	double coef0temp(0);
	double Ctemp(0);
	double nutemp(0);
	for( double ii=b;ii<bend;ii+=bstep)
	{
		param.coef0=ii;
		for( double jj=c;jj<cend;jj+=cstep)
		{
			param.C=jj;
				for( double kk=d;kk<dend;kk+=dstep)
			    {
					param.nu=kk;
					info.Empty();
                //    modely = svm_train(&prob,&param);
				    zy = do_cross_validationy();
				    if( zy > (limit+limitstep) )
				    {
					    m++;
					    limit=zy;
						coef0temp=param.coef0;
						Ctemp=param.C;
						nutemp=param.nu;
					//    trainmodel=modely;
						infoy=info;
						info.Format("coef0是 %f,惩罚因子C是 %f,参数v（nu）是 %f\n",coef0temp,Ctemp,nutemp);
						infoy+=info;
 				    }
	            }
		}
	}
	if(m)
	{
		limitstep=limitstep/3;
	    b=coef0temp-bstep+4*bstep/(k+4),bend=coef0temp+bstep-4*bstep/(k+4),bstep=4*bstep/(k+4);//可以为负数
	    c=Ctemp-cstep+4*cstep/(l+4);
		d=nutemp-dstep+4*dstep/(n+4);
		if(c<=0)
			c=0.00000001,cend=Ctemp+cstep-2*cstep/(l+2),cstep=2*cstep/(l+2);
		else
			cend=Ctemp+cstep-4*cstep/(l+4),cstep=4*cstep/(l+4);
		if(d<=0)
			d=0.00000001,dend=nutemp+dstep-2*dstep/(n+2),dstep=2*dstep/(n+2);
		else
		{
			dend=nutemp+dstep-4*dstep/(n+4),dstep=4*dstep/(n+4);
			if(dend>1)
				dend=1;
		}
		yichuan4(++i, b, bend, bstep, c, cend, cstep, d, dend, dstep);
		i--;
	}
	if(i==0)
	{
	yichuanend();
//	yichuanyend();
	}
}


int CwinsvmDlg::yichuanbegin()
{
	//const char *error_msg;
	if (read_problem(input_file_name)==0)
	{
		svm_destroy_param(&param);
		return 0;//应该打不开返回推出。
	}
	if (param.svm_type == 1)
	{
		double xy = param.nu;
		param.nu=nuy;
	double opq = svm_check_parameter(&prob,&param);
	if(opq)
	{
		info.Format("规定的ν-SVC的参数nu不能大于 %f",opq);
		MessageBox(info);
	    svm_destroy_param(&param);
	    free(prob.y);
	    free(prob.x);
	    free(x_space);
	    info.Empty();
		return 0;
	}
	param.nu=xy;
	}
    return 1;
}

void CwinsvmDlg::yichuanend()
{
	if(!infoy.IsEmpty())
	{
           info.Format("svm类型是 %d,核函数是 %d,参数γ是 %f\n",param.svm_type,param.kernel_type,param.gamma); 
		   infoy+=info;
		   CFile fg;
           CFileException e;
           if( !fg.Open( model_file_name, CFile::modeCreate | CFile::modeWrite, &e ) )
           {
		      infoy+="参数优化输出不能备件！";
              MessageBox(infoy);
	          svm_destroy_param(&param);
	          free(prob.y);
	          free(prob.x);
	          free(x_space);
	          info.Empty();infoy.Empty();
			  return;     
		   }
           fg.Write(infoy ,infoy.GetLength());//写文本
	       fg.Close();
           ShellExecute(NULL , NULL ,model_file_name,NULL ,NULL , SW_NORMAL);//打开文本
	}
	else
	{
           MessageBox("唉！找不到优化结果");
	}
	svm_destroy_param(&param);
	free(prob.y);
	free(prob.x);
	free(x_space);
	info.Empty();infoy.Empty();
}

double CwinsvmDlg::do_cross_validationy(void)
{
	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);

	svm_cross_validation(&prob,&param,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;
		}
		CString str;
		str.Format("交叉验证的方差是 %g\n",total_error/prob.l);
		info+=str;
		//str.Format("交叉验证的平方相关系数(相似性)是 %g\n",
		//	((prob.l*sumvy-sumv*sumy)*(prob.l*sumvy-sumv*sumy))/
		//	((prob.l*sumvv-sumv*sumv)*(prob.l*sumyy-sumy*sumy))
		//	);
		//info+=str;
		return 1-total_error/prob.l;
	}
	else
	{
		for(i=0;i<prob.l;i++)
		{
			if(target[i] == prob.y[i])
			{
				++total_correct;
			}
		}
		CString str;
		str.Format("交叉验证正确率 = %g%%\n",100.0*total_correct/prob.l);
		info+=str;
		return (double)total_correct/prob.l;
	}
	free(target);
}