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-------------------------------------------- MATLAB/OCTAVE interface of LIBSVM --------------------------------------------Table of Contents=================- Introduction- Installation- Usage- Returned Model Structure- Examples- Other Utilities- Additional InformationIntroduction============This tool provides a simple interface to LIBSVM, a library for support vectormachines (http://www.csie.ntu.edu.tw/~cjlin/libsvm). It is very easy to use asthe usage and the way of specifying parameters are the same as that of LIBSVM.Installation============On Unix systems, we recommend using GNU g++ as yourcompiler and type 'make' to build 'svmtrain.mexglx' and 'svmpredict.mexglx'.Note that we assume your MATLAB is installed in '/usr/local/matlab',if not, please change MATLABDIR in Makefile.Example: linux> makeTo use Octave, type 'make octave':Example: linux> make octaveOn Windows systems, pre-built 'svmtrain.mexw32' and 'svmpredict.mexw32' areincluded in this package, so no need to conduct installation. If youhave modified the sources and would like to re-build the package, type'mex -setup' in MATLAB to choose a compiler for mex first. Then type'make' to start the installation.Starting from MATLAB 7.1 (R14SP3), the default MEX file extension is changedfrom .dll to .mexw32 or .mexw64 (depends on 32-bit or 64-bit Windows). If yourMATLAB is older than 7.1, you have to build these files yourself.Example: matlab> mex -setup (ps: MATLAB will show the following messages to setup default compiler.) Please choose your compiler for building external interface (MEX) files: Would you like mex to locate installed compilers [y]/n? y Select a compiler: [1] Microsoft Visual C/C++ version 7.1 in C:\Program Files\Microsoft Visual Studio [0] None Compiler: 1 Please verify your choices: Compiler: Microsoft Visual C/C++ 7.1 Location: C:\Program Files\Microsoft Visual Studio Are these correct?([y]/n): y matlab> makeUnder 64-bit Windows, Visual Studio 2005 user will need "X64 Compiler and Tools".The package won't be installed by default, but you can find it in customizedinstallation options.For list of supported/compatible compilers for MATLAB, please check thefollowing page:http://www.mathworks.com/support/compilers/current_release/Usage=====matlab> model = svmtrain(training_label_vector, training_instance_matrix [, 'libsvm_options']); -training_label_vector: An m by 1 vector of training labels (type must be double). -training_instance_matrix: An m by n matrix of m training instances with n features. It can be dense or sparse (type must be double). -libsvm_options: A string of training options in the same format as that of LIBSVM.matlab> [predicted_label, accuracy, decision_values/prob_estimates] = svmpredict(testing_label_vector, testing_instance_matrix, model [, 'libsvm_options']); -testing_label_vector: An m by 1 vector of prediction labels. If labels of test data are unknown, simply use any random values. (type must be double) -testing_instance_matrix: An m by n matrix of m testing instances with n features. It can be dense or sparse. (type must be double) -model: The output of svmtrain. -libsvm_options: A string of testing options in the same format as that of LIBSVM.Returned Model Structure========================The 'svmtrain' function returns a model which can be used for futureprediction. It is a structure and is organized as [Parameters, nr_class,totalSV, rho, Label, ProbA, ProbB, nSV, sv_coef, SVs]: -Parameters: parameters -nr_class: number of classes; = 2 for regression/one-class svm -totalSV: total #SV -rho: -b of the decision function(s) wx+b -Label: label of each class; empty for regression/one-class SVM -ProbA: pairwise probability information; empty if -b 0 or in one-class SVM -ProbB: pairwise probability information; empty if -b 0 or in one-class SVM -nSV: number of SVs for each class; empty for regression/one-class SVM -sv_coef: coefficients for SVs in decision functions -SVs: support vectorsIf you do not use the option '-b 1', ProbA and ProbB are emptymatrices. If the '-v' option is specified, cross validation isconducted and the returned model is just a scalar: cross-validationaccuracy for classification and mean-squared error for regression.More details about this model can be found in LIBSVM FAQ(http://www.csie.ntu.edu.tw/~cjlin/libsvm/faq.html) and LIBSVMimplementation document(http://www.csie.ntu.edu.tw/~cjlin/papers/libsvm.pdf).Result of Prediction====================The function 'svmpredict' has three outputs. The first one,predictd_label, is a vector of predicted labels. The second output,accuracy, is a vector including accuracy (for classification), meansquared error, and squared correlation coefficient (for regression).The third is a matrix containing decision values or probabilityestimates (if '-b 1' is specified). If k is the number of classes,for decision values, each row includes results of predictingk(k-1/2) binary-class SVMs. For probabilities, each row contains k valuesindicating the probability that the testing instance is in each class.Note that the order of classes here is the same as 'Label' fieldin the model structure.Examples========Train and test on the provided data heart_scale:matlab> load heart_scale.matmatlab> model = svmtrain(heart_scale_label, heart_scale_inst, '-c 1 -g 0.07');matlab> [predict_label, accuracy, dec_values] = svmpredict(heart_scale_label, heart_scale_inst, model); % test the training dataFor probability estimates, you need '-b 1' for training and testing:matlab> load heart_scale.matmatlab> model = svmtrain(heart_scale_label, heart_scale_inst, '-c 1 -g 0.07 -b 1');matlab> load heart_scale.matmatlab> [predict_label, accuracy, prob_estimates] = svmpredict(heart_scale_label, heart_scale_inst, model, '-b 1');To use precomputed kernel, you must include sample serial number asthe first column of the training and testing data (assume your kernelmatrix is K, # of instances is n):matlab> K1 = [(1:n)', K]; % include sample serial number as first columnmatlab> model = svmtrain(label_vector, K1, '-t 4');matlab> [predict_label, accuracy, dec_values] = svmpredict(label_vector, K1, model); % test the training dataTake linear kernel for example, the following precomputed kernel example gives exactly same training error as LIBSVM built-in linear kernelmatlab> load heart_scale.matmatlab> n = size(heart_scale_inst,1);matlab> K = heart_scale_inst*heart_scale_inst';matlab> K1 = [(1:n)', K];matlab> model = svmtrain(heart_scale_label, K1, '-t 4');matlab> [predict_label, accuracy, dec_values] = svmpredict(heart_scale_label, K1, model); Note that for testing, you can put anything in the testing_label_vector. Fordetails of precomputed kernels, please read the section ``PrecomputedKernels'' in the README of the LIBSVM package.Other Utilities===============A matlab function read_sparse reads files in LIBSVM format: [label_vector, instance_matrix] = read_sparse('data.txt'); Two outputs are labels and instances, which can then be used as inputsof svmtrain or svmpredict. This code is derived from svm-train.c inLIBSVM by Rong-En Fan from National Taiwan University.Additional Information======================This interface was initially written by Jun-Cheng Chen, Kuan-Jen Peng,Chih-Yuan Yang and Chih-Huai Cheng from Department of ComputerScience, National Taiwan University. The current version was preparedby Rong-En Fan and Ting-Fan Wu. If you find this tool useful, pleasecite LIBSVM as followsChih-Chung Chang and Chih-Jen Lin, LIBSVM : a library forsupport vector machines, 2001. Software available athttp://www.csie.ntu.edu.tw/~cjlin/libsvmFor any question, please contact Chih-Jen Lin <cjlin@csie.ntu.edu.tw>,or check the FAQ page:http://www.csie.ntu.edu.tw/~cjlin/libsvm/faq.html#/Q9:_MATLAB_interface
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