/*M///////////////////////////////////////////////////////////////////////////////////////
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#include "_ml.h"
/****************************************************************************************\
COPYRIGHT NOTICE
----------------
The code has been derived from libsvm library (version 2.6)
(http://www.csie.ntu.edu.tw/~cjlin/libsvm).
Here is the orignal copyright:
------------------------------------------------------------------------------------------
Copyright (c) 2000-2003 Chih-Chung Chang and Chih-Jen Lin
All rights reserved.
Redistribution and use in source and binary forms, with or without
modification, are permitted provided that the following conditions
are met:
1. Redistributions of source code must retain the above copyright
notice, this list of conditions and the following disclaimer.
2. Redistributions in binary form must reproduce the above copyright
notice, this list of conditions and the following disclaimer in the
documentation and/or other materials provided with the distribution.
3. Neither name of copyright holders nor the names of its contributors
may be used to endorse or promote products derived from this software
without specific prior written permission.
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
A PARTICULAR PURPOSE ARE DISCLAIMED. IN NO EVENT SHALL THE REGENTS OR
CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
\****************************************************************************************/
#define CV_SVM_MIN_CACHE_SIZE (40 << 20) /* 40Mb */
#include <stdarg.h>
#include <ctype.h>
#if _MSC_VER >= 1200
#pragma warning( disable: 4514 ) /* unreferenced inline functions */
#endif
#if 1
typedef float Qfloat;
#define QFLOAT_TYPE CV_32F
#else
typedef double Qfloat;
#define QFLOAT_TYPE CV_64F
#endif
// Param Grid
bool CvParamGrid::check() const
{
bool ok = false;
CV_FUNCNAME( "CvParamGrid::check" );
__BEGIN__;
if( min_val > max_val )
CV_ERROR( CV_StsBadArg, "Lower bound of the grid must be less then the upper one" );
if( min_val < DBL_EPSILON )
CV_ERROR( CV_StsBadArg, "Lower bound of the grid must be positive" );
if( step < 1. + FLT_EPSILON )
CV_ERROR( CV_StsBadArg, "Grid step must greater then 1" );
ok = true;
__END__;
return ok;
}
CvParamGrid CvSVM::get_default_grid( int param_id )
{
CvParamGrid grid;
if( param_id == CvSVM::C )
{
grid.min_val = 0.1;
grid.max_val = 500;
grid.step = 5; // total iterations = 5
}
else if( param_id == CvSVM::GAMMA )
{
grid.min_val = 1e-5;
grid.max_val = 0.6;
grid.step = 15; // total iterations = 4
}
else if( param_id == CvSVM::P )
{
grid.min_val = 0.01;
grid.max_val = 100;
grid.step = 7; // total iterations = 4
}
else if( param_id == CvSVM::NU )
{
grid.min_val = 0.01;
grid.max_val = 0.2;
grid.step = 3; // total iterations = 3
}
else if( param_id == CvSVM::COEF )
{
grid.min_val = 0.1;
grid.max_val = 300;
grid.step = 14; // total iterations = 3
}
else if( param_id == CvSVM::DEGREE )
{
grid.min_val = 0.01;
grid.max_val = 4;
grid.step = 7; // total iterations = 3
}
else
cvError( CV_StsBadArg, "CvSVM::get_default_grid", "Invalid type of parameter "
"(use one of CvSVM::C, CvSVM::GAMMA et al.)", __FILE__, __LINE__ );
return grid;
}
// SVM training parameters
CvSVMParams::CvSVMParams() :
svm_type(CvSVM::C_SVC), kernel_type(CvSVM::RBF), degree(0),
gamma(1), coef0(0), C(1), nu(0), p(0), class_weights(0)
{
term_crit = cvTermCriteria( CV_TERMCRIT_ITER+CV_TERMCRIT_EPS, 1000, FLT_EPSILON );
}
CvSVMParams::CvSVMParams( int _svm_type, int _kernel_type,
double _degree, double _gamma, double _coef0,
double _Con, double _nu, double _p,
CvMat* _class_weights, CvTermCriteria _term_crit ) :
svm_type(_svm_type), kernel_type(_kernel_type),
degree(_degree), gamma(_gamma), coef0(_coef0),
C(_Con), nu(_nu), p(_p), class_weights(_class_weights), term_crit(_term_crit)
{
}
/////////////////////////////////////// SVM kernel ///////////////////////////////////////
CvSVMKernel::CvSVMKernel()
{
clear();
}
void CvSVMKernel::clear()
{
params = 0;
calc_func = 0;
}
CvSVMKernel::~CvSVMKernel()
{
}
CvSVMKernel::CvSVMKernel( const CvSVMParams* _params, Calc _calc_func )
{
clear();
create( _params, _calc_func );
}
bool CvSVMKernel::create( const CvSVMParams* _params, Calc _calc_func )
{
clear();
params = _params;
calc_func = _calc_func;
if( !calc_func )
calc_func = params->kernel_type == CvSVM::RBF ? &CvSVMKernel::calc_rbf :
params->kernel_type == CvSVM::POLY ? &CvSVMKernel::calc_poly :
params->kernel_type == CvSVM::SIGMOID ? &CvSVMKernel::calc_sigmoid :
&CvSVMKernel::calc_linear;
return true;
}
void CvSVMKernel::calc_non_rbf_base( int vcount, int var_count, const float** vecs,
const float* another, Qfloat* results,
double alpha, double beta )
{
int j, k;
for( j = 0; j < vcount; j++ )
{
const float* sample = vecs[j];
double s = 0;
for( k = 0; k <= var_count - 4; k += 4 )
s += sample[k]*another[k] + sample[k+1]*another[k+1] +
sample[k+2]*another[k+2] + sample[k+3]*another[k+3];
for( ; k < var_count; k++ )
s += sample[k]*another[k];
results[j] = (Qfloat)(s*alpha + beta);
}
}
void CvSVMKernel::calc_linear( int vcount, int var_count, const float** vecs,
const float* another, Qfloat* results )
{
calc_non_rbf_base( vcount, var_count, vecs, another, results, 1, 0 );
}
void CvSVMKernel::calc_poly( int vcount, int var_count, const float** vecs,
const float* another, Qfloat* results )
{
CvMat R = cvMat( 1, vcount, QFLOAT_TYPE, results );
calc_non_rbf_base( vcount, var_count, vecs, another, results, params->gamma, params->coef0 );
cvPow( &R, &R, params->degree );
}
void CvSVMKernel::calc_sigmoid( int vcount, int var_count, const float** vecs,
const float* another, Qfloat* results )
{
int j;
calc_non_rbf_base( vcount, var_count, vecs, another, results,
-2*params->gamma, -2*params->coef0 );
// TODO: speedup this
for( j = 0; j < vcount; j++ )
{
Qfloat t = results[j];
double e = exp(-fabs(t));
if( t > 0 )
results[j] = (Qfloat)((1. - e)/(1. + e));
else
results[j] = (Qfloat)((e - 1.)/(e + 1.));
}
}
void CvSVMKernel::calc_rbf( int vcount, int var_count, const float** vecs,
const float* another, Qfloat* results )
{
CvMat R = cvMat( 1, vcount, QFLOAT_TYPE, results );
double gamma = -params->gamma;
int j, k;
for( j = 0; j < vcount; j++ )
{
const float* sample = vecs[j];
double s = 0;
for( k = 0; k <= var_count - 4; k += 4 )
{
double t0 = sample[k] - another[k];
double t1 = sample[k+1] - another[k+1];
s += t0*t0 + t1*t1;
t0 = sample[k+2] - another[k+2];
t1 = sample[k+3] - another[k+3];
s += t0*t0 + t1*t1;
}
for( ; k < var_count; k++ )
{
double t0 = sample[k] - another[k];
s += t0*t0;
}
results[j] = (Qfloat)(s*gamma);
}
cvExp( &R, &R );
}
void CvSVMKernel::calc( int vcount, int var_count, const float** vecs,
const float* another, Qfloat* results )
{
const Qfloat max_val = (Qfloat)(FLT_MAX*1e-3);
int j;
(this->*calc_func)( vcount, var_count, vecs, another, results );
for( j = 0; j < vcount; j++ )
{
if( results[j] > max_val )
results[j] = max_val;
}
}
// Generalized SMO+SVMlight algorithm
// Solves:
//
// min [0.5(\alpha^T Q \alpha) + b^T \alpha]
//
// y^T \alpha = \delta
// y_i = +1 or -1
// 0 <= alpha_i <= Cp for y_i = 1
// 0 <= alpha_i <= Cn for y_i = -1
//
// Given:
//
// Q, b, y, Cp, Cn, and an initial feasible point \alpha
// l is the size of vectors and matrices
// eps is the stopping criterion
//
// solution will be put in \alpha, objective value will be put in obj
//
void CvSVMSolver::clear()
{
G = 0;
alpha = 0;
y = 0;
b = 0;
buf[0] = buf[1] = 0;
cvReleaseMemStorage( &storage );
kernel = 0;
select_working_set_func = 0;
calc_rho_func = 0;
rows = 0;
samples = 0;
get_row_func = 0;
}
CvSVMSolver::CvSVMSolver()
{
storage = 0;
clear();
}
CvSVMSolver::~CvSVMSolver()
{
clear();
}
CvSVMSolver::CvSVMSolver( int _sample_count, int _var_count, const float** _samples, schar* _y,
int _alpha_count, double* _alpha, double _Cp, double _Cn,
CvMemStorage* _storage, CvSVMKernel* _kernel, GetRow _get_row,
SelectWorkingSet _select_working_set, CalcRho _calc_rho )
{
storage = 0;
create( _sample_count, _var_count, _samples, _y, _alpha_count, _alpha, _Cp, _Cn,
_storage, _kernel, _get_row, _select_working_set, _calc_rho );
}
bool CvSVMSolver::create( int _sample_count, int _var_count, const float** _samples, schar* _y,
int _alpha_count, double* _alpha, double _Cp, double _Cn,
CvMemStorage* _storage, CvSVMKernel* _kernel, GetRow _get_row,
SelectWorkingSet _select_working_set, CalcRho _calc_rho )
{
bool ok = false;
int i, svm_type;
CV_FUNCNAME( "CvSVMSolver::create" );
__BEGIN__;
int rows_hdr_size;
clear();
sample_count = _sample_count;
var_count = _var_count;
samples = _samples;
y = _y;
alpha_count = _alpha_count;
alpha = _alpha;
kernel = _kernel;
C[0] = _Cn;
C[1] = _Cp;
eps = kernel->params->term_crit.epsilon;
max_iter = kernel->params->term_crit.max_iter;
storage = cvCreateChildMemStorage( _storage );
b = (double*)cvMemStorageAlloc( storage, alpha_count*sizeof(b[0]));
alpha_status = (schar*)cvMemStorageAlloc( storage, alpha_count*sizeof(alpha_status[0]));
G = (double*)cvMemStorageAlloc( storage, alpha_count*sizeof(G[0]));
for( i = 0; i < 2; i++ )
buf[i] = (Qfloat*)cvMemStorageAlloc( storage, sample_count*2*sizeof(buf[i][0]) );
svm_type = kernel->params->svm_type;
select_working_set_func = _select_working_set;
if( !select_working_set_func )
select_working_set_func = svm_type == CvSVM::NU_SVC || svm_type == CvSVM::NU_SVR ?
&CvSVMSolver::select_working_set_nu_svm : &CvSVMSolver::select_working_set;
calc_rho_func = _calc_rho;
if( !calc_rho_func )
calc_rho_func = svm_type == CvSVM::NU_SVC || svm_type == CvSVM::NU_SVR ?
&CvSVMSolver::calc_rho_nu_svm : &CvSVMSolver::calc_rho;
get_row_func = _get_row;
if( !get_row_func )
get_row_func = params->svm_type == CvSVM::EPS_SVR ||
params->svm_type == CvSVM::NU_SVR ? &CvSVMSolver::get_row_svr :
params->svm_type == CvSVM::C_SVC ||
params->svm_type == CvSVM::NU_SVC ? &CvSVMSolver::get_row_svc :
&CvSVMSolver::get_row_one_class;
cache_line_size = sample_count*sizeof(Qfloat);
// cache size = max(num_of_samples^2*sizeof(Qfloat)*0.25, 64Kb)
// (assuming that for large training sets ~25% of Q matrix is used)
cache_size = MAX( cache_line_size*sample_count/4, CV_SVM_MIN_CACHE_SIZE );
// the size of Q matrix row headers
rows_hdr_size = sample_count*sizeof(rows[0]);
if( rows_hdr_size > storage->block_size )
CV_ERROR( CV_StsOutOfRange, "Too small storage block size" );
lru_list.prev = lru_list.next = &lru_list;
rows = (CvSVMKernelRow*)cvMemStorageAlloc( storage, rows_hdr_size );
memset( rows, 0, rows_hdr_size );
ok = true;
__END__;
return ok;
}
float* CvSVMSolver::get_row_base( int i, bool* _existed )
{
int i1 = i < sample_count ? i : i - sample_count;
CvSVMKernelRow* row = rows + i1;
bool existed = row->data != 0;
Qfloat* data;
if( existed || cache_size <= 0 )
{
CvSVMKernelRow* del_row = existed ? row : lru_list.prev;
data = del_row->data;
assert( data != 0 );
// delete row from the LRU list
del_row->data = 0;
del_row->prev->next = del_row->next;
del_row->next->prev = del_row->prev;
}
else
{
data = (Qfloat*)cvMemStorageAlloc( storage, cache_line_size );
cache_size -= cache_line_size;
}
// insert row into the LRU list
row->data = data;
row->prev = &lru_list;
row->next = lru_list.next;
row->prev->next = row->next->prev = row;
if( !existed )
{
kernel->calc( sample_count, var_count, samples, samples[i1], row->data );
}
if( _existed )
*_existed = existed;
return row->data;
}
float* CvSVMSolver::get_row_svc( int i, float* row, float*, bool existed )
{
if( !existed )
{
const schar* _y = y;
int j, len = sample_count;
assert( _y && i < sample_count );
if( _y[i] > 0 )
{
for( j = 0; j < len; j++ )
row[j] = _y[j]*row[j];
}
else
{
for( j = 0; j < len; j++ )
row[j] = -_y[j]*row[j];
}
}
return row;
}
float* CvSVMSolver::get_row_one_class( int, float* row, float*, bool )
{
return row;
}
float* CvSVMSolver::get_row_svr( int i, float* row, float* dst, bool )
{
int j, len = sample_count;
Qfloat* dst_pos = dst;
Qfloat* dst_neg = dst + len;
if( i >= len )
{
Qfloat* temp;
CV_SWAP( dst_pos, dst_neg, temp );
}
for( j = 0; j < len; j++ )
{
Qfloat t = row[j];
dst_pos[j] = t;
dst_neg[j] = -t;
}
return dst;
}
float* CvSVMSolver::get_row( int i, float* dst )
{
bool existed = false;
float* row = get_row_base( i, &existed );
return (this->*get_row_func)( i, row, dst, existed );
}
#undef is_upper_bound
#define is_upper_bound(i) (alpha_status[i] > 0)
#undef is_lower_bound
#define is_lower_bound(i) (alpha_status[i] < 0)
#undef is_free
#define is_free(i) (alpha_status[i] == 0)
#undef get_C
#define get_C(i) (C[y[i]>0])
#undef update_alpha_status
#define update_alpha_status(i) \
alpha_status[i] = (schar)(alpha[i] >= get_C(i) ? 1 : alpha[i] <= 0 ? -1 : 0)
#undef reconstruct_gradient
#define reconstruct_gradient() /* empty for now */
bool CvSVMSolver::solve_generic( CvSVMSolutionInfo& si )
{
int iter = 0;
int i, j, k;
// 1. initialize gradient and alpha status
for( i = 0; i < alpha_count; i++ )
{
update_alpha_status(i);
G[i] = b[i];
if( fabs(G[i]) > 1e200 )
return false;
}
for( i = 0; i < alpha_count; i++ )
{
if( !is_lower_bound(i) )
{
const Qfloat *Q_i = get_row( i, buf[0] );
double alpha_i = alpha[i];
for( j = 0; j < alpha_count; j++ )
G[j] += alpha_i*Q_i[j];
}
}
// 2. optimization loop
for(;;)
{
const Qfloat *Q_i, *Q_j;
double C_i, C_j;
double old_alpha_i, old_alpha_j, alpha_i, alpha_j;
double delta_alpha_i, delta_alpha_j;
#ifdef _DEBUG
for( i = 0; i < alpha_count; i++ )
{
if( fabs(G[i]) > 1e+300 )
return false;
if( fabs(alpha[i]) > 1e16 )
return false;
}
#endif
if( (this->*select_working_set_func)( i, j ) != 0 || iter++ >= max_iter )
break;
Q_i = get_row( i, buf[0] );
Q_j = get_row( j, buf[1] );
C_i = get_C(i);
C_j = get_C(j);
alpha_i = old_alpha_i = alpha[i];
alpha_j = old_alpha_j = alpha[j];
if( y[i] != y[j] )
{
double denom = Q_i[i]+Q_j[j]+2*Q_i[j];
double delta = (-G[i]-G[j])/MAX(fabs(denom),FLT_EPSILON);
double diff = alpha_i - alpha_j;
alpha_i += delta;
alpha_j += delta;
if( diff > 0 && alpha_j < 0 )
{
alpha_j = 0;
alpha_i = diff;
}
else if( diff <= 0 && alpha_i < 0 )
{
alpha_i = 0;
alpha_j = -diff;
}
if( diff > C_i - C_j && alpha_i > C_i )
{
alpha_i = C_i;
alpha_j = C_i - diff;
}
else if( diff <= C_i - C_j && alpha_j > C_j )
{
alpha_j = C_j;
alpha_i = C_j + diff;
}
}
else
{
double denom = Q_i[i]+Q_j[j]-2*Q_i[j];
double delta = (G[i]-G[j])/MAX(fabs(denom),FLT_EPSILON);
double sum = alpha_i + alpha_j;
alpha_i -= delta;
alpha_j += delta;
if( sum > C_i && alpha_i > C_i )
{
alpha_i = C_i;
alpha_j = sum - C_i;
}
else if( sum <= C_i && alpha_j < 0)
{
alpha_j = 0;
alpha_i = sum;
}
if( sum > C_j && alpha_j > C_j )
{
alpha_j = C_j;
alpha_i = sum - C_j;
}
else if( sum <= C_j && alpha_i < 0 )
{
alpha_i = 0;
alpha_j = sum;
}
}
// update alpha
alpha[i] = alpha_i;
alpha[j] = alpha_j;
update_alpha_status(i);
update_alpha_status(j);
// update G
delta_alpha_i = alpha_i - old_alpha_i;
delta_alpha_j = alpha_j - old_alpha_j;
for( k = 0; k < alpha_count; k++ )
G[k] += Q_i[k]*delta_alpha_i + Q_j[k]*delta_alpha_j;
}
// calculate rho
(this->*calc_rho_func)( si.rho, si.r );
// calculate objective value
for( i = 0, si.obj = 0; i < alpha_count; i++ )
si.obj += alpha[i] * (G[i] + b[i]);
si.obj *= 0.5;
si.upper_bound_p = C[1];
si.upper_bound_n = C[0];
return true;
}
// return 1 if already optimal, return 0 otherwise
bool
CvSVMSolver::select_working_set( int& out_i, int& out_j )
{
// 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 = -DBL_MAX; // max { -grad(f)_i * d | y_i*d = +1 }
int Gmax1_idx = -1;
double Gmax2 = -DBL_MAX; // max { -grad(f)_i * d | y_i*d = -1 }
int Gmax2_idx = -1;
int i;
for( i = 0; i < alpha_count; i++ )
{
double t;
if( y[i] > 0 ) // y = +1
{
if( !is_upper_bound(i) && (t = -G[i]) > Gmax1 ) // d = +1
{
Gmax1 = t;
Gmax1_idx = i;
}
if( !is_lower_bound(i) && (t = G[i]) > Gmax2 ) // d = -1
{
Gmax2 = t;
Gmax2_idx = i;
}
}
else // y = -1
{
if( !is_upper_bound(i) && (t = -G[i]) > Gmax2 ) // d = +1
{
Gmax2 = t;
Gmax2_idx = i;
}
if( !is_lower_bound(i) && (t = G[i]) > Gmax1 ) // d = -1
{
Gmax1 = t;
Gmax1_idx = i;
}
}
}
out_i = Gmax1_idx;
out_j = Gmax2_idx;
return Gmax1 + Gmax2 < eps;
}
void
CvSVMSolver::calc_rho( double& rho, double& r )
{
int i, nr_free = 0;
double ub = DBL_MAX, lb = -DBL_MAX, sum_free = 0;
for( i = 0; i < alpha_count; i++ )
{
double yG = y[i]*G[i];
if( is_lower_bound(i) )
{
if( y[i] > 0 )
ub = MIN(ub,yG);
else
lb = MAX(lb,yG);
}
else if( is_upper_bound(i) )
{
if( y[i] < 0)
ub = MIN(ub,yG);
else
lb = MAX(lb,yG);
}
else
{
++nr_free;
sum_free += yG;
}
}
rho = nr_free > 0 ? sum_free/nr_free : (ub + lb)*0.5;
r = 0;
}
bool
CvSVMSolver::select_working_set_nu_svm( int& out_i, int& out_j )
{
// 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 = -DBL_MAX; // max { -grad(f)_i * d | y_i = +1, d = +1 }
int Gmax1_idx = -1;
double Gmax2 = -DBL_MAX; // max { -grad(f)_i * d | y_i = +1, d = -1 }
int Gmax2_idx = -1;
double Gmax3 = -DBL_MAX; // max { -grad(f)_i * d | y_i = -1, d = +1 }
int Gmax3_idx = -1;
double Gmax4 = -DBL_MAX; // max { -grad(f)_i * d | y_i = -1, d = -1 }
int Gmax4_idx = -1;
int i;
for( i = 0; i < alpha_count; i++ )
{
double t;
if( y[i] > 0 ) // y == +1
{
if( !is_upper_bound(i) && (t = -G[i]) > Gmax1 ) // d = +1
{
Gmax1 = t;
Gmax1_idx = i;
}
if( !is_lower_bound(i) && (t = G[i]) > Gmax2 ) // d = -1
{
Gmax2 = t;
Gmax2_idx = i;
}
}
else // y == -1
{
if( !is_upper_bound(i) && (t = -G[i]) > Gmax3 ) // d = +1
{
Gmax3 = t;
Gmax3_idx = i;
}
if( !is_lower_bound(i) && (t = G[i]) > Gmax4 ) // d = -1
{
Gmax4 = t;
Gmax4_idx = i;
}
}
}
if( MAX(Gmax1 + Gmax2, Gmax3 + Gmax4) < eps )
return 1;
if( Gmax1 + Gmax2 > Gmax3 + Gmax4 )
{
out_i = Gmax1_idx;
out_j = Gmax2_idx;
}
else
{
out_i = Gmax3_idx;
out_j = Gmax4_idx;
}
return 0;
}
void
CvSVMSolver::calc_rho_nu_svm( double& rho, double& r )
{
int nr_free1 = 0, nr_free2 = 0;
double ub1 = DBL_MAX, ub2 = DBL_MAX;
double lb1 = -DBL_MAX, lb2 = -DBL_MAX;
double sum_free1 = 0, sum_free2 = 0;
double r1, r2;
int i;
for( i = 0; i < alpha_count; i++ )
{
double G_i = G[i];
if( y[i] > 0 )
{
if( is_lower_bound(i) )
ub1 = MIN( ub1, G_i );
else if( is_upper_bound(i) )
lb1 = MAX( lb1, G_i );
else
{
++nr_free1;
sum_free1 += G_i;
}
}
else
{
if( is_lower_bound(i) )
ub2 = MIN( ub2, G_i );
else if( is_upper_bound(i) )
lb2 = MAX( lb2, G_i );
else
{
++nr_free2;
sum_free2 += G_i;
}
}
}
r1 = nr_free1 > 0 ? sum_free1/nr_free1 : (ub1 + lb1)*0.5;
r2 = nr_free2 > 0 ? sum_free2/nr_free2 : (ub2 + lb2)*0.5;
rho = (r1 - r2)*0.5;
r = (r1 + r2)*0.5;
}
/*
///////////////////////// construct and solve various formulations ///////////////////////
*/
bool CvSVMSolver::solve_c_svc( int _sample_count, int _var_count, const float** _samples, schar* _y,
double _Cp, double _Cn, CvMemStorage* _storage,
CvSVMKernel* _kernel, double* _alpha, CvSVMSolutionInfo& _si )
{
int i;
if( !create( _sample_count, _var_count, _samples, _y, _sample_count,
_alpha, _Cp, _Cn, _storage, _kernel, &CvSVMSolver::get_row_svc,
&CvSVMSolver::select_working_set, &CvSVMSolver::calc_rho ))
return false;
for( i = 0; i < sample_count; i++ )
{
alpha[i] = 0;
b[i] = -1;
}
if( !solve_generic( _si ))
return false;
for( i = 0; i < sample_count; i++ )
alpha[i] *= y[i];
return true;
}
bool CvSVMSolver::solve_nu_svc( int _sample_count, int _var_count, const float** _samples, schar* _y,
CvMemStorage* _storage, CvSVMKernel* _kernel,
double* _alpha, CvSVMSolutionInfo& _si )
{
int i;
double sum_pos, sum_neg, inv_r;
if( !create( _sample_count, _var_count, _samples, _y, _sample_count,
_alpha, 1., 1., _storage, _kernel, &CvSVMSolver::get_row_svc,
&CvSVMSolver::select_working_set_nu_svm, &CvSVMSolver::calc_rho_nu_svm ))
return false;
sum_pos = kernel->params->nu * sample_count * 0.5;
sum_neg = kernel->params->nu * sample_count * 0.5;
for( i = 0; i < sample_count; i++ )
{
if( y[i] > 0 )
{
alpha[i] = MIN(1.0, sum_pos);
sum_pos -= alpha[i];
}
else
{
alpha[i] = MIN(1.0, sum_neg);
sum_neg -= alpha[i];
}
b[i] = 0;
}
if( !solve_generic( _si ))
return false;
inv_r = 1./_si.r;
for( i = 0; i < sample_count; i++ )
alpha[i] *= y[i]*inv_r;
_si.rho *= inv_r;
_si.obj *= (inv_r*inv_r);
_si.upper_bound_p = inv_r;
_si.upper_bound_n = inv_r;
return true;
}
bool CvSVMSolver::solve_one_class( int _sample_count, int _var_count, const float** _samples,
CvMemStorage* _storage, CvSVMKernel* _kernel,
double* _alpha, CvSVMSolutionInfo& _si )
{
int i, n;
double nu = _kernel->params->nu;
if( !create( _sample_count, _var_count, _samples, 0, _sample_count,
_alpha, 1., 1., _storage, _kernel, &CvSVMSolver::get_row_one_class,
&CvSVMSolver::select_working_set, &CvSVMSolver::calc_rho ))
return false;
y = (schar*)cvMemStorageAlloc( storage, sample_count*sizeof(y[0]) );
n = cvRound( nu*sample_count );
for( i = 0; i < sample_count; i++ )
{
y[i] = 1;
b[i] = 0;
alpha[i] = i < n ? 1 : 0;
}
if( n < sample_count )
alpha[n] = nu * sample_count - n;
else
alpha[n-1] = nu * sample_count - (n-1);
return solve_generic(_si);
}
bool CvSVMSolver::solve_eps_svr( int _sample_count, int _var_count, const float** _samples,
const float* _y, CvMemStorage* _storage,
CvSVMKernel* _kernel, double* _alpha, CvSVMSolutionInfo& _si )
{
int i;
double p = _kernel->params->p, C = _kernel->params->C;
if( !create( _sample_count, _var_count, _samples, 0,
_sample_count*2, 0, C, C, _storage, _kernel, &CvSVMSolver::get_row_svr,
&CvSVMSolver::select_working_set, &CvSVMSolver::calc_rho ))
return false;
y = (schar*)cvMemStorageAlloc( storage, sample_count*2*sizeof(y[0]) );
alpha = (double*)cvMemStorageAlloc( storage, alpha_count*sizeof(alpha[0]) );
for( i = 0; i < sample_count; i++ )
{
alpha[i] = 0;
b[i] = p - _y[i];
y[i] = 1;
alpha[i+sample_count] = 0;
b[i+sample_count] = p + _y[i];
y[i+sample_count] = -1;
}
if( !solve_generic( _si ))
return false;
for( i = 0; i < sample_count; i++ )
_alpha[i] = alpha[i] - alpha[i+sample_count];
return true;
}
bool CvSVMSolver::solve_nu_svr( int _sample_count, int _var_count, const float** _samples,
const float* _y, CvMemStorage* _storage,
CvSVMKernel* _kernel, double* _alpha, CvSVMSolutionInfo& _si )
{
int i;
double C = _kernel->params->C, sum;
if( !create( _sample_count, _var_count, _samples, 0,
_sample_count*2, 0, 1., 1., _storage, _kernel, &CvSVMSolver::get_row_svr,
&CvSVMSolver::select_working_set_nu_svm, &CvSVMSolver::calc_rho_nu_svm ))
return false;
y = (schar*)cvMemStorageAlloc( storage, sample_count*2*sizeof(y[0]) );
alpha = (double*)cvMemStorageAlloc( storage, alpha_count*sizeof(alpha[0]) );
sum = C * _kernel->params->nu * sample_count * 0.5;
for( i = 0; i < sample_count; i++ )
{
alpha[i] = alpha[i + sample_count] = MIN(sum, C);
sum -= alpha[i];
b[i] = -_y[i];
y[i] = 1;
b[i + sample_count] = _y[i];
y[i + sample_count] = -1;
}
if( !solve_generic( _si ))
return false;
for( i = 0; i < sample_count; i++ )
_alpha[i] = alpha[i] - alpha[i+sample_count];
return true;
}
//////////////////////////////////////////////////////////////////////////////////////////
CvSVM::CvSVM()
{
decision_func = 0;
class_labels = 0;
class_weights = 0;
storage = 0;
var_idx = 0;
kernel = 0;
solver = 0;
default_model_name = "my_svm";
clear();
}
CvSVM::~CvSVM()
{
clear();
}
void CvSVM::clear()
{
cvFree( &decision_func );
cvReleaseMat( &class_labels );
cvReleaseMat( &class_weights );
cvReleaseMemStorage( &storage );
cvReleaseMat( &var_idx );
delete kernel;
delete solver;
kernel = 0;
solver = 0;
var_all = 0;
sv = 0;
sv_total = 0;
}
CvSVM::CvSVM( const CvMat* _train_data, const CvMat* _responses,
const CvMat* _var_idx, const CvMat* _sample_idx, CvSVMParams _params )
{
decision_func = 0;
class_labels = 0;
class_weights = 0;
storage = 0;
var_idx = 0;
kernel = 0;
solver = 0;
default_model_name = "my_svm";
train( _train_data, _responses, _var_idx, _sample_idx, _params );
}
int CvSVM::get_support_vector_count() const
{
return sv_total;
}
const float* CvSVM::get_support_vector(int i) const
{
return sv && (unsigned)i < (unsigned)sv_total ? sv[i] : 0;
}
bool CvSVM::set_params( const CvSVMParams& _params )
{
bool ok = false;
CV_FUNCNAME( "CvSVM::set_params" );
__BEGIN__;
int kernel_type, svm_type;
params = _params;
kernel_type = params.kernel_type;
svm_type = params.svm_type;
if( kernel_type != LINEAR && kernel_type != POLY &&
kernel_type != SIGMOID && kernel_type != RBF )
CV_ERROR( CV_StsBadArg, "Unknown/unsupported kernel type" );
if( kernel_type == LINEAR )
params.gamma = 1;
else if( params.gamma <= 0 )
CV_ERROR( CV_StsOutOfRange, "gamma parameter of the kernel must be positive" );
if( kernel_type != SIGMOID && kernel_type != POLY )
params.coef0 = 0;
else if( params.coef0 < 0 )
CV_ERROR( CV_StsOutOfRange, "The kernel parameter <coef0> must be positive or zero" );
if( kernel_type != POLY )
params.degree = 0;
else if( params.degree <= 0 )
CV_ERROR( CV_StsOutOfRange, "The kernel parameter <degree> must be positive" );
if( svm_type != C_SVC && svm_type != NU_SVC &&
svm_type != ONE_CLASS && svm_type != EPS_SVR &&
svm_type != NU_SVR )
CV_ERROR( CV_StsBadArg, "Unknown/unsupported SVM type" );
if( svm_type == ONE_CLASS || svm_type == NU_SVC )
params.C = 0;
else if( params.C <= 0 )
CV_ERROR( CV_StsOutOfRange, "The parameter C must be positive" );
if( svm_type == C_SVC || svm_type == EPS_SVR )
params.nu = 0;
else if( params.nu <= 0 || params.nu >= 1 )
CV_ERROR( CV_StsOutOfRange, "The parameter nu must be between 0 and 1" );
if( svm_type != EPS_SVR )
params.p = 0;
else if( params.p <= 0 )
CV_ERROR( CV_StsOutOfRange, "The parameter p must be positive" );
if( svm_type != C_SVC )
params.class_weights = 0;
params.term_crit = cvCheckTermCriteria( params.term_crit, DBL_EPSILON, INT_MAX );
params.term_crit.epsilon = MAX( params.term_crit.epsilon, DBL_EPSILON );
ok = true;
__END__;
return ok;
}
void CvSVM::create_kernel()
{
kernel = new CvSVMKernel(¶ms,0);
}
void CvSVM::create_solver( )
{
solver = new CvSVMSolver;
}
// switching function
bool CvSVM::train1( int sample_count, int var_count, const float** samples,
const void* _responses, double Cp, double Cn,
CvMemStorage* _storage, double* alpha, double& rho )
{
bool ok = false;
//CV_FUNCNAME( "CvSVM::train1" );
__BEGIN__;
CvSVMSolutionInfo si;
int svm_type = params.svm_type;
si.rho = 0;
ok = svm_type == C_SVC ? solver->solve_c_svc( sample_count, var_count, samples, (schar*)_responses,
Cp, Cn, _storage, kernel, alpha, si ) :
svm_type == NU_SVC ? solver->solve_nu_svc( sample_count, var_count, samples, (schar*)_responses,
_storage, kernel, alpha, si ) :
svm_type == ONE_CLASS ? solver->solve_one_class( sample_count, var_count, samples,
_storage, kernel, alpha, si ) :
svm_type == EPS_SVR ? solver->solve_eps_svr( sample_count, var_count, samples, (float*)_responses,
_storage, kernel, alpha, si ) :
svm_type == NU_SVR ? solver->solve_nu_svr( sample_count, var_count, samples, (float*)_responses,
_storage, kernel, alpha, si ) : false;
rho = si.rho;
__END__;
return ok;
}
bool CvSVM::do_train( int svm_type, int sample_count, int var_count, const float** samples,
const CvMat* responses, CvMemStorage* temp_storage, double* alpha )
{
bool ok = false;
CV_FUNCNAME( "CvSVM::do_train" );
__BEGIN__;
CvSVMDecisionFunc* df = 0;
const int sample_size = var_count*sizeof(samples[0][0]);
int i, j, k;
if( svm_type == ONE_CLASS || svm_type == EPS_SVR || svm_type == NU_SVR )
{
int sv_count = 0;
CV_CALL( decision_func = df =
(CvSVMDecisionFunc*)cvAlloc( sizeof(df[0]) ));
df->rho = 0;
if( !train1( sample_count, var_count, samples, svm_type == ONE_CLASS ? 0 :
responses->data.i, 0, 0, temp_storage, alpha, df->rho ))
EXIT;
for( i = 0; i < sample_count; i++ )
sv_count += fabs(alpha[i]) > 0;
sv_total = df->sv_count = sv_count;
CV_CALL( df->alpha = (double*)cvMemStorageAlloc( storage, sv_count*sizeof(df->alpha[0])) );
CV_CALL( sv = (float**)cvMemStorageAlloc( storage, sv_count*sizeof(sv[0])));
for( i = k = 0; i < sample_count; i++ )
{
if( fabs(alpha[i]) > 0 )
{
CV_CALL( sv[k] = (float*)cvMemStorageAlloc( storage, sample_size ));
memcpy( sv[k], samples[i], sample_size );
df->alpha[k++] = alpha[i];
}
}
}
else
{
int class_count = class_labels->cols;
int* sv_tab = 0;
const float** temp_samples = 0;
int* class_ranges = 0;
schar* temp_y = 0;
assert( svm_type == CvSVM::C_SVC || svm_type == CvSVM::NU_SVC );
if( svm_type == CvSVM::C_SVC && params.class_weights )
{
const CvMat* cw = params.class_weights;
if( !CV_IS_MAT(cw) || cw->cols != 1 && cw->rows != 1 ||
cw->rows + cw->cols - 1 != class_count ||
CV_MAT_TYPE(cw->type) != CV_32FC1 && CV_MAT_TYPE(cw->type) != CV_64FC1 )
CV_ERROR( CV_StsBadArg, "params.class_weights must be 1d floating-point vector "
"containing as many elements as the number of classes" );
CV_CALL( class_weights = cvCreateMat( cw->rows, cw->cols, CV_64F ));
CV_CALL( cvConvert( cw, class_weights ));
CV_CALL( cvScale( class_weights, class_weights, params.C ));
}
CV_CALL( decision_func = df = (CvSVMDecisionFunc*)cvAlloc(
(class_count*(class_count-1)/2)*sizeof(df[0])));
CV_CALL( sv_tab = (int*)cvMemStorageAlloc( temp_storage, sample_count*sizeof(sv_tab[0]) ));
memset( sv_tab, 0, sample_count*sizeof(sv_tab[0]) );
CV_CALL( class_ranges = (int*)cvMemStorageAlloc( temp_storage,
(class_count + 1)*sizeof(class_ranges[0])));
CV_CALL( temp_samples = (const float**)cvMemStorageAlloc( temp_storage,
sample_count*sizeof(temp_samples[0])));
CV_CALL( temp_y = (schar*)cvMemStorageAlloc( temp_storage, sample_count));
class_ranges[class_count] = 0;
cvSortSamplesByClasses( samples, responses, class_ranges, 0 );
//check that while cross-validation there were the samples from all the classes
if( class_ranges[class_count] <= 0 )
CV_ERROR( CV_StsBadArg, "While cross-validation one or more of the classes have "
"been fell out of the sample. Try to enlarge <CvSVMParams::k_fold>" );
if( svm_type == NU_SVC )
{
// check if nu is feasible
for(i = 0; i < class_count; i++ )
{
int ci = class_ranges[i+1] - class_ranges[i];
for( j = i+1; j< class_count; j++ )
{
int cj = class_ranges[j+1] - class_ranges[j];
if( params.nu*(ci + cj)*0.5 > MIN( ci, cj ) )
{
// !!!TODO!!! add some diagnostic
EXIT; // exit immediately; will release the model and return NULL pointer
}
}
}
}
// train n*(n-1)/2 classifiers
for( i = 0; i < class_count; i++ )
{
for( j = i+1; j < class_count; j++, df++ )
{
int si = class_ranges[i], ci = class_ranges[i+1] - si;
int sj = class_ranges[j], cj = class_ranges[j+1] - sj;
double Cp = params.C, Cn = Cp;
int k1 = 0, sv_count = 0;
for( k = 0; k < ci; k++ )
{
temp_samples[k] = samples[si + k];
temp_y[k] = 1;
}
for( k = 0; k < cj; k++ )
{
temp_samples[ci + k] = samples[sj + k];
temp_y[ci + k] = -1;
}
if( class_weights )
{
Cp = class_weights->data.db[i];
Cn = class_weights->data.db[j];
}
if( !train1( ci + cj, var_count, temp_samples, temp_y,
Cp, Cn, temp_storage, alpha, df->rho ))
EXIT;
for( k = 0; k < ci + cj; k++ )
sv_count += fabs(alpha[k]) > 0;
df->sv_count = sv_count;
CV_CALL( df->alpha = (double*)cvMemStorageAlloc( temp_storage,
sv_count*sizeof(df->alpha[0])));
CV_CALL( df->sv_index = (int*)cvMemStorageAlloc( temp_storage,
sv_count*sizeof(df->sv_index[0])));
for( k = 0; k < ci; k++ )
{
if( fabs(alpha[k]) > 0 )
{
sv_tab[si + k] = 1;
df->sv_index[k1] = si + k;
df->alpha[k1++] = alpha[k];
}
}
for( k = 0; k < cj; k++ )
{
if( fabs(alpha[ci + k]) > 0 )
{
sv_tab[sj + k] = 1;
df->sv_index[k1] = sj + k;
df->alpha[k1++] = alpha[ci + k];
}
}
}
}
// allocate support vectors and initialize sv_tab
for( i = 0, k = 0; i < sample_count; i++ )
{
if( sv_tab[i] )
sv_tab[i] = ++k;
}
sv_total = k;
CV_CALL( sv = (float**)cvMemStorageAlloc( storage, sv_total*sizeof(sv[0])));
for( i = 0, k = 0; i < sample_count; i++ )
{
if( sv_tab[i] )
{
CV_CALL( sv[k] = (float*)cvMemStorageAlloc( storage, sample_size ));
memcpy( sv[k], samples[i], sample_size );
k++;
}
}
df = (CvSVMDecisionFunc*)decision_func;
// set sv pointers
for( i = 0; i < class_count; i++ )
{
for( j = i+1; j < class_count; j++, df++ )
{
for( k = 0; k < df->sv_count; k++ )
{
df->sv_index[k] = sv_tab[df->sv_index[k]]-1;
assert( (unsigned)df->sv_index[k] < (unsigned)sv_total );
}
}
}
}
ok = true;
__END__;
return ok;
}
bool CvSVM::train( const CvMat* _train_data, const CvMat* _responses,
const CvMat* _var_idx, const CvMat* _sample_idx, CvSVMParams _params )
{
bool ok = false;
CvMat* responses = 0;
CvMemStorage* temp_storage = 0;
const float** samples = 0;
CV_FUNCNAME( "CvSVM::train" );
__BEGIN__;
int svm_type, sample_count, var_count, sample_size;
int block_size = 1 << 16;
double* alpha;
clear();
CV_CALL( set_params( _params ));
svm_type = _params.svm_type;
/* Prepare training data and related parameters */
CV_CALL( cvPrepareTrainData( "CvSVM::train", _train_data, CV_ROW_SAMPLE,
svm_type != CvSVM::ONE_CLASS ? _responses : 0,
svm_type == CvSVM::C_SVC ||
svm_type == CvSVM::NU_SVC ? CV_VAR_CATEGORICAL :
CV_VAR_ORDERED, _var_idx, _sample_idx,
false, &samples, &sample_count, &var_count, &var_all,
&responses, &class_labels, &var_idx ));
sample_size = var_count*sizeof(samples[0][0]);
// make the storage block size large enough to fit all
// the temporary vectors and output support vectors.
block_size = MAX( block_size, sample_count*(int)sizeof(CvSVMKernelRow));
block_size = MAX( block_size, sample_count*2*(int)sizeof(double) + 1024 );
block_size = MAX( block_size, sample_size*2 + 1024 );
CV_CALL( storage = cvCreateMemStorage(block_size));
CV_CALL( temp_storage = cvCreateChildMemStorage(storage));
CV_CALL( alpha = (double*)cvMemStorageAlloc(temp_storage, sample_count*sizeof(double)));
create_kernel();
create_solver();
if( !do_train( svm_type, sample_count, var_count, samples, responses, temp_storage, alpha ))
EXIT;
ok = true; // model has been trained succesfully
__END__;
delete solver;
solver = 0;
cvReleaseMemStorage( &temp_storage );
cvReleaseMat( &responses );
cvFree( &samples );
if( cvGetErrStatus() < 0 || !ok )
clear();
return ok;
}
bool CvSVM::train_auto( const CvMat* _train_data, const CvMat* _responses,
const CvMat* _var_idx, const CvMat* _sample_idx, CvSVMParams _params, int k_fold,
CvParamGrid C_grid, CvParamGrid gamma_grid, CvParamGrid p_grid,
CvParamGrid nu_grid, CvParamGrid coef_grid, CvParamGrid degree_grid )
{
bool ok = false;
CvMat* responses = 0;
CvMat* responses_local = 0;
CvMemStorage* temp_storage = 0;
const float** samples = 0;
const float** samples_local = 0;
CV_FUNCNAME( "CvSVM::train_auto" );
__BEGIN__;
int svm_type, sample_count, var_count, sample_size;
int block_size = 1 << 16;
double* alpha;
int i, k;
CvRNG rng = cvRNG(-1);
// all steps are logarithmic and must be > 1
double degree_step = 10, g_step = 10, coef_step = 10, C_step = 10, nu_step = 10, p_step = 10;
double gamma = 0, C = 0, degree = 0, coef = 0, p = 0, nu = 0;
double best_degree = 0, best_gamma = 0, best_coef = 0, best_C = 0, best_nu = 0, best_p = 0;
float min_error = FLT_MAX, error;
if( _params.svm_type == CvSVM::ONE_CLASS )
{
if(!train( _train_data, _responses, _var_idx, _sample_idx, _params ))
EXIT;
return true;
}
clear();
if( k_fold < 2 )
CV_ERROR( CV_StsBadArg, "Parameter <k_fold> must be > 1" );
CV_CALL(set_params( _params ));
svm_type = _params.svm_type;
// All the parameters except, possibly, <coef0> are positive.
// <coef0> is nonnegative
if( C_grid.step <= 1 )
{
C_grid.min_val = C_grid.max_val = params.C;
C_grid.step = 10;
}
else
CV_CALL(C_grid.check());
if( gamma_grid.step <= 1 )
{
gamma_grid.min_val = gamma_grid.max_val = params.gamma;
gamma_grid.step = 10;
}
else
CV_CALL(gamma_grid.check());
if( p_grid.step <= 1 )
{
p_grid.min_val = p_grid.max_val = params.p;
p_grid.step = 10;
}
else
CV_CALL(p_grid.check());
if( nu_grid.step <= 1 )
{
nu_grid.min_val = nu_grid.max_val = params.nu;
nu_grid.step = 10;
}
else
CV_CALL(nu_grid.check());
if( coef_grid.step <= 1 )
{
coef_grid.min_val = coef_grid.max_val = params.coef0;
coef_grid.step = 10;
}
else
CV_CALL(coef_grid.check());
if( degree_grid.step <= 1 )
{
degree_grid.min_val = degree_grid.max_val = params.degree;
degree_grid.step = 10;
}
else
CV_CALL(degree_grid.check());
// these parameters are not used:
if( params.kernel_type != CvSVM::POLY )
degree_grid.min_val = degree_grid.max_val = params.degree;
if( params.kernel_type == CvSVM::LINEAR )
gamma_grid.min_val = gamma_grid.max_val = params.gamma;
if( params.kernel_type != CvSVM::POLY && params.kernel_type != CvSVM::SIGMOID )
coef_grid.min_val = coef_grid.max_val = params.coef0;
if( svm_type == CvSVM::NU_SVC || svm_type == CvSVM::ONE_CLASS )
C_grid.min_val = C_grid.max_val = params.C;
if( svm_type == CvSVM::C_SVC || svm_type == CvSVM::EPS_SVR )
nu_grid.min_val = nu_grid.max_val = params.nu;
if( svm_type != CvSVM::EPS_SVR )
p_grid.min_val = p_grid.max_val = params.p;
CV_ASSERT( g_step > 1 && degree_step > 1 && coef_step > 1);
CV_ASSERT( p_step > 1 && C_step > 1 && nu_step > 1 );
/* Prepare training data and related parameters */
CV_CALL(cvPrepareTrainData( "CvSVM::train_auto", _train_data, CV_ROW_SAMPLE,
svm_type != CvSVM::ONE_CLASS ? _responses : 0,
svm_type == CvSVM::C_SVC ||
svm_type == CvSVM::NU_SVC ? CV_VAR_CATEGORICAL :
CV_VAR_ORDERED, _var_idx, _sample_idx,
false, &samples, &sample_count, &var_count, &var_all,
&responses, &class_labels, &var_idx ));
sample_size = var_count*sizeof(samples[0][0]);
// make the storage block size large enough to fit all
// the temporary vectors and output support vectors.
block_size = MAX( block_size, sample_count*(int)sizeof(CvSVMKernelRow));
block_size = MAX( block_size, sample_count*2*(int)sizeof(double) + 1024 );
block_size = MAX( block_size, sample_size*2 + 1024 );
CV_CALL(storage = cvCreateMemStorage(block_size));
CV_CALL(temp_storage = cvCreateChildMemStorage(storage));
CV_CALL(alpha = (double*)cvMemStorageAlloc(temp_storage, sample_count*sizeof(double)));
create_kernel();
create_solver();
{
const int testset_size = sample_count/k_fold;
const int trainset_size = sample_count - testset_size;
const int last_testset_size = sample_count - testset_size*(k_fold-1);
const int last_trainset_size = sample_count - last_testset_size;
const bool is_regression = (svm_type == EPS_SVR) || (svm_type == NU_SVR);
size_t resp_elem_size = CV_ELEM_SIZE(responses->type);
size_t size = 2*last_trainset_size*sizeof(samples[0]);
samples_local = (const float**) cvAlloc( size );
memset( samples_local, 0, size );
responses_local = cvCreateMat( 1, trainset_size, CV_MAT_TYPE(responses->type) );
cvZero( responses_local );
// randomly permute samples and responses
for( i = 0; i < sample_count; i++ )
{
int i1 = cvRandInt( &rng ) % sample_count;
int i2 = cvRandInt( &rng ) % sample_count;
const float* temp;
float t;
int y;
CV_SWAP( samples[i1], samples[i2], temp );
if( is_regression )
CV_SWAP( responses->data.fl[i1], responses->data.fl[i2], t );
else
CV_SWAP( responses->data.i[i1], responses->data.i[i2], y );
}
C = C_grid.min_val;
do
{
params.C = C;
gamma = gamma_grid.min_val;
do
{
params.gamma = gamma;
p = p_grid.min_val;
do
{
params.p = p;
nu = nu_grid.min_val;
do
{
params.nu = nu;
coef = coef_grid.min_val;
do
{
params.coef0 = coef;
degree = degree_grid.min_val;
do
{
params.degree = degree;
float** test_samples_ptr = (float**)samples;
uchar* true_resp = responses->data.ptr;
int test_size = testset_size;
int train_size = trainset_size;
error = 0;
for( k = 0; k < k_fold; k++ )
{
memcpy( samples_local, samples, sizeof(samples[0])*test_size*k );
memcpy( samples_local + test_size*k, test_samples_ptr + test_size,
sizeof(samples[0])*(sample_count - testset_size*(k+1)) );
memcpy( responses_local->data.ptr, responses->data.ptr, resp_elem_size*test_size*k );
memcpy( responses_local->data.ptr + resp_elem_size*test_size*k,
true_resp + resp_elem_size*test_size,
sizeof(samples[0])*(sample_count - testset_size*(k+1)) );
if( k == k_fold - 1 )
{
test_size = last_testset_size;
train_size = last_trainset_size;
responses_local->cols = last_trainset_size;
}
// Train SVM on <train_size> samples
if( !do_train( svm_type, train_size, var_count,
(const float**)samples_local, responses_local, temp_storage, alpha ) )
EXIT;
// Compute test set error on <test_size> samples
CvMat s = cvMat( 1, var_count, CV_32FC1 );
for( i = 0; i < test_size; i++, true_resp += resp_elem_size, test_samples_ptr++ )
{
float resp;
s.data.fl = *test_samples_ptr;
resp = predict( &s );
error += is_regression ? powf( resp - *(float*)true_resp, 2 )
: ((int)resp != *(int*)true_resp);
}
}
if( min_error > error )
{
min_error = error;
best_degree = degree;
best_gamma = gamma;
best_coef = coef;
best_C = C;
best_nu = nu;
best_p = p;
}
degree *= degree_grid.step;
}
while( degree < degree_grid.max_val );
coef *= coef_grid.step;
}
while( coef < coef_grid.max_val );
nu *= nu_grid.step;
}
while( nu < nu_grid.max_val );
p *= p_grid.step;
}
while( p < p_grid.max_val );
gamma *= gamma_grid.step;
}
while( gamma < gamma_grid.max_val );
C *= C_grid.step;
}
while( C < C_grid.max_val );
}
min_error /= (float) sample_count;
params.C = best_C;
params.nu = best_nu;
params.p = best_p;
params.gamma = best_gamma;
params.degree = best_degree;
params.coef0 = best_coef;
CV_CALL(ok = do_train( svm_type, sample_count, var_count, samples, responses, temp_storage, alpha ));
__END__;
delete solver;
solver = 0;
cvReleaseMemStorage( &temp_storage );
cvReleaseMat( &responses );
cvReleaseMat( &responses_local );
cvFree( &samples );
cvFree( &samples_local );
if( cvGetErrStatus() < 0 || !ok )
clear();
return ok;
}
float CvSVM::predict( const CvMat* sample ) const
{
bool local_alloc = 0;
float result = 0;
float* row_sample = 0;
Qfloat* buffer = 0;
CV_FUNCNAME( "CvSVM::predict" );
__BEGIN__;
int class_count;
int var_count, buf_sz;
if( !kernel )
CV_ERROR( CV_StsBadArg, "The SVM should be trained first" );
class_count = class_labels ? class_labels->cols :
params.svm_type == ONE_CLASS ? 1 : 0;
CV_CALL( cvPreparePredictData( sample, var_all, var_idx,
class_count, 0, &row_sample ));
var_count = get_var_count();
buf_sz = sv_total*sizeof(buffer[0]) + (class_count+1)*sizeof(int);
if( buf_sz <= CV_MAX_LOCAL_SIZE )
{
CV_CALL( buffer = (Qfloat*)cvStackAlloc( buf_sz ));
local_alloc = 1;
}
else
CV_CALL( buffer = (Qfloat*)cvAlloc( buf_sz ));
if( params.svm_type == EPS_SVR ||
params.svm_type == NU_SVR ||
params.svm_type == ONE_CLASS )
{
CvSVMDecisionFunc* df = (CvSVMDecisionFunc*)decision_func;
int i, sv_count = df->sv_count;
double sum = -df->rho;
kernel->calc( sv_count, var_count, (const float**)sv, row_sample, buffer );
for( i = 0; i < sv_count; i++ )
sum += buffer[i]*df->alpha[i];
result = params.svm_type == ONE_CLASS ? (float)(sum > 0) : (float)sum;
}
else if( params.svm_type == C_SVC ||
params.svm_type == NU_SVC )
{
CvSVMDecisionFunc* df = (CvSVMDecisionFunc*)decision_func;
int* vote = (int*)(buffer + sv_total);
int i, j, k;
memset( vote, 0, class_count*sizeof(vote[0]));
kernel->calc( sv_total, var_count, (const float**)sv, row_sample, buffer );
for( i = 0; i < class_count; i++ )
{
for( j = i+1; j < class_count; j++, df++ )
{
double sum = -df->rho;
int sv_count = df->sv_count;
for( k = 0; k < sv_count; k++ )
sum += df->alpha[k]*buffer[df->sv_index[k]];
vote[sum > 0 ? i : j]++;
}
}
for( i = 1, k = 0; i < class_count; i++ )
{
if( vote[i] > vote[k] )
k = i;
}
result = (float)(class_labels->data.i[k]);
}
else
CV_ERROR( CV_StsBadArg, "INTERNAL ERROR: Unknown SVM type, "
"the SVM structure is probably corrupted" );
__END__;
if( sample && (!CV_IS_MAT(sample) || sample->data.fl != row_sample) )
cvFree( &row_sample );
if( !local_alloc )
cvFree( &buffer );
return result;
}
void CvSVM::write_params( CvFileStorage* fs )
{
//CV_FUNCNAME( "CvSVM::write_params" );
__BEGIN__;
int svm_type = params.svm_type;
int kernel_type = params.kernel_type;
const char* svm_type_str =
svm_type == CvSVM::C_SVC ? "C_SVC" :
svm_type == CvSVM::NU_SVC ? "NU_SVC" :
svm_type == CvSVM::ONE_CLASS ? "ONE_CLASS" :
svm_type == CvSVM::EPS_SVR ? "EPS_SVR" :
svm_type == CvSVM::NU_SVR ? "NU_SVR" : 0;
const char* kernel_type_str =
kernel_type == CvSVM::LINEAR ? "LINEAR" :
kernel_type == CvSVM::POLY ? "POLY" :
kernel_type == CvSVM::RBF ? "RBF" :
kernel_type == CvSVM::SIGMOID ? "SIGMOID" : 0;
if( svm_type_str )
cvWriteString( fs, "svm_type", svm_type_str );
else
cvWriteInt( fs, "svm_type", svm_type );
// save kernel
cvStartWriteStruct( fs, "kernel", CV_NODE_MAP + CV_NODE_FLOW );
if( kernel_type_str )
cvWriteString( fs, "type", kernel_type_str );
else
cvWriteInt( fs, "type", kernel_type );
if( kernel_type == CvSVM::POLY || !kernel_type_str )
cvWriteReal( fs, "degree", params.degree );
if( kernel_type != CvSVM::LINEAR || !kernel_type_str )
cvWriteReal( fs, "gamma", params.gamma );
if( kernel_type == CvSVM::POLY || kernel_type == CvSVM::SIGMOID || !kernel_type_str )
cvWriteReal( fs, "coef0", params.coef0 );
cvEndWriteStruct(fs);
if( svm_type == CvSVM::C_SVC || svm_type == CvSVM::EPS_SVR ||
svm_type == CvSVM::NU_SVR || !svm_type_str )
cvWriteReal( fs, "C", params.C );
if( svm_type == CvSVM::NU_SVC || svm_type == CvSVM::ONE_CLASS ||
svm_type == CvSVM::NU_SVR || !svm_type_str )
cvWriteReal( fs, "nu", params.nu );
if( svm_type == CvSVM::EPS_SVR || !svm_type_str )
cvWriteReal( fs, "p", params.p );
cvStartWriteStruct( fs, "term_criteria", CV_NODE_MAP + CV_NODE_FLOW );
if( params.term_crit.type & CV_TERMCRIT_EPS )
cvWriteReal( fs, "epsilon", params.term_crit.epsilon );
if( params.term_crit.type & CV_TERMCRIT_ITER )
cvWriteInt( fs, "iterations", params.term_crit.max_iter );
cvEndWriteStruct( fs );
__END__;
}
void CvSVM::write( CvFileStorage* fs, const char* name )
{
CV_FUNCNAME( "CvSVM::write" );
__BEGIN__;
int i, var_count = get_var_count(), df_count, class_count;
const CvSVMDecisionFunc* df = decision_func;
cvStartWriteStruct( fs, name, CV_NODE_MAP, CV_TYPE_NAME_ML_SVM );
write_params( fs );
cvWriteInt( fs, "var_all", var_all );
cvWriteInt( fs, "var_count", var_count );
class_count = class_labels ? class_labels->cols :
params.svm_type == CvSVM::ONE_CLASS ? 1 : 0;
if( class_count )
{
cvWriteInt( fs, "class_count", class_count );
if( class_labels )
cvWrite( fs, "class_labels", class_labels );
if( class_weights )
cvWrite( fs, "class_weights", class_weights );
}
if( var_idx )
cvWrite( fs, "var_idx", var_idx );
// write the joint collection of support vectors
cvWriteInt( fs, "sv_total", sv_total );
cvStartWriteStruct( fs, "support_vectors", CV_NODE_SEQ );
for( i = 0; i < sv_total; i++ )
{
cvStartWriteStruct( fs, 0, CV_NODE_SEQ + CV_NODE_FLOW );
cvWriteRawData( fs, sv[i], var_count, "f" );
cvEndWriteStruct( fs );
}
cvEndWriteStruct( fs );
// write decision functions
df_count = class_count > 1 ? class_count*(class_count-1)/2 : 1;
df = decision_func;
cvStartWriteStruct( fs, "decision_functions", CV_NODE_SEQ );
for( i = 0; i < df_count; i++ )
{
int sv_count = df[i].sv_count;
cvStartWriteStruct( fs, 0, CV_NODE_MAP );
cvWriteInt( fs, "sv_count", sv_count );
cvWriteReal( fs, "rho", df[i].rho );
cvStartWriteStruct( fs, "alpha", CV_NODE_SEQ+CV_NODE_FLOW );
cvWriteRawData( fs, df[i].alpha, df[i].sv_count, "d" );
cvEndWriteStruct( fs );
if( class_count > 1 )
{
cvStartWriteStruct( fs, "index", CV_NODE_SEQ+CV_NODE_FLOW );
cvWriteRawData( fs, df[i].sv_index, df[i].sv_count, "i" );
cvEndWriteStruct( fs );
}
else
CV_ASSERT( sv_count == sv_total );
cvEndWriteStruct( fs );
}
cvEndWriteStruct( fs );
cvEndWriteStruct( fs );
__END__;
}
void CvSVM::read_params( CvFileStorage* fs, CvFileNode* svm_node )
{
CV_FUNCNAME( "CvSVM::read_params" );
__BEGIN__;
int svm_type, kernel_type;
CvSVMParams _params;
CvFileNode* tmp_node = cvGetFileNodeByName( fs, svm_node, "svm_type" );
CvFileNode* kernel_node;
if( !tmp_node )
CV_ERROR( CV_StsBadArg, "svm_type tag is not found" );
if( CV_NODE_TYPE(tmp_node->tag) == CV_NODE_INT )
svm_type = cvReadInt( tmp_node, -1 );
else
{
const char* svm_type_str = cvReadString( tmp_node, "" );
svm_type =
strcmp( svm_type_str, "C_SVC" ) == 0 ? CvSVM::C_SVC :
strcmp( svm_type_str, "NU_SVC" ) == 0 ? CvSVM::NU_SVC :
strcmp( svm_type_str, "ONE_CLASS" ) == 0 ? CvSVM::ONE_CLASS :
strcmp( svm_type_str, "EPS_SVR" ) == 0 ? CvSVM::EPS_SVR :
strcmp( svm_type_str, "NU_SVR" ) == 0 ? CvSVM::NU_SVR : -1;
if( svm_type < 0 )
CV_ERROR( CV_StsParseError, "Missing of invalid SVM type" );
}
kernel_node = cvGetFileNodeByName( fs, svm_node, "kernel" );
if( !kernel_node )
CV_ERROR( CV_StsParseError, "SVM kernel tag is not found" );
tmp_node = cvGetFileNodeByName( fs, kernel_node, "type" );
if( !tmp_node )
CV_ERROR( CV_StsParseError, "SVM kernel type tag is not found" );
if( CV_NODE_TYPE(tmp_node->tag) == CV_NODE_INT )
kernel_type = cvReadInt( tmp_node, -1 );
else
{
const char* kernel_type_str = cvReadString( tmp_node, "" );
kernel_type =
strcmp( kernel_type_str, "LINEAR" ) == 0 ? CvSVM::LINEAR :
strcmp( kernel_type_str, "POLY" ) == 0 ? CvSVM::POLY :
strcmp( kernel_type_str, "RBF" ) == 0 ? CvSVM::RBF :
strcmp( kernel_type_str, "SIGMOID" ) == 0 ? CvSVM::SIGMOID : -1;
if( kernel_type < 0 )
CV_ERROR( CV_StsParseError, "Missing of invalid SVM kernel type" );
}
_params.svm_type = svm_type;
_params.kernel_type = kernel_type;
_params.degree = cvReadRealByName( fs, kernel_node, "degree", 0 );
_params.gamma = cvReadRealByName( fs, kernel_node, "gamma", 0 );
_params.coef0 = cvReadRealByName( fs, kernel_node, "coef0", 0 );
_params.C = cvReadRealByName( fs, svm_node, "C", 0 );
_params.nu = cvReadRealByName( fs, svm_node, "nu", 0 );
_params.p = cvReadRealByName( fs, svm_node, "p", 0 );
_params.class_weights = 0;
tmp_node = cvGetFileNodeByName( fs, svm_node, "term_criteria" );
if( tmp_node )
{
_params.term_crit.epsilon = cvReadRealByName( fs, tmp_node, "epsilon", -1. );
_params.term_crit.max_iter = cvReadIntByName( fs, tmp_node, "iterations", -1 );
_params.term_crit.type = (_params.term_crit.epsilon >= 0 ? CV_TERMCRIT_EPS : 0) +
(_params.term_crit.max_iter >= 0 ? CV_TERMCRIT_ITER : 0);
}
else
_params.term_crit = cvTermCriteria( CV_TERMCRIT_EPS + CV_TERMCRIT_ITER, 1000, FLT_EPSILON );
set_params( _params );
__END__;
}
void CvSVM::read( CvFileStorage* fs, CvFileNode* svm_node )
{
const double not_found_dbl = DBL_MAX;
CV_FUNCNAME( "CvSVM::read" );
__BEGIN__;
int i, var_count, df_count, class_count;
int block_size = 1 << 16, sv_size;
CvFileNode *sv_node, *df_node;
CvSVMDecisionFunc* df;
CvSeqReader reader;
if( !svm_node )
CV_ERROR( CV_StsParseError, "The requested element is not found" );
clear();
// read SVM parameters
read_params( fs, svm_node );
// and top-level data
sv_total = cvReadIntByName( fs, svm_node, "sv_total", -1 );
var_all = cvReadIntByName( fs, svm_node, "var_all", -1 );
var_count = cvReadIntByName( fs, svm_node, "var_count", var_all );
class_count = cvReadIntByName( fs, svm_node, "class_count", 0 );
if( sv_total <= 0 || var_all <= 0 || var_count <= 0 || var_count > var_all || class_count < 0 )
CV_ERROR( CV_StsParseError, "SVM model data is invalid, check sv_count, var_* and class_count tags" );
CV_CALL( class_labels = (CvMat*)cvReadByName( fs, svm_node, "class_labels" ));
CV_CALL( class_weights = (CvMat*)cvReadByName( fs, svm_node, "class_weights" ));
CV_CALL( var_idx = (CvMat*)cvReadByName( fs, svm_node, "comp_idx" ));
if( class_count > 1 && (!class_labels ||
!CV_IS_MAT(class_labels) || class_labels->cols != class_count))
CV_ERROR( CV_StsParseError, "Array of class labels is missing or invalid" );
if( var_count < var_all && (!var_idx || !CV_IS_MAT(var_idx) || var_idx->cols != var_count) )
CV_ERROR( CV_StsParseError, "var_idx array is missing or invalid" );
// read support vectors
sv_node = cvGetFileNodeByName( fs, svm_node, "support_vectors" );
if( !sv_node || !CV_NODE_IS_SEQ(sv_node->tag))
CV_ERROR( CV_StsParseError, "Missing or invalid sequence of support vectors" );
block_size = MAX( block_size, sv_total*(int)sizeof(CvSVMKernelRow));
block_size = MAX( block_size, sv_total*2*(int)sizeof(double));
block_size = MAX( block_size, var_all*(int)sizeof(double));
CV_CALL( storage = cvCreateMemStorage( block_size ));
CV_CALL( sv = (float**)cvMemStorageAlloc( storage,
sv_total*sizeof(sv[0]) ));
CV_CALL( cvStartReadSeq( sv_node->data.seq, &reader, 0 ));
sv_size = var_count*sizeof(sv[0][0]);
for( i = 0; i < sv_total; i++ )
{
CvFileNode* sv_elem = (CvFileNode*)reader.ptr;
CV_ASSERT( var_count == 1 || (CV_NODE_IS_SEQ(sv_elem->tag) &&
sv_elem->data.seq->total == var_count) );
CV_CALL( sv[i] = (float*)cvMemStorageAlloc( storage, sv_size ));
CV_CALL( cvReadRawData( fs, sv_elem, sv[i], "f" ));
CV_NEXT_SEQ_ELEM( sv_node->data.seq->elem_size, reader );
}
// read decision functions
df_count = class_count > 1 ? class_count*(class_count-1)/2 : 1;
df_node = cvGetFileNodeByName( fs, svm_node, "decision_functions" );
if( !df_node || !CV_NODE_IS_SEQ(df_node->tag) ||
df_node->data.seq->total != df_count )
CV_ERROR( CV_StsParseError, "decision_functions is missing or is not a collection "
"or has a wrong number of elements" );
CV_CALL( df = decision_func = (CvSVMDecisionFunc*)cvAlloc( df_count*sizeof(df[0]) ));
cvStartReadSeq( df_node->data.seq, &reader, 0 );
for( i = 0; i < df_count; i++ )
{
CvFileNode* df_elem = (CvFileNode*)reader.ptr;
CvFileNode* alpha_node = cvGetFileNodeByName( fs, df_elem, "alpha" );
int sv_count = cvReadIntByName( fs, df_elem, "sv_count", -1 );
if( sv_count <= 0 )
CV_ERROR( CV_StsParseError, "sv_count is missing or non-positive" );
df[i].sv_count = sv_count;
df[i].rho = cvReadRealByName( fs, df_elem, "rho", not_found_dbl );
if( fabs(df[i].rho - not_found_dbl) < DBL_EPSILON )
CV_ERROR( CV_StsParseError, "rho is missing" );
if( !alpha_node )
CV_ERROR( CV_StsParseError, "alpha is missing in the decision function" );
CV_CALL( df[i].alpha = (double*)cvMemStorageAlloc( storage,
sv_count*sizeof(df[i].alpha[0])));
CV_ASSERT( sv_count == 1 || CV_NODE_IS_SEQ(alpha_node->tag) &&
alpha_node->data.seq->total == sv_count );
CV_CALL( cvReadRawData( fs, alpha_node, df[i].alpha, "d" ));
if( class_count > 1 )
{
CvFileNode* index_node = cvGetFileNodeByName( fs, df_elem, "index" );
if( !index_node )
CV_ERROR( CV_StsParseError, "index is missing in the decision function" );
CV_CALL( df[i].sv_index = (int*)cvMemStorageAlloc( storage,
sv_count*sizeof(df[i].sv_index[0])));
CV_ASSERT( sv_count == 1 || CV_NODE_IS_SEQ(index_node->tag) &&
index_node->data.seq->total == sv_count );
CV_CALL( cvReadRawData( fs, index_node, df[i].sv_index, "i" ));
}
else
df[i].sv_index = 0;
CV_NEXT_SEQ_ELEM( df_node->data.seq->elem_size, reader );
}
create_kernel();
__END__;
}
#if 0
static void*
icvCloneSVM( const void* _src )
{
CvSVMModel* dst = 0;
CV_FUNCNAME( "icvCloneSVM" );
__BEGIN__;
const CvSVMModel* src = (const CvSVMModel*)_src;
int var_count, class_count;
int i, sv_total, df_count;
int sv_size;
if( !CV_IS_SVM(src) )
CV_ERROR( !src ? CV_StsNullPtr : CV_StsBadArg, "Input pointer is NULL or invalid" );
// 0. create initial CvSVMModel structure
CV_CALL( dst = icvCreateSVM() );
dst->params = src->params;
dst->params.weight_labels = 0;
dst->params.weights = 0;
dst->var_all = src->var_all;
if( src->class_labels )
dst->class_labels = cvCloneMat( src->class_labels );
if( src->class_weights )
dst->class_weights = cvCloneMat( src->class_weights );
if( src->comp_idx )
dst->comp_idx = cvCloneMat( src->comp_idx );
var_count = src->comp_idx ? src->comp_idx->cols : src->var_all;
class_count = src->class_labels ? src->class_labels->cols :
src->params.svm_type == CvSVM::ONE_CLASS ? 1 : 0;
sv_total = dst->sv_total = src->sv_total;
CV_CALL( dst->storage = cvCreateMemStorage( src->storage->block_size ));
CV_CALL( dst->sv = (float**)cvMemStorageAlloc( dst->storage,
sv_total*sizeof(dst->sv[0]) ));
sv_size = var_count*sizeof(dst->sv[0][0]);
for( i = 0; i < sv_total; i++ )
{
CV_CALL( dst->sv[i] = (float*)cvMemStorageAlloc( dst->storage, sv_size ));
memcpy( dst->sv[i], src->sv[i], sv_size );
}
df_count = class_count > 1 ? class_count*(class_count-1)/2 : 1;
CV_CALL( dst->decision_func = cvAlloc( df_count*sizeof(CvSVMDecisionFunc) ));
for( i = 0; i < df_count; i++ )
{
const CvSVMDecisionFunc *sdf =
(const CvSVMDecisionFunc*)src->decision_func+i;
CvSVMDecisionFunc *ddf =
(CvSVMDecisionFunc*)dst->decision_func+i;
int sv_count = sdf->sv_count;
ddf->sv_count = sv_count;
ddf->rho = sdf->rho;
CV_CALL( ddf->alpha = (double*)cvMemStorageAlloc( dst->storage,
sv_count*sizeof(ddf->alpha[0])));
memcpy( ddf->alpha, sdf->alpha, sv_count*sizeof(ddf->alpha[0]));
if( class_count > 1 )
{
CV_CALL( ddf->sv_index = (int*)cvMemStorageAlloc( dst->storage,
sv_count*sizeof(ddf->sv_index[0])));
memcpy( ddf->sv_index, sdf->sv_index, sv_count*sizeof(ddf->sv_index[0]));
}
else
ddf->sv_index = 0;
}
__END__;
if( cvGetErrStatus() < 0 && dst )
icvReleaseSVM( &dst );
return dst;
}
static int icvRegisterSVMType()
{
CvTypeInfo info;
memset( &info, 0, sizeof(info) );
info.flags = 0;
info.header_size = sizeof( info );
info.is_instance = icvIsSVM;
info.release = (CvReleaseFunc)icvReleaseSVM;
info.read = icvReadSVM;
info.write = icvWriteSVM;
info.clone = icvCloneSVM;
info.type_name = CV_TYPE_NAME_ML_SVM;
cvRegisterType( &info );
return 1;
}
static int svm = icvRegisterSVMType();
/* The function trains SVM model with optimal parameters, obtained by using cross-validation.
The parameters to be estimated should be indicated by setting theirs values to FLT_MAX.
The optimal parameters are saved in <model_params> */
CV_IMPL CvStatModel*
cvTrainSVM_CrossValidation( const CvMat* train_data, int tflag,
const CvMat* responses,
CvStatModelParams* model_params,
const CvStatModelParams* cross_valid_params,
const CvMat* comp_idx,
const CvMat* sample_idx,
const CvParamGrid* degree_grid,
const CvParamGrid* gamma_grid,
const CvParamGrid* coef_grid,
const CvParamGrid* C_grid,
const CvParamGrid* nu_grid,
const CvParamGrid* p_grid )
{
CvStatModel* svm = 0;
CV_FUNCNAME("cvTainSVMCrossValidation");
__BEGIN__;
double degree_step = 7,
g_step = 15,
coef_step = 14,
C_step = 20,
nu_step = 5,
p_step = 7; // all steps must be > 1
double degree_begin = 0.01, degree_end = 2;
double g_begin = 1e-5, g_end = 0.5;
double coef_begin = 0.1, coef_end = 300;
double C_begin = 0.1, C_end = 6000;
double nu_begin = 0.01, nu_end = 0.4;
double p_begin = 0.01, p_end = 100;
double rate = 0, gamma = 0, C = 0, degree = 0, coef = 0, p = 0, nu = 0;
double best_rate = 0;
double best_degree = degree_begin;
double best_gamma = g_begin;
double best_coef = coef_begin;
double best_C = C_begin;
double best_nu = nu_begin;
double best_p = p_begin;
CvSVMModelParams svm_params, *psvm_params;
CvCrossValidationParams* cv_params = (CvCrossValidationParams*)cross_valid_params;
int svm_type, kernel;
int is_regression;
if( !model_params )
CV_ERROR( CV_StsBadArg, "" );
if( !cv_params )
CV_ERROR( CV_StsBadArg, "" );
svm_params = *(CvSVMModelParams*)model_params;
psvm_params = (CvSVMModelParams*)model_params;
svm_type = svm_params.svm_type;
kernel = svm_params.kernel_type;
svm_params.degree = svm_params.degree > 0 ? svm_params.degree : 1;
svm_params.gamma = svm_params.gamma > 0 ? svm_params.gamma : 1;
svm_params.coef0 = svm_params.coef0 > 0 ? svm_params.coef0 : 1e-6;
svm_params.C = svm_params.C > 0 ? svm_params.C : 1;
svm_params.nu = svm_params.nu > 0 ? svm_params.nu : 1;
svm_params.p = svm_params.p > 0 ? svm_params.p : 1;
if( degree_grid )
{
if( !(degree_grid->max_val == 0 && degree_grid->min_val == 0 &&
degree_grid->step == 0) )
{
if( degree_grid->min_val > degree_grid->max_val )
CV_ERROR( CV_StsBadArg,
"low bound of grid should be less then the upper one");
if( degree_grid->step <= 1 )
CV_ERROR( CV_StsBadArg, "grid step should be greater 1" );
degree_begin = degree_grid->min_val;
degree_end = degree_grid->max_val;
degree_step = degree_grid->step;
}
}
else
degree_begin = degree_end = svm_params.degree;
if( gamma_grid )
{
if( !(gamma_grid->max_val == 0 && gamma_grid->min_val == 0 &&
gamma_grid->step == 0) )
{
if( gamma_grid->min_val > gamma_grid->max_val )
CV_ERROR( CV_StsBadArg,
"low bound of grid should be less then the upper one");
if( gamma_grid->step <= 1 )
CV_ERROR( CV_StsBadArg, "grid step should be greater 1" );
g_begin = gamma_grid->min_val;
g_end = gamma_grid->max_val;
g_step = gamma_grid->step;
}
}
else
g_begin = g_end = svm_params.gamma;
if( coef_grid )
{
if( !(coef_grid->max_val == 0 && coef_grid->min_val == 0 &&
coef_grid->step == 0) )
{
if( coef_grid->min_val > coef_grid->max_val )
CV_ERROR( CV_StsBadArg,
"low bound of grid should be less then the upper one");
if( coef_grid->step <= 1 )
CV_ERROR( CV_StsBadArg, "grid step should be greater 1" );
coef_begin = coef_grid->min_val;
coef_end = coef_grid->max_val;
coef_step = coef_grid->step;
}
}
else
coef_begin = coef_end = svm_params.coef0;
if( C_grid )
{
if( !(C_grid->max_val == 0 && C_grid->min_val == 0 && C_grid->step == 0))
{
if( C_grid->min_val > C_grid->max_val )
CV_ERROR( CV_StsBadArg,
"low bound of grid should be less then the upper one");
if( C_grid->step <= 1 )
CV_ERROR( CV_StsBadArg, "grid step should be greater 1" );
C_begin = C_grid->min_val;
C_end = C_grid->max_val;
C_step = C_grid->step;
}
}
else
C_begin = C_end = svm_params.C;
if( nu_grid )
{
if(!(nu_grid->max_val == 0 && nu_grid->min_val == 0 && nu_grid->step==0))
{
if( nu_grid->min_val > nu_grid->max_val )
CV_ERROR( CV_StsBadArg,
"low bound of grid should be less then the upper one");
if( nu_grid->step <= 1 )
CV_ERROR( CV_StsBadArg, "grid step should be greater 1" );
nu_begin = nu_grid->min_val;
nu_end = nu_grid->max_val;
nu_step = nu_grid->step;
}
}
else
nu_begin = nu_end = svm_params.nu;
if( p_grid )
{
if( !(p_grid->max_val == 0 && p_grid->min_val == 0 && p_grid->step == 0))
{
if( p_grid->min_val > p_grid->max_val )
CV_ERROR( CV_StsBadArg,
"low bound of grid should be less then the upper one");
if( p_grid->step <= 1 )
CV_ERROR( CV_StsBadArg, "grid step should be greater 1" );
p_begin = p_grid->min_val;
p_end = p_grid->max_val;
p_step = p_grid->step;
}
}
else
p_begin = p_end = svm_params.p;
// these parameters are not used:
if( kernel != CvSVM::POLY )
degree_begin = degree_end = svm_params.degree;
if( kernel == CvSVM::LINEAR )
g_begin = g_end = svm_params.gamma;
if( kernel != CvSVM::POLY && kernel != CvSVM::SIGMOID )
coef_begin = coef_end = svm_params.coef0;
if( svm_type == CvSVM::NU_SVC || svm_type == CvSVM::ONE_CLASS )
C_begin = C_end = svm_params.C;
if( svm_type == CvSVM::C_SVC || svm_type == CvSVM::EPS_SVR )
nu_begin = nu_end = svm_params.nu;
if( svm_type != CvSVM::EPS_SVR )
p_begin = p_end = svm_params.p;
is_regression = cv_params->is_regression;
best_rate = is_regression ? FLT_MAX : 0;
assert( g_step > 1 && degree_step > 1 && coef_step > 1);
assert( p_step > 1 && C_step > 1 && nu_step > 1 );
for( degree = degree_begin; degree <= degree_end; degree *= degree_step )
{
svm_params.degree = degree;
//printf("degree = %.3f\n", degree );
for( gamma= g_begin; gamma <= g_end; gamma *= g_step )
{
svm_params.gamma = gamma;
//printf(" gamma = %.3f\n", gamma );
for( coef = coef_begin; coef <= coef_end; coef *= coef_step )
{
svm_params.coef0 = coef;
//printf(" coef = %.3f\n", coef );
for( C = C_begin; C <= C_end; C *= C_step )
{
svm_params.C = C;
//printf(" C = %.3f\n", C );
for( nu = nu_begin; nu <= nu_end; nu *= nu_step )
{
svm_params.nu = nu;
//printf(" nu = %.3f\n", nu );
for( p = p_begin; p <= p_end; p *= p_step )
{
int well;
svm_params.p = p;
//printf(" p = %.3f\n", p );
CV_CALL(rate = cvCrossValidation( train_data, tflag, responses, &cvTrainSVM,
cross_valid_params, (CvStatModelParams*)&svm_params, comp_idx, sample_idx ));
well = rate > best_rate && !is_regression || rate < best_rate && is_regression;
if( well || (rate == best_rate && C < best_C) )
{
best_rate = rate;
best_degree = degree;
best_gamma = gamma;
best_coef = coef;
best_C = C;
best_nu = nu;
best_p = p;
}
//printf(" rate = %.2f\n", rate );
}
}
}
}
}
}
//printf("The best:\nrate = %.2f%% degree = %f gamma = %f coef = %f c = %f nu = %f p = %f\n",
// best_rate, best_degree, best_gamma, best_coef, best_C, best_nu, best_p );
psvm_params->C = best_C;
psvm_params->nu = best_nu;
psvm_params->p = best_p;
psvm_params->gamma = best_gamma;
psvm_params->degree = best_degree;
psvm_params->coef0 = best_coef;
CV_CALL(svm = cvTrainSVM( train_data, tflag, responses, model_params, comp_idx, sample_idx ));
__END__;
return svm;
}
#endif
/* End of file. */