GNPPSVM.cpp

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/* 
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 *
 * Written (W) 1999-2008 Vojtech Franc, xfrancv@cmp.felk.cvut.cz
 * Copyright (C) 1999-2008 Center for Machine Perception, CTU FEL Prague 
 */

#include <shogun/io/SGIO.h>
#include <shogun/classifier/svm/GNPPSVM.h>
#include <shogun/classifier/svm/GNPPLib.h>

using namespace shogun;
#define INDEX(ROW,COL,DIM) (((COL)*(DIM))+(ROW)) 

CGNPPSVM::CGNPPSVM()
: CSVM()
{
}

CGNPPSVM::CGNPPSVM(float64_t C, CKernel* k, CLabels* lab)
: CSVM(C, k, lab)
{
}

CGNPPSVM::~CGNPPSVM()
{
}

bool CGNPPSVM::train_machine(CFeatures* data)
{
    ASSERT(kernel);
    ASSERT(labels && labels->get_num_labels());

    if (data)
    {
        if (labels->get_num_labels() != data->get_num_vectors())
            SG_ERROR("Number of training vectors does not match number of labels\n");
        kernel->init(data, data);
    }

    int32_t num_data=labels->get_num_labels();
    SG_INFO("%d trainlabels\n", num_data);

    float64_t* vector_y = SG_MALLOC(float64_t, num_data);
    for (int32_t i=0; i<num_data; i++)
    {
        if (get_labels()->get_label(i)==+1)
            vector_y[i]=1;
        else if (get_labels()->get_label(i)==-1)
            vector_y[i]=2;
        else
            SG_ERROR("label unknown (%f)\n", get_labels()->get_label(i));
    }

    float64_t C=get_C1();
    int32_t tmax=1000000000;
    float64_t tolabs=0;
    float64_t tolrel=epsilon;

    float64_t reg_const=0;
    if (C!=0)
        reg_const=1/C;

    float64_t* diagK=SG_MALLOC(float64_t, num_data);
    for(int32_t i=0; i<num_data; i++) {
        diagK[i]=2*kernel->kernel(i,i)+reg_const;
    }

    float64_t* alpha=SG_MALLOC(float64_t, num_data);
    float64_t* vector_c=SG_MALLOC(float64_t, num_data);
    memset(vector_c, 0, num_data*sizeof(float64_t));

    float64_t thlb=10000000000.0;
    int32_t t=0;
    float64_t* History=NULL;
    int32_t verb=0;
    float64_t aHa11, aHa22;

    CGNPPLib npp(vector_y,kernel,num_data, reg_const);

    npp.gnpp_imdm(diagK, vector_c, vector_y, num_data, 
            tmax, tolabs, tolrel, thlb, alpha, &t, &aHa11, &aHa22, 
            &History, verb ); 

    int32_t num_sv = 0;
    float64_t nconst = History[INDEX(1,t,2)];
    float64_t trnerr = 0; /* counter of training error */

    for(int32_t i = 0; i < num_data; i++ )
    {
        if( alpha[i] != 0 ) num_sv++;
        if(vector_y[i] == 1) 
        {
            alpha[i] = alpha[i]*2/nconst;
            if( alpha[i]/(2*C) >= 1 ) trnerr++;
        }
        else
        {
            alpha[i] = -alpha[i]*2/nconst;
            if( alpha[i]/(2*C) <= -1 ) trnerr++;
        }
    }

    float64_t b = 0.5*(aHa22 - aHa11)/nconst;;

    create_new_model(num_sv);
    CSVM::set_objective(nconst);

    set_bias(b);
    int32_t j = 0;
    for (int32_t i=0; i<num_data; i++)
    {
        if( alpha[i] !=0)
        {
            set_support_vector(j, i);
            set_alpha(j, alpha[i]);
            j++;
        }
    }

    SG_FREE(vector_c);
    SG_FREE(alpha);
    SG_FREE(diagK);
    SG_FREE(vector_y);
    SG_FREE(History);

    return true;
}