int main(int argc, char ** argv)
{
	init_shogun_with_defaults();
#ifdef USE_MOSEK

	int32_t num_examples = 10;
	int32_t example_length = 250;
	int32_t num_features = 10;
	int32_t num_noise_features = 2;
	CHMSVMModel* model = CTwoStateModel::simulate_data(num_examples, example_length, num_features, num_noise_features);

	CStructuredLabels* labels = model->get_labels();
	CFeatures* features = model->get_features();

	CPrimalMosekSOSVM* sosvm = new CPrimalMosekSOSVM(model, labels);
	SG_REF(sosvm);

	sosvm->train();
//	sosvm->get_w().display_vector("w");

	CStructuredLabels* out = CLabelsFactory::to_structured(sosvm->apply());

	ASSERT( out->get_num_labels() == labels->get_num_labels() );

	for ( int32_t i = 0 ; i < out->get_num_labels() ; ++i )
	{
		CSequence* pred_seq = CSequence::obtain_from_generic( out->get_label(i) );
		CSequence* true_seq = CSequence::obtain_from_generic( labels->get_label(i) );
		SG_UNREF(pred_seq);
		SG_UNREF(true_seq);
	}

	SG_UNREF(out);
	SG_UNREF(features); // because model->get_features() increased the count
	SG_UNREF(labels);   // because model->get_labels() increased the count
	SG_UNREF(sosvm);

#endif /* USE_MOSEK */
	exit_shogun();

	return 0;
}
Ejemplo n.º 2
0
int main(int argc, char * argv[])
{
	// initialization
	//-------------------------------------------------------------------------

	float64_t lambda=0.01, eps=0.01;
	bool icp=1;
	uint32_t cp_models=1;
	ESolver solver=BMRM;
	uint32_t feat_dim, num_feat;

	init_shogun_with_defaults();

	if (argc > 1 && argc < 8)
	{
		SG_SERROR("Usage: so_multiclass_BMRM <data.in> <feat_dim> <num_feat> <lambda> <icp> <epsilon> <solver> [<cp_models>]\n");
		return -1;
	}

	if (argc > 1)
	{
		// parse command line arguments for parameters setting

		SG_SPRINT("arg[1] = %s\n", argv[1]);

		feat_dim=::atoi(argv[2]);
		num_feat=::atoi(argv[3]);
		lambda=::atof(argv[4]);
		icp=::atoi(argv[5]);
		eps=::atof(argv[6]);

		if (strcmp("BMRM", argv[7])==0)
			solver=BMRM;

		if (strcmp("PPBMRM", argv[7])==0)
			solver=PPBMRM;

		if (strcmp("P3BMRM", argv[7])==0)
			solver=P3BMRM;

		if (argc > 8)
		{
			cp_models=::atoi(argv[8]);
		}
	}
	else
	{
		// default parameters

		feat_dim=DIMS;
		num_feat=NUM_SAMPLES*NUM_CLASSES;
		lambda=1e3;
		icp=1;
		eps=0.01;
		solver=BMRM;
	}

	SGVector<float64_t> labs(num_feat);

	SGMatrix<float64_t> feats(feat_dim, num_feat);

	if (argc==1)
	{
		gen_rand_data(labs, feats);
	}
	else
	{
		// read data
		read_data(argv[1], feat_dim, num_feat, labs, feats);
	}

	// Create train labels
	CMulticlassSOLabels* labels = new CMulticlassSOLabels(labs);

	// Create train features
	CDenseFeatures< float64_t >* features =
		new CDenseFeatures< float64_t >(feats);

	// Create structured model
	CMulticlassModel* model = new CMulticlassModel(features, labels);

	// Create SO-SVM
	CDualLibQPBMSOSVM* sosvm =
		new CDualLibQPBMSOSVM(
				model,
				labels,
				lambda);
	SG_REF(sosvm);

	sosvm->set_cleanAfter(10);
	sosvm->set_cleanICP(icp);
	sosvm->set_TolRel(eps);
	sosvm->set_cp_models(cp_models);
	sosvm->set_solver(solver);

	// Train
	//-------------------------------------------------------------------------

	SG_SPRINT("Train using lambda = %lf ICP removal = %d \n",
			sosvm->get_lambda(), sosvm->get_cleanICP());

	sosvm->train();

	BmrmStatistics res = sosvm->get_result();

	SG_SPRINT("result = { Fp=%lf, Fd=%lf, nIter=%d, nCP=%d, nzA=%d, exitflag=%d }\n",
			res.Fp, res.Fd, res.nIter, res.nCP, res.nzA, res.exitflag);

	CStructuredLabels* out =
		CLabelsFactory::to_structured(sosvm->apply());
	SG_REF(out);

	SG_SPRINT("\n");

	// Compute error
	//-------------------------------------------------------------------------
	float64_t error=0.0;

	for (uint32_t i=0; i<num_feat; ++i)
	{
		CRealNumber* rn = CRealNumber::obtain_from_generic( out->get_label(i) );
		error+=(rn->value==labs.get_element(i)) ? 0.0 : 1.0;
		SG_UNREF(rn);	// because of out->get_label(i) above
	}

	SG_SPRINT("Error = %lf %% \n", error/num_feat*100);


	// Free memory
	SG_UNREF(sosvm);
	SG_UNREF(out);

	exit_shogun();

	return 0;
}