double regularization_path(problem *prob, double epsilon, int nval)
{
int nr_folds = 5;
double llog, error, best_error = DBL_MAX, lambda, best_lambda;
double lmax, lmin, lstep;
double *y_hat = dvector(1, prob->n);
double *w = dvector(1, prob->dim);
/* compute maximum lambda for which all weights are 0 (Osborne et al. 1999)
* lambda_max = ||X'y||_inf. According to scikit-learn source code, you can
* divide by npatterns and it still works */
dmvtransmult(prob->X, prob->n, prob->dim, prob->y, prob->n, w);
lmax = dvnorm(w, prob->dim, INF) / prob->n;
lmin = epsilon*lmax;
lstep = (log2(lmax)-log2(lmin))/nval;
fprintf(stdout, "lmax=%g lmin=%g epsilon=%g nval=%d\n",
lmax, lmin, epsilon, nval);
/* warm-starts: weights are set to 0 only at the begining */
dvset(w, prob->dim, 0);
for(llog=log2(lmax); llog >= log2(lmin); llog -= lstep)
{
lambda = pow(2, llog);
/*cross_validation(prob, w, lambda, 0, nr_folds, y_hat);*/
/*******************************************************/
int iter = 1000; double tol = 0, fret;
fista(prob, w, lambda, 0, tol, 0, &iter, &fret);
fista_predict(prob, w, y_hat);
/*******************************************************/
error = mae(prob->y, prob->n, y_hat);
fprintf(stdout, " lambda %10.6lf MAE %7.6lf active weights %d/%d\n",
lambda, error, dvnotzero(w, prob->dim), prob->dim);
dvprint(stdout, w, prob->dim);
if (error < best_error)
{
best_error = error;
best_lambda = lambda;
}
}
free_dvector(y_hat, 1, prob->n);
free_dvector(w, 1, prob->dim);
print_line(60);
fprintf(stdout, "\nBest: lambda=%g MAE=%g active weights=%d/%d\n",
best_lambda, best_error, dvnotzero(w, prob->dim), prob->dim);
return best_lambda;
}
int main(int argc, char** argv)
{
clock_t tstart=0, tstop=0;
//
// the strart time counter
tstart = clock();
string a (argv[2]);
double theta = boost::lexical_cast<double>(a);
ifstream inFile ( argv[1], ifstream::in);
string line;
int linenum = 0;
string item;
int nbObj = 0;
int nbAttr = 0;
string me (argv[3]);
string mi (argv[4]);
string mae (argv[5]);
string mai (argv[6]);
int minExt = boost::lexical_cast<int>(me);
int minInt = boost::lexical_cast<int>(mi);
int maxExt = boost::lexical_cast<int>(mae);
int maxInt = boost::lexical_cast<int>(mai);
/// couting objects, attributes ///
getline (inFile, line);
nbAttr = std::count(line.begin(), line.end(), '\t');
while (getline (inFile, line))
nbObj++;
cout << "Found " << nbObj << " objects and " << nbAttr << " attributes." << endl;
/// init data ///
std::set<double> sorted_domain;
//string objNames[nbObj];
//string attrNames[nbAttr];
vector<string> objNames (nbObj);
vector<string> attrNames (nbAttr);
multi_double data(boost::extents[nbObj][nbAttr]);
/// reading data ///
inFile.clear();
inFile.seekg (0, std::ios::beg);
std::istringstream stm;
int itemnum = 0;
getline (inFile, line);
istringstream linestream(line);
getline (linestream, item, '\t');
while (getline (linestream, item, '\t'))
{
attrNames[itemnum++] = item;
}
while (getline (inFile, line))
{
istringstream linestream(line);
itemnum = 0;
getline (linestream, item, '\t');
objNames[linenum] = item;
while (getline (linestream, item, '\t'))
{
data[linenum][itemnum] = boost::lexical_cast<double>(item);
sorted_domain.insert(data[linenum][itemnum]);
itemnum++;
}
linenum++;
}
inFile.close();
// Building domain of value
vector<double> W;
set<double>::iterator myIterator;
for(myIterator = sorted_domain.begin();
myIterator != sorted_domain.end();
myIterator++)
{
W.push_back(*myIterator);
//cout << *myIterator << endl;
}
vector<double> classesL;
vector<double> classesR;
/// Computing blocks of tolerance over W ///
double curL,curR;
unsigned int i, j;
double k = -999999999;
for (i = 0 ; i != W.size(); i++)
{
curL= W[i];
curR= W[i];
for (j = i; j != W.size(); j++)
{
if (W[j] - curL <= theta)
curR = W[j];
else break;
}
if (! (curR<= k) )
{
classesL.push_back(curL);
classesR.push_back(curR);
}
k = curR;
}
//// computing 'proximity' of a class, ie classes having a non empty intersection with the current
vector<int> beginL (classesR.size());
vector<int> beginR (classesR.size());
for (unsigned int l=0; l != classesL.size(); l++)
{
beginL[l] = -1;
beginR[l] = -1;
for (unsigned int prox=0; prox != classesL.size(); prox++)
{
double interL = (classesL[l] > classesL[prox] ? classesL[l] : classesL[prox]);
double interR = (classesR[l] < classesR[prox] ? classesR[l] : classesR[prox]);
if (interR >= interL) {
if (beginL[l] == -1) beginL[l] = prox;
beginR[l] = prox;
}
}
}
/// Building and mining each context. ///
unsigned int totalBiclusters = 0;
unsigned int totalCandidates = 0;
// unsigned long density = 0;
for (unsigned int l = 0; l != classesL.size() ; l++)
{
//cout << "[" << classesL[l] << ";" << classesR[l] << "], " << endl;
InClose *algo;
algo = new InClose(data,classesL, classesR, l, beginL, beginR, minExt, minInt, maxExt, maxInt);
algo->initContextFromTol(classesL[l], classesR[l], data, nbObj, nbAttr);
totalBiclusters += algo->ttmain();
totalCandidates += algo->nbCandidates;
//algo->outputConcepts();
// density += algo->density;
delete algo;
}
tstop = clock();
// For experiments.
// cout << totalBiclusters << " total maximal biclusters." << endl;
// cout << totalCandidates << " candidates generated as either non maximal or redundant biclusters." << endl;
//double c = boost::lexical_cast<double>( classesL.size());
//double o = boost::lexical_cast<double>( nbObj);
//double at = boost::lexical_cast<double>( nbAttr);
//double d = boost::lexical_cast<double>( density);
//cout << d / c / (o * at);
cout << totalBiclusters << " max. biclusters\n"
<< totalCandidates << " candidates\n"
<< mstimer(tstart,tstop) << " ms\n" ;
/**cout << theta << "\t"
<< nbObj << "\t"
<< minExt << "\t"
<< maxExt << "\t"
<< minInt << "\t"
<< maxInt << "\t"
<< totalBiclusters << "\t"
<< totalCandidates << "\t"
<< classesL.size() << "\t"
<< mstimer(tstart,tstop) << "\n";
**/
return EXIT_SUCCESS;
}
void CmEvaluation::Evaluate(CStr gtW, CStr &salDir, CStr &resName, vecS &des)
{
int NumMethod = des.size(); // Number of different methods
vector<vecD> precision(NumMethod), recall(NumMethod), tpr(NumMethod), fpr(NumMethod);
static const int CN = 21; // Color Number
static const char* c[CN] = {"'k'", "'b'", "'g'", "'r'", "'c'", "'m'", "'y'",
"':k'", "':b'", "':g'", "':r'", "':c'", "':m'", "':y'",
"'--k'", "'--b'", "'--g'", "'--r'", "'--c'", "'--m'", "'--y'"
};
FILE* f = fopen(_S(resName), "w");
CV_Assert(f != NULL);
fprintf(f, "clear;\nclose all;\nclc;\n\n\n%%%%\nfigure(1);\nhold on;\n");
vecD thr(NUM_THRESHOLD);
for (int i = 0; i < NUM_THRESHOLD; i++)
thr[i] = i * STEP;
PrintVector(f, thr, "Threshold");
fprintf(f, "\n");
vecD mae(NumMethod);
for (int i = 0; i < NumMethod; i++)
mae[i] = Evaluate_(gtW, salDir, "_" + des[i] + ".png", precision[i], recall[i], tpr[i], fpr[i]); //Evaluate(salDir + "*" + des[i] + ".png", gtW, val[i], recall[i], t);
string leglendStr("legend(");
vecS strPre(NumMethod), strRecall(NumMethod), strTpr(NumMethod), strFpr(NumMethod);
for (int i = 0; i < NumMethod; i++){
strPre[i] = format("Precision_%s", _S(des[i]));
strRecall[i] = format("Recall_%s", _S(des[i]));
strTpr[i] = format("TPR_%s", _S(des[i]));
strFpr[i] = format("FPR_%s", _S(des[i]));
PrintVector(f, recall[i], strRecall[i]);
PrintVector(f, precision[i], strPre[i]);
PrintVector(f, tpr[i], strTpr[i]);
PrintVector(f, fpr[i], strFpr[i]);
fprintf(f, "plot(%s, %s, %s, 'linewidth', %d);\n", _S(strRecall[i]), _S(strPre[i]), c[i % CN], i < CN ? 2 : 1);
leglendStr += format("'%s', ", _S(des[i]));
}
leglendStr.resize(leglendStr.size() - 2);
leglendStr += ");";
string xLabel = "label('Recall');\n";
string yLabel = "label('Precision')\n";
fprintf(f, "hold off;\nx%sy%s\n%s\ngrid on;\naxis([0 1 0 1]);\ntitle('Precision recall curve');\n", _S(xLabel), _S(yLabel), _S(leglendStr));
fprintf(f, "\n\n\n%%%%\nfigure(2);\nhold on;\n");
for (int i = 0; i < NumMethod; i++)
fprintf(f, "plot(%s, %s, %s, 'linewidth', %d);\n", _S(strFpr[i]), _S(strTpr[i]), c[i % CN], i < CN ? 2 : 1);
xLabel = "label('False positive rate');\n";
yLabel = "label('True positive rate')\n";
fprintf(f, "hold off;\nx%sy%s\n%s\ngrid on;\naxis([0 1 0 1]);\n\n\n%%%%\nfigure(3);\ntitle('ROC curve');\n", _S(xLabel), _S(yLabel), _S(leglendStr));
double betaSqr = 0.3; // As suggested by most papers for salient object detection
vecD areaROC(NumMethod, 0), avgFMeasure(NumMethod, 0), maxFMeasure(NumMethod, 0);
for (int i = 0; i < NumMethod; i++){
CV_Assert(fpr[i].size() == tpr[i].size() && precision[i].size() == recall[i].size() && fpr[i].size() == precision[i].size());
for (size_t t = 0; t < fpr[i].size(); t++){
double fMeasure = (1+betaSqr) * precision[i][t] * recall[i][t] / (betaSqr * precision[i][t] + recall[i][t]);
avgFMeasure[i] += fMeasure/fpr[i].size(); // Doing average like this might have strange effect as in:
maxFMeasure[i] = max(maxFMeasure[i], fMeasure);
if (t > 0){
areaROC[i] += (tpr[i][t] + tpr[i][t - 1]) * (fpr[i][t - 1] - fpr[i][t]) / 2.0;
}
}
fprintf(f, "%%%5s: AUC = %5.3f, MeanF = %5.3f, MaxF = %5.3f, MAE = %5.3f\n", _S(des[i]), areaROC[i], avgFMeasure[i], maxFMeasure[i], mae[i]);
}
PrintVector(f, areaROC, "AUC");
PrintVector(f, avgFMeasure, "MeanFMeasure");
PrintVector(f, maxFMeasure, "MaxFMeasure");
PrintVector(f, mae, "MAE");
// methodLabels = {'AC', 'SR', 'DRFI', 'GU', 'GB'};
fprintf(f, "methodLabels = {'%s'", _S(des[0]));
for (int i = 1; i < NumMethod; i++)
fprintf(f, ", '%s'", _S(des[i]));
fprintf(f, "};\n\nbar([MeanFMeasure; MaxFMeasure; AUC]');\nlegend('Mean F_\\beta', 'Max F_\\beta', 'AUC');xlim([0 %d]);\ngrid on;\n", NumMethod+1);
fprintf(f, "xticklabel_rotate([1:%d],90, methodLabels,'interpreter','none');\n", NumMethod);
fprintf(f, "\n\nfigure(4);\nbar(MAE);\ntitle('MAE');\ngrid on;\nxlim([0 %d]);", NumMethod+1);
fprintf(f, "xticklabel_rotate([1:%d],90, methodLabels,'interpreter','none');\n", NumMethod);
fclose(f);
printf("%-70s\r", "");
}
void CmEvaluation::EvalueMask(CStr gtW, CStr &maskDir, vecS &des, CStr resFile, double betaSqr, bool alertNul, CStr suffix, CStr title)
{
vecS namesNS;
string gtDir, gtExt;
int imgNum = CmFile::GetNamesNE(gtW, namesNS, gtDir, gtExt);
int methodNum = (int)des.size();
vecD pr(methodNum), rec(methodNum), count(methodNum), fm(methodNum);
vecD intUnio(methodNum), mae(methodNum);
for (int i = 0; i < imgNum; i++){
Mat truM = imread(gtDir + namesNS[i] + gtExt, CV_LOAD_IMAGE_GRAYSCALE);
for (int m = 0; m < methodNum; m++) {
string mapName = maskDir + namesNS[i] + "_" + des[m];
mapName += suffix.empty() ? ".png" : "_" + suffix + ".png";
Mat res = imread(mapName, CV_LOAD_IMAGE_GRAYSCALE);
if (truM.data == NULL || res.data == NULL || truM.size != res.size){
if (alertNul)
printf("Truth(%d, %d), Res(%d, %d): %s\n", truM.cols, truM.rows, res.cols, res.rows, _S(mapName));
continue;
}
compare(truM, 128, truM, CMP_GE);
compare(res, 128, res, CMP_GE);
Mat commMat, unionMat, diff1f;
bitwise_and(truM, res, commMat);
bitwise_or(truM, res, unionMat);
double commV = sum(commMat).val[0];
double p = commV/(sum(res).val[0] + EPS);
double r = commV/(sum(truM).val[0] + EPS);
pr[m] += p;
rec[m] += r;
intUnio[m] += commV / (sum(unionMat).val[0] + EPS);
absdiff(truM, res, diff1f);
mae[m] += sum(diff1f).val[0]/(diff1f.rows * diff1f.cols * 255);
count[m]++;
}
}
for (int m = 0; m < methodNum; m++){
pr[m] /= count[m], rec[m] /= count[m];
fm[m] = (1 + betaSqr) * pr[m] * rec[m] / (betaSqr * pr[m] + rec[m] + EPS);
intUnio[m] /= count[m];
mae[m] /= count[m];
}
#ifndef fopen_s
FILE *f = fopen(_S(resFile), "a");
#else
FILE *f;
fopen_s(&f, _S(resFile), "a");
#endif
if (f != NULL){
fprintf(f, "\n%%%%\n");
CmEvaluation::PrintVector(f, pr, "PrecisionMask" + suffix);
CmEvaluation::PrintVector(f, rec, "RecallMask" + suffix);
CmEvaluation::PrintVector(f, fm, "FMeasureMask" + suffix);
CmEvaluation::PrintVector(f, intUnio, "IntUnion" + suffix);
CmEvaluation::PrintVector(f, intUnio, "MAE" + suffix);
fprintf(f, "bar([%s]');\ngrid on\n", _S("PrecisionMask" + suffix + "; RecallMask" + suffix + "; FMeasureMask" + suffix + "; IntUnion" + suffix));
fprintf(f, "title('%s');\naxis([0 %d 0.8 1]);\nmethodLabels = { '%s'", _S(title), des.size() + 1, _S(des[0]));
for (size_t i = 1; i < des.size(); i++)
fprintf(f, ", '%s'", _S(des[i]));
fprintf(f, " };\nlegend('Precision', 'Recall', 'FMeasure', 'IntUnion');\n");
fprintf(f, "xticklabel_rotate([1:%d], 90, methodLabels, 'interpreter', 'none');\n", des.size());
fclose(f);
}
if (des.size() == 1)
printf("Precision = %g, recall = %g, F-Measure = %g, intUnion = %g, mae = %g\n", pr[0], rec[0], fm[0], intUnio[0], mae[0]);
}
int main(int argc, char *argv[])
{
char *ftest = NULL;
struct timeval t0, t1, diff;
problem *train, *test;
int regpath_flag = 0, backtracking_flag = 0, std_flag = 1, verbose_flag = 0;
int iter = 1000, c, crossval_flag = 0, nr_folds = 10, nval = 100, nzerow;
double *w, *y_hat, *mean, *var;
double lambda_1 = 1e-6, lambda_2 = 0, tol = 1e-9, epsilon, fret;
while (1)
{
static struct option long_options[] =
{
/* These options don't set a flag.
We distinguish them by their indices. */
{"help", no_argument, 0, 'h'},
{"verbose", no_argument, 0, 'v'},
{"backtracking", no_argument, 0, 'b'},
{"original", no_argument, 0, 'o'},
{"test", required_argument, 0, 't'},
{"l1", required_argument, 0, 'l'},
{"l2", required_argument, 0, 'r'},
{"cross-validation", optional_argument, 0, 'c'},
{"tolerance ", optional_argument, 0, 'e'},
{"regpath", optional_argument, 0, 'p'},
/*{"stop", optional_argument, 0, 's'},*/
{"max-iters", optional_argument, 0, 'i'},
{0, 0, 0, 0}
};
int option_index = 0;
c = getopt_long (argc, argv, "vhbot:r:l:p::c::e::s::i::", long_options, &option_index);
/* Detect the end of the options. */
if (c == -1)
break;
switch(c)
{
case 'h':
exit_with_help(argv[PROG]);
break;
case 'b':
backtracking_flag = 1;
break;
case 'v':
verbose_flag = 1;
break;
case 'o':
std_flag = 0;
break;
case 't':
ftest = optarg;
break;
case 'c':
crossval_flag = 1;
if (optarg)
if (sscanf(optarg, "%d", &nr_folds) != 1)
{
fprintf(stderr, "%s: option -c requires an int\n", argv[PROG]);
exit_without_help(argv[PROG]);
}
break;
case 'e':
if (optarg)
if (sscanf(optarg, "%lf", &tol) != 1)
{
fprintf(stderr, "%s: option -e requires a double\n", argv[PROG]);
exit_without_help(argv[PROG]);
}
break;
case 'p':
regpath_flag = 1;
if (optarg)
if (sscanf(optarg, "%d", &nval) != 1)
{
fprintf(stderr, "%s: option -p requires an int\n", argv[PROG]);
exit_without_help(argv[PROG]);
}
break;
//case 's':
// search_flag = 1;
// if (optarg)
// if (sscanf(optarg, "%lf:%d:%lf", &lmax, &nval, &lmin) != 3)
// {
// printf("%s\n", optarg);
// fprintf(stderr, "%s: option -s requires a range in the format MAX:NVAL:MIN\n", argv[PROG]);
// exit_without_help(argv[PROG]);
// }
// break;
case 'l':
if (sscanf(optarg, "%lf", &lambda_1) != 1)
{
fprintf(stderr, "%s: option -l requires a float\n", argv[PROG]);
exit_without_help(argv[PROG]);
}
break;
case 'r':
if (sscanf(optarg, "%lf", &lambda_2) != 1)
{
fprintf(stderr, "%s: option -r requires a float\n", argv[PROG]);
exit_without_help(argv[PROG]);
}
break;
case 'i':
if (optarg)
if (sscanf(optarg, "%d", &iter) != 1)
{
fprintf(stderr, "%s: option -i requires an int\n", argv[PROG]);
exit_without_help(argv[PROG]);
}
break;
case '?':
/* getopt_long already printed an error message. */
exit_without_help(argv[PROG]);
break;
default:
printf("?? getopt returned character code 0%o ??\n", c);
}
}
if ((argc - optind) < ARGC_MIN || (argc - optind) > ARGC_MAX)
{
fprintf(stderr, "%s: missing file operand\n", argv[PROG]);
exit_without_help(argv[PROG]);
}
/* start time */
gettimeofday(&t0, 0);
train = read_problem(argv[optind]);
fprintf(stdout, "n:%d dim:%d\n", train->n, train->dim);
/* alloc vector for means and variances, plus 1 for output */
if (std_flag)
{
fprintf(stdout, "Standarizing train set...\n");
mean = dvector(1, train->dim+1);
var = dvector(1, train->dim+1);
standarize(train, 1, mean, var);
}
if (ftest)
{
test = read_problem(ftest);
if (std_flag)
standarize(test, 0, mean, var);
}
if (regpath_flag)
{
fprintf(stdout, "Regularization path...\n");
/* in glmnet package they use 0.0001 instead of 0.001 ? */
epsilon = train->n > train->dim ? 0.001 : 0.01;
lambda_1 = regularization_path(train, epsilon, nval);
}
fprintf(stdout, "lambda_1: %g\n", lambda_1);
fprintf(stdout, "lambda_2: %g\n", lambda_2);
/* initialize weight vector to 0 */
w = dvector(1, train->dim);
dvset(w, train->dim, 0);
fprintf(stdout, "Training model...\n");
if (backtracking_flag)
/*fista_backtrack(train, w, lambda_1, lambda_2, tol, &iter, &fret);*/
fista_nocov(train, w, lambda_1, lambda_2, tol, &iter, &fret);
else
fista(train, w, lambda_1, lambda_2, tol, verbose_flag, &iter, &fret);
y_hat = dvector(1, train->n);
fista_predict(train, w, y_hat);
nzerow = dvnotzero(w, train->dim);
fprintf(stdout, "Iterations: %d\n", iter);
fprintf(stdout, "Active weights: %d/%d\n", nzerow, train->dim);
if (std_flag)
fprintf(stdout, "MAE train: %g\n", var[train->dim+1]*mae(train->y, train->n, y_hat));
fprintf(stdout, "MAE train (standarized): %g\n", mae(train->y, train->n, y_hat));
free_dvector(y_hat, 1, train->n);
if (crossval_flag)
{
dvset(w, train->dim, 0);
y_hat = dvector(1, train->n);
cross_validation(train, w, lambda_1, lambda_2, nr_folds, y_hat);
fprintf(stdout, "MAE cross-validation: %lf\n",
mae(train->y, train->n, y_hat));
free_dvector(y_hat, 1, train->n);
}
if (ftest)
{
/* we alloc memory again since test size is different from train size */
y_hat = dvector(1, test->n);
fista_predict(test, w, y_hat);
fprintf(stdout, "MAE test: %g\n", mae(test->y, test->n, y_hat));
free_dvector(y_hat, 1, test->n);
}
/* stop time */
gettimeofday(&t1, 0);
timeval_subtract(&t1, &t0, &diff);
fprintf(stdout, "Time(h:m:s.us): %02d:%02d:%02d.%06ld\n",
diff.tv_sec/3600, (diff.tv_sec/60), diff.tv_sec%60, diff.tv_usec);
if (verbose_flag)
{
fprintf(stdout, "Weights: ");
dvprint(stdout, w, train->dim);
}
free_dvector(w, 1, train->dim);
if (std_flag)
{
free_dvector(mean, 1, train->dim+1);
free_dvector(var, 1, train->dim+1);
}
if (ftest)
{
free_dvector(test->y, 1, test->n);
free_dmatrix(test->X, 1, test->n, 1, test->dim);
free(test);
}
free_dvector(train->y, 1, train->n);
free_dmatrix(train->X, 1, train->n, 1, train->dim);
free(train);
return 0;
}
