void svm_learn_struct(SAMPLE sample, STRUCT_LEARN_PARM *sparm,
LEARN_PARM *lparm, KERNEL_PARM *kparm,
STRUCTMODEL *sm)
{
int i,j;
int numIt=0;
long newconstraints=0, activenum=0;
int opti_round, *opti;
long old_numConst=0;
double epsilon;
long tolerance;
double lossval,factor;
double margin=0;
double slack, *slacks, slacksum;
long sizePsi;
double *alpha=NULL;
CONSTSET cset;
SVECTOR *diff=NULL;
SVECTOR *fy, *fybar, *f;
SVECTOR *slackvec;
WORD slackv[2];
MODEL *svmModel=NULL;
KERNEL_CACHE *kcache=NULL;
LABEL ybar;
DOC *doc;
long n=sample.n;
EXAMPLE *ex=sample.examples;
double rt_total=0.0, rt_opt=0.0;
long rt1,rt2;
init_struct_model(sample,sm,sparm);
sizePsi=sm->sizePsi+1; /* sm must contain size of psi on return */
/* initialize example selection heuristic */
opti=(int*)my_malloc(n*sizeof(int));
for(i=0;i<n;i++) {
opti[i]=0;
}
opti_round=0;
if(sparm->slack_norm == 1) {
lparm->svm_c=sparm->C; /* set upper bound C */
lparm->sharedslack=1;
}
else if(sparm->slack_norm == 2) {
lparm->svm_c=999999999999999.0; /* upper bound C must never be reached */
lparm->sharedslack=0;
if(kparm->kernel_type != LINEAR) {
printf("ERROR: Kernels are not implemented for L2 slack norm!");
fflush(stdout);
exit(0);
}
}
else {
printf("ERROR: Slack norm must be L1 or L2!"); fflush(stdout);
exit(0);
}
epsilon=1.0; /* start with low precision and
increase later */
tolerance=n/100; /* increase precision, whenever less
than that number of constraints
is not fulfilled */
lparm->biased_hyperplane=0; /* set threshold to zero */
cset=init_struct_constraints(sample, sm, sparm);
if(cset.m > 0) {
alpha=realloc(alpha,sizeof(double)*cset.m);
for(i=0; i<cset.m; i++)
alpha[i]=0;
}
/* set initial model and slack variables*/
svmModel=(MODEL *)my_malloc(sizeof(MODEL));
svm_learn_optimization(cset.lhs,cset.rhs,cset.m,sizePsi+n,
lparm,kparm,NULL,svmModel,alpha);
add_weight_vector_to_linear_model(svmModel);
sm->svm_model=svmModel;
sm->w=svmModel->lin_weights; /* short cut to weight vector */
printf("Starting Iterations\n");
/*****************/
/*** main loop ***/
/*****************/
do { /* iteratively increase precision */
epsilon=MAX(epsilon*0.09999999999,sparm->epsilon);
if(epsilon == sparm->epsilon) /* for final precision, find all SV */
tolerance=0;
lparm->epsilon_crit=epsilon/2; /* svm precision must be higher than eps */
if(struct_verbosity>=1)
printf("Setting current working precision to %g.\n",epsilon);
do { /* iteration until (approx) all SV are found for current
precision and tolerance */
old_numConst=cset.m;
opti_round++;
activenum=n;
do { /* go through examples that keep producing new constraints */
if(struct_verbosity>=1) {
printf("--Iteration %i (%ld active): ",++numIt,activenum);
fflush(stdout);
}
for(i=0; i<n; i++) { /*** example loop ***/
rt1=get_runtime();
if(opti[i] != opti_round) {/* if the example is not shrunk
away, then see if it is necessary to
add a new constraint */
if(sparm->loss_type == SLACK_RESCALING)
ybar=find_most_violated_constraint_slackrescaling(ex[i].x,
ex[i].y,sm,
sparm);
else
ybar=find_most_violated_constraint_marginrescaling(ex[i].x,
ex[i].y,sm,
sparm);
if(empty_label(ybar)) {
if(opti[i] != opti_round) {
activenum--;
opti[i]=opti_round;
}
if(struct_verbosity>=2)
printf("no-incorrect-found(%i) ",i);
continue;
}
/**** get psi(y)-psi(ybar) ****/
fy=psi(ex[i].x,ex[i].y,sm,sparm);
fybar=psi(ex[i].x,ybar,sm,sparm);
/**** scale feature vector and margin by loss ****/
lossval=loss(ex[i].y,ybar,sparm);
if(sparm->slack_norm == 2)
lossval=sqrt(lossval);
if(sparm->loss_type == SLACK_RESCALING)
factor=lossval;
else /* do not rescale vector for */
factor=1.0; /* margin rescaling loss type */
for(f=fy;f;f=f->next)
f->factor*=factor;
for(f=fybar;f;f=f->next)
f->factor*=-factor;
margin=lossval;
/**** create constraint for current ybar ****/
append_svector_list(fy,fybar);/* append the two vector lists */
doc=create_example(cset.m,0,i+1,1,fy);
/**** compute slack for this example ****/
slack=0;
for(j=0;j<cset.m;j++)
if(cset.lhs[j]->slackid == i+1) {
if(sparm->slack_norm == 2) /* works only for linear kernel */
slack=MAX(slack,cset.rhs[j]
-(classify_example(svmModel,cset.lhs[j])
-sm->w[sizePsi+i]/(sqrt(2*sparm->C))));
else
slack=MAX(slack,
cset.rhs[j]-classify_example(svmModel,cset.lhs[j]));
}
/**** if `error' add constraint and recompute ****/
if((classify_example(svmModel,doc)+slack)<(margin-epsilon)) {
if(struct_verbosity>=2)
{printf("(%i) ",i); fflush(stdout);}
if(struct_verbosity==1)
{printf("."); fflush(stdout);}
/**** resize constraint matrix and add new constraint ****/
cset.m++;
cset.lhs=realloc(cset.lhs,sizeof(DOC *)*cset.m);
if(kparm->kernel_type == LINEAR) {
diff=add_list_ss(fy); /* store difference vector directly */
if(sparm->slack_norm == 1)
cset.lhs[cset.m-1]=create_example(cset.m-1,0,i+1,1,
copy_svector(diff));
else if(sparm->slack_norm == 2) {
/**** add squared slack variable to feature vector ****/
slackv[0].wnum=sizePsi+i;
slackv[0].weight=1/(sqrt(2*sparm->C));
slackv[1].wnum=0; /*terminator*/
slackvec=create_svector(slackv,"",1.0);
cset.lhs[cset.m-1]=create_example(cset.m-1,0,i+1,1,
add_ss(diff,slackvec));
free_svector(slackvec);
}
free_svector(diff);
}
else { /* kernel is used */
if(sparm->slack_norm == 1)
cset.lhs[cset.m-1]=create_example(cset.m-1,0,i+1,1,
copy_svector(fy));
else if(sparm->slack_norm == 2)
exit(1);
}
cset.rhs=realloc(cset.rhs,sizeof(double)*cset.m);
cset.rhs[cset.m-1]=margin;
alpha=realloc(alpha,sizeof(double)*cset.m);
alpha[cset.m-1]=0;
newconstraints++;
}
else {
printf("+"); fflush(stdout);
if(opti[i] != opti_round) {
activenum--;
opti[i]=opti_round;
}
}
free_example(doc,0);
free_svector(fy); /* this also free's fybar */
free_label(ybar);
}
/**** get new QP solution ****/
if((newconstraints >= sparm->newconstretrain)
|| ((newconstraints > 0) && (i == n-1))) {
if(struct_verbosity>=1) {
printf("*");fflush(stdout);
}
rt2=get_runtime();
free_model(svmModel,0);
svmModel=(MODEL *)my_malloc(sizeof(MODEL));
/* Always get a new kernel cache. It is not possible to use the
same cache for two different training runs */
if(kparm->kernel_type != LINEAR)
kcache=kernel_cache_init(cset.m,lparm->kernel_cache_size);
/* Run the QP solver on cset. */
svm_learn_optimization(cset.lhs,cset.rhs,cset.m,sizePsi+n,
lparm,kparm,kcache,svmModel,alpha);
if(kcache)
kernel_cache_cleanup(kcache);
/* Always add weight vector, in case part of the kernel is
linear. If not, ignore the weight vector since its
content is bogus. */
add_weight_vector_to_linear_model(svmModel);
sm->svm_model=svmModel;
sm->w=svmModel->lin_weights; /* short cut to weight vector */
rt_opt+=MAX(get_runtime()-rt2,0);
newconstraints=0;
}
rt_total+=MAX(get_runtime()-rt1,0);
} /* end of example loop */
if(struct_verbosity>=1)
printf("(NumConst=%d, SV=%ld, Eps=%.4f)\n",cset.m,svmModel->sv_num-1,
svmModel->maxdiff);
} while(activenum > 0); /* repeat until all examples produced no
constraint at least once */
} while((cset.m - old_numConst) > tolerance) ;
} while(epsilon > sparm->epsilon);
if(struct_verbosity>=1) {
/**** compute sum of slacks ****/
slacks=(double *)my_malloc(sizeof(double)*(n+1));
for(i=0; i<=n; i++) {
slacks[i]=0;
}
if(sparm->slack_norm == 1) {
for(j=0;j<cset.m;j++)
slacks[cset.lhs[j]->slackid]=MAX(slacks[cset.lhs[j]->slackid],
cset.rhs[j]-classify_example(svmModel,cset.lhs[j]));
}
else if(sparm->slack_norm == 2) {
for(j=0;j<cset.m;j++)
slacks[cset.lhs[j]->slackid]=MAX(slacks[cset.lhs[j]->slackid],
cset.rhs[j]
-(classify_example(svmModel,cset.lhs[j])
-sm->w[sizePsi+cset.lhs[j]->slackid-1]/(sqrt(2*sparm->C))));
}
slacksum=0;
for(i=0; i<=n; i++)
slacksum+=slacks[i];
free(slacks);
printf("Final epsilon on KKT-Conditions: %.5f\n",
MAX(svmModel->maxdiff,epsilon));
printf("Total number of constraints added: %i\n",(int)cset.m);
if(sparm->slack_norm == 1) {
printf("Number of SV: %ld \n",svmModel->sv_num-1);
printf("Number of non-zero slack variables: %ld (out of %ld)\n",
svmModel->at_upper_bound,n);
printf("Norm of weight vector: |w|=%.5f\n",
model_length_s(svmModel,kparm));
}
else if(sparm->slack_norm == 2){
printf("Number of SV: %ld (including %ld at upper bound)\n",
svmModel->sv_num-1,svmModel->at_upper_bound);
printf("Norm of weight vector (including L2-loss): |w|=%.5f\n",
model_length_s(svmModel,kparm));
}
printf("Sum of slack variables: sum(xi_i)=%.5f\n",slacksum);
printf("Norm of longest difference vector: ||Psi(x,y)-Psi(x,ybar)||=%.5f\n",
length_of_longest_document_vector(cset.lhs,cset.m,kparm));
printf("Runtime in cpu-seconds: %.2f (%.2f%% for SVM optimization)\n",
rt_total/100.0, 100.0*rt_opt/rt_total);
}
if(struct_verbosity>=4)
printW(sm->w,sizePsi,n,lparm->svm_c);
if(svmModel) {
sm->svm_model=copy_model(svmModel);
sm->w=sm->svm_model->lin_weights; /* short cut to weight vector */
}
print_struct_learning_stats(sample,sm,cset,alpha,sparm);
if(svmModel)
free_model(svmModel,0);
free(alpha);
free(opti);
free(cset.rhs);
for(i=0;i<cset.m;i++)
free_example(cset.lhs[i],1);
free(cset.lhs);
}
void svm_learn_struct(SAMPLE sample, STRUCT_LEARN_PARM *sparm,
LEARN_PARM *lparm, KERNEL_PARM *kparm,
STRUCTMODEL *sm, int alg_type)
{
int i,j;
int numIt=0;
long argmax_count=0;
long newconstraints=0, totconstraints=0, activenum=0;
int opti_round, *opti, fullround, use_shrinking;
long old_totconstraints=0;
double epsilon,svmCnorm;
long tolerance,new_precision=1,dont_stop=0;
double lossval,factor,dist;
double margin=0;
double slack, *slacks, slacksum, ceps;
double dualitygap,modellength,alphasum;
long sizePsi;
double *alpha=NULL;
long *alphahist=NULL,optcount=0,lastoptcount=0;
CONSTSET cset;
SVECTOR *diff=NULL;
SVECTOR *fy, *fybar, *f, **fycache=NULL;
SVECTOR *slackvec;
WORD slackv[2];
MODEL *svmModel=NULL;
KERNEL_CACHE *kcache=NULL;
LABEL ybar;
DOC *doc;
long n=sample.n;
EXAMPLE *ex=sample.examples;
double rt_total=0, rt_opt=0, rt_init=0, rt_psi=0, rt_viol=0;
double rt1,rt2;
rt1=get_runtime();
init_struct_model(sample,sm,sparm,lparm,kparm);
sizePsi=sm->sizePsi+1; /* sm must contain size of psi on return */
/* initialize shrinking-style example selection heuristic */
if(alg_type == NSLACK_SHRINK_ALG)
use_shrinking=1;
else
use_shrinking=0;
opti=(int*)my_malloc(n*sizeof(int));
for(i=0;i<n;i++) {
opti[i]=0;
}
opti_round=0;
/* normalize regularization parameter C by the number of training examples */
svmCnorm=sparm->C/n;
if(sparm->slack_norm == 1) {
lparm->svm_c=svmCnorm; /* set upper bound C */
lparm->sharedslack=1;
}
else if(sparm->slack_norm == 2) {
lparm->svm_c=999999999999999.0; /* upper bound C must never be reached */
lparm->sharedslack=0;
if(kparm->kernel_type != LINEAR_KERNEL) {
printf("ERROR: Kernels are not implemented for L2 slack norm!");
fflush(stdout);
exit(0);
}
}
else {
printf("ERROR: Slack norm must be L1 or L2!"); fflush(stdout);
exit(0);
}
epsilon=100.0; /* start with low precision and
increase later */
tolerance=MIN(n/3,MAX(n/100,5));/* increase precision, whenever less
than that number of constraints
is not fulfilled */
lparm->biased_hyperplane=0; /* set threshold to zero */
cset=init_struct_constraints(sample, sm, sparm);
if(cset.m > 0) {
alpha=(double *)realloc(alpha,sizeof(double)*cset.m);
alphahist=(long *)realloc(alphahist,sizeof(long)*cset.m);
for(i=0; i<cset.m; i++) {
alpha[i]=0;
alphahist[i]=-1; /* -1 makes sure these constraints are never removed */
}
}
/* set initial model and slack variables*/
svmModel=(MODEL *)my_malloc(sizeof(MODEL));
lparm->epsilon_crit=epsilon;
if(kparm->kernel_type != LINEAR_KERNEL)
kcache=kernel_cache_init(MAX(cset.m,1),lparm->kernel_cache_size);
svm_learn_optimization(cset.lhs,cset.rhs,cset.m,sizePsi+n,
lparm,kparm,kcache,svmModel,alpha);
if(kcache)
kernel_cache_cleanup(kcache);
add_weight_vector_to_linear_model(svmModel);
sm->svm_model=svmModel;
sm->w=svmModel->lin_weights; /* short cut to weight vector */
/* create a cache of the feature vectors for the correct labels */
if(USE_FYCACHE) {
fycache=(SVECTOR **)my_malloc(n*sizeof(SVECTOR *));
for(i=0;i<n;i++) {
fy=psi(ex[i].x,ex[i].y,sm,sparm);
if(kparm->kernel_type == LINEAR_KERNEL) {
diff=add_list_ss(fy); /* store difference vector directly */
free_svector(fy);
fy=diff;
}
fycache[i]=fy;
}
}
rt_init+=MAX(get_runtime()-rt1,0);
rt_total+=MAX(get_runtime()-rt1,0);
/*****************/
/*** main loop ***/
/*****************/
do { /* iteratively increase precision */
epsilon=MAX(epsilon*0.49999999999,sparm->epsilon);
new_precision=1;
if(epsilon == sparm->epsilon) /* for final precision, find all SV */
tolerance=0;
lparm->epsilon_crit=epsilon/2; /* svm precision must be higher than eps */
if(struct_verbosity>=1)
printf("Setting current working precision to %g.\n",epsilon);
do { /* iteration until (approx) all SV are found for current
precision and tolerance */
opti_round++;
activenum=n;
dont_stop=0;
old_totconstraints=totconstraints;
do { /* with shrinking turned on, go through examples that keep
producing new constraints */
if(struct_verbosity>=1) {
printf("Iter %i (%ld active): ",++numIt,activenum);
fflush(stdout);
}
ceps=0;
fullround=(activenum == n);
for(i=0; i<n; i++) { /*** example loop ***/
rt1=get_runtime();
if((!use_shrinking) || (opti[i] != opti_round)) {
/* if the example is not shrunk
away, then see if it is necessary to
add a new constraint */
rt2=get_runtime();
argmax_count++;
if(sparm->loss_type == SLACK_RESCALING)
ybar=find_most_violated_constraint_slackrescaling(ex[i].x,
ex[i].y,sm,
sparm);
else
ybar=find_most_violated_constraint_marginrescaling(ex[i].x,
ex[i].y,sm,
sparm);
rt_viol+=MAX(get_runtime()-rt2,0);
if(empty_label(ybar)) {
if(opti[i] != opti_round) {
activenum--;
opti[i]=opti_round;
}
if(struct_verbosity>=2)
printf("no-incorrect-found(%i) ",i);
continue;
}
/**** get psi(y)-psi(ybar) ****/
rt2=get_runtime();
if(fycache)
fy=copy_svector(fycache[i]);
else
fy=psi(ex[i].x,ex[i].y,sm,sparm);
fybar=psi(ex[i].x,ybar,sm,sparm);
rt_psi+=MAX(get_runtime()-rt2,0);
/**** scale feature vector and margin by loss ****/
lossval=loss(ex[i].y,ybar,sparm);
if(sparm->slack_norm == 2)
lossval=sqrt(lossval);
if(sparm->loss_type == SLACK_RESCALING)
factor=lossval;
else /* do not rescale vector for */
factor=1.0; /* margin rescaling loss type */
for(f=fy;f;f=f->next)
f->factor*=factor;
for(f=fybar;f;f=f->next)
f->factor*=-factor;
margin=lossval;
/**** create constraint for current ybar ****/
append_svector_list(fy,fybar);/* append the two vector lists */
doc=create_example(cset.m,0,i+1,1,fy);
/**** compute slack for this example ****/
slack=0;
for(j=0;j<cset.m;j++)
if(cset.lhs[j]->slackid == i+1) {
if(sparm->slack_norm == 2) /* works only for linear kernel */
slack=MAX(slack,cset.rhs[j]
-(classify_example(svmModel,cset.lhs[j])
-sm->w[sizePsi+i]/(sqrt(2*svmCnorm))));
else
slack=MAX(slack,
cset.rhs[j]-classify_example(svmModel,cset.lhs[j]));
}
/**** if `error' add constraint and recompute ****/
dist=classify_example(svmModel,doc);
ceps=MAX(ceps,margin-dist-slack);
if(slack > (margin-dist+0.0001)) {
printf("\nWARNING: Slack of most violated constraint is smaller than slack of working\n");
printf(" set! There is probably a bug in 'find_most_violated_constraint_*'.\n");
printf("Ex %d: slack=%f, newslack=%f\n",i,slack,margin-dist);
/* exit(1); */
}
if((dist+slack)<(margin-epsilon)) {
if(struct_verbosity>=2)
{printf("(%i,eps=%.2f) ",i,margin-dist-slack); fflush(stdout);}
if(struct_verbosity==1)
{printf("."); fflush(stdout);}
/**** resize constraint matrix and add new constraint ****/
cset.m++;
cset.lhs=(DOC **)realloc(cset.lhs,sizeof(DOC *)*cset.m);
if(kparm->kernel_type == LINEAR_KERNEL) {
diff=add_list_ss(fy); /* store difference vector directly */
if(sparm->slack_norm == 1)
cset.lhs[cset.m-1]=create_example(cset.m-1,0,i+1,1,
copy_svector(diff));
else if(sparm->slack_norm == 2) {
/**** add squared slack variable to feature vector ****/
slackv[0].wnum=sizePsi+i;
slackv[0].weight=1/(sqrt(2*svmCnorm));
slackv[1].wnum=0; /*terminator*/
slackvec=create_svector(slackv,NULL,1.0);
cset.lhs[cset.m-1]=create_example(cset.m-1,0,i+1,1,
add_ss(diff,slackvec));
free_svector(slackvec);
}
free_svector(diff);
}
else { /* kernel is used */
if(sparm->slack_norm == 1)
cset.lhs[cset.m-1]=create_example(cset.m-1,0,i+1,1,
copy_svector(fy));
else if(sparm->slack_norm == 2)
exit(1);
}
cset.rhs=(double *)realloc(cset.rhs,sizeof(double)*cset.m);
cset.rhs[cset.m-1]=margin;
alpha=(double *)realloc(alpha,sizeof(double)*cset.m);
alpha[cset.m-1]=0;
alphahist=(long *)realloc(alphahist,sizeof(long)*cset.m);
alphahist[cset.m-1]=optcount;
newconstraints++;
totconstraints++;
}
else {
printf("+"); fflush(stdout);
if(opti[i] != opti_round) {
activenum--;
opti[i]=opti_round;
}
}
free_example(doc,0);
free_svector(fy); /* this also free's fybar */
free_label(ybar);
}
/**** get new QP solution ****/
if((newconstraints >= sparm->newconstretrain)
|| ((newconstraints > 0) && (i == n-1))
|| (new_precision && (i == n-1))) {
if(struct_verbosity>=1) {
printf("*");fflush(stdout);
}
rt2=get_runtime();
free_model(svmModel,0);
svmModel=(MODEL *)my_malloc(sizeof(MODEL));
/* Always get a new kernel cache. It is not possible to use the
same cache for two different training runs */
if(kparm->kernel_type != LINEAR_KERNEL)
kcache=kernel_cache_init(MAX(cset.m,1),lparm->kernel_cache_size);
/* Run the QP solver on cset. */
svm_learn_optimization(cset.lhs,cset.rhs,cset.m,sizePsi+n,
lparm,kparm,kcache,svmModel,alpha);
if(kcache)
kernel_cache_cleanup(kcache);
/* Always add weight vector, in case part of the kernel is
linear. If not, ignore the weight vector since its
content is bogus. */
add_weight_vector_to_linear_model(svmModel);
sm->svm_model=svmModel;
sm->w=svmModel->lin_weights; /* short cut to weight vector */
optcount++;
/* keep track of when each constraint was last
active. constraints marked with -1 are not updated */
for(j=0;j<cset.m;j++)
if((alphahist[j]>-1) && (alpha[j] != 0))
alphahist[j]=optcount;
rt_opt+=MAX(get_runtime()-rt2,0);
if(new_precision && (epsilon <= sparm->epsilon))
dont_stop=1; /* make sure we take one final pass */
new_precision=0;
newconstraints=0;
}
rt_total+=MAX(get_runtime()-rt1,0);
} /* end of example loop */
rt1=get_runtime();
if(struct_verbosity>=1)
printf("(NumConst=%d, SV=%ld, CEps=%.4f, QPEps=%.4f)\n",cset.m,
svmModel->sv_num-1,ceps,svmModel->maxdiff);
/* Check if some of the linear constraints have not been
active in a while. Those constraints are then removed to
avoid bloating the working set beyond necessity. */
if(struct_verbosity>=2)
printf("Reducing working set...");fflush(stdout);
remove_inactive_constraints(&cset,alpha,optcount,alphahist,
MAX(50,optcount-lastoptcount));
lastoptcount=optcount;
if(struct_verbosity>=2)
printf("done. (NumConst=%d)\n",cset.m);
rt_total+=MAX(get_runtime()-rt1,0);
} while(use_shrinking && (activenum > 0)); /* when using shrinking,
repeat until all examples
produced no constraint at
least once */
} while(((totconstraints - old_totconstraints) > tolerance) || dont_stop);
} while((epsilon > sparm->epsilon)
|| finalize_iteration(ceps,0,sample,sm,cset,alpha,sparm));
if(struct_verbosity>=1) {
/**** compute sum of slacks ****/
/**** WARNING: If positivity constraints are used, then the
maximum slack id is larger than what is allocated
below ****/
slacks=(double *)my_malloc(sizeof(double)*(n+1));
for(i=0; i<=n; i++) {
slacks[i]=0;
}
if(sparm->slack_norm == 1) {
for(j=0;j<cset.m;j++)
slacks[cset.lhs[j]->slackid]=MAX(slacks[cset.lhs[j]->slackid],
cset.rhs[j]-classify_example(svmModel,cset.lhs[j]));
}
else if(sparm->slack_norm == 2) {
for(j=0;j<cset.m;j++)
slacks[cset.lhs[j]->slackid]=MAX(slacks[cset.lhs[j]->slackid],
cset.rhs[j]
-(classify_example(svmModel,cset.lhs[j])
-sm->w[sizePsi+cset.lhs[j]->slackid-1]/(sqrt(2*svmCnorm))));
}
slacksum=0;
for(i=1; i<=n; i++)
slacksum+=slacks[i];
free(slacks);
alphasum=0;
for(i=0; i<cset.m; i++)
alphasum+=alpha[i]*cset.rhs[i];
modellength=model_length_s(svmModel);
dualitygap=(0.5*modellength*modellength+svmCnorm*(slacksum+n*ceps))
-(alphasum-0.5*modellength*modellength);
printf("Final epsilon on KKT-Conditions: %.5f\n",
MAX(svmModel->maxdiff,epsilon));
printf("Upper bound on duality gap: %.5f\n", dualitygap);
printf("Dual objective value: dval=%.5f\n",
alphasum-0.5*modellength*modellength);
printf("Total number of constraints in final working set: %i (of %i)\n",(int)cset.m,(int)totconstraints);
printf("Number of iterations: %d\n",numIt);
printf("Number of calls to 'find_most_violated_constraint': %ld\n",argmax_count);
if(sparm->slack_norm == 1) {
printf("Number of SV: %ld \n",svmModel->sv_num-1);
printf("Number of non-zero slack variables: %ld (out of %ld)\n",
svmModel->at_upper_bound,n);
printf("Norm of weight vector: |w|=%.5f\n",modellength);
}
else if(sparm->slack_norm == 2){
printf("Number of SV: %ld (including %ld at upper bound)\n",
svmModel->sv_num-1,svmModel->at_upper_bound);
printf("Norm of weight vector (including L2-loss): |w|=%.5f\n",
modellength);
}
printf("Norm. sum of slack variables (on working set): sum(xi_i)/n=%.5f\n",slacksum/n);
printf("Norm of longest difference vector: ||Psi(x,y)-Psi(x,ybar)||=%.5f\n",
length_of_longest_document_vector(cset.lhs,cset.m,kparm));
printf("Runtime in cpu-seconds: %.2f (%.2f%% for QP, %.2f%% for Argmax, %.2f%% for Psi, %.2f%% for init)\n",
rt_total/100.0, (100.0*rt_opt)/rt_total, (100.0*rt_viol)/rt_total,
(100.0*rt_psi)/rt_total, (100.0*rt_init)/rt_total);
}
if(struct_verbosity>=4)
printW(sm->w,sizePsi,n,lparm->svm_c);
if(svmModel) {
sm->svm_model=copy_model(svmModel);
sm->w=sm->svm_model->lin_weights; /* short cut to weight vector */
}
print_struct_learning_stats(sample,sm,cset,alpha,sparm);
if(fycache) {
for(i=0;i<n;i++)
free_svector(fycache[i]);
free(fycache);
}
if(svmModel)
free_model(svmModel,0);
free(alpha);
free(alphahist);
free(opti);
free(cset.rhs);
for(i=0;i<cset.m;i++)
free_example(cset.lhs[i],1);
free(cset.lhs);
}
int _svm_learn (int argc, char* argv[])
{
char docfile[200]; /* file with training examples */
char modelfile[200]; /* file for resulting classifier */
char restartfile[200]; /* file with initial alphas */
DOC **docs; /* training examples */
long totwords,totdoc,i;
double *target;
double *alpha_in=NULL;
KERNEL_CACHE *kernel_cache;
LEARN_PARM learn_parm;
KERNEL_PARM kernel_parm;
MODEL *model=(MODEL *)my_malloc(sizeof(MODEL));
HIDEO_ENV *hideo_env=create_env();
model->td_pred=NULL;
model->n_td_pred=0;
_read_input_parameters(argc,argv,docfile,modelfile,restartfile,&verbosity,
&learn_parm,&kernel_parm);
read_documents(docfile,&docs,&target,&totwords,&totdoc);
if(restartfile[0]) alpha_in=read_alphas(restartfile,totdoc);
if(kernel_parm.kernel_type == LINEAR) { /* don't need the cache */
kernel_cache=NULL;
}
else {
/* Always get a new kernel cache. It is not possible to use the
same cache for two different training runs */
kernel_cache=kernel_cache_init(totdoc,learn_parm.kernel_cache_size);
}
if(learn_parm.type == CLASSIFICATION) {
svm_learn_classification(docs,target,totdoc,totwords,&learn_parm,
&kernel_parm,kernel_cache,model,alpha_in,hideo_env);
}
else if(learn_parm.type == REGRESSION) {
svm_learn_regression(docs,target,totdoc,totwords,&learn_parm,
&kernel_parm,&kernel_cache,model,hideo_env);
}
else if(learn_parm.type == RANKING) {
svm_learn_ranking(docs,target,totdoc,totwords,&learn_parm,
&kernel_parm,&kernel_cache,model,hideo_env);
}
else if(learn_parm.type == OPTIMIZATION) {
svm_learn_optimization(docs,target,totdoc,totwords,&learn_parm,
&kernel_parm,kernel_cache,model,alpha_in,hideo_env);
}
if(kernel_cache) {
/* Free the memory used for the cache. */
kernel_cache_cleanup(kernel_cache);
}
/* Warning: The model contains references to the original data 'docs'.
If you want to free the original data, and only keep the model, you
have to make a deep copy of 'model'. */
/* deep_copy_of_model=copy_model(model); */
write_model(modelfile,model);
free(alpha_in);
free_model(model,0);
for(i=0;i<totdoc;i++)
free_example(docs[i],1);
free(docs);
free(target);
free_env(hideo_env);
return(0);
}
int main (int argc, char* argv[])
{
DOC *docs; /* training examples */
long max_docs,max_words_doc;
long totwords,totdoc,ll,i;
long kernel_cache_size;
double *target;
KERNEL_CACHE kernel_cache;
LEARN_PARM learn_parm;
KERNEL_PARM kernel_parm;
MODEL model;
read_input_parameters(argc,argv,docfile,modelfile,&verbosity,
&kernel_cache_size,&learn_parm,&kernel_parm);
if(verbosity>=1) {
printf("Scanning examples..."); fflush(stdout);
}
nol_ll(docfile,&max_docs,&max_words_doc,&ll); /* scan size of input file */
max_words_doc+=10;
ll+=10;
max_docs+=2;
if(verbosity>=1) {
printf("done\n"); fflush(stdout);
}
docs = (DOC *)my_malloc(sizeof(DOC)*max_docs); /* feature vectors */
target = (double *)my_malloc(sizeof(double)*max_docs); /* target values */
//printf("\nMax docs: %ld, approximated number of feature occurences %ld, maximal length of a line %ld\n\n",max_docs,max_words_doc,ll);
read_documents(docfile,docs,target,max_words_doc,ll,&totwords,&totdoc,&kernel_parm);
printf("\nNumber of examples: %ld, linear space size: %ld\n\n",totdoc,totwords);
//if(kernel_parm.kernel_type==5) totwords=totdoc; // The number of features is proportional to the number of parse-trees, i.e. totdoc
// or should we still use totwords to approximate svm_maxqpsize for the Tree Kernel (see hideo.c) ???????
if(kernel_parm.kernel_type == LINEAR) { /* don't need the cache */
if(learn_parm.type == CLASSIFICATION) {
svm_learn_classification(docs,target,totdoc,totwords,&learn_parm,
&kernel_parm,NULL,&model);
}
else if(learn_parm.type == REGRESSION) {
svm_learn_regression(docs,target,totdoc,totwords,&learn_parm,
&kernel_parm,NULL,&model);
}
else if(learn_parm.type == RANKING) {
svm_learn_ranking(docs,target,totdoc,totwords,&learn_parm,
&kernel_parm,NULL,&model);
}
}
else {
if(learn_parm.type == CLASSIFICATION) {
/* Always get a new kernel cache. It is not possible to use the
same cache for two different training runs */
kernel_cache_init(&kernel_cache,totdoc,kernel_cache_size);
svm_learn_classification(docs,target,totdoc,totwords,&learn_parm,
&kernel_parm,&kernel_cache,&model);
/* Free the memory used for the cache. */
kernel_cache_cleanup(&kernel_cache);
}
else if(learn_parm.type == REGRESSION) {
/* Always get a new kernel cache. It is not possible to use the
same cache for two different training runs */
kernel_cache_init(&kernel_cache,2*totdoc,kernel_cache_size);
svm_learn_regression(docs,target,totdoc,totwords,&learn_parm,
&kernel_parm,&kernel_cache,&model);
/* Free the memory used for the cache. */
kernel_cache_cleanup(&kernel_cache);
}
else if(learn_parm.type == RANKING) {
printf("Learning rankings is not implemented for non-linear kernels in this version!\n");
exit(1);
}
else if(learn_parm.type == PERCEPTRON) {
perceptron_learn_classification(docs,target,totdoc,totwords,&learn_parm,
&kernel_parm,&kernel_cache,&model,modelfile);
}
else if(learn_parm.type == PERCEPTRON_BATCH) {
batch_perceptron_learn_classification(docs,target,totdoc,totwords,&learn_parm,
&kernel_parm,kernel_cache_size,&model);
}
}
/* Warning: The model contains references to the original data 'docs'.
If you want to free the original data, and only keep the model, you
have to make a deep copy of 'model'. */
write_model(modelfile,&model);
free(model.supvec);
free(model.alpha);
free(model.index);
for(i=0;i<totdoc;i++){
freeExample(&docs[i]);
}
free(docs);
free(target);
return(0);
}
int SVMLightRunner::librarySVMLearnMain(
int argc, char **argv, bool use_gmumr, SVMConfiguration &config
) {
LOG(
config.log,
LogLevel::DEBUG_LEVEL,
__debug_prefix__ + ".librarySVMLearnMain() Started."
);
DOC **docs; /* training examples */
long totwords,totdoc,i;
double *target;
double *alpha_in=NULL;
KERNEL_CACHE *kernel_cache;
LEARN_PARM learn_parm;
KERNEL_PARM kernel_parm;
MODEL *model=(MODEL *)my_malloc(sizeof(MODEL));
// GMUM.R changes {
librarySVMLearnReadInputParameters(
argc, argv, docfile, modelfile, restartfile, &verbosity, &learn_parm,
&kernel_parm, use_gmumr, config
);
kernel_parm.kernel_type = static_cast<long int>(config.kernel_type);
libraryReadDocuments(
docfile, &docs, &target, &totwords, &totdoc, use_gmumr, config
);
// GMUM.R changes }
if(restartfile[0]) alpha_in=read_alphas(restartfile,totdoc);
if(kernel_parm.kernel_type == LINEAR) { /* don't need the cache */
kernel_cache=NULL;
}
else {
/* Always get a new kernel cache. It is not possible to use the
* same cache for two different training runs */
kernel_cache=kernel_cache_init(totdoc,learn_parm.kernel_cache_size);
}
//gmum.r
init_global_params_QP();
if(learn_parm.type == CLASSIFICATION) {
svm_learn_classification(docs,target,totdoc,totwords,&learn_parm,
&kernel_parm,kernel_cache,model,alpha_in);
}
else if(learn_parm.type == REGRESSION) {
svm_learn_regression(docs,target,totdoc,totwords,&learn_parm,
&kernel_parm,&kernel_cache,model);
}
else if(learn_parm.type == RANKING) {
svm_learn_ranking(docs,target,totdoc,totwords,&learn_parm,
&kernel_parm,&kernel_cache,model);
}
else if(learn_parm.type == OPTIMIZATION) {
svm_learn_optimization(docs,target,totdoc,totwords,&learn_parm,
&kernel_parm,kernel_cache,model,alpha_in);
}
//gmum.r
config.iter = learn_parm.iterations;
if(kernel_cache) {
/* Free the memory used for the cache. */
kernel_cache_cleanup(kernel_cache);
}
/* Warning: The model contains references to the original data 'docs'.
If you want to free the original data, and only keep the model, you
have to make a deep copy of 'model'. */
/* deep_copy_of_model=copy_model(model); */
// GMUM.R changes {
if (!use_gmumr) {
write_model(modelfile,model);
} else {
SVMLightModelToSVMConfiguration(model, config);
}
// GMUM.R changes }
free(alpha_in);
free_model(model,0);
for(i=0;i<totdoc;i++)
free_example(docs[i],1);
free(docs);
free(target);
LOG(
config.log,
LogLevel::DEBUG_LEVEL,
__debug_prefix__ + ".librarySVMLearnMain() Done."
);
return(0);
}
/* call as model = mexsvmlearn(data,labels,options) */
void mexFunction(int nlhs, mxArray *plhs[],
int nrhs, const mxArray *prhs[])
{
char **argv;
int argc;
DOC **docs; /* training examples */
long totwords,totdoc,i;
double *target;
double *alpha_in=NULL;
KERNEL_CACHE *kernel_cache;
LEARN_PARM learn_parm;
KERNEL_PARM kernel_parm;
MODEL model;
/* check for valid calling format */
if ((nrhs != 3) || (nlhs != 1))
mexErrMsgTxt(ERR001);
if (mxGetM(prhs[0]) != mxGetM(prhs[1]))
mexErrMsgTxt(ERR002);
if (mxGetN(prhs[1]) != 1)
mexErrMsgTxt(ERR003);
/* reset static variables -- as a .DLL, static things are sticky */
global_init( );
/* convert the parameters (given in prhs[2]) into an argv/argc combination */
argv = make_argv((mxArray *)prhs[2],&argc); /* send the options */
/* this was originally supposed to be argc, argv, re-written for MATLAB ...
its cheesy - but it workss :: convert the options array into an argc,
argv pair and let svm_lite handle it from there. */
read_input_parameters(argc,argv,docfile,modelfile,restartfile,&verbosity,
&learn_parm,&kernel_parm);
extract_user_opts((mxArray *)prhs[2], &kernel_parm);
totdoc = mxGetM(prhs[0]);
totwords = mxGetN(prhs[0]);
/* prhs[0] = samples (mxn) array
prhs[1] = labels (mx1) array */
mexToDOC((mxArray *)prhs[0], (mxArray *)prhs[1], &docs, &target, NULL, NULL);
/* TODO modify to accept this array
if(restartfile[0]) alpha_in=read_alphas(restartfile,totdoc); */
if(kernel_parm.kernel_type == LINEAR) { /* don't need the cache */
kernel_cache=NULL;
}
else {
/* Always get a new kernel cache. It is not possible to use the
same cache for two different training runs */
kernel_cache=kernel_cache_init(totdoc,learn_parm.kernel_cache_size);
}
if(learn_parm.type == CLASSIFICATION) {
svm_learn_classification(docs,target,totdoc,totwords,&learn_parm,
&kernel_parm,kernel_cache,&model,alpha_in);
}
else if(learn_parm.type == REGRESSION) {
svm_learn_regression(docs,target,totdoc,totwords,&learn_parm,
&kernel_parm,&kernel_cache,&model);
}
else if(learn_parm.type == RANKING) {
svm_learn_ranking(docs,target,totdoc,totwords,&learn_parm,
&kernel_parm,&kernel_cache,&model);
}
else if(learn_parm.type == OPTIMIZATION) {
svm_learn_optimization(docs,target,totdoc,totwords,&learn_parm,
&kernel_parm,kernel_cache,&model,alpha_in);
}
else {
mexErrMsgTxt(ERR004);
}
if(kernel_cache) {
/* Free the memory used for the cache. */
kernel_cache_cleanup(kernel_cache);
}
/* **********************************
* After the training/learning portion has finished,
* copy the model back to the output arrays for MATLAB
* ********************************** */
store_model(&model, plhs);
free_kernel();
global_destroy( );
}