| @@ -0,0 +1,495 @@ | |||
| #include <stdio.h> | |||
| #include <stdlib.h> | |||
| #include <string.h> | |||
| #include <ctype.h> | |||
| #include "svm.h" | |||
| #include "mex.h" | |||
| #include "svm_model_matlab.h" | |||
| #ifdef MX_API_VER | |||
| #if MX_API_VER < 0x07030000 | |||
| typedef int mwIndex; | |||
| #endif | |||
| #endif | |||
| #define CMD_LEN 2048 | |||
| #define Malloc(type,n) (type *)malloc((n)*sizeof(type)) | |||
| void print_null(const char *s) {} | |||
| void print_string_matlab(const char *s) {mexPrintf(s);} | |||
| void exit_with_help() | |||
| { | |||
| mexPrintf( | |||
| "Usage: model = svmtrain(training_label_vector, training_instance_matrix, 'libsvm_options');\n" | |||
| "libsvm_options:\n" | |||
| "-s svm_type : set type of SVM (default 0)\n" | |||
| " 0 -- C-SVC (multi-class classification)\n" | |||
| " 1 -- nu-SVC (multi-class classification)\n" | |||
| " 2 -- one-class SVM\n" | |||
| " 3 -- epsilon-SVR (regression)\n" | |||
| " 4 -- nu-SVR (regression)\n" | |||
| "-t kernel_type : set type of kernel function (default 2)\n" | |||
| " 0 -- linear: u'*v\n" | |||
| " 1 -- polynomial: (gamma*u'*v + coef0)^degree\n" | |||
| " 2 -- radial basis function: exp(-gamma*|u-v|^2)\n" | |||
| " 3 -- sigmoid: tanh(gamma*u'*v + coef0)\n" | |||
| " 4 -- precomputed kernel (kernel values in training_instance_matrix)\n" | |||
| "-d degree : set degree in kernel function (default 3)\n" | |||
| "-g gamma : set gamma in kernel function (default 1/num_features)\n" | |||
| "-r coef0 : set coef0 in kernel function (default 0)\n" | |||
| "-c cost : set the parameter C of C-SVC, epsilon-SVR, and nu-SVR (default 1)\n" | |||
| "-n nu : set the parameter nu of nu-SVC, one-class SVM, and nu-SVR (default 0.5)\n" | |||
| "-p epsilon : set the epsilon in loss function of epsilon-SVR (default 0.1)\n" | |||
| "-m cachesize : set cache memory size in MB (default 100)\n" | |||
| "-e epsilon : set tolerance of termination criterion (default 0.001)\n" | |||
| "-h shrinking : whether to use the shrinking heuristics, 0 or 1 (default 1)\n" | |||
| "-b probability_estimates : whether to train a SVC or SVR model for probability estimates, 0 or 1 (default 0)\n" | |||
| "-wi weight : set the parameter C of class i to weight*C, for C-SVC (default 1)\n" | |||
| "-v n : n-fold cross validation mode\n" | |||
| "-q : quiet mode (no outputs)\n" | |||
| ); | |||
| } | |||
| // svm arguments | |||
| struct svm_parameter param; // set by parse_command_line | |||
| struct svm_problem prob; // set by read_problem | |||
| struct svm_model *model; | |||
| struct svm_node *x_space; | |||
| int cross_validation; | |||
| int nr_fold; | |||
| double do_cross_validation() | |||
| { | |||
| int i; | |||
| int total_correct = 0; | |||
| double total_error = 0; | |||
| double sumv = 0, sumy = 0, sumvv = 0, sumyy = 0, sumvy = 0; | |||
| double *target = Malloc(double,prob.l); | |||
| double retval = 0.0; | |||
| svm_cross_validation(&prob,¶m,nr_fold,target); | |||
| if(param.svm_type == EPSILON_SVR || | |||
| param.svm_type == NU_SVR) | |||
| { | |||
| for(i=0;i<prob.l;i++) | |||
| { | |||
| double y = prob.y[i]; | |||
| double v = target[i]; | |||
| total_error += (v-y)*(v-y); | |||
| sumv += v; | |||
| sumy += y; | |||
| sumvv += v*v; | |||
| sumyy += y*y; | |||
| sumvy += v*y; | |||
| } | |||
| mexPrintf("Cross Validation Mean squared error = %g\n",total_error/prob.l); | |||
| mexPrintf("Cross Validation Squared correlation coefficient = %g\n", | |||
| ((prob.l*sumvy-sumv*sumy)*(prob.l*sumvy-sumv*sumy))/ | |||
| ((prob.l*sumvv-sumv*sumv)*(prob.l*sumyy-sumy*sumy)) | |||
| ); | |||
| retval = total_error/prob.l; | |||
| } | |||
| else | |||
| { | |||
| for(i=0;i<prob.l;i++) | |||
| if(target[i] == prob.y[i]) | |||
| ++total_correct; | |||
| mexPrintf("Cross Validation Accuracy = %g%%\n",100.0*total_correct/prob.l); | |||
| retval = 100.0*total_correct/prob.l; | |||
| } | |||
| free(target); | |||
| return retval; | |||
| } | |||
| // nrhs should be 3 | |||
| int parse_command_line(int nrhs, const mxArray *prhs[], char *model_file_name) | |||
| { | |||
| int i, argc = 1; | |||
| char cmd[CMD_LEN]; | |||
| char *argv[CMD_LEN/2]; | |||
| void (*print_func)(const char *) = print_string_matlab; // default printing to matlab display | |||
| // default values | |||
| param.svm_type = C_SVC; | |||
| param.kernel_type = RBF; | |||
| param.degree = 3; | |||
| param.gamma = 0; // 1/num_features | |||
| param.coef0 = 0; | |||
| param.nu = 0.5; | |||
| param.cache_size = 100; | |||
| param.C = 1; | |||
| param.eps = 1e-3; | |||
| param.p = 0.1; | |||
| param.shrinking = 1; | |||
| param.probability = 0; | |||
| param.nr_weight = 0; | |||
| param.weight_label = NULL; | |||
| param.weight = NULL; | |||
| cross_validation = 0; | |||
| if(nrhs <= 1) | |||
| return 1; | |||
| if(nrhs > 2) | |||
| { | |||
| // put options in argv[] | |||
| mxGetString(prhs[2], cmd, mxGetN(prhs[2]) + 1); | |||
| if((argv[argc] = strtok(cmd, " ")) != NULL) | |||
| while((argv[++argc] = strtok(NULL, " ")) != NULL) | |||
| ; | |||
| } | |||
| // parse options | |||
| for(i=1;i<argc;i++) | |||
| { | |||
| if(argv[i][0] != '-') break; | |||
| ++i; | |||
| if(i>=argc && argv[i-1][1] != 'q') // since option -q has no parameter | |||
| return 1; | |||
| switch(argv[i-1][1]) | |||
| { | |||
| case 's': | |||
| param.svm_type = atoi(argv[i]); | |||
| break; | |||
| case 't': | |||
| param.kernel_type = atoi(argv[i]); | |||
| break; | |||
| case 'd': | |||
| param.degree = atoi(argv[i]); | |||
| break; | |||
| case 'g': | |||
| param.gamma = atof(argv[i]); | |||
| break; | |||
| case 'r': | |||
| param.coef0 = atof(argv[i]); | |||
| break; | |||
| case 'n': | |||
| param.nu = atof(argv[i]); | |||
| break; | |||
| case 'm': | |||
| param.cache_size = atof(argv[i]); | |||
| break; | |||
| case 'c': | |||
| param.C = atof(argv[i]); | |||
| break; | |||
| case 'e': | |||
| param.eps = atof(argv[i]); | |||
| break; | |||
| case 'p': | |||
| param.p = atof(argv[i]); | |||
| break; | |||
| case 'h': | |||
| param.shrinking = atoi(argv[i]); | |||
| break; | |||
| case 'b': | |||
| param.probability = atoi(argv[i]); | |||
| break; | |||
| case 'q': | |||
| print_func = &print_null; | |||
| i--; | |||
| break; | |||
| case 'v': | |||
| cross_validation = 1; | |||
| nr_fold = atoi(argv[i]); | |||
| if(nr_fold < 2) | |||
| { | |||
| mexPrintf("n-fold cross validation: n must >= 2\n"); | |||
| return 1; | |||
| } | |||
| break; | |||
| case 'w': | |||
| ++param.nr_weight; | |||
| param.weight_label = (int *)realloc(param.weight_label,sizeof(int)*param.nr_weight); | |||
| param.weight = (double *)realloc(param.weight,sizeof(double)*param.nr_weight); | |||
| param.weight_label[param.nr_weight-1] = atoi(&argv[i-1][2]); | |||
| param.weight[param.nr_weight-1] = atof(argv[i]); | |||
| break; | |||
| default: | |||
| mexPrintf("Unknown option -%c\n", argv[i-1][1]); | |||
| return 1; | |||
| } | |||
| } | |||
| svm_set_print_string_function(print_func); | |||
| return 0; | |||
| } | |||
| // read in a problem (in svmlight format) | |||
| int read_problem_dense(const mxArray *label_vec, const mxArray *instance_mat) | |||
| { | |||
| // using size_t due to the output type of matlab functions | |||
| size_t i, j, k, l; | |||
| size_t elements, max_index, sc, label_vector_row_num; | |||
| double *samples, *labels; | |||
| prob.x = NULL; | |||
| prob.y = NULL; | |||
| x_space = NULL; | |||
| labels = mxGetPr(label_vec); | |||
| samples = mxGetPr(instance_mat); | |||
| sc = mxGetN(instance_mat); | |||
| elements = 0; | |||
| // number of instances | |||
| l = mxGetM(instance_mat); | |||
| label_vector_row_num = mxGetM(label_vec); | |||
| prob.l = (int)l; | |||
| if(label_vector_row_num!=l) | |||
| { | |||
| mexPrintf("Length of label vector does not match # of instances.\n"); | |||
| return -1; | |||
| } | |||
| if(param.kernel_type == PRECOMPUTED) | |||
| elements = l * (sc + 1); | |||
| else | |||
| { | |||
| for(i = 0; i < l; i++) | |||
| { | |||
| for(k = 0; k < sc; k++) | |||
| if(samples[k * l + i] != 0) | |||
| elements++; | |||
| // count the '-1' element | |||
| elements++; | |||
| } | |||
| } | |||
| prob.y = Malloc(double,l); | |||
| prob.x = Malloc(struct svm_node *,l); | |||
| x_space = Malloc(struct svm_node, elements); | |||
| max_index = sc; | |||
| j = 0; | |||
| for(i = 0; i < l; i++) | |||
| { | |||
| prob.x[i] = &x_space[j]; | |||
| prob.y[i] = labels[i]; | |||
| for(k = 0; k < sc; k++) | |||
| { | |||
| if(param.kernel_type == PRECOMPUTED || samples[k * l + i] != 0) | |||
| { | |||
| x_space[j].index = (int)k + 1; | |||
| x_space[j].value = samples[k * l + i]; | |||
| j++; | |||
| } | |||
| } | |||
| x_space[j++].index = -1; | |||
| } | |||
| if(param.gamma == 0 && max_index > 0) | |||
| param.gamma = (double)(1.0/max_index); | |||
| if(param.kernel_type == PRECOMPUTED) | |||
| for(i=0;i<l;i++) | |||
| { | |||
| if((int)prob.x[i][0].value <= 0 || (int)prob.x[i][0].value > (int)max_index) | |||
| { | |||
| mexPrintf("Wrong input format: sample_serial_number out of range\n"); | |||
| return -1; | |||
| } | |||
| } | |||
| return 0; | |||
| } | |||
| int read_problem_sparse(const mxArray *label_vec, const mxArray *instance_mat) | |||
| { | |||
| mwIndex *ir, *jc, low, high, k; | |||
| // using size_t due to the output type of matlab functions | |||
| size_t i, j, l, elements, max_index, label_vector_row_num; | |||
| mwSize num_samples; | |||
| double *samples, *labels; | |||
| mxArray *instance_mat_col; // transposed instance sparse matrix | |||
| prob.x = NULL; | |||
| prob.y = NULL; | |||
| x_space = NULL; | |||
| // transpose instance matrix | |||
| { | |||
| mxArray *prhs[1], *plhs[1]; | |||
| prhs[0] = mxDuplicateArray(instance_mat); | |||
| if(mexCallMATLAB(1, plhs, 1, prhs, "transpose")) | |||
| { | |||
| mexPrintf("Error: cannot transpose training instance matrix\n"); | |||
| return -1; | |||
| } | |||
| instance_mat_col = plhs[0]; | |||
| mxDestroyArray(prhs[0]); | |||
| } | |||
| // each column is one instance | |||
| labels = mxGetPr(label_vec); | |||
| samples = mxGetPr(instance_mat_col); | |||
| ir = mxGetIr(instance_mat_col); | |||
| jc = mxGetJc(instance_mat_col); | |||
| num_samples = mxGetNzmax(instance_mat_col); | |||
| // number of instances | |||
| l = mxGetN(instance_mat_col); | |||
| label_vector_row_num = mxGetM(label_vec); | |||
| prob.l = (int) l; | |||
| if(label_vector_row_num!=l) | |||
| { | |||
| mexPrintf("Length of label vector does not match # of instances.\n"); | |||
| return -1; | |||
| } | |||
| elements = num_samples + l; | |||
| max_index = mxGetM(instance_mat_col); | |||
| prob.y = Malloc(double,l); | |||
| prob.x = Malloc(struct svm_node *,l); | |||
| x_space = Malloc(struct svm_node, elements); | |||
| j = 0; | |||
| for(i=0;i<l;i++) | |||
| { | |||
| prob.x[i] = &x_space[j]; | |||
| prob.y[i] = labels[i]; | |||
| low = jc[i], high = jc[i+1]; | |||
| for(k=low;k<high;k++) | |||
| { | |||
| x_space[j].index = (int)ir[k] + 1; | |||
| x_space[j].value = samples[k]; | |||
| j++; | |||
| } | |||
| x_space[j++].index = -1; | |||
| } | |||
| if(param.gamma == 0 && max_index > 0) | |||
| param.gamma = (double)(1.0/max_index); | |||
| return 0; | |||
| } | |||
| static void fake_answer(int nlhs, mxArray *plhs[]) | |||
| { | |||
| int i; | |||
| for(i=0;i<nlhs;i++) | |||
| plhs[i] = mxCreateDoubleMatrix(0, 0, mxREAL); | |||
| } | |||
| // Interface function of matlab | |||
| // now assume prhs[0]: label prhs[1]: features | |||
| void mexFunction( int nlhs, mxArray *plhs[], | |||
| int nrhs, const mxArray *prhs[] ) | |||
| { | |||
| const char *error_msg; | |||
| // fix random seed to have same results for each run | |||
| // (for cross validation and probability estimation) | |||
| srand(1); | |||
| if(nlhs > 1) | |||
| { | |||
| exit_with_help(); | |||
| fake_answer(nlhs, plhs); | |||
| return; | |||
| } | |||
| // Transform the input Matrix to libsvm format | |||
| if(nrhs > 1 && nrhs < 4) | |||
| { | |||
| int err; | |||
| if(!mxIsDouble(prhs[0]) || !mxIsDouble(prhs[1])) | |||
| { | |||
| mexPrintf("Error: label vector and instance matrix must be double\n"); | |||
| fake_answer(nlhs, plhs); | |||
| return; | |||
| } | |||
| if(mxIsSparse(prhs[0])) | |||
| { | |||
| mexPrintf("Error: label vector should not be in sparse format\n"); | |||
| fake_answer(nlhs, plhs); | |||
| return; | |||
| } | |||
| if(parse_command_line(nrhs, prhs, NULL)) | |||
| { | |||
| exit_with_help(); | |||
| svm_destroy_param(¶m); | |||
| fake_answer(nlhs, plhs); | |||
| return; | |||
| } | |||
| if(mxIsSparse(prhs[1])) | |||
| { | |||
| if(param.kernel_type == PRECOMPUTED) | |||
| { | |||
| // precomputed kernel requires dense matrix, so we make one | |||
| mxArray *rhs[1], *lhs[1]; | |||
| rhs[0] = mxDuplicateArray(prhs[1]); | |||
| if(mexCallMATLAB(1, lhs, 1, rhs, "full")) | |||
| { | |||
| mexPrintf("Error: cannot generate a full training instance matrix\n"); | |||
| svm_destroy_param(¶m); | |||
| fake_answer(nlhs, plhs); | |||
| return; | |||
| } | |||
| err = read_problem_dense(prhs[0], lhs[0]); | |||
| mxDestroyArray(lhs[0]); | |||
| mxDestroyArray(rhs[0]); | |||
| } | |||
| else | |||
| err = read_problem_sparse(prhs[0], prhs[1]); | |||
| } | |||
| else | |||
| err = read_problem_dense(prhs[0], prhs[1]); | |||
| // svmtrain's original code | |||
| error_msg = svm_check_parameter(&prob, ¶m); | |||
| if(err || error_msg) | |||
| { | |||
| if (error_msg != NULL) | |||
| mexPrintf("Error: %s\n", error_msg); | |||
| svm_destroy_param(¶m); | |||
| free(prob.y); | |||
| free(prob.x); | |||
| free(x_space); | |||
| fake_answer(nlhs, plhs); | |||
| return; | |||
| } | |||
| if(cross_validation) | |||
| { | |||
| double *ptr; | |||
| plhs[0] = mxCreateDoubleMatrix(1, 1, mxREAL); | |||
| ptr = mxGetPr(plhs[0]); | |||
| ptr[0] = do_cross_validation(); | |||
| } | |||
| else | |||
| { | |||
| int nr_feat = (int)mxGetN(prhs[1]); | |||
| const char *error_msg; | |||
| model = svm_train(&prob, ¶m); | |||
| error_msg = model_to_matlab_structure(plhs, nr_feat, model); | |||
| if(error_msg) | |||
| mexPrintf("Error: can't convert libsvm model to matrix structure: %s\n", error_msg); | |||
| svm_free_and_destroy_model(&model); | |||
| } | |||
| svm_destroy_param(¶m); | |||
| free(prob.y); | |||
| free(prob.x); | |||
| free(x_space); | |||
| } | |||
| else | |||
| { | |||
| exit_with_help(); | |||
| fake_answer(nlhs, plhs); | |||
| return; | |||
| } | |||
| } | |||