#!/usr/bin/env python from __future__ import print_function from array import array import sys try: import scipy from scipy import sparse except: scipy = None sparse = None __all__ = ['svm_read_problem', 'evaluations', 'csr_find_scale_param', 'csr_scale'] def svm_read_problem(data_file_name, return_scipy=False): """ svm_read_problem(data_file_name, return_scipy=False) -> [y, x], y: list, x: list of dictionary svm_read_problem(data_file_name, return_scipy=True) -> [y, x], y: ndarray, x: csr_matrix Read LIBSVM-format data from data_file_name and return labels y and data instances x. """ if scipy != None and return_scipy: prob_y = array('d') prob_x = array('d') row_ptr = array('l', [0]) col_idx = array('l') else: prob_y = [] prob_x = [] row_ptr = [0] col_idx = [] indx_start = 1 for i, line in enumerate(open(data_file_name)): line = line.split(None, 1) # In case an instance with all zero features if len(line) == 1: line += [''] label, features = line prob_y.append(float(label)) if scipy != None and return_scipy: nz = 0 for e in features.split(): ind, val = e.split(":") if ind == '0': indx_start = 0 val = float(val) if val != 0: col_idx.append(int(ind)-indx_start) prob_x.append(val) nz += 1 row_ptr.append(row_ptr[-1]+nz) else: xi = {} for e in features.split(): ind, val = e.split(":") xi[int(ind)] = float(val) prob_x += [xi] if scipy != None and return_scipy: prob_y = scipy.frombuffer(prob_y, dtype='d') prob_x = scipy.frombuffer(prob_x, dtype='d') col_idx = scipy.frombuffer(col_idx, dtype='l') row_ptr = scipy.frombuffer(row_ptr, dtype='l') prob_x = sparse.csr_matrix((prob_x, col_idx, row_ptr)) return (prob_y, prob_x) def evaluations_scipy(ty, pv): """ evaluations_scipy(ty, pv) -> (ACC, MSE, SCC) ty, pv: ndarray Calculate accuracy, mean squared error and squared correlation coefficient using the true values (ty) and predicted values (pv). """ if not (scipy != None and isinstance(ty, scipy.ndarray) and isinstance(pv, scipy.ndarray)): raise TypeError("type of ty and pv must be ndarray") if len(ty) != len(pv): raise ValueError("len(ty) must be equal to len(pv)") ACC = 100.0*(ty == pv).mean() MSE = ((ty - pv)**2).mean() l = len(ty) sumv = pv.sum() sumy = ty.sum() sumvy = (pv*ty).sum() sumvv = (pv*pv).sum() sumyy = (ty*ty).sum() with scipy.errstate(all = 'raise'): try: SCC = ((l*sumvy-sumv*sumy)*(l*sumvy-sumv*sumy))/((l*sumvv-sumv*sumv)*(l*sumyy-sumy*sumy)) except: SCC = float('nan') return (float(ACC), float(MSE), float(SCC)) def evaluations(ty, pv, useScipy = True): """ evaluations(ty, pv, useScipy) -> (ACC, MSE, SCC) ty, pv: list, tuple or ndarray useScipy: convert ty, pv to ndarray, and use scipy functions for the evaluation Calculate accuracy, mean squared error and squared correlation coefficient using the true values (ty) and predicted values (pv). """ if scipy != None and useScipy: return evaluations_scipy(scipy.asarray(ty), scipy.asarray(pv)) if len(ty) != len(pv): raise ValueError("len(ty) must be equal to len(pv)") total_correct = total_error = 0 sumv = sumy = sumvv = sumyy = sumvy = 0 for v, y in zip(pv, ty): if y == v: total_correct += 1 total_error += (v-y)*(v-y) sumv += v sumy += y sumvv += v*v sumyy += y*y sumvy += v*y l = len(ty) ACC = 100.0*total_correct/l MSE = total_error/l try: SCC = ((l*sumvy-sumv*sumy)*(l*sumvy-sumv*sumy))/((l*sumvv-sumv*sumv)*(l*sumyy-sumy*sumy)) except: SCC = float('nan') return (float(ACC), float(MSE), float(SCC)) def csr_find_scale_param(x, lower=-1, upper=1): assert isinstance(x, sparse.csr_matrix) assert lower < upper l, n = x.shape feat_min = x.min(axis=0).toarray().flatten() feat_max = x.max(axis=0).toarray().flatten() coef = (feat_max - feat_min) / (upper - lower) coef[coef != 0] = 1.0 / coef[coef != 0] # (x - ones(l,1) * feat_min') * diag(coef) + lower # = x * diag(coef) - ones(l, 1) * (feat_min' * diag(coef)) + lower # = x * diag(coef) + ones(l, 1) * (-feat_min' * diag(coef) + lower) # = x * diag(coef) + ones(l, 1) * offset' offset = -feat_min * coef + lower offset[coef == 0] = 0 if sum(offset != 0) * l > 3 * x.getnnz(): print( "WARNING: The #nonzeros of the scaled data is at least 2 times larger than the original one.\n" "If feature values are non-negative and sparse, set lower=0 rather than the default lower=-1.", file=sys.stderr) return {'coef':coef, 'offset':offset} def csr_scale(x, scale_param): assert isinstance(x, sparse.csr_matrix) offset = scale_param['offset'] coef = scale_param['coef'] assert len(coef) == len(offset) l, n = x.shape if not n == len(coef): print("WARNING: The dimension of scaling parameters and feature number do not match.", file=sys.stderr) coef = resize(coef, n) offset = resize(offset, n) # scaled_x = x * diag(coef) + ones(l, 1) * offset' offset = sparse.csr_matrix(offset.reshape(1, n)) offset = sparse.vstack([offset] * l, format='csr', dtype=x.dtype) scaled_x = x.dot(sparse.diags(coef, 0, shape=(n, n))) + offset if scaled_x.getnnz() > x.getnnz(): print( "WARNING: original #nonzeros %d\n" % x.getnnz() + " > new #nonzeros %d\n" % scaled_x.getnnz() + "If feature values are non-negative and sparse, get scale_param by setting lower=0 rather than the default lower=-1.", file=sys.stderr) return scaled_x