#include #include #include #include #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 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 && 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 (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 0) param.gamma = (double)(1.0/max_index); return 0; } static void fake_answer(int nlhs, mxArray *plhs[]) { int i; for(i=0;i 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; } }