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% This script tests functionality of SVMOCAS and MSVMOCAS solvers.
%
% It runs the solvers on example data and compares results to solutions
% stored in reference files.
%
% two-class problem
BinaryTrnFile = './data/riply_trn.light';
% multi-class problem
MulticlassTrnFile = './data/example4_train.light';
% file to store/load reference solution
ReferenceFile = './data/refernce_solution';
% if 1 save results to reference files else compares the results to the
% reference solutions
CREATE_REFERNCE_FILES = 0;
% Solver options
opt.C = 1;
opt.Method = 1;
opt.TolRel = 0.01;
opt.TolAbs = 0;
opt.QPBound = 0;
opt.BufSize = 2000;
opt.MaxTime = inf;
opt.X0 = 1;
opt.verb = 0;
fprintf('Training binary SVM classifier by SVMOCAS...');
[bin.W,bin.W0,bin.stat] = svmocas(BinaryTrnFile,opt.X0,opt.C,opt.Method,opt.TolRel,...
opt.TolAbs,opt.QPBound,opt.BufSize,inf,opt.MaxTime,opt.verb);
fprintf('done.\n');
fprintf('Training multi-class SVM classifier by MSVMOCAS...');
[multi.W,multi.stat] = msvmocas(MulticlassTrnFile,opt.C,opt.Method,opt.TolRel,...
opt.TolAbs,opt.QPBound,opt.BufSize,inf,opt.MaxTime,opt.verb);
fprintf('done.\n');
if CREATE_REFERNCE_FILES == 1,
fprintf('Saving reference solutions to %s\n', ReferenceFile);
save(ReferenceFile,'bin','multi');
else
ref = load(ReferenceFile);
test(1).dif = sum(abs(bin.W - ref.bin.W)+abs(bin.W0-ref.bin.W0));
test(1).name = 'sum(|W-ref.W| + |W0-ref.W0])';
test(2).dif = abs(bin.stat.Q_P - ref.bin.stat.Q_P);
test(2).name = 'PrimalVal - ref.PrimalVal ';
test(3).dif = abs(bin.stat.Q_D - ref.bin.stat.Q_D);
test(3).name = 'DualVal - ref.DualVal ';
fprintf('\nSVMOCAS (solver for binary classifiation problems):\n');
for i=1:length(test)
fprintf(' %s = %.20f ... ',test(i).name,test(i).dif);
if test(i).dif == 0
fprintf('SOLUTIONS EQUAL - OK\n');
else
fprintf('SOLUTION DIFFERS\n');
end
end
test(1).dif = sum(sum(abs(multi.W - ref.multi.W)));
test(1).name = 'sum(|W-ref.W|) ';
test(2).dif = abs(multi.stat.Q_P - ref.multi.stat.Q_P);
test(2).name = 'PrimalVal - ref.PrimalVal';
test(3).dif = abs(multi.stat.Q_D - ref.multi.stat.Q_D);
test(3).name = 'DualVal - ref.DualVal ';
fprintf('\nMSVMOCAS: (solver for multi-class problems\n');
for i=1:length(test)
fprintf(' %s = %.20f ... ',test(i).name, test(i).dif);
if test(i).dif == 0
fprintf('SOLUTIONS EQUAL - OK\n');
else
fprintf('SOLUTION DIFFERS\n');
end
end
end
break;
for i=1:length(DataSets)
fprintf('\nDataset: %s\n', DataSets{i});
[exp{i}.W,exp{i}.W0,exp{i}.stat] = svmocas(DataSets{i},opt.X0,opt.C,opt.Method,...
opt.TolRel,opt.TolAbs,opt.QPBound,opt.BufSize,inf,opt.MaxTime);
end
fprintf('\n\nRESULTS SUMMARY\n================================\n\n');
for i=1:length(DataSets)
fprintf('\nDataset: %s\n--------------------------------\n', DataSets{i});
% remove suffix
sol_fname = DataSets{i};
idx = findstr(sol_fname,'.');
sol_fname = sol_fname(1:idx(end)-1);
sol_fname = [sol_fname '_ocas_C' num2str(opt.C) '_solution.mat'];
if SAVE_AS_REFERENCE,
if exist(sol_fname)
fprintf('Solution file %s already exists.\n', sol_fname);
error('Erase the file or set SAVE_AS_REFERENCE = 0 and run the test again.');
else
fprintf('Saving solution to %s ...', sol_fname);
ref_sol = exp{i};
ref_opt = opt;
save(sol_fname,'ref_sol','ref_opt');
fprintf('done.\n');
ref_sol = [];
end
else
if exist(sol_fname)
load(sol_fname,'ref_sol','ref_opt');
fprintf('\nReference solution\n');
fprintf('file: %s\n', sol_fname);
fprintf(['settings: C: %f, Method: %d, TolRel: %f, TolAbs: %f, ' ...
'QPBound: %f, BufSize: %d, MaxTime: %f, X0: %f \n'], ...
ref_opt.C, ref_opt.Method, ref_opt.TolRel, ref_opt.TolAbs, ...
ref_opt.QPBound, ref_opt.BufSize, ref_opt.MaxTime, ref_opt.X0);
fprintf(['solution: QP: %.10f, QD: %.10f, nIter: %d, nCutPlanes: %d, '...
'exitflag: %d, ocas_time: %f, total_time: %f\n'],...
ref_sol.stat.Q_P, ref_sol.stat.Q_D, ref_sol.stat.nIter, ref_sol.stat.nCutPlanes, ...
ref_sol.stat.exitflag, ref_sol.stat.ocas_time, ref_sol.stat.total_time);
end
end
fprintf('\nCurrent solution \n');
fprintf(['settings: C: %f, Method: %d, TolRel: %f, TolAbs: %f, ' ...
'QPBound: %f, BufSize: %d, MaxTime: %f, X0: %f \n'], ...
opt.C, opt.Method, opt.TolRel, opt.TolAbs, ...
opt.QPBound, opt.BufSize, opt.MaxTime, opt.X0);
fprintf(['solution: QP: %.10f, QD: %.10f, nIter: %d, nCutPlanes: %d, '...
'exitflag: %d, ocas_time: %f, total_time: %f\n'],...
exp{i}.stat.Q_P, exp{i}.stat.Q_D, exp{i}.stat.nIter, exp{i}.stat.nCutPlanes, ...
exp{i}.stat.exitflag, exp{i}.stat.ocas_time, exp{i}.stat.total_time);
if ~isempty(ref_sol)
opt_dif = any([opt.Method~=ref_opt.Method opt.C~=ref_opt.C opt.TolRel ~= ref_opt.TolRel ...
opt.TolAbs~=ref_opt.TolAbs opt.QPBound~=ref_opt.QPBound ...
opt.BufSize~=ref_opt.BufSize opt.MaxTime~=ref_opt.MaxTime opt.X0~=ref_opt.X0]);
sol_dif = max(max(abs(exp{i}.W-ref_sol.W)),abs(exp{i}.W0-ref_sol.W0));
fprintf('\nSolution difference: max(abs(ref.W-W)) = %f. Solutions are ', sol_dif);
if ~sol_dif
fprintf('EQUAL.\n');
else
fprintf('DIFFERENT.\n');
end
fprintf('Current and refrence settings are ');
if ~opt_dif
fprintf('EQUAL.\n');
else
fprintf('DIFFERENT.\n');
end
fprintf('Comparison result: ');
if sol_dif && ~opt_dif ,
fprintf('THIS IS NOT GOOD ... BUT DON''T PANIC.\n');
elseif ~sol_dif && ~opt_dif
fprintf('OK.\n');
elseif opt_dif
fprintf('UNDECIDED since options are different.\n');
end
end
end
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