File: svmocas_bool_mex.c

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/*=================================================================================
 * svmocas_bool_mex.c: Matlab MEX interface for OCAS solver training the 
 *           linear SVM classifiers from boolean features.
 *
 * Synopsis:
 *   [W,W0,stat] = svmocas_bool(X,X0,y,C,Method,TolRel,TolAbs,QPBound,BufSize,nData,MaxTime,verb)
 *
 * Copyright (C) 2011 Vojtech Franc, xfrancv@cmp.felk.cvut.cz
 *
 * This program is free software; you can redistribute it and/or
 * modify it under the terms of the GNU General Public 
 * License as published by the Free Software Foundation; 
 *======================================================================================*/ 

#include <stdio.h>
#include <string.h>
#include <stdint.h>
#include <mex.h>

#include "libocas.h"
#include "ocas_helper.h"
#include "features_bool.h"

#define DEFAULT_METHOD 1
#define DEFAULT_TOLREL 0.01
#define DEFAULT_TOLABS 0.0
#define DEFAULT_QPVALUE 0.0
#define DEFAULT_BUFSIZE 2000
#define DEFAULT_MAXTIME mxGetInf()
#define DEFAULT_VERB 1

/*======================================================================
  Main code plus interface to Matlab.
========================================================================*/

void mexFunction( int nlhs, mxArray *plhs[],int nrhs, const mxArray *prhs[] )
{
  double C, TolRel, TolAbs, QPBound, trn_err, MaxTime;
  double *vec_C;   
  int8_t *ptr;
  uint32_t num_of_Cs;
  uint32_t i, j, BufSize;
  uint16_t Method;
  int verb;
  ocas_return_value_T ocas;

  /* timing variables */
  double init_time;
  double total_time;

  total_time = get_time();
  init_time = total_time;

  if(nrhs < 4 || nrhs > 12)
    mexErrMsgTxt("Improper number of input arguments.\n\n"
                 "SVMOCAS_BOOL solver for training two-class linear SVM classifiers\n\n"
                 "Synopsis:\n"
                 "  [W,W0,stat] = svmocas_bool(X,X0,y,C,Method,TolRel,TolAbs,QPBound,"
                 "BufSize,nExamples,MaxTime) \n\n"
                 "Input:  \n"
                 "  X [nDim x nExamples] \n"
                 "  X0 [1 x 1 (double)] constant feature added to all examples\n"
                 "  y [nExamples x 1 (double)] labels of the examples (+1/-1)\n"
                 "  C [1x1]  or [nExamples x 1] regularization constant(s) \n"
                 "  Method [1x1 (double)] 0 for BMRM; 1 for OCAS \n"
                 "  TolRel [1x1 (double)]\n"
                 "  TolAbs [1x1 (double)]\n"
                 "  QPBound [1x1 (double)]\n"
                 "  BufSize [1x1 (double)]\n"
                 "  nExamples [1x1 (double) number of examples to use; "
                 "(inf means use all examples)\n"
                 "  MaxTime [1x1 (double)]\n"
                 "  verb [1x1 (bouble)]\n\n"
                 "Output:\n"
                 "  W [nDim x 1] Parameter vector\n"
                 "  W0 [1x1] Bias term\n"
                 "  stat [struct] \n");

  data_X = (mxArray*)prhs[0];
  
  /* check the input matrix X */ 
  if( !mxIsUint8(data_X) || mxIsSparse(data_X) )
    mexErrMsgTxt("The features X must be a dense matrix of uint8.");

  if (mxGetNumberOfDimensions(data_X) != 2)
        mexErrMsgTxt("Input argument X must be two dimensional");

  if(nrhs >= 12)
    verb = (int)mxGetScalar(prhs[11]);
  else
    verb = DEFAULT_VERB;

  X0 = (double)mxGetScalar(prhs[1]);

  if( !mxIsDouble(prhs[2]))
    mexErrMsgTxt("The labels y must be a dense vector of doubles.");

  data_y = (double*)mxGetPr(prhs[2]);

  if(LIBOCAS_MAX(mxGetM(prhs[2]),mxGetN(prhs[2])) != mxGetN(prhs[0]))
    mexErrMsgTxt("Length of vector y must equl to the number of columns of matrix X.");

  /********************************************/
  /* zmenit */
  /********************************************/
  nDim = mxGetM(prhs[0])*8;
/*  nDim = mxGetM(prhs[0]);*/

  if(verb)
  {
    mexPrintf("Input data statistics:\n"
              "   # of examples  : %d\n"
              "   dimensionality : %d\n",
              mxGetN(data_X), nDim);
  }


  num_of_Cs = LIBOCAS_MAX(mxGetN(prhs[3]),mxGetM(prhs[3]));
  if(num_of_Cs == 1)
  {
    C = (double)mxGetScalar(prhs[3]);
  }
  else
  {
    vec_C = (double*)mxGetPr(prhs[3]);
  }

  if(nrhs >= 5)
    Method = (uint32_t)mxGetScalar(prhs[4]);
  else
    Method = DEFAULT_METHOD;

  if(nrhs >= 6)
    TolRel = (double)mxGetScalar(prhs[5]);
  else
    TolRel = DEFAULT_TOLREL;

  if(nrhs >= 7)    
    TolAbs = (double)mxGetScalar(prhs[6]);
  else
    TolAbs = DEFAULT_TOLABS;

  if(nrhs >= 8)
    QPBound = (double)mxGetScalar(prhs[7]);
  else
    QPBound = DEFAULT_QPVALUE;

  if(nrhs >= 9)
    BufSize = (uint32_t)mxGetScalar(prhs[8]);
  else
    BufSize = DEFAULT_BUFSIZE;

  if(nrhs >= 10 && mxIsInf(mxGetScalar(prhs[9])) == false)
    nData = (uint32_t)mxGetScalar(prhs[9]);
  else
    nData = mxGetN(data_X);
      
  if(nData < 1 || nData > mxGetN(prhs[0])) 
    mexErrMsgTxt("Improper value of argument nData.");

  if(num_of_Cs > 1 && num_of_Cs < nData)
    mexErrMsgTxt("Length of the vector C less than the number of examples.");

  if(nrhs >= 11)
    MaxTime = (double)mxGetScalar(prhs[10]);
  else
    MaxTime = DEFAULT_MAXTIME;



  /*----------------------------------------------------------------
    Print setting
  -------------------------------------------------------------------*/
  if(verb)
  {
    mexPrintf("Setting:\n");

    if( num_of_Cs == 1)
      mexPrintf("   C              : %f\n", C);
    else
      mexPrintf("   C              : different for each example\n");

    mexPrintf("   bias           : %.0f\n"
              "   # of examples  : %d\n"
              "   solver         : %d\n"
              "   cache size     : %d\n"
              "   TolAbs         : %f\n"
              "   TolRel         : %f\n"
              "   QPValue        : %f\n"
              "   MaxTime        : %f [s]\n"
              "   verb           : %d\n",
              X0, nData, Method,BufSize,TolAbs,TolRel, QPBound, MaxTime, verb);
  }
  
  /* learned weight vector */
  plhs[0] = (mxArray*)mxCreateDoubleMatrix(nDim,1,mxREAL);
  W = (double*)mxGetPr(plhs[0]);
  if(W == NULL) mexErrMsgTxt("Not enough memory for vector W.");

  oldW = (double*)mxCalloc(nDim,sizeof(double));
  if(oldW == NULL) mexErrMsgTxt("Not enough memory for vector oldW.");

  W0 = 0;
  oldW0 = 0;

  A0 = mxCalloc(BufSize,sizeof(A0[0]));
  if(A0 == NULL) mexErrMsgTxt("Not enough memory for vector A0.");

  /* allocate buffer for computing cutting plane */
  new_a = (double*)mxCalloc(nDim,sizeof(double));
  if(new_a == NULL) 
    mexErrMsgTxt("Not enough memory for auxiliary cutting plane buffer new_a.");  

  if(num_of_Cs > 1)
  {
    for(i=0; i < nData; i++) 
      data_y[i] = data_y[i]*vec_C[i];
  }

  /* init cutting plane buffer */
  full_A = mxCalloc(BufSize*nDim,sizeof(double));
  if( full_A == NULL )
    mexErrMsgTxt("Not enough memory for cutting plane buffer full_A.");    


  /* select function to print progress info */
  void (*print_function)(ocas_return_value_T);
  if(verb) 
  {
    mexPrintf("Starting optimization:\n");
    print_function = &ocas_print;
  }
  else 
  {
    print_function = &ocas_print_null;
  }

  init_time=get_time()-init_time;
    
  if(num_of_Cs == 1)
    ocas = svm_ocas_solver( C, nData, TolRel, TolAbs, QPBound, MaxTime,BufSize, Method, 
                              &full_compute_W, &update_W, &full_bool_add_new_cut, 
                              &full_bool_compute_output, &qsort_data, print_function, 0);
   else
      ocas = svm_ocas_solver_difC( vec_C, nData, TolRel, TolAbs, QPBound, MaxTime,BufSize, Method, 
                              &full_compute_W, &update_W, &full_bool_add_new_cut, 
                              &full_bool_compute_output, &qsort_data, print_function, 0);

  total_time=get_time()-total_time;

  if(verb)
  {
    mexPrintf("Stopping condition: ");
    switch( ocas.exitflag )
    {
       case 1: mexPrintf("1-Q_D/Q_P <= TolRel(=%f) satisfied.\n", TolRel); break;
       case 2: mexPrintf("Q_P-Q_D <= TolAbs(=%f) satisfied.\n", TolAbs); break;
       case 3: mexPrintf("Q_P <= QPBound(=%f) satisfied.\n", QPBound); break;
       case 4: mexPrintf("Optimization time (=%f) >= MaxTime(=%f).\n", ocas.ocas_time, MaxTime); 
         break;
       case -1: mexPrintf("Has not converged!\n" ); break;
       case -2: mexPrintf("Not enough memory for the solver.\n" ); break;
    }

    mexPrintf("Timing statistics:\n"
              "   init_time      : %f[s]\n"
              "   qp_solver_time : %f[s]\n"
              "   sort_time      : %f[s]\n"
              "   output_time    : %f[s]\n"
              "   add_time       : %f[s]\n"
              "   w_time         : %f[s]\n"
              "   print_time     : %f[s]\n"
              "   ocas_time      : %f[s]\n"
              "   total_time     : %f[s]\n",
              init_time, ocas.qp_solver_time, ocas.sort_time, ocas.output_time, 
              ocas.add_time, ocas.w_time, ocas.print_time, ocas.ocas_time, total_time);

    mexPrintf("Training error: %.4f%%\n", 100*(double)ocas.trn_err/(double)nData);
  }

  if(num_of_Cs > 1)
  {
    for(i=0; i < nData; i++) 
      data_y[i] = data_y[i]/vec_C[i];
  }

  plhs[1] = mxCreateDoubleScalar( W0 );
  
  const char *field_names[] = {"nTrnErrors","Q_P","Q_D","nIter","nCutPlanes","exitflag",
                               "init_time","output_time","sort_time","qp_solver_time","add_time",
                               "w_time","print_time","ocas_time","total_time"}; 
  mwSize dims[2] = {1,1};  

  plhs[2] = mxCreateStructArray(2, dims, (sizeof(field_names)/sizeof(*field_names)), field_names);
  
  mxSetField(plhs[2],0,"nIter",mxCreateDoubleScalar((double)ocas.nIter));
  mxSetField(plhs[2],0,"nCutPlanes",mxCreateDoubleScalar((double)ocas.nCutPlanes));
  mxSetField(plhs[2],0,"nTrnErrors",mxCreateDoubleScalar(ocas.trn_err)); 
  mxSetField(plhs[2],0,"Q_P",mxCreateDoubleScalar(ocas.Q_P)); 
  mxSetField(plhs[2],0,"Q_D",mxCreateDoubleScalar(ocas.Q_D)); 
  mxSetField(plhs[2],0,"init_time",mxCreateDoubleScalar(init_time)); 
  mxSetField(plhs[2],0,"output_time",mxCreateDoubleScalar(ocas.output_time)); 
  mxSetField(plhs[2],0,"sort_time",mxCreateDoubleScalar(ocas.sort_time)); 
  mxSetField(plhs[2],0,"qp_solver_time",mxCreateDoubleScalar(ocas.qp_solver_time)); 
  mxSetField(plhs[2],0,"add_time",mxCreateDoubleScalar(ocas.add_time)); 
  mxSetField(plhs[2],0,"w_time",mxCreateDoubleScalar(ocas.w_time)); 
  mxSetField(plhs[2],0,"print_time",mxCreateDoubleScalar(ocas.print_time)); 
  mxSetField(plhs[2],0,"ocas_time",mxCreateDoubleScalar(ocas.ocas_time)); 
  mxSetField(plhs[2],0,"total_time",mxCreateDoubleScalar(total_time)); 
  mxSetField(plhs[2],0,"exitflag",mxCreateDoubleScalar((double)ocas.exitflag)); 

  return;
}