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//
// svm.hpp
// support vector machine
//
// Created by Joshua Lynch on 6/19/2013.
// Copyright (c) 2013 Schloss Lab. All rights reserved.
//
#ifndef svm_hpp_
#define svm_hpp_
#include <algorithm>
#include <cmath>
#include <deque>
#include <exception>
#include <list>
#include <map>
#include <set>
#include <stack>
#include <string>
#include <sstream>
#include "mothurout.h"
#include "utils.hpp"
// For the purpose of training a support vector machine
// we need to calculate a dot product between two feature
// vectors. In general these feature vectors are not
// restricted to lists of doubles, but in this implementation
// feature vectors (or 'observations' as they will be called from here on)
// will be vectors of doubles.
typedef vector<double> Observation;
/*
class Observation {
public:
Observation() = default;
~Observation() = default;
private:
vector<double> obs;
};
*/
// A dataset is a collection of labeled observations.
// The ObservationVector typedef is a vector
// of pointers to ObservationVectors. Pointers are used here since
// datasets will be rearranged many times during cross validation.
// Using pointers to Observations makes copying the elements of
// an ObservationVector cheap.
typedef vector<Observation*> ObservationVector;
// Training a support vector machine requires labeled data. The
// Label typedef defines what will constitute a class 'label' in
// this implementation.
typedef string Label;
typedef vector<Label> LabelVector;
typedef set<Label> LabelSet;
// Pairs of class labels are important because a support vector machine
// can only learn two classes of data. The LabelPair typedef is a vector
// even though a pair might seem more natural, but it is useful to
// iterate over the pair.
typedef vector<Label> LabelPair;
LabelPair buildLabelPair(const Label& one, const Label& two);
// Learning to classify a dataset with more than two classes requires
// training a separate support vector machine for each pair of classes.
// The LabelPairSet typedef defines a container for the collection of
// all unique label pairs for a set of data.
typedef set<LabelPair> LabelPairSet;
// A dataset is a set of observations with associated labels. The
// LabeledObservation typedef is a label-observation pair intended to
// hold one observation and its corresponding label. Using a pointer
// to Observation makes these objects cheap to copy.
//typedef pair<Label, Observation*> LabeledObservation;
// This is a refactoring of the original LabeledObservation typedef.
// The original typedef has been promoted to a class in order to add
// at least one additional member variable, int datasetIndex, which
// will be used to implement kernel function optimizations.
class LabeledObservation {
public:
LabeledObservation(int _datasetIndex, Label _label, Observation* _o) : datasetIndex(_datasetIndex), first(_label), second(_o) {}
~LabeledObservation() = default;
void removeFeatureAtIndex(int n) {
int m = 0;
Observation::iterator i = second->begin();
while ( m < n ) {
i++;
m++;
}
second->erase(i);
}
int getDatasetIndex() const { return datasetIndex; }
Label getLabel() const { return first; }
Observation* getObservation() const { return second; }
//private:
int datasetIndex;
Label first;
Observation* second;
};
// A LabeledObservationVector is a container for an entire dataset (or a
// subset of an entire dataset).
typedef vector<LabeledObservation> LabeledObservationVector;
void buildLabelSet(LabelSet&, const LabeledObservationVector&);
double getMinimumFeatureValueForObservation(Observation::size_type featureIndex, LabeledObservationVector& observations);
double getMaximumFeatureValueForObservation(Observation::size_type featureIndex, LabeledObservationVector& observations);
void transformZeroOne(LabeledObservationVector&);
void transformZeroMeanUnitVariance(LabeledObservationVector&);
class Feature {
public:
Feature(int i, const string& l) : index(i), label(l) {}
Feature(const Feature& f) : index(f.index), label(f.label) {}
~Feature() = default;
int getFeatureIndex() const { return index; }
void setFeatureIndex(int i) { index = i; }
string getFeatureLabel() const { return label; }
private:
int index;
string label;
};
typedef list<Feature> FeatureList;
typedef vector<Feature> FeatureVector;
// might make sense for this to be a member function of SvmDataset
FeatureVector applyStdThreshold(double, LabeledObservationVector&, FeatureVector&);
// A RankedFeature is just a Feature and a its associated 'rank', where
// rank is the SVM-RFE iteration during which the feature was eliminated.
// If the SVM-RFE method eliminates multiple features in an iteration
// then some features will have the same rank.
class RankedFeature {
public:
RankedFeature(const Feature& f, int r) : feature(f), rank(r) {}
~RankedFeature() = default;
Feature getFeature() const { return feature; }
int getRank() const { return rank; }
private:
Feature feature;
int rank;
};
typedef list<RankedFeature> RankedFeatureList;
// The SvmDataset class encapsulates labeled observations and feature information.
// All data required to train SVMs is found in SvmDataset.
class SvmDataset {
public:
SvmDataset(const LabeledObservationVector& v, const FeatureVector& f) : labeledObservationVector(v), featureVector(f) {}
~SvmDataset() = default;
LabeledObservationVector& getLabeledObservationVector() { return labeledObservationVector; }
FeatureVector& getFeatureVector() { return featureVector; }
void removeFeature(const Feature feature) {
}
private:
LabeledObservationVector labeledObservationVector;
FeatureVector featureVector;
};
//
// 0 - print no optional information (quiet)
// 1 - print minimum optional information (info)
// 2 - print a little more optional information (debug)
// 3 - print the maximum amount of optional information (trace)
//
class OutputFilter {
public:
OutputFilter(int v) : verbosity(v) {}
OutputFilter(const OutputFilter& of) : verbosity(of.verbosity) {}
~OutputFilter() = default;
bool info() const { return verbosity >= INFO; }
bool debug() const { return verbosity >= mDEBUG; }
bool trace() const { return verbosity >= TRACE; }
static const int QUIET;
static const int INFO;
static const int mDEBUG;
static const int TRACE;
private:
const int verbosity;
};
// Dividing a dataset into training and testing sets while maintaing equal
// representation of all classes is done using a LabelToLabeledObservationVector.
// This container is used to divide datasets into groups of LabeledObservations
// having the same label. For example, given a LabeledObservationVector like
// ["blue", [1.0, 2.0, 3.0]]
// ["green", [3.0, 4.0, 5.0]]
// ["blue", [2,0, 3.0. 4.0]]
// ["green", [4.0, 5.0, 6.0]]
// the corresponding LabelToLabeledObservationVector looks like
// "blue", [["blue", [1.0, 2.0, 3.0]], ["blue", [2,0, 3.0. 4.0]]]
// "green", [["green", [3.0, 4.0, 5.0]], ["green", [4.0, 5.0, 6.0]]]
typedef map<Label, LabeledObservationVector> LabelToLabeledObservationVector;
void buildLabelToLabeledObservationVector(LabelToLabeledObservationVector&, const LabeledObservationVector&);
// A support vector machine uses +1 and -1 in calculations to represent
// the two classes of data it is trained to distinguish. The NumericClassToLabel
// container is used to record the labels associated with these integers.
// For a dataset with labels "blue" and "green" a NumericClassToLabel map looks like
// 1, "blue"
// -1, "green"
typedef map<int, Label> NumericClassToLabel;
void buildNumericClassToLabelMap(LabelPair);
typedef double Parameter;
typedef string ParameterName;
typedef vector<double> ParameterRange;
typedef map<ParameterName, ParameterRange> ParameterRangeMap;
typedef map<string, ParameterRangeMap> KernelParameterRangeMap;
void getDefaultKernelParameterRangeMap(KernelParameterRangeMap& kernelParameterRangeMap);
typedef map<ParameterName, Parameter> ParameterMap;
typedef vector<ParameterMap> ParameterMapVector;
typedef stack<Parameter> ParameterStack;
class ParameterSetBuilder {
public:
// If the argument ParameterRangeMap looks like this:
// { "a" : [1.0, 2.0], "b" : [-1.0, 1.0], "c" : [0.5, 0.6] }
// then the list of parameter sets looks like this:
// [ {"a":1.0, "b":-1.0, "c":0.5},
// {"a":1.0, "b":-1.0, "c":0.6},
// {"a":1.0, "b": 1.0, "c":0.5},
// {"a":1.0, "b": 1.0, "c":0.6},
// {"a":2.0, "b":-1.0, "c":0.5},
// {"a":2.0, "b":-1.0, "c":0.6},
// {"a":2.0, "b": 1.0, "c":0.5},
// {"a":2.0, "b": 1.0, "c":0.6},
// ]
ParameterSetBuilder(const ParameterRangeMap& parameterRangeMap) {
// a small step toward quieting down this code
bool verbose = false;
stack<pair<ParameterName, ParameterStack> > stackOfParameterRanges;
stack<pair<ParameterName, ParameterStack> > stackOfEmptyParameterRanges;
ParameterMap nextParameterSet;
int parameterSetCount = 1;
for ( ParameterRangeMap::const_iterator i = parameterRangeMap.begin(); i != parameterRangeMap.end(); i++ ) {
parameterSetCount *= i->second.size();
ParameterName parameterName = i->first;
ParameterStack emptyParameterStack;
stackOfEmptyParameterRanges.push(make_pair(parameterName, emptyParameterStack));
}
// get started
for ( int n = 0; n < parameterSetCount; n++ ) {
if (verbose) m->mothurOut("n = " + toString(n) ); m->mothurOutEndLine();
// pull empty stacks off until there are no empty stacks
while ( stackOfParameterRanges.size() > 0 and stackOfParameterRanges.top().second.size() == 0 ) {
if (verbose) m->mothurOut(" empty parameter range: " + stackOfParameterRanges.top().first); m->mothurOutEndLine();
stackOfEmptyParameterRanges.push(stackOfParameterRanges.top());
stackOfParameterRanges.pop();
}
// move to the next value for the parameter at the top of the stackOfParameterRanges
if ( stackOfParameterRanges.size() > 0 ) {
if (verbose) {
m->mothurOut( " moving to next value for parameter " + toString(stackOfParameterRanges.top().first) ); m->mothurOutEndLine();
m->mothurOut( " next value is " + toString(stackOfParameterRanges.top().second.top()) ); m->mothurOutEndLine();
}
ParameterName parameterName = stackOfParameterRanges.top().first;
nextParameterSet[parameterName] = stackOfParameterRanges.top().second.top();
stackOfParameterRanges.top().second.pop();
}
if (verbose) m->mothurOut( "stack of empty parameter ranges has size " + toString(stackOfEmptyParameterRanges.size() ) ); m->mothurOutEndLine();
// reset each parameter range that has been exhausted
while ( stackOfEmptyParameterRanges.size() > 0 ) {
ParameterName parameterName = stackOfEmptyParameterRanges.top().first;
if (verbose) m->mothurOut( " reseting range for parameter " + toString(stackOfEmptyParameterRanges.top().first) ); m->mothurOutEndLine();
stackOfParameterRanges.push(stackOfEmptyParameterRanges.top());
stackOfEmptyParameterRanges.pop();
const ParameterRange& parameterRange = parameterRangeMap.find(parameterName)->second;
// it is nice to have the parameters used in order smallest to largest
// so that we choose the smallest in ties
// but we will not enforce this so users can specify parameters in the order they like
// this loop will use parameters in the order they are found in the parameter range
for (ParameterRange::const_reverse_iterator i = parameterRange.rbegin(); i != parameterRange.rend(); i++ ) {
stackOfParameterRanges.top().second.push(*i);
}
nextParameterSet[parameterName] = stackOfParameterRanges.top().second.top();
stackOfParameterRanges.top().second.pop();
}
parameterSetVector.push_back(nextParameterSet);
// print out the next parameter set
if (verbose) {
for (ParameterMap::iterator p = nextParameterSet.begin(); p != nextParameterSet.end(); p++) {
m->mothurOut(toString(p->first) + " : " + toString(p->second) ); m->mothurOutEndLine();
}
}
}
}
~ParameterSetBuilder() = default;
const ParameterMapVector& getParameterSetList() { return parameterSetVector; }
private:
ParameterMapVector parameterSetVector;
MothurOut* m;
};
class RowCache {
public:
RowCache(int d) { //: cache(d, nullptr)
for (int i = 0; i < d; i++) { cache.push_back(nullptr); }
}
virtual ~RowCache() {
for (int i = 0; i < cache.size(); i++) {
if ( !rowNotCached(i) ) {
delete cache[i];
}
}
}
double getCachedValue(int i, int j) {
if ( rowNotCached(i) ) {
createRow(i);
}
return cache.at(i)->at(j);
}
void createRow(int i) {
cache[i] = new vector<double>(cache.size(), numeric_limits<double>::signaling_NaN());
for ( int v = 0; v < cache.size(); v++ ) {
cache.at(i)->at(v) = calculateValueForCache(i, v);
}
}
bool rowNotCached(int i) {
return cache[i] == nullptr;
}
virtual double calculateValueForCache(int, int) = 0;
private:
vector<vector<double>* > cache;
};
class InnerProductRowCache : public RowCache {
public:
InnerProductRowCache(const LabeledObservationVector& _obs) : obs(_obs), RowCache(_obs.size()) {}
virtual ~InnerProductRowCache() = default;
double getInnerProduct(const LabeledObservation& obs_i, const LabeledObservation& obs_j) {
return getCachedValue(
obs_i.datasetIndex,
obs_j.datasetIndex
);
}
double calculateValueForCache(int i, int j) {
return inner_product(obs[i].second->begin(), obs[i].second->end(), obs[j].second->begin(), 0.0);
}
private:
const LabeledObservationVector& obs;
};
// The KernelFunction class caches a partial kernel value that does not depend on kernel parameters.
class KernelFunction {
public:
//KernelFunction(const LabeledObservationVector& _obs, InnerProductCache& _ipc) : obs(_obs), innerProductRowCache(_ipc) {}
KernelFunction(const LabeledObservationVector& _obs) :
obs(_obs),
cache(_obs.size(), nullptr) {}
virtual ~KernelFunction() {
for (int i = 0; i < cache.size(); i++) {
if ( !rowNotCached(i) ) {
delete cache[i];
}
}
}
virtual double similarity(const LabeledObservation&, const LabeledObservation&) = 0;
virtual void setParameters(const ParameterMap&) = 0;
virtual void getDefaultParameterRanges(ParameterRangeMap&) = 0;
virtual double calculateParameterFreeSimilarity(const LabeledObservation&, const LabeledObservation&) = 0;
double getCachedParameterFreeSimilarity(const LabeledObservation& obs_i, const LabeledObservation& obs_j) {
const int i = obs_i.datasetIndex;
const int j = obs_j.datasetIndex;
if ( rowNotCached(i) ) {
cache[i] = new vector<double>(obs.size(), numeric_limits<double>::signaling_NaN());
for ( int v = 0; v < obs.size(); v++ ) {
cache.at(i)->at(v) = calculateParameterFreeSimilarity(obs[i], obs[v]);
}
}
return cache.at(i)->at(j);
}
bool rowNotCached(int i) {
return cache[i] == nullptr;
}
private:
const LabeledObservationVector& obs;
//vector<vector<double> > cache;
vector<vector<double>* > cache;
//InnerProductRowCache& innerProductCache;
};
class LinearKernelFunction : public KernelFunction {
public:
// parameters must be set before using a KernelFunction is used
LinearKernelFunction(const LabeledObservationVector& _obs) : KernelFunction(_obs), constant(0.0) {}
~LinearKernelFunction() = default;
double similarity(const LabeledObservation& i, const LabeledObservation& j) {
return getCachedParameterFreeSimilarity(i, j) + constant;
}
double calculateParameterFreeSimilarity(const LabeledObservation& i, const LabeledObservation& j) {
return inner_product(i.second->begin(), i.second->end(), j.second->begin(), 0.0);
}
double getConstant() { return constant; }
void setConstant(double c) { constant = c; }
void setParameters(const ParameterMap& p) {
setConstant(p.find(MapKey_Constant)->second);
};
void getDefaultParameterRanges(ParameterRangeMap& p) {
p[MapKey_Constant] = defaultConstantRange;
}
static const string MapKey;
static const string MapKey_Constant;
static const ParameterRange defaultConstantRange;
private:
double constant;
};
class RbfKernelFunction : public KernelFunction {
public:
// parameters must be set before a KernelFunction is used
RbfKernelFunction(const LabeledObservationVector& _obs) : KernelFunction(_obs), gamma(0.0) {}
~RbfKernelFunction() = default;
double similarity(const LabeledObservation& i, const LabeledObservation& j) {
//double sumOfSquaredDifs = 0.0;
//for (int n = 0; n < i.second->size(); n++) {
// sumOfSquaredDifs += pow((i.second->at(n) - j.second->at(n)), 2.0);
//}
return gamma * getCachedParameterFreeSimilarity(i, j);
}
double calculateParameterFreeSimilarity(const LabeledObservation& i, const LabeledObservation& j) {
//double sumOfSquaredDifs = 0.0;
//for (int n = 0; n < i.second->size(); n++) {
// sumOfSquaredDifs += pow((i.second->at(n) - j.second->at(n)), 2.0);
//}
double sumOfSquaredDifs =
inner_product(i.second->begin(), i.second->end(), i.second->begin(), 0.0)
- 2.0 * inner_product(i.second->begin(), i.second->end(), j.second->begin(), 0.0)
+ inner_product(j.second->begin(), j.second->end(), j.second->begin(), 0.0);
return exp(sqrt(sumOfSquaredDifs));
}
double getGamma() { return gamma; }
void setGamma(double g) { gamma = g; }
void setParameters(const ParameterMap& p) {
setGamma(p.find(MapKey_Gamma)->second);
}
void getDefaultParameterRanges(ParameterRangeMap& p) {
p[MapKey_Gamma] = defaultGammaRange;
}
static const string MapKey;
static const string MapKey_Gamma;
static const ParameterRange defaultGammaRange;
private:
double gamma;
};
class PolynomialKernelFunction : public KernelFunction {
public:
// parameters must be set before using a KernelFunction is used
PolynomialKernelFunction(const LabeledObservationVector& _obs) : KernelFunction(_obs), c(0.0), gamma(0.0), d(0) {}
~PolynomialKernelFunction() = default;
double similarity(const LabeledObservation& i, const LabeledObservation& j) {
return pow((gamma * getCachedParameterFreeSimilarity(i, j) + c), d);
//return pow(inner_product(i.second->begin(), i.second->end(), j.second->begin(), c), d);
}
double calculateParameterFreeSimilarity(const LabeledObservation& i, const LabeledObservation& j) {
return inner_product(i.second->begin(), i.second->end(), j.second->begin(), 0.0);
}
void setParameters(const ParameterMap& p) {
c = p.find(MapKey_Constant)->second;
gamma = p.find(MapKey_Coefficient)->second;
d = int(p.find(MapKey_Degree)->second);
}
void getDefaultParameterRanges(ParameterRangeMap& p) {
p[MapKey_Constant] = defaultConstantRange;
p[MapKey_Coefficient] = defaultCoefficientRange;
p[MapKey_Degree] = defaultDegreeRange;
}
static const string MapKey;
static const string MapKey_Constant;
static const string MapKey_Coefficient;
static const string MapKey_Degree;
static const ParameterRange defaultConstantRange;
static const ParameterRange defaultCoefficientRange;
static const ParameterRange defaultDegreeRange;
private:
double c;
double gamma;
int d;
};
class SigmoidKernelFunction : public KernelFunction {
public:
// parameters must be set before using a KernelFunction is used
SigmoidKernelFunction(const LabeledObservationVector& _obs) : KernelFunction(_obs), alpha(0.0), c(0.0) {}
~SigmoidKernelFunction() = default;
double similarity(const LabeledObservation& i, const LabeledObservation& j) {
return tanh(alpha * getCachedParameterFreeSimilarity(i, j) + c);
//return tanh(alpha * inner_product(i.second->begin(), i.second->end(), j.second->begin(), c));
}
double calculateParameterFreeSimilarity(const LabeledObservation& i, const LabeledObservation& j) {
return inner_product(i.second->begin(), i.second->end(), j.second->begin(), 0.0);
}
void setParameters(const ParameterMap& p) {
alpha = p.find(MapKey_Alpha)->second;
c = p.find(MapKey_Constant)->second;
}
void getDefaultParameterRanges(ParameterRangeMap& p) {
p[MapKey_Alpha] = defaultAlphaRange;
p[MapKey_Constant] = defaultConstantRange;
}
static const string MapKey;
static const string MapKey_Alpha;
static const string MapKey_Constant;
static const ParameterRange defaultAlphaRange;
static const ParameterRange defaultConstantRange;
private:
double alpha;
double c;
};
class KernelFactory {
public:
static KernelFunction* getKernelFunctionForKey(string kernelFunctionKey, const LabeledObservationVector& obs) {
if ( kernelFunctionKey == LinearKernelFunction::MapKey ) {
return new LinearKernelFunction(obs);
}
else if ( kernelFunctionKey == RbfKernelFunction::MapKey ) {
return new RbfKernelFunction(obs);
}
else if ( kernelFunctionKey == PolynomialKernelFunction::MapKey ) {
return new PolynomialKernelFunction(obs);
}
else if ( kernelFunctionKey == SigmoidKernelFunction::MapKey ) {
return new SigmoidKernelFunction(obs);
}
else {
throw new exception();
}
}
};
typedef map<string, KernelFunction*> KernelFunctionMap;
// An instance of KernelFunctionFactory dynamically allocates kernel function
// instances and maintains a table of pointers to them. This allows kernel
// function instances to be reused which improves performance since the
// kernel values do not have to be recalculated as often. A KernelFunctionFactory
// maintains an inner product cache used by the KernelFunctions it builds.
class KernelFunctionFactory {
public:
KernelFunctionFactory(const LabeledObservationVector& _obs) : obs(_obs) {}
~KernelFunctionFactory() {
for ( KernelFunctionMap::iterator i = kernelFunctionTable.begin(); i != kernelFunctionTable.end(); i++ ) {
delete i->second;
}
}
KernelFunction& getKernelFunctionForKey(string kernelFunctionKey) {
if ( kernelFunctionTable.count(kernelFunctionKey) == 0 ) {
kernelFunctionTable.insert(
make_pair(
kernelFunctionKey,
KernelFactory::getKernelFunctionForKey(kernelFunctionKey, obs)
)
);
}
return *kernelFunctionTable[kernelFunctionKey];
}
private:
const LabeledObservationVector& obs;
KernelFunctionMap kernelFunctionTable;
//InnerProductCache innerProductCache;
};
class KernelFunctionCache {
public:
KernelFunctionCache(KernelFunction& _k, const LabeledObservationVector& _obs) :
k(_k), obs(_obs),
cache(_obs.size(), nullptr) {}
~KernelFunctionCache() {
for (int i = 0; i < cache.size(); i++) {
if ( !rowNotCached(i) ) {
delete cache[i];
}
}
}
double similarity(const LabeledObservation& obs_i, const LabeledObservation& obs_j) {
const int i = obs_i.datasetIndex;
const int j = obs_j.datasetIndex;
// if the first element of row i is NaN then calculate all elements for row i
if ( rowNotCached(i) ) {
cache[i] = new vector<double>(obs.size(), numeric_limits<double>::signaling_NaN());
for ( int v = 0; v < obs.size(); v++ ) {
cache.at(i)->at(v) = k.similarity(
obs[i],
obs[v]
);
}
}
return cache.at(i)->at(j);
}
bool rowNotCached(int i) {
return cache[i] == nullptr;
}
private:
KernelFunction& k;
const LabeledObservationVector& obs;
//vector<vector<double> > cache;
vector<vector<double>* > cache;
};
// The SVM class implements the Support Vector Machine
// discriminant function. Instances are constructed with
// a vector of class labels (+1.0 or -1.0), a vector of dual
// coefficients, a vector of observations, and a bias value.
//
// The class SmoTrainer is responsible for determining the dual
// coefficients and bias value.
//
class SVM {
public:
SVM(const vector<double>& yy, const vector<double>& aa, const LabeledObservationVector& oo, double bb, const NumericClassToLabel& mm) :
y(yy), a(aa), x(oo), b(bb), discriminantToLabel(mm) {}
~SVM() = default;
// the classify method should accept a list of observations?
int discriminant(const Observation&) const;
Label classify(const Observation& observation) const {
//return discriminantToLabel[discriminant(observation)];
return discriminantToLabel.find(discriminant(observation))->second;
}
LabelVector classify(const LabeledObservationVector&) const;
double score(const LabeledObservationVector&) const;
NumericClassToLabel getDiscriminantToLabel() const { return discriminantToLabel; }
LabelPair getLabelPair() const { return buildLabelPair(discriminantToLabel.find(1)->second, discriminantToLabel.find(-1)->second); }
public:
// y holds the numeric class: +1.0 or -1.0
const vector<double> y;
// a holds the optimal dual coefficients
const vector<double> a;
// x holds the support vectors
const LabeledObservationVector x;
const double b;
const NumericClassToLabel discriminantToLabel;
};
class SvmPerformanceSummary {
public:
SvmPerformanceSummary() = default;
// this constructor should be used by clients other than tests
SvmPerformanceSummary(const SVM& svm, const LabeledObservationVector& actual) {
init(svm, actual, svm.classify(actual));
}
// this constructor is intended for unit testing
SvmPerformanceSummary(const SVM& svm, const LabeledObservationVector& actual, const LabelVector& predictions) {
init(svm, actual, predictions);
}
Label getPositiveClassLabel() const { return positiveClassLabel; }
Label getNegativeClassLabel() const { return negativeClassLabel; }
double getPrecision() const { return precision; }
double getRecall() const { return recall; }
double getF() const { return f; }
double getAccuracy() const { return accuracy; }
private:
void init(const SVM&, const LabeledObservationVector&, const LabelVector&);
//const SVM& svm;
Label positiveClassLabel;
Label negativeClassLabel;
double precision;
double recall;
double f;
double accuracy;
};
class MultiClassSvmClassificationTie : public exception {
public:
MultiClassSvmClassificationTie(LabelVector& t, int c) : tiedLabels(t), tiedVoteCount(c) {}
~MultiClassSvmClassificationTie() throw() = default;
virtual const char* what() const throw() {
return "classification tie";
}
private:
const LabelVector tiedLabels;
const int tiedVoteCount;
};
typedef vector<SVM*> SvmVector;
typedef map<LabelPair, SvmPerformanceSummary> SvmToSvmPerformanceSummary;
// Using SVM with more than two classes requires training multiple SVMs.
// The MultiClassSVM uses a vector of trained SVMs to do classification
// on data having more than two classes.
class MultiClassSVM {
public:
MultiClassSVM(const vector<SVM*>, const LabelSet&, const SvmToSvmPerformanceSummary&, OutputFilter);
~MultiClassSVM();
// the classify method should accept a list of observations
Label classify(const Observation& observation);
double score(const LabeledObservationVector&);
// no need to delete these pointers
const SvmVector& getSvmList() { return twoClassSvmList; }
const LabelSet& getLabels() { return labelSet; }
const SvmPerformanceSummary& getSvmPerformanceSummary(const SVM& svm) { return svmToSvmPerformanceSummary.at(svm.getLabelPair()); }
double getAccuracy() { return accuracy; }
void setAccuracy(const LabeledObservationVector& obs) { accuracy = score(obs); }
private:
const SvmVector twoClassSvmList;
const LabelSet labelSet;
const OutputFilter outputFilter;
double accuracy;
MothurOut* m;
// this is a map from label pairs to performance summaries
SvmToSvmPerformanceSummary svmToSvmPerformanceSummary;
};
//class SvmTrainingInterruptedException : public exception {
//public:
// SvmTrainingInterruptedException(const string& m) : message(m) {}
// ~SvmTrainingInterruptedException() throw() = default;
// virtual const char* what() const throw() {
// return message.c_str();
// }
//private:
// string message;
//};
class SmoTrainerException : public exception {
public:
SmoTrainerException(const string& m) : message(m) {}
~SmoTrainerException() throw() = default;
virtual const char* what() const throw() {
return message.c_str();
}
private:
string message;
};
//class ExternalSvmTrainingInterruption {
//public:
// ExternalSvmTrainingInterruption() = default;
// virtual ~ExternalSvmTrainingInterruption() throw() = default;
// virtual bool interruptTraining() { return false; }
//};
// SmoTrainer trains a support vector machine using Sequential
// Minimal Optimization as described in the article
// "Support Vector Machine Solvers" by Bottou and Lin.
class SmoTrainer {
public:
SmoTrainer(OutputFilter of) : outputFilter(of), C(1.0) {}
~SmoTrainer() = default;
double getC() { return C; }
void setC(double C) { this->C = C; }
void setParameters(const ParameterMap& p) {
C = p.find(MapKey_C)->second;
}
SVM* train(KernelFunctionCache&, const LabeledObservationVector&);
void assignNumericLabels(vector<double>&, const LabeledObservationVector&, NumericClassToLabel&);
void elementwise_multiply(vector<double>& a, vector<double>& b, vector<double>& c) {
transform(a.begin(), a.end(), b.begin(), c.begin(), multiplies<double>());
}
static const string MapKey_C;
static const ParameterRange defaultCRange;
private:
//ExternalSvmTrainingInterruption& externalSvmTrainingInterruption;
const OutputFilter outputFilter;
double C;
};
// KFoldLabeledObservationDivider is used in cross validation to generate
// training and testing data sets of labeled observations. The labels will
// be distributed in proportion to their frequency in the data, as much as possible.
//
// Consider a data set with 100 observations from five classes. Also, let
// each class have 20 observations. If we want to do 10-fold cross validation
// then training sets should have 90 observations and test sets should have
// 10 observations. A training set should have approximately equal representation
// from each class, as should the test sets.
//
// An instance of KFoldLabeledObservationDivider will generate training and test
// sets within a for loop like this:
//
// KFoldLabeledObservationDivider X(10, allLabeledObservations);
// for (X.start(); !X.end(); X.next()) {
// const LabeledObservationVector& trainingData = X.getTrainingData();
// const LabeledObservationVector& testingData = X.getTestingData();
// // do cross validation on one fold
// }
class KFoldLabeledObservationsDivider {
public:
// initialize the k member variable to K so end() will return true if it is called before start()
// this is not perfect protection against misuse but it's better than nothing
KFoldLabeledObservationsDivider(int _K, const LabeledObservationVector& l) : K(_K), k(_K) {
buildLabelToLabeledObservationVector(labelToLabeledObservationVector, l);
}
~KFoldLabeledObservationsDivider() = default;
void start() {
k = 0;
trainingData.clear();
testingData.clear();
for (LabelToLabeledObservationVector::const_iterator p = labelToLabeledObservationVector.begin(); p != labelToLabeledObservationVector.end(); p++) {
appendKthFold(k, K, p->second, trainingData, testingData);
}
}
bool end() {
return k >= K;
}
void next() {
k++;
trainingData.clear();
testingData.clear();
for (LabelToLabeledObservationVector::const_iterator p = labelToLabeledObservationVector.begin(); p != labelToLabeledObservationVector.end(); p++) {
appendKthFold(k, K, p->second, trainingData, testingData);
}
}
int getFoldNumber() { return k; }
const LabeledObservationVector& getTrainingData() { return trainingData; }
const LabeledObservationVector& getTestingData() { return testingData; }
// Function appendKthFold takes care of partitioning the observations in x into two sets,
// one for training and one for testing. The argument K specifies how many folds
// will be requested in all. The argument k specifies which fold to return.
// An example: let K=3, k=0, and let there be 10 observations (all having the same label)
// i i%3 (i%3)==0 k=0 partition (i%3)==1 k=1 partition (i%3)==2 k=2 partition
// 0 0 true testing false training false training
// 1 1 false training true testing false training
// 2 2 false training false training true testing
// 3 0 true testing false training false training
// 4 1 false training true testing false training
// 5 2 false training false training true testing
// 6 0 true testing false training false training
// 7 1 false training true testing false training
// 8 2 false training false training true testing
// 9 0 true testing false training false training
//
static void appendKthFold(int k, int K, const LabeledObservationVector& x, LabeledObservationVector& trainingData, LabeledObservationVector& testingData) {
//for ( int i = 0; i < x.size(); i++) {
int i = 0;
for (LabeledObservationVector::const_iterator xi = x.begin(); xi != x.end(); xi++) {
if ( (i % K) == k) {
testingData.push_back(*xi);
}
else {
trainingData.push_back(*xi);
}
i++;
}
}
private:
const int K;
int k;
LabelVector labelVector;
LabelToLabeledObservationVector labelToLabeledObservationVector;
LabeledObservationVector trainingData;
LabeledObservationVector testingData;
};
// OneVsOneMultiClassSvmTrainer trains a support vector machine for each
// pair of labels in a set of data.
class OneVsOneMultiClassSvmTrainer {
public:
OneVsOneMultiClassSvmTrainer(SvmDataset&, int, int, OutputFilter&);
~OneVsOneMultiClassSvmTrainer() = default;
MultiClassSVM* train(const KernelParameterRangeMap&);
double trainOnKFolds(SmoTrainer&, KernelFunctionCache&, KFoldLabeledObservationsDivider&);
const LabelSet& getLabelSet() { return labelSet; }
const LabeledObservationVector& getLabeledObservations() { return svmDataset.getLabeledObservationVector(); }
const LabelPairSet& getLabelPairSet() { return labelPairSet; }
const LabeledObservationVector& getLabeledObservationVectorForLabel(const Label& label) { return labelToLabeledObservationVector[label]; }
const OutputFilter& getOutputFilter() { return outputFilter; }
static void buildLabelPairSet(LabelPairSet&, const LabeledObservationVector&);
static void appendTrainingAndTestingData(Label, const LabeledObservationVector&, LabeledObservationVector&, LabeledObservationVector&);
private:
const OutputFilter outputFilter;
//bool verbose;
SvmDataset& svmDataset;
const int evaluationFoldCount;
const int trainFoldCount;
LabelSet labelSet;
LabelToLabeledObservationVector labelToLabeledObservationVector;
LabelPairSet labelPairSet;
};
// A better name for this class is MsvmRfe after MSVM-RFE described in
// "MSVM-RFE: extensions of SVM-RFE for multiclass gene selection on
// DNA microarray data", Zhou and Tuck, 2007, Bioinformatics
class SvmRfe {
public:
SvmRfe() = default;
~SvmRfe() = default;
RankedFeatureList getOrderedFeatureList(SvmDataset&, OneVsOneMultiClassSvmTrainer&, const ParameterRange&, const ParameterRange&);
};
#endif /* svm_hpp_ */
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