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"""
Binding for libsvm_skl
----------------------
These are the bindings for libsvm_skl, which is a fork of libsvm[1]
that adds to libsvm some capabilities, like index of support vectors
and efficient representation of dense matrices.
These are low-level routines, but can be used for flexibility or
performance reasons. See sklearn.svm for a higher-level API.
Low-level memory management is done in libsvm_helper.c. If we happen
to run out of memory a MemoryError will be raised. In practice this is
not very helpful since hight changes are malloc fails inside svm.cpp,
where no sort of memory checks are done.
[1] https://www.csie.ntu.edu.tw/~cjlin/libsvm/
Notes
-----
Maybe we could speed it a bit further by decorating functions with
@cython.boundscheck(False), but probably it is not worth since all
work is done in lisvm_helper.c
Also, the signature mode='c' is somewhat superficial, since we already
check that arrays are C-contiguous in svm.py
Authors
-------
2010: Fabian Pedregosa <fabian.pedregosa@inria.fr>
Gael Varoquaux <gael.varoquaux@normalesup.org>
"""
import warnings
import numpy as np
cimport numpy as np
cimport libsvm
from libc.stdlib cimport free
cdef extern from *:
ctypedef struct svm_parameter:
pass
np.import_array()
################################################################################
# Internal variables
LIBSVM_KERNEL_TYPES = ['linear', 'poly', 'rbf', 'sigmoid', 'precomputed']
################################################################################
# Wrapper functions
def fit(
np.ndarray[np.float64_t, ndim=2, mode='c'] X,
np.ndarray[np.float64_t, ndim=1, mode='c'] Y,
int svm_type=0, kernel='rbf', int degree=3,
double gamma=0.1, double coef0=0., double tol=1e-3,
double C=1., double nu=0.5, double epsilon=0.1,
np.ndarray[np.float64_t, ndim=1, mode='c']
class_weight=np.empty(0),
np.ndarray[np.float64_t, ndim=1, mode='c']
sample_weight=np.empty(0),
int shrinking=1, int probability=0,
double cache_size=100.,
int max_iter=-1,
int random_seed=0):
"""
Train the model using libsvm (low-level method)
Parameters
----------
X : array-like, dtype=float64, size=[n_samples, n_features]
Y : array, dtype=float64, size=[n_samples]
target vector
svm_type : {0, 1, 2, 3, 4}, optional
Type of SVM: C_SVC, NuSVC, OneClassSVM, EpsilonSVR or NuSVR
respectively. 0 by default.
kernel : {'linear', 'rbf', 'poly', 'sigmoid', 'precomputed'}, optional
Kernel to use in the model: linear, polynomial, RBF, sigmoid
or precomputed. 'rbf' by default.
degree : int32, optional
Degree of the polynomial kernel (only relevant if kernel is
set to polynomial), 3 by default.
gamma : float64, optional
Gamma parameter in rbf, poly and sigmoid kernels. Ignored by other
kernels. 0.1 by default.
coef0 : float64, optional
Independent parameter in poly/sigmoid kernel. 0 by default.
tol : float64, optional
Numeric stopping criterion (WRITEME). 1e-3 by default.
C : float64, optional
C parameter in C-Support Vector Classification. 1 by default.
nu : float64, optional
0.5 by default.
epsilon : double, optional
0.1 by default.
class_weight : array, dtype float64, shape (n_classes,), optional
np.empty(0) by default.
sample_weight : array, dtype float64, shape (n_samples,), optional
np.empty(0) by default.
shrinking : int, optional
1 by default.
probability : int, optional
0 by default.
cache_size : float64, optional
Cache size for gram matrix columns (in megabytes). 100 by default.
max_iter : int (-1 for no limit), optional.
Stop solver after this many iterations regardless of accuracy
(XXX Currently there is no API to know whether this kicked in.)
-1 by default.
random_seed : int, optional
Seed for the random number generator used for probability estimates.
0 by default.
Returns
-------
support : array, shape=[n_support]
index of support vectors
support_vectors : array, shape=[n_support, n_features]
support vectors (equivalent to X[support]). Will return an
empty array in the case of precomputed kernel.
n_class_SV : array
number of support vectors in each class.
sv_coef : array
coefficients of support vectors in decision function.
intercept : array
intercept in decision function
probA, probB : array
probability estimates, empty array for probability=False
"""
cdef svm_parameter param
cdef svm_problem problem
cdef svm_model *model
cdef const char *error_msg
cdef np.npy_intp SV_len
cdef np.npy_intp nr
if len(sample_weight) == 0:
sample_weight = np.ones(X.shape[0], dtype=np.float64)
else:
assert sample_weight.shape[0] == X.shape[0], \
"sample_weight and X have incompatible shapes: " + \
"sample_weight has %s samples while X has %s" % \
(sample_weight.shape[0], X.shape[0])
kernel_index = LIBSVM_KERNEL_TYPES.index(kernel)
set_problem(
&problem, X.data, Y.data, sample_weight.data, X.shape, kernel_index)
if problem.x == NULL:
raise MemoryError("Seems we've run out of memory")
cdef np.ndarray[np.int32_t, ndim=1, mode='c'] \
class_weight_label = np.arange(class_weight.shape[0], dtype=np.int32)
set_parameter(
¶m, svm_type, kernel_index, degree, gamma, coef0, nu, cache_size,
C, tol, epsilon, shrinking, probability, <int> class_weight.shape[0],
class_weight_label.data, class_weight.data, max_iter, random_seed)
error_msg = svm_check_parameter(&problem, ¶m)
if error_msg:
# for SVR: epsilon is called p in libsvm
error_repl = error_msg.decode('utf-8').replace("p < 0", "epsilon < 0")
raise ValueError(error_repl)
# this does the real work
cdef int fit_status = 0
with nogil:
model = svm_train(&problem, ¶m, &fit_status)
# from here until the end, we just copy the data returned by
# svm_train
SV_len = get_l(model)
n_class = get_nr(model)
cdef np.ndarray[np.float64_t, ndim=2, mode='c'] sv_coef
sv_coef = np.empty((n_class-1, SV_len), dtype=np.float64)
copy_sv_coef (sv_coef.data, model)
# the intercept is just model.rho but with sign changed
cdef np.ndarray[np.float64_t, ndim=1, mode='c'] intercept
intercept = np.empty(int((n_class*(n_class-1))/2), dtype=np.float64)
copy_intercept (intercept.data, model, intercept.shape)
cdef np.ndarray[np.int32_t, ndim=1, mode='c'] support
support = np.empty (SV_len, dtype=np.int32)
copy_support (support.data, model)
# copy model.SV
cdef np.ndarray[np.float64_t, ndim=2, mode='c'] support_vectors
if kernel_index == 4:
# precomputed kernel
support_vectors = np.empty((0, 0), dtype=np.float64)
else:
support_vectors = np.empty((SV_len, X.shape[1]), dtype=np.float64)
copy_SV(support_vectors.data, model, support_vectors.shape)
# TODO: do only in classification
cdef np.ndarray[np.int32_t, ndim=1, mode='c'] n_class_SV
n_class_SV = np.empty(n_class, dtype=np.int32)
copy_nSV(n_class_SV.data, model)
cdef np.ndarray[np.float64_t, ndim=1, mode='c'] probA
cdef np.ndarray[np.float64_t, ndim=1, mode='c'] probB
if probability != 0:
if svm_type < 2: # SVC and NuSVC
probA = np.empty(int(n_class*(n_class-1)/2), dtype=np.float64)
probB = np.empty(int(n_class*(n_class-1)/2), dtype=np.float64)
copy_probB(probB.data, model, probB.shape)
else:
probA = np.empty(1, dtype=np.float64)
probB = np.empty(0, dtype=np.float64)
copy_probA(probA.data, model, probA.shape)
else:
probA = np.empty(0, dtype=np.float64)
probB = np.empty(0, dtype=np.float64)
svm_free_and_destroy_model(&model)
free(problem.x)
return (support, support_vectors, n_class_SV, sv_coef, intercept,
probA, probB, fit_status)
cdef void set_predict_params(
svm_parameter *param, int svm_type, kernel, int degree, double gamma,
double coef0, double cache_size, int probability, int nr_weight,
char *weight_label, char *weight) except *:
"""Fill param with prediction time-only parameters."""
# training-time only parameters
cdef double C = .0
cdef double epsilon = .1
cdef int max_iter = 0
cdef double nu = .5
cdef int shrinking = 0
cdef double tol = .1
cdef int random_seed = -1
kernel_index = LIBSVM_KERNEL_TYPES.index(kernel)
set_parameter(param, svm_type, kernel_index, degree, gamma, coef0, nu,
cache_size, C, tol, epsilon, shrinking, probability,
nr_weight, weight_label, weight, max_iter, random_seed)
def predict(np.ndarray[np.float64_t, ndim=2, mode='c'] X,
np.ndarray[np.int32_t, ndim=1, mode='c'] support,
np.ndarray[np.float64_t, ndim=2, mode='c'] SV,
np.ndarray[np.int32_t, ndim=1, mode='c'] nSV,
np.ndarray[np.float64_t, ndim=2, mode='c'] sv_coef,
np.ndarray[np.float64_t, ndim=1, mode='c'] intercept,
np.ndarray[np.float64_t, ndim=1, mode='c'] probA=np.empty(0),
np.ndarray[np.float64_t, ndim=1, mode='c'] probB=np.empty(0),
int svm_type=0, kernel='rbf', int degree=3,
double gamma=0.1, double coef0=0.,
np.ndarray[np.float64_t, ndim=1, mode='c']
class_weight=np.empty(0),
np.ndarray[np.float64_t, ndim=1, mode='c']
sample_weight=np.empty(0),
double cache_size=100.):
"""
Predict target values of X given a model (low-level method)
Parameters
----------
X : array-like, dtype=float, size=[n_samples, n_features]
svm_type : {0, 1, 2, 3, 4}
Type of SVM: C SVC, nu SVC, one class, epsilon SVR, nu SVR
kernel : {'linear', 'rbf', 'poly', 'sigmoid', 'precomputed'}
Type of kernel.
degree : int
Degree of the polynomial kernel.
gamma : float
Gamma parameter in rbf, poly and sigmoid kernels. Ignored by other
kernels. 0.1 by default.
coef0 : float
Independent parameter in poly/sigmoid kernel.
Returns
-------
dec_values : array
predicted values.
"""
cdef np.ndarray[np.float64_t, ndim=1, mode='c'] dec_values
cdef svm_parameter param
cdef svm_model *model
cdef int rv
cdef np.ndarray[np.int32_t, ndim=1, mode='c'] \
class_weight_label = np.arange(class_weight.shape[0], dtype=np.int32)
set_predict_params(¶m, svm_type, kernel, degree, gamma, coef0,
cache_size, 0, <int>class_weight.shape[0],
class_weight_label.data, class_weight.data)
model = set_model(¶m, <int> nSV.shape[0], SV.data, SV.shape,
support.data, support.shape, sv_coef.strides,
sv_coef.data, intercept.data, nSV.data, probA.data, probB.data)
#TODO: use check_model
try:
dec_values = np.empty(X.shape[0])
with nogil:
rv = copy_predict(X.data, model, X.shape, dec_values.data)
if rv < 0:
raise MemoryError("We've run out of memory")
finally:
free_model(model)
return dec_values
def predict_proba(
np.ndarray[np.float64_t, ndim=2, mode='c'] X,
np.ndarray[np.int32_t, ndim=1, mode='c'] support,
np.ndarray[np.float64_t, ndim=2, mode='c'] SV,
np.ndarray[np.int32_t, ndim=1, mode='c'] nSV,
np.ndarray[np.float64_t, ndim=2, mode='c'] sv_coef,
np.ndarray[np.float64_t, ndim=1, mode='c'] intercept,
np.ndarray[np.float64_t, ndim=1, mode='c'] probA=np.empty(0),
np.ndarray[np.float64_t, ndim=1, mode='c'] probB=np.empty(0),
int svm_type=0, kernel='rbf', int degree=3,
double gamma=0.1, double coef0=0.,
np.ndarray[np.float64_t, ndim=1, mode='c']
class_weight=np.empty(0),
np.ndarray[np.float64_t, ndim=1, mode='c']
sample_weight=np.empty(0),
double cache_size=100.):
"""
Predict probabilities
svm_model stores all parameters needed to predict a given value.
For speed, all real work is done at the C level in function
copy_predict (libsvm_helper.c).
We have to reconstruct model and parameters to make sure we stay
in sync with the python object.
See sklearn.svm.predict for a complete list of parameters.
Parameters
----------
X : array-like, dtype=float
kernel : {'linear', 'rbf', 'poly', 'sigmoid', 'precomputed'}
Returns
-------
dec_values : array
predicted values.
"""
cdef np.ndarray[np.float64_t, ndim=2, mode='c'] dec_values
cdef svm_parameter param
cdef svm_model *model
cdef np.ndarray[np.int32_t, ndim=1, mode='c'] \
class_weight_label = np.arange(class_weight.shape[0], dtype=np.int32)
cdef int rv
set_predict_params(¶m, svm_type, kernel, degree, gamma, coef0,
cache_size, 1, <int>class_weight.shape[0],
class_weight_label.data, class_weight.data)
model = set_model(¶m, <int> nSV.shape[0], SV.data, SV.shape,
support.data, support.shape, sv_coef.strides,
sv_coef.data, intercept.data, nSV.data,
probA.data, probB.data)
cdef np.npy_intp n_class = get_nr(model)
try:
dec_values = np.empty((X.shape[0], n_class), dtype=np.float64)
with nogil:
rv = copy_predict_proba(X.data, model, X.shape, dec_values.data)
if rv < 0:
raise MemoryError("We've run out of memory")
finally:
free_model(model)
return dec_values
def decision_function(
np.ndarray[np.float64_t, ndim=2, mode='c'] X,
np.ndarray[np.int32_t, ndim=1, mode='c'] support,
np.ndarray[np.float64_t, ndim=2, mode='c'] SV,
np.ndarray[np.int32_t, ndim=1, mode='c'] nSV,
np.ndarray[np.float64_t, ndim=2, mode='c'] sv_coef,
np.ndarray[np.float64_t, ndim=1, mode='c'] intercept,
np.ndarray[np.float64_t, ndim=1, mode='c'] probA=np.empty(0),
np.ndarray[np.float64_t, ndim=1, mode='c'] probB=np.empty(0),
int svm_type=0, kernel='rbf', int degree=3,
double gamma=0.1, double coef0=0.,
np.ndarray[np.float64_t, ndim=1, mode='c']
class_weight=np.empty(0),
np.ndarray[np.float64_t, ndim=1, mode='c']
sample_weight=np.empty(0),
double cache_size=100.):
"""
Predict margin (libsvm name for this is predict_values)
We have to reconstruct model and parameters to make sure we stay
in sync with the python object.
"""
cdef np.ndarray[np.float64_t, ndim=2, mode='c'] dec_values
cdef svm_parameter param
cdef svm_model *model
cdef np.npy_intp n_class
cdef np.ndarray[np.int32_t, ndim=1, mode='c'] \
class_weight_label = np.arange(class_weight.shape[0], dtype=np.int32)
cdef int rv
set_predict_params(¶m, svm_type, kernel, degree, gamma, coef0,
cache_size, 0, <int>class_weight.shape[0],
class_weight_label.data, class_weight.data)
model = set_model(¶m, <int> nSV.shape[0], SV.data, SV.shape,
support.data, support.shape, sv_coef.strides,
sv_coef.data, intercept.data, nSV.data,
probA.data, probB.data)
if svm_type > 1:
n_class = 1
else:
n_class = get_nr(model)
n_class = n_class * (n_class - 1) / 2
try:
dec_values = np.empty((X.shape[0], n_class), dtype=np.float64)
with nogil:
rv = copy_predict_values(X.data, model, X.shape, dec_values.data, n_class)
if rv < 0:
raise MemoryError("We've run out of memory")
finally:
free_model(model)
return dec_values
def cross_validation(
np.ndarray[np.float64_t, ndim=2, mode='c'] X,
np.ndarray[np.float64_t, ndim=1, mode='c'] Y,
int n_fold, svm_type=0, kernel='rbf', int degree=3,
double gamma=0.1, double coef0=0., double tol=1e-3,
double C=1., double nu=0.5, double epsilon=0.1,
np.ndarray[np.float64_t, ndim=1, mode='c']
class_weight=np.empty(0),
np.ndarray[np.float64_t, ndim=1, mode='c']
sample_weight=np.empty(0),
int shrinking=0, int probability=0, double cache_size=100.,
int max_iter=-1,
int random_seed=0):
"""
Binding of the cross-validation routine (low-level routine)
Parameters
----------
X : array-like, dtype=float, size=[n_samples, n_features]
Y : array, dtype=float, size=[n_samples]
target vector
svm_type : {0, 1, 2, 3, 4}
Type of SVM: C SVC, nu SVC, one class, epsilon SVR, nu SVR
kernel : {'linear', 'rbf', 'poly', 'sigmoid', 'precomputed'}
Kernel to use in the model: linear, polynomial, RBF, sigmoid
or precomputed.
degree : int
Degree of the polynomial kernel (only relevant if kernel is
set to polynomial)
gamma : float
Gamma parameter in rbf, poly and sigmoid kernels. Ignored by other
kernels. 0.1 by default.
coef0 : float
Independent parameter in poly/sigmoid kernel.
tol : float
Stopping criteria.
C : float
C parameter in C-Support Vector Classification
nu : float
cache_size : float
random_seed : int, optional
Seed for the random number generator used for probability estimates.
0 by default.
Returns
-------
target : array, float
"""
cdef svm_parameter param
cdef svm_problem problem
cdef svm_model *model
cdef const char *error_msg
cdef np.npy_intp SV_len
cdef np.npy_intp nr
if len(sample_weight) == 0:
sample_weight = np.ones(X.shape[0], dtype=np.float64)
else:
assert sample_weight.shape[0] == X.shape[0], \
"sample_weight and X have incompatible shapes: " + \
"sample_weight has %s samples while X has %s" % \
(sample_weight.shape[0], X.shape[0])
if X.shape[0] < n_fold:
raise ValueError("Number of samples is less than number of folds")
# set problem
kernel_index = LIBSVM_KERNEL_TYPES.index(kernel)
set_problem(
&problem, X.data, Y.data, sample_weight.data, X.shape, kernel_index)
if problem.x == NULL:
raise MemoryError("Seems we've run out of memory")
cdef np.ndarray[np.int32_t, ndim=1, mode='c'] \
class_weight_label = np.arange(class_weight.shape[0], dtype=np.int32)
# set parameters
set_parameter(
¶m, svm_type, kernel_index, degree, gamma, coef0, nu, cache_size,
C, tol, tol, shrinking, probability, <int>
class_weight.shape[0], class_weight_label.data,
class_weight.data, max_iter, random_seed)
error_msg = svm_check_parameter(&problem, ¶m);
if error_msg:
raise ValueError(error_msg)
cdef np.ndarray[np.float64_t, ndim=1, mode='c'] target
try:
target = np.empty((X.shape[0]), dtype=np.float64)
with nogil:
svm_cross_validation(&problem, ¶m, n_fold, <double *> target.data)
finally:
free(problem.x)
return target
def set_verbosity_wrap(int verbosity):
"""
Control verbosity of libsvm library
"""
set_verbosity(verbosity)
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