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train.c
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train.c
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#include <stdio.h>
#include <math.h>
#include <stdlib.h>
#include <string.h>
#include <ctype.h>
#include <errno.h>
#include "linear.h"
#define Malloc(type,n) (type *)malloc((n)*sizeof(type))
#define INF HUGE_VAL
void print_null(const char *s) {}
void exit_with_help()
{
printf(
"Usage: train [options] training_set_file [model_file]\n"
"options:\n"
"-s type : set type of solver (default 1)\n"
" for multi-class classification\n"
" 0 -- L2-regularized logistic regression (primal)\n"
" 1 -- L2-regularized L2-loss support vector classification (dual)\n"
" 2 -- L2-regularized L2-loss support vector classification (primal)\n"
" 3 -- L2-regularized L1-loss support vector classification (dual)\n"
" 4 -- support vector classification by Crammer and Singer\n"
" 5 -- L1-regularized L2-loss support vector classification\n"
" 6 -- L1-regularized logistic regression\n"
" 7 -- L2-regularized logistic regression (dual)\n"
" for regression\n"
" 11 -- L2-regularized L2-loss support vector regression (primal)\n"
" 12 -- L2-regularized L2-loss support vector regression (dual)\n"
" 13 -- L2-regularized L1-loss support vector regression (dual)\n"
"-c cost : set the parameter C (default 1)\n"
"-p epsilon : set the epsilon in loss function of SVR (default 0.1)\n"
"-e epsilon : set tolerance of termination criterion\n"
" -s 0 and 2\n"
" |f'(w)|_2 <= eps*min(pos,neg)/l*|f'(w0)|_2,\n"
" where f is the primal function and pos/neg are # of\n"
" positive/negative data (default 0.01)\n"
" -s 11\n"
" |f'(w)|_2 <= eps*|f'(w0)|_2 (default 0.001)\n"
" -s 1, 3, 4, and 7\n"
" Dual maximal violation <= eps; similar to libsvm (default 0.1)\n"
" -s 5 and 6\n"
" |f'(w)|_1 <= eps*min(pos,neg)/l*|f'(w0)|_1,\n"
" where f is the primal function (default 0.01)\n"
" -s 12 and 13\n"
" |f'(alpha)|_1 <= eps |f'(alpha0)|,\n"
" where f is the dual function (default 0.1)\n"
"-B bias : if bias >= 0, instance x becomes [x; bias]; if < 0, no bias term added (default -1)\n"
"-wi weight: weights adjust the parameter C of different classes (see README for details)\n"
"-v n: n-fold cross validation mode\n"
"-C : find parameter C (only for -s 0 and 2)\n"
"-q : quiet mode (no outputs)\n"
);
exit(1);
}
void exit_input_error(int line_num)
{
fprintf(stderr,"Wrong input format at line %d\n", line_num);
exit(1);
}
static char *line = NULL;
static int max_line_len;
static char* readline(FILE *input)
{
int len;
if(fgets(line,max_line_len,input) == NULL)
return NULL;
while(strrchr(line,'\n') == NULL)
{
max_line_len *= 2;
line = (char *) realloc(line,max_line_len);
len = (int) strlen(line);
if(fgets(line+len,max_line_len-len,input) == NULL)
break;
}
return line;
}
void parse_command_line(int argc, char **argv, char *input_file_name, char *model_file_name);
void read_problem(const char *filename);
void do_cross_validation();
void do_find_parameter_C();
struct feature_node *x_space;
struct parameter param;
struct problem prob;
struct model* model_;
int flag_cross_validation;
int flag_find_C;
int flag_C_specified;
int flag_solver_specified;
int nr_fold;
double bias;
int main(int argc, char **argv)
{
char input_file_name[1024];
char model_file_name[1024];
const char *error_msg;
parse_command_line(argc, argv, input_file_name, model_file_name);
read_problem(input_file_name);
error_msg = check_parameter(&prob,¶m);
if(error_msg)
{
fprintf(stderr,"ERROR: %s\n",error_msg);
exit(1);
}
if (flag_find_C)
{
do_find_parameter_C();
}
else if(flag_cross_validation)
{
do_cross_validation();
}
else
{
model_=train(&prob, ¶m);
if(save_model(model_file_name, model_))
{
fprintf(stderr,"can't save model to file %s\n",model_file_name);
exit(1);
}
free_and_destroy_model(&model_);
}
destroy_param(¶m);
free(prob.y);
free(prob.x);
free(x_space);
free(line);
return 0;
}
void do_find_parameter_C()
{
double start_C, best_C, best_rate;
double max_C = 1024;
if (flag_C_specified)
start_C = param.C;
else
start_C = -1.0;
printf("Doing parameter search with %d-fold cross validation.\n", nr_fold);
find_parameter_C(&prob, ¶m, nr_fold, start_C, max_C, &best_C, &best_rate);
printf("Best C = %g CV accuracy = %g%%\n", best_C, 100.0*best_rate);
}
void 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);
cross_validation(&prob,¶m,nr_fold,target);
if(param.solver_type == L2R_L2LOSS_SVR ||
param.solver_type == L2R_L1LOSS_SVR_DUAL ||
param.solver_type == L2R_L2LOSS_SVR_DUAL)
{
for(i=0;i<prob.l;i++)
{
double y = prob.y[i];
double v = target[i];
total_error += (v-y)*(v-y);
sumv += v;
sumy += y;
sumvv += v*v;
sumyy += y*y;
sumvy += v*y;
}
printf("Cross Validation Mean squared error = %g\n",total_error/prob.l);
printf("Cross Validation Squared correlation coefficient = %g\n",
((prob.l*sumvy-sumv*sumy)*(prob.l*sumvy-sumv*sumy))/
((prob.l*sumvv-sumv*sumv)*(prob.l*sumyy-sumy*sumy))
);
}
else
{
for(i=0;i<prob.l;i++)
if(target[i] == prob.y[i])
++total_correct;
printf("Cross Validation Accuracy = %g%%\n",100.0*total_correct/prob.l);
}
free(target);
}
void parse_command_line(int argc, char **argv, char *input_file_name, char *model_file_name)
{
int i;
void (*print_func)(const char*) = NULL; // default printing to stdout
// default values
param.solver_type = L2R_L2LOSS_SVC_DUAL;
param.C = 1;
param.eps = INF; // see setting below
param.p = 0.1;
param.nr_weight = 0;
param.weight_label = NULL;
param.weight = NULL;
param.init_sol = NULL;
flag_cross_validation = 0;
flag_C_specified = 0;
flag_solver_specified = 0;
flag_find_C = 0;
bias = -1;
// parse options
for(i=1;i<argc;i++)
{
if(argv[i][0] != '-') break;
if(++i>=argc)
exit_with_help();
switch(argv[i-1][1])
{
case 's':
param.solver_type = atoi(argv[i]);
flag_solver_specified = 1;
break;
case 'c':
param.C = atof(argv[i]);
flag_C_specified = 1;
break;
case 'p':
param.p = atof(argv[i]);
break;
case 'e':
param.eps = atof(argv[i]);
break;
case 'B':
bias = atof(argv[i]);
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;
case 'v':
flag_cross_validation = 1;
nr_fold = atoi(argv[i]);
if(nr_fold < 2)
{
fprintf(stderr,"n-fold cross validation: n must >= 2\n");
exit_with_help();
}
break;
case 'q':
print_func = &print_null;
i--;
break;
case 'C':
flag_find_C = 1;
i--;
break;
default:
fprintf(stderr,"unknown option: -%c\n", argv[i-1][1]);
exit_with_help();
break;
}
}
set_print_string_function(print_func);
// determine filenames
if(i>=argc)
exit_with_help();
strcpy(input_file_name, argv[i]);
if(i<argc-1)
strcpy(model_file_name,argv[i+1]);
else
{
char *p = strrchr(argv[i],'/');
if(p==NULL)
p = argv[i];
else
++p;
sprintf(model_file_name,"%s.model",p);
}
// default solver for parameter selection is L2R_L2LOSS_SVC
if(flag_find_C)
{
if(!flag_cross_validation)
nr_fold = 5;
if(!flag_solver_specified)
{
fprintf(stderr, "Solver not specified. Using -s 2\n");
param.solver_type = L2R_L2LOSS_SVC;
}
else if(param.solver_type != L2R_LR && param.solver_type != L2R_L2LOSS_SVC)
{
fprintf(stderr, "Warm-start parameter search only available for -s 0 and -s 2\n");
exit_with_help();
}
}
if(param.eps == INF)
{
switch(param.solver_type)
{
case L2R_LR:
case L2R_L2LOSS_SVC:
param.eps = 0.01;
break;
case L2R_L2LOSS_SVR:
param.eps = 0.001;
break;
case L2R_L2LOSS_SVC_DUAL:
case L2R_L1LOSS_SVC_DUAL:
case MCSVM_CS:
case L2R_LR_DUAL:
param.eps = 0.1;
break;
case L1R_L2LOSS_SVC:
case L1R_LR:
param.eps = 0.01;
break;
case L2R_L1LOSS_SVR_DUAL:
case L2R_L2LOSS_SVR_DUAL:
param.eps = 0.1;
break;
}
}
}
// read in a problem (in libsvm format)
void read_problem(const char *filename)
{
int max_index, inst_max_index, i;
size_t elements, j;
FILE *fp = fopen(filename,"r");
char *endptr;
char *idx, *val, *label;
if(fp == NULL)
{
fprintf(stderr,"can't open input file %s\n",filename);
exit(1);
}
prob.l = 0;
elements = 0;
max_line_len = 1024;
line = Malloc(char,max_line_len);
while(readline(fp)!=NULL)
{
char *p = strtok(line," \t"); // label
// features
while(1)
{
p = strtok(NULL," \t");
if(p == NULL || *p == '\n') // check '\n' as ' ' may be after the last feature
break;
elements++;
}
elements++; // for bias term
prob.l++;
}
rewind(fp);
prob.bias=bias;
prob.y = Malloc(double,prob.l);
prob.x = Malloc(struct feature_node *,prob.l);
x_space = Malloc(struct feature_node,elements+prob.l);
max_index = 0;
j=0;
for(i=0;i<prob.l;i++)
{
inst_max_index = 0; // strtol gives 0 if wrong format
readline(fp);
prob.x[i] = &x_space[j];
label = strtok(line," \t\n");
if(label == NULL) // empty line
exit_input_error(i+1);
prob.y[i] = strtod(label,&endptr);
if(endptr == label || *endptr != '\0')
exit_input_error(i+1);
while(1)
{
idx = strtok(NULL,":");
val = strtok(NULL," \t");
if(val == NULL)
break;
errno = 0;
x_space[j].index = (int) strtol(idx,&endptr,10);
if(endptr == idx || errno != 0 || *endptr != '\0' || x_space[j].index <= inst_max_index)
exit_input_error(i+1);
else
inst_max_index = x_space[j].index;
errno = 0;
x_space[j].value = strtod(val,&endptr);
if(endptr == val || errno != 0 || (*endptr != '\0' && !isspace(*endptr)))
exit_input_error(i+1);
++j;
}
if(inst_max_index > max_index)
max_index = inst_max_index;
if(prob.bias >= 0)
x_space[j++].value = prob.bias;
x_space[j++].index = -1;
}
if(prob.bias >= 0)
{
prob.n=max_index+1;
for(i=1;i<prob.l;i++)
(prob.x[i]-2)->index = prob.n;
x_space[j-2].index = prob.n;
}
else
prob.n=max_index;
fclose(fp);
}