www.pudn.com > svm_multiClass.rar > svm_struct_learn.c
/***********************************************************************/
/* */
/* svm_struct_learn.c */
/* */
/* Basic algorithm for learning structured outputs (e.g. parses, */
/* sequences, multi-label classification) with a Support Vector */
/* Machine. */
/* */
/* Author: Thorsten Joachims */
/* Date: 03.07.04 */
/* */
/* Copyright (c) 2004 Thorsten Joachims - All rights reserved */
/* */
/* This software is available for non-commercial use only. It must */
/* not be modified and distributed without prior permission of the */
/* author. The author is not responsible for implications from the */
/* use of this software. */
/* */
/***********************************************************************/
#include "svm_struct_learn.h"
#include "svm_struct_common.h"
#include "../svm_struct_api.h"
#include
#define MAX(x,y) ((x) < (y) ? (y) : (x))
#define MIN(x,y) ((x) > (y) ? (y) : (x))
void svm_learn_struct(SAMPLE sample, STRUCT_LEARN_PARM *sparm,
LEARN_PARM *lparm, KERNEL_PARM *kparm,
STRUCTMODEL *sm)
{
int i,j;
int numIt=0;
long newconstraints=0, activenum=0;
int opti_round, *opti;
long old_numConst=0;
double epsilon;
long tolerance;
double lossval,factor;
double margin=0;
double slack, *slacks, slacksum;
long sizePsi;
double *alpha=NULL;
CONSTSET cset;
SVECTOR *diff=NULL;
SVECTOR *fy, *fybar, *f;
SVECTOR *slackvec;
WORD slackv[2];
MODEL *svmModel=NULL;
KERNEL_CACHE *kcache=NULL;
LABEL ybar;
DOC *doc;
long n=sample.n;
EXAMPLE *ex=sample.examples;
double rt_total=0.0, rt_opt=0.0;
long rt1,rt2;
init_struct_model(sample,sm,sparm);
sizePsi=sm->sizePsi+1; /* sm must contain size of psi on return */
/* initialize example selection heuristic */
opti=(int*)my_malloc(n*sizeof(int));
for(i=0;islack_norm == 1) {
lparm->svm_c=sparm->C; /* set upper bound C */
lparm->sharedslack=1;
}
else if(sparm->slack_norm == 2) {
lparm->svm_c=999999999999999.0; /* upper bound C must never be reached */
lparm->sharedslack=0;
if(kparm->kernel_type != LINEAR) {
printf("ERROR: Kernels are not implemented for L2 slack norm!");
fflush(stdout);
exit(0);
}
}
else {
printf("ERROR: Slack norm must be L1 or L2!"); fflush(stdout);
exit(0);
}
epsilon=1.0; /* start with low precision and
increase later */
tolerance=n/100; /* increase precision, whenever less
than that number of constraints
is not fulfilled */
lparm->biased_hyperplane=0; /* set threshold to zero */
cset=init_struct_constraints(sample, sm, sparm);
if(cset.m > 0) {
alpha=realloc(alpha,sizeof(double)*cset.m);
for(i=0; isvm_model=svmModel;
sm->w=svmModel->lin_weights; /* short cut to weight vector */
printf("Starting Iterations\n");
/*****************/
/*** main loop ***/
/*****************/
do { /* iteratively increase precision */
epsilon=MAX(epsilon*0.09999999999,sparm->epsilon);
if(epsilon == sparm->epsilon) /* for final precision, find all SV */
tolerance=0;
lparm->epsilon_crit=epsilon/2; /* svm precision must be higher than eps */
if(struct_verbosity>=1)
printf("Setting current working precision to %g.\n",epsilon);
do { /* iteration until (approx) all SV are found for current
precision and tolerance */
old_numConst=cset.m;
opti_round++;
activenum=n;
do { /* go through examples that keep producing new constraints */
if(struct_verbosity>=1) {
printf("--Iteration %i (%ld active): ",++numIt,activenum);
fflush(stdout);
}
for(i=0; iloss_type == SLACK_RESCALING)
ybar=find_most_violated_constraint_slackrescaling(ex[i].x,
ex[i].y,sm,
sparm);
else
ybar=find_most_violated_constraint_marginrescaling(ex[i].x,
ex[i].y,sm,
sparm);
if(empty_label(ybar)) {
if(opti[i] != opti_round) {
activenum--;
opti[i]=opti_round;
}
if(struct_verbosity>=2)
printf("no-incorrect-found(%i) ",i);
continue;
}
/**** get psi(y)-psi(ybar) ****/
fy=psi(ex[i].x,ex[i].y,sm,sparm);
fybar=psi(ex[i].x,ybar,sm,sparm);
/**** scale feature vector and margin by loss ****/
lossval=loss(ex[i].y,ybar,sparm);
if(sparm->slack_norm == 2)
lossval=sqrt(lossval);
if(sparm->loss_type == SLACK_RESCALING)
factor=lossval;
else /* do not rescale vector for */
factor=1.0; /* margin rescaling loss type */
for(f=fy;f;f=f->next)
f->factor*=factor;
for(f=fybar;f;f=f->next)
f->factor*=-factor;
margin=lossval;
/**** create constraint for current ybar ****/
append_svector_list(fy,fybar);/* append the two vector lists */
doc=create_example(cset.m,0,i+1,1,fy);
/**** compute slack for this example ****/
slack=0;
for(j=0;jslackid == i+1) {
if(sparm->slack_norm == 2) /* works only for linear kernel */
slack=MAX(slack,cset.rhs[j]
-(classify_example(svmModel,cset.lhs[j])
-sm->w[sizePsi+i]/(sqrt(2*sparm->C))));
else
slack=MAX(slack,
cset.rhs[j]-classify_example(svmModel,cset.lhs[j]));
}
/**** if `error' add constraint and recompute ****/
if((classify_example(svmModel,doc)+slack)<(margin-epsilon)) {
if(struct_verbosity>=2)
{printf("(%i) ",i); fflush(stdout);}
if(struct_verbosity==1)
{printf("."); fflush(stdout);}
/**** resize constraint matrix and add new constraint ****/
cset.m++;
cset.lhs=realloc(cset.lhs,sizeof(DOC *)*cset.m);
if(kparm->kernel_type == LINEAR) {
diff=add_list_ss(fy); /* store difference vector directly */
if(sparm->slack_norm == 1)
cset.lhs[cset.m-1]=create_example(cset.m-1,0,i+1,1,
copy_svector(diff));
else if(sparm->slack_norm == 2) {
/**** add squared slack variable to feature vector ****/
slackv[0].wnum=sizePsi+i;
slackv[0].weight=1/(sqrt(2*sparm->C));
slackv[1].wnum=0; /*terminator*/
slackvec=create_svector(slackv,"",1.0);
cset.lhs[cset.m-1]=create_example(cset.m-1,0,i+1,1,
add_ss(diff,slackvec));
free_svector(slackvec);
}
free_svector(diff);
}
else { /* kernel is used */
if(sparm->slack_norm == 1)
cset.lhs[cset.m-1]=create_example(cset.m-1,0,i+1,1,
copy_svector(fy));
else if(sparm->slack_norm == 2)
exit(1);
}
cset.rhs=realloc(cset.rhs,sizeof(double)*cset.m);
cset.rhs[cset.m-1]=margin;
alpha=realloc(alpha,sizeof(double)*cset.m);
alpha[cset.m-1]=0;
newconstraints++;
}
else {
printf("+"); fflush(stdout);
if(opti[i] != opti_round) {
activenum--;
opti[i]=opti_round;
}
}
free_example(doc,0);
free_svector(fy); /* this also free's fybar */
free_label(ybar);
}
/**** get new QP solution ****/
if((newconstraints >= sparm->newconstretrain)
|| ((newconstraints > 0) && (i == n-1))) {
if(struct_verbosity>=1) {
printf("*");fflush(stdout);
}
rt2=get_runtime();
free_model(svmModel,0);
svmModel=(MODEL *)my_malloc(sizeof(MODEL));
/* Always get a new kernel cache. It is not possible to use the
same cache for two different training runs */
if(kparm->kernel_type != LINEAR)
kcache=kernel_cache_init(cset.m,lparm->kernel_cache_size);
/* Run the QP solver on cset. */
svm_learn_optimization(cset.lhs,cset.rhs,cset.m,sizePsi+n,
lparm,kparm,kcache,svmModel,alpha);
if(kcache)
kernel_cache_cleanup(kcache);
/* Always add weight vector, in case part of the kernel is
linear. If not, ignore the weight vector since its
content is bogus. */
add_weight_vector_to_linear_model(svmModel);
sm->svm_model=svmModel;
sm->w=svmModel->lin_weights; /* short cut to weight vector */
rt_opt+=MAX(get_runtime()-rt2,0);
newconstraints=0;
}
rt_total+=MAX(get_runtime()-rt1,0);
} /* end of example loop */
if(struct_verbosity>=1)
printf("(NumConst=%d, SV=%ld, Eps=%.4f)\n",cset.m,svmModel->sv_num-1,
svmModel->maxdiff);
} while(activenum > 0); /* repeat until all examples produced no
constraint at least once */
} while((cset.m - old_numConst) > tolerance) ;
} while(epsilon > sparm->epsilon);
if(struct_verbosity>=1) {
/**** compute sum of slacks ****/
slacks=(double *)my_malloc(sizeof(double)*(n+1));
for(i=0; i<=n; i++) {
slacks[i]=0;
}
if(sparm->slack_norm == 1) {
for(j=0;jslackid]=MAX(slacks[cset.lhs[j]->slackid],
cset.rhs[j]-classify_example(svmModel,cset.lhs[j]));
}
else if(sparm->slack_norm == 2) {
for(j=0;jslackid]=MAX(slacks[cset.lhs[j]->slackid],
cset.rhs[j]
-(classify_example(svmModel,cset.lhs[j])
-sm->w[sizePsi+cset.lhs[j]->slackid-1]/(sqrt(2*sparm->C))));
}
slacksum=0;
for(i=0; i<=n; i++)
slacksum+=slacks[i];
free(slacks);
printf("Final epsilon on KKT-Conditions: %.5f\n",
MAX(svmModel->maxdiff,epsilon));
printf("Total number of constraints added: %i\n",(int)cset.m);
if(sparm->slack_norm == 1) {
printf("Number of SV: %ld \n",svmModel->sv_num-1);
printf("Number of non-zero slack variables: %ld (out of %ld)\n",
svmModel->at_upper_bound,n);
printf("Norm of weight vector: |w|=%.5f\n",
model_length_s(svmModel,kparm));
}
else if(sparm->slack_norm == 2){
printf("Number of SV: %ld (including %ld at upper bound)\n",
svmModel->sv_num-1,svmModel->at_upper_bound);
printf("Norm of weight vector (including L2-loss): |w|=%.5f\n",
model_length_s(svmModel,kparm));
}
printf("Sum of slack variables: sum(xi_i)=%.5f\n",slacksum);
printf("Norm of longest difference vector: ||Psi(x,y)-Psi(x,ybar)||=%.5f\n",
length_of_longest_document_vector(cset.lhs,cset.m,kparm));
printf("Runtime in cpu-seconds: %.2f (%.2f%% for SVM optimization)\n",
rt_total/100.0, 100.0*rt_opt/rt_total);
}
if(struct_verbosity>=4)
printW(sm->w,sizePsi,n,lparm->svm_c);
if(svmModel) {
sm->svm_model=copy_model(svmModel);
sm->w=sm->svm_model->lin_weights; /* short cut to weight vector */
}
print_struct_learning_stats(sample,sm,cset,alpha,sparm);
if(svmModel)
free_model(svmModel,0);
free(alpha);
free(opti);
free(cset.rhs);
for(i=0;i