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Diffstat (limited to 'ml/dlib/examples/empirical_kernel_map_ex.cpp')
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diff --git a/ml/dlib/examples/empirical_kernel_map_ex.cpp b/ml/dlib/examples/empirical_kernel_map_ex.cpp new file mode 100644 index 00000000..9f7b1a57 --- /dev/null +++ b/ml/dlib/examples/empirical_kernel_map_ex.cpp @@ -0,0 +1,355 @@ +// The contents of this file are in the public domain. See LICENSE_FOR_EXAMPLE_PROGRAMS.txt +/* + + This is an example illustrating the use of the empirical_kernel_map + from the dlib C++ Library. + + This example program assumes you are familiar with some general elements of + the library. In particular, you should have at least read the svm_ex.cpp + and matrix_ex.cpp examples. + + + Most of the machine learning algorithms in dlib are some flavor of "kernel machine". + This means they are all simple linear algorithms that have been formulated such + that the only way they look at the data given by a user is via dot products between + the data samples. These algorithms are made more useful via the application of the + so-called kernel trick. This trick is to replace the dot product with a user + supplied function which takes two samples and returns a real number. This function + is the kernel that is required by so many algorithms. The most basic kernel is the + linear_kernel which is simply a normal dot product. More interesting, however, + are kernels which first apply some nonlinear transformation to the user's data samples + and then compute a dot product. In this way, a simple algorithm that finds a linear + plane to separate data (e.g. the SVM algorithm) can be made to solve complex + nonlinear learning problems. + + An important element of the kernel trick is that these kernel functions perform + the nonlinear transformation implicitly. That is, if you look at the implementations + of these kernel functions you won't see code that transforms two input vectors in + some way and then computes their dot products. Instead you will see a simple function + that takes two input vectors and just computes a single real number via some simple + process. You can basically think of this as an optimization. Imagine that originally + we wrote out the entire procedure to perform the nonlinear transformation and then + compute the dot product but then noticed we could cancel a few terms here and there + and simplify the whole thing down into a more compact and easily evaluated form. + The result is a nice function that computes what we want but we no longer get to see + what those nonlinearly transformed input vectors are. + + The empirical_kernel_map is a tool that undoes this. It allows you to obtain these + nonlinearly transformed vectors. It does this by taking a set of data samples from + the user (referred to as basis samples), applying the nonlinear transformation to all + of them, and then constructing a set of orthonormal basis vectors which spans the space + occupied by those transformed input samples. Then if we wish to obtain the nonlinear + version of any data sample we can simply project it onto this orthonormal basis and + we obtain a regular vector of real numbers which represents the nonlinearly transformed + version of the data sample. The empirical_kernel_map has been formulated to use only + dot products between data samples so it is capable of performing this service for any + user supplied kernel function. + + The empirical_kernel_map is useful because it is often difficult to formulate an + algorithm in a way that uses only dot products. So the empirical_kernel_map lets + us easily kernelize any algorithm we like by using this object during a preprocessing + step. However, it should be noted that the algorithm is only practical when used + with at most a few thousand basis samples. Fortunately, most datasets live in + subspaces that are relatively low dimensional. So for these datasets, using the + empirical_kernel_map is practical assuming an appropriate set of basis samples can be + selected by the user. To help with this dlib supplies the linearly_independent_subset_finder. + I also often find that just picking a random subset of the data as a basis works well. + + + + In what follows, we walk through the process of creating an empirical_kernel_map, + projecting data to obtain the nonlinearly transformed vectors, and then doing a + few interesting things with the data. +*/ + + + + +#include <dlib/svm.h> +#include <dlib/rand.h> +#include <iostream> +#include <vector> + + +using namespace std; +using namespace dlib; + +// ---------------------------------------------------------------------------------------- + +// First let's make a typedef for the kind of samples we will be using. +typedef matrix<double, 0, 1> sample_type; + +// We will be using the radial_basis_kernel in this example program. +typedef radial_basis_kernel<sample_type> kernel_type; + +// ---------------------------------------------------------------------------------------- + +void generate_concentric_circles ( + std::vector<sample_type>& samples, + std::vector<double>& labels, + const int num_points +); +/*! + requires + - num_points > 0 + ensures + - generates two circles centered at the point (0,0), one of radius 1 and + the other of radius 5. These points are stored into samples. labels will + tell you if a given samples is from the smaller circle (its label will be 1) + or from the larger circle (its label will be 2). + - each circle will be made up of num_points +!*/ + +// ---------------------------------------------------------------------------------------- + +void test_empirical_kernel_map ( + const std::vector<sample_type>& samples, + const std::vector<double>& labels, + const empirical_kernel_map<kernel_type>& ekm +); +/*! + This function computes various interesting things with the empirical_kernel_map. + See its implementation below for details. +!*/ + +// ---------------------------------------------------------------------------------------- + +int main() +{ + std::vector<sample_type> samples; + std::vector<double> labels; + + // Declare an instance of the kernel we will be using. + const kernel_type kern(0.1); + + // create a dataset with two concentric circles. There will be 100 points on each circle. + generate_concentric_circles(samples, labels, 100); + + empirical_kernel_map<kernel_type> ekm; + + + // Here we create an empirical_kernel_map using all of our data samples as basis samples. + cout << "\n\nBuilding an empirical_kernel_map with " << samples.size() << " basis samples." << endl; + ekm.load(kern, samples); + cout << "Test the empirical_kernel_map when loaded with every sample." << endl; + test_empirical_kernel_map(samples, labels, ekm); + + + + + + + // create a new dataset with two concentric circles. There will be 1000 points on each circle. + generate_concentric_circles(samples, labels, 1000); + // Rather than use all 2000 samples as basis samples we are going to use the + // linearly_independent_subset_finder to pick out a good basis set. The idea behind this + // object is to try and find the 40 or so samples that best spans the subspace containing all the + // data. + linearly_independent_subset_finder<kernel_type> lisf(kern, 40); + // populate lisf with samples. We have configured it to allow at most 40 samples but this function + // may determine that fewer samples are necessary to form a good basis. In this example program + // it will select only 26. + fill_lisf(lisf, samples); + + // Now reload the empirical_kernel_map but this time using only our small basis + // selected using the linearly_independent_subset_finder. + cout << "\n\nBuilding an empirical_kernel_map with " << lisf.size() << " basis samples." << endl; + ekm.load(lisf); + cout << "Test the empirical_kernel_map when loaded with samples from the lisf object." << endl; + test_empirical_kernel_map(samples, labels, ekm); + + + cout << endl; +} + +// ---------------------------------------------------------------------------------------- + +void test_empirical_kernel_map ( + const std::vector<sample_type>& samples, + const std::vector<double>& labels, + const empirical_kernel_map<kernel_type>& ekm +) +{ + + std::vector<sample_type> projected_samples; + + // The first thing we do is compute the nonlinearly projected vectors using the + // empirical_kernel_map. + for (unsigned long i = 0; i < samples.size(); ++i) + { + projected_samples.push_back(ekm.project(samples[i])); + } + + // Note that a kernel matrix is just a matrix M such that M(i,j) == kernel(samples[i],samples[j]). + // So below we are computing the normal kernel matrix as given by the radial_basis_kernel and the + // input samples. We also compute the kernel matrix for all the projected_samples as given by the + // linear_kernel. Note that the linear_kernel just computes normal dot products. So what we want to + // see is that the dot products between all the projected_samples samples are the same as the outputs + // of the kernel function for their respective untransformed input samples. If they match then + // we know that the empirical_kernel_map is working properly. + const matrix<double> normal_kernel_matrix = kernel_matrix(ekm.get_kernel(), samples); + const matrix<double> new_kernel_matrix = kernel_matrix(linear_kernel<sample_type>(), projected_samples); + + cout << "Max kernel matrix error: " << max(abs(normal_kernel_matrix - new_kernel_matrix)) << endl; + cout << "Mean kernel matrix error: " << mean(abs(normal_kernel_matrix - new_kernel_matrix)) << endl; + /* + Example outputs from these cout statements. + For the case where we use all samples as basis samples: + Max kernel matrix error: 7.32747e-15 + Mean kernel matrix error: 7.47789e-16 + + For the case where we use only 26 samples as basis samples: + Max kernel matrix error: 0.000953573 + Mean kernel matrix error: 2.26008e-05 + + + Note that if we use enough basis samples we can perfectly span the space of input samples. + In that case we get errors that are essentially just rounding noise (Moreover, using all the + samples is always enough since they are always within their own span). Once we start + to use fewer basis samples we may begin to get approximation error. In the second case we + used 26 and we can see that the data doesn't really lay exactly in a 26 dimensional subspace. + But it is pretty close. + */ + + + + // Now let's do something more interesting. The following loop finds the centroids + // of the two classes of data. + sample_type class1_center; + sample_type class2_center; + for (unsigned long i = 0; i < projected_samples.size(); ++i) + { + if (labels[i] == 1) + class1_center += projected_samples[i]; + else + class2_center += projected_samples[i]; + } + + const int points_per_class = samples.size()/2; + class1_center /= points_per_class; + class2_center /= points_per_class; + + + // Now classify points by which center they are nearest. Recall that the data + // is made up of two concentric circles. Normally you can't separate two concentric + // circles by checking which points are nearest to each center since they have the same + // centers. However, the kernel trick makes the data separable and the loop below will + // perfectly classify each data point. + for (unsigned long i = 0; i < projected_samples.size(); ++i) + { + double distance_to_class1 = length(projected_samples[i] - class1_center); + double distance_to_class2 = length(projected_samples[i] - class2_center); + + bool predicted_as_class_1 = (distance_to_class1 < distance_to_class2); + + // Now print a message for any misclassified points. + if (predicted_as_class_1 == true && labels[i] != 1) + cout << "A point was misclassified" << endl; + + if (predicted_as_class_1 == false && labels[i] != 2) + cout << "A point was misclassified" << endl; + } + + + + // Next, note that classifying a point based on its distance between two other + // points is the same thing as using the plane that lies between those two points + // as a decision boundary. So let's compute that decision plane and use it to classify + // all the points. + + sample_type plane_normal_vector = class1_center - class2_center; + // The point right in the center of our two classes should be on the deciding plane, not + // on one side or the other. This consideration brings us to the formula for the bias. + double bias = dot((class1_center+class2_center)/2, plane_normal_vector); + + // Now classify points by which side of the plane they are on. + for (unsigned long i = 0; i < projected_samples.size(); ++i) + { + double side = dot(plane_normal_vector, projected_samples[i]) - bias; + + bool predicted_as_class_1 = (side > 0); + + // Now print a message for any misclassified points. + if (predicted_as_class_1 == true && labels[i] != 1) + cout << "A point was misclassified" << endl; + + if (predicted_as_class_1 == false && labels[i] != 2) + cout << "A point was misclassified" << endl; + } + + + // It would be nice to convert this decision rule into a normal decision_function object and + // dispense with the empirical_kernel_map. Happily, it is possible to do so. Consider the + // following example code: + decision_function<kernel_type> dec_funct = ekm.convert_to_decision_function(plane_normal_vector); + // The dec_funct now computes dot products between plane_normal_vector and the projection + // of any sample point given to it. All that remains is to account for the bias. + dec_funct.b = bias; + + // now classify points by which side of the plane they are on. + for (unsigned long i = 0; i < samples.size(); ++i) + { + double side = dec_funct(samples[i]); + + // And let's just check that the dec_funct really does compute the same thing as the previous equation. + double side_alternate_equation = dot(plane_normal_vector, projected_samples[i]) - bias; + if (abs(side-side_alternate_equation) > 1e-14) + cout << "dec_funct error: " << abs(side-side_alternate_equation) << endl; + + bool predicted_as_class_1 = (side > 0); + + // Now print a message for any misclassified points. + if (predicted_as_class_1 == true && labels[i] != 1) + cout << "A point was misclassified" << endl; + + if (predicted_as_class_1 == false && labels[i] != 2) + cout << "A point was misclassified" << endl; + } + +} + +// ---------------------------------------------------------------------------------------- + +void generate_concentric_circles ( + std::vector<sample_type>& samples, + std::vector<double>& labels, + const int num +) +{ + sample_type m(2,1); + samples.clear(); + labels.clear(); + + dlib::rand rnd; + + // make some samples near the origin + double radius = 1.0; + for (long i = 0; i < num; ++i) + { + double sign = 1; + if (rnd.get_random_double() < 0.5) + sign = -1; + m(0) = 2*radius*rnd.get_random_double()-radius; + m(1) = sign*sqrt(radius*radius - m(0)*m(0)); + + samples.push_back(m); + labels.push_back(1); + } + + // make some samples in a circle around the origin but far away + radius = 5.0; + for (long i = 0; i < num; ++i) + { + double sign = 1; + if (rnd.get_random_double() < 0.5) + sign = -1; + m(0) = 2*radius*rnd.get_random_double()-radius; + m(1) = sign*sqrt(radius*radius - m(0)*m(0)); + + samples.push_back(m); + labels.push_back(2); + } +} + +// ---------------------------------------------------------------------------------------- + |