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authorDaniel Baumann <daniel.baumann@progress-linux.org>2024-05-05 12:08:03 +0000
committerDaniel Baumann <daniel.baumann@progress-linux.org>2024-05-05 12:08:18 +0000
commit5da14042f70711ea5cf66e034699730335462f66 (patch)
tree0f6354ccac934ed87a2d555f45be4c831cf92f4a /src/ml/dlib/examples/svm_ex.cpp
parentReleasing debian version 1.44.3-2. (diff)
downloadnetdata-5da14042f70711ea5cf66e034699730335462f66.tar.xz
netdata-5da14042f70711ea5cf66e034699730335462f66.zip
Merging upstream version 1.45.3+dfsg.
Signed-off-by: Daniel Baumann <daniel.baumann@progress-linux.org>
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+// 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 support vector machine
+ utilities from the dlib C++ Library.
+
+ This example creates a simple set of data to train on and then shows
+ you how to use the cross validation and svm training functions
+ to find a good decision function that can classify examples in our
+ data set.
+
+
+ The data used in this example will be 2 dimensional data and will
+ come from a distribution where points with a distance less than 10
+ from the origin are labeled +1 and all other points are labeled
+ as -1.
+
+*/
+
+
+#include <iostream>
+#include <dlib/svm.h>
+
+using namespace std;
+using namespace dlib;
+
+
+int main()
+{
+ // The svm functions use column vectors to contain a lot of the data on which they
+ // operate. So the first thing we do here is declare a convenient typedef.
+
+ // This typedef declares a matrix with 2 rows and 1 column. It will be the object that
+ // contains each of our 2 dimensional samples. (Note that if you wanted more than 2
+ // features in this vector you can simply change the 2 to something else. Or if you
+ // don't know how many features you want until runtime then you can put a 0 here and
+ // use the matrix.set_size() member function)
+ typedef matrix<double, 2, 1> sample_type;
+
+ // This is a typedef for the type of kernel we are going to use in this example. In
+ // this case I have selected the radial basis kernel that can operate on our 2D
+ // sample_type objects
+ typedef radial_basis_kernel<sample_type> kernel_type;
+
+
+ // Now we make objects to contain our samples and their respective labels.
+ std::vector<sample_type> samples;
+ std::vector<double> labels;
+
+ // Now let's put some data into our samples and labels objects. We do this by looping
+ // over a bunch of points and labeling them according to their distance from the
+ // origin.
+ for (int r = -20; r <= 20; ++r)
+ {
+ for (int c = -20; c <= 20; ++c)
+ {
+ sample_type samp;
+ samp(0) = r;
+ samp(1) = c;
+ samples.push_back(samp);
+
+ // if this point is less than 10 from the origin
+ if (sqrt((double)r*r + c*c) <= 10)
+ labels.push_back(+1);
+ else
+ labels.push_back(-1);
+
+ }
+ }
+
+
+ // Here we normalize all the samples by subtracting their mean and dividing by their
+ // standard deviation. This is generally a good idea since it often heads off
+ // numerical stability problems and also prevents one large feature from smothering
+ // others. Doing this doesn't matter much in this example so I'm just doing this here
+ // so you can see an easy way to accomplish this with the library.
+ vector_normalizer<sample_type> normalizer;
+ // let the normalizer learn the mean and standard deviation of the samples
+ normalizer.train(samples);
+ // now normalize each sample
+ for (unsigned long i = 0; i < samples.size(); ++i)
+ samples[i] = normalizer(samples[i]);
+
+
+ // Now that we have some data we want to train on it. However, there are two
+ // parameters to the training. These are the nu and gamma parameters. Our choice for
+ // these parameters will influence how good the resulting decision function is. To
+ // test how good a particular choice of these parameters is we can use the
+ // cross_validate_trainer() function to perform n-fold cross validation on our training
+ // data. However, there is a problem with the way we have sampled our distribution
+ // above. The problem is that there is a definite ordering to the samples. That is,
+ // the first half of the samples look like they are from a different distribution than
+ // the second half. This would screw up the cross validation process but we can fix it
+ // by randomizing the order of the samples with the following function call.
+ randomize_samples(samples, labels);
+
+
+ // The nu parameter has a maximum value that is dependent on the ratio of the +1 to -1
+ // labels in the training data. This function finds that value.
+ const double max_nu = maximum_nu(labels);
+
+ // here we make an instance of the svm_nu_trainer object that uses our kernel type.
+ svm_nu_trainer<kernel_type> trainer;
+
+ // Now we loop over some different nu and gamma values to see how good they are. Note
+ // that this is a very simple way to try out a few possible parameter choices. You
+ // should look at the model_selection_ex.cpp program for examples of more sophisticated
+ // strategies for determining good parameter choices.
+ cout << "doing cross validation" << endl;
+ for (double gamma = 0.00001; gamma <= 1; gamma *= 5)
+ {
+ for (double nu = 0.00001; nu < max_nu; nu *= 5)
+ {
+ // tell the trainer the parameters we want to use
+ trainer.set_kernel(kernel_type(gamma));
+ trainer.set_nu(nu);
+
+ cout << "gamma: " << gamma << " nu: " << nu;
+ // Print out the cross validation accuracy for 3-fold cross validation using
+ // the current gamma and nu. cross_validate_trainer() returns a row vector.
+ // The first element of the vector is the fraction of +1 training examples
+ // correctly classified and the second number is the fraction of -1 training
+ // examples correctly classified.
+ cout << " cross validation accuracy: " << cross_validate_trainer(trainer, samples, labels, 3);
+ }
+ }
+
+
+ // From looking at the output of the above loop it turns out that a good value for nu
+ // and gamma for this problem is 0.15625 for both. So that is what we will use.
+
+ // Now we train on the full set of data and obtain the resulting decision function. We
+ // use the value of 0.15625 for nu and gamma. The decision function will return values
+ // >= 0 for samples it predicts are in the +1 class and numbers < 0 for samples it
+ // predicts to be in the -1 class.
+ trainer.set_kernel(kernel_type(0.15625));
+ trainer.set_nu(0.15625);
+ typedef decision_function<kernel_type> dec_funct_type;
+ typedef normalized_function<dec_funct_type> funct_type;
+
+ // Here we are making an instance of the normalized_function object. This object
+ // provides a convenient way to store the vector normalization information along with
+ // the decision function we are going to learn.
+ funct_type learned_function;
+ learned_function.normalizer = normalizer; // save normalization information
+ learned_function.function = trainer.train(samples, labels); // perform the actual SVM training and save the results
+
+ // print out the number of support vectors in the resulting decision function
+ cout << "\nnumber of support vectors in our learned_function is "
+ << learned_function.function.basis_vectors.size() << endl;
+
+ // Now let's try this decision_function on some samples we haven't seen before.
+ sample_type sample;
+
+ sample(0) = 3.123;
+ sample(1) = 2;
+ cout << "This is a +1 class example, the classifier output is " << learned_function(sample) << endl;
+
+ sample(0) = 3.123;
+ sample(1) = 9.3545;
+ cout << "This is a +1 class example, the classifier output is " << learned_function(sample) << endl;
+
+ sample(0) = 13.123;
+ sample(1) = 9.3545;
+ cout << "This is a -1 class example, the classifier output is " << learned_function(sample) << endl;
+
+ sample(0) = 13.123;
+ sample(1) = 0;
+ cout << "This is a -1 class example, the classifier output is " << learned_function(sample) << endl;
+
+
+ // We can also train a decision function that reports a well conditioned probability
+ // instead of just a number > 0 for the +1 class and < 0 for the -1 class. An example
+ // of doing that follows:
+ typedef probabilistic_decision_function<kernel_type> probabilistic_funct_type;
+ typedef normalized_function<probabilistic_funct_type> pfunct_type;
+
+ pfunct_type learned_pfunct;
+ learned_pfunct.normalizer = normalizer;
+ learned_pfunct.function = train_probabilistic_decision_function(trainer, samples, labels, 3);
+ // Now we have a function that returns the probability that a given sample is of the +1 class.
+
+ // print out the number of support vectors in the resulting decision function.
+ // (it should be the same as in the one above)
+ cout << "\nnumber of support vectors in our learned_pfunct is "
+ << learned_pfunct.function.decision_funct.basis_vectors.size() << endl;
+
+ sample(0) = 3.123;
+ sample(1) = 2;
+ cout << "This +1 class example should have high probability. Its probability is: "
+ << learned_pfunct(sample) << endl;
+
+ sample(0) = 3.123;
+ sample(1) = 9.3545;
+ cout << "This +1 class example should have high probability. Its probability is: "
+ << learned_pfunct(sample) << endl;
+
+ sample(0) = 13.123;
+ sample(1) = 9.3545;
+ cout << "This -1 class example should have low probability. Its probability is: "
+ << learned_pfunct(sample) << endl;
+
+ sample(0) = 13.123;
+ sample(1) = 0;
+ cout << "This -1 class example should have low probability. Its probability is: "
+ << learned_pfunct(sample) << endl;
+
+
+
+ // Another thing that is worth knowing is that just about everything in dlib is
+ // serializable. So for example, you can save the learned_pfunct object to disk and
+ // recall it later like so:
+ serialize("saved_function.dat") << learned_pfunct;
+
+ // Now let's open that file back up and load the function object it contains.
+ deserialize("saved_function.dat") >> learned_pfunct;
+
+ // Note that there is also an example program that comes with dlib called the
+ // file_to_code_ex.cpp example. It is a simple program that takes a file and outputs a
+ // piece of C++ code that is able to fully reproduce the file's contents in the form of
+ // a std::string object. So you can use that along with the std::istringstream to save
+ // learned decision functions inside your actual C++ code files if you want.
+
+
+
+
+ // Lastly, note that the decision functions we trained above involved well over 200
+ // basis vectors. Support vector machines in general tend to find decision functions
+ // that involve a lot of basis vectors. This is significant because the more basis
+ // vectors in a decision function, the longer it takes to classify new examples. So
+ // dlib provides the ability to find an approximation to the normal output of a trainer
+ // using fewer basis vectors.
+
+ // Here we determine the cross validation accuracy when we approximate the output using
+ // only 10 basis vectors. To do this we use the reduced2() function. It takes a
+ // trainer object and the number of basis vectors to use and returns a new trainer
+ // object that applies the necessary post processing during the creation of decision
+ // function objects.
+ cout << "\ncross validation accuracy with only 10 support vectors: "
+ << cross_validate_trainer(reduced2(trainer,10), samples, labels, 3);
+
+ // Let's print out the original cross validation score too for comparison.
+ cout << "cross validation accuracy with all the original support vectors: "
+ << cross_validate_trainer(trainer, samples, labels, 3);
+
+ // When you run this program you should see that, for this problem, you can reduce the
+ // number of basis vectors down to 10 without hurting the cross validation accuracy.
+
+
+ // To get the reduced decision function out we would just do this:
+ learned_function.function = reduced2(trainer,10).train(samples, labels);
+ // And similarly for the probabilistic_decision_function:
+ learned_pfunct.function = train_probabilistic_decision_function(reduced2(trainer,10), samples, labels, 3);
+}
+