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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 kernel ridge regression
- object from the dlib C++ Library.
-
- This example will train on data from the sinc function.
-
-*/
-
-#include <iostream>
-#include <vector>
-
-#include <dlib/svm.h>
-
-using namespace std;
-using namespace dlib;
-
-// Here is the sinc function we will be trying to learn with kernel ridge regression
-double sinc(double x)
-{
- if (x == 0)
- return 1;
- return sin(x)/x;
-}
-
-int main()
-{
- // Here we declare that our samples will be 1 dimensional column vectors.
- typedef matrix<double,1,1> sample_type;
-
- // Now sample some points from the sinc() function
- sample_type m;
- std::vector<sample_type> samples;
- std::vector<double> labels;
- for (double x = -10; x <= 4; x += 1)
- {
- m(0) = x;
- samples.push_back(m);
- labels.push_back(sinc(x));
- }
-
- // Now we are making a typedef for the kind of kernel we want to use. I picked the
- // radial basis kernel because it only has one parameter and generally gives good
- // results without much fiddling.
- typedef radial_basis_kernel<sample_type> kernel_type;
-
- // Here we declare an instance of the krr_trainer object. This is the
- // object that we will later use to do the training.
- krr_trainer<kernel_type> trainer;
-
- // Here we set the kernel we want to use for training. The radial_basis_kernel
- // has a parameter called gamma that we need to determine. As a rule of thumb, a good
- // gamma to try is 1.0/(mean squared distance between your sample points). So
- // below we are using a similar value computed from at most 2000 randomly selected
- // samples.
- const double gamma = 3.0/compute_mean_squared_distance(randomly_subsample(samples, 2000));
- cout << "using gamma of " << gamma << endl;
- trainer.set_kernel(kernel_type(gamma));
-
- // now train a function based on our sample points
- decision_function<kernel_type> test = trainer.train(samples, labels);
-
- // now we output the value of the sinc function for a few test points as well as the
- // value predicted by our regression.
- m(0) = 2.5; cout << sinc(m(0)) << " " << test(m) << endl;
- m(0) = 0.1; cout << sinc(m(0)) << " " << test(m) << endl;
- m(0) = -4; cout << sinc(m(0)) << " " << test(m) << endl;
- m(0) = 5.0; cout << sinc(m(0)) << " " << test(m) << endl;
-
- // The output is as follows:
- //using gamma of 0.075
- // 0.239389 0.239389
- // 0.998334 0.998362
- // -0.189201 -0.189254
- // -0.191785 -0.186618
-
- // The first column is the true value of the sinc function and the second
- // column is the output from the krr estimate.
-
-
- // Note that the krr_trainer has the ability to tell us the leave-one-out predictions
- // for each sample.
- std::vector<double> loo_values;
- trainer.train(samples, labels, loo_values);
- cout << "mean squared LOO error: " << mean_squared_error(labels,loo_values) << endl;
- cout << "R^2 LOO value: " << r_squared(labels,loo_values) << endl;
- // Which outputs the following:
- // mean squared LOO error: 8.29575e-07
- // R^2 LOO value: 0.999995
-
-
-
-
-
- // Another thing that is worth knowing is that just about everything in dlib is serializable.
- // So for example, you can save the test object to disk and recall it later like so:
- serialize("saved_function.dat") << test;
-
- // Now let's open that file back up and load the function object it contains.
- deserialize("saved_function.dat") >> test;
-
-}
-
-