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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 RVM 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 rvm 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 rvm_regression_trainer object. This is the
- // object that we will later use to do the training.
- rvm_regression_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. Note also that using an inappropriately large
- // gamma will cause the RVM training algorithm to run extremely slowly. What
- // "large" means is relative to how spread out your data is. So it is important
- // to use a rule like this as a starting point for determining the gamma value
- // if you want to use the RVM. It is also probably a good idea to normalize your
- // samples as shown in the rvm_ex.cpp example program.
- const double gamma = 2.0/compute_mean_squared_distance(samples);
- cout << "using gamma of " << gamma << endl;
- trainer.set_kernel(kernel_type(gamma));
-
- // One thing you can do to reduce the RVM training time is to make its
- // stopping epsilon bigger. However, this might make the outputs less
- // reliable. But sometimes it works out well. 0.001 is the default.
- trainer.set_epsilon(0.001);
-
- // 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 0.05
- //0.239389 0.240989
- //0.998334 0.999538
- //-0.189201 -0.188453
- //-0.191785 -0.226516
-
-
- // The first column is the true value of the sinc function and the second
- // column is the output from the rvm estimate.
-
-
-
- // 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;
-
-}
-
-