// Copyright (C) 2010 Davis E. King (davis@dlib.net) // License: Boost Software License See LICENSE.txt for the full license. #ifndef DLIB_KRR_TRAInER_Hh_ #define DLIB_KRR_TRAInER_Hh_ #include "../algs.h" #include "function.h" #include "kernel.h" #include "empirical_kernel_map.h" #include "linearly_independent_subset_finder.h" #include "../statistics.h" #include "rr_trainer.h" #include "krr_trainer_abstract.h" #include #include namespace dlib { template < typename K > class krr_trainer { public: typedef K kernel_type; typedef typename kernel_type::scalar_type scalar_type; typedef typename kernel_type::sample_type sample_type; typedef typename kernel_type::mem_manager_type mem_manager_type; typedef decision_function trained_function_type; krr_trainer ( ) : verbose(false), max_basis_size(400), ekm_stale(true) { } void be_verbose ( ) { verbose = true; trainer.be_verbose(); } void be_quiet ( ) { verbose = false; trainer.be_quiet(); } void use_regression_loss_for_loo_cv ( ) { trainer.use_regression_loss_for_loo_cv(); } void use_classification_loss_for_loo_cv ( ) { trainer.use_classification_loss_for_loo_cv(); } bool will_use_regression_loss_for_loo_cv ( ) const { return trainer.will_use_regression_loss_for_loo_cv(); } const kernel_type get_kernel ( ) const { return kern; } void set_kernel ( const kernel_type& k ) { kern = k; } template void set_basis ( const T& basis_samples ) { // make sure requires clause is not broken DLIB_ASSERT(basis_samples.size() > 0 && is_vector(mat(basis_samples)), "\tvoid krr_trainer::set_basis(basis_samples)" << "\n\t You have to give a non-empty set of basis_samples and it must be a vector" << "\n\t basis_samples.size(): " << basis_samples.size() << "\n\t is_vector(mat(basis_samples)): " << is_vector(mat(basis_samples)) << "\n\t this: " << this ); basis = mat(basis_samples); ekm_stale = true; } bool basis_loaded ( ) const { return (basis.size() != 0); } void clear_basis ( ) { basis.set_size(0); ekm.clear(); ekm_stale = true; } unsigned long get_max_basis_size ( ) const { return max_basis_size; } void set_max_basis_size ( unsigned long max_basis_size_ ) { // make sure requires clause is not broken DLIB_ASSERT(max_basis_size_ > 0, "\t void krr_trainer::set_max_basis_size()" << "\n\t max_basis_size_ must be greater than 0" << "\n\t max_basis_size_: " << max_basis_size_ << "\n\t this: " << this ); max_basis_size = max_basis_size_; } void set_lambda ( scalar_type lambda_ ) { // make sure requires clause is not broken DLIB_ASSERT(lambda_ >= 0, "\t void krr_trainer::set_lambda()" << "\n\t lambda must be greater than or equal to 0" << "\n\t lambda_: " << lambda_ << "\n\t this: " << this ); trainer.set_lambda(lambda_); } const scalar_type get_lambda ( ) const { return trainer.get_lambda(); } template void set_search_lambdas ( const matrix_exp& lambdas ) { // make sure requires clause is not broken DLIB_ASSERT(is_vector(lambdas) && lambdas.size() > 0 && min(lambdas) > 0, "\t void krr_trainer::set_search_lambdas()" << "\n\t lambdas must be a non-empty vector of values" << "\n\t is_vector(lambdas): " << is_vector(lambdas) << "\n\t lambdas.size(): " << lambdas.size() << "\n\t min(lambdas): " << min(lambdas) << "\n\t this: " << this ); trainer.set_search_lambdas(lambdas); } const matrix& get_search_lambdas ( ) const { return trainer.get_search_lambdas(); } template < typename in_sample_vector_type, typename in_scalar_vector_type > const decision_function train ( const in_sample_vector_type& x, const in_scalar_vector_type& y ) const { std::vector temp; scalar_type temp2; return do_train(mat(x), mat(y), false, temp, temp2); } template < typename in_sample_vector_type, typename in_scalar_vector_type > const decision_function train ( const in_sample_vector_type& x, const in_scalar_vector_type& y, std::vector& loo_values ) const { scalar_type temp; return do_train(mat(x), mat(y), true, loo_values, temp); } template < typename in_sample_vector_type, typename in_scalar_vector_type > const decision_function train ( const in_sample_vector_type& x, const in_scalar_vector_type& y, std::vector& loo_values, scalar_type& lambda_used ) const { return do_train(mat(x), mat(y), true, loo_values, lambda_used); } private: template < typename in_sample_vector_type, typename in_scalar_vector_type > const decision_function do_train ( const in_sample_vector_type& x, const in_scalar_vector_type& y, const bool output_loo_values, std::vector& loo_values, scalar_type& the_lambda ) const { // make sure requires clause is not broken DLIB_ASSERT(is_learning_problem(x,y), "\t decision_function krr_trainer::train(x,y)" << "\n\t invalid inputs were given to this function" << "\n\t is_vector(x): " << is_vector(x) << "\n\t is_vector(y): " << is_vector(y) << "\n\t x.size(): " << x.size() << "\n\t y.size(): " << y.size() ); #ifdef ENABLE_ASSERTS if (get_lambda() == 0 && will_use_regression_loss_for_loo_cv() == false) { // make sure requires clause is not broken DLIB_ASSERT(is_binary_classification_problem(x,y), "\t decision_function krr_trainer::train(x,y)" << "\n\t invalid inputs were given to this function" ); } #endif // The first thing we do is make sure we have an appropriate ekm ready for use below. if (basis_loaded()) { if (ekm_stale) { ekm.load(kern, basis); ekm_stale = false; } } else { linearly_independent_subset_finder lisf(kern, max_basis_size); fill_lisf(lisf, x); ekm.load(lisf); } if (verbose) { std::cout << "\nNumber of basis vectors used: " << ekm.out_vector_size() << std::endl; } typedef matrix column_matrix_type; running_stats rs; // Now we project all the x samples into kernel space using our EKM matrix proj_x; proj_x.set_size(x.size()); for (long i = 0; i < proj_x.size(); ++i) { scalar_type err; // Note that we also append a 1 to the end of the vectors because this is // a convenient way of dealing with the bias term later on. if (verbose == false) { proj_x(i) = ekm.project(x(i)); } else { proj_x(i) = ekm.project(x(i),err); rs.add(err); } } if (verbose) { std::cout << "Mean EKM projection error: " << rs.mean() << std::endl; std::cout << "Standard deviation of EKM projection error: " << rs.stddev() << std::endl; } decision_function > > lin_df; if (output_loo_values) lin_df = trainer.train(proj_x,y, loo_values, the_lambda); else lin_df = trainer.train(proj_x,y); // convert the linear decision function into a kernelized one. decision_function df; df = ekm.convert_to_decision_function(lin_df.basis_vectors(0)); df.b = lin_df.b; // If we used an automatically derived basis then there isn't any point in // keeping the ekm around. So free its memory. if (basis_loaded() == false) { ekm.clear(); } return df; } /*! CONVENTION - if (ekm_stale) then - kern or basis have changed since the last time they were loaded into the ekm - get_lambda() == trainer.get_lambda() - get_kernel() == kern - get_max_basis_size() == max_basis_size - will_use_regression_loss_for_loo_cv() == trainer.will_use_regression_loss_for_loo_cv() - get_search_lambdas() == trainer.get_search_lambdas() - basis_loaded() == (basis.size() != 0) !*/ rr_trainer > > trainer; bool verbose; kernel_type kern; unsigned long max_basis_size; matrix basis; mutable empirical_kernel_map ekm; mutable bool ekm_stale; }; } #endif // DLIB_KRR_TRAInER_Hh_