Beispiel #1
0
    def _train_single_svm(self, param, kernel, lab):
    

    
        kernel.set_cache_size(500)
        #lab = shogun_factory.create_labels(data.labels) 
        svm = SVMLight(param.cost, kernel, lab)

        # set up SVM
        num_threads = 8
        svm.io.enable_progress()
        svm.io.set_loglevel(shogun.Classifier.MSG_DEBUG)
        
        svm.parallel.set_num_threads(num_threads)
        svm.set_linadd_enabled(False)
        svm.set_batch_computation_enabled(False)
            
        # normalize cost
        #norm_c_pos = param.cost / float(len([l for l in data.labels if l==1]))
        #norm_c_neg = param.cost / float(len([l for l in data.labels if l==-1]))

        #svm.set_C(norm_c_neg, norm_c_pos)
        
        
        # start training
        svm.train()

        return svm
    def _train_single_svm(self, param, kernel, lab):
    

    
        kernel.set_cache_size(500)
        #lab = shogun_factory.create_labels(data.labels) 
        svm = SVMLight(param.cost, kernel, lab)

        # set up SVM
        num_threads = 8
        svm.io.enable_progress()
        svm.io.set_loglevel(shogun.Classifier.MSG_DEBUG)
        
        svm.parallel.set_num_threads(num_threads)
        svm.set_linadd_enabled(False)
        svm.set_batch_computation_enabled(False)
            
        # normalize cost
        #norm_c_pos = param.cost / float(len([l for l in data.labels if l==1]))
        #norm_c_neg = param.cost / float(len([l for l in data.labels if l==-1]))

        #svm.set_C(norm_c_neg, norm_c_pos)
        
        
        # start training
        svm.train()

        return svm
Beispiel #3
0
def classifier_svmlight_batch_linadd_modular(fm_train_dna, fm_test_dna,
                                             label_train_dna, degree, C,
                                             epsilon, num_threads):

    from shogun.Features import StringCharFeatures, Labels, DNA
    from shogun.Kernel import WeightedDegreeStringKernel, MSG_DEBUG
    try:
        from shogun.Classifier import SVMLight
    except ImportError:
        print 'No support for SVMLight available.'
        return

    feats_train = StringCharFeatures(DNA)
    #feats_train.io.set_loglevel(MSG_DEBUG)
    feats_train.set_features(fm_train_dna)
    feats_test = StringCharFeatures(DNA)
    feats_test.set_features(fm_test_dna)
    degree = 20

    kernel = WeightedDegreeStringKernel(feats_train, feats_train, degree)

    labels = Labels(label_train_dna)

    svm = SVMLight(C, kernel, labels)
    svm.set_epsilon(epsilon)
    svm.parallel.set_num_threads(num_threads)
    svm.train()

    kernel.init(feats_train, feats_test)

    #print 'SVMLight Objective: %f num_sv: %d' % \
    #	(svm.get_objective(), svm.get_num_support_vectors())
    svm.set_batch_computation_enabled(False)
    svm.set_linadd_enabled(False)
    svm.apply().get_labels()

    svm.set_batch_computation_enabled(True)
    labels = svm.apply().get_labels()
    return labels, svm
def do_batch_linadd ():
	print 'SVMlight batch'

	from shogun.Features import StringCharFeatures, Labels, DNA
	from shogun.Kernel import WeightedDegreeStringKernel
	try:
		from shogun.Classifier import SVMLight
	except ImportError:
		print 'No support for SVMLight available.'
		return

	feats_train=StringCharFeatures(DNA)
	feats_train.set_features(fm_train_dna)
	feats_test=StringCharFeatures(DNA)
	feats_test.set_features(fm_test_dna)
	degree=20

	kernel=WeightedDegreeStringKernel(feats_train, feats_train, degree)

	C=1
	epsilon=1e-5
	num_threads=2
	labels=Labels(label_train_dna)

	svm=SVMLight(C, kernel, labels)
	svm.set_epsilon(epsilon)
	svm.parallel.set_num_threads(num_threads)
	svm.train()

	kernel.init(feats_train, feats_test)

	#print 'SVMLight Objective: %f num_sv: %d' % \
	#	(svm.get_objective(), svm.get_num_support_vectors())
	svm.set_batch_computation_enabled(False)
	svm.set_linadd_enabled(False)
	svm.classify().get_labels()

	svm.set_batch_computation_enabled(True)
	svm.classify().get_labels()
def classifier_svmlight_batch_linadd_modular(fm_train_dna, fm_test_dna,
		label_train_dna, degree, C, epsilon, num_threads):

	from shogun.Features import StringCharFeatures, BinaryLabels, DNA
	from shogun.Kernel import WeightedDegreeStringKernel, MSG_DEBUG
	try:
		from shogun.Classifier import SVMLight
	except ImportError:
		print('No support for SVMLight available.')
		return

	feats_train=StringCharFeatures(DNA)
	#feats_train.io.set_loglevel(MSG_DEBUG)
	feats_train.set_features(fm_train_dna)
	feats_test=StringCharFeatures(DNA)
	feats_test.set_features(fm_test_dna)
	degree=20

	kernel=WeightedDegreeStringKernel(feats_train, feats_train, degree)

	labels=BinaryLabels(label_train_dna)

	svm=SVMLight(C, kernel, labels)
	svm.set_epsilon(epsilon)
	svm.parallel.set_num_threads(num_threads)
	svm.train()

	kernel.init(feats_train, feats_test)

	#print('SVMLight Objective: %f num_sv: %d' % \)
	#	(svm.get_objective(), svm.get_num_support_vectors())
	svm.set_batch_computation_enabled(False)
	svm.set_linadd_enabled(False)
	svm.apply().get_labels()

	svm.set_batch_computation_enabled(True)
	labels = svm.apply().get_labels()
	return labels, svm
##################################################################
# Train SVMs
##################################################################

# create shogun objects
wdk_tree = shogun_factory.create_kernel(data.examples, param)
lab = shogun_factory.create_labels(data.labels)

wdk_tree.set_normalizer(tree_normalizer)
wdk_tree.init_normalizer()

print "--->",wdk_tree.get_normalizer().get_name()

svm_tree = SVMLight(cost, wdk_tree, lab)
svm_tree.set_linadd_enabled(False)
svm_tree.set_batch_computation_enabled(False)

svm_tree.train()

del wdk_tree
del tree_normalizer

print "finished training tree-norm SVM:", svm_tree.get_objective()


wdk = shogun_factory.create_kernel(data.examples, param)
wdk.set_normalizer(normalizer)
wdk.init_normalizer()

print "--->",wdk.get_normalizer().get_name()
Beispiel #7
0
    def _train(self, train_data, param):
        """
        training procedure using training examples and labels
        
        @param train_data: Data relevant to SVM training
        @type train_data: dict<str, list<instances> >
        @param param: Parameters for the training procedure
        @type param: ParameterSvm
        """


        assert(param.base_similarity >= 1)
        
        # merge data sets
        data = PreparedMultitaskData(train_data, shuffle=False)
        
        
        # create shogun data objects
        base_wdk = shogun_factory.create_kernel(data.examples, param)
        lab = shogun_factory.create_labels(data.labels)

        # set normalizer
        normalizer = MultitaskKernelNormalizer(data.task_vector_nums)
        
        # load data
        #f = file("/fml/ag-raetsch/home/cwidmer/Documents/phd/projects/multitask/data/mhc/MHC_Distanzen/MHC_Distanzen/ALL_PseudoSeq_BlosumEnc_pearson.txt")
        f = file("/fml/ag-raetsch/home/cwidmer/Documents/phd/projects/multitask/data/mhc/MHC_Distanzen/MHC_Distanzen/All_PseudoSeq_Hamming.txt")
        #f = file("/fml/ag-raetsch/home/cwidmer/Documents/phd/projects/multitask/data/mhc/MHC_Distanzen/MHC_Distanzen/ALL_PseudoSeq_BlosumEnc_euklid.txt")
        #f = file("/fml/ag-raetsch/home/cwidmer/Documents/phd/projects/multitask/data/mhc/MHC_Distanzen/MHC_Distanzen/ALL_RAxML.txt")
        
        num_lines = int(f.readline().strip())
        task_distances = numpy.zeros((num_lines, num_lines))
        name_to_id = {}
        for (i, line) in enumerate(f):
            tokens = line.strip().split("\t")
            name = str(tokens[0])
            name_to_id[name] = i
            entry = numpy.array([v for (j,v) in enumerate(tokens) if j!=0])
            assert len(entry)==num_lines, "len_entry %i, num_lines %i" % (len(entry), num_lines)
            task_distances[i,:] = entry
            
        
        # cut relevant submatrix
        active_ids = [name_to_id[name] for name in data.get_task_names()] 
        tmp_distances = task_distances[active_ids, :]
        tmp_distances = tmp_distances[:, active_ids]
        print "distances ", tmp_distances.shape

        
        # normalize distances
        task_distances = task_distances / numpy.max(tmp_distances)
        
        
        similarities = numpy.zeros((data.get_num_tasks(), data.get_num_tasks()))
                                
        
        # convert distance to similarity
        for task_name_lhs in data.get_task_names():
            for task_name_rhs in data.get_task_names():
                
                
                # convert similarity with simple transformation
                similarity = param.base_similarity - task_distances[name_to_id[task_name_lhs], name_to_id[task_name_rhs]]
                normalizer.set_task_similarity(data.name_to_id(task_name_lhs), data.name_to_id(task_name_rhs), similarity)
                
                # save for later
                similarities[data.name_to_id(task_name_lhs),data.name_to_id(task_name_rhs)] = similarity
                
                
        # set normalizer                
        base_wdk.set_normalizer(normalizer)
        base_wdk.init_normalizer()
        

        # set up svm
        svm = SVMLight(param.cost, base_wdk, lab)
        svm.set_linadd_enabled(False)
        svm.set_batch_computation_enabled(False)
        
        
        # normalize cost
        norm_c_pos = param.cost / float(len([l for l in data.labels if l==1]))
        norm_c_neg = param.cost / float(len([l for l in data.labels if l==-1]))
        
        svm.set_C(norm_c_neg, norm_c_pos)
        
        
        # start training
        svm.train()


        # save additional information
        self.additional_information["svm objective"] = svm.get_objective()
        self.additional_information["num sv"] = svm.get_num_support_vectors()
        #self.additional_information["distances"] = distances
        self.additional_information["similarities"] = similarities


        # wrap up predictors
        svms = {}
        
        # use a reference to the same svm several times
        for task_name in data.get_task_names():
            
            task_num = data.name_to_id(task_name)
            
            # save svm and task_num
            svms[task_name] = (task_num, param, svm)

        return svms
def test_data():
    
    ##################################################################
    # select MSS
    ##################################################################
    
    mss = expenv.MultiSplitSet.get(379)
    
    
    
    ##################################################################
    # data
    ##################################################################
    
    # fetch data
    instance_set = mss.get_train_data(-1)
    
    # prepare data
    data = PreparedMultitaskData(instance_set, shuffle=True)
    
    # set parameters
    param = Options()
    param.kernel = "WeightedDegreeStringKernel"
    param.wdk_degree = 4
    param.cost = 1.0
    param.transform = 1.0
    param.id = 666
    param.freeze()
    
    
    
    
    ##################################################################
    # taxonomy
    ##################################################################
    
    
    taxonomy = shogun_factory.create_taxonomy(mss.taxonomy.data)
    
    
    support = numpy.linspace(0, 100, 4)
    
    
    distances = [[0, 1, 2, 2], [1, 0, 2, 2], [2, 2, 0, 1], [2, 2, 1, 0]]
    
    # create tree normalizer 
    tree_normalizer = MultitaskKernelPlifNormalizer(support, data.task_vector_names)
    
    
    
    
    task_names = data.get_task_names()
    
    
    FACTOR = 1.0
    
    
    # init gamma matrix
    gammas = numpy.zeros((data.get_num_tasks(), data.get_num_tasks()))
    
    for t1_name in task_names:
        for t2_name in task_names:
            
            similarity = taxonomy.compute_node_similarity(taxonomy.get_id(t1_name), taxonomy.get_id(t2_name))        
            gammas[data.name_to_id(t1_name), data.name_to_id(t2_name)] = similarity
    
    helper.save("/tmp/gammas", gammas)
    
    
    gammas = gammas * FACTOR
    
    cost = param.cost * numpy.sqrt(FACTOR) 
    
    print gammas
    
    
    ##########
    # regular normalizer
    
    normalizer = MultitaskKernelNormalizer(data.task_vector_nums)
    
    for t1_name in task_names:
        for t2_name in task_names:
                    
            similarity = gammas[data.name_to_id(t1_name), data.name_to_id(t2_name)]
            normalizer.set_task_similarity(data.name_to_id(t1_name), data.name_to_id(t2_name), similarity)
    
                
    ##################################################################
    # Train SVMs
    ##################################################################
    
    # create shogun objects
    wdk_tree = shogun_factory.create_kernel(data.examples, param)
    lab = shogun_factory.create_labels(data.labels)
    
    wdk_tree.set_normalizer(tree_normalizer)
    wdk_tree.init_normalizer()
    
    print "--->",wdk_tree.get_normalizer().get_name()
    
    svm_tree = SVMLight(cost, wdk_tree, lab)
    svm_tree.set_linadd_enabled(False)
    svm_tree.set_batch_computation_enabled(False)
    
    svm_tree.train()
    
    del wdk_tree
    del tree_normalizer
    
    print "finished training tree-norm SVM:", svm_tree.get_objective()
    
    
    wdk = shogun_factory.create_kernel(data.examples, param)
    wdk.set_normalizer(normalizer)
    wdk.init_normalizer()
    
    print "--->",wdk.get_normalizer().get_name()
    
    svm = SVMLight(cost, wdk, lab)
    svm.set_linadd_enabled(False)
    svm.set_batch_computation_enabled(False)
    
    svm.train()
    
    print "finished training manually set SVM:", svm.get_objective()
    
    
    alphas_tree = svm_tree.get_alphas()
    alphas = svm.get_alphas()
    
    assert(len(alphas_tree)==len(alphas))
    
    for i in xrange(len(alphas)):
        assert(abs(alphas_tree[i] - alphas[i]) < 0.0001)
        
    print "success: all alphas are the same"
def solver_mtk_shogun(C, all_xt, all_lt, task_indicator, M, L, eps,
                      target_obj):
    """
    implementation using multitask kernel
    """

    xt = numpy.array(all_xt)
    lt = numpy.array(all_lt)
    tt = numpy.array(task_indicator, dtype=numpy.int32)
    tsm = numpy.array(M)

    print "task_sim:", tsm

    num_tasks = L.shape[0]

    # sanity checks
    assert len(xt) == len(lt) == len(tt)
    assert M.shape == L.shape
    assert num_tasks == len(set(tt))

    # set up shogun objects
    if type(xt[0]) == numpy.string_:
        feat = StringCharFeatures(DNA)
        xt = [str(a) for a in xt]
        feat.set_features(xt)
        base_kernel = WeightedDegreeStringKernel(feat, feat, 8)
    else:
        feat = RealFeatures(xt.T)
        base_kernel = LinearKernel(feat, feat)

    lab = Labels(lt)

    # set up normalizer
    normalizer = MultitaskKernelNormalizer(tt.tolist())

    for i in xrange(num_tasks):
        for j in xrange(num_tasks):
            normalizer.set_task_similarity(i, j, M[i, j])

    print "num of unique tasks: ", normalizer.get_num_unique_tasks(
        task_indicator)

    # set up kernel
    base_kernel.set_cache_size(2000)
    base_kernel.set_normalizer(normalizer)
    base_kernel.init_normalizer()

    # set up svm
    svm = SVMLight()  #LibSVM()

    svm.set_epsilon(eps)
    #print "reducing num threads to one"
    #svm.parallel.set_num_threads(1)
    #print "using one thread"

    # how often do we like to compute objective etc
    svm.set_record_interval(0)
    svm.set_target_objective(target_obj)

    svm.set_linadd_enabled(False)
    svm.set_batch_computation_enabled(False)
    svm.io.set_loglevel(MSG_DEBUG)
    #SET THREADS TO 1

    svm.set_C(C, C)
    svm.set_bias_enabled(False)

    # prepare for training
    svm.set_labels(lab)
    svm.set_kernel(base_kernel)

    # train svm
    svm.train()

    train_times = svm.get_training_times()
    objectives = [-obj for obj in svm.get_dual_objectives()]

    if False:

        # get model parameters
        sv_idx = svm.get_support_vectors()
        sparse_alphas = svm.get_alphas()

        assert len(sv_idx) == len(sparse_alphas)

        # compute dense alpha (remove label)
        alphas = numpy.zeros(len(xt))
        for id_sparse, id_dense in enumerate(sv_idx):
            alphas[id_dense] = sparse_alphas[id_sparse] * lt[id_dense]

        # print alphas
        W = alphas_to_w(alphas, xt, lt, task_indicator, M)
        primal_obj = compute_primal_objective(
            W.reshape(W.shape[0] * W.shape[1]), C, all_xt, all_lt,
            task_indicator, L)
        objectives.append(primal_obj)
        train_times.append(train_times[-1] + 100)

    return objectives, train_times
Beispiel #10
0
    def _train(self, train_data, param):
        """
        training procedure using training examples and labels
        
        @param train_data: Data relevant to SVM training
        @type train_data: dict<str, list<instances> >
        @param param: Parameters for the training procedure
        @type param: ParameterSvm
        """

        # merge data sets
        data = PreparedMultitaskData(train_data, shuffle=False)

        # create shogun data objects
        base_wdk = shogun_factory.create_kernel(data.examples, param)
        lab = shogun_factory.create_labels(data.labels)

        # set normalizer
        normalizer = MultitaskKernelNormalizer(data.task_vector_nums)

        ########################################################
        print "creating a kernel for each node:"
        ########################################################

        # init seq handler
        task_kernel = SequencesHandlerRbf(1, param.base_similarity,
                                          data.get_task_names(),
                                          param.flags["wdk_rbf_on"])
        similarities = numpy.zeros(
            (data.get_num_tasks(), data.get_num_tasks()))

        # convert distance to similarity
        for task_name_lhs in data.get_task_names():
            for task_name_rhs in data.get_task_names():

                # convert similarity with simple transformation
                similarity = task_kernel.get_similarity(
                    task_name_lhs, task_name_rhs)

                print similarity

                print "similarity (%s,%s)=%f" % (task_name_lhs, task_name_rhs,
                                                 similarity)

                normalizer.set_task_similarity(data.name_to_id(task_name_lhs),
                                               data.name_to_id(task_name_rhs),
                                               similarity)

                # save for later
                similarities[data.name_to_id(task_name_lhs),
                             data.name_to_id(task_name_rhs)] = similarity

        # set normalizer
        base_wdk.set_normalizer(normalizer)
        base_wdk.init_normalizer()

        # set up svm
        svm = SVMLight(param.cost, base_wdk, lab)
        svm.set_linadd_enabled(False)
        svm.set_batch_computation_enabled(False)

        # normalize cost
        norm_c_pos = param.cost / float(len([l
                                             for l in data.labels if l == 1]))
        norm_c_neg = param.cost / float(
            len([l for l in data.labels if l == -1]))

        svm.set_C(norm_c_neg, norm_c_pos)

        # start training
        svm.train()

        # save additional information
        self.additional_information["svm objective"] = svm.get_objective()
        self.additional_information["num sv"] = svm.get_num_support_vectors()
        #self.additional_information["distances"] = distances
        self.additional_information["similarities"] = similarities

        # wrap up predictors
        svms = {}

        # use a reference to the same svm several times
        for task_name in data.get_task_names():

            task_num = data.name_to_id(task_name)

            # save svm and task_num
            svms[task_name] = (task_num, param, svm)

        return svms
Beispiel #11
0
    def _train(self, train_data, param):
        """
        training procedure using training examples and labels
        
        @param train_data: Data relevant to SVM training
        @type train_data: dict<str, list<instances> >
        @param param: Parameters for the training procedure
        @type param: ParameterSvm
        """

        assert (param.base_similarity >= 1)

        # merge data sets
        data = PreparedMultitaskData(train_data, shuffle=False)

        # create shogun data objects
        base_wdk = shogun_factory.create_kernel(data.examples, param)
        lab = shogun_factory.create_labels(data.labels)

        # set normalizer
        normalizer = MultitaskKernelNormalizer(data.task_vector_nums)

        # load data
        #f = file("/fml/ag-raetsch/home/cwidmer/Documents/phd/projects/multitask/data/mhc/MHC_Distanzen/MHC_Distanzen/ALL_PseudoSeq_BlosumEnc_pearson.txt")
        f = file(
            "/fml/ag-raetsch/home/cwidmer/Documents/phd/projects/multitask/data/mhc/MHC_Distanzen/MHC_Distanzen/All_PseudoSeq_Hamming.txt"
        )
        #f = file("/fml/ag-raetsch/home/cwidmer/Documents/phd/projects/multitask/data/mhc/MHC_Distanzen/MHC_Distanzen/ALL_PseudoSeq_BlosumEnc_euklid.txt")
        #f = file("/fml/ag-raetsch/home/cwidmer/Documents/phd/projects/multitask/data/mhc/MHC_Distanzen/MHC_Distanzen/ALL_RAxML.txt")

        num_lines = int(f.readline().strip())
        task_distances = numpy.zeros((num_lines, num_lines))
        name_to_id = {}
        for (i, line) in enumerate(f):
            tokens = line.strip().split("\t")
            name = str(tokens[0])
            name_to_id[name] = i
            entry = numpy.array([v for (j, v) in enumerate(tokens) if j != 0])
            assert len(entry) == num_lines, "len_entry %i, num_lines %i" % (
                len(entry), num_lines)
            task_distances[i, :] = entry

        # cut relevant submatrix
        active_ids = [name_to_id[name] for name in data.get_task_names()]
        tmp_distances = task_distances[active_ids, :]
        tmp_distances = tmp_distances[:, active_ids]
        print "distances ", tmp_distances.shape

        # normalize distances
        task_distances = task_distances / numpy.max(tmp_distances)

        similarities = numpy.zeros(
            (data.get_num_tasks(), data.get_num_tasks()))

        # convert distance to similarity
        for task_name_lhs in data.get_task_names():
            for task_name_rhs in data.get_task_names():

                # convert similarity with simple transformation
                similarity = param.base_similarity - task_distances[
                    name_to_id[task_name_lhs], name_to_id[task_name_rhs]]
                normalizer.set_task_similarity(data.name_to_id(task_name_lhs),
                                               data.name_to_id(task_name_rhs),
                                               similarity)

                # save for later
                similarities[data.name_to_id(task_name_lhs),
                             data.name_to_id(task_name_rhs)] = similarity

        # set normalizer
        base_wdk.set_normalizer(normalizer)
        base_wdk.init_normalizer()

        # set up svm
        svm = SVMLight(param.cost, base_wdk, lab)
        svm.set_linadd_enabled(False)
        svm.set_batch_computation_enabled(False)

        # normalize cost
        norm_c_pos = param.cost / float(len([l
                                             for l in data.labels if l == 1]))
        norm_c_neg = param.cost / float(
            len([l for l in data.labels if l == -1]))

        svm.set_C(norm_c_neg, norm_c_pos)

        # start training
        svm.train()

        # save additional information
        self.additional_information["svm objective"] = svm.get_objective()
        self.additional_information["num sv"] = svm.get_num_support_vectors()
        #self.additional_information["distances"] = distances
        self.additional_information["similarities"] = similarities

        # wrap up predictors
        svms = {}

        # use a reference to the same svm several times
        for task_name in data.get_task_names():

            task_num = data.name_to_id(task_name)

            # save svm and task_num
            svms[task_name] = (task_num, param, svm)

        return svms
Beispiel #12
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    def _train(self, train_data, param):
        """
        training procedure using training examples and labels
        
        @param train_data: Data relevant to SVM training
        @type train_data: dict<str, list<instances> >
        @param param: Parameters for the training procedure
        @type param: ParameterSvm
        """
        
          
        # merge data sets
        data = PreparedMultitaskData(train_data, shuffle=False)
        
        
        # create shogun data objects
        base_wdk = shogun_factory.create_kernel(data.examples, param)
        lab = shogun_factory.create_labels(data.labels)

        # set normalizer
        normalizer = MultitaskKernelNormalizer(data.task_vector_nums)

        ########################################################
        print "creating a kernel for each node:"
        ########################################################

        
        # init seq handler 
        task_kernel = SequencesHandlerRbf(1, param.base_similarity, data.get_task_names(), param.flags["wdk_rbf_on"])
        similarities = numpy.zeros((data.get_num_tasks(), data.get_num_tasks()))
        
        # convert distance to similarity
        for task_name_lhs in data.get_task_names():
            for task_name_rhs in data.get_task_names():
                
                
                 
                
                # convert similarity with simple transformation
                similarity = task_kernel.get_similarity(task_name_lhs, task_name_rhs)
                
                print similarity
                
                print "similarity (%s,%s)=%f" % (task_name_lhs, task_name_rhs, similarity)
                
                normalizer.set_task_similarity(data.name_to_id(task_name_lhs), data.name_to_id(task_name_rhs), similarity)
                
                # save for later
                similarities[data.name_to_id(task_name_lhs),data.name_to_id(task_name_rhs)] = similarity
                
                
        # set normalizer                
        base_wdk.set_normalizer(normalizer)
        base_wdk.init_normalizer()
        

        # set up svm
        svm = SVMLight(param.cost, base_wdk, lab)
        svm.set_linadd_enabled(False)
        svm.set_batch_computation_enabled(False)
        
        
        # normalize cost
        norm_c_pos = param.cost / float(len([l for l in data.labels if l==1]))
        norm_c_neg = param.cost / float(len([l for l in data.labels if l==-1]))
        
        svm.set_C(norm_c_neg, norm_c_pos)
        
        
        # start training
        svm.train()


        # save additional information
        self.additional_information["svm objective"] = svm.get_objective()
        self.additional_information["num sv"] = svm.get_num_support_vectors()
        #self.additional_information["distances"] = distances
        self.additional_information["similarities"] = similarities


        # wrap up predictors
        svms = {}
        
        # use a reference to the same svm several times
        for task_name in data.get_task_names():
            
            task_num = data.name_to_id(task_name)
            
            # save svm and task_num
            svms[task_name] = (task_num, param, svm)

        return svms
def test_data():

    ##################################################################
    # select MSS
    ##################################################################

    mss = expenv.MultiSplitSet.get(379)

    ##################################################################
    # data
    ##################################################################

    # fetch data
    instance_set = mss.get_train_data(-1)

    # prepare data
    data = PreparedMultitaskData(instance_set, shuffle=True)

    # set parameters
    param = Options()
    param.kernel = "WeightedDegreeStringKernel"
    param.wdk_degree = 4
    param.cost = 1.0
    param.transform = 1.0
    param.id = 666
    param.freeze()

    ##################################################################
    # taxonomy
    ##################################################################

    taxonomy = shogun_factory.create_taxonomy(mss.taxonomy.data)

    support = numpy.linspace(0, 100, 4)

    distances = [[0, 1, 2, 2], [1, 0, 2, 2], [2, 2, 0, 1], [2, 2, 1, 0]]

    # create tree normalizer
    tree_normalizer = MultitaskKernelPlifNormalizer(support,
                                                    data.task_vector_names)

    task_names = data.get_task_names()

    FACTOR = 1.0

    # init gamma matrix
    gammas = numpy.zeros((data.get_num_tasks(), data.get_num_tasks()))

    for t1_name in task_names:
        for t2_name in task_names:

            similarity = taxonomy.compute_node_similarity(
                taxonomy.get_id(t1_name), taxonomy.get_id(t2_name))
            gammas[data.name_to_id(t1_name),
                   data.name_to_id(t2_name)] = similarity

    helper.save("/tmp/gammas", gammas)

    gammas = gammas * FACTOR

    cost = param.cost * numpy.sqrt(FACTOR)

    print gammas

    ##########
    # regular normalizer

    normalizer = MultitaskKernelNormalizer(data.task_vector_nums)

    for t1_name in task_names:
        for t2_name in task_names:

            similarity = gammas[data.name_to_id(t1_name),
                                data.name_to_id(t2_name)]
            normalizer.set_task_similarity(data.name_to_id(t1_name),
                                           data.name_to_id(t2_name),
                                           similarity)

    ##################################################################
    # Train SVMs
    ##################################################################

    # create shogun objects
    wdk_tree = shogun_factory.create_kernel(data.examples, param)
    lab = shogun_factory.create_labels(data.labels)

    wdk_tree.set_normalizer(tree_normalizer)
    wdk_tree.init_normalizer()

    print "--->", wdk_tree.get_normalizer().get_name()

    svm_tree = SVMLight(cost, wdk_tree, lab)
    svm_tree.set_linadd_enabled(False)
    svm_tree.set_batch_computation_enabled(False)

    svm_tree.train()

    del wdk_tree
    del tree_normalizer

    print "finished training tree-norm SVM:", svm_tree.get_objective()

    wdk = shogun_factory.create_kernel(data.examples, param)
    wdk.set_normalizer(normalizer)
    wdk.init_normalizer()

    print "--->", wdk.get_normalizer().get_name()

    svm = SVMLight(cost, wdk, lab)
    svm.set_linadd_enabled(False)
    svm.set_batch_computation_enabled(False)

    svm.train()

    print "finished training manually set SVM:", svm.get_objective()

    alphas_tree = svm_tree.get_alphas()
    alphas = svm.get_alphas()

    assert (len(alphas_tree) == len(alphas))

    for i in xrange(len(alphas)):
        assert (abs(alphas_tree[i] - alphas[i]) < 0.0001)

    print "success: all alphas are the same"
##################################################################
# Train SVMs
##################################################################

# create shogun objects
wdk_tree = shogun_factory.create_kernel(data.examples, param)
lab = shogun_factory.create_labels(data.labels)

wdk_tree.set_normalizer(tree_normalizer)
wdk_tree.init_normalizer()

print "--->", wdk_tree.get_normalizer().get_name()

svm_tree = SVMLight(cost, wdk_tree, lab)
svm_tree.set_linadd_enabled(False)
svm_tree.set_batch_computation_enabled(False)

svm_tree.train()

del wdk_tree
del tree_normalizer

print "finished training tree-norm SVM:", svm_tree.get_objective()

wdk = shogun_factory.create_kernel(data.examples, param)
wdk.set_normalizer(normalizer)
wdk.init_normalizer()

print "--->", wdk.get_normalizer().get_name()

svm = SVMLight(cost, wdk, lab)