def statistics_linear_time_mmd_kernel_choice(): from shogun.Features import RealFeatures, CombinedFeatures from shogun.Kernel import GaussianKernel, CombinedKernel from shogun.Statistics import LinearTimeMMD from shogun.Statistics import BOOTSTRAP, MMD1_GAUSSIAN # note that the linear time statistic is designed for much larger datasets n=50000 dim=5 difference=2 # data is standard normal distributed. only one dimension of Y has a mean # shift of difference (X,Y)=gen_data.create_mean_data(n,dim,difference) # concatenate since MMD class takes data as one feature object # (it is possible to give two, but then data is copied) Z=concatenate((X,Y), axis=1) print "dimension means of X", [mean(x) for x in X] print "dimension means of Y", [mean(x) for x in Y] # create kernels/features to choose from # here: just a bunch of Gaussian Kernels with different widths # real sigmas are 2^-5, ..., 2^10 sigmas=array([pow(2,x) for x in range(-5,10)]) # shogun has a different parametrization of the Gaussian kernel shogun_sigmas=array([x*x*2 for x in sigmas]) # We will use multiple kernels kernel=CombinedKernel() # two separate feature objects here, could also be one with appended data features=CombinedFeatures() # all kernels work on same features for i in range(len(sigmas)): kernel.append_kernel(GaussianKernel(10, shogun_sigmas[i])) features.append_feature_obj(RealFeatures(Z)) mmd=LinearTimeMMD(kernel,features, n) print "start learning kernel weights" mmd.set_opt_regularization_eps(10E-5) mmd.set_opt_low_cut(10E-5) mmd.set_opt_max_iterations(1000) mmd.set_opt_epsilon(10E-7) mmd.optimize_kernel_weights() weights=kernel.get_subkernel_weights() print "learned weights:", weights #pyplot.plot(array(range(len(sigmas))), weights) #pyplot.show() print "index of max weight", weights.argmax()
def statistics_linear_time_mmd_kernel_choice(): from shogun.Features import RealFeatures, CombinedFeatures from shogun.Features import DataGenerator from shogun.Kernel import GaussianKernel, CombinedKernel from shogun.Statistics import LinearTimeMMD from shogun.Statistics import BOOTSTRAP, MMD1_GAUSSIAN # note that the linear time statistic is designed for much larger datasets n=50000 dim=5 difference=2 # use data generator class to produce example data # in pratice, this generate data function could be replaced by a method # that obtains data from a stream data=DataGenerator.generate_mean_data(n,dim,difference) print "dimension means of X", mean(data.T[0:n].T) print "dimension means of Y", mean(data.T[n:2*n+1].T) # create kernels/features to choose from # here: just a bunch of Gaussian Kernels with different widths # real sigmas are 2^-5, ..., 2^10 sigmas=array([pow(2,x) for x in range(-5,10)]) # shogun has a different parametrization of the Gaussian kernel shogun_sigmas=array([x*x*2 for x in sigmas]) # We will use multiple kernels kernel=CombinedKernel() # two separate feature objects here, could also be one with appended data features=CombinedFeatures() # all kernels work on same features for i in range(len(sigmas)): kernel.append_kernel(GaussianKernel(10, shogun_sigmas[i])) features.append_feature_obj(RealFeatures(data)) mmd=LinearTimeMMD(kernel,features, n) print "start learning kernel weights" mmd.set_opt_regularization_eps(10E-5) mmd.set_opt_low_cut(10E-5) mmd.set_opt_max_iterations(1000) mmd.set_opt_epsilon(10E-7) mmd.optimize_kernel_weights() weights=kernel.get_subkernel_weights() print "learned weights:", weights #pyplot.plot(array(range(len(sigmas))), weights) #pyplot.show() print "index of max weight", weights.argmax()
def statistics_linear_time_mmd_kernel_choice():
from shogun.Features import RealFeatures, CombinedFeatures
from shogun.Features import MeanShiftRealDataGenerator
from shogun.Kernel import GaussianKernel, CombinedKernel
from shogun.Statistics import LinearTimeMMD
from shogun.Statistics import BOOTSTRAP, MMD1_GAUSSIAN
# note that the linear time statistic is designed for much larger datasets
n = 50000
dim = 5
difference = 2
# use data generator class to produce example data
# in pratice, this generate data function could be replaced by a method
# that obtains data from a stream
data = DataGenerator.generate_mean_data(n, dim, difference)
print "dimension means of X", mean(data.T[0:n].T)
print "dimension means of Y", mean(data.T[n:2 * n + 1].T)
# create kernels/features to choose from
# here: just a bunch of Gaussian Kernels with different widths
# real sigmas are 2^-5, ..., 2^10
sigmas = array([pow(2, x) for x in range(-5, 10)])
# shogun has a different parametrization of the Gaussian kernel
shogun_sigmas = array([x * x * 2 for x in sigmas])
# We will use multiple kernels
kernel = CombinedKernel()
# two separate feature objects here, could also be one with appended data
features = CombinedFeatures()
# all kernels work on same features
for i in range(len(sigmas)):
kernel.append_kernel(GaussianKernel(10, shogun_sigmas[i]))
features.append_feature_obj(RealFeatures(data))
mmd = LinearTimeMMD(kernel, features, n)
print "start learning kernel weights"
mmd.set_opt_regularization_eps(10E-5)
mmd.set_opt_low_cut(10E-5)
mmd.set_opt_max_iterations(1000)
mmd.set_opt_epsilon(10E-7)
mmd.optimize_kernel_weights()
weights = kernel.get_subkernel_weights()
print "learned weights:", weights
#pyplot.plot(array(range(len(sigmas))), weights)
#pyplot.show()
print "index of max weight", weights.argmax()
gauss_kernel_2 = GaussianKernel(features_train, features_train, 1.0) combined_kernel.append_kernel(gauss_kernel_1) combined_kernel.append_kernel(gauss_kernel_2) combined_kernel.init(features_train, features_train) libsvm = LibSVM() svm = MKLClassification(libsvm) svm.set_interleaved_optimization_enabled(False) svm.set_kernel(combined_kernel) svm.set_labels(labels_train) svm.train() beta = combined_kernel.get_subkernel_weights() alpha = svm.get_alphas() combined_kernel.init(features_train, features_test) labels_predict = svm.apply() # # labels_predict = svm.apply(features_test) # train_pred = svm.apply(features_train) # alphas = svm.get_alphas() # b = svm.get_bias() # eval = AccuracyMeasure() # train_eval = AccuracyMeasure() # # accuracy = eval.evaluate(labels_predict.get_labels(), labels_test)
c2=ModelSelectionParameters("C2");
c2.build_values(-4.0, 4.0, R_EXP);
param_tree_root.append_child(c2)
splitting_strategy = StratifiedCrossValidationSplitting(labels, 50)
evaluation_criterium = ContingencyTableEvaluation(ACCURACY)
cross_validation = CrossValidation(classifier, feats_train, labels, splitting_strategy, evaluation_criterium)
model_selection = GridSearchModelSelection(param_tree_root, cross_validation)
best_parameters = model_selection.select_model(True)
print "Best parameters: ",
best_parameters.print_tree()
best_parameters.apply_to_machine(classifier)
classifier.train()
w=kernel.get_subkernel_weights()
kernel.set_subkernel_weights(w)
# Plot ROC curve
subplot(111)
ROC_evaluation=ROCEvaluation()
ROC_evaluation.evaluate(classifier.apply(feats_train),Labels(trainlab))
roc = ROC_evaluation.get_ROC()
plot(roc[0], roc[1])
fill_between(roc[0],roc[1],0,alpha=0.1)
grid(True)
xlabel('FPR')
ylabel('TPR')
title('Train ROC (Width=%.3f, C1=%.3f, C2=%.3f) ROC curve = %.3f' % (10, classifier.get_C1(), classifier.get_C2(), ROC_evaluation.get_auROC()),size=10)
savefig("data/iri/mkl.png")
"""
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
"""
# dict to save additional information for later analysis
self.additional_information = {}
# merge data sets
data = PreparedMultitaskData(train_data, shuffle=True)
# create shogun label
lab = shogun_factory.create_labels(data.labels)
########################################################
print "creating a kernel for each node:"
########################################################
# assemble combined kernel
combined_kernel = CombinedKernel()
combined_kernel.io.set_loglevel(shogun.Kernel.MSG_INFO)
base_features = shogun_factory.create_features(data.examples, param)
combined_features = CombinedFeatures()
##################################################
# intra-domain blocks (dirac kernel)
intra_block_vec = PairiiVec()
for task_id in data.get_task_ids():
intra_block_vec.push_back(Pairii(task_id, task_id))
# create mask-based normalizer
normalizer = MultitaskKernelMaskPairNormalizer(data.task_vector_nums,
intra_block_vec)
kernel = shogun_factory.create_empty_kernel(param)
kernel.set_normalizer(normalizer)
# append current kernel to CombinedKernel
combined_kernel.append_kernel(kernel)
# append features
combined_features.append_feature_obj(base_features)
print "------"
##################################################
# all blocks (full kernel matrix)
all_block_vec = PairiiVec()
for task_id_1 in data.get_task_ids():
for task_id_2 in data.get_task_ids():
all_block_vec.push_back(Pairii(task_id_1, task_id_2))
# create mask-based normalizer
normalizer_all = MultitaskKernelMaskPairNormalizer(
data.task_vector_nums, all_block_vec)
kernel_all = shogun_factory.create_empty_kernel(param)
kernel_all.set_normalizer(normalizer_all)
# append current kernel to CombinedKernel
combined_kernel.append_kernel(kernel_all)
# append features
combined_features.append_feature_obj(base_features)
##################################################
# hack
# hack_block_vec = PairiiVec()
#
# for task_id_1 in data.get_task_ids():
# for task_id_2 in data.get_task_ids():
# hack_block_vec.push_back(Pairii(task_id_1, task_id_2))
#
# hack_block_vec.push_back(Pairii(data.name_to_id("B_2705"), data.name_to_id("B_4001")))
# other_group = ["B_0702", "B_1501", "B_5801"]
# for task_id_1 in other_group:
# for task_id_2 in other_group:
# hack_block_vec.push_back(Pairii(data.name_to_id(task_id_1), data.name_to_id(task_id_2)))
#
#
#
# # create mask-based normalizer
# normalizer_hack = MultitaskKernelMaskPairNormalizer(data.task_vector_nums, hack_block_vec)
# kernel_hack = shogun_factory.create_empty_kernel(param)
# kernel_hack.set_normalizer(normalizer_hack)
#
# # append current kernel to CombinedKernel
# combined_kernel.append_kernel(kernel_hack)
#
# # append features
# combined_features.append_feature_obj(base_features)
##################################################
# init combined kernel
combined_kernel.init(combined_features, combined_features)
#combined_kernel.precompute_subkernels()
self.additional_information[
"mkl weights before"] = combined_kernel.get_subkernel_weights()
print "subkernel weights:", combined_kernel.get_subkernel_weights()
svm = None
print "using MKL:", (param.flags["mkl_q"] >= 1.0)
if param.flags["mkl_q"] >= 1.0:
svm = MKLClassification()
svm.set_mkl_norm(param.flags["mkl_q"])
svm.set_kernel(combined_kernel)
svm.set_labels(lab)
else:
# create SVM (disable unsupported optimizations)
combined_kernel.set_cache_size(500)
svm = SVMLight(param.cost, combined_kernel, lab)
num_threads = 8
svm.io.enable_progress()
svm.io.set_loglevel(shogun.Classifier.MSG_INFO)
svm.parallel.set_num_threads(num_threads)
svm.set_linadd_enabled(False)
svm.set_batch_computation_enabled(False)
svm.set_epsilon(0.03)
# set cost
if param.flags["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)
else:
svm.set_C(param.cost, param.cost)
svm.train()
print "subkernel weights (after):", combined_kernel.get_subkernel_weights(
)
########################################################
print "svm objective:"
print svm.get_objective()
self.additional_information["svm_objective"] = svm.get_objective()
self.additional_information[
"svm num sv"] = svm.get_num_support_vectors()
self.additional_information[
"mkl weights post-training"] = combined_kernel.get_subkernel_weights(
)
########################################################
# wrap up predictors
svms = {}
# use a reference to the same svm several times
for task_name in train_data.keys():
svms[task_name] = (data.name_to_id(task_name), combined_kernel,
svm, param)
return svms
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
"""
# dict to save additional information for later analysis
self.additional_information = {}
# merge data sets
data = PreparedMultitaskData(train_data, shuffle=True)
# create shogun label
lab = shogun_factory.create_labels(data.labels)
########################################################
print "creating a kernel for each node:"
########################################################
# assemble combined kernel
combined_kernel = CombinedKernel()
combined_kernel.io.set_loglevel(shogun.Kernel.MSG_INFO)
base_features = shogun_factory.create_features(data.examples, param)
combined_features = CombinedFeatures()
##################################################
# intra-domain blocks (dirac kernel)
intra_block_vec = PairiiVec()
for task_id in data.get_task_ids():
intra_block_vec.push_back(Pairii(task_id, task_id))
# create mask-based normalizer
normalizer = MultitaskKernelMaskPairNormalizer(data.task_vector_nums, intra_block_vec)
kernel = shogun_factory.create_empty_kernel(param)
kernel.set_normalizer(normalizer)
# append current kernel to CombinedKernel
combined_kernel.append_kernel(kernel)
# append features
combined_features.append_feature_obj(base_features)
print "------"
##################################################
# all blocks (full kernel matrix)
all_block_vec = PairiiVec()
for task_id_1 in data.get_task_ids():
for task_id_2 in data.get_task_ids():
all_block_vec.push_back(Pairii(task_id_1, task_id_2))
# create mask-based normalizer
normalizer_all = MultitaskKernelMaskPairNormalizer(data.task_vector_nums, all_block_vec)
kernel_all = shogun_factory.create_empty_kernel(param)
kernel_all.set_normalizer(normalizer_all)
# append current kernel to CombinedKernel
combined_kernel.append_kernel(kernel_all)
# append features
combined_features.append_feature_obj(base_features)
##################################################
# hack
# hack_block_vec = PairiiVec()
#
# for task_id_1 in data.get_task_ids():
# for task_id_2 in data.get_task_ids():
# hack_block_vec.push_back(Pairii(task_id_1, task_id_2))
#
# hack_block_vec.push_back(Pairii(data.name_to_id("B_2705"), data.name_to_id("B_4001")))
# other_group = ["B_0702", "B_1501", "B_5801"]
# for task_id_1 in other_group:
# for task_id_2 in other_group:
# hack_block_vec.push_back(Pairii(data.name_to_id(task_id_1), data.name_to_id(task_id_2)))
#
#
#
# # create mask-based normalizer
# normalizer_hack = MultitaskKernelMaskPairNormalizer(data.task_vector_nums, hack_block_vec)
# kernel_hack = shogun_factory.create_empty_kernel(param)
# kernel_hack.set_normalizer(normalizer_hack)
#
# # append current kernel to CombinedKernel
# combined_kernel.append_kernel(kernel_hack)
#
# # append features
# combined_features.append_feature_obj(base_features)
##################################################
# init combined kernel
combined_kernel.init(combined_features, combined_features)
#combined_kernel.precompute_subkernels()
self.additional_information["mkl weights before"] = combined_kernel.get_subkernel_weights()
print "subkernel weights:", combined_kernel.get_subkernel_weights()
svm = None
print "using MKL:", (param.flags["mkl_q"] >= 1.0)
if param.flags["mkl_q"] >= 1.0:
svm = MKLClassification()
svm.set_mkl_norm(param.flags["mkl_q"])
svm.set_kernel(combined_kernel)
svm.set_labels(lab)
else:
# create SVM (disable unsupported optimizations)
combined_kernel.set_cache_size(500)
svm = SVMLight(param.cost, combined_kernel, lab)
num_threads = 8
svm.io.enable_progress()
svm.io.set_loglevel(shogun.Classifier.MSG_INFO)
svm.parallel.set_num_threads(num_threads)
svm.set_linadd_enabled(False)
svm.set_batch_computation_enabled(False)
svm.set_epsilon(0.03)
# set cost
if param.flags["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)
else:
svm.set_C(param.cost, param.cost)
svm.train()
print "subkernel weights (after):", combined_kernel.get_subkernel_weights()
########################################################
print "svm objective:"
print svm.get_objective()
self.additional_information["svm_objective"] = svm.get_objective()
self.additional_information["svm num sv"] = svm.get_num_support_vectors()
self.additional_information["mkl weights post-training"] = combined_kernel.get_subkernel_weights()
########################################################
# wrap up predictors
svms = {}
# use a reference to the same svm several times
for task_name in train_data.keys():
svms[task_name] = (data.name_to_id(task_name), combined_kernel, svm, param)
return svms
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)
kernel_matrix = base_wdk.get_kernel_matrix()
lab = shogun_factory.create_labels(data.labels)
# fetch taxonomy from parameter object
taxonomy = param.taxonomy.data
# create name to leaf map
nodes = taxonomy.get_all_nodes()
########################################################
print "creating a kernel for each node:"
########################################################
# assemble combined kernel
from shogun.Kernel import CombinedKernel, CustomKernel
combined_kernel = CombinedKernel()
# indicator to which task each example belongs
task_vector = data.task_vector_names
for node in nodes:
print "creating kernel for ", node.name
# fetch sub-tree
leaf_names = [leaf.name for leaf in node.get_leaves()]
print "masking all entries other than:", leaf_names
# init matrix
kernel_matrix_node = numpy.zeros(kernel_matrix.shape)
# fill matrix for node
for (i, task_lhs) in enumerate(task_vector):
for (j, task_rhs) in enumerate(task_vector):
# only copy values, if both tasks are present in subtree
if task_lhs in leaf_names and task_rhs in leaf_names:
kernel_matrix_node[i,j] = kernel_matrix[i,j]
# create custom kernel
kernel_node = CustomKernel()
kernel_node.set_full_kernel_matrix_from_full(kernel_matrix_node)
# append custom kernel to CombinedKernel
combined_kernel.append_kernel(kernel_node)
print "------"
print "subkernel weights:", combined_kernel.get_subkernel_weights()
svm = None
print "using MKL:", (param.transform >= 1.0)
if param.transform >= 1.0:
num_threads = 4
svm = MKLClassification()
svm.set_mkl_norm(param.transform)
svm.set_solver_type(ST_GLPK) #DIRECT) #NEWTON)#ST_CPLEX)
svm.set_C(param.cost, param.cost)
svm.set_kernel(combined_kernel)
svm.set_labels(lab)
svm.parallel.set_num_threads(num_threads)
#svm.set_linadd_enabled(False)
#svm.set_batch_computation_enabled(False)
svm.train()
print "subkernel weights (after):", combined_kernel.get_subkernel_weights()
else:
# create SVM (disable unsupported optimizations)
svm = SVMLight(param.cost, combined_kernel, lab)
svm.set_linadd_enabled(False)
svm.set_batch_computation_enabled(False)
svm.train()
########################################################
print "svm objective:"
print svm.get_objective()
########################################################
# wrap up predictors
svms = {}
# use a reference to the same svm several times
for task_id in train_data.keys():
svms[task_id] = svm
return svms
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
"""
import numpy
numpy.random.seed(666)
# merge data sets
data = PreparedMultitaskData(train_data, shuffle=True)
# create shogun label
lab = shogun_factory.create_labels(data.labels)
# assemble combined kernel
combined_kernel = CombinedKernel()
combined_kernel.io.set_loglevel(shogun.Kernel.MSG_DEBUG)
# set kernel cache
if param.flags.has_key("cache_size"):
combined_kernel.set_cache_size(param.flags["cache_size"])
# create features
base_features = shogun_factory.create_features(data.examples, param)
combined_features = CombinedFeatures()
########################################################
print "creating a masked kernel for possible subset:"
########################################################
power_set_tasks = power_set(data.get_task_ids())
for active_task_ids in power_set_tasks:
print "masking all entries other than:", active_task_ids
# create mask-based normalizer
normalizer = MultitaskKernelMaskNormalizer(data.task_vector_nums,
data.task_vector_nums,
active_task_ids)
# normalize trace
if param.flags.has_key(
"normalize_trace") and param.flags["normalize_trace"]:
norm_factor = len(data.get_task_ids()) / len(active_task_ids)
normalizer.set_normalization_constant(norm_factor)
kernel = shogun_factory.create_empty_kernel(param)
kernel.set_normalizer(normalizer)
# append current kernel to CombinedKernel
combined_kernel.append_kernel(kernel)
# append features
combined_features.append_feature_obj(base_features)
print "------"
combined_kernel.init(combined_features, combined_features)
#combined_kernel.precompute_subkernels()
self.additional_information[
"weights before trainng"] = combined_kernel.get_subkernel_weights(
)
print "subkernel weights:", combined_kernel.get_subkernel_weights()
svm = None
print "using MKL:", (param.flags["mkl_q"] >= 1.0)
if param.flags["mkl_q"] >= 1.0:
svm = MKLClassification()
svm.set_mkl_norm(param.flags["mkl_q"])
# set interleaved optimization
if param.flags.has_key("interleaved"):
svm.set_interleaved_optimization_enabled(
param.flags["interleaved"])
# set solver type
if param.flags.has_key(
"solver_type") and param.flags["solver_type"]:
if param.flags["solver_type"] == "ST_CPLEX":
svm.set_solver_type(ST_CPLEX)
if param.flags["solver_type"] == "ST_DIRECT":
svm.set_solver_type(ST_DIRECT)
if param.flags["solver_type"] == "ST_NEWTON":
svm.set_solver_type(ST_NEWTON)
if param.flags["solver_type"] == "ST_GLPK":
svm.set_solver_type(ST_GLPK)
svm.set_kernel(combined_kernel)
svm.set_labels(lab)
else:
svm = SVMLight(param.cost, combined_kernel, lab)
# optimization settings
num_threads = 4
svm.parallel.set_num_threads(num_threads)
if param.flags.has_key("epsilon"):
svm.set_epsilon(param.flags["epsilon"])
# enable output
svm.io.enable_progress()
svm.io.set_loglevel(shogun.Classifier.MSG_DEBUG)
# disable unsupported optimizations (due to special normalizer)
svm.set_linadd_enabled(False)
svm.set_batch_computation_enabled(False)
# set cost
if param.flags["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)
else:
svm.set_C(param.cost, param.cost)
svm.train()
# prepare mapping
weight_map = {}
weights = combined_kernel.get_subkernel_weights()
for (i, pset) in enumerate(power_set_tasks):
print pset
subset_str = str([data.id_to_name(task_idx) for task_idx in pset])
weight_map[subset_str] = weights[i]
# store additional info
self.additional_information["svm objective"] = svm.get_objective()
self.additional_information["weight_map"] = weight_map
# wrap up predictors
svms = {}
# use a reference to the same svm several times
for task_name in train_data.keys():
svms[task_name] = (data.name_to_id(task_name),
len(power_set_tasks), combined_kernel, svm,
param)
return svms
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=True)
# create shogun label
lab = shogun_factory.create_labels(data.labels)
##################################################
# define pockets
##################################################
pockets = [0]*9
pockets[0] = [1, 5, 6, 7, 8, 31, 32, 33, 34]
pockets[1] = [1, 2, 3, 4, 6, 7, 8, 9, 11, 21, 31]
pockets[2] = [11, 20, 21, 22, 29, 31]
pockets[3] = [8, 30, 31, 32]
pockets[4] = [10, 11, 30]
pockets[5] = [10, 11, 12, 13, 20, 29]
pockets[6] = [10, 12, 20, 22, 26, 27, 28, 29]
pockets[7] = [12, 14, 15, 26]
pockets[8] = [13, 15, 16, 17, 18, 19, 20, 23, 24, 25, 26]
#new_pockets = []
# merge neighboring pockets
#for i in range(8):
# new_pockets.append(list(set(pockets[i]).union(set(pockets[i+1]))))
#pockets = new_pockets
########################################################
print "creating a kernel:"
########################################################
# assemble combined kernel
combined_kernel = CombinedKernel()
combined_kernel.io.set_loglevel(shogun.Kernel.MSG_INFO)
base_features = shogun_factory.create_features(data.examples)
combined_features = CombinedFeatures()
##################################################
# intra-domain blocks
# intra_block_vec = PairiiVec()
#
# for task_id in data.get_task_ids():
# intra_block_vec.push_back(Pairii(task_id, task_id))
#
#
#
# # create mask-based normalizer
# normalizer = MultitaskKernelMaskPairNormalizer(data.task_vector_nums, intra_block_vec)
# kernel = shogun_factory.create_empty_kernel(param)
# kernel.set_normalizer(normalizer)
#
# # append current kernel to CombinedKernel
# combined_kernel.append_kernel(kernel)
#
# # append features
# combined_features.append_feature_obj(base_features)
#
# print "------"
#
# ##################################################
# # all blocks
#
#
# all_block_vec = PairiiVec()
#
# for task_id_1 in data.get_task_ids():
# for task_id_2 in data.get_task_ids():
# all_block_vec.push_back(Pairii(task_id_1, task_id_2))
#
#
# # create mask-based normalizer
# normalizer_all = MultitaskKernelMaskPairNormalizer(data.task_vector_nums, all_block_vec)
# kernel_all = shogun_factory.create_empty_kernel(param)
# kernel_all.set_normalizer(normalizer_all)
#
# # append current kernel to CombinedKernel
# combined_kernel.append_kernel(kernel_all)
#
# # append features
# combined_features.append_feature_obj(base_features)
##################################################
# add one kernel per similarity position
# init seq handler
pseudoseqs = SequencesHandler()
for pocket in pockets:
print "creating normalizer"
#import pdb
#pdb.set_trace()
normalizer = MultitaskKernelNormalizer(data.task_vector_nums)
print "processing pocket", pocket
# set similarity
for task_name_lhs in data.get_task_names():
for task_name_rhs in data.get_task_names():
similarity = 0.0
for pseudo_seq_pos in pocket:
similarity += float(pseudoseqs.get_similarity(task_name_lhs, task_name_rhs, pseudo_seq_pos-1))
# normalize
similarity = similarity / float(len(pocket))
print "pocket %s (%s, %s) = %f" % (str(pocket), 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)
print "creating empty kernel"
kernel_pos = shogun_factory.create_empty_kernel(param)
print "setting normalizer"
kernel_pos.set_normalizer(normalizer)
print "appending kernel"
# append current kernel to CombinedKernel
combined_kernel.append_kernel(kernel_pos)
print "appending features"
# append features
combined_features.append_feature_obj(base_features)
print "done constructing combined kernel"
##################################################
# init combined kernel
# init weights
# combined_kernel.set_subkernel_weights([1.0/2.85]*combined_kernel.get_num_subkernels())
combined_kernel.init(combined_features, combined_features)
print "subkernel weights:", combined_kernel.get_subkernel_weights()
svm = None
print "using MKL:", (param.transform >= 1.0)
if param.transform >= 1.0:
svm = MKLClassification()
svm.set_mkl_norm(param.transform)
#svm.set_solver_type(ST_CPLEX) #ST_GLPK) #DIRECT) #NEWTON)#ST_CPLEX) #auto
svm.set_C(param.cost, param.cost)
svm.set_kernel(combined_kernel)
svm.set_labels(lab)
else:
# create SVM (disable unsupported optimizations)
combined_kernel.set_cache_size(500)
svm = SVMLight(param.cost, combined_kernel, lab)
# set up SVM
num_threads = 8
svm.io.enable_progress()
#svm.io.set_loglevel(shogun.Classifier.MSG_INFO)
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)
#print "WARNING: custom epsilon set"
#svm.set_epsilon(0.05)
# 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 info
self.additional_information["svm_objective"] = svm.get_objective()
self.additional_information["svm num sv"] = svm.get_num_support_vectors()
self.additional_information["post_weights"] = combined_kernel.get_subkernel_weights()
print self.additional_information
# wrap up predictors
svms = {}
# use a reference to the same svm several times
for task_name in train_data.keys():
svms[task_name] = (data.name_to_id(task_name), combined_kernel, svm)
return svms
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=True)
# create shogun label
lab = shogun_factory.create_labels(data.labels)
########################################################
print "creating a kernel for each node:"
########################################################
# assemble combined kernel
combined_kernel = CombinedKernel()
combined_kernel.io.set_loglevel(shogun.Kernel.MSG_INFO)
base_features = shogun_factory.create_features(data.examples)
combined_features = CombinedFeatures()
##################################################
# intra-domain blocks
# intra_block_vec = PairiiVec()
#
# for task_id in data.get_task_ids():
# intra_block_vec.push_back(Pairii(task_id, task_id))
#
#
#
# # create mask-based normalizer
# normalizer = MultitaskKernelMaskPairNormalizer(data.task_vector_nums, intra_block_vec)
# kernel = shogun_factory.create_empty_kernel(param)
# kernel.set_normalizer(normalizer)
#
# # append current kernel to CombinedKernel
# combined_kernel.append_kernel(kernel)
#
# # append features
# combined_features.append_feature_obj(base_features)
#
# print "------"
#
# ##################################################
# # all blocks
#
#
# all_block_vec = PairiiVec()
#
# for task_id_1 in data.get_task_ids():
# for task_id_2 in data.get_task_ids():
# all_block_vec.push_back(Pairii(task_id_1, task_id_2))
#
#
# # create mask-based normalizer
# normalizer_all = MultitaskKernelMaskPairNormalizer(data.task_vector_nums, all_block_vec)
# kernel_all = shogun_factory.create_empty_kernel(param)
# kernel_all.set_normalizer(normalizer_all)
#
# # append current kernel to CombinedKernel
# combined_kernel.append_kernel(kernel_all)
#
# # append features
# combined_features.append_feature_obj(base_features)
##################################################
# add one kernel per similarity position
# init seq handler
pseudoseqs = SequencesHandler()
pseudoseq_length = pseudoseqs.seq_length
for pos in range(pseudoseq_length):
print "appending kernel for pos %i" % (pos)
print "nums", data.task_vector_nums
pos_block_vec = PairiiVec()
# set similarity
for task_name_lhs in data.get_task_names():
for task_name_rhs in data.get_task_names():
similarity = pseudoseqs.get_similarity(task_name_lhs, task_name_rhs, pos)
#print "computing similarity for tasks (%s, %s) = %i" % (task_name_lhs, task_name_rhs, similarity)
if similarity == 1:
tmp_pair = Pairii(data.name_to_id(task_name_lhs), data.name_to_id(task_name_rhs))
pos_block_vec.push_back(tmp_pair)
print "creating normalizer"
normalizer_pos = MultitaskKernelMaskPairNormalizer(data.task_vector_nums, pos_block_vec)
print "creating empty kernel"
kernel_pos = shogun_factory.create_empty_kernel(param)
print "setting normalizer"
kernel_pos.set_normalizer(normalizer_pos)
print "appending kernel"
# append current kernel to CombinedKernel
combined_kernel.append_kernel(kernel_pos)
print "appending features"
# append features
combined_features.append_feature_obj(base_features)
print "done constructing combined kernel"
##################################################
# init combined kernel
combined_kernel.init(combined_features, combined_features)
print "subkernel weights:", combined_kernel.get_subkernel_weights()
svm = None
print "using MKL:", (param.transform >= 1.0)
if param.transform >= 1.0:
svm = MKLClassification()
svm.set_mkl_norm(param.transform)
#svm.set_solver_type(ST_CPLEX) #ST_GLPK) #DIRECT) #NEWTON)#ST_CPLEX) #auto
svm.set_C(param.cost, param.cost)
svm.set_kernel(combined_kernel)
svm.set_labels(lab)
else:
# create SVM (disable unsupported optimizations)
combined_kernel.set_cache_size(500)
svm = SVMLight(param.cost, combined_kernel, lab)
# set up SVM
num_threads = 8
svm.io.enable_progress()
#svm.io.set_loglevel(shogun.Classifier.MSG_INFO)
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)
print "WARNING: custom epsilon set"
svm.set_epsilon(0.05)
# 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 info
self.additional_information["svm_objective"] = svm.get_objective()
self.additional_information["svm num sv"] = svm.get_num_support_vectors()
self.additional_information["mkl weights post-training"] = combined_kernel.get_subkernel_weights()
print self.additional_information
# wrap up predictors
svms = {}
# use a reference to the same svm several times
for task_name in train_data.keys():
svms[task_name] = (data.name_to_id(task_name), combined_kernel, svm)
return svms
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
"""
#numpy.random.seed(1337)
numpy.random.seed(666)
# merge data sets
data = PreparedMultitaskData(train_data, shuffle=True)
# create shogun label
lab = shogun_factory.create_labels(data.labels)
# assemble combined kernel
combined_kernel = CombinedKernel()
combined_kernel.io.set_loglevel(shogun.Kernel.MSG_DEBUG)
# set kernel cache
if param.flags.has_key("cache_size"):
combined_kernel.set_cache_size(param.flags["cache_size"])
# create features
base_features = shogun_factory.create_features(data.examples)
combined_features = CombinedFeatures()
########################################################
print "creating a masked kernel for each node:"
########################################################
# fetch taxonomy from parameter object
taxonomy = param.taxonomy.data
# create name to leaf map
nodes = taxonomy.get_all_nodes()
for node in nodes:
print "creating kernel for ", node.name
# fetch sub-tree
active_task_ids = [data.name_to_id(leaf.name) for leaf in node.get_leaves()]
print "masking all entries other than:", active_task_ids
# create mask-based normalizer
normalizer = MultitaskKernelMaskNormalizer(data.task_vector_nums, data.task_vector_nums, active_task_ids)
# normalize trace
if param.flags.has_key("normalize_trace") and param.flags["normalize_trace"]:
norm_factor = len(node.get_leaves()) / len(active_task_ids)
normalizer.set_normalization_constant(norm_factor)
# create kernel
kernel = shogun_factory.create_empty_kernel(param)
kernel.set_normalizer(normalizer)
# append current kernel to CombinedKernel
combined_kernel.append_kernel(kernel)
# append features
combined_features.append_feature_obj(base_features)
print "------"
combined_kernel.init(combined_features, combined_features)
#combined_kernel.precompute_subkernels()
print "subkernel weights:", combined_kernel.get_subkernel_weights()
svm = None
print "using MKL:", (param.flags["mkl_q"] >= 1.0)
if param.flags["mkl_q"] >= 1.0:
# set up MKL
svm = MKLClassification()
# set the "q" in q-norm MKL
svm.set_mkl_norm(param.flags["mkl_q"])
# set interleaved optimization
if param.flags.has_key("interleaved"):
svm.set_interleaved_optimization_enabled(param.flags["interleaved"])
# set solver type
if param.flags.has_key("solver_type") and param.flags["solver_type"]:
if param.flags["solver_type"] == "ST_CPLEX":
svm.set_solver_type(ST_CPLEX)
if param.flags["solver_type"] == "ST_DIRECT":
svm.set_solver_type(ST_DIRECT)
if param.flags["solver_type"] == "ST_NEWTON":
svm.set_solver_type(ST_NEWTON)
if param.flags["solver_type"] == "ST_GLPK":
svm.set_solver_type(ST_GLPK)
svm.set_kernel(combined_kernel)
svm.set_labels(lab)
else:
# create vanilla SVM
svm = SVMLight(param.cost, combined_kernel, lab)
# optimization settings
num_threads = 4
svm.parallel.set_num_threads(num_threads)
if param.flags.has_key("epsilon"):
svm.set_epsilon(param.flags["epsilon"])
# enable output
svm.io.enable_progress()
svm.io.set_loglevel(shogun.Classifier.MSG_DEBUG)
# disable unsupported optimizations (due to special normalizer)
svm.set_linadd_enabled(False)
svm.set_batch_computation_enabled(False)
# set cost
if param.flags["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)
else:
svm.set_C(param.cost, param.cost)
# start training
svm.train()
########################################################
print "svm objective:"
print svm.get_objective()
########################################################
# store additional info
self.additional_information["svm objective"] = svm.get_objective()
self.additional_information["weights"] = combined_kernel.get_subkernel_weights()
# wrap up predictors
svms = {}
# use a reference to the same svm several times
for task_name in train_data.keys():
svms[task_name] = (data.name_to_id(task_name), len(nodes), combined_kernel, svm)
return svms
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_empty_kernel(param)
lab = shogun_factory.create_labels(data.labels)
combined_kernel = CombinedKernel()
combined_kernel.io.set_loglevel(shogun.Kernel.MSG_INFO)
base_features = shogun_factory.create_features(data.examples)
combined_features = CombinedFeatures()
# 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()
combined_features.append_feature_obj(base_features)
combined_kernel.append_kernel(base_wdk)
##################################################
# intra-domain blocks
intra_block_vec = PairiiVec()
for task_id in data.get_task_ids():
intra_block_vec.push_back(Pairii(task_id, task_id))
# create mask-based normalizer
normalizer = MultitaskKernelMaskPairNormalizer(data.task_vector_nums,
intra_block_vec)
kernel = shogun_factory.create_empty_kernel(param)
kernel.set_normalizer(normalizer)
# append current kernel to CombinedKernel
combined_kernel.append_kernel(kernel)
# append features
combined_features.append_feature_obj(base_features)
# set mixing factor (used if MKL is OFF)
assert (param.base_similarity <= 1)
assert (param.base_similarity >= 0)
combined_kernel.set_subkernel_weights(
[param.base_similarity, 1 - param.base_similarity])
combined_kernel.init(combined_features, combined_features)
svm = None
print "using MKL:", (param.transform >= 1.0)
if param.transform >= 1.0:
svm = MKLClassification()
svm.set_mkl_norm(param.transform)
#svm.set_solver_type(ST_CPLEX) #ST_GLPK) #DIRECT) #NEWTON)#ST_CPLEX) #auto
svm.set_C(param.cost, param.cost)
svm.set_kernel(combined_kernel)
svm.set_labels(lab)
else:
# create SVM (disable unsupported optimizations)
combined_kernel.set_cache_size(500)
svm = SVMLight(param.cost, combined_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)
print "WARNING: custom epsilon set"
svm.set_epsilon(0.05)
# 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["similarities"] = similarities
self.additional_information[
"post_weights"] = combined_kernel.get_subkernel_weights()
# 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, combined_kernel, svm)
return svms
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=True)
# create shogun label
lab = shogun_factory.create_labels(data.labels)
##################################################
# define pockets
##################################################
pockets = [0] * 9
pockets[0] = [1, 5, 6, 7, 8, 31, 32, 33, 34]
pockets[1] = [1, 2, 3, 4, 6, 7, 8, 9, 11, 21, 31]
pockets[2] = [11, 20, 21, 22, 29, 31]
pockets[3] = [8, 30, 31, 32]
pockets[4] = [10, 11, 30]
pockets[5] = [10, 11, 12, 13, 20, 29]
pockets[6] = [10, 12, 20, 22, 26, 27, 28, 29]
pockets[7] = [12, 14, 15, 26]
pockets[8] = [13, 15, 16, 17, 18, 19, 20, 23, 24, 25, 26]
#new_pockets = []
# merge neighboring pockets
#for i in range(8):
# new_pockets.append(list(set(pockets[i]).union(set(pockets[i+1]))))
#pockets = new_pockets
########################################################
print "creating a kernel:"
########################################################
# assemble combined kernel
combined_kernel = CombinedKernel()
combined_kernel.io.set_loglevel(shogun.Kernel.MSG_INFO)
base_features = shogun_factory.create_features(data.examples)
combined_features = CombinedFeatures()
##################################################
# intra-domain blocks
# intra_block_vec = PairiiVec()
#
# for task_id in data.get_task_ids():
# intra_block_vec.push_back(Pairii(task_id, task_id))
#
#
#
# # create mask-based normalizer
# normalizer = MultitaskKernelMaskPairNormalizer(data.task_vector_nums, intra_block_vec)
# kernel = shogun_factory.create_empty_kernel(param)
# kernel.set_normalizer(normalizer)
#
# # append current kernel to CombinedKernel
# combined_kernel.append_kernel(kernel)
#
# # append features
# combined_features.append_feature_obj(base_features)
#
# print "------"
#
# ##################################################
# # all blocks
#
#
# all_block_vec = PairiiVec()
#
# for task_id_1 in data.get_task_ids():
# for task_id_2 in data.get_task_ids():
# all_block_vec.push_back(Pairii(task_id_1, task_id_2))
#
#
# # create mask-based normalizer
# normalizer_all = MultitaskKernelMaskPairNormalizer(data.task_vector_nums, all_block_vec)
# kernel_all = shogun_factory.create_empty_kernel(param)
# kernel_all.set_normalizer(normalizer_all)
#
# # append current kernel to CombinedKernel
# combined_kernel.append_kernel(kernel_all)
#
# # append features
# combined_features.append_feature_obj(base_features)
##################################################
# add one kernel per similarity position
# init seq handler
pseudoseqs = SequencesHandler()
for pocket in pockets:
print "creating normalizer"
#import pdb
#pdb.set_trace()
normalizer = MultitaskKernelNormalizer(data.task_vector_nums)
print "processing pocket", pocket
# set similarity
for task_name_lhs in data.get_task_names():
for task_name_rhs in data.get_task_names():
similarity = 0.0
for pseudo_seq_pos in pocket:
similarity += float(
pseudoseqs.get_similarity(task_name_lhs,
task_name_rhs,
pseudo_seq_pos - 1))
# normalize
similarity = similarity / float(len(pocket))
print "pocket %s (%s, %s) = %f" % (
str(pocket), 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)
print "creating empty kernel"
kernel_pos = shogun_factory.create_empty_kernel(param)
print "setting normalizer"
kernel_pos.set_normalizer(normalizer)
print "appending kernel"
# append current kernel to CombinedKernel
combined_kernel.append_kernel(kernel_pos)
print "appending features"
# append features
combined_features.append_feature_obj(base_features)
print "done constructing combined kernel"
##################################################
# init combined kernel
# init weights
# combined_kernel.set_subkernel_weights([1.0/2.85]*combined_kernel.get_num_subkernels())
combined_kernel.init(combined_features, combined_features)
print "subkernel weights:", combined_kernel.get_subkernel_weights()
svm = None
print "using MKL:", (param.transform >= 1.0)
if param.transform >= 1.0:
svm = MKLClassification()
svm.set_mkl_norm(param.transform)
#svm.set_solver_type(ST_CPLEX) #ST_GLPK) #DIRECT) #NEWTON)#ST_CPLEX) #auto
svm.set_C(param.cost, param.cost)
svm.set_kernel(combined_kernel)
svm.set_labels(lab)
else:
# create SVM (disable unsupported optimizations)
combined_kernel.set_cache_size(500)
svm = SVMLight(param.cost, combined_kernel, lab)
# set up SVM
num_threads = 8
svm.io.enable_progress()
#svm.io.set_loglevel(shogun.Classifier.MSG_INFO)
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)
#print "WARNING: custom epsilon set"
#svm.set_epsilon(0.05)
# 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 info
self.additional_information["svm_objective"] = svm.get_objective()
self.additional_information[
"svm num sv"] = svm.get_num_support_vectors()
self.additional_information[
"post_weights"] = combined_kernel.get_subkernel_weights()
print self.additional_information
# wrap up predictors
svms = {}
# use a reference to the same svm several times
for task_name in train_data.keys():
svms[task_name] = (data.name_to_id(task_name), combined_kernel,
svm)
return svms
