def modelselection_grid_search_liblinear_modular (traindat=traindat, label_traindat=label_traindat):
    from modshogun import CrossValidation, CrossValidationResult
    from modshogun import ContingencyTableEvaluation, ACCURACY
    from modshogun import StratifiedCrossValidationSplitting
    from modshogun import GridSearchModelSelection
    from modshogun import ModelSelectionParameters, R_EXP
    from modshogun import ParameterCombination
    from modshogun import BinaryLabels
    from modshogun import RealFeatures
    from modshogun import LibLinear, L2R_L2LOSS_SVC

    # build parameter tree to select C1 and C2
    param_tree_root=ModelSelectionParameters()
    c1=ModelSelectionParameters("C1");
    param_tree_root.append_child(c1)
    c1.build_values(-1.0, 0.0, R_EXP);

    c2=ModelSelectionParameters("C2");
    param_tree_root.append_child(c2);
    c2.build_values(-1.0, 0.0, R_EXP);

    # training data
    features=RealFeatures(traindat)
    labels=BinaryLabels(label_traindat)

    # classifier
    classifier=LibLinear(L2R_L2LOSS_SVC)

    # print all parameter available for modelselection
    # Dont worry if yours is not included but, write to the mailing list
    #classifier.print_modsel_params()

    # splitting strategy for cross-validation
    splitting_strategy=StratifiedCrossValidationSplitting(labels, 10)

    # evaluation method
    evaluation_criterium=ContingencyTableEvaluation(ACCURACY)

    # cross-validation instance
    cross_validation=CrossValidation(classifier, features, labels,
                                     splitting_strategy, evaluation_criterium)
    cross_validation.set_autolock(False)

    # model selection instance
    model_selection=GridSearchModelSelection(cross_validation, param_tree_root)

    # perform model selection with selected methods
    #print "performing model selection of"
    #param_tree_root.print_tree()
    best_parameters=model_selection.select_model()

    # print best parameters
    #print "best parameters:"
    #best_parameters.print_tree()

    # apply them and print result
    best_parameters.apply_to_machine(classifier)
    result=cross_validation.evaluate()
Exemple #2
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def modelselection_grid_search_kernel(num_subsets, num_vectors, dim_vectors):
    # init seed for reproducability
    Math.init_random(1)
    random.seed(1)

    # create some (non-sense) data
    matrix = random.rand(dim_vectors, num_vectors)

    # create num_feautres 2-dimensional vectors
    features = RealFeatures()
    features.set_feature_matrix(matrix)

    # create labels, two classes
    labels = BinaryLabels(num_vectors)
    for i in range(num_vectors):
        labels.set_label(i, 1 if i % 2 == 0 else -1)

    # create svm
    classifier = LibSVM()

    # splitting strategy
    splitting_strategy = StratifiedCrossValidationSplitting(
        labels, num_subsets)

    # accuracy evaluation
    evaluation_criterion = ContingencyTableEvaluation(ACCURACY)

    # cross validation class for evaluation in model selection
    cross = CrossValidation(classifier, features, labels, splitting_strategy,
                            evaluation_criterion)
    cross.set_num_runs(1)

    # print all parameter available for modelselection
    # Dont worry if yours is not included, simply write to the mailing list
    #classifier.print_modsel_params()

    # model parameter selection
    param_tree = create_param_tree()
    #param_tree.print_tree()

    grid_search = GridSearchModelSelection(cross, param_tree)

    print_state = False
    best_combination = grid_search.select_model(print_state)
    #print("best parameter(s):")
    #best_combination.print_tree()

    best_combination.apply_to_machine(classifier)

    # larger number of runs to have tighter confidence intervals
    cross.set_num_runs(10)
    cross.set_conf_int_alpha(0.01)
    result = cross.evaluate()
    casted = CrossValidationResult.obtain_from_generic(result)
    #print "result mean:", casted.mean

    return classifier, result, casted.mean
def modelselection_grid_search_kernel (num_subsets, num_vectors, dim_vectors):
	# init seed for reproducability
	Math.init_random(1)
	random.seed(1);

	# create some (non-sense) data
	matrix=random.rand(dim_vectors, num_vectors)

	# create num_feautres 2-dimensional vectors
	features=RealFeatures()
	features.set_feature_matrix(matrix)

	# create labels, two classes
	labels=BinaryLabels(num_vectors)
	for i in range(num_vectors):
		labels.set_label(i, 1 if i%2==0 else -1)

	# create svm
	classifier=LibSVM()

	# splitting strategy
	splitting_strategy=StratifiedCrossValidationSplitting(labels, num_subsets)

	# accuracy evaluation
	evaluation_criterion=ContingencyTableEvaluation(ACCURACY)

	# cross validation class for evaluation in model selection
	cross=CrossValidation(classifier, features, labels, splitting_strategy, evaluation_criterion)
	cross.set_num_runs(1)

	# print all parameter available for modelselection
	# Dont worry if yours is not included, simply write to the mailing list
	#classifier.print_modsel_params()

	# model parameter selection
	param_tree=create_param_tree()
	#param_tree.print_tree()

	grid_search=GridSearchModelSelection(cross, param_tree)

	print_state=False
	best_combination=grid_search.select_model(print_state)
	#print("best parameter(s):")
	#best_combination.print_tree()

	best_combination.apply_to_machine(classifier)

	# larger number of runs to have tighter confidence intervals
	cross.set_num_runs(10)
	cross.set_conf_int_alpha(0.01)
	result=cross.evaluate()
	casted=CrossValidationResult.obtain_from_generic(result);
	#print "result mean:", casted.mean

	return classifier,result,casted.mean
def modelselection_grid_search_liblinear_modular(traindat=traindat,
                                                 label_traindat=label_traindat
                                                 ):
    from modshogun import CrossValidation, CrossValidationResult
    from modshogun import ContingencyTableEvaluation, ACCURACY
    from modshogun import StratifiedCrossValidationSplitting
    from modshogun import GridSearchModelSelection
    from modshogun import ModelSelectionParameters, R_EXP
    from modshogun import ParameterCombination
    from modshogun import BinaryLabels
    from modshogun import RealFeatures
    from modshogun import LibLinear, L2R_L2LOSS_SVC

    # build parameter tree to select C1 and C2
    param_tree_root = ModelSelectionParameters()
    c1 = ModelSelectionParameters("C1")
    param_tree_root.append_child(c1)
    c1.build_values(-1.0, 0.0, R_EXP)

    c2 = ModelSelectionParameters("C2")
    param_tree_root.append_child(c2)
    c2.build_values(-1.0, 0.0, R_EXP)

    # training data
    features = RealFeatures(traindat)
    labels = BinaryLabels(label_traindat)

    # classifier
    classifier = LibLinear(L2R_L2LOSS_SVC)

    # print all parameter available for modelselection
    # Dont worry if yours is not included but, write to the mailing list
    #classifier.print_modsel_params()

    # splitting strategy for cross-validation
    splitting_strategy = StratifiedCrossValidationSplitting(labels, 10)

    # evaluation method
    evaluation_criterium = ContingencyTableEvaluation(ACCURACY)

    # cross-validation instance
    cross_validation = CrossValidation(classifier, features, labels,
                                       splitting_strategy,
                                       evaluation_criterium)
    cross_validation.set_autolock(False)

    # model selection instance
    model_selection = GridSearchModelSelection(cross_validation,
                                               param_tree_root)

    # perform model selection with selected methods
    #print "performing model selection of"
    #param_tree_root.print_tree()
    best_parameters = model_selection.select_model()

    # print best parameters
    #print "best parameters:"
    #best_parameters.print_tree()

    # apply them and print result
    best_parameters.apply_to_machine(classifier)
    result = cross_validation.evaluate()
def modelselection_grid_search_krr_modular (fm_train=traindat,fm_test=testdat,label_train=label_traindat,\
           width=2.1,C=1,epsilon=1e-5,tube_epsilon=1e-2):
    from modshogun import CrossValidation, CrossValidationResult
    from modshogun import MeanSquaredError
    from modshogun import CrossValidationSplitting
    from modshogun import RegressionLabels
    from modshogun import RealFeatures
    from modshogun import KernelRidgeRegression
    from modshogun import GridSearchModelSelection
    from modshogun import ModelSelectionParameters

    # training data
    features_train = RealFeatures(traindat)
    features_test = RealFeatures(testdat)
    labels = RegressionLabels(label_traindat)

    # labels
    labels = RegressionLabels(label_train)

    # predictor, set tau=0 here, doesnt matter
    predictor = KernelRidgeRegression()

    # splitting strategy for 5 fold cross-validation (for classification its better
    # to use "StratifiedCrossValidation", but the standard
    # "StratifiedCrossValidationSplitting" is also available
    splitting_strategy = CrossValidationSplitting(labels, 5)

    # evaluation method
    evaluation_criterium = MeanSquaredError()

    # cross-validation instance
    cross_validation = CrossValidation(predictor, features_train, labels,
                                       splitting_strategy,
                                       evaluation_criterium)

    # (optional) repeat x-val (set larger to get better estimates)
    cross_validation.set_num_runs(2)

    # print all parameter available for modelselection
    # Dont worry if yours is not included but, write to the mailing list
    #predictor.print_modsel_params()

    # build parameter tree to select regularization parameter
    param_tree_root = create_param_tree()

    # model selection instance
    model_selection = GridSearchModelSelection(cross_validation,
                                               param_tree_root)

    # perform model selection with selected methods
    #print "performing model selection of"
    #print "parameter tree:"
    #param_tree_root.print_tree()

    #print "starting model selection"
    # print the current parameter combination, if no parameter nothing is printed
    print_state = False

    best_parameters = model_selection.select_model(print_state)

    # print best parameters
    #print "best parameters:"
    #best_parameters.print_tree()

    # apply them and print result
    best_parameters.apply_to_machine(predictor)
    result = cross_validation.evaluate()
def modelselection_grid_search_krr_modular (fm_train=traindat,fm_test=testdat,label_train=label_traindat,\
				       width=2.1,C=1,epsilon=1e-5,tube_epsilon=1e-2):
    from modshogun import CrossValidation, CrossValidationResult
    from modshogun import MeanSquaredError
    from modshogun import CrossValidationSplitting
    from modshogun import RegressionLabels
    from modshogun import RealFeatures
    from modshogun import KernelRidgeRegression
    from modshogun import GridSearchModelSelection
    from modshogun import ModelSelectionParameters

    # training data
    features_train=RealFeatures(traindat)
    features_test=RealFeatures(testdat)
    labels=RegressionLabels(label_traindat)

    # labels
    labels=RegressionLabels(label_train)

    # predictor, set tau=0 here, doesnt matter
    predictor=KernelRidgeRegression()

    # splitting strategy for 5 fold cross-validation (for classification its better
    # to use "StratifiedCrossValidation", but the standard
    # "StratifiedCrossValidationSplitting" is also available
    splitting_strategy=CrossValidationSplitting(labels, 5)

    # evaluation method
    evaluation_criterium=MeanSquaredError()

    # cross-validation instance
    cross_validation=CrossValidation(predictor, features_train, labels,
	    splitting_strategy, evaluation_criterium)

    # (optional) repeat x-val (set larger to get better estimates, at least two
    # for confidence intervals)
    cross_validation.set_num_runs(2)

    # (optional) request 95% confidence intervals for results (not actually needed
    # for this toy example)
    cross_validation.set_conf_int_alpha(0.05)

    # print all parameter available for modelselection
    # Dont worry if yours is not included but, write to the mailing list
    #predictor.print_modsel_params()

    # build parameter tree to select regularization parameter
    param_tree_root=create_param_tree()

    # model selection instance
    model_selection=GridSearchModelSelection(cross_validation, param_tree_root)

    # perform model selection with selected methods
    #print "performing model selection of"
    #print "parameter tree:"
    #param_tree_root.print_tree()

    #print "starting model selection"
    # print the current parameter combination, if no parameter nothing is printed
    print_state=False

    best_parameters=model_selection.select_model(print_state)

    # print best parameters
    #print "best parameters:"
    #best_parameters.print_tree()

    # apply them and print result
    best_parameters.apply_to_machine(predictor)
    result=cross_validation.evaluate()
def modelselection_grid_search_libsvr_modular (fm_train=traindat,fm_test=testdat,label_train=label_traindat,\
           width=2.1,C=1,epsilon=1e-5,tube_epsilon=1e-2):
    from modshogun import CrossValidation, CrossValidationResult
    from modshogun import MeanSquaredError
    from modshogun import CrossValidationSplitting
    from modshogun import RegressionLabels
    from modshogun import RealFeatures
    from modshogun import GaussianKernel
    from modshogun import LibSVR
    from modshogun import GridSearchModelSelection
    from modshogun import ModelSelectionParameters, R_EXP
    from modshogun import ParameterCombination

    # training data
    features_train = RealFeatures(traindat)
    labels = RegressionLabels(label_traindat)

    # kernel
    kernel = GaussianKernel(features_train, features_train, width)

    # print all parameter available for modelselection
    # Dont worry if yours is not included but, write to the mailing list
    #kernel.print_modsel_params()

    labels = RegressionLabels(label_train)

    # predictor
    predictor = LibSVR(C, tube_epsilon, kernel, labels)
    predictor.set_epsilon(epsilon)

    # splitting strategy for 5 fold cross-validation (for classification its better
    # to use "StratifiedCrossValidation", but the standard
    # "StratifiedCrossValidationSplitting" is also available
    splitting_strategy = CrossValidationSplitting(labels, 5)

    # evaluation method
    evaluation_criterium = MeanSquaredError()

    # cross-validation instance
    cross_validation = CrossValidation(predictor, features_train, labels,
                                       splitting_strategy,
                                       evaluation_criterium)

    #	 (optional) repeat x-val (set larger to get better estimates, at least two
    # for confidence intervals)
    cross_validation.set_num_runs(2)

    # (optional) request 95% confidence intervals for results (not actually
    # needed for this toy example)
    cross_validation.set_conf_int_alpha(0.05)

    # print all parameter available for modelselection
    # Dont worry if yours is not included but, write to the mailing list
    #predictor.print_modsel_params()

    # build parameter tree to select C1 and C2
    param_tree_root = ModelSelectionParameters()
    c1 = ModelSelectionParameters("C1")
    param_tree_root.append_child(c1)
    c1.build_values(-1.0, 0.0, R_EXP)

    c2 = ModelSelectionParameters("C2")
    param_tree_root.append_child(c2)
    c2.build_values(-1.0, 0.0, R_EXP)

    # model selection instance
    model_selection = GridSearchModelSelection(cross_validation,
                                               param_tree_root)

    # perform model selection with selected methods
    #print "performing model selection of"
    #print "parameter tree"
    #param_tree_root.print_tree()

    #print "starting model selection"
    # print the current parameter combination, if no parameter nothing is printed
    print_state = False
    # lock data before since model selection will not change the kernel matrix
    # (use with care) This avoids that the kernel matrix is recomputed in every
    # iteration of the model search
    predictor.data_lock(labels, features_train)
    best_parameters = model_selection.select_model(print_state)

    # print best parameters
    #print "best parameters:"
    #best_parameters.print_tree()

    # apply them and print result
    best_parameters.apply_to_machine(predictor)
    result = cross_validation.evaluate()