def mkl_binclass_modular (train_data, testdata, train_labels, test_labels, d1, d2):
# create some Gaussian train/test matrix
tfeats = RealFeatures(train_data)
tkernel = GaussianKernel(128, d1)
tkernel.init(tfeats, tfeats)
K_train = tkernel.get_kernel_matrix()
pfeats = RealFeatures(test_data)
tkernel.init(tfeats, pfeats)
K_test = tkernel.get_kernel_matrix()
# create combined train features
feats_train = CombinedFeatures()
feats_train.append_feature_obj(RealFeatures(train_data))
# and corresponding combined kernel
kernel = CombinedKernel()
kernel.append_kernel(CustomKernel(K_train))
kernel.append_kernel(GaussianKernel(128, d2))
kernel.init(feats_train, feats_train)
# train mkl
labels = Labels(train_labels)
mkl = MKLClassification()
# not to use svmlight
mkl.set_interleaved_optimization_enabled(0)
# which norm to use for MKL
mkl.set_mkl_norm(2)
# set cost (neg, pos)
mkl.set_C(1, 1)
# set kernel and labels
mkl.set_kernel(kernel)
mkl.set_labels(labels)
# train
mkl.train()
# test
# create combined test features
feats_pred = CombinedFeatures()
feats_pred.append_feature_obj(RealFeatures(test_data))
# and corresponding combined kernel
kernel = CombinedKernel()
kernel.append_kernel(CustomKernel(K_test))
kernel.append_kernel(GaussianKernel(128, d2))
kernel.init(feats_train, feats_pred)
# and classify
mkl.set_kernel(kernel)
output = mkl.apply().get_labels()
output = [1.0 if i>0 else -1.0 for i in output]
accu = len(where(output == test_labels)[0]) / float(len(output))
return accu
def evaluation_cross_validation_mkl_weight_storage(traindat=traindat, label_traindat=label_traindat):
from shogun.Evaluation import CrossValidation, CrossValidationResult
from shogun.Evaluation import CrossValidationPrintOutput
from shogun.Evaluation import CrossValidationMKLStorage
from shogun.Evaluation import ContingencyTableEvaluation, ACCURACY
from shogun.Evaluation import StratifiedCrossValidationSplitting
from shogun.Features import BinaryLabels
from shogun.Features import RealFeatures, CombinedFeatures
from shogun.Kernel import GaussianKernel, CombinedKernel
from shogun.Classifier import LibSVM, MKLClassification
from shogun.Mathematics import Statistics
# training data, combined features all on same data
features=RealFeatures(traindat)
comb_features=CombinedFeatures()
comb_features.append_feature_obj(features)
comb_features.append_feature_obj(features)
comb_features.append_feature_obj(features)
labels=BinaryLabels(label_traindat)
# kernel, different Gaussians combined
kernel=CombinedKernel()
kernel.append_kernel(GaussianKernel(10, 0.1))
kernel.append_kernel(GaussianKernel(10, 1))
kernel.append_kernel(GaussianKernel(10, 2))
# create mkl using libsvm, due to a mem-bug, interleaved is not possible
svm=MKLClassification(LibSVM());
svm.set_interleaved_optimization_enabled(False);
svm.set_kernel(kernel);
# splitting strategy for 5 fold cross-validation (for classification its better
# to use "StratifiedCrossValidation", but the standard
# "StratifiedCrossValidationSplitting" is also available
splitting_strategy=StratifiedCrossValidationSplitting(labels, 5)
# evaluation method
evaluation_criterium=ContingencyTableEvaluation(ACCURACY)
# cross-validation instance
cross_validation=CrossValidation(svm, comb_features, labels,
splitting_strategy, evaluation_criterium)
cross_validation.set_autolock(False)
# append cross vlaidation output classes
#cross_validation.add_cross_validation_output(CrossValidationPrintOutput())
mkl_storage=CrossValidationMKLStorage()
cross_validation.add_cross_validation_output(mkl_storage)
cross_validation.set_num_runs(3)
# perform cross-validation
result=cross_validation.evaluate()
# print mkl weights
weights=mkl_storage.get_mkl_weights()
#feats_test.append_feature_obj(RealFeatures(testdata_real))
labels = Labels(trainlab)
# and corresponding combined kernel
kernel = CombinedKernel()
kernel.append_kernel(GaussianKernel(10, 2.0))
kernel.append_kernel(GaussianKernel(10, 0.25))
kernel.append_kernel(GaussianKernel(10, 0.062))
kernel.append_kernel(GaussianKernel(10, 8.0))
kernel.append_kernel(GaussianKernel(10, 10.0))
kernel.init(feats_train, feats_train)
# Create a classifier
classifier=MKLClassification(LibSVM())
classifier.set_interleaved_optimization_enabled(False)
classifier.set_kernel(kernel)
classifier.set_labels(labels)
classifier.set_C(1, 1)
param_tree_root=ModelSelectionParameters()
# () C1 parameter to the tree
c1=ModelSelectionParameters("C1");
c1.build_values(-4.0, 4.0, R_EXP);
param_tree_root.append_child(c1)
# Attached C1 parameter to the tree
c2=ModelSelectionParameters("C2");
c2.build_values(-4.0, 4.0, R_EXP);
param_tree_root.append_child(c2)
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
"""
#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
