def mkl_multiclass_modular (fm_train_real, fm_test_real, label_train_multiclass, width, C, epsilon, num_threads, mkl_epsilon, mkl_norm): from modshogun import CombinedFeatures, RealFeatures, MulticlassLabels from modshogun import CombinedKernel, GaussianKernel, LinearKernel,PolyKernel from modshogun import MKLMulticlass kernel = CombinedKernel() feats_train = CombinedFeatures() feats_test = CombinedFeatures() subkfeats_train = RealFeatures(fm_train_real) subkfeats_test = RealFeatures(fm_test_real) subkernel = GaussianKernel(10, width) feats_train.append_feature_obj(subkfeats_train) feats_test.append_feature_obj(subkfeats_test) kernel.append_kernel(subkernel) subkfeats_train = RealFeatures(fm_train_real) subkfeats_test = RealFeatures(fm_test_real) subkernel = LinearKernel() feats_train.append_feature_obj(subkfeats_train) feats_test.append_feature_obj(subkfeats_test) kernel.append_kernel(subkernel) subkfeats_train = RealFeatures(fm_train_real) subkfeats_test = RealFeatures(fm_test_real) subkernel = PolyKernel(10,2) feats_train.append_feature_obj(subkfeats_train) feats_test.append_feature_obj(subkfeats_test) kernel.append_kernel(subkernel) kernel.init(feats_train, feats_train) labels = MulticlassLabels(label_train_multiclass) mkl = MKLMulticlass(C, kernel, labels) mkl.set_epsilon(epsilon); mkl.parallel.set_num_threads(num_threads) mkl.set_mkl_epsilon(mkl_epsilon) mkl.set_mkl_norm(mkl_norm) mkl.train() kernel.init(feats_train, feats_test) out = mkl.apply().get_labels() return out
def evaluation_cross_validation_multiclass_storage (traindat=traindat, label_traindat=label_traindat):
from modshogun import CrossValidation, CrossValidationResult
from modshogun import CrossValidationPrintOutput
from modshogun import CrossValidationMKLStorage, CrossValidationMulticlassStorage
from modshogun import MulticlassAccuracy, F1Measure
from modshogun import StratifiedCrossValidationSplitting
from modshogun import MulticlassLabels
from modshogun import RealFeatures, CombinedFeatures
from modshogun import GaussianKernel, CombinedKernel
from modshogun import MKLMulticlass
from modshogun import Statistics, MSG_DEBUG, Math
Math.init_random(1)
# 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=MulticlassLabels(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=MKLMulticlass(1.0,kernel,labels);
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, 3)
# evaluation method
evaluation_criterium=MulticlassAccuracy()
# 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)
multiclass_storage=CrossValidationMulticlassStorage()
multiclass_storage.append_binary_evaluation(F1Measure())
cross_validation.add_cross_validation_output(multiclass_storage)
cross_validation.set_num_runs(3)
# perform cross-validation
result=cross_validation.evaluate()
roc_0_0_0 = multiclass_storage.get_fold_ROC(0,0,0)
#print roc_0_0_0
auc_0_0_0 = multiclass_storage.get_fold_evaluation_result(0,0,0,0)
#print auc_0_0_0
return roc_0_0_0, auc_0_0_0
def mkl(train_features,
train_labels,
test_features,
test_labels,
width=5,
C=1.2,
epsilon=1e-2,
mkl_epsilon=0.001,
mkl_norm=2):
from modshogun import CombinedKernel, CombinedFeatures
from modshogun import GaussianKernel, LinearKernel, PolyKernel
from modshogun import MKLMulticlass, MulticlassAccuracy
kernel = CombinedKernel()
feats_train = CombinedFeatures()
feats_test = CombinedFeatures()
feats_train.append_feature_obj(train_features)
feats_test.append_feature_obj(test_features)
subkernel = GaussianKernel(10, width)
kernel.append_kernel(subkernel)
feats_train.append_feature_obj(train_features)
feats_test.append_feature_obj(test_features)
subkernel = LinearKernel()
kernel.append_kernel(subkernel)
feats_train.append_feature_obj(train_features)
feats_test.append_feature_obj(test_features)
subkernel = PolyKernel(10, 2)
kernel.append_kernel(subkernel)
kernel.init(feats_train, feats_train)
mkl = MKLMulticlass(C, kernel, train_labels)
mkl.set_epsilon(epsilon)
mkl.set_mkl_epsilon(mkl_epsilon)
mkl.set_mkl_norm(mkl_norm)
mkl.train()
train_output = mkl.apply()
kernel.init(feats_train, feats_test)
test_output = mkl.apply()
evaluator = MulticlassAccuracy()
print 'MKL training error is %.4f' % (
(1 - evaluator.evaluate(train_output, train_labels)) * 100)
print 'MKL test error is %.4f' % (
(1 - evaluator.evaluate(test_output, test_labels)) * 100)
def mkl(train_features, train_labels, test_features, test_labels, width=5, C=1.2, epsilon=1e-2, mkl_epsilon=0.001, mkl_norm=2): from modshogun import CombinedKernel, CombinedFeatures from modshogun import GaussianKernel, LinearKernel, PolyKernel from modshogun import MKLMulticlass, MulticlassAccuracy kernel = CombinedKernel() feats_train = CombinedFeatures() feats_test = CombinedFeatures() feats_train.append_feature_obj(train_features) feats_test.append_feature_obj(test_features) subkernel = GaussianKernel(10,width) kernel.append_kernel(subkernel) feats_train.append_feature_obj(train_features) feats_test.append_feature_obj(test_features) subkernel = LinearKernel() kernel.append_kernel(subkernel) feats_train.append_feature_obj(train_features) feats_test.append_feature_obj(test_features) subkernel = PolyKernel(10,2) kernel.append_kernel(subkernel) kernel.init(feats_train, feats_train) mkl = MKLMulticlass(C, kernel, train_labels) mkl.set_epsilon(epsilon); mkl.set_mkl_epsilon(mkl_epsilon) mkl.set_mkl_norm(mkl_norm) mkl.train() train_output = mkl.apply() kernel.init(feats_train, feats_test) test_output = mkl.apply() evaluator = MulticlassAccuracy() print 'MKL training error is %.4f' % ((1-evaluator.evaluate(train_output, train_labels))*100) print 'MKL test error is %.4f' % ((1-evaluator.evaluate(test_output, test_labels))*100)
