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 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
for idx in xrange(10):
#f = (-numpy.ones(N)-2)*numpy.random.randn()
print "############################"
print "############################"
print ""
print "f:", f
print "\n"
svm.set_linear_term(numpy.double(f))
svm.train()
sv_idx = svm.get_support_vectors()
alphas = svm.get_alphas()
alphas_full = numpy.zeros(N)
alphas_full[sv_idx] = alphas
alphas_full = alphas_full * y
print "svmlight objective:", svm.get_objective()
print "svmlight alphas:", numpy.array(alphas_full[0:5])
external_objective = 0.0
for j in xrange(N):
external_objective += alphas_full[j] * f[j]
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"
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"
