def evaluation_cross_validation_mkl_weight_storage(
traindat=traindat, label_traindat=label_traindat):
from modshogun import CrossValidation, CrossValidationResult
from modshogun import CrossValidationPrintOutput
from modshogun import CrossValidationMKLStorage
from modshogun import ContingencyTableEvaluation, ACCURACY
from modshogun import StratifiedCrossValidationSplitting
from modshogun import BinaryLabels
from modshogun import RealFeatures, CombinedFeatures
from modshogun import GaussianKernel, CombinedKernel
from modshogun import LibSVM, MKLClassification
# 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()
def evaluation_cross_validation_mkl_weight_storage(traindat=traindat, label_traindat=label_traindat):
from modshogun import CrossValidation, CrossValidationResult
from modshogun import CrossValidationPrintOutput
from modshogun import CrossValidationMKLStorage
from modshogun import ContingencyTableEvaluation, ACCURACY
from modshogun import StratifiedCrossValidationSplitting
from modshogun import BinaryLabels
from modshogun import RealFeatures, CombinedFeatures
from modshogun import GaussianKernel, CombinedKernel
from modshogun import LibSVM, MKLClassification
from modshogun 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()
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
