MKLMultiClass.cpp

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/*
 * This program is free software; you can redistribute it and/or modify
 * it under the terms of the GNU General Public License as published by
 * the Free Software Foundation; either version 3 of the License, or
 * (at your option) any later version.
 *
 * Written (W) 2009 Alexander Binder
 * Copyright (C) 2009 Fraunhofer Institute FIRST and Max-Planck-Society
 */

#include "classifier/mkl/MKLMultiClass.h"
#include "lib/io.h"

using namespace shogun;


CMKLMultiClass::CMKLMultiClass()
: CMultiClassSVM(ONE_VS_REST)
{
    svm=NULL;
    lpw=NULL;

    mkl_eps=0.01;
    max_num_mkl_iters=999;
    pnorm=1;
}

CMKLMultiClass::CMKLMultiClass(float64_t C, CKernel* k, CLabels* lab)
: CMultiClassSVM(ONE_VS_REST, C, k, lab)
{
    svm=NULL;
    lpw=NULL;
    
    mkl_eps=0.01;
    max_num_mkl_iters=999;
    pnorm=1;
}


CMKLMultiClass::~CMKLMultiClass()
{
    SG_UNREF(svm);
    svm=NULL;
    delete lpw;
    lpw=NULL;
}

CMKLMultiClass::CMKLMultiClass( const CMKLMultiClass & cm)
: CMultiClassSVM(ONE_VS_REST)
{
    svm=NULL;
    lpw=NULL;
    SG_ERROR(
            " CMKLMultiClass::CMKLMultiClass(const CMKLMultiClass & cm): must "
            "not be called, glpk structure is currently not copyable");
}

CMKLMultiClass CMKLMultiClass::operator=( const CMKLMultiClass & cm)
{
        SG_ERROR(
            " CMKLMultiClass CMKLMultiClass::operator=(...): must "
            "not be called, glpk structure is currently not copyable");
    return (*this);
}


void CMKLMultiClass::initsvm()
{
    if (!labels)    
    {
        SG_ERROR("CMKLMultiClass::initsvm(): the set labels is NULL\n");
    }

    SG_UNREF(svm);
    svm=new CGMNPSVM;
    SG_REF(svm);

    svm->set_C(get_C1(),get_C2());
    svm->set_epsilon(epsilon);

    int32_t numlabels;
    float64_t * lb=labels->get_labels ( numlabels);

    if (numlabels<=0)   
    {
        SG_ERROR("CMKLMultiClass::initsvm(): the number of labels is "
                "nonpositive, do not know how to handle this!\n");
    }

    CLabels* newlab=new CLabels(lb, labels->get_num_labels() );
    delete[] lb;
    lb=NULL;

    svm->set_labels(newlab);

    newlab=NULL;
}

void CMKLMultiClass::initlpsolver()
{
    if (!kernel)    
    {
        SG_ERROR("CMKLMultiClass::initlpsolver(): the set kernel is NULL\n");
    }

    if (kernel->get_kernel_type()!=K_COMBINED)
    {
        SG_ERROR("CMKLMultiClass::initlpsolver(): given kernel is not of type"
                " K_COMBINED %d required by Multiclass Mkl \n",
                kernel->get_kernel_type());
    }

    int numker=dynamic_cast<CCombinedKernel *>(kernel)->get_num_subkernels();

    ASSERT(numker>0);
    /*
    if (lpw)
    {
        delete lpw;
    }
    */
    
    //lpw=new MKLMultiClassGLPK;
    if(pnorm>1)
    {
        lpw=new MKLMultiClassGradient;
        lpw->set_mkl_norm(pnorm);
    }
    else
    {
        lpw=new MKLMultiClassGLPK;
    }
    lpw->setup(numker);
    
}


bool CMKLMultiClass::evaluatefinishcriterion(const int32_t
        numberofsilpiterations)
{
    if ( (max_num_mkl_iters>0) && (numberofsilpiterations>=max_num_mkl_iters) )
    {
        return(true);
    }

    if (weightshistory.size()>1)
    {
        std::vector<float64_t> wold,wnew;

        wold=weightshistory[ weightshistory.size()-2 ];
        wnew=weightshistory.back();
        float64_t delta=0;

        ASSERT (wold.size()==wnew.size());


        if((pnorm<=1)&&(!normweightssquared.empty()))
        {

            delta=0;
            for (size_t i=0;i< wnew.size();++i)
            {
                delta+=(wold[i]-wnew[i])*(wold[i]-wnew[i]);
            }
            delta=sqrt(delta);
            SG_SDEBUG("L1 Norm chosen, weight delta %f \n",delta);


            //check dual gap part for mkl
            int32_t maxind=0;
            float64_t maxval=normweightssquared[maxind];
            delta=0;
            for (size_t i=0;i< wnew.size();++i)
            {
                delta+=normweightssquared[i]*wnew[i];
                if(wnew[i]>maxval)
                {
                    maxind=i;
                    maxval=wnew[i];
                }
            }
            delta-=normweightssquared[maxind];
            delta=fabs(delta);
            SG_SDEBUG("L1 Norm chosen, MKL part of duality gap %f \n",delta);
            if( (delta < mkl_eps) && (numberofsilpiterations>=1) )
            {
                return(true);
            }
            


        }
        else
        {
            delta=0;
            for (size_t i=0;i< wnew.size();++i)
            {
                delta+=(wold[i]-wnew[i])*(wold[i]-wnew[i]);
            }
            delta=sqrt(delta);
            SG_SDEBUG("Lp Norm chosen, weight delta %f \n",delta);

            if( (delta < mkl_eps) && (numberofsilpiterations>=1) )
            {
                return(true);
            }

        }
    }

    return(false);
}

void CMKLMultiClass::addingweightsstep( const std::vector<float64_t> &
        curweights)
{

    if (weightshistory.size()>2)
    {
        weightshistory.erase(weightshistory.begin());
    }

    float64_t* weights(NULL);
    weights=new float64_t[curweights.size()];
    std::copy(curweights.begin(),curweights.end(),weights);

    kernel->set_subkernel_weights(  weights, curweights.size());
    delete[] weights;
    weights=NULL;

    initsvm();

    svm->set_kernel(kernel);
    svm->train();

    float64_t sumofsignfreealphas=getsumofsignfreealphas();
    int32_t numkernels=
            dynamic_cast<CCombinedKernel *>(kernel)->get_num_subkernels();


    normweightssquared.resize(numkernels);
    for (int32_t ind=0; ind < numkernels; ++ind )
    {
        normweightssquared[ind]=getsquarenormofprimalcoefficients( ind );
    }

    lpw->addconstraint(normweightssquared,sumofsignfreealphas);
}

float64_t CMKLMultiClass::getsumofsignfreealphas()
{

    std::vector<int> trainlabels2(labels->get_num_labels());
    int32_t tmpint;
    int32_t * lab=labels->get_int_labels ( tmpint);
    std::copy(lab,lab+labels->get_num_labels(), trainlabels2.begin());
    delete[] lab;
    lab=NULL;


    ASSERT (trainlabels2.size()>0);
    float64_t sum=0;

    for (int32_t nc=0; nc< labels->get_num_classes();++nc)
    {
        CSVM * sm=svm->get_svm(nc);

        float64_t bia=sm->get_bias();
        sum+= bia*bia;

        SG_UNREF(sm);
    }

    ::std::vector< ::std::vector<float64_t> > basealphas;
    svm->getbasealphas( basealphas);

    for (size_t lb=0; lb< trainlabels2.size();++lb)
    {
        for (int32_t nc=0; nc< labels->get_num_classes();++nc)
        {
            CSVM * sm=svm->get_svm(nc);

            if ((int)nc!=trainlabels2[lb])
            {
                CSVM * sm2=svm->get_svm(trainlabels2[lb]);

                float64_t bia1=sm2->get_bias();
                float64_t bia2=sm->get_bias();
                SG_UNREF(sm2);

                sum+= -basealphas[nc][lb]*(bia1-bia2-1);
            }
            SG_UNREF(sm);
        }
    }

    return(sum);
}

float64_t CMKLMultiClass::getsquarenormofprimalcoefficients(
        const int32_t ind)
{
    CKernel * ker=dynamic_cast<CCombinedKernel *>(kernel)->get_kernel(ind);

    float64_t tmp=0;

    for (int32_t classindex=0; classindex< labels->get_num_classes();
            ++classindex)
    {
        CSVM * sm=svm->get_svm(classindex);

        for (int32_t i=0; i < sm->get_num_support_vectors(); ++i)
        {
            float64_t alphai=sm->get_alpha(i);
            int32_t svindi= sm->get_support_vector(i); 

            for (int32_t k=0; k < sm->get_num_support_vectors(); ++k)
            {
                float64_t alphak=sm->get_alpha(k);
                int32_t svindk=sm->get_support_vector(k);

                tmp+=alphai*ker->kernel(svindi,svindk)
                *alphak;

            }
        }
        SG_UNREF(sm);
    }
    SG_UNREF(ker);
    ker=NULL;

    return(tmp);
}


bool CMKLMultiClass::train(CFeatures* data)
{
    int numcl=labels->get_num_classes();
    ASSERT(kernel);
    ASSERT(labels && labels->get_num_labels());

    if (data)
    {
        if (labels->get_num_labels() != data->get_num_vectors())
            SG_ERROR("Number of training vectors does not match number of "
                    "labels\n");
        kernel->init(data, data);
    }

    initlpsolver();

    weightshistory.clear();

    int32_t numkernels=
            dynamic_cast<CCombinedKernel *>(kernel)->get_num_subkernels();

    ::std::vector<float64_t> curweights(numkernels,1.0/numkernels);
    weightshistory.push_back(curweights);

    addingweightsstep(curweights);

    int32_t numberofsilpiterations=0;
    bool final=false;
    while (!final)
    {

        //curweights.clear();
        lpw->computeweights(curweights);
        weightshistory.push_back(curweights);


        final=evaluatefinishcriterion(numberofsilpiterations);
        ++numberofsilpiterations;

        addingweightsstep(curweights);

    } // while(false==final)


    //set alphas, bias, support vecs
    ASSERT(numcl>=1);
    create_multiclass_svm(numcl);

    for (int32_t i=0; i<numcl; i++)
    {
        CSVM* osvm=svm->get_svm(i);
        CSVM* nsvm=new CSVM(osvm->get_num_support_vectors());

        for (int32_t k=0; k<osvm->get_num_support_vectors() ; k++)
        {
            nsvm->set_alpha(k, osvm->get_alpha(k) );
            nsvm->set_support_vector(k,osvm->get_support_vector(k) );
        }
        nsvm->set_bias(osvm->get_bias() );
        set_svm(i, nsvm);

        SG_UNREF(osvm);
        osvm=NULL;
    }

    SG_UNREF(svm);
    svm=NULL;
    if (lpw)
    {
        delete lpw;
    }
    lpw=NULL;
    return(true);
}




float64_t* CMKLMultiClass::getsubkernelweights(int32_t & numweights)
{
    if ( weightshistory.empty() )
    {
        numweights=0;
        return NULL;
    }

    std::vector<float64_t> subkerw=weightshistory.back();
    numweights=weightshistory.back().size();

    float64_t* res=new float64_t[numweights];
    std::copy(weightshistory.back().begin(), weightshistory.back().end(),res);
    return res;
}

void CMKLMultiClass::set_mkl_epsilon(float64_t eps )
{
    mkl_eps=eps;
}

void CMKLMultiClass::set_max_num_mkliters(int32_t maxnum)
{
    max_num_mkl_iters=maxnum;
}

void CMKLMultiClass::set_mkl_norm(float64_t norm)
{
    pnorm=norm;
    if(pnorm<1 )
        SG_ERROR("CMKLMultiClass::set_mkl_norm(float64_t norm) : parameter pnorm<1");
}