#region License Information
/* HeuristicLab
* Copyright (C) 2002-2012 Heuristic and Evolutionary Algorithms Laboratory (HEAL)
*
* This file is part of HeuristicLab.
*
* HeuristicLab 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.
*
* HeuristicLab is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with HeuristicLab. If not, see .
*/
#endregion
using System;
using System.Collections.Generic;
using System.IO;
using System.Linq;
using System.Text;
using HeuristicLab.Common;
using HeuristicLab.Core;
using HeuristicLab.Persistence.Default.CompositeSerializers.Storable;
using HeuristicLab.Problems.DataAnalysis;
using SVM;
namespace HeuristicLab.Algorithms.DataAnalysis {
///
/// Represents a support vector machine model.
///
[StorableClass]
[Item("SupportVectorMachineModel", "Represents a support vector machine model.")]
public sealed class SupportVectorMachineModel : NamedItem, ISupportVectorMachineModel {
private SVM.Model model;
///
/// Gets or sets the SVM model.
///
public SVM.Model Model {
get { return model; }
set {
if (value != model) {
if (value == null) throw new ArgumentNullException();
model = value;
OnChanged(EventArgs.Empty);
}
}
}
///
/// Gets or sets the range transformation for the model.
///
private SVM.RangeTransform rangeTransform;
public SVM.RangeTransform RangeTransform {
get { return rangeTransform; }
set {
if (value != rangeTransform) {
if (value == null) throw new ArgumentNullException();
rangeTransform = value;
OnChanged(EventArgs.Empty);
}
}
}
public Dataset SupportVectors {
get {
var data = new double[Model.SupportVectorCount, allowedInputVariables.Count()];
for (int i = 0; i < Model.SupportVectorCount; i++) {
var sv = Model.SupportVectors[i];
for (int j = 0; j < sv.Length; j++) {
data[i, j] = sv[j].Value;
}
}
return new Dataset(allowedInputVariables, data);
}
}
[Storable]
private string targetVariable;
[Storable]
private string[] allowedInputVariables;
[Storable]
private double[] classValues; // only for SVM classification models
[StorableConstructor]
private SupportVectorMachineModel(bool deserializing) : base(deserializing) { }
private SupportVectorMachineModel(SupportVectorMachineModel original, Cloner cloner)
: base(original, cloner) {
// only using a shallow copy here! (gkronber)
this.model = original.model;
this.rangeTransform = original.rangeTransform;
this.targetVariable = original.targetVariable;
this.allowedInputVariables = (string[])original.allowedInputVariables.Clone();
if (original.classValues != null)
this.classValues = (double[])original.classValues.Clone();
}
public SupportVectorMachineModel(SVM.Model model, SVM.RangeTransform rangeTransform, string targetVariable, IEnumerable allowedInputVariables, IEnumerable classValues)
: this(model, rangeTransform, targetVariable, allowedInputVariables) {
this.classValues = classValues.ToArray();
}
public SupportVectorMachineModel(SVM.Model model, SVM.RangeTransform rangeTransform, string targetVariable, IEnumerable allowedInputVariables)
: base() {
this.name = ItemName;
this.description = ItemDescription;
this.model = model;
this.rangeTransform = rangeTransform;
this.targetVariable = targetVariable;
this.allowedInputVariables = allowedInputVariables.ToArray();
}
public override IDeepCloneable Clone(Cloner cloner) {
return new SupportVectorMachineModel(this, cloner);
}
#region IRegressionModel Members
public IEnumerable GetEstimatedValues(Dataset dataset, IEnumerable rows) {
return GetEstimatedValuesHelper(dataset, rows);
}
public SupportVectorRegressionSolution CreateRegressionSolution(IRegressionProblemData problemData) {
return new SupportVectorRegressionSolution(this, problemData);
}
IRegressionSolution IRegressionModel.CreateRegressionSolution(IRegressionProblemData problemData) {
return CreateRegressionSolution(problemData);
}
#endregion
#region IClassificationModel Members
public IEnumerable GetEstimatedClassValues(Dataset dataset, IEnumerable rows) {
if (classValues == null) throw new NotSupportedException();
// return the original class value instead of the predicted value of the model
// svm classification only works for integer classes
foreach (var estimated in GetEstimatedValuesHelper(dataset, rows)) {
// find closest class
double bestDist = double.MaxValue;
double bestClass = -1;
for (int i = 0; i < classValues.Length; i++) {
double d = Math.Abs(estimated - classValues[i]);
if (d < bestDist) {
bestDist = d;
bestClass = classValues[i];
if (d.IsAlmost(0.0)) break; // exact match no need to look further
}
}
yield return bestClass;
}
}
public SupportVectorClassificationSolution CreateClassificationSolution(IClassificationProblemData problemData) {
return new SupportVectorClassificationSolution(this, problemData);
}
IClassificationSolution IClassificationModel.CreateClassificationSolution(IClassificationProblemData problemData) {
return CreateClassificationSolution(problemData);
}
#endregion
private IEnumerable GetEstimatedValuesHelper(Dataset dataset, IEnumerable rows) {
// calculate predictions for the currently requested rows
SVM.Problem problem = SupportVectorMachineUtil.CreateSvmProblem(dataset, targetVariable, allowedInputVariables, rows);
SVM.Problem scaledProblem = Scaling.Scale(RangeTransform, problem);
for (int i = 0; i < scaledProblem.Count; i++) {
yield return SVM.Prediction.Predict(Model, scaledProblem.X[i]);
}
}
#region events
public event EventHandler Changed;
private void OnChanged(EventArgs e) {
var handlers = Changed;
if (handlers != null)
handlers(this, e);
}
#endregion
#region persistence
[Storable]
private string ModelAsString {
get {
using (MemoryStream stream = new MemoryStream()) {
SVM.Model.Write(stream, Model);
stream.Seek(0, System.IO.SeekOrigin.Begin);
StreamReader reader = new StreamReader(stream);
return reader.ReadToEnd();
}
}
set {
using (MemoryStream stream = new MemoryStream(Encoding.ASCII.GetBytes(value))) {
model = SVM.Model.Read(stream);
}
}
}
[Storable]
private string RangeTransformAsString {
get {
using (MemoryStream stream = new MemoryStream()) {
SVM.RangeTransform.Write(stream, RangeTransform);
stream.Seek(0, System.IO.SeekOrigin.Begin);
StreamReader reader = new StreamReader(stream);
return reader.ReadToEnd();
}
}
set {
using (MemoryStream stream = new MemoryStream(Encoding.ASCII.GetBytes(value))) {
RangeTransform = SVM.RangeTransform.Read(stream);
}
}
}
#endregion
}
}