Merge pull request #6096 from mnoskova:mn/SVMSGD_to_opencv3_0

This commit is contained in:
Vadim Pisarevsky 2016-03-12 17:16:35 +00:00
commit fbc221d334
8 changed files with 1254 additions and 1 deletions

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@ -874,3 +874,11 @@
year={2007},
organization={IEEE}
}
@incollection{bottou2010large,
title={Large-scale machine learning with stochastic gradient descent},
author={Bottou, L{\'e}on},
booktitle={Proceedings of COMPSTAT'2010},
pages={177--186},
year={2010},
publisher={Springer}
}

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@ -1499,6 +1499,165 @@ public:
CV_WRAP static Ptr<LogisticRegression> create();
};
/****************************************************************************************\
* Stochastic Gradient Descent SVM Classifier *
\****************************************************************************************/
/*!
@brief Stochastic Gradient Descent SVM classifier
SVMSGD provides a fast and easy-to-use implementation of the SVM classifier using the Stochastic Gradient Descent approach,
as presented in @cite bottou2010large.
The classifier has following parameters:
- model type,
- margin type,
- margin regularization (\f$\lambda\f$),
- initial step size (\f$\gamma_0\f$),
- step decreasing power (\f$c\f$),
- and termination criteria.
The model type may have one of the following values: \ref SGD and \ref ASGD.
- \ref SGD is the classic version of SVMSGD classifier: every next step is calculated by the formula
\f[w_{t+1} = w_t - \gamma(t) \frac{dQ_i}{dw} |_{w = w_t}\f]
where
- \f$w_t\f$ is the weights vector for decision function at step \f$t\f$,
- \f$\gamma(t)\f$ is the step size of model parameters at the iteration \f$t\f$, it is decreased on each step by the formula
\f$\gamma(t) = \gamma_0 (1 + \lambda \gamma_0 t) ^ {-c}\f$
- \f$Q_i\f$ is the target functional from SVM task for sample with number \f$i\f$, this sample is chosen stochastically on each step of the algorithm.
- \ref ASGD is Average Stochastic Gradient Descent SVM Classifier. ASGD classifier averages weights vector on each step of algorithm by the formula
\f$\widehat{w}_{t+1} = \frac{t}{1+t}\widehat{w}_{t} + \frac{1}{1+t}w_{t+1}\f$
The recommended model type is ASGD (following @cite bottou2010large).
The margin type may have one of the following values: \ref SOFT_MARGIN or \ref HARD_MARGIN.
- You should use \ref HARD_MARGIN type, if you have linearly separable sets.
- You should use \ref SOFT_MARGIN type, if you have non-linearly separable sets or sets with outliers.
- In the general case (if you know nothing about linear separability of your sets), use SOFT_MARGIN.
The other parameters may be described as follows:
- Margin regularization parameter is responsible for weights decreasing at each step and for the strength of restrictions on outliers
(the less the parameter, the less probability that an outlier will be ignored).
Recommended value for SGD model is 0.0001, for ASGD model is 0.00001.
- Initial step size parameter is the initial value for the step size \f$\gamma(t)\f$.
You will have to find the best initial step for your problem.
- Step decreasing power is the power parameter for \f$\gamma(t)\f$ decreasing by the formula, mentioned above.
Recommended value for SGD model is 1, for ASGD model is 0.75.
- Termination criteria can be TermCriteria::COUNT, TermCriteria::EPS or TermCriteria::COUNT + TermCriteria::EPS.
You will have to find the best termination criteria for your problem.
Note that the parameters margin regularization, initial step size, and step decreasing power should be positive.
To use SVMSGD algorithm do as follows:
- first, create the SVMSGD object. The algoorithm will set optimal parameters by default, but you can set your own parameters via functions setSvmsgdType(),
setMarginType(), setMarginRegularization(), setInitialStepSize(), and setStepDecreasingPower().
- then the SVM model can be trained using the train features and the correspondent labels by the method train().
- after that, the label of a new feature vector can be predicted using the method predict().
@code
// Create empty object
cv::Ptr<SVMSGD> svmsgd = SVMSGD::create();
// Train the Stochastic Gradient Descent SVM
svmsgd->train(trainData);
// Predict labels for the new samples
svmsgd->predict(samples, responses);
@endcode
*/
class CV_EXPORTS_W SVMSGD : public cv::ml::StatModel
{
public:
/** SVMSGD type.
ASGD is often the preferable choice. */
enum SvmsgdType
{
SGD, //!< Stochastic Gradient Descent
ASGD //!< Average Stochastic Gradient Descent
};
/** Margin type.*/
enum MarginType
{
SOFT_MARGIN, //!< General case, suits to the case of non-linearly separable sets, allows outliers.
HARD_MARGIN //!< More accurate for the case of linearly separable sets.
};
/**
* @return the weights of the trained model (decision function f(x) = weights * x + shift).
*/
CV_WRAP virtual Mat getWeights() = 0;
/**
* @return the shift of the trained model (decision function f(x) = weights * x + shift).
*/
CV_WRAP virtual float getShift() = 0;
/** @brief Creates empty model.
* Use StatModel::train to train the model. Since %SVMSGD has several parameters, you may want to
* find the best parameters for your problem or use setOptimalParameters() to set some default parameters.
*/
CV_WRAP static Ptr<SVMSGD> create();
/** @brief Function sets optimal parameters values for chosen SVM SGD model.
* @param svmsgdType is the type of SVMSGD classifier.
* @param marginType is the type of margin constraint.
*/
CV_WRAP virtual void setOptimalParameters(int svmsgdType = SVMSGD::ASGD, int marginType = SVMSGD::SOFT_MARGIN) = 0;
/** @brief %Algorithm type, one of SVMSGD::SvmsgdType. */
/** @see setSvmsgdType */
CV_WRAP virtual int getSvmsgdType() const = 0;
/** @copybrief getSvmsgdType @see getSvmsgdType */
CV_WRAP virtual void setSvmsgdType(int svmsgdType) = 0;
/** @brief %Margin type, one of SVMSGD::MarginType. */
/** @see setMarginType */
CV_WRAP virtual int getMarginType() const = 0;
/** @copybrief getMarginType @see getMarginType */
CV_WRAP virtual void setMarginType(int marginType) = 0;
/** @brief Parameter marginRegularization of a %SVMSGD optimization problem. */
/** @see setMarginRegularization */
CV_WRAP virtual float getMarginRegularization() const = 0;
/** @copybrief getMarginRegularization @see getMarginRegularization */
CV_WRAP virtual void setMarginRegularization(float marginRegularization) = 0;
/** @brief Parameter initialStepSize of a %SVMSGD optimization problem. */
/** @see setInitialStepSize */
CV_WRAP virtual float getInitialStepSize() const = 0;
/** @copybrief getInitialStepSize @see getInitialStepSize */
CV_WRAP virtual void setInitialStepSize(float InitialStepSize) = 0;
/** @brief Parameter stepDecreasingPower of a %SVMSGD optimization problem. */
/** @see setStepDecreasingPower */
CV_WRAP virtual float getStepDecreasingPower() const = 0;
/** @copybrief getStepDecreasingPower @see getStepDecreasingPower */
CV_WRAP virtual void setStepDecreasingPower(float stepDecreasingPower) = 0;
/** @brief Termination criteria of the training algorithm.
You can specify the maximum number of iterations (maxCount) and/or how much the error could
change between the iterations to make the algorithm continue (epsilon).*/
/** @see setTermCriteria */
CV_WRAP virtual TermCriteria getTermCriteria() const = 0;
/** @copybrief getTermCriteria @see getTermCriteria */
CV_WRAP virtual void setTermCriteria(const cv::TermCriteria &val) = 0;
};
/****************************************************************************************\
* Auxilary functions declarations *
\****************************************************************************************/

510
modules/ml/src/svmsgd.cpp Normal file
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@ -0,0 +1,510 @@
/*M///////////////////////////////////////////////////////////////////////////////////////
//
// IMPORTANT: READ BEFORE DOWNLOADING, COPYING, INSTALLING OR USING.
//
// By downloading, copying, installing or using the software you agree to this license.
// If you do not agree to this license, do not download, install,
// copy or use the software.
//
//
// License Agreement
// For Open Source Computer Vision Library
//
// Copyright (C) 2000, Intel Corporation, all rights reserved.
// Copyright (C) 2016, Itseez Inc, all rights reserved.
// Third party copyrights are property of their respective owners.
//
// Redistribution and use in source and binary forms, with or without modification,
// are permitted provided that the following conditions are met:
//
// * Redistribution's of source code must retain the above copyright notice,
// this list of conditions and the following disclaimer.
//
// * Redistribution's in binary form must reproduce the above copyright notice,
// this list of conditions and the following disclaimer in the documentation
// and/or other materials provided with the distribution.
//
// * The name of the copyright holders may not be used to endorse or promote products
// derived from this software without specific prior written permission.
//
// This software is provided by the copyright holders and contributors "as is" and
// any express or implied warranties, including, but not limited to, the implied
// warranties of merchantability and fitness for a particular purpose are disclaimed.
// In no event shall the Intel Corporation or contributors be liable for any direct,
// indirect, incidental, special, exemplary, or consequential damages
// (including, but not limited to, procurement of substitute goods or services;
// loss of use, data, or profits; or business interruption) however caused
// and on any theory of liability, whether in contract, strict liability,
// or tort (including negligence or otherwise) arising in any way out of
// the use of this software, even if advised of the possibility of such damage.
//
//M*/
#include "precomp.hpp"
#include "limits"
#include <iostream>
using std::cout;
using std::endl;
/****************************************************************************************\
* Stochastic Gradient Descent SVM Classifier *
\****************************************************************************************/
namespace cv
{
namespace ml
{
class SVMSGDImpl : public SVMSGD
{
public:
SVMSGDImpl();
virtual ~SVMSGDImpl() {}
virtual bool train(const Ptr<TrainData>& data, int);
virtual float predict( InputArray samples, OutputArray results=noArray(), int flags = 0 ) const;
virtual bool isClassifier() const;
virtual bool isTrained() const;
virtual void clear();
virtual void write(FileStorage &fs) const;
virtual void read(const FileNode &fn);
virtual Mat getWeights(){ return weights_; }
virtual float getShift(){ return shift_; }
virtual int getVarCount() const { return weights_.cols; }
virtual String getDefaultName() const {return "opencv_ml_svmsgd";}
virtual void setOptimalParameters(int svmsgdType = ASGD, int marginType = SOFT_MARGIN);
CV_IMPL_PROPERTY(int, SvmsgdType, params.svmsgdType)
CV_IMPL_PROPERTY(int, MarginType, params.marginType)
CV_IMPL_PROPERTY(float, MarginRegularization, params.marginRegularization)
CV_IMPL_PROPERTY(float, InitialStepSize, params.initialStepSize)
CV_IMPL_PROPERTY(float, StepDecreasingPower, params.stepDecreasingPower)
CV_IMPL_PROPERTY_S(cv::TermCriteria, TermCriteria, params.termCrit)
private:
void updateWeights(InputArray sample, bool positive, float stepSize, Mat &weights);
void writeParams( FileStorage &fs ) const;
void readParams( const FileNode &fn );
static inline bool isPositive(float val) { return val > 0; }
static void normalizeSamples(Mat &matrix, Mat &average, float &multiplier);
float calcShift(InputArray _samples, InputArray _responses) const;
static void makeExtendedTrainSamples(const Mat &trainSamples, Mat &extendedTrainSamples, Mat &average, float &multiplier);
// Vector with SVM weights
Mat weights_;
float shift_;
// Parameters for learning
struct SVMSGDParams
{
float marginRegularization;
float initialStepSize;
float stepDecreasingPower;
TermCriteria termCrit;
int svmsgdType;
int marginType;
};
SVMSGDParams params;
};
Ptr<SVMSGD> SVMSGD::create()
{
return makePtr<SVMSGDImpl>();
}
void SVMSGDImpl::normalizeSamples(Mat &samples, Mat &average, float &multiplier)
{
int featuresCount = samples.cols;
int samplesCount = samples.rows;
average = Mat(1, featuresCount, samples.type());
CV_Assert(average.type() == CV_32FC1);
for (int featureIndex = 0; featureIndex < featuresCount; featureIndex++)
{
average.at<float>(featureIndex) = static_cast<float>(mean(samples.col(featureIndex))[0]);
}
for (int sampleIndex = 0; sampleIndex < samplesCount; sampleIndex++)
{
samples.row(sampleIndex) -= average;
}
double normValue = norm(samples);
multiplier = static_cast<float>(sqrt(samples.total()) / normValue);
samples *= multiplier;
}
void SVMSGDImpl::makeExtendedTrainSamples(const Mat &trainSamples, Mat &extendedTrainSamples, Mat &average, float &multiplier)
{
Mat normalizedTrainSamples = trainSamples.clone();
int samplesCount = normalizedTrainSamples.rows;
normalizeSamples(normalizedTrainSamples, average, multiplier);
Mat onesCol = Mat::ones(samplesCount, 1, CV_32F);
cv::hconcat(normalizedTrainSamples, onesCol, extendedTrainSamples);
}
void SVMSGDImpl::updateWeights(InputArray _sample, bool positive, float stepSize, Mat& weights)
{
Mat sample = _sample.getMat();
int response = positive ? 1 : -1; // ensure that trainResponses are -1 or 1
if ( sample.dot(weights) * response > 1)
{
// Not a support vector, only apply weight decay
weights *= (1.f - stepSize * params.marginRegularization);
}
else
{
// It's a support vector, add it to the weights
weights -= (stepSize * params.marginRegularization) * weights - (stepSize * response) * sample;
}
}
float SVMSGDImpl::calcShift(InputArray _samples, InputArray _responses) const
{
float margin[2] = { std::numeric_limits<float>::max(), std::numeric_limits<float>::max() };
Mat trainSamples = _samples.getMat();
int trainSamplesCount = trainSamples.rows;
Mat trainResponses = _responses.getMat();
CV_Assert(trainResponses.type() == CV_32FC1);
for (int samplesIndex = 0; samplesIndex < trainSamplesCount; samplesIndex++)
{
Mat currentSample = trainSamples.row(samplesIndex);
float dotProduct = static_cast<float>(currentSample.dot(weights_));
bool positive = isPositive(trainResponses.at<float>(samplesIndex));
int index = positive ? 0 : 1;
float signToMul = positive ? 1.f : -1.f;
float curMargin = dotProduct * signToMul;
if (curMargin < margin[index])
{
margin[index] = curMargin;
}
}
return -(margin[0] - margin[1]) / 2.f;
}
bool SVMSGDImpl::train(const Ptr<TrainData>& data, int)
{
clear();
CV_Assert( isClassifier() ); //toDo: consider
Mat trainSamples = data->getTrainSamples();
int featureCount = trainSamples.cols;
Mat trainResponses = data->getTrainResponses(); // (trainSamplesCount x 1) matrix
CV_Assert(trainResponses.rows == trainSamples.rows);
if (trainResponses.empty())
{
return false;
}
int positiveCount = countNonZero(trainResponses >= 0);
int negativeCount = countNonZero(trainResponses < 0);
if ( positiveCount <= 0 || negativeCount <= 0 )
{
weights_ = Mat::zeros(1, featureCount, CV_32F);
shift_ = (positiveCount > 0) ? 1.f : -1.f;
return true;
}
Mat extendedTrainSamples;
Mat average;
float multiplier = 0;
makeExtendedTrainSamples(trainSamples, extendedTrainSamples, average, multiplier);
int extendedTrainSamplesCount = extendedTrainSamples.rows;
int extendedFeatureCount = extendedTrainSamples.cols;
Mat extendedWeights = Mat::zeros(1, extendedFeatureCount, CV_32F);
Mat previousWeights = Mat::zeros(1, extendedFeatureCount, CV_32F);
Mat averageExtendedWeights;
if (params.svmsgdType == ASGD)
{
averageExtendedWeights = Mat::zeros(1, extendedFeatureCount, CV_32F);
}
RNG rng(0);
CV_Assert (params.termCrit.type & TermCriteria::COUNT || params.termCrit.type & TermCriteria::EPS);
int maxCount = (params.termCrit.type & TermCriteria::COUNT) ? params.termCrit.maxCount : INT_MAX;
double epsilon = (params.termCrit.type & TermCriteria::EPS) ? params.termCrit.epsilon : 0;
double err = DBL_MAX;
CV_Assert (trainResponses.type() == CV_32FC1);
// Stochastic gradient descent SVM
for (int iter = 0; (iter < maxCount) && (err > epsilon); iter++)
{
int randomNumber = rng.uniform(0, extendedTrainSamplesCount); //generate sample number
Mat currentSample = extendedTrainSamples.row(randomNumber);
float stepSize = params.initialStepSize * std::pow((1 + params.marginRegularization * params.initialStepSize * (float)iter), (-params.stepDecreasingPower)); //update stepSize
updateWeights( currentSample, isPositive(trainResponses.at<float>(randomNumber)), stepSize, extendedWeights );
//average weights (only for ASGD model)
if (params.svmsgdType == ASGD)
{
averageExtendedWeights = ((float)iter/ (1 + (float)iter)) * averageExtendedWeights + extendedWeights / (1 + (float) iter);
err = norm(averageExtendedWeights - previousWeights);
averageExtendedWeights.copyTo(previousWeights);
}
else
{
err = norm(extendedWeights - previousWeights);
extendedWeights.copyTo(previousWeights);
}
}
if (params.svmsgdType == ASGD)
{
extendedWeights = averageExtendedWeights;
}
Rect roi(0, 0, featureCount, 1);
weights_ = extendedWeights(roi);
weights_ *= multiplier;
CV_Assert((params.marginType == SOFT_MARGIN || params.marginType == HARD_MARGIN) && (extendedWeights.type() == CV_32FC1));
if (params.marginType == SOFT_MARGIN)
{
shift_ = extendedWeights.at<float>(featureCount) - static_cast<float>(weights_.dot(average));
}
else
{
shift_ = calcShift(trainSamples, trainResponses);
}
return true;
}
float SVMSGDImpl::predict( InputArray _samples, OutputArray _results, int ) const
{
float result = 0;
cv::Mat samples = _samples.getMat();
int nSamples = samples.rows;
cv::Mat results;
CV_Assert( samples.cols == weights_.cols && samples.type() == CV_32FC1);
if( _results.needed() )
{
_results.create( nSamples, 1, samples.type() );
results = _results.getMat();
}
else
{
CV_Assert( nSamples == 1 );
results = Mat(1, 1, CV_32FC1, &result);
}
for (int sampleIndex = 0; sampleIndex < nSamples; sampleIndex++)
{
Mat currentSample = samples.row(sampleIndex);
float criterion = static_cast<float>(currentSample.dot(weights_)) + shift_;
results.at<float>(sampleIndex) = (criterion >= 0) ? 1.f : -1.f;
}
return result;
}
bool SVMSGDImpl::isClassifier() const
{
return (params.svmsgdType == SGD || params.svmsgdType == ASGD)
&&
(params.marginType == SOFT_MARGIN || params.marginType == HARD_MARGIN)
&&
(params.marginRegularization > 0) && (params.initialStepSize > 0) && (params.stepDecreasingPower >= 0);
}
bool SVMSGDImpl::isTrained() const
{
return !weights_.empty();
}
void SVMSGDImpl::write(FileStorage& fs) const
{
if( !isTrained() )
CV_Error( CV_StsParseError, "SVMSGD model data is invalid, it hasn't been trained" );
writeParams( fs );
fs << "weights" << weights_;
fs << "shift" << shift_;
}
void SVMSGDImpl::writeParams( FileStorage& fs ) const
{
String SvmsgdTypeStr;
switch (params.svmsgdType)
{
case SGD:
SvmsgdTypeStr = "SGD";
break;
case ASGD:
SvmsgdTypeStr = "ASGD";
break;
default:
SvmsgdTypeStr = format("Unknown_%d", params.svmsgdType);
}
fs << "svmsgdType" << SvmsgdTypeStr;
String marginTypeStr;
switch (params.marginType)
{
case SOFT_MARGIN:
marginTypeStr = "SOFT_MARGIN";
break;
case HARD_MARGIN:
marginTypeStr = "HARD_MARGIN";
break;
default:
marginTypeStr = format("Unknown_%d", params.marginType);
}
fs << "marginType" << marginTypeStr;
fs << "marginRegularization" << params.marginRegularization;
fs << "initialStepSize" << params.initialStepSize;
fs << "stepDecreasingPower" << params.stepDecreasingPower;
fs << "term_criteria" << "{:";
if( params.termCrit.type & TermCriteria::EPS )
fs << "epsilon" << params.termCrit.epsilon;
if( params.termCrit.type & TermCriteria::COUNT )
fs << "iterations" << params.termCrit.maxCount;
fs << "}";
}
void SVMSGDImpl::readParams( const FileNode& fn )
{
String svmsgdTypeStr = (String)fn["svmsgdType"];
int svmsgdType =
svmsgdTypeStr == "SGD" ? SGD :
svmsgdTypeStr == "ASGD" ? ASGD : -1;
if( svmsgdType < 0 )
CV_Error( CV_StsParseError, "Missing or invalid SVMSGD type" );
params.svmsgdType = svmsgdType;
String marginTypeStr = (String)fn["marginType"];
int marginType =
marginTypeStr == "SOFT_MARGIN" ? SOFT_MARGIN :
marginTypeStr == "HARD_MARGIN" ? HARD_MARGIN : -1;
if( marginType < 0 )
CV_Error( CV_StsParseError, "Missing or invalid margin type" );
params.marginType = marginType;
CV_Assert ( fn["marginRegularization"].isReal() );
params.marginRegularization = (float)fn["marginRegularization"];
CV_Assert ( fn["initialStepSize"].isReal() );
params.initialStepSize = (float)fn["initialStepSize"];
CV_Assert ( fn["stepDecreasingPower"].isReal() );
params.stepDecreasingPower = (float)fn["stepDecreasingPower"];
FileNode tcnode = fn["term_criteria"];
CV_Assert(!tcnode.empty());
params.termCrit.epsilon = (double)tcnode["epsilon"];
params.termCrit.maxCount = (int)tcnode["iterations"];
params.termCrit.type = (params.termCrit.epsilon > 0 ? TermCriteria::EPS : 0) +
(params.termCrit.maxCount > 0 ? TermCriteria::COUNT : 0);
CV_Assert ((params.termCrit.type & TermCriteria::COUNT || params.termCrit.type & TermCriteria::EPS));
}
void SVMSGDImpl::read(const FileNode& fn)
{
clear();
readParams(fn);
fn["weights"] >> weights_;
fn["shift"] >> shift_;
}
void SVMSGDImpl::clear()
{
weights_.release();
shift_ = 0;
}
SVMSGDImpl::SVMSGDImpl()
{
clear();
setOptimalParameters();
}
void SVMSGDImpl::setOptimalParameters(int svmsgdType, int marginType)
{
switch (svmsgdType)
{
case SGD:
params.svmsgdType = SGD;
params.marginType = (marginType == SOFT_MARGIN) ? SOFT_MARGIN :
(marginType == HARD_MARGIN) ? HARD_MARGIN : -1;
params.marginRegularization = 0.0001f;
params.initialStepSize = 0.05f;
params.stepDecreasingPower = 1.f;
params.termCrit = TermCriteria(TermCriteria::COUNT + TermCriteria::EPS, 100000, 0.00001);
break;
case ASGD:
params.svmsgdType = ASGD;
params.marginType = (marginType == SOFT_MARGIN) ? SOFT_MARGIN :
(marginType == HARD_MARGIN) ? HARD_MARGIN : -1;
params.marginRegularization = 0.00001f;
params.initialStepSize = 0.05f;
params.stepDecreasingPower = 0.75f;
params.termCrit = TermCriteria(TermCriteria::COUNT + TermCriteria::EPS, 100000, 0.00001);
break;
default:
CV_Error( CV_StsParseError, "SVMSGD model data is invalid" );
}
}
} //ml
} //cv

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@ -193,6 +193,25 @@ int str_to_boost_type( String& str )
// 8. rtrees
// 9. ertrees
int str_to_svmsgd_type( String& str )
{
if ( !str.compare("SGD") )
return SVMSGD::SGD;
if ( !str.compare("ASGD") )
return SVMSGD::ASGD;
CV_Error( CV_StsBadArg, "incorrect svmsgd type string" );
return -1;
}
int str_to_margin_type( String& str )
{
if ( !str.compare("SOFT_MARGIN") )
return SVMSGD::SOFT_MARGIN;
if ( !str.compare("HARD_MARGIN") )
return SVMSGD::HARD_MARGIN;
CV_Error( CV_StsBadArg, "incorrect svmsgd margin type string" );
return -1;
}
// ---------------------------------- MLBaseTest ---------------------------------------------------
CV_MLBaseTest::CV_MLBaseTest(const char* _modelName)
@ -436,6 +455,27 @@ int CV_MLBaseTest::train( int testCaseIdx )
model = m;
}
else if( modelName == CV_SVMSGD )
{
String svmsgdTypeStr;
modelParamsNode["svmsgdType"] >> svmsgdTypeStr;
Ptr<SVMSGD> m = SVMSGD::create();
int svmsgdType = str_to_svmsgd_type( svmsgdTypeStr );
m->setSvmsgdType(svmsgdType);
String marginTypeStr;
modelParamsNode["marginType"] >> marginTypeStr;
int marginType = str_to_margin_type( marginTypeStr );
m->setMarginType(marginType);
m->setMarginRegularization(modelParamsNode["marginRegularization"]);
m->setInitialStepSize(modelParamsNode["initialStepSize"]);
m->setStepDecreasingPower(modelParamsNode["stepDecreasingPower"]);
m->setTermCriteria(TermCriteria(TermCriteria::COUNT + TermCriteria::EPS, 10000, 0.00001));
model = m;
}
if( !model.empty() )
is_trained = model->train(data, 0);
@ -457,7 +497,7 @@ float CV_MLBaseTest::get_test_error( int /*testCaseIdx*/, vector<float> *resp )
else if( modelName == CV_ANN )
err = ann_calc_error( model, data, cls_map, type, resp );
else if( modelName == CV_DTREE || modelName == CV_BOOST || modelName == CV_RTREES ||
modelName == CV_SVM || modelName == CV_NBAYES || modelName == CV_KNEAREST )
modelName == CV_SVM || modelName == CV_NBAYES || modelName == CV_KNEAREST || modelName == CV_SVMSGD )
err = model->calcError( data, true, _resp );
if( !_resp.empty() && resp )
_resp.convertTo(*resp, CV_32F);
@ -485,6 +525,8 @@ void CV_MLBaseTest::load( const char* filename )
model = Algorithm::load<Boost>( filename );
else if( modelName == CV_RTREES )
model = Algorithm::load<RTrees>( filename );
else if( modelName == CV_SVMSGD )
model = Algorithm::load<SVMSGD>( filename );
else
CV_Error( CV_StsNotImplemented, "invalid stat model name");
}

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@ -24,6 +24,7 @@
#define CV_BOOST "boost"
#define CV_RTREES "rtrees"
#define CV_ERTREES "ertrees"
#define CV_SVMSGD "svmsgd"
enum { CV_TRAIN_ERROR=0, CV_TEST_ERROR=1 };
@ -38,6 +39,7 @@ using cv::ml::ANN_MLP;
using cv::ml::DTrees;
using cv::ml::Boost;
using cv::ml::RTrees;
using cv::ml::SVMSGD;
class CV_MLBaseTest : public cvtest::BaseTest
{

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@ -156,6 +156,7 @@ TEST(ML_DTree, save_load) { CV_SLMLTest test( CV_DTREE ); test.safe_run(); }
TEST(ML_Boost, save_load) { CV_SLMLTest test( CV_BOOST ); test.safe_run(); }
TEST(ML_RTrees, save_load) { CV_SLMLTest test( CV_RTREES ); test.safe_run(); }
TEST(DISABLED_ML_ERTrees, save_load) { CV_SLMLTest test( CV_ERTREES ); test.safe_run(); }
TEST(MV_SVMSGD, save_load){ CV_SLMLTest test( CV_SVMSGD ); test.safe_run(); }
class CV_LegacyTest : public cvtest::BaseTest
{
@ -201,6 +202,8 @@ protected:
model = Algorithm::load<SVM>(filename);
else if (modelName == CV_RTREES)
model = Algorithm::load<RTrees>(filename);
else if (modelName == CV_SVMSGD)
model = Algorithm::load<SVMSGD>(filename);
if (!model)
{
code = cvtest::TS::FAIL_INVALID_TEST_DATA;
@ -260,6 +263,7 @@ TEST(ML_DTree, legacy_load) { CV_LegacyTest test(CV_DTREE, "_abalone.xml;_mushro
TEST(ML_NBayes, legacy_load) { CV_LegacyTest test(CV_NBAYES, "_waveform.xml"); test.safe_run(); }
TEST(ML_SVM, legacy_load) { CV_LegacyTest test(CV_SVM, "_poletelecomm.xml;_waveform.xml"); test.safe_run(); }
TEST(ML_RTrees, legacy_load) { CV_LegacyTest test(CV_RTREES, "_waveform.xml"); test.safe_run(); }
TEST(ML_SVMSGD, legacy_load) { CV_LegacyTest test(CV_SVMSGD, "_waveform.xml"); test.safe_run(); }
/*TEST(ML_SVM, throw_exception_when_save_untrained_model)
{

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@ -0,0 +1,318 @@
/*M///////////////////////////////////////////////////////////////////////////////////////
//
// IMPORTANT: READ BEFORE DOWNLOADING, COPYING, INSTALLING OR USING.
//
// By downloading, copying, installing or using the software you agree to this license.
// If you do not agree to this license, do not download, install,
// copy or use the software.
//
//
// Intel License Agreement
// For Open Source Computer Vision Library
//
// Copyright (C) 2000, Intel Corporation, all rights reserved.
// Third party copyrights are property of their respective owners.
//
// Redistribution and use in source and binary forms, with or without modification,
// are permitted provided that the following conditions are met:
//
// * Redistribution's of source code must retain the above copyright notice,
// this list of conditions and the following disclaimer.
//
// * Redistribution's in binary form must reproduce the above copyright notice,
// this list of conditions and the following disclaimer in the documentation
// and/or other materials provided with the distribution.
//
// * The name of Intel Corporation may not be used to endorse or promote products
// derived from this software without specific prior written permission.
//
// This software is provided by the copyright holders and contributors "as is" and
// any express or implied warranties, including, but not limited to, the implied
// warranties of merchantability and fitness for a particular purpose are disclaimed.
// In no event shall the Intel Corporation or contributors be liable for any direct,
// indirect, incidental, special, exemplary, or consequential damages
// (including, but not limited to, procurement of substitute goods or services;
// loss of use, data, or profits; or business interruption) however caused
// and on any theory of liability, whether in contract, strict liability,
// or tort (including negligence or otherwise) arising in any way out of
// the use of this software, even if advised of the possibility of such damage.
//
//M*/
#include "test_precomp.hpp"
#include "opencv2/highgui.hpp"
using namespace cv;
using namespace cv::ml;
using cv::ml::SVMSGD;
using cv::ml::TrainData;
class CV_SVMSGDTrainTest : public cvtest::BaseTest
{
public:
enum TrainDataType
{
UNIFORM_SAME_SCALE,
UNIFORM_DIFFERENT_SCALES
};
CV_SVMSGDTrainTest(const Mat &_weights, float shift, TrainDataType type, double precision = 0.01);
private:
virtual void run( int start_from );
static float decisionFunction(const Mat &sample, const Mat &weights, float shift);
void makeData(int samplesCount, const Mat &weights, float shift, RNG &rng, Mat &samples, Mat & responses);
void generateSameBorders(int featureCount);
void generateDifferentBorders(int featureCount);
TrainDataType type;
double precision;
std::vector<std::pair<float,float> > borders;
cv::Ptr<TrainData> data;
cv::Mat testSamples;
cv::Mat testResponses;
static const int TEST_VALUE_LIMIT = 500;
};
void CV_SVMSGDTrainTest::generateSameBorders(int featureCount)
{
float lowerLimit = -TEST_VALUE_LIMIT;
float upperLimit = TEST_VALUE_LIMIT;
for (int featureIndex = 0; featureIndex < featureCount; featureIndex++)
{
borders.push_back(std::pair<float,float>(lowerLimit, upperLimit));
}
}
void CV_SVMSGDTrainTest::generateDifferentBorders(int featureCount)
{
float lowerLimit = -TEST_VALUE_LIMIT;
float upperLimit = TEST_VALUE_LIMIT;
cv::RNG rng(0);
for (int featureIndex = 0; featureIndex < featureCount; featureIndex++)
{
int crit = rng.uniform(0, 2);
if (crit > 0)
{
borders.push_back(std::pair<float,float>(lowerLimit, upperLimit));
}
else
{
borders.push_back(std::pair<float,float>(lowerLimit/1000, upperLimit/1000));
}
}
}
float CV_SVMSGDTrainTest::decisionFunction(const Mat &sample, const Mat &weights, float shift)
{
return static_cast<float>(sample.dot(weights)) + shift;
}
void CV_SVMSGDTrainTest::makeData(int samplesCount, const Mat &weights, float shift, RNG &rng, Mat &samples, Mat & responses)
{
int featureCount = weights.cols;
samples.create(samplesCount, featureCount, CV_32FC1);
for (int featureIndex = 0; featureIndex < featureCount; featureIndex++)
{
rng.fill(samples.col(featureIndex), RNG::UNIFORM, borders[featureIndex].first, borders[featureIndex].second);
}
responses.create(samplesCount, 1, CV_32FC1);
for (int i = 0 ; i < samplesCount; i++)
{
responses.at<float>(i) = decisionFunction(samples.row(i), weights, shift) > 0 ? 1.f : -1.f;
}
}
CV_SVMSGDTrainTest::CV_SVMSGDTrainTest(const Mat &weights, float shift, TrainDataType _type, double _precision)
{
type = _type;
precision = _precision;
int featureCount = weights.cols;
switch(type)
{
case UNIFORM_SAME_SCALE:
generateSameBorders(featureCount);
break;
case UNIFORM_DIFFERENT_SCALES:
generateDifferentBorders(featureCount);
break;
default:
CV_Error(CV_StsBadArg, "Unknown train data type");
}
RNG rng(0);
Mat trainSamples;
Mat trainResponses;
int trainSamplesCount = 10000;
makeData(trainSamplesCount, weights, shift, rng, trainSamples, trainResponses);
data = TrainData::create(trainSamples, cv::ml::ROW_SAMPLE, trainResponses);
int testSamplesCount = 100000;
makeData(testSamplesCount, weights, shift, rng, testSamples, testResponses);
}
void CV_SVMSGDTrainTest::run( int /*start_from*/ )
{
cv::Ptr<SVMSGD> svmsgd = SVMSGD::create();
svmsgd->train(data);
Mat responses;
svmsgd->predict(testSamples, responses);
int errCount = 0;
int testSamplesCount = testSamples.rows;
CV_Assert((responses.type() == CV_32FC1) && (testResponses.type() == CV_32FC1));
for (int i = 0; i < testSamplesCount; i++)
{
if (responses.at<float>(i) * testResponses.at<float>(i) < 0)
errCount++;
}
float err = (float)errCount / testSamplesCount;
if ( err > precision )
{
ts->set_failed_test_info(cvtest::TS::FAIL_BAD_ACCURACY);
}
}
void makeWeightsAndShift(int featureCount, Mat &weights, float &shift)
{
weights.create(1, featureCount, CV_32FC1);
cv::RNG rng(0);
double lowerLimit = -1;
double upperLimit = 1;
rng.fill(weights, RNG::UNIFORM, lowerLimit, upperLimit);
shift = static_cast<float>(rng.uniform(-featureCount, featureCount));
}
TEST(ML_SVMSGD, trainSameScale2)
{
int featureCount = 2;
Mat weights;
float shift = 0;
makeWeightsAndShift(featureCount, weights, shift);
CV_SVMSGDTrainTest test(weights, shift, CV_SVMSGDTrainTest::UNIFORM_SAME_SCALE);
test.safe_run();
}
TEST(ML_SVMSGD, trainSameScale5)
{
int featureCount = 5;
Mat weights;
float shift = 0;
makeWeightsAndShift(featureCount, weights, shift);
CV_SVMSGDTrainTest test(weights, shift, CV_SVMSGDTrainTest::UNIFORM_SAME_SCALE);
test.safe_run();
}
TEST(ML_SVMSGD, trainSameScale100)
{
int featureCount = 100;
Mat weights;
float shift = 0;
makeWeightsAndShift(featureCount, weights, shift);
CV_SVMSGDTrainTest test(weights, shift, CV_SVMSGDTrainTest::UNIFORM_SAME_SCALE, 0.02);
test.safe_run();
}
TEST(ML_SVMSGD, trainDifferentScales2)
{
int featureCount = 2;
Mat weights;
float shift = 0;
makeWeightsAndShift(featureCount, weights, shift);
CV_SVMSGDTrainTest test(weights, shift, CV_SVMSGDTrainTest::UNIFORM_DIFFERENT_SCALES, 0.01);
test.safe_run();
}
TEST(ML_SVMSGD, trainDifferentScales5)
{
int featureCount = 5;
Mat weights;
float shift = 0;
makeWeightsAndShift(featureCount, weights, shift);
CV_SVMSGDTrainTest test(weights, shift, CV_SVMSGDTrainTest::UNIFORM_DIFFERENT_SCALES, 0.01);
test.safe_run();
}
TEST(ML_SVMSGD, trainDifferentScales100)
{
int featureCount = 100;
Mat weights;
float shift = 0;
makeWeightsAndShift(featureCount, weights, shift);
CV_SVMSGDTrainTest test(weights, shift, CV_SVMSGDTrainTest::UNIFORM_DIFFERENT_SCALES, 0.01);
test.safe_run();
}
TEST(ML_SVMSGD, twoPoints)
{
Mat samples(2, 2, CV_32FC1);
samples.at<float>(0,0) = 0;
samples.at<float>(0,1) = 0;
samples.at<float>(1,0) = 1000;
samples.at<float>(1,1) = 1;
Mat responses(2, 1, CV_32FC1);
responses.at<float>(0) = -1;
responses.at<float>(1) = 1;
cv::Ptr<TrainData> trainData = TrainData::create(samples, cv::ml::ROW_SAMPLE, responses);
Mat realWeights(1, 2, CV_32FC1);
realWeights.at<float>(0) = 1000;
realWeights.at<float>(1) = 1;
float realShift = -500000.5;
float normRealWeights = static_cast<float>(norm(realWeights));
realWeights /= normRealWeights;
realShift /= normRealWeights;
cv::Ptr<SVMSGD> svmsgd = SVMSGD::create();
svmsgd->setOptimalParameters();
svmsgd->train( trainData );
Mat foundWeights = svmsgd->getWeights();
float foundShift = svmsgd->getShift();
float normFoundWeights = static_cast<float>(norm(foundWeights));
foundWeights /= normFoundWeights;
foundShift /= normFoundWeights;
CV_Assert((norm(foundWeights - realWeights) < 0.001) && (abs((foundShift - realShift) / realShift) < 0.05));
}

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@ -0,0 +1,210 @@
#include <opencv2/opencv.hpp>
#include "opencv2/video/tracking.hpp"
#include "opencv2/imgproc/imgproc.hpp"
#include "opencv2/highgui/highgui.hpp"
using namespace cv;
using namespace cv::ml;
struct Data
{
Mat img;
Mat samples; //Set of train samples. Contains points on image
Mat responses; //Set of responses for train samples
Data()
{
const int WIDTH = 841;
const int HEIGHT = 594;
img = Mat::zeros(HEIGHT, WIDTH, CV_8UC3);
imshow("Train svmsgd", img);
}
};
//Train with SVMSGD algorithm
//(samples, responses) is a train set
//weights is a required vector for decision function of SVMSGD algorithm
bool doTrain(const Mat samples, const Mat responses, Mat &weights, float &shift);
//function finds two points for drawing line (wx = 0)
bool findPointsForLine(const Mat &weights, float shift, Point points[], int width, int height);
// function finds cross point of line (wx = 0) and segment ( (y = HEIGHT, 0 <= x <= WIDTH) or (x = WIDTH, 0 <= y <= HEIGHT) )
bool findCrossPointWithBorders(const Mat &weights, float shift, const std::pair<Point,Point> &segment, Point &crossPoint);
//segments' initialization ( (y = HEIGHT, 0 <= x <= WIDTH) and (x = WIDTH, 0 <= y <= HEIGHT) )
void fillSegments(std::vector<std::pair<Point,Point> > &segments, int width, int height);
//redraw points' set and line (wx = 0)
void redraw(Data data, const Point points[2]);
//add point in train set, train SVMSGD algorithm and draw results on image
void addPointRetrainAndRedraw(Data &data, int x, int y, int response);
bool doTrain( const Mat samples, const Mat responses, Mat &weights, float &shift)
{
cv::Ptr<SVMSGD> svmsgd = SVMSGD::create();
cv::Ptr<TrainData> trainData = TrainData::create(samples, cv::ml::ROW_SAMPLE, responses);
svmsgd->train( trainData );
if (svmsgd->isTrained())
{
weights = svmsgd->getWeights();
shift = svmsgd->getShift();
return true;
}
return false;
}
void fillSegments(std::vector<std::pair<Point,Point> > &segments, int width, int height)
{
std::pair<Point,Point> currentSegment;
currentSegment.first = Point(width, 0);
currentSegment.second = Point(width, height);
segments.push_back(currentSegment);
currentSegment.first = Point(0, height);
currentSegment.second = Point(width, height);
segments.push_back(currentSegment);
currentSegment.first = Point(0, 0);
currentSegment.second = Point(width, 0);
segments.push_back(currentSegment);
currentSegment.first = Point(0, 0);
currentSegment.second = Point(0, height);
segments.push_back(currentSegment);
}
bool findCrossPointWithBorders(const Mat &weights, float shift, const std::pair<Point,Point> &segment, Point &crossPoint)
{
int x = 0;
int y = 0;
int xMin = std::min(segment.first.x, segment.second.x);
int xMax = std::max(segment.first.x, segment.second.x);
int yMin = std::min(segment.first.y, segment.second.y);
int yMax = std::max(segment.first.y, segment.second.y);
CV_Assert(weights.type() == CV_32FC1);
CV_Assert(xMin == xMax || yMin == yMax);
if (xMin == xMax && weights.at<float>(1) != 0)
{
x = xMin;
y = static_cast<int>(std::floor( - (weights.at<float>(0) * x + shift) / weights.at<float>(1)));
if (y >= yMin && y <= yMax)
{
crossPoint.x = x;
crossPoint.y = y;
return true;
}
}
else if (yMin == yMax && weights.at<float>(0) != 0)
{
y = yMin;
x = static_cast<int>(std::floor( - (weights.at<float>(1) * y + shift) / weights.at<float>(0)));
if (x >= xMin && x <= xMax)
{
crossPoint.x = x;
crossPoint.y = y;
return true;
}
}
return false;
}
bool findPointsForLine(const Mat &weights, float shift, Point points[2], int width, int height)
{
if (weights.empty())
{
return false;
}
int foundPointsCount = 0;
std::vector<std::pair<Point,Point> > segments;
fillSegments(segments, width, height);
for (uint i = 0; i < segments.size(); i++)
{
if (findCrossPointWithBorders(weights, shift, segments[i], points[foundPointsCount]))
foundPointsCount++;
if (foundPointsCount >= 2)
break;
}
return true;
}
void redraw(Data data, const Point points[2])
{
data.img.setTo(0);
Point center;
int radius = 3;
Scalar color;
CV_Assert((data.samples.type() == CV_32FC1) && (data.responses.type() == CV_32FC1));
for (int i = 0; i < data.samples.rows; i++)
{
center.x = static_cast<int>(data.samples.at<float>(i,0));
center.y = static_cast<int>(data.samples.at<float>(i,1));
color = (data.responses.at<float>(i) > 0) ? Scalar(128,128,0) : Scalar(0,128,128);
circle(data.img, center, radius, color, 5);
}
line(data.img, points[0], points[1],cv::Scalar(1,255,1));
imshow("Train svmsgd", data.img);
}
void addPointRetrainAndRedraw(Data &data, int x, int y, int response)
{
Mat currentSample(1, 2, CV_32FC1);
currentSample.at<float>(0,0) = (float)x;
currentSample.at<float>(0,1) = (float)y;
data.samples.push_back(currentSample);
data.responses.push_back(response);
Mat weights(1, 2, CV_32FC1);
float shift = 0;
if (doTrain(data.samples, data.responses, weights, shift))
{
Point points[2];
findPointsForLine(weights, shift, points, data.img.cols, data.img.rows);
redraw(data, points);
}
}
static void onMouse( int event, int x, int y, int, void* pData)
{
Data &data = *(Data*)pData;
switch( event )
{
case CV_EVENT_LBUTTONUP:
addPointRetrainAndRedraw(data, x, y, 1);
break;
case CV_EVENT_RBUTTONDOWN:
addPointRetrainAndRedraw(data, x, y, -1);
break;
}
}
int main()
{
Data data;
setMouseCallback( "Train svmsgd", onMouse, &data );
waitKey();
return 0;
}