/*=================================================================================
* svmocas_bool_mex.c: Matlab MEX interface for OCAS solver training the
* linear SVM classifiers from boolean features.
*
* Synopsis:
* [W,W0,stat] = svmocas_bool(X,X0,y,C,Method,TolRel,TolAbs,QPBound,BufSize,nData,MaxTime,verb)
*
* Copyright (C) 2011 Vojtech Franc, xfrancv@cmp.felk.cvut.cz
*
* 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;
*======================================================================================*/
#include <stdio.h>
#include <string.h>
#include <stdint.h>
#include <mex.h>
#include "libocas.h"
#include "ocas_helper.h"
#include "features_bool.h"
#define DEFAULT_METHOD 1
#define DEFAULT_TOLREL 0.01
#define DEFAULT_TOLABS 0.0
#define DEFAULT_QPVALUE 0.0
#define DEFAULT_BUFSIZE 2000
#define DEFAULT_MAXTIME mxGetInf()
#define DEFAULT_VERB 1
/*======================================================================
Main code plus interface to Matlab.
========================================================================*/
void mexFunction( int nlhs, mxArray *plhs[],int nrhs, const mxArray *prhs[] )
{
double C, TolRel, TolAbs, QPBound, trn_err, MaxTime;
double *vec_C;
int8_t *ptr;
uint32_t num_of_Cs;
uint32_t i, j, BufSize;
uint16_t Method;
int verb;
ocas_return_value_T ocas;
/* timing variables */
double init_time;
double total_time;
total_time = get_time();
init_time = total_time;
if(nrhs < 4 || nrhs > 12)
mexErrMsgTxt("Improper number of input arguments.\n\n"
"SVMOCAS_BOOL solver for training two-class linear SVM classifiers\n\n"
"Synopsis:\n"
" [W,W0,stat] = svmocas_bool(X,X0,y,C,Method,TolRel,TolAbs,QPBound,"
"BufSize,nExamples,MaxTime) \n\n"
"Input: \n"
" X [nDim x nExamples] \n"
" X0 [1 x 1 (double)] constant feature added to all examples\n"
" y [nExamples x 1 (double)] labels of the examples (+1/-1)\n"
" C [1x1] or [nExamples x 1] regularization constant(s) \n"
" Method [1x1 (double)] 0 for BMRM; 1 for OCAS \n"
" TolRel [1x1 (double)]\n"
" TolAbs [1x1 (double)]\n"
" QPBound [1x1 (double)]\n"
" BufSize [1x1 (double)]\n"
" nExamples [1x1 (double) number of examples to use; "
"(inf means use all examples)\n"
" MaxTime [1x1 (double)]\n"
" verb [1x1 (bouble)]\n\n"
"Output:\n"
" W [nDim x 1] Parameter vector\n"
" W0 [1x1] Bias term\n"
" stat [struct] \n");
data_X = (mxArray*)prhs[0];
/* check the input matrix X */
if( !mxIsUint8(data_X) || mxIsSparse(data_X) )
mexErrMsgTxt("The features X must be a dense matrix of uint8.");
if (mxGetNumberOfDimensions(data_X) != 2)
mexErrMsgTxt("Input argument X must be two dimensional");
if(nrhs >= 12)
verb = (int)mxGetScalar(prhs[11]);
else
verb = DEFAULT_VERB;
X0 = (double)mxGetScalar(prhs[1]);
if( !mxIsDouble(prhs[2]))
mexErrMsgTxt("The labels y must be a dense vector of doubles.");
data_y = (double*)mxGetPr(prhs[2]);
if(LIBOCAS_MAX(mxGetM(prhs[2]),mxGetN(prhs[2])) != mxGetN(prhs[0]))
mexErrMsgTxt("Length of vector y must equl to the number of columns of matrix X.");
/********************************************/
/* zmenit */
/********************************************/
nDim = mxGetM(prhs[0])*8;
/* nDim = mxGetM(prhs[0]);*/
if(verb)
{
mexPrintf("Input data statistics:\n"
" # of examples : %d\n"
" dimensionality : %d\n",
mxGetN(data_X), nDim);
}
num_of_Cs = LIBOCAS_MAX(mxGetN(prhs[3]),mxGetM(prhs[3]));
if(num_of_Cs == 1)
{
C = (double)mxGetScalar(prhs[3]);
}
else
{
vec_C = (double*)mxGetPr(prhs[3]);
}
if(nrhs >= 5)
Method = (uint32_t)mxGetScalar(prhs[4]);
else
Method = DEFAULT_METHOD;
if(nrhs >= 6)
TolRel = (double)mxGetScalar(prhs[5]);
else
TolRel = DEFAULT_TOLREL;
if(nrhs >= 7)
TolAbs = (double)mxGetScalar(prhs[6]);
else
TolAbs = DEFAULT_TOLABS;
if(nrhs >= 8)
QPBound = (double)mxGetScalar(prhs[7]);
else
QPBound = DEFAULT_QPVALUE;
if(nrhs >= 9)
BufSize = (uint32_t)mxGetScalar(prhs[8]);
else
BufSize = DEFAULT_BUFSIZE;
if(nrhs >= 10 && mxIsInf(mxGetScalar(prhs[9])) == false)
nData = (uint32_t)mxGetScalar(prhs[9]);
else
nData = mxGetN(data_X);
if(nData < 1 || nData > mxGetN(prhs[0]))
mexErrMsgTxt("Improper value of argument nData.");
if(num_of_Cs > 1 && num_of_Cs < nData)
mexErrMsgTxt("Length of the vector C less than the number of examples.");
if(nrhs >= 11)
MaxTime = (double)mxGetScalar(prhs[10]);
else
MaxTime = DEFAULT_MAXTIME;
/*----------------------------------------------------------------
Print setting
-------------------------------------------------------------------*/
if(verb)
{
mexPrintf("Setting:\n");
if( num_of_Cs == 1)
mexPrintf(" C : %f\n", C);
else
mexPrintf(" C : different for each example\n");
mexPrintf(" bias : %.0f\n"
" # of examples : %d\n"
" solver : %d\n"
" cache size : %d\n"
" TolAbs : %f\n"
" TolRel : %f\n"
" QPValue : %f\n"
" MaxTime : %f [s]\n"
" verb : %d\n",
X0, nData, Method,BufSize,TolAbs,TolRel, QPBound, MaxTime, verb);
}
/* learned weight vector */
plhs[0] = (mxArray*)mxCreateDoubleMatrix(nDim,1,mxREAL);
W = (double*)mxGetPr(plhs[0]);
if(W == NULL) mexErrMsgTxt("Not enough memory for vector W.");
oldW = (double*)mxCalloc(nDim,sizeof(double));
if(oldW == NULL) mexErrMsgTxt("Not enough memory for vector oldW.");
W0 = 0;
oldW0 = 0;
A0 = mxCalloc(BufSize,sizeof(A0[0]));
if(A0 == NULL) mexErrMsgTxt("Not enough memory for vector A0.");
/* allocate buffer for computing cutting plane */
new_a = (double*)mxCalloc(nDim,sizeof(double));
if(new_a == NULL)
mexErrMsgTxt("Not enough memory for auxiliary cutting plane buffer new_a.");
if(num_of_Cs > 1)
{
for(i=0; i < nData; i++)
data_y[i] = data_y[i]*vec_C[i];
}
/* init cutting plane buffer */
full_A = mxCalloc(BufSize*nDim,sizeof(double));
if( full_A == NULL )
mexErrMsgTxt("Not enough memory for cutting plane buffer full_A.");
/* select function to print progress info */
void (*print_function)(ocas_return_value_T);
if(verb)
{
mexPrintf("Starting optimization:\n");
print_function = &ocas_print;
}
else
{
print_function = &ocas_print_null;
}
init_time=get_time()-init_time;
if(num_of_Cs == 1)
ocas = svm_ocas_solver( C, nData, TolRel, TolAbs, QPBound, MaxTime,BufSize, Method,
&full_compute_W, &update_W, &full_bool_add_new_cut,
&full_bool_compute_output, &qsort_data, print_function, 0);
else
ocas = svm_ocas_solver_difC( vec_C, nData, TolRel, TolAbs, QPBound, MaxTime,BufSize, Method,
&full_compute_W, &update_W, &full_bool_add_new_cut,
&full_bool_compute_output, &qsort_data, print_function, 0);
total_time=get_time()-total_time;
if(verb)
{
mexPrintf("Stopping condition: ");
switch( ocas.exitflag )
{
case 1: mexPrintf("1-Q_D/Q_P <= TolRel(=%f) satisfied.\n", TolRel); break;
case 2: mexPrintf("Q_P-Q_D <= TolAbs(=%f) satisfied.\n", TolAbs); break;
case 3: mexPrintf("Q_P <= QPBound(=%f) satisfied.\n", QPBound); break;
case 4: mexPrintf("Optimization time (=%f) >= MaxTime(=%f).\n", ocas.ocas_time, MaxTime);
break;
case -1: mexPrintf("Has not converged!\n" ); break;
case -2: mexPrintf("Not enough memory for the solver.\n" ); break;
}
mexPrintf("Timing statistics:\n"
" init_time : %f[s]\n"
" qp_solver_time : %f[s]\n"
" sort_time : %f[s]\n"
" output_time : %f[s]\n"
" add_time : %f[s]\n"
" w_time : %f[s]\n"
" print_time : %f[s]\n"
" ocas_time : %f[s]\n"
" total_time : %f[s]\n",
init_time, ocas.qp_solver_time, ocas.sort_time, ocas.output_time,
ocas.add_time, ocas.w_time, ocas.print_time, ocas.ocas_time, total_time);
mexPrintf("Training error: %.4f%%\n", 100*(double)ocas.trn_err/(double)nData);
}
if(num_of_Cs > 1)
{
for(i=0; i < nData; i++)
data_y[i] = data_y[i]/vec_C[i];
}
plhs[1] = mxCreateDoubleScalar( W0 );
const char *field_names[] = {"nTrnErrors","Q_P","Q_D","nIter","nCutPlanes","exitflag",
"init_time","output_time","sort_time","qp_solver_time","add_time",
"w_time","print_time","ocas_time","total_time"};
mwSize dims[2] = {1,1};
plhs[2] = mxCreateStructArray(2, dims, (sizeof(field_names)/sizeof(*field_names)), field_names);
mxSetField(plhs[2],0,"nIter",mxCreateDoubleScalar((double)ocas.nIter));
mxSetField(plhs[2],0,"nCutPlanes",mxCreateDoubleScalar((double)ocas.nCutPlanes));
mxSetField(plhs[2],0,"nTrnErrors",mxCreateDoubleScalar(ocas.trn_err));
mxSetField(plhs[2],0,"Q_P",mxCreateDoubleScalar(ocas.Q_P));
mxSetField(plhs[2],0,"Q_D",mxCreateDoubleScalar(ocas.Q_D));
mxSetField(plhs[2],0,"init_time",mxCreateDoubleScalar(init_time));
mxSetField(plhs[2],0,"output_time",mxCreateDoubleScalar(ocas.output_time));
mxSetField(plhs[2],0,"sort_time",mxCreateDoubleScalar(ocas.sort_time));
mxSetField(plhs[2],0,"qp_solver_time",mxCreateDoubleScalar(ocas.qp_solver_time));
mxSetField(plhs[2],0,"add_time",mxCreateDoubleScalar(ocas.add_time));
mxSetField(plhs[2],0,"w_time",mxCreateDoubleScalar(ocas.w_time));
mxSetField(plhs[2],0,"print_time",mxCreateDoubleScalar(ocas.print_time));
mxSetField(plhs[2],0,"ocas_time",mxCreateDoubleScalar(ocas.ocas_time));
mxSetField(plhs[2],0,"total_time",mxCreateDoubleScalar(total_time));
mxSetField(plhs[2],0,"exitflag",mxCreateDoubleScalar((double)ocas.exitflag));
return;
}