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svm.cpp

//
//  Zinnia: Online hand recognition system with machine learning
//
//  $Id: svm.cpp 17 2009-04-05 11:40:32Z taku-ku $;
//
//  Copyright(C) 2008 Taku Kudo <taku@chasen.org>
//
#include <cstring>
#include <iostream>
#include <vector>
#include <cmath>
#include <algorithm>
#include "feature.h"

namespace zinnia {

namespace {
static const double kEPS = 0.1;
static const double kINF = 1e+37;
}

bool svm_train(size_t l,
               size_t n,
               const float *y,
               const FeatureNode **x,
               double C,
               double *w) {
  size_t active_size = l;
  double PGmax_old = kINF;
  double PGmin_old = -kINF;
  std::vector<double> QD(l);
  std::vector<size_t> index(l);
  std::vector<double> alpha(l);

  std::fill(w, w + n, 0.0);
  std::fill(alpha.begin(), alpha.end(), 0.0);

  for (size_t i = 0; i < l; ++i) {
    index[i] = i;
    QD[i] = 0;
    for (const FeatureNode *f = x[i]; f->index >= 0; ++f) {
      QD[i] += (f->value * f->value);
    }
  }

  static const size_t kMaxIteration = 2000;
  for (size_t iter = 0; iter < kMaxIteration; ++iter) {
    double PGmax_new = -kINF;
    double PGmin_new = kINF;
    std::random_shuffle(index.begin(), index.begin() + active_size);

    for (size_t s = 0; s < active_size; ++s) {
      const size_t i = index[s];
      double G = 0;

      for (const FeatureNode *f = x[i]; f->index >= 0; ++f) {
        G += w[f->index] * f->value;
      }

      G = G * y[i] - 1;
      double PG = 0.0;

      if (alpha[i] == 0.0) {
        if (G > PGmax_old) {
          active_size--;
          std::swap(index[s], index[active_size]);
          s--;
          continue;
        } else if (G < 0.0) {
          PG = G;
        }
      } else if (alpha[i] == C) {
        if (G < PGmin_old) {
          active_size--;
          std::swap(index[s], index[active_size]);
          s--;
          continue;
        } else if (G > 0.0) {
          PG = G;
        }
      } else {
        PG = G;
      }

      PGmax_new = std::max(PGmax_new, PG);
      PGmin_new = std::min(PGmin_new, PG);

      if (std::abs(PG) > 1.0e-12) {
        const double alpha_old = alpha[i];
        alpha[i] = std::min(std::max(alpha[i] - G/QD[i], 0.0), C);
        const double d = (alpha[i] - alpha_old)* y[i];
        for (const FeatureNode *f = x[i]; f->index >= 0; ++f) {
          w[f->index] += d * f->value;
        }
      }
    }

    if (iter % 4 == 0) {
      std::cout << "." << std::flush;
    }

    if ((PGmax_new - PGmin_new) <= kEPS) {
      if (active_size == l) {
        break;
      } else {
        active_size = l;
        PGmax_old = kINF;
        PGmin_old = -kINF;
        continue;
      }
    }

    PGmax_old = PGmax_new;
    PGmin_old = PGmin_new;
    if (PGmax_old <= 0) {
      PGmax_old = kINF;
    }
    if (PGmin_old >= 0) {
      PGmin_old = -kINF;
    }
  }

  std::cout << std::endl;

  return true;
}
}

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