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from __future__ import print_function
import numpy as np
import scipy.sparse as sp
import warnings
from abc import ABCMeta, abstractmethod
from . import libsvm, liblinear
from . import libsvm_sparse
from ..base import BaseEstimator, ClassifierMixin
from ..preprocessing import LabelEncoder
from ..utils import atleast2d_or_csr, array2d, check_random_state, column_or_1d
from ..utils import ConvergenceWarning, compute_class_weight
from ..utils.extmath import safe_sparse_dot
from ..externals import six
LIBSVM_IMPL = ['c_svc', 'nu_svc', 'one_class', 'epsilon_svr', 'nu_svr']
def _one_vs_one_coef(dual_coef, n_support, support_vectors):
"""Generate primal coefficients from dual coefficients
for the one-vs-one multi class LibSVM in the case
of a linear kernel."""
# get 1vs1 weights for all n*(n-1) classifiers.
# this is somewhat messy.
# shape of dual_coef_ is nSV * (n_classes -1)
# see docs for details
n_class = dual_coef.shape[0] + 1
# XXX we could do preallocation of coef but
# would have to take care in the sparse case
coef = []
sv_locs = np.cumsum(np.hstack([[0], n_support]))
for class1 in range(n_class):
# SVs for class1:
sv1 = support_vectors[sv_locs[class1]:sv_locs[class1 + 1], :]
for class2 in range(class1 + 1, n_class):
# SVs for class1:
sv2 = support_vectors[sv_locs[class2]:sv_locs[class2 + 1], :]
# dual coef for class1 SVs:
alpha1 = dual_coef[class2 - 1, sv_locs[class1]:sv_locs[class1 + 1]]
# dual coef for class2 SVs:
alpha2 = dual_coef[class1, sv_locs[class2]:sv_locs[class2 + 1]]
# build weight for class1 vs class2
coef.append(safe_sparse_dot(alpha1, sv1)
+ safe_sparse_dot(alpha2, sv2))
return coef
class BaseLibSVM(six.with_metaclass(ABCMeta, BaseEstimator)):
"""Base class for estimators that use libsvm as backing library
This implements support vector machine classification and regression.
Parameter documentation is in the derived `SVC` class.
"""
# The order of these must match the integer values in LibSVM.
# XXX These are actually the same in the dense case. Need to factor
# this out.
_sparse_kernels = ["linear", "poly", "rbf", "sigmoid", "precomputed"]
@abstractmethod
def __init__(self, impl, kernel, degree, gamma, coef0,
tol, C, nu, epsilon, shrinking, probability, cache_size,
class_weight, verbose, max_iter, random_state):
if not impl in LIBSVM_IMPL: # pragma: no cover
raise ValueError("impl should be one of %s, %s was given" % (
LIBSVM_IMPL, impl))
self._impl = impl
self.kernel = kernel
self.degree = degree
self.gamma = gamma
self.coef0 = coef0
self.tol = tol
self.C = C
self.nu = nu
self.epsilon = epsilon
self.shrinking = shrinking
self.probability = probability
self.cache_size = cache_size
self.class_weight = class_weight
self.verbose = verbose
self.max_iter = max_iter
self.random_state = random_state
@property
def _pairwise(self):
# Used by cross_val_score.
kernel = self.kernel
return kernel == "precomputed" or callable(kernel)
def fit(self, X, y, sample_weight=None):
"""Fit the SVM model according to the given training data.
Parameters
----------
X : {array-like, sparse matrix}, shape (n_samples, n_features)
Training vectors, where n_samples is the number of samples
and n_features is the number of features.
y : array-like, shape (n_samples,)
Target values (class labels in classification, real numbers in
regression)
sample_weight : array-like, shape (n_samples,)
Per-sample weights. Rescale C per sample. Higher weights
force the classifier to put more emphasis on these points.
Returns
-------
self : object
Returns self.
Notes
------
If X and y are not C-ordered and contiguous arrays of np.float64 and
X is not a scipy.sparse.csr_matrix, X and/or y may be copied.
If X is a dense array, then the other methods will not support sparse
matrices as input.
"""
rnd = check_random_state(self.random_state)
sparse = sp.isspmatrix(X)
if sparse and self.kernel == "precomputed":
raise TypeError("Sparse precomputed kernels are not supported.")
self._sparse = sparse and not callable(self.kernel)
X = atleast2d_or_csr(X, dtype=np.float64, order='C')
y = self._validate_targets(y)
sample_weight = np.asarray([]
if sample_weight is None
else sample_weight, dtype=np.float64)
solver_type = LIBSVM_IMPL.index(self._impl)
# input validation
if solver_type != 2 and X.shape[0] != y.shape[0]:
raise ValueError("X and y have incompatible shapes.\n" +
"X has %s samples, but y has %s." %
(X.shape[0], y.shape[0]))
if self.kernel == "precomputed" and X.shape[0] != X.shape[1]:
raise ValueError("X.shape[0] should be equal to X.shape[1]")
if sample_weight.shape[0] > 0 and sample_weight.shape[0] != X.shape[0]:
raise ValueError("sample_weight and X have incompatible shapes: "
"%r vs %r\n"
"Note: Sparse matrices cannot be indexed w/"
"boolean masks (use `indices=True` in CV)."
% (sample_weight.shape, X.shape))
if (self.kernel in ['poly', 'rbf']) and (self.gamma == 0):
# if custom gamma is not provided ...
self._gamma = 1.0 / X.shape[1]
else:
self._gamma = self.gamma
kernel = self.kernel
if callable(kernel):
kernel = 'precomputed'
fit = self._sparse_fit if self._sparse else self._dense_fit
if self.verbose: # pragma: no cover
print('[LibSVM]', end='')
seed = rnd.randint(np.iinfo('i').max)
fit(X, y, sample_weight, solver_type, kernel, random_seed=seed)
# see comment on the other call to np.iinfo in this file
self.shape_fit_ = X.shape
# In binary case, we need to flip the sign of coef, intercept and
# decision function. Use self._intercept_ internally.
self._intercept_ = self.intercept_.copy()
if self._impl in ['c_svc', 'nu_svc'] and len(self.classes_) == 2:
self.intercept_ *= -1
return self
def _validate_targets(self, y):
"""Validation of y and class_weight.
Default implementation for SVR and one-class; overridden in BaseSVC.
"""
# XXX this is ugly.
# Regression models should not have a class_weight_ attribute.
self.class_weight_ = np.empty(0)
return np.asarray(y, dtype=np.float64, order='C')
def _warn_from_fit_status(self):
assert self.fit_status_ in (0, 1)
if self.fit_status_ == 1:
warnings.warn('Solver terminated early (max_iter=%i).'
' Consider pre-processing your data with'
' StandardScaler or MinMaxScaler.'
% self.max_iter, ConvergenceWarning)
def _dense_fit(self, X, y, sample_weight, solver_type, kernel,
random_seed):
if callable(self.kernel):
# you must store a reference to X to compute the kernel in predict
# TODO: add keyword copy to copy on demand
self.__Xfit = X
X = self._compute_kernel(X)
if X.shape[0] != X.shape[1]:
raise ValueError("X.shape[0] should be equal to X.shape[1]")
libsvm.set_verbosity_wrap(self.verbose)
# we don't pass **self.get_params() to allow subclasses to
# add other parameters to __init__
self.support_, self.support_vectors_, self.n_support_, \
self.dual_coef_, self.intercept_, self.probA_, \
self.probB_, self.fit_status_ = libsvm.fit(
X, y,
svm_type=solver_type, sample_weight=sample_weight,
class_weight=self.class_weight_, kernel=kernel, C=self.C,
nu=self.nu, probability=self.probability, degree=self.degree,
shrinking=self.shrinking, tol=self.tol,
cache_size=self.cache_size, coef0=self.coef0,
gamma=self._gamma, epsilon=self.epsilon,
max_iter=self.max_iter, random_seed=random_seed)
self._warn_from_fit_status()
def _sparse_fit(self, X, y, sample_weight, solver_type, kernel,
random_seed):
X.data = np.asarray(X.data, dtype=np.float64, order='C')
X.sort_indices()
kernel_type = self._sparse_kernels.index(kernel)
libsvm_sparse.set_verbosity_wrap(self.verbose)
self.support_, self.support_vectors_, dual_coef_data, \
self.intercept_, self.n_support_, \
self.probA_, self.probB_, self.fit_status_ = \
libsvm_sparse.libsvm_sparse_train(
X.shape[1], X.data, X.indices, X.indptr, y, solver_type,
kernel_type, self.degree, self._gamma, self.coef0, self.tol,
self.C, self.class_weight_,
sample_weight, self.nu, self.cache_size, self.epsilon,
int(self.shrinking), int(self.probability), self.max_iter,
random_seed)
self._warn_from_fit_status()
if hasattr(self, "classes_"):
n_class = len(self.classes_) - 1
else: # regression
n_class = 1
n_SV = self.support_vectors_.shape[0]
dual_coef_indices = np.tile(np.arange(n_SV), n_class)
dual_coef_indptr = np.arange(0, dual_coef_indices.size + 1,
dual_coef_indices.size / n_class)
self.dual_coef_ = sp.csr_matrix(
(dual_coef_data, dual_coef_indices, dual_coef_indptr),
(n_class, n_SV))
def predict(self, X):
"""Perform regression on samples in X.
For an one-class model, +1 or -1 is returned.
Parameters
----------
X : {array-like, sparse matrix}, shape (n_samples, n_features)
Returns
-------
y_pred : array, shape (n_samples,)
"""
X = self._validate_for_predict(X)
predict = self._sparse_predict if self._sparse else self._dense_predict
return predict(X)
def _dense_predict(self, X):
n_samples, n_features = X.shape
X = self._compute_kernel(X)
if X.ndim == 1:
X = array2d(X, order='C')
kernel = self.kernel
if callable(self.kernel):
kernel = 'precomputed'
if X.shape[1] != self.shape_fit_[0]:
raise ValueError("X.shape[1] = %d should be equal to %d, "
"the number of samples at training time" %
(X.shape[1], self.shape_fit_[0]))
svm_type = LIBSVM_IMPL.index(self._impl)
return libsvm.predict(
X, self.support_, self.support_vectors_, self.n_support_,
self.dual_coef_, self._intercept_,
self.probA_, self.probB_, svm_type=svm_type, kernel=kernel,
degree=self.degree, coef0=self.coef0, gamma=self._gamma,
cache_size=self.cache_size)
def _sparse_predict(self, X):
X = sp.csr_matrix(X, dtype=np.float64)
kernel = self.kernel
if callable(kernel):
kernel = 'precomputed'
kernel_type = self._sparse_kernels.index(kernel)
C = 0.0 # C is not useful here
return libsvm_sparse.libsvm_sparse_predict(
X.data, X.indices, X.indptr,
self.support_vectors_.data,
self.support_vectors_.indices,
self.support_vectors_.indptr,
self.dual_coef_.data, self._intercept_,
LIBSVM_IMPL.index(self._impl), kernel_type,
self.degree, self._gamma, self.coef0, self.tol,
C, self.class_weight_,
self.nu, self.epsilon, self.shrinking,
self.probability, self.n_support_,
self.probA_, self.probB_)
def _compute_kernel(self, X):
"""Return the data transformed by a callable kernel"""
if callable(self.kernel):
# in the case of precomputed kernel given as a function, we
# have to compute explicitly the kernel matrix
kernel = self.kernel(X, self.__Xfit)
if sp.issparse(kernel):
kernel = kernel.toarray()
X = np.asarray(kernel, dtype=np.float64, order='C')
return X
def decision_function(self, X):
"""Distance of the samples X to the separating hyperplane.
Parameters
----------
X : array-like, shape = [n_samples, n_features]
Returns
-------
X : array-like, shape = [n_samples, n_class * (n_class-1) / 2]
Returns the decision function of the sample for each class
in the model.
"""
if self._sparse:
raise NotImplementedError("Decision_function not supported for"
" sparse SVM.")
X = self._validate_for_predict(X)
X = self._compute_kernel(X)
kernel = self.kernel
if callable(kernel):
kernel = 'precomputed'
dec_func = libsvm.decision_function(
X, self.support_, self.support_vectors_, self.n_support_,
self.dual_coef_, self._intercept_,
self.probA_, self.probB_,
svm_type=LIBSVM_IMPL.index(self._impl),
kernel=kernel, degree=self.degree, cache_size=self.cache_size,
coef0=self.coef0, gamma=self._gamma)
# In binary case, we need to flip the sign of coef, intercept and
# decision function.
if self._impl in ['c_svc', 'nu_svc'] and len(self.classes_) == 2:
return -dec_func
return dec_func
def _validate_for_predict(self, X):
X = atleast2d_or_csr(X, dtype=np.float64, order="C")
if self._sparse and not sp.isspmatrix(X):
X = sp.csr_matrix(X)
if self._sparse:
X.sort_indices()
if sp.issparse(X) and not self._sparse and not callable(self.kernel):
raise ValueError(
"cannot use sparse input in %r trained on dense data"
% type(self).__name__)
n_samples, n_features = X.shape
if self.kernel == "precomputed":
if X.shape[1] != self.shape_fit_[0]:
raise ValueError("X.shape[1] = %d should be equal to %d, "
"the number of samples at training time" %
(X.shape[1], self.shape_fit_[0]))
elif n_features != self.shape_fit_[1]:
raise ValueError("X.shape[1] = %d should be equal to %d, "
"the number of features at training time" %
(n_features, self.shape_fit_[1]))
return X
@property
def coef_(self):
if self.kernel != 'linear':
raise ValueError('coef_ is only available when using a '
'linear kernel')
if self.dual_coef_.shape[0] == 1:
# binary classifier
coef = -safe_sparse_dot(self.dual_coef_, self.support_vectors_)
else:
# 1vs1 classifier
coef = _one_vs_one_coef(self.dual_coef_, self.n_support_,
self.support_vectors_)
if sp.issparse(coef[0]):
coef = sp.vstack(coef).tocsr()
else:
coef = np.vstack(coef)
# coef_ being a read-only property it's better to mark the value as
# immutable to avoid hiding potential bugs for the unsuspecting user
if sp.issparse(coef):
# sparse matrix do not have global flags
coef.data.flags.writeable = False
else:
# regular dense array
coef.flags.writeable = False
return coef
class BaseSVC(BaseLibSVM, ClassifierMixin):
"""ABC for LibSVM-based classifiers."""
def _validate_targets(self, y):
y_ = column_or_1d(y, warn=True)
cls, y = np.unique(y_, return_inverse=True)
self.class_weight_ = compute_class_weight(self.class_weight, cls, y_)
if len(cls) < 2:
raise ValueError(
"The number of classes has to be greater than one; got %d"
% len(cls))
self.classes_ = cls
return np.asarray(y, dtype=np.float64, order='C')
def predict(self, X):
"""Perform classification on samples in X.
For an one-class model, +1 or -1 is returned.
Parameters
----------
X : {array-like, sparse matrix}, shape = [n_samples, n_features]
Returns
-------
y_pred : array, shape = [n_samples]
Class labels for samples in X.
"""
y = super(BaseSVC, self).predict(X)
return self.classes_.take(np.asarray(y, dtype=np.intp))
# Hacky way of getting predict_proba to raise an AttributeError when
# probability=False using properties. Do not use this in new code; when
# probabilities are not available depending on a setting, introduce two
# estimators.
def _check_proba(self):
if not self.probability:
raise AttributeError("predict_proba is not available when"
" probability=%r" % self.probability)
if self._impl not in ('c_svc', 'nu_svc'):
raise AttributeError("predict_proba only implemented for SVC"
" and NuSVC")
@property
def predict_proba(self):
"""Compute probabilities of possible outcomes for samples in X.
The model need to have probability information computed at training
time: fit with attribute `probability` set to True.
Parameters
----------
X : array-like, shape = [n_samples, n_features]
Returns
-------
T : array-like, shape = [n_samples, n_classes]
Returns the probability of the sample for each class in
the model. The columns correspond to the classes in sorted
order, as they appear in the attribute `classes_`.
Notes
-----
The probability model is created using cross validation, so
the results can be slightly different than those obtained by
predict. Also, it will produce meaningless results on very small
datasets.
"""
self._check_proba()
return self._predict_proba
def _predict_proba(self, X):
X = self._validate_for_predict(X)
pred_proba = (self._sparse_predict_proba
if self._sparse else self._dense_predict_proba)
return pred_proba(X)
@property
def predict_log_proba(self):
"""Compute log probabilities of possible outcomes for samples in X.
The model need to have probability information computed at training
time: fit with attribute `probability` set to True.
Parameters
----------
X : array-like, shape = [n_samples, n_features]
Returns
-------
T : array-like, shape = [n_samples, n_classes]
Returns the log-probabilities of the sample for each class in
the model. The columns correspond to the classes in sorted
order, as they appear in the attribute `classes_`.
Notes
-----
The probability model is created using cross validation, so
the results can be slightly different than those obtained by
predict. Also, it will produce meaningless results on very small
datasets.
"""
self._check_proba()
return self._predict_log_proba
def _predict_log_proba(self, X):
return np.log(self.predict_proba(X))
def _dense_predict_proba(self, X):
X = self._compute_kernel(X)
kernel = self.kernel
if callable(kernel):
kernel = 'precomputed'
svm_type = LIBSVM_IMPL.index(self._impl)
pprob = libsvm.predict_proba(
X, self.support_, self.support_vectors_, self.n_support_,
self.dual_coef_, self._intercept_,
self.probA_, self.probB_,
svm_type=svm_type, kernel=kernel, degree=self.degree,
cache_size=self.cache_size, coef0=self.coef0, gamma=self._gamma)
return pprob
def _sparse_predict_proba(self, X):
X.data = np.asarray(X.data, dtype=np.float64, order='C')
kernel = self.kernel
if callable(kernel):
kernel = 'precomputed'
kernel_type = self._sparse_kernels.index(kernel)
return libsvm_sparse.libsvm_sparse_predict_proba(
X.data, X.indices, X.indptr,
self.support_vectors_.data,
self.support_vectors_.indices,
self.support_vectors_.indptr,
self.dual_coef_.data, self._intercept_,
LIBSVM_IMPL.index(self._impl), kernel_type,
self.degree, self._gamma, self.coef0, self.tol,
self.C, self.class_weight_,
self.nu, self.epsilon, self.shrinking,
self.probability, self.n_support_,
self.probA_, self.probB_)
class BaseLibLinear(six.with_metaclass(ABCMeta, BaseEstimator)):
"""Base for classes binding liblinear (dense and sparse versions)"""
_solver_type_dict = {
'PL2_LLR_D0': 0, # L2 penalty, logistic regression
'PL2_LL2_D1': 1, # L2 penalty, L2 loss, dual form
'PL2_LL2_D0': 2, # L2 penalty, L2 loss, primal form
'PL2_LL1_D1': 3, # L2 penalty, L1 Loss, dual form
'MC_SVC': 4, # Multi-class Support Vector Classification
'PL1_LL2_D0': 5, # L1 penalty, L2 Loss, primal form
'PL1_LLR_D0': 6, # L1 penalty, logistic regression
'PL2_LLR_D1': 7, # L2 penalty, logistic regression, dual form
}
@abstractmethod
def __init__(self, penalty='l2', loss='l2', dual=True, tol=1e-4, C=1.0,
multi_class='ovr', fit_intercept=True, intercept_scaling=1,
class_weight=None, verbose=0, random_state=None):
self.penalty = penalty
self.loss = loss
self.dual = dual
self.tol = tol
self.C = C
self.fit_intercept = fit_intercept
self.intercept_scaling = intercept_scaling
self.multi_class = multi_class
self.class_weight = class_weight
self.verbose = verbose
self.random_state = random_state
# Check that the arguments given are valid:
self._get_solver_type()
def _get_solver_type(self):
"""Find the liblinear magic number for the solver.
This number depends on the values of the following attributes:
- multi_class
- penalty
- loss
- dual
"""
if self.multi_class == 'crammer_singer':
solver_type = 'MC_SVC'
elif self.multi_class == 'ovr':
solver_type = "P%s_L%s_D%d" % (
self.penalty.upper(), self.loss.upper(), int(self.dual))
else:
raise ValueError("`multi_class` must be one of `ovr`, "
"`crammer_singer`, got %r" % self.multi_class)
if not solver_type in self._solver_type_dict:
if self.penalty.upper() == 'L1' and self.loss.upper() == 'L1':
error_string = ("The combination of penalty='l1' "
"and loss='l1' is not supported.")
elif self.penalty.upper() == 'L2' and self.loss.upper() == 'L1':
# this has to be in primal
error_string = ("penalty='l2' and loss='l1' is "
"only supported when dual='true'.")
else:
# only PL1 in dual remains
error_string = ("penalty='l1' is only supported "
"when dual='false'.")
raise ValueError('Unsupported set of arguments: %s, '
'Parameters: penalty=%r, loss=%r, dual=%r'
% (error_string, self.penalty,
self.loss, self.dual))
return self._solver_type_dict[solver_type]
def fit(self, X, y):
"""Fit the model according to the given training data.
Parameters
----------
X : {array-like, sparse matrix}, shape = [n_samples, n_features]
Training vector, where n_samples in the number of samples and
n_features is the number of features.
y : array-like, shape = [n_samples]
Target vector relative to X
Returns
-------
self : object
Returns self.
"""
self._enc = LabelEncoder()
y_ind = self._enc.fit_transform(y)
if len(self.classes_) < 2:
raise ValueError("The number of classes has to be greater than"
" one.")
X = atleast2d_or_csr(X, dtype=np.float64, order="C")
self.class_weight_ = compute_class_weight(self.class_weight,
self.classes_, y)
if X.shape[0] != y_ind.shape[0]:
raise ValueError("X and y have incompatible shapes.\n"
"X has %s samples, but y has %s." %
(X.shape[0], y_ind.shape[0]))
liblinear.set_verbosity_wrap(self.verbose)
rnd = check_random_state(self.random_state)
if self.verbose:
print('[LibLinear]', end='')
# LibLinear wants targets as doubles, even for classification
y_ind = np.asarray(y_ind, dtype=np.float64).ravel()
self.raw_coef_ = liblinear.train_wrap(X, y_ind,
sp.isspmatrix(X),
self._get_solver_type(),
self.tol, self._get_bias(),
self.C,
self.class_weight_,
rnd.randint(np.iinfo('i').max))
# Regarding rnd.randint(..) in the above signature:
# seed for srand in range [0..INT_MAX); due to limitations in Numpy
# on 32-bit platforms, we can't get to the UINT_MAX limit that
# srand supports
if self.fit_intercept:
self.coef_ = self.raw_coef_[:, :-1]
self.intercept_ = self.intercept_scaling * self.raw_coef_[:, -1]
else:
self.coef_ = self.raw_coef_
self.intercept_ = 0.
if self.multi_class == "crammer_singer" and len(self.classes_) == 2:
self.coef_ = (self.coef_[1] - self.coef_[0]).reshape(1, -1)
if self.fit_intercept:
intercept = self.intercept_[1] - self.intercept_[0]
self.intercept_ = np.array([intercept])
return self
@property
def classes_(self):
return self._enc.classes_
def _get_bias(self):
if self.fit_intercept:
return self.intercept_scaling
else:
return -1.0
libsvm.set_verbosity_wrap(0)
libsvm_sparse.set_verbosity_wrap(0)
liblinear.set_verbosity_wrap(0)