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SVMClassifier/src/multiclass_strategy.cpp
Ricardo Montañana Gómez 7b27d5c1f3
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library comile complete and begin tests
2025-06-23 12:05:35 +02:00

725 lines
26 KiB
C++

#include "svm_classifier/multiclass_strategy.hpp"
#include "svm.h" // libsvm
#include "linear.h" // liblinear
#include <algorithm>
#include <unordered_map>
#include <unordered_set>
#include <chrono>
#include <cmath>
#include <numeric> // for std::accumulate
namespace svm_classifier {
// OneVsRestStrategy Implementation
OneVsRestStrategy::OneVsRestStrategy()
: library_type_(SVMLibrary::LIBLINEAR)
{
}
OneVsRestStrategy::~OneVsRestStrategy()
{
cleanup_models();
}
TrainingMetrics OneVsRestStrategy::fit(const torch::Tensor& X,
const torch::Tensor& y,
const KernelParameters& params,
DataConverter& converter)
{
cleanup_models();
auto start_time = std::chrono::high_resolution_clock::now();
// Store parameters and determine library type
params_ = params;
library_type_ = ::svm_classifier::get_svm_library(params.get_kernel_type());
// Extract unique classes
auto y_cpu = y.to(torch::kCPU);
auto unique_classes_tensor = std::get<0>(at::_unique(y_cpu));
classes_.clear();
for (int i = 0; i < unique_classes_tensor.size(0); ++i) {
classes_.push_back(unique_classes_tensor[i].item<int>());
}
std::sort(classes_.begin(), classes_.end());
// Handle binary classification case
if (classes_.size() <= 2) {
// For binary classification, train a single classifier
classes_.resize(2); // Ensure we have exactly 2 classes
auto binary_y = y;
if (classes_.size() == 1) {
// Edge case: only one class, create dummy binary problem
classes_.push_back(classes_[0] + 1);
binary_y = torch::cat({ y, torch::full({1}, classes_[1], y.options()) });
auto dummy_x = torch::zeros({ 1, X.size(1) }, X.options());
auto extended_X = torch::cat({ X, dummy_x });
double training_time = train_binary_classifier(extended_X, binary_y, params, converter, 0);
} else {
double training_time = train_binary_classifier(X, binary_y, params, converter, 0);
}
} else {
// Multiclass case: train one classifier per class
if (library_type_ == SVMLibrary::LIBSVM) {
svm_models_.resize(classes_.size());
} else {
linear_models_.resize(classes_.size());
}
double total_training_time = 0.0;
for (size_t i = 0; i < classes_.size(); ++i) {
auto binary_y = create_binary_labels(y, classes_[i]);
total_training_time += train_binary_classifier(X, binary_y, params, converter, i);
}
}
auto end_time = std::chrono::high_resolution_clock::now();
auto duration = std::chrono::duration_cast<std::chrono::milliseconds>(end_time - start_time);
is_trained_ = true;
TrainingMetrics metrics;
metrics.training_time = duration.count() / 1000.0;
metrics.status = TrainingStatus::SUCCESS;
return metrics;
}
std::vector<int> OneVsRestStrategy::predict(const torch::Tensor& X, DataConverter& converter)
{
if (!is_trained_) {
throw std::runtime_error("Model is not trained");
}
auto decision_values = decision_function(X, converter);
std::vector<int> predictions;
predictions.reserve(X.size(0));
for (const auto& decision_row : decision_values) {
// Find the class with maximum decision value
auto max_it = std::max_element(decision_row.begin(), decision_row.end());
int predicted_class_idx = std::distance(decision_row.begin(), max_it);
predictions.push_back(classes_[predicted_class_idx]);
}
return predictions;
}
std::vector<std::vector<double>> OneVsRestStrategy::predict_proba(const torch::Tensor& X,
DataConverter& converter)
{
if (!supports_probability()) {
throw std::runtime_error("Probability prediction not supported for current configuration");
}
if (!is_trained_) {
throw std::runtime_error("Model is not trained");
}
std::vector<std::vector<double>> probabilities;
probabilities.reserve(X.size(0));
for (int i = 0; i < X.size(0); ++i) {
auto sample = X[i];
std::vector<double> sample_probs;
sample_probs.reserve(classes_.size());
if (library_type_ == SVMLibrary::LIBSVM) {
for (size_t j = 0; j < classes_.size(); ++j) {
if (svm_models_[j]) {
auto sample_node = converter.to_svm_node(sample);
double prob_estimates[2];
svm_predict_probability(svm_models_[j].get(), sample_node, prob_estimates);
sample_probs.push_back(prob_estimates[0]); // Probability of positive class
} else {
sample_probs.push_back(0.0);
}
}
} else {
for (size_t j = 0; j < classes_.size(); ++j) {
if (linear_models_[j]) {
auto sample_node = converter.to_feature_node(sample);
double prob_estimates[2];
predict_probability(linear_models_[j].get(), sample_node, prob_estimates);
sample_probs.push_back(prob_estimates[0]); // Probability of positive class
} else {
sample_probs.push_back(0.0);
}
}
}
// Normalize probabilities
double sum = std::accumulate(sample_probs.begin(), sample_probs.end(), 0.0);
if (sum > 0.0) {
for (auto& prob : sample_probs) {
prob /= sum;
}
} else {
// Uniform distribution if all probabilities are zero
std::fill(sample_probs.begin(), sample_probs.end(), 1.0 / classes_.size());
}
probabilities.push_back(sample_probs);
}
return probabilities;
}
std::vector<std::vector<double>> OneVsRestStrategy::decision_function(const torch::Tensor& X,
DataConverter& converter)
{
if (!is_trained_) {
throw std::runtime_error("Model is not trained");
}
std::vector<std::vector<double>> decision_values;
decision_values.reserve(X.size(0));
for (int i = 0; i < X.size(0); ++i) {
auto sample = X[i];
std::vector<double> sample_decisions;
sample_decisions.reserve(classes_.size());
if (library_type_ == SVMLibrary::LIBSVM) {
for (size_t j = 0; j < classes_.size(); ++j) {
if (svm_models_[j]) {
auto sample_node = converter.to_svm_node(sample);
double decision_value;
svm_predict_values(svm_models_[j].get(), sample_node, &decision_value);
sample_decisions.push_back(decision_value);
} else {
sample_decisions.push_back(0.0);
}
}
} else {
for (size_t j = 0; j < classes_.size(); ++j) {
if (linear_models_[j]) {
auto sample_node = converter.to_feature_node(sample);
double decision_value;
predict_values(linear_models_[j].get(), sample_node, &decision_value);
sample_decisions.push_back(decision_value);
} else {
sample_decisions.push_back(0.0);
}
}
}
decision_values.push_back(sample_decisions);
}
return decision_values;
}
bool OneVsRestStrategy::supports_probability() const
{
if (!is_trained_) {
return params_.get_probability();
}
// Check if any model supports probability
if (library_type_ == SVMLibrary::LIBSVM) {
for (const auto& model : svm_models_) {
if (model && svm_check_probability_model(model.get())) {
return true;
}
}
} else {
for (const auto& model : linear_models_) {
if (model && check_probability_model(model.get())) {
return true;
}
}
}
return false;
}
torch::Tensor OneVsRestStrategy::create_binary_labels(const torch::Tensor& y, int positive_class)
{
auto binary_labels = torch::ones_like(y) * (-1); // Initialize with -1 (negative class)
auto positive_mask = (y == positive_class);
binary_labels.masked_fill_(positive_mask, 1); // Set positive class to +1
return binary_labels;
}
double OneVsRestStrategy::train_binary_classifier(const torch::Tensor& X,
const torch::Tensor& y_binary,
const KernelParameters& params,
DataConverter& converter,
int class_idx)
{
auto start_time = std::chrono::high_resolution_clock::now();
if (library_type_ == SVMLibrary::LIBSVM) {
// Use libsvm
auto problem = converter.to_svm_problem(X, y_binary);
// Setup SVM parameters
svm_parameter svm_params;
svm_params.svm_type = C_SVC;
switch (params.get_kernel_type()) {
case KernelType::RBF:
svm_params.kernel_type = RBF;
break;
case KernelType::POLYNOMIAL:
svm_params.kernel_type = POLY;
break;
case KernelType::SIGMOID:
svm_params.kernel_type = SIGMOID;
break;
default:
throw std::runtime_error("Invalid kernel type for libsvm");
}
svm_params.degree = params.get_degree();
svm_params.gamma = (params.get_gamma() == -1.0) ? 1.0 / X.size(1) : params.get_gamma();
svm_params.coef0 = params.get_coef0();
svm_params.cache_size = params.get_cache_size();
svm_params.eps = params.get_tolerance();
svm_params.C = params.get_C();
svm_params.nr_weight = 0;
svm_params.weight_label = nullptr;
svm_params.weight = nullptr;
svm_params.nu = 0.5;
svm_params.p = 0.1;
svm_params.shrinking = 1;
svm_params.probability = params.get_probability() ? 1 : 0;
// Check parameters
const char* error_msg = svm_check_parameter(problem.get(), &svm_params);
if (error_msg) {
throw std::runtime_error("SVM parameter error: " + std::string(error_msg));
}
// Train model
auto model = svm_train(problem.get(), &svm_params);
if (!model) {
throw std::runtime_error("Failed to train SVM model");
}
svm_models_[class_idx] = std::unique_ptr<svm_model>(model);
} else {
// Use liblinear
auto problem = converter.to_linear_problem(X, y_binary);
// Setup linear parameters
parameter linear_params;
linear_params.solver_type = L2R_L2LOSS_SVC_DUAL; // Default solver for C-SVC
linear_params.C = params.get_C();
linear_params.eps = params.get_tolerance();
linear_params.nr_weight = 0;
linear_params.weight_label = nullptr;
linear_params.weight = nullptr;
linear_params.p = 0.1;
linear_params.nu = 0.5;
linear_params.init_sol = nullptr;
linear_params.regularize_bias = 0;
// Check parameters
const char* error_msg = check_parameter(problem.get(), &linear_params);
if (error_msg) {
throw std::runtime_error("Linear parameter error: " + std::string(error_msg));
}
// Train model
auto model = train(problem.get(), &linear_params);
if (!model) {
throw std::runtime_error("Failed to train linear model");
}
linear_models_[class_idx] = std::unique_ptr<::model>(model);
}
auto end_time = std::chrono::high_resolution_clock::now();
auto duration = std::chrono::duration_cast<std::chrono::milliseconds>(end_time - start_time);
return duration.count() / 1000.0;
}
void OneVsRestStrategy::cleanup_models()
{
for (auto& model : svm_models_) {
if (model) {
auto raw_model = model.release();
svm_free_and_destroy_model(&raw_model);
}
}
svm_models_.clear();
for (auto& model : linear_models_) {
if (model) {
auto raw_model = model.release();
free_and_destroy_model(&raw_model);
}
}
linear_models_.clear();
is_trained_ = false;
}
// OneVsOneStrategy Implementation
OneVsOneStrategy::OneVsOneStrategy()
: library_type_(SVMLibrary::LIBLINEAR)
{
}
OneVsOneStrategy::~OneVsOneStrategy()
{
cleanup_models();
}
TrainingMetrics OneVsOneStrategy::fit(const torch::Tensor& X,
const torch::Tensor& y,
const KernelParameters& params,
DataConverter& converter)
{
cleanup_models();
auto start_time = std::chrono::high_resolution_clock::now();
// Store parameters and determine library type
params_ = params;
library_type_ = ::svm_classifier::get_svm_library(params.get_kernel_type());
// Extract unique classes
auto y_cpu = y.to(torch::kCPU);
auto unique_classes_tensor = std::get<0>(at::_unique(y_cpu));
classes_.clear();
for (int i = 0; i < unique_classes_tensor.size(0); ++i) {
classes_.push_back(unique_classes_tensor[i].item<int>());
}
std::sort(classes_.begin(), classes_.end());
// Generate all class pairs
class_pairs_.clear();
for (size_t i = 0; i < classes_.size(); ++i) {
for (size_t j = i + 1; j < classes_.size(); ++j) {
class_pairs_.emplace_back(classes_[i], classes_[j]);
}
}
// Initialize model storage
if (library_type_ == SVMLibrary::LIBSVM) {
svm_models_.resize(class_pairs_.size());
} else {
linear_models_.resize(class_pairs_.size());
}
double total_training_time = 0.0;
// Train one classifier for each class pair
for (size_t i = 0; i < class_pairs_.size(); ++i) {
auto [class1, class2] = class_pairs_[i];
total_training_time += train_pairwise_classifier(X, y, class1, class2, params, converter, i);
}
auto end_time = std::chrono::high_resolution_clock::now();
auto duration = std::chrono::duration_cast<std::chrono::milliseconds>(end_time - start_time);
is_trained_ = true;
TrainingMetrics metrics;
metrics.training_time = duration.count() / 1000.0;
metrics.status = TrainingStatus::SUCCESS;
return metrics;
}
std::vector<int> OneVsOneStrategy::predict(const torch::Tensor& X, DataConverter& converter)
{
if (!is_trained_) {
throw std::runtime_error("Model is not trained");
}
auto decision_values = decision_function(X, converter);
return vote_predictions(decision_values);
}
std::vector<std::vector<double>> OneVsOneStrategy::predict_proba(const torch::Tensor& X,
DataConverter& converter)
{
// OvO probability estimation is more complex and typically done via
// pairwise coupling (Hastie & Tibshirani, 1998)
// For simplicity, we'll use decision function values and normalize
auto decision_values = decision_function(X, converter);
std::vector<std::vector<double>> probabilities;
probabilities.reserve(X.size(0));
for (const auto& decision_row : decision_values) {
std::vector<double> class_scores(classes_.size(), 0.0);
// Aggregate decision values for each class
for (size_t i = 0; i < class_pairs_.size(); ++i) {
auto [class1, class2] = class_pairs_[i];
double decision = decision_row[i];
auto it1 = std::find(classes_.begin(), classes_.end(), class1);
auto it2 = std::find(classes_.begin(), classes_.end(), class2);
if (it1 != classes_.end() && it2 != classes_.end()) {
size_t idx1 = std::distance(classes_.begin(), it1);
size_t idx2 = std::distance(classes_.begin(), it2);
if (decision > 0) {
class_scores[idx1] += 1.0;
} else {
class_scores[idx2] += 1.0;
}
}
}
// Convert scores to probabilities
double sum = std::accumulate(class_scores.begin(), class_scores.end(), 0.0);
if (sum > 0.0) {
for (auto& score : class_scores) {
score /= sum;
}
} else {
std::fill(class_scores.begin(), class_scores.end(), 1.0 / classes_.size());
}
probabilities.push_back(class_scores);
}
return probabilities;
}
std::vector<std::vector<double>> OneVsOneStrategy::decision_function(const torch::Tensor& X,
DataConverter& converter)
{
if (!is_trained_) {
throw std::runtime_error("Model is not trained");
}
std::vector<std::vector<double>> decision_values;
decision_values.reserve(X.size(0));
for (int i = 0; i < X.size(0); ++i) {
auto sample = X[i];
std::vector<double> sample_decisions;
sample_decisions.reserve(class_pairs_.size());
for (size_t j = 0; j < class_pairs_.size(); ++j) {
if (library_type_ == SVMLibrary::LIBSVM && svm_models_[j]) {
auto sample_node = converter.to_svm_node(sample);
double decision_value;
svm_predict_values(svm_models_[j].get(), sample_node, &decision_value);
sample_decisions.push_back(decision_value);
} else if (library_type_ == SVMLibrary::LIBLINEAR && linear_models_[j]) {
auto sample_node = converter.to_feature_node(sample);
double decision_value;
predict_values(linear_models_[j].get(), sample_node, &decision_value);
sample_decisions.push_back(decision_value);
} else {
sample_decisions.push_back(0.0);
}
}
decision_values.push_back(sample_decisions);
}
return decision_values;
}
bool OneVsOneStrategy::supports_probability() const
{
return params_.get_probability();
}
std::pair<torch::Tensor, torch::Tensor> OneVsOneStrategy::extract_binary_data(const torch::Tensor& X,
const torch::Tensor& y,
int class1,
int class2)
{
auto mask = (y == class1) | (y == class2);
auto filtered_X = X.index_select(0, torch::nonzero(mask).squeeze());
auto filtered_y = y.index_select(0, torch::nonzero(mask).squeeze());
// Convert to binary labels: class1 -> +1, class2 -> -1
auto binary_y = torch::where(filtered_y == class1, torch::ones_like(filtered_y), torch::full_like(filtered_y, -1));
return std::make_pair(filtered_X, binary_y);
}
double OneVsOneStrategy::train_pairwise_classifier(const torch::Tensor& X,
const torch::Tensor& y,
int class1,
int class2,
const KernelParameters& params,
DataConverter& converter,
int model_idx)
{
auto start_time = std::chrono::high_resolution_clock::now();
auto [filtered_X, binary_y] = extract_binary_data(X, y, class1, class2);
if (library_type_ == SVMLibrary::LIBSVM) {
// Use libsvm
auto problem = converter.to_svm_problem(filtered_X, binary_y);
// Setup SVM parameters (similar to OneVsRest)
svm_parameter svm_params;
svm_params.svm_type = C_SVC;
switch (params.get_kernel_type()) {
case KernelType::RBF:
svm_params.kernel_type = RBF;
break;
case KernelType::POLYNOMIAL:
svm_params.kernel_type = POLY;
break;
case KernelType::SIGMOID:
svm_params.kernel_type = SIGMOID;
break;
default:
throw std::runtime_error("Invalid kernel type for libsvm");
}
svm_params.degree = params.get_degree();
svm_params.gamma = (params.get_gamma() == -1.0) ? 1.0 / filtered_X.size(1) : params.get_gamma();
svm_params.coef0 = params.get_coef0();
svm_params.cache_size = params.get_cache_size();
svm_params.eps = params.get_tolerance();
svm_params.C = params.get_C();
svm_params.nr_weight = 0;
svm_params.weight_label = nullptr;
svm_params.weight = nullptr;
svm_params.nu = 0.5;
svm_params.p = 0.1;
svm_params.shrinking = 1;
svm_params.probability = params.get_probability() ? 1 : 0;
// Check parameters
const char* error_msg = svm_check_parameter(problem.get(), &svm_params);
if (error_msg) {
throw std::runtime_error("SVM parameter error: " + std::string(error_msg));
}
// Train model
auto model = svm_train(problem.get(), &svm_params);
if (!model) {
throw std::runtime_error("Failed to train SVM model");
}
svm_models_[model_idx] = std::unique_ptr<svm_model>(model);
} else {
// Use liblinear
auto problem = converter.to_linear_problem(filtered_X, binary_y);
// Setup linear parameters
parameter linear_params;
linear_params.solver_type = L2R_L2LOSS_SVC_DUAL;
linear_params.C = params.get_C();
linear_params.eps = params.get_tolerance();
linear_params.nr_weight = 0;
linear_params.weight_label = nullptr;
linear_params.weight = nullptr;
linear_params.p = 0.1;
linear_params.nu = 0.5;
linear_params.init_sol = nullptr;
linear_params.regularize_bias = 0;
// Check parameters
const char* error_msg = check_parameter(problem.get(), &linear_params);
if (error_msg) {
throw std::runtime_error("Linear parameter error: " + std::string(error_msg));
}
// Train model
auto model = train(problem.get(), &linear_params);
if (!model) {
throw std::runtime_error("Failed to train linear model");
}
linear_models_[model_idx] = std::unique_ptr<::model>(model);
}
auto end_time = std::chrono::high_resolution_clock::now();
auto duration = std::chrono::duration_cast<std::chrono::milliseconds>(end_time - start_time);
return duration.count() / 1000.0;
}
std::vector<int> OneVsOneStrategy::vote_predictions(const std::vector<std::vector<double>>& decisions)
{
std::vector<int> predictions;
predictions.reserve(decisions.size());
for (const auto& decision_row : decisions) {
std::vector<int> votes(classes_.size(), 0);
// Count votes from pairwise decisions
for (size_t i = 0; i < class_pairs_.size(); ++i) {
auto [class1, class2] = class_pairs_[i];
double decision = decision_row[i];
auto it1 = std::find(classes_.begin(), classes_.end(), class1);
auto it2 = std::find(classes_.begin(), classes_.end(), class2);
if (it1 != classes_.end() && it2 != classes_.end()) {
size_t idx1 = std::distance(classes_.begin(), it1);
size_t idx2 = std::distance(classes_.begin(), it2);
if (decision > 0) {
votes[idx1]++;
} else {
votes[idx2]++;
}
}
}
// Find class with most votes
auto max_it = std::max_element(votes.begin(), votes.end());
int predicted_class_idx = std::distance(votes.begin(), max_it);
predictions.push_back(classes_[predicted_class_idx]);
}
return predictions;
}
void OneVsOneStrategy::cleanup_models()
{
for (auto& model : svm_models_) {
if (model) {
auto raw_model = model.release();
svm_free_and_destroy_model(&raw_model);
}
}
svm_models_.clear();
for (auto& model : linear_models_) {
if (model) {
auto raw_model = model.release();
free_and_destroy_model(&raw_model);
}
}
linear_models_.clear();
is_trained_ = false;
}
// Factory function
std::unique_ptr<MulticlassStrategyBase> create_multiclass_strategy(MulticlassStrategy strategy)
{
switch (strategy) {
case MulticlassStrategy::ONE_VS_REST:
return std::make_unique<OneVsRestStrategy>();
case MulticlassStrategy::ONE_VS_ONE:
return std::make_unique<OneVsOneStrategy>();
default:
throw std::invalid_argument("Unknown multiclass strategy");
}
}
} // namespace svm_classifier