from __future__ import print_function from array import array import sys try: import numpy as np import scipy from scipy import sparse except: scipy = None __all__ = ['svm_read_problem', 'evaluations', 'csr_find_scale_param', 'csr_scale'] def svm_read_problem(data_source, return_scipy=False): """ svm_read_problem(data_source, return_scipy=False) -> [y, x], y: list, x: list of dictionary svm_read_problem(data_source, return_scipy=True) -> [y, x], y: ndarray, x: csr_matrix Read LIBSVM-format data from data_source and return labels y and data instances x. """ if scipy != None and return_scipy: prob_y = array('d') prob_x = array('d') row_ptr = array('l', [0]) col_idx = array('l') else: prob_y = [] prob_x = [] row_ptr = [0] col_idx = [] indx_start = 1 if hasattr(data_source, "read"): file = data_source else: file = open(data_source) try: for line in file: line = line.split(None, 1) # In case an instance with all zero features if len(line) == 1: line += [''] label, features = line prob_y.append(float(label)) if scipy != None and return_scipy: nz = 0 for e in features.split(): ind, val = e.split(":") if ind == '0': indx_start = 0 val = float(val) if val != 0: col_idx.append(int(ind)-indx_start) prob_x.append(val) nz += 1 row_ptr.append(row_ptr[-1]+nz) else: xi = {} for e in features.split(): ind, val = e.split(":") xi[int(ind)] = float(val) prob_x += [xi] except Exception as err_msg: raise err_msg finally: if not hasattr(data_source, "read"): # close file only if it was created by us file.close() if scipy != None and return_scipy: prob_y = np.frombuffer(prob_y, dtype='d') prob_x = np.frombuffer(prob_x, dtype='d') col_idx = np.frombuffer(col_idx, dtype='l') row_ptr = np.frombuffer(row_ptr, dtype='l') prob_x = sparse.csr_matrix((prob_x, col_idx, row_ptr)) return (prob_y, prob_x) def evaluations_scipy(ty, pv): """ evaluations_scipy(ty, pv) -> (ACC, MSE, SCC) ty, pv: ndarray Calculate accuracy, mean squared error and squared correlation coefficient using the true values (ty) and predicted values (pv). """ if not (scipy != None and isinstance(ty, np.ndarray) and isinstance(pv, np.ndarray)): raise TypeError("type of ty and pv must be ndarray") if len(ty) != len(pv): raise ValueError("len(ty) must be equal to len(pv)") ACC = 100.0*(ty == pv).mean() MSE = ((ty - pv)**2).mean() l = len(ty) sumv = pv.sum() sumy = ty.sum() sumvy = (pv*ty).sum() sumvv = (pv*pv).sum() sumyy = (ty*ty).sum() with np.errstate(all = 'raise'): try: SCC = ((l*sumvy-sumv*sumy)*(l*sumvy-sumv*sumy))/((l*sumvv-sumv*sumv)*(l*sumyy-sumy*sumy)) except: SCC = float('nan') return (float(ACC), float(MSE), float(SCC)) def evaluations(ty, pv, useScipy = True): """ evaluations(ty, pv, useScipy) -> (ACC, MSE, SCC) ty, pv: list, tuple or ndarray useScipy: convert ty, pv to ndarray, and use scipy functions for the evaluation Calculate accuracy, mean squared error and squared correlation coefficient using the true values (ty) and predicted values (pv). """ if scipy != None and useScipy: return evaluations_scipy(np.asarray(ty), np.asarray(pv)) if len(ty) != len(pv): raise ValueError("len(ty) must be equal to len(pv)") total_correct = total_error = 0 sumv = sumy = sumvv = sumyy = sumvy = 0 for v, y in zip(pv, ty): if y == v: total_correct += 1 total_error += (v-y)*(v-y) sumv += v sumy += y sumvv += v*v sumyy += y*y sumvy += v*y l = len(ty) ACC = 100.0*total_correct/l MSE = total_error/l try: SCC = ((l*sumvy-sumv*sumy)*(l*sumvy-sumv*sumy))/((l*sumvv-sumv*sumv)*(l*sumyy-sumy*sumy)) except: SCC = float('nan') return (float(ACC), float(MSE), float(SCC)) def csr_find_scale_param(x, lower=-1, upper=1): assert isinstance(x, sparse.csr_matrix) assert lower < upper l, n = x.shape feat_min = x.min(axis=0).toarray().flatten() feat_max = x.max(axis=0).toarray().flatten() coef = (feat_max - feat_min) / (upper - lower) coef[coef != 0] = 1.0 / coef[coef != 0] # (x - ones(l,1) * feat_min') * diag(coef) + lower # = x * diag(coef) - ones(l, 1) * (feat_min' * diag(coef)) + lower # = x * diag(coef) + ones(l, 1) * (-feat_min' * diag(coef) + lower) # = x * diag(coef) + ones(l, 1) * offset' offset = -feat_min * coef + lower offset[coef == 0] = 0 if sum(offset != 0) * l > 3 * x.getnnz(): print( "WARNING: The #nonzeros of the scaled data is at least 2 times larger than the original one.\n" "If feature values are non-negative and sparse, set lower=0 rather than the default lower=-1.", file=sys.stderr) return {'coef':coef, 'offset':offset} def csr_scale(x, scale_param): assert isinstance(x, sparse.csr_matrix) offset = scale_param['offset'] coef = scale_param['coef'] assert len(coef) == len(offset) l, n = x.shape if not n == len(coef): print("WARNING: The dimension of scaling parameters and feature number do not match.", file=sys.stderr) coef = coef.resize(n) # zeros padded if n > len(coef) offset = offset.resize(n) # scaled_x = x * diag(coef) + ones(l, 1) * offset' offset = sparse.csr_matrix(offset.reshape(1, n)) offset = sparse.vstack([offset] * l, format='csr', dtype=x.dtype) scaled_x = x.dot(sparse.diags(coef, 0, shape=(n, n))) + offset if scaled_x.getnnz() > x.getnnz(): print( "WARNING: original #nonzeros %d\n" % x.getnnz() + " > new #nonzeros %d\n" % scaled_x.getnnz() + "If feature values are non-negative and sparse, get scale_param by setting lower=0 rather than the default lower=-1.", file=sys.stderr) return scaled_x