packages feed

HSvm-0.1.0.3.22: Data/SVM.hs

module Data.SVM
  ( Vector
  , Problem
  , KernelType (..)
  , Algorithm (..)
  , ExtraParam (..)
  , Model
  , train
  , train'
  , crossValidate
  , crossValidate'
  , loadModel
  , saveModel
  , predict
  ) where

-- TODO limitare l'export
-- TODO verificare l'import

-- import           Control.Arrow         ((***))
import           Control.Exception
import           Control.Monad         (liftM, when)
import           Data.IntMap           (IntMap, toList)
import qualified Data.IntMap           as M
import           Data.SVM.Raw          (CSvmModel, CSvmNode (..), CSvmParameter,
                                        CSvmProblem (..),
                                        c_clone_model_support_vectors,
                                        c_svm_check_parameter,
                                        c_svm_cross_validation,
                                        c_svm_destroy_model, c_svm_load_model,
                                        c_svm_predict, c_svm_save_model,
                                        c_svm_train, defaultCParam)
import qualified Data.SVM.Raw          as R
import           Foreign.C.String
import           Foreign.ForeignPtr
import           Foreign.Marshal.Alloc (alloca, free, malloc)
import           Foreign.Marshal.Array
import           Foreign.Ptr           (Ptr, nullPtr)
import           Foreign.Storable      (peek, poke)

type Vector = IntMap Double
type Problem = [(Double, Vector)]
newtype Model = Model (ForeignPtr CSvmModel)

data KernelType = Linear
                | RBF     { gamma :: Double }
                | Sigmoid { gamma :: Double, coef0 :: Double }
                | Poly    { gamma :: Double, coef0 :: Double, degree :: Int}

data Algorithm = CSvc  { c :: Double }
               | NuSvc { nu :: Double }
               | NuSvr { nu :: Double, c :: Double }
               | EpsilonSvr { epsilon :: Double, c :: Double }
               | OneClassSvm { nu :: Double }

data ExtraParam = ExtraParam {cacheSize   :: Double,
                              shrinking   :: Int,
                              probability :: Int}

defaultExtra :: ExtraParam
defaultExtra = ExtraParam {cacheSize = 1000, shrinking = 1, probability = 0}

mergeKernel :: KernelType -> CSvmParameter -> CSvmParameter
mergeKernel Linear p        = p { R.kernel_type = R.linear }
mergeKernel (RBF g) p       = p { R.kernel_type = R.rbf,
                                  R.gamma = realToFrac g }
mergeKernel (Sigmoid g cf) p = p { R.kernel_type = R.sigmoid,
                                  R.gamma = realToFrac g,
                                  R.coef0 = realToFrac cf }
mergeKernel (Poly g cf d) p  = p { R.kernel_type = R.poly,
                                  R.gamma = realToFrac g,
                                  R.coef0 = realToFrac cf,
                                  R.degree = fromIntegral d}

mergeAlgo :: Algorithm -> CSvmParameter -> CSvmParameter
mergeAlgo (CSvc cf) p         = p { R.svm_type = R.cSvc,
                                   R.c = realToFrac cf }
mergeAlgo (NuSvc n) p       = p { R.svm_type = R.nuSvc,
                                   R.nu = realToFrac n }
mergeAlgo (NuSvr n cf) p     = p { R.svm_type = R.nuSvr,
                                   R.nu = realToFrac n,
                                   R.c = realToFrac cf }
mergeAlgo (EpsilonSvr e cf) p = p { R.svm_type = R.epsilonSvr,
                                   R.eps = realToFrac e,
                                   R.c = realToFrac cf }
mergeAlgo (OneClassSvm n) p = p { R.svm_type = R.oneClass,
                                   R.nu = realToFrac n }

mergeExtra :: ExtraParam -> CSvmParameter -> CSvmParameter
mergeExtra (ExtraParam cf s pr) p = p { R.cache_size = realToFrac cf,
                                       R.shrinking = fromIntegral s,
                                       R.probability = fromIntegral pr }

-------------------------------------------------------------------------------

convertToNodeArray :: Vector -> [CSvmNode]
convertToNodeArray = map convertNode . toList . M.filter (/= 0)
  where
    convertNode (key, val) = CSvmNode (fromIntegral key) (realToFrac val)

endMarker :: CSvmNode
endMarker = CSvmNode (-1) 0.0

newCSvmNodeArray :: Vector -> IO (Ptr CSvmNode)
newCSvmNodeArray v = newArray0 endMarker (convertToNodeArray v)

withCSvmNodeArray :: Vector -> (Ptr CSvmNode -> IO a) -> IO a
withCSvmNodeArray v = withArray0 endMarker (convertToNodeArray v)

newCSvmProblem :: Problem -> IO (Ptr CSvmProblem)
newCSvmProblem lvs = do nodePtrList <- mapM (newCSvmNodeArray . snd) lvs
                        nodePtrPtr  <- newArray nodePtrList
                        labelPtr <- newArray . map realToFrac $ map fst lvs
                        let z = fromIntegral . length $ lvs
                        ptr <- malloc
                        poke ptr $ CSvmProblem z labelPtr nodePtrPtr
                        return ptr

freeCSVmProblem :: Ptr CSvmProblem -> IO ()
freeCSVmProblem ptr = do prob <- peek ptr
                         free $ y prob
                         vecList <- peekArray (fromIntegral $ l prob) (x prob)
                         mapM_ free vecList
                         free $ x prob
                         free ptr

withProblem :: Problem -> (Ptr CSvmProblem -> IO a) -> IO a
withProblem prob = bracket (newCSvmProblem prob) freeCSVmProblem

---

withParam :: ExtraParam
             -> Algorithm
             -> KernelType
             -> (Ptr CSvmParameter -> IO a)
             -> IO a
withParam extra algo kern f =
    let merge = mergeAlgo algo . mergeKernel kern . mergeExtra extra
        param = merge defaultCParam
    in alloca $ \paramPtr -> poke paramPtr param >> f paramPtr

checkParam :: Ptr CSvmProblem -> Ptr CSvmParameter -> IO ()
checkParam probPtr paramPtr = do
    let errStr = c_svm_check_parameter probPtr paramPtr
    when (errStr /= nullPtr) $ peekCString errStr >>= error . ("svm: "++)

--

train' :: ExtraParam -> Algorithm -> KernelType -> Problem -> IO Model
train' extra algo kern prob =
    withProblem prob $ \probPtr ->
    withParam extra algo kern $ \paramPtr -> do
        checkParam probPtr paramPtr
        modelPtr <- c_svm_train probPtr paramPtr
        _ <- c_clone_model_support_vectors modelPtr
        modelForeignPtr <- newForeignPtr c_svm_destroy_model modelPtr
        return $ Model modelForeignPtr


-- | The 'train' function allows training a 'Model' starting from a 'Problem'
-- by specifying an 'Algorithm' and a 'KernelType'
train :: Algorithm -> KernelType -> Problem -> IO Model
train = train' defaultExtra

crossValidate' :: ExtraParam
                  -> Algorithm
                  -> KernelType
                  -> Problem
                  -> Int
                  -> IO [Double]
crossValidate' extra algo kern prob nFold =
    withProblem prob $ \probPtr ->
    withParam extra algo kern $ \paramPtr -> do
        probLen <- (fromIntegral . R.l) `liftM` peek probPtr
        allocaArray probLen $ \targetPtr -> do -- (length prob is inefficient)
            checkParam probPtr paramPtr
            let c_nFold = fromIntegral nFold
            c_svm_cross_validation probPtr paramPtr c_nFold targetPtr
            map realToFrac `liftM` peekArray probLen targetPtr

crossValidate :: Algorithm -> KernelType -> Problem -> Int -> IO [Double]
crossValidate = crossValidate' defaultExtra

-----------------------------------------------------------------------

saveModel :: Model -> FilePath -> IO ()
saveModel (Model modelForeignPtr) path =
    withForeignPtr modelForeignPtr $ \modelPtr -> do
        pathString <- newCString path
        ret <- c_svm_save_model pathString modelPtr
        when (ret /= 0) $ error $ "svm: error saving the model:" ++ show ret

loadModel :: FilePath -> IO Model
loadModel path = do
    modelPtr <- c_svm_load_model =<< newCString path
    Model `liftM` newForeignPtr c_svm_destroy_model modelPtr

---
predict :: Model -> Vector -> IO Double
predict (Model modelForeignPtr) vector = action
    where action :: IO Double
          action = withForeignPtr modelForeignPtr $ \modelPtr ->
                   withCSvmNodeArray vector $ \vectorPtr ->
                        return . realToFrac . c_svm_predict modelPtr $ vectorPtr