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Reference Guide
SVKernelFunction.cxx
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1 // @(#)root/tmva $Id$
2 // Author: Andrzej Zemla
3 
4 /**********************************************************************************
5  * Project: TMVA - a Root-integrated toolkit for multivariate data analysis *
6  * Package: TMVA *
7  * Class : SVKernelFunction *
8  * Web : http://tmva.sourceforge.net *
9  * *
10  * Description: *
11  * Implementation *
12  * *
13  * Authors (alphabetical): *
14  * Marcin Wolter <Marcin.Wolter@cern.ch> - IFJ PAN, Krakow, Poland *
15  * Andrzej Zemla <azemla@cern.ch> - IFJ PAN, Krakow, Poland *
16  * (IFJ PAN: Henryk Niewodniczanski Inst. Nucl. Physics, Krakow, Poland) *
17  * *
18  * MultiGaussian, Product and Sum kernels included: *
19  * Adrian Bevan <adrian.bevan@cern.ch> - Queen Mary *
20  * University of London, UK *
21  * Tom Stevenson <thomas.james.stevenson@cern.ch> - Queen Mary *
22  * University of London, UK *
23  * *
24  * Copyright (c) 2005: *
25  * CERN, Switzerland *
26  * MPI-K Heidelberg, Germany *
27  * PAN, Krakow, Poland *
28  * *
29  * Redistribution and use in source and binary forms, with or without *
30  * modification, are permitted according to the terms listed in LICENSE *
31  * (http://tmva.sourceforge.net/LICENSE) *
32  **********************************************************************************/
33 
34 /*! \class TMVA::SVKernelFunction
35 \ingroup TMVA
36 Kernel for Support Vector Machine
37 */
38 
39 #include "TMVA/SVKernelFunction.h"
40 #include "TMVA/SVEvent.h"
41 #include "TMath.h"
42 #include <vector>
43 
44 ////////////////////////////////////////////////////////////////////////////////
45 /// constructor
46 
48  : fGamma(0.),
49  fKernel(kRBF), // kernel, order, theta, and kappa are for backward compatibility
50  fOrder(0),
51  fTheta(0),
52  fKappa(0)
53 {
54 }
55 
56 ////////////////////////////////////////////////////////////////////////////////
57 /// constructor
58 
60  : fGamma(gamma),
61  fKernel(kRBF), // kernel, order, theta, and kappa are for backward compatibility
62  fOrder(0),
63  fTheta(0),
64  fKappa(0)
65 {
66  fmGamma.clear();
67 }
68 
69 ////////////////////////////////////////////////////////////////////////////////
70 /// constructor
71 
73  : fKernel(k)
74 {
75  if (k==kRBF) { fGamma = param1; }
76  else if (k==kPolynomial){
77  fOrder = param1;
78  fTheta = param2;
79  }
80  fKernelsList.clear();
81 }
82 
83 ////////////////////////////////////////////////////////////////////////////////
84 /// constructor
85 
86 TMVA::SVKernelFunction::SVKernelFunction( std::vector<float> params ) :
88 {
89  fmGamma.clear();
90  for( std::vector<float>::const_iterator iter = params.begin(); iter != params.end()\
91  ; ++iter ){
92  fmGamma.push_back(*iter);
93  }
94  //fKernelsList.clear();
95 }
96 
97 ////////////////////////////////////////////////////////////////////////////////
98 /// constructor
99 
100 TMVA::SVKernelFunction::SVKernelFunction(EKernelType k, std::vector<EKernelType> kernels, std::vector<Float_t> gammas, Float_t gamma, Float_t order, Float_t theta) :
101  fGamma(gamma),
102  fKernel(k),
103  fOrder(order),
104  fTheta(theta)
105 {
106  fmGamma.clear();
107  fKernelsList.clear();
108  fKernelsList = kernels;
109  fmGamma = gammas;
110 }
111 
112 ////////////////////////////////////////////////////////////////////////////////
113 /// destructor
114 
116 {
117  fmGamma.clear();
118  fKernelsList.clear();
119 }
120 
121 ////////////////////////////////////////////////////////////////////////////////
122 /// set old options for compatibility mode
123 
125  fKernel = k;
126  fOrder = order;
127  fTheta = theta;
128  fKappa = kappa;
129 }
130 
131 ////////////////////////////////////////////////////////////////////////////////
132 
134 {
135  switch(fKernel) {
136  case kRBF:
137  {
138  std::vector<Float_t> *v1 = ev1->GetDataVector();
139  std::vector<Float_t> *v2 = ev2->GetDataVector();
140 
141  Float_t norm = 0;
142  for (UInt_t i = 0; i < v1->size(); i++) norm += ((*v1)[i] -(*v2)[i]) *((*v1)[i] -(*v2)[i]) ;
143 
144  return TMath::Exp(-norm*fGamma);
145  }
146  case kMultiGauss:
147  {
148  // Kernel function with a kernel parameter gamma for
149  // each input variable. Described in "An Introduction to
150  // Support Vector Machines and Other Kernel-based Learning
151  // Methods" by Cristianini and Shawe-Taylor, Section 3.5
152  std::vector<Float_t> *v1 = ev1->GetDataVector();
153  std::vector<Float_t> *v2 = ev2->GetDataVector();
154  if(fmGamma.size() != v1->size()){
155  std::cout << "Fewer gammas than input variables! #Gammas= " << fmGamma.size() << " #Input variables= " << v1->size() << std::endl;
156  std::cout << "***> abort program execution" << std::endl;
157  exit(1);
158  }
159 
160  Float_t result = 1.;
161  for (UInt_t i = 0; i < v1->size(); i++) {
162  result *= TMath::Exp( -((*v1)[i] -(*v2)[i])*((*v1)[i] -(*v2)[i])*fmGamma[i] );
163  }
164  return result;
165  }
166  case kPolynomial:
167  {
168  // Polynomial kernel of form (z.x + theta)^n
169  // it should be noted that the power is currently only integer
170  std::vector<Float_t> *v1 = ev1->GetDataVector();
171  std::vector<Float_t> *v2 = ev2->GetDataVector();
172  Float_t prod = fTheta;
173  for (UInt_t idx = 0; idx < v1->size(); idx++) prod += (*v1)[idx] * (*v2)[idx];
174 
175  Float_t result = 1.;
176  Int_t i = fOrder;
177  result = TMath::Power(prod,i);
178  return result;
179  }
180  case kLinear:
181  {
182  // This is legacy code. The linear polynomial is a special case
183  // of the polynomial with order=1 and theta=0.
184  std::vector<Float_t> *v1 = ev1->GetDataVector();
185  std::vector<Float_t> *v2 = ev2->GetDataVector();
186  Float_t prod = 0;
187  for (UInt_t i = 0; i < v1->size(); i++) prod += (*v1)[i] * (*v2)[i];
188  return prod;
189  }
190  case kSigmoidal:
191  {
192  // This kernel doesn't always result in a positive-semidefinite Gram
193  // matrix so should be used with caution and therefore not
194  // currently accessible. This is not a valid Mercer kernel
195  std::vector<Float_t> *v1 = ev1->GetDataVector();
196  std::vector<Float_t> *v2 = ev2->GetDataVector();
197  Float_t prod = 0;
198  for (UInt_t i = 0; i < v1->size(); i++) prod += ((*v1)[i] -(*v2)[i]) *((*v1)[i] -(*v2)[i]) ;
199  prod *= fKappa;
200  prod += fTheta;
201  return TMath::TanH( prod );
202  }
203  case kProd:
204  {
205  // Calculate product of kernels by looping over list of kernels
206  // and evaluating the value for each, setting kernel back to
207  // kProd before returning so it can be used again. Described in "An Introduction to // Support Vector Machines and Other Kernel-based Learning
208  // Methods" by Cristianini and Shawe-Taylor, Section 3.3.2
209  Float_t kernelVal;
210  kernelVal = 1;
211  for(UInt_t i = 0; i<fKernelsList.size(); i++){
212  fKernel = fKernelsList.at(i);
213  Float_t a = Evaluate(ev1,ev2);
214  kernelVal *= a;
215  }
216  fKernel = kProd;
217  return kernelVal;
218  }
219  case kSum:
220  {
221  // Calculate sum of kernels by looping over list of kernels
222  // and evaluating the value for each, setting kernel back to
223  // kSum before returning so it can be used again. Described in "An Introduction to // Support Vector Machines and Other Kernel-based Learning
224  // Methods" by Cristianini and Shawe-Taylor, Section 3.3.2
225  Float_t kernelVal = 0;
226  for(UInt_t i = 0; i<fKernelsList.size(); i++){
227  fKernel = fKernelsList.at(i);
228  Float_t a = Evaluate(ev1,ev2);
229  kernelVal += a;
230  }
231  fKernel = kSum;
232  return kernelVal;
233  }
234  }
235  return 0;
236 }
237 
Double_t TanH(Double_t)
Definition: TMath.h:656
float Float_t
Definition: RtypesCore.h:53
int Int_t
Definition: RtypesCore.h:41
void setCompatibilityParams(EKernelType k, UInt_t order, Float_t theta, Float_t kappa)
set old options for compatibility mode
LongDouble_t Power(LongDouble_t x, LongDouble_t y)
Definition: TMath.h:734
std::vector< EKernelType > fKernelsList
double gamma(double x)
auto * a
Definition: textangle.C:12
unsigned int UInt_t
Definition: RtypesCore.h:42
Event class for Support Vector Machine.
Definition: SVEvent.h:40
Double_t Exp(Double_t x)
Definition: TMath.h:726
std::vector< Float_t > fmGamma
std::vector< Float_t > * GetDataVector()
Definition: SVEvent.h:60
Float_t Evaluate(SVEvent *ev1, SVEvent *ev2)
SVKernelFunction()
constructor