2a6fb2867e
Made all STL usages explicit to be able automatically find all usages of particular class or function.
1385 lines
41 KiB
C++
1385 lines
41 KiB
C++
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#include "precomp.hpp"
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#include <time.h>
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#define pCvSeq CvSeq*
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#define pCvDTreeNode CvDTreeNode*
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#define CV_CMP_FLOAT(a,b) ((a) < (b))
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static CV_IMPLEMENT_QSORT_EX( icvSortFloat, float, CV_CMP_FLOAT, float)
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//===========================================================================
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//----------------------------- CvGBTreesParams -----------------------------
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//===========================================================================
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CvGBTreesParams::CvGBTreesParams()
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: CvDTreeParams( 3, 10, 0, false, 10, 0, false, false, 0 )
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{
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weak_count = 200;
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loss_function_type = CvGBTrees::SQUARED_LOSS;
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subsample_portion = 0.8f;
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shrinkage = 0.01f;
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}
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//===========================================================================
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CvGBTreesParams::CvGBTreesParams( int _loss_function_type, int _weak_count,
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float _shrinkage, float _subsample_portion,
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int _max_depth, bool _use_surrogates )
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: CvDTreeParams( 3, 10, 0, false, 10, 0, false, false, 0 )
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{
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loss_function_type = _loss_function_type;
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weak_count = _weak_count;
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shrinkage = _shrinkage;
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subsample_portion = _subsample_portion;
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max_depth = _max_depth;
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use_surrogates = _use_surrogates;
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}
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//===========================================================================
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//------------------------------- CvGBTrees ---------------------------------
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//===========================================================================
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CvGBTrees::CvGBTrees()
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{
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data = 0;
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weak = 0;
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default_model_name = "my_boost_tree";
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orig_response = sum_response = sum_response_tmp = 0;
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subsample_train = subsample_test = 0;
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missing = sample_idx = 0;
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class_labels = 0;
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class_count = 1;
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delta = 0.0f;
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clear();
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}
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//===========================================================================
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int CvGBTrees::get_len(const CvMat* mat) const
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{
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return (mat->cols > mat->rows) ? mat->cols : mat->rows;
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}
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//===========================================================================
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void CvGBTrees::clear()
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{
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if( weak )
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{
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CvSeqReader reader;
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CvSlice slice = CV_WHOLE_SEQ;
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CvDTree* tree;
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//data->shared = false;
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for (int i=0; i<class_count; ++i)
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{
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int weak_count = cvSliceLength( slice, weak[i] );
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if ((weak[i]) && (weak_count))
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{
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cvStartReadSeq( weak[i], &reader );
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cvSetSeqReaderPos( &reader, slice.start_index );
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for (int j=0; j<weak_count; ++j)
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{
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CV_READ_SEQ_ELEM( tree, reader );
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//tree->clear();
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delete tree;
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tree = 0;
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}
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}
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}
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for (int i=0; i<class_count; ++i)
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if (weak[i]) cvReleaseMemStorage( &(weak[i]->storage) );
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delete[] weak;
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}
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if (data)
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{
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data->shared = false;
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delete data;
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}
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weak = 0;
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data = 0;
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delta = 0.0f;
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cvReleaseMat( &orig_response );
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cvReleaseMat( &sum_response );
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cvReleaseMat( &sum_response_tmp );
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cvReleaseMat( &subsample_train );
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cvReleaseMat( &subsample_test );
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cvReleaseMat( &sample_idx );
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cvReleaseMat( &missing );
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cvReleaseMat( &class_labels );
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}
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//===========================================================================
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CvGBTrees::~CvGBTrees()
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{
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clear();
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}
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//===========================================================================
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CvGBTrees::CvGBTrees( const CvMat* _train_data, int _tflag,
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const CvMat* _responses, const CvMat* _var_idx,
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const CvMat* _sample_idx, const CvMat* _var_type,
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const CvMat* _missing_mask, CvGBTreesParams _params )
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{
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weak = 0;
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data = 0;
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default_model_name = "my_boost_tree";
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orig_response = sum_response = sum_response_tmp = 0;
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subsample_train = subsample_test = 0;
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missing = sample_idx = 0;
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class_labels = 0;
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class_count = 1;
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delta = 0.0f;
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train( _train_data, _tflag, _responses, _var_idx, _sample_idx,
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_var_type, _missing_mask, _params );
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}
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//===========================================================================
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bool CvGBTrees::problem_type() const
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{
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switch (params.loss_function_type)
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{
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case DEVIANCE_LOSS: return false;
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default: return true;
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}
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}
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//===========================================================================
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bool
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CvGBTrees::train( CvMLData* _data, CvGBTreesParams _params, bool update )
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{
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bool result;
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result = train ( _data->get_values(), CV_ROW_SAMPLE,
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_data->get_responses(), _data->get_var_idx(),
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_data->get_train_sample_idx(), _data->get_var_types(),
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_data->get_missing(), _params, update);
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//update is not supported
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return result;
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}
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//===========================================================================
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bool
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CvGBTrees::train( const CvMat* _train_data, int _tflag,
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const CvMat* _responses, const CvMat* _var_idx,
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const CvMat* _sample_idx, const CvMat* _var_type,
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const CvMat* _missing_mask,
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CvGBTreesParams _params, bool /*_update*/ ) //update is not supported
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{
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CvMemStorage* storage = 0;
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params = _params;
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bool is_regression = problem_type();
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clear();
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/*
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n - count of samples
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m - count of variables
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*/
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int n = _train_data->rows;
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int m = _train_data->cols;
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if (_tflag != CV_ROW_SAMPLE)
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{
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int tmp;
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CV_SWAP(n,m,tmp);
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}
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CvMat* new_responses = cvCreateMat( n, 1, CV_32F);
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cvZero(new_responses);
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data = new CvDTreeTrainData( _train_data, _tflag, new_responses, _var_idx,
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_sample_idx, _var_type, _missing_mask, _params, true, true );
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if (_missing_mask)
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{
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missing = cvCreateMat(_missing_mask->rows, _missing_mask->cols,
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_missing_mask->type);
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cvCopy( _missing_mask, missing);
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}
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orig_response = cvCreateMat( 1, n, CV_32F );
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int step = (_responses->cols > _responses->rows) ? 1 : _responses->step / CV_ELEM_SIZE(_responses->type);
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switch (CV_MAT_TYPE(_responses->type))
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{
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case CV_32FC1:
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{
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for (int i=0; i<n; ++i)
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orig_response->data.fl[i] = _responses->data.fl[i*step];
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}; break;
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case CV_32SC1:
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{
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for (int i=0; i<n; ++i)
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orig_response->data.fl[i] = (float) _responses->data.i[i*step];
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}; break;
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default:
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CV_Error(CV_StsUnmatchedFormats, "Response should be a 32fC1 or 32sC1 vector.");
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}
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if (!is_regression)
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{
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class_count = 0;
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unsigned char * mask = new unsigned char[n];
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memset(mask, 0, n);
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// compute the count of different output classes
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for (int i=0; i<n; ++i)
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if (!mask[i])
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{
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class_count++;
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for (int j=i; j<n; ++j)
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if (int(orig_response->data.fl[j]) == int(orig_response->data.fl[i]))
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mask[j] = 1;
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}
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delete[] mask;
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class_labels = cvCreateMat(1, class_count, CV_32S);
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class_labels->data.i[0] = int(orig_response->data.fl[0]);
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int j = 1;
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for (int i=1; i<n; ++i)
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{
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int k = 0;
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while ((int(orig_response->data.fl[i]) - class_labels->data.i[k]) && (k<j))
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k++;
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if (k == j)
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{
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class_labels->data.i[k] = int(orig_response->data.fl[i]);
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j++;
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}
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}
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}
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// inside gbt learning proccess only regression decision trees are built
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data->is_classifier = false;
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// preproccessing sample indices
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if (_sample_idx)
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{
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int sample_idx_len = get_len(_sample_idx);
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switch (CV_MAT_TYPE(_sample_idx->type))
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{
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case CV_32SC1:
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{
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sample_idx = cvCreateMat( 1, sample_idx_len, CV_32S );
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for (int i=0; i<sample_idx_len; ++i)
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sample_idx->data.i[i] = _sample_idx->data.i[i];
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} break;
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case CV_8S:
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case CV_8U:
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{
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int active_samples_count = 0;
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for (int i=0; i<sample_idx_len; ++i)
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active_samples_count += int( _sample_idx->data.ptr[i] );
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sample_idx = cvCreateMat( 1, active_samples_count, CV_32S );
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active_samples_count = 0;
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for (int i=0; i<sample_idx_len; ++i)
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if (int( _sample_idx->data.ptr[i] ))
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sample_idx->data.i[active_samples_count++] = i;
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} break;
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default: CV_Error(CV_StsUnmatchedFormats, "_sample_idx should be a 32sC1, 8sC1 or 8uC1 vector.");
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}
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icvSortFloat(sample_idx->data.fl, sample_idx_len, 0);
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}
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else
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{
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sample_idx = cvCreateMat( 1, n, CV_32S );
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for (int i=0; i<n; ++i)
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sample_idx->data.i[i] = i;
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}
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sum_response = cvCreateMat(class_count, n, CV_32F);
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sum_response_tmp = cvCreateMat(class_count, n, CV_32F);
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cvZero(sum_response);
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delta = 0.0f;
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/*
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in the case of a regression problem the initial guess (the zero term
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in the sum) is set to the mean of all the training responses, that is
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the best constant model
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*/
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if (is_regression) base_value = find_optimal_value(sample_idx);
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/*
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in the case of a classification problem the initial guess (the zero term
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in the sum) is set to zero for all the trees sequences
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*/
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else base_value = 0.0f;
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/*
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current predicition on all training samples is set to be
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equal to the base_value
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*/
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cvSet( sum_response, cvScalar(base_value) );
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weak = new pCvSeq[class_count];
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for (int i=0; i<class_count; ++i)
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{
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storage = cvCreateMemStorage();
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weak[i] = cvCreateSeq( 0, sizeof(CvSeq), sizeof(CvDTree*), storage );
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storage = 0;
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}
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// subsample params and data
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rng = &cv::theRNG();
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int samples_count = get_len(sample_idx);
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params.subsample_portion = params.subsample_portion <= FLT_EPSILON ||
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1 - params.subsample_portion <= FLT_EPSILON
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? 1 : params.subsample_portion;
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int train_sample_count = cvFloor(params.subsample_portion * samples_count);
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if (train_sample_count == 0)
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train_sample_count = samples_count;
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int test_sample_count = samples_count - train_sample_count;
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int* idx_data = new int[samples_count];
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subsample_train = cvCreateMatHeader( 1, train_sample_count, CV_32SC1 );
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*subsample_train = cvMat( 1, train_sample_count, CV_32SC1, idx_data );
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if (test_sample_count)
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{
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subsample_test = cvCreateMatHeader( 1, test_sample_count, CV_32SC1 );
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*subsample_test = cvMat( 1, test_sample_count, CV_32SC1,
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idx_data + train_sample_count );
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}
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// training procedure
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for ( int i=0; i < params.weak_count; ++i )
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{
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do_subsample();
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for ( int k=0; k < class_count; ++k )
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{
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find_gradient(k);
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CvDTree* tree = new CvDTree;
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tree->train( data, subsample_train );
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change_values(tree, k);
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if (subsample_test)
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{
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CvMat x;
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CvMat x_miss;
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int* sample_data = sample_idx->data.i;
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int* subsample_data = subsample_test->data.i;
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int s_step = (sample_idx->cols > sample_idx->rows) ? 1
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: sample_idx->step/CV_ELEM_SIZE(sample_idx->type);
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for (int j=0; j<get_len(subsample_test); ++j)
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{
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int idx = *(sample_data + subsample_data[j]*s_step);
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float res = 0.0f;
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if (_tflag == CV_ROW_SAMPLE)
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cvGetRow( data->train_data, &x, idx);
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else
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cvGetCol( data->train_data, &x, idx);
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if (missing)
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{
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if (_tflag == CV_ROW_SAMPLE)
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cvGetRow( missing, &x_miss, idx);
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else
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cvGetCol( missing, &x_miss, idx);
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res = (float)tree->predict(&x, &x_miss)->value;
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}
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else
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{
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res = (float)tree->predict(&x)->value;
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}
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sum_response_tmp->data.fl[idx + k*n] =
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sum_response->data.fl[idx + k*n] +
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params.shrinkage * res;
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}
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}
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cvSeqPush( weak[k], &tree );
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tree = 0;
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} // k=0..class_count
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CvMat* tmp;
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tmp = sum_response_tmp;
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sum_response_tmp = sum_response;
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sum_response = tmp;
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tmp = 0;
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} // i=0..params.weak_count
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delete[] idx_data;
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cvReleaseMat(&new_responses);
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data->free_train_data();
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return true;
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} // CvGBTrees::train(...)
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//===========================================================================
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inline float Sign(float x)
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{
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if (x<0.0f) return -1.0f;
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else if (x>0.0f) return 1.0f;
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return 0.0f;
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}
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//===========================================================================
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void CvGBTrees::find_gradient(const int k)
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{
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int* sample_data = sample_idx->data.i;
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int* subsample_data = subsample_train->data.i;
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float* grad_data = data->responses->data.fl;
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float* resp_data = orig_response->data.fl;
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float* current_data = sum_response->data.fl;
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switch (params.loss_function_type)
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// loss_function_type in
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// {SQUARED_LOSS, ABSOLUTE_LOSS, HUBER_LOSS, DEVIANCE_LOSS}
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{
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case SQUARED_LOSS:
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{
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for (int i=0; i<get_len(subsample_train); ++i)
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{
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int s_step = (sample_idx->cols > sample_idx->rows) ? 1
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: sample_idx->step/CV_ELEM_SIZE(sample_idx->type);
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int idx = *(sample_data + subsample_data[i]*s_step);
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grad_data[idx] = resp_data[idx] - current_data[idx];
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}
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}; break;
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case ABSOLUTE_LOSS:
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{
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for (int i=0; i<get_len(subsample_train); ++i)
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{
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int s_step = (sample_idx->cols > sample_idx->rows) ? 1
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: sample_idx->step/CV_ELEM_SIZE(sample_idx->type);
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int idx = *(sample_data + subsample_data[i]*s_step);
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grad_data[idx] = Sign(resp_data[idx] - current_data[idx]);
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}
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}; break;
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case HUBER_LOSS:
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{
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float alpha = 0.2f;
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int n = get_len(subsample_train);
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int s_step = (sample_idx->cols > sample_idx->rows) ? 1
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: sample_idx->step/CV_ELEM_SIZE(sample_idx->type);
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float* residuals = new float[n];
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for (int i=0; i<n; ++i)
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{
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int idx = *(sample_data + subsample_data[i]*s_step);
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residuals[i] = fabs(resp_data[idx] - current_data[idx]);
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}
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icvSortFloat(residuals, n, 0.0f);
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delta = residuals[int(ceil(n*alpha))];
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for (int i=0; i<n; ++i)
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{
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int idx = *(sample_data + subsample_data[i]*s_step);
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float r = resp_data[idx] - current_data[idx];
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grad_data[idx] = (fabs(r) > delta) ? delta*Sign(r) : r;
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}
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delete[] residuals;
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}; break;
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case DEVIANCE_LOSS:
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{
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for (int i=0; i<get_len(subsample_train); ++i)
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{
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double exp_fk = 0;
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double exp_sfi = 0;
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int s_step = (sample_idx->cols > sample_idx->rows) ? 1
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: sample_idx->step/CV_ELEM_SIZE(sample_idx->type);
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int idx = *(sample_data + subsample_data[i]*s_step);
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for (int j=0; j<class_count; ++j)
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{
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double res;
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res = current_data[idx + j*sum_response->cols];
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res = exp(res);
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if (j == k) exp_fk = res;
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exp_sfi += res;
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}
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int orig_label = int(resp_data[idx]);
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/*
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grad_data[idx] = (float)(!(k-class_labels->data.i[orig_label]+1)) -
|
|
(float)(exp_fk / exp_sfi);
|
|
*/
|
|
int ensemble_label = 0;
|
|
while (class_labels->data.i[ensemble_label] - orig_label)
|
|
ensemble_label++;
|
|
|
|
grad_data[idx] = (float)(!(k-ensemble_label)) -
|
|
(float)(exp_fk / exp_sfi);
|
|
}
|
|
}; break;
|
|
|
|
default: break;
|
|
}
|
|
|
|
} // CvGBTrees::find_gradient(...)
|
|
|
|
//===========================================================================
|
|
|
|
void CvGBTrees::change_values(CvDTree* tree, const int _k)
|
|
{
|
|
CvDTreeNode** predictions = new pCvDTreeNode[get_len(subsample_train)];
|
|
|
|
int* sample_data = sample_idx->data.i;
|
|
int* subsample_data = subsample_train->data.i;
|
|
int s_step = (sample_idx->cols > sample_idx->rows) ? 1
|
|
: sample_idx->step/CV_ELEM_SIZE(sample_idx->type);
|
|
|
|
CvMat x;
|
|
CvMat miss_x;
|
|
|
|
for (int i=0; i<get_len(subsample_train); ++i)
|
|
{
|
|
int idx = *(sample_data + subsample_data[i]*s_step);
|
|
if (data->tflag == CV_ROW_SAMPLE)
|
|
cvGetRow( data->train_data, &x, idx);
|
|
else
|
|
cvGetCol( data->train_data, &x, idx);
|
|
|
|
if (missing)
|
|
{
|
|
if (data->tflag == CV_ROW_SAMPLE)
|
|
cvGetRow( missing, &miss_x, idx);
|
|
else
|
|
cvGetCol( missing, &miss_x, idx);
|
|
|
|
predictions[i] = tree->predict(&x, &miss_x);
|
|
}
|
|
else
|
|
predictions[i] = tree->predict(&x);
|
|
}
|
|
|
|
|
|
CvDTreeNode** leaves;
|
|
int leaves_count = 0;
|
|
leaves = GetLeaves( tree, leaves_count);
|
|
|
|
for (int i=0; i<leaves_count; ++i)
|
|
{
|
|
int samples_in_leaf = 0;
|
|
for (int j=0; j<get_len(subsample_train); ++j)
|
|
{
|
|
if (leaves[i] == predictions[j]) samples_in_leaf++;
|
|
}
|
|
|
|
if (!samples_in_leaf) // It should not be done anyways! but...
|
|
{
|
|
leaves[i]->value = 0.0;
|
|
continue;
|
|
}
|
|
|
|
CvMat* leaf_idx = cvCreateMat(1, samples_in_leaf, CV_32S);
|
|
int* leaf_idx_data = leaf_idx->data.i;
|
|
|
|
for (int j=0; j<get_len(subsample_train); ++j)
|
|
{
|
|
int idx = *(sample_data + subsample_data[j]*s_step);
|
|
if (leaves[i] == predictions[j])
|
|
*leaf_idx_data++ = idx;
|
|
}
|
|
|
|
float value = find_optimal_value(leaf_idx);
|
|
leaves[i]->value = value;
|
|
|
|
leaf_idx_data = leaf_idx->data.i;
|
|
|
|
int len = sum_response_tmp->cols;
|
|
for (int j=0; j<get_len(leaf_idx); ++j)
|
|
{
|
|
int idx = leaf_idx_data[j];
|
|
sum_response_tmp->data.fl[idx + _k*len] =
|
|
sum_response->data.fl[idx + _k*len] +
|
|
params.shrinkage * value;
|
|
}
|
|
leaf_idx_data = 0;
|
|
cvReleaseMat(&leaf_idx);
|
|
}
|
|
|
|
// releasing the memory
|
|
for (int i=0; i<get_len(subsample_train); ++i)
|
|
{
|
|
predictions[i] = 0;
|
|
}
|
|
delete[] predictions;
|
|
|
|
for (int i=0; i<leaves_count; ++i)
|
|
{
|
|
leaves[i] = 0;
|
|
}
|
|
delete[] leaves;
|
|
|
|
}
|
|
|
|
//===========================================================================
|
|
/*
|
|
void CvGBTrees::change_values(CvDTree* tree, const int _k)
|
|
{
|
|
|
|
CvDTreeNode** leaves;
|
|
int leaves_count = 0;
|
|
int offset = _k*sum_response_tmp->cols;
|
|
CvMat leaf_idx;
|
|
leaf_idx.rows = 1;
|
|
|
|
leaves = GetLeaves( tree, leaves_count);
|
|
|
|
for (int i=0; i<leaves_count; ++i)
|
|
{
|
|
int n = leaves[i]->sample_count;
|
|
int* leaf_idx_data = new int[n];
|
|
data->get_sample_indices(leaves[i], leaf_idx_data);
|
|
//CvMat* leaf_idx = new CvMat();
|
|
//cvInitMatHeader(leaf_idx, n, 1, CV_32S, leaf_idx_data);
|
|
leaf_idx.cols = n;
|
|
leaf_idx.data.i = leaf_idx_data;
|
|
|
|
float value = find_optimal_value(&leaf_idx);
|
|
leaves[i]->value = value;
|
|
float val = params.shrinkage * value;
|
|
|
|
|
|
for (int j=0; j<n; ++j)
|
|
{
|
|
int idx = leaf_idx_data[j] + offset;
|
|
sum_response_tmp->data.fl[idx] = sum_response->data.fl[idx] + val;
|
|
}
|
|
//leaf_idx_data = 0;
|
|
//cvReleaseMat(&leaf_idx);
|
|
leaf_idx.data.i = 0;
|
|
//delete leaf_idx;
|
|
delete[] leaf_idx_data;
|
|
}
|
|
|
|
// releasing the memory
|
|
for (int i=0; i<leaves_count; ++i)
|
|
{
|
|
leaves[i] = 0;
|
|
}
|
|
delete[] leaves;
|
|
|
|
} //change_values(...);
|
|
*/
|
|
//===========================================================================
|
|
|
|
float CvGBTrees::find_optimal_value( const CvMat* _Idx )
|
|
{
|
|
|
|
double gamma = (double)0.0;
|
|
|
|
int* idx = _Idx->data.i;
|
|
float* resp_data = orig_response->data.fl;
|
|
float* cur_data = sum_response->data.fl;
|
|
int n = get_len(_Idx);
|
|
|
|
switch (params.loss_function_type)
|
|
// SQUARED_LOSS=0, ABSOLUTE_LOSS=1, HUBER_LOSS=3, DEVIANCE_LOSS=4
|
|
{
|
|
case SQUARED_LOSS:
|
|
{
|
|
for (int i=0; i<n; ++i)
|
|
gamma += resp_data[idx[i]] - cur_data[idx[i]];
|
|
gamma /= (double)n;
|
|
}; break;
|
|
|
|
case ABSOLUTE_LOSS:
|
|
{
|
|
float* residuals = new float[n];
|
|
for (int i=0; i<n; ++i, ++idx)
|
|
residuals[i] = (resp_data[*idx] - cur_data[*idx]);
|
|
icvSortFloat(residuals, n, 0.0f);
|
|
if (n % 2)
|
|
gamma = residuals[n/2];
|
|
else gamma = (residuals[n/2-1] + residuals[n/2]) / 2.0f;
|
|
delete[] residuals;
|
|
}; break;
|
|
|
|
case HUBER_LOSS:
|
|
{
|
|
float* residuals = new float[n];
|
|
for (int i=0; i<n; ++i, ++idx)
|
|
residuals[i] = (resp_data[*idx] - cur_data[*idx]);
|
|
icvSortFloat(residuals, n, 0.0f);
|
|
|
|
int n_half = n >> 1;
|
|
float r_median = (n == n_half<<1) ?
|
|
(residuals[n_half-1] + residuals[n_half]) / 2.0f :
|
|
residuals[n_half];
|
|
|
|
for (int i=0; i<n; ++i)
|
|
{
|
|
float dif = residuals[i] - r_median;
|
|
gamma += (delta < fabs(dif)) ? Sign(dif)*delta : dif;
|
|
}
|
|
gamma /= (double)n;
|
|
gamma += r_median;
|
|
delete[] residuals;
|
|
|
|
}; break;
|
|
|
|
case DEVIANCE_LOSS:
|
|
{
|
|
float* grad_data = data->responses->data.fl;
|
|
double tmp1 = 0;
|
|
double tmp2 = 0;
|
|
double tmp = 0;
|
|
for (int i=0; i<n; ++i)
|
|
{
|
|
tmp = grad_data[idx[i]];
|
|
tmp1 += tmp;
|
|
tmp2 += fabs(tmp)*(1-fabs(tmp));
|
|
};
|
|
if (tmp2 == 0)
|
|
{
|
|
tmp2 = 1;
|
|
}
|
|
|
|
gamma = ((double)(class_count-1)) / (double)class_count * (tmp1/tmp2);
|
|
}; break;
|
|
|
|
default: break;
|
|
}
|
|
|
|
return float(gamma);
|
|
|
|
} // CvGBTrees::find_optimal_value
|
|
|
|
//===========================================================================
|
|
|
|
|
|
void CvGBTrees::leaves_get( CvDTreeNode** leaves, int& count, CvDTreeNode* node )
|
|
{
|
|
if (node->left != NULL) leaves_get(leaves, count, node->left);
|
|
if (node->right != NULL) leaves_get(leaves, count, node->right);
|
|
if ((node->left == NULL) && (node->right == NULL))
|
|
leaves[count++] = node;
|
|
}
|
|
|
|
//---------------------------------------------------------------------------
|
|
|
|
CvDTreeNode** CvGBTrees::GetLeaves( const CvDTree* dtree, int& len )
|
|
{
|
|
len = 0;
|
|
CvDTreeNode** leaves = new pCvDTreeNode[(size_t)1 << params.max_depth];
|
|
leaves_get(leaves, len, const_cast<pCvDTreeNode>(dtree->get_root()));
|
|
return leaves;
|
|
}
|
|
|
|
//===========================================================================
|
|
|
|
void CvGBTrees::do_subsample()
|
|
{
|
|
|
|
int n = get_len(sample_idx);
|
|
int* idx = subsample_train->data.i;
|
|
|
|
for (int i = 0; i < n; i++ )
|
|
idx[i] = i;
|
|
|
|
if (subsample_test)
|
|
for (int i = 0; i < n; i++)
|
|
{
|
|
int a = (*rng)(n);
|
|
int b = (*rng)(n);
|
|
int t;
|
|
CV_SWAP( idx[a], idx[b], t );
|
|
}
|
|
|
|
/*
|
|
int n = get_len(sample_idx);
|
|
if (subsample_train == 0)
|
|
subsample_train = cvCreateMat(1, n, CV_32S);
|
|
int* subsample_data = subsample_train->data.i;
|
|
for (int i=0; i<n; ++i)
|
|
subsample_data[i] = i;
|
|
subsample_test = 0;
|
|
*/
|
|
}
|
|
|
|
//===========================================================================
|
|
|
|
float CvGBTrees::predict_serial( const CvMat* _sample, const CvMat* _missing,
|
|
CvMat* weak_responses, CvSlice slice, int k) const
|
|
{
|
|
float result = 0.0f;
|
|
|
|
if (!weak) return 0.0f;
|
|
|
|
CvSeqReader reader;
|
|
int weak_count = cvSliceLength( slice, weak[class_count-1] );
|
|
CvDTree* tree;
|
|
|
|
if (weak_responses)
|
|
{
|
|
if (CV_MAT_TYPE(weak_responses->type) != CV_32F)
|
|
return 0.0f;
|
|
if ((k >= 0) && (k<class_count) && (weak_responses->rows != 1))
|
|
return 0.0f;
|
|
if ((k == -1) && (weak_responses->rows != class_count))
|
|
return 0.0f;
|
|
if (weak_responses->cols != weak_count)
|
|
return 0.0f;
|
|
}
|
|
|
|
float* sum = new float[class_count];
|
|
memset(sum, 0, class_count*sizeof(float));
|
|
|
|
for (int i=0; i<class_count; ++i)
|
|
{
|
|
if ((weak[i]) && (weak_count))
|
|
{
|
|
cvStartReadSeq( weak[i], &reader );
|
|
cvSetSeqReaderPos( &reader, slice.start_index );
|
|
for (int j=0; j<weak_count; ++j)
|
|
{
|
|
CV_READ_SEQ_ELEM( tree, reader );
|
|
float p = (float)(tree->predict(_sample, _missing)->value);
|
|
sum[i] += params.shrinkage * p;
|
|
if (weak_responses)
|
|
weak_responses->data.fl[i*weak_count+j] = p;
|
|
}
|
|
}
|
|
}
|
|
|
|
for (int i=0; i<class_count; ++i)
|
|
sum[i] += base_value;
|
|
|
|
if (class_count == 1)
|
|
{
|
|
result = sum[0];
|
|
delete[] sum;
|
|
return result;
|
|
}
|
|
|
|
if ((k>=0) && (k<class_count))
|
|
{
|
|
result = sum[k];
|
|
delete[] sum;
|
|
return result;
|
|
}
|
|
|
|
float max = sum[0];
|
|
int class_label = 0;
|
|
for (int i=1; i<class_count; ++i)
|
|
if (sum[i] > max)
|
|
{
|
|
max = sum[i];
|
|
class_label = i;
|
|
}
|
|
|
|
delete[] sum;
|
|
|
|
/*
|
|
int orig_class_label = -1;
|
|
for (int i=0; i<get_len(class_labels); ++i)
|
|
if (class_labels->data.i[i] == class_label+1)
|
|
orig_class_label = i;
|
|
*/
|
|
int orig_class_label = class_labels->data.i[class_label];
|
|
|
|
return float(orig_class_label);
|
|
}
|
|
|
|
|
|
class Tree_predictor
|
|
{
|
|
private:
|
|
pCvSeq* weak;
|
|
float* sum;
|
|
const int k;
|
|
const CvMat* sample;
|
|
const CvMat* missing;
|
|
const float shrinkage;
|
|
|
|
#ifdef HAVE_TBB
|
|
static tbb::spin_mutex SumMutex;
|
|
#endif
|
|
|
|
|
|
public:
|
|
Tree_predictor() : weak(0), sum(0), k(0), sample(0), missing(0), shrinkage(1.0f) {}
|
|
Tree_predictor(pCvSeq* _weak, const int _k, const float _shrinkage,
|
|
const CvMat* _sample, const CvMat* _missing, float* _sum ) :
|
|
weak(_weak), sum(_sum), k(_k), sample(_sample),
|
|
missing(_missing), shrinkage(_shrinkage)
|
|
{}
|
|
|
|
Tree_predictor( const Tree_predictor& p, cv::Split ) :
|
|
weak(p.weak), sum(p.sum), k(p.k), sample(p.sample),
|
|
missing(p.missing), shrinkage(p.shrinkage)
|
|
{}
|
|
|
|
Tree_predictor& operator=( const Tree_predictor& )
|
|
{ return *this; }
|
|
|
|
virtual void operator()(const cv::BlockedRange& range) const
|
|
{
|
|
#ifdef HAVE_TBB
|
|
tbb::spin_mutex::scoped_lock lock;
|
|
#endif
|
|
CvSeqReader reader;
|
|
int begin = range.begin();
|
|
int end = range.end();
|
|
|
|
int weak_count = end - begin;
|
|
CvDTree* tree;
|
|
|
|
for (int i=0; i<k; ++i)
|
|
{
|
|
float tmp_sum = 0.0f;
|
|
if ((weak[i]) && (weak_count))
|
|
{
|
|
cvStartReadSeq( weak[i], &reader );
|
|
cvSetSeqReaderPos( &reader, begin );
|
|
for (int j=0; j<weak_count; ++j)
|
|
{
|
|
CV_READ_SEQ_ELEM( tree, reader );
|
|
tmp_sum += shrinkage*(float)(tree->predict(sample, missing)->value);
|
|
}
|
|
}
|
|
#ifdef HAVE_TBB
|
|
lock.acquire(SumMutex);
|
|
sum[i] += tmp_sum;
|
|
lock.release();
|
|
#else
|
|
sum[i] += tmp_sum;
|
|
#endif
|
|
}
|
|
} // Tree_predictor::operator()
|
|
|
|
virtual ~Tree_predictor() {}
|
|
|
|
}; // class Tree_predictor
|
|
|
|
|
|
#ifdef HAVE_TBB
|
|
tbb::spin_mutex Tree_predictor::SumMutex;
|
|
#endif
|
|
|
|
|
|
|
|
float CvGBTrees::predict( const CvMat* _sample, const CvMat* _missing,
|
|
CvMat* /*weak_responses*/, CvSlice slice, int k) const
|
|
{
|
|
float result = 0.0f;
|
|
if (!weak) return 0.0f;
|
|
float* sum = new float[class_count];
|
|
for (int i=0; i<class_count; ++i)
|
|
sum[i] = 0.0f;
|
|
int begin = slice.start_index;
|
|
int end = begin + cvSliceLength( slice, weak[0] );
|
|
|
|
pCvSeq* weak_seq = weak;
|
|
Tree_predictor predictor = Tree_predictor(weak_seq, class_count,
|
|
params.shrinkage, _sample, _missing, sum);
|
|
|
|
//#ifdef HAVE_TBB
|
|
// tbb::parallel_for(cv::BlockedRange(begin, end), predictor,
|
|
// tbb::auto_partitioner());
|
|
//#else
|
|
cv::parallel_for(cv::BlockedRange(begin, end), predictor);
|
|
//#endif
|
|
|
|
for (int i=0; i<class_count; ++i)
|
|
sum[i] = sum[i] /** params.shrinkage*/ + base_value;
|
|
|
|
if (class_count == 1)
|
|
{
|
|
result = sum[0];
|
|
delete[] sum;
|
|
return result;
|
|
}
|
|
|
|
if ((k>=0) && (k<class_count))
|
|
{
|
|
result = sum[k];
|
|
delete[] sum;
|
|
return result;
|
|
}
|
|
|
|
float max = sum[0];
|
|
int class_label = 0;
|
|
for (int i=1; i<class_count; ++i)
|
|
if (sum[i] > max)
|
|
{
|
|
max = sum[i];
|
|
class_label = i;
|
|
}
|
|
|
|
delete[] sum;
|
|
int orig_class_label = class_labels->data.i[class_label];
|
|
|
|
return float(orig_class_label);
|
|
}
|
|
|
|
|
|
//===========================================================================
|
|
|
|
void CvGBTrees::write_params( CvFileStorage* fs ) const
|
|
{
|
|
const char* loss_function_type_str =
|
|
params.loss_function_type == SQUARED_LOSS ? "SquaredLoss" :
|
|
params.loss_function_type == ABSOLUTE_LOSS ? "AbsoluteLoss" :
|
|
params.loss_function_type == HUBER_LOSS ? "HuberLoss" :
|
|
params.loss_function_type == DEVIANCE_LOSS ? "DevianceLoss" : 0;
|
|
|
|
|
|
if( loss_function_type_str )
|
|
cvWriteString( fs, "loss_function", loss_function_type_str );
|
|
else
|
|
cvWriteInt( fs, "loss_function", params.loss_function_type );
|
|
|
|
cvWriteInt( fs, "ensemble_length", params.weak_count );
|
|
cvWriteReal( fs, "shrinkage", params.shrinkage );
|
|
cvWriteReal( fs, "subsample_portion", params.subsample_portion );
|
|
//cvWriteInt( fs, "max_tree_depth", params.max_depth );
|
|
//cvWriteString( fs, "use_surrogate_splits", params.use_surrogates ? "true" : "false");
|
|
if (class_labels) cvWrite( fs, "class_labels", class_labels);
|
|
|
|
data->is_classifier = !problem_type();
|
|
data->write_params( fs );
|
|
data->is_classifier = 0;
|
|
}
|
|
|
|
|
|
//===========================================================================
|
|
|
|
void CvGBTrees::read_params( CvFileStorage* fs, CvFileNode* fnode )
|
|
{
|
|
CV_FUNCNAME( "CvGBTrees::read_params" );
|
|
__BEGIN__;
|
|
|
|
|
|
CvFileNode* temp;
|
|
|
|
if( !fnode || !CV_NODE_IS_MAP(fnode->tag) )
|
|
return;
|
|
|
|
data = new CvDTreeTrainData();
|
|
CV_CALL( data->read_params(fs, fnode));
|
|
data->shared = true;
|
|
|
|
params.max_depth = data->params.max_depth;
|
|
params.min_sample_count = data->params.min_sample_count;
|
|
params.max_categories = data->params.max_categories;
|
|
params.priors = data->params.priors;
|
|
params.regression_accuracy = data->params.regression_accuracy;
|
|
params.use_surrogates = data->params.use_surrogates;
|
|
|
|
temp = cvGetFileNodeByName( fs, fnode, "loss_function" );
|
|
if( !temp )
|
|
EXIT;
|
|
|
|
if( temp && CV_NODE_IS_STRING(temp->tag) )
|
|
{
|
|
const char* loss_function_type_str = cvReadString( temp, "" );
|
|
params.loss_function_type = strcmp( loss_function_type_str, "SquaredLoss" ) == 0 ? SQUARED_LOSS :
|
|
strcmp( loss_function_type_str, "AbsoluteLoss" ) == 0 ? ABSOLUTE_LOSS :
|
|
strcmp( loss_function_type_str, "HuberLoss" ) == 0 ? HUBER_LOSS :
|
|
strcmp( loss_function_type_str, "DevianceLoss" ) == 0 ? DEVIANCE_LOSS : -1;
|
|
}
|
|
else
|
|
params.loss_function_type = cvReadInt( temp, -1 );
|
|
|
|
|
|
if( params.loss_function_type < SQUARED_LOSS || params.loss_function_type > DEVIANCE_LOSS || params.loss_function_type == 2)
|
|
CV_ERROR( CV_StsBadArg, "Unknown loss function" );
|
|
|
|
params.weak_count = cvReadIntByName( fs, fnode, "ensemble_length" );
|
|
params.shrinkage = (float)cvReadRealByName( fs, fnode, "shrinkage", 0.1 );
|
|
params.subsample_portion = (float)cvReadRealByName( fs, fnode, "subsample_portion", 1.0 );
|
|
|
|
if (data->is_classifier)
|
|
{
|
|
class_labels = (CvMat*)cvReadByName( fs, fnode, "class_labels" );
|
|
if( class_labels && !CV_IS_MAT(class_labels))
|
|
CV_ERROR( CV_StsParseError, "class_labels must stored as a matrix");
|
|
}
|
|
data->is_classifier = 0;
|
|
|
|
__END__;
|
|
}
|
|
|
|
|
|
|
|
|
|
void CvGBTrees::write( CvFileStorage* fs, const char* name ) const
|
|
{
|
|
CV_FUNCNAME( "CvGBTrees::write" );
|
|
|
|
__BEGIN__;
|
|
|
|
CvSeqReader reader;
|
|
int i;
|
|
std::string s;
|
|
|
|
cvStartWriteStruct( fs, name, CV_NODE_MAP, CV_TYPE_NAME_ML_GBT );
|
|
|
|
if( !weak )
|
|
CV_ERROR( CV_StsBadArg, "The model has not been trained yet" );
|
|
|
|
write_params( fs );
|
|
cvWriteReal( fs, "base_value", base_value);
|
|
cvWriteInt( fs, "class_count", class_count);
|
|
|
|
for ( int j=0; j < class_count; ++j )
|
|
{
|
|
s = cv::format("trees_%d", j);
|
|
cvStartWriteStruct( fs, s.c_str(), CV_NODE_SEQ );
|
|
|
|
cvStartReadSeq( weak[j], &reader );
|
|
|
|
for( i = 0; i < weak[j]->total; i++ )
|
|
{
|
|
CvDTree* tree;
|
|
CV_READ_SEQ_ELEM( tree, reader );
|
|
cvStartWriteStruct( fs, 0, CV_NODE_MAP );
|
|
tree->write( fs );
|
|
cvEndWriteStruct( fs );
|
|
}
|
|
|
|
cvEndWriteStruct( fs );
|
|
}
|
|
|
|
cvEndWriteStruct( fs );
|
|
|
|
__END__;
|
|
}
|
|
|
|
|
|
//===========================================================================
|
|
|
|
|
|
void CvGBTrees::read( CvFileStorage* fs, CvFileNode* node )
|
|
{
|
|
|
|
CV_FUNCNAME( "CvGBTrees::read" );
|
|
|
|
__BEGIN__;
|
|
|
|
CvSeqReader reader;
|
|
CvFileNode* trees_fnode;
|
|
CvMemStorage* storage;
|
|
int i, ntrees;
|
|
std::string s;
|
|
|
|
clear();
|
|
read_params( fs, node );
|
|
|
|
if( !data )
|
|
EXIT;
|
|
|
|
base_value = (float)cvReadRealByName( fs, node, "base_value", 0.0 );
|
|
class_count = cvReadIntByName( fs, node, "class_count", 1 );
|
|
|
|
weak = new pCvSeq[class_count];
|
|
|
|
|
|
for (int j=0; j<class_count; ++j)
|
|
{
|
|
s = cv::format("trees_%d", j);
|
|
|
|
trees_fnode = cvGetFileNodeByName( fs, node, s.c_str() );
|
|
if( !trees_fnode || !CV_NODE_IS_SEQ(trees_fnode->tag) )
|
|
CV_ERROR( CV_StsParseError, "<trees_x> tag is missing" );
|
|
|
|
cvStartReadSeq( trees_fnode->data.seq, &reader );
|
|
ntrees = trees_fnode->data.seq->total;
|
|
|
|
if( ntrees != params.weak_count )
|
|
CV_ERROR( CV_StsUnmatchedSizes,
|
|
"The number of trees stored does not match <ntrees> tag value" );
|
|
|
|
CV_CALL( storage = cvCreateMemStorage() );
|
|
weak[j] = cvCreateSeq( 0, sizeof(CvSeq), sizeof(CvDTree*), storage );
|
|
|
|
for( i = 0; i < ntrees; i++ )
|
|
{
|
|
CvDTree* tree = new CvDTree();
|
|
CV_CALL(tree->read( fs, (CvFileNode*)reader.ptr, data ));
|
|
CV_NEXT_SEQ_ELEM( reader.seq->elem_size, reader );
|
|
cvSeqPush( weak[j], &tree );
|
|
}
|
|
}
|
|
|
|
__END__;
|
|
}
|
|
|
|
//===========================================================================
|
|
|
|
class Sample_predictor
|
|
{
|
|
private:
|
|
const CvGBTrees* gbt;
|
|
float* predictions;
|
|
const CvMat* samples;
|
|
const CvMat* missing;
|
|
const CvMat* idx;
|
|
CvSlice slice;
|
|
|
|
public:
|
|
Sample_predictor() : gbt(0), predictions(0), samples(0), missing(0),
|
|
idx(0), slice(CV_WHOLE_SEQ)
|
|
{}
|
|
|
|
Sample_predictor(const CvGBTrees* _gbt, float* _predictions,
|
|
const CvMat* _samples, const CvMat* _missing,
|
|
const CvMat* _idx, CvSlice _slice=CV_WHOLE_SEQ) :
|
|
gbt(_gbt), predictions(_predictions), samples(_samples),
|
|
missing(_missing), idx(_idx), slice(_slice)
|
|
{}
|
|
|
|
|
|
Sample_predictor( const Sample_predictor& p, cv::Split ) :
|
|
gbt(p.gbt), predictions(p.predictions),
|
|
samples(p.samples), missing(p.missing), idx(p.idx),
|
|
slice(p.slice)
|
|
{}
|
|
|
|
|
|
virtual void operator()(const cv::BlockedRange& range) const
|
|
{
|
|
int begin = range.begin();
|
|
int end = range.end();
|
|
|
|
CvMat x;
|
|
CvMat miss;
|
|
|
|
for (int i=begin; i<end; ++i)
|
|
{
|
|
int j = idx ? idx->data.i[i] : i;
|
|
cvGetRow(samples, &x, j);
|
|
if (!missing)
|
|
{
|
|
predictions[i] = gbt->predict_serial(&x,0,0,slice);
|
|
}
|
|
else
|
|
{
|
|
cvGetRow(missing, &miss, j);
|
|
predictions[i] = gbt->predict_serial(&x,&miss,0,slice);
|
|
}
|
|
}
|
|
} // Sample_predictor::operator()
|
|
|
|
virtual ~Sample_predictor() {}
|
|
|
|
}; // class Sample_predictor
|
|
|
|
|
|
|
|
// type in {CV_TRAIN_ERROR, CV_TEST_ERROR}
|
|
float
|
|
CvGBTrees::calc_error( CvMLData* _data, int type, std::vector<float> *resp )
|
|
{
|
|
|
|
float err = 0.0f;
|
|
const CvMat* _sample_idx = (type == CV_TRAIN_ERROR) ?
|
|
_data->get_train_sample_idx() :
|
|
_data->get_test_sample_idx();
|
|
const CvMat* response = _data->get_responses();
|
|
|
|
int n = _sample_idx ? get_len(_sample_idx) : 0;
|
|
n = (type == CV_TRAIN_ERROR && n == 0) ? _data->get_values()->rows : n;
|
|
|
|
if (!n)
|
|
return -FLT_MAX;
|
|
|
|
float* pred_resp = 0;
|
|
if (resp)
|
|
{
|
|
resp->resize(n);
|
|
pred_resp = &((*resp)[0]);
|
|
}
|
|
else
|
|
pred_resp = new float[n];
|
|
|
|
Sample_predictor predictor = Sample_predictor(this, pred_resp, _data->get_values(),
|
|
_data->get_missing(), _sample_idx);
|
|
|
|
//#ifdef HAVE_TBB
|
|
// tbb::parallel_for(cv::BlockedRange(0,n), predictor, tbb::auto_partitioner());
|
|
//#else
|
|
cv::parallel_for(cv::BlockedRange(0,n), predictor);
|
|
//#endif
|
|
|
|
int* sidx = _sample_idx ? _sample_idx->data.i : 0;
|
|
int r_step = CV_IS_MAT_CONT(response->type) ?
|
|
1 : response->step / CV_ELEM_SIZE(response->type);
|
|
|
|
|
|
if ( !problem_type() )
|
|
{
|
|
for( int i = 0; i < n; i++ )
|
|
{
|
|
int si = sidx ? sidx[i] : i;
|
|
int d = fabs((double)pred_resp[i] - response->data.fl[si*r_step]) <= FLT_EPSILON ? 0 : 1;
|
|
err += d;
|
|
}
|
|
err = err / (float)n * 100.0f;
|
|
}
|
|
else
|
|
{
|
|
for( int i = 0; i < n; i++ )
|
|
{
|
|
int si = sidx ? sidx[i] : i;
|
|
float d = pred_resp[i] - response->data.fl[si*r_step];
|
|
err += d*d;
|
|
}
|
|
err = err / (float)n;
|
|
}
|
|
|
|
return err;
|
|
}
|
|
|
|
|
|
CvGBTrees::CvGBTrees( const cv::Mat& trainData, int tflag,
|
|
const cv::Mat& responses, const cv::Mat& varIdx,
|
|
const cv::Mat& sampleIdx, const cv::Mat& varType,
|
|
const cv::Mat& missingDataMask,
|
|
CvGBTreesParams _params )
|
|
{
|
|
data = 0;
|
|
weak = 0;
|
|
default_model_name = "my_boost_tree";
|
|
orig_response = sum_response = sum_response_tmp = 0;
|
|
subsample_train = subsample_test = 0;
|
|
missing = sample_idx = 0;
|
|
class_labels = 0;
|
|
class_count = 1;
|
|
delta = 0.0f;
|
|
|
|
clear();
|
|
|
|
train(trainData, tflag, responses, varIdx, sampleIdx, varType, missingDataMask, _params, false);
|
|
}
|
|
|
|
bool CvGBTrees::train( const cv::Mat& trainData, int tflag,
|
|
const cv::Mat& responses, const cv::Mat& varIdx,
|
|
const cv::Mat& sampleIdx, const cv::Mat& varType,
|
|
const cv::Mat& missingDataMask,
|
|
CvGBTreesParams _params,
|
|
bool update )
|
|
{
|
|
CvMat _trainData = trainData, _responses = responses;
|
|
CvMat _varIdx = varIdx, _sampleIdx = sampleIdx, _varType = varType;
|
|
CvMat _missingDataMask = missingDataMask;
|
|
|
|
return train( &_trainData, tflag, &_responses, varIdx.empty() ? 0 : &_varIdx,
|
|
sampleIdx.empty() ? 0 : &_sampleIdx, varType.empty() ? 0 : &_varType,
|
|
missingDataMask.empty() ? 0 : &_missingDataMask, _params, update);
|
|
}
|
|
|
|
float CvGBTrees::predict( const cv::Mat& sample, const cv::Mat& _missing,
|
|
const cv::Range& slice, int k ) const
|
|
{
|
|
CvMat _sample = sample, miss = _missing;
|
|
return predict(&_sample, _missing.empty() ? 0 : &miss, 0,
|
|
slice==cv::Range::all() ? CV_WHOLE_SEQ : cvSlice(slice.start, slice.end), k);
|
|
}
|