123456789101112131415161718192021222324252627282930313233343536373839404142434445464748495051525354555657585960616263646566676869707172737475767778798081828384858687888990919293949596979899100101102103104105106107108109110111112113114115116117118119120121122123124125126127128129130131132133134135136137138139140141142143144145146147148149150151152153154155156157158159160161162163164165166167168169170171172173174175176177178179180181182183184185186187188189190191192193194195196197198199200201202203204205206207208209210211212213214215216217218219220221222223224225226227228229230231232233234235236237238239240241242243244245246247248249250251252253254255256257258259260261262263264265266267268269270271272273274275276277278279280281282283284285286287288289290291292293294295296297298299300301302303304305306307308309310311312313314315316317318319320321322323324325326327328329330331332333334335336337338339340341342343344345346347348349350351352353354355356357358359360361362363364365366367368369370371372373374375376377378379380381382383384385386387388389390391392393394395396397398399400401402403404405406407408409410411412413414415416417418419420421422423424425426427428429430431432433434435436437438439440441442443444445446447448449450451452453454455456457458459460461462463464465466467468469470471472473474475476477478479480481482483484485486487488489490491492493494495496497498499500501502503504505506507508509510511512513514515516517518519520521522523524525526527528529530531532533534535536537538539540541542543544545546547548549550551552553554555556557558559560561562563564565566567568569570571572573574575576577578579580581582583584585586587588589590591592593594595596597598599600601602603604605606607608609610611612613614615616617618619620621622623624625626627628629630631632633634635636637638639640641642643644645646647648649650651652653654655656657658659660661662663664665666667668669670671672673674675676677678679680681682683684685686687688689690691692693694695696697698699700701702703704705706707708709710711712713714715716717718719720721722723724725726727728729730731732733734735736737738739740741742743744745746747748749750751752753754755756757758759760761762763764765766767768769770771772773774775776777778779780781782783784785786787788789790791792793794795796797798799800801802803804805806807808809810811812813814815816817818819820821822823824825826827828829830831832833834835836837838839840841842843844845846847848849850851852853854855856857858859860861862863864865866867868869870871872873874875876877878879880881882883884885886887888889890891892893894895896897898899900901902903904905906907908909910911912913914915916917918919920921922923924925926927928929930931932933934935936937938939940941942943944945946947948949950951952953954955956957958959960961962963964965966967968969970971972973974975976977978979980981982983984985986987988989990991992993994995996997998999100010011002100310041005100610071008100910101011101210131014101510161017101810191020102110221023102410251026102710281029103010311032103310341035103610371038103910401041104210431044104510461047104810491050105110521053105410551056105710581059106010611062106310641065106610671068106910701071107210731074107510761077107810791080108110821083108410851086108710881089109010911092109310941095109610971098109911001101110211031104110511061107110811091110111111121113111411151116111711181119112011211122112311241125112611271128112911301131113211331134113511361137113811391140114111421143114411451146114711481149115011511152115311541155115611571158115911601161116211631164116511661167116811691170117111721173117411751176117711781179118011811182118311841185118611871188118911901191119211931194119511961197119811991200120112021203120412051206120712081209121012111212121312141215121612171218121912201221122212231224122512261227122812291230123112321233123412351236123712381239124012411242124312441245124612471248124912501251125212531254125512561257125812591260126112621263126412651266126712681269127012711272127312741275127612771278127912801281128212831284128512861287128812891290129112921293129412951296129712981299130013011302130313041305130613071308130913101311131213131314131513161317131813191320132113221323132413251326132713281329133013311332133313341335133613371338133913401341134213431344134513461347134813491350135113521353135413551356135713581359136013611362136313641365136613671368136913701371137213731374137513761377137813791380138113821383138413851386138713881389139013911392139313941395139613971398139914001401140214031404140514061407140814091410141114121413141414151416141714181419142014211422142314241425142614271428142914301431143214331434143514361437143814391440144114421443144414451446144714481449145014511452145314541455145614571458145914601461146214631464146514661467146814691470147114721473147414751476147714781479148014811482148314841485148614871488148914901491149214931494149514961497149814991500150115021503150415051506150715081509151015111512151315141515151615171518151915201521152215231524152515261527152815291530153115321533153415351536153715381539154015411542154315441545154615471548154915501551155215531554155515561557155815591560156115621563156415651566156715681569157015711572157315741575157615771578157915801581158215831584158515861587158815891590159115921593159415951596159715981599160016011602160316041605160616071608160916101611161216131614161516161617161816191620162116221623162416251626162716281629163016311632163316341635163616371638163916401641164216431644164516461647164816491650165116521653165416551656165716581659166016611662166316641665166616671668166916701671167216731674167516761677167816791680168116821683168416851686168716881689169016911692169316941695169616971698169917001701170217031704170517061707170817091710171117121713171417151716171717181719172017211722172317241725172617271728172917301731173217331734173517361737173817391740174117421743174417451746174717481749175017511752175317541755175617571758175917601761176217631764176517661767176817691770177117721773177417751776177717781779178017811782178317841785178617871788178917901791179217931794179517961797179817991800180118021803180418051806180718081809181018111812181318141815181618171818181918201821182218231824182518261827182818291830183118321833183418351836183718381839184018411842184318441845184618471848184918501851185218531854185518561857185818591860186118621863186418651866186718681869187018711872187318741875187618771878187918801881188218831884188518861887188818891890189118921893189418951896189718981899190019011902190319041905190619071908190919101911191219131914191519161917191819191920192119221923192419251926192719281929193019311932193319341935193619371938193919401941194219431944194519461947194819491950195119521953195419551956195719581959196019611962196319641965196619671968196919701971197219731974197519761977197819791980198119821983198419851986198719881989199019911992199319941995199619971998199920002001200220032004200520062007200820092010201120122013201420152016201720182019202020212022202320242025202620272028202920302031203220332034203520362037203820392040204120422043204420452046204720482049205020512052205320542055205620572058205920602061206220632064206520662067206820692070207120722073207420752076207720782079208020812082208320842085208620872088208920902091209220932094209520962097209820992100210121022103210421052106210721082109211021112112211321142115211621172118211921202121212221232124212521262127212821292130213121322133213421352136213721382139214021412142214321442145214621472148214921502151215221532154215521562157215821592160 |
- /*M///////////////////////////////////////////////////////////////////////////////////////
- //
- // IMPORTANT: READ BEFORE DOWNLOADING, COPYING, INSTALLING OR USING.
- //
- // By downloading, copying, installing or using the software you agree to this license.
- // If you do not agree to this license, do not download, install,
- // copy or use the software.
- //
- //
- // Intel License Agreement
- //
- // Copyright (C) 2000, Intel Corporation, all rights reserved.
- // Third party copyrights are property of their respective owners.
- //
- // Redistribution and use in source and binary forms, with or without modification,
- // are permitted provided that the following conditions are met:
- //
- // * Redistribution's of source code must retain the above copyright notice,
- // this list of conditions and the following disclaimer.
- //
- // * Redistribution's in binary form must reproduce the above copyright notice,
- // this list of conditions and the following disclaimer in the documentation
- // and/or other materials provided with the distribution.
- //
- // * The name of Intel Corporation may not be used to endorse or promote products
- // derived from this software without specific prior written permission.
- //
- // This software is provided by the copyright holders and contributors "as is" and
- // any express or implied warranties, including, but not limited to, the implied
- // warranties of merchantability and fitness for a particular purpose are disclaimed.
- // In no event shall the Intel Corporation or contributors be liable for any direct,
- // indirect, incidental, special, exemplary, or consequential damages
- // (including, but not limited to, procurement of substitute goods or services;
- // loss of use, data, or profits; or business interruption) however caused
- // and on any theory of liability, whether in contract, strict liability,
- // or tort (including negligence or otherwise) arising in any way out of
- // the use of this software, even if advised of the possibility of such damage.
- //
- //M*/
- #include "old_ml_precomp.hpp"
- static inline double
- log_ratio( double val )
- {
- const double eps = 1e-5;
- val = MAX( val, eps );
- val = MIN( val, 1. - eps );
- return log( val/(1. - val) );
- }
- CvBoostParams::CvBoostParams()
- {
- boost_type = CvBoost::REAL;
- weak_count = 100;
- weight_trim_rate = 0.95;
- cv_folds = 0;
- max_depth = 1;
- }
- CvBoostParams::CvBoostParams( int _boost_type, int _weak_count,
- double _weight_trim_rate, int _max_depth,
- bool _use_surrogates, const float* _priors )
- {
- boost_type = _boost_type;
- weak_count = _weak_count;
- weight_trim_rate = _weight_trim_rate;
- split_criteria = CvBoost::DEFAULT;
- cv_folds = 0;
- max_depth = _max_depth;
- use_surrogates = _use_surrogates;
- priors = _priors;
- }
- ///////////////////////////////// CvBoostTree ///////////////////////////////////
- CvBoostTree::CvBoostTree()
- {
- ensemble = 0;
- }
- CvBoostTree::~CvBoostTree()
- {
- clear();
- }
- void
- CvBoostTree::clear()
- {
- CvDTree::clear();
- ensemble = 0;
- }
- bool
- CvBoostTree::train( CvDTreeTrainData* _train_data,
- const CvMat* _subsample_idx, CvBoost* _ensemble )
- {
- clear();
- ensemble = _ensemble;
- data = _train_data;
- data->shared = true;
- return do_train( _subsample_idx );
- }
- bool
- CvBoostTree::train( const CvMat*, int, const CvMat*, const CvMat*,
- const CvMat*, const CvMat*, const CvMat*, CvDTreeParams )
- {
- assert(0);
- return false;
- }
- bool
- CvBoostTree::train( CvDTreeTrainData*, const CvMat* )
- {
- assert(0);
- return false;
- }
- void
- CvBoostTree::scale( double _scale )
- {
- CvDTreeNode* node = root;
- // traverse the tree and scale all the node values
- for(;;)
- {
- CvDTreeNode* parent;
- for(;;)
- {
- node->value *= _scale;
- if( !node->left )
- break;
- node = node->left;
- }
- for( parent = node->parent; parent && parent->right == node;
- node = parent, parent = parent->parent )
- ;
- if( !parent )
- break;
- node = parent->right;
- }
- }
- void
- CvBoostTree::try_split_node( CvDTreeNode* node )
- {
- CvDTree::try_split_node( node );
- if( !node->left )
- {
- // if the node has not been split,
- // store the responses for the corresponding training samples
- double* weak_eval = ensemble->get_weak_response()->data.db;
- cv::AutoBuffer<int> inn_buf(node->sample_count);
- const int* labels = data->get_cv_labels(node, inn_buf.data());
- int i, count = node->sample_count;
- double value = node->value;
- for( i = 0; i < count; i++ )
- weak_eval[labels[i]] = value;
- }
- }
- double
- CvBoostTree::calc_node_dir( CvDTreeNode* node )
- {
- char* dir = (char*)data->direction->data.ptr;
- const double* weights = ensemble->get_subtree_weights()->data.db;
- int i, n = node->sample_count, vi = node->split->var_idx;
- double L, R;
- assert( !node->split->inversed );
- if( data->get_var_type(vi) >= 0 ) // split on categorical var
- {
- cv::AutoBuffer<int> inn_buf(n);
- const int* cat_labels = data->get_cat_var_data(node, vi, inn_buf.data());
- const int* subset = node->split->subset;
- double sum = 0, sum_abs = 0;
- for( i = 0; i < n; i++ )
- {
- int idx = ((cat_labels[i] == 65535) && data->is_buf_16u) ? -1 : cat_labels[i];
- double w = weights[i];
- int d = idx >= 0 ? CV_DTREE_CAT_DIR(idx,subset) : 0;
- sum += d*w; sum_abs += (d & 1)*w;
- dir[i] = (char)d;
- }
- R = (sum_abs + sum) * 0.5;
- L = (sum_abs - sum) * 0.5;
- }
- else // split on ordered var
- {
- cv::AutoBuffer<uchar> inn_buf(2*n*sizeof(int)+n*sizeof(float));
- float* values_buf = (float*)inn_buf.data();
- int* sorted_indices_buf = (int*)(values_buf + n);
- int* sample_indices_buf = sorted_indices_buf + n;
- const float* values = 0;
- const int* sorted_indices = 0;
- data->get_ord_var_data( node, vi, values_buf, sorted_indices_buf, &values, &sorted_indices, sample_indices_buf );
- int split_point = node->split->ord.split_point;
- int n1 = node->get_num_valid(vi);
- assert( 0 <= split_point && split_point < n1-1 );
- L = R = 0;
- for( i = 0; i <= split_point; i++ )
- {
- int idx = sorted_indices[i];
- double w = weights[idx];
- dir[idx] = (char)-1;
- L += w;
- }
- for( ; i < n1; i++ )
- {
- int idx = sorted_indices[i];
- double w = weights[idx];
- dir[idx] = (char)1;
- R += w;
- }
- for( ; i < n; i++ )
- dir[sorted_indices[i]] = (char)0;
- }
- node->maxlr = MAX( L, R );
- return node->split->quality/(L + R);
- }
- CvDTreeSplit*
- CvBoostTree::find_split_ord_class( CvDTreeNode* node, int vi, float init_quality,
- CvDTreeSplit* _split, uchar* _ext_buf )
- {
- const float epsilon = FLT_EPSILON*2;
- const double* weights = ensemble->get_subtree_weights()->data.db;
- int n = node->sample_count;
- int n1 = node->get_num_valid(vi);
- cv::AutoBuffer<uchar> inn_buf;
- if( !_ext_buf )
- inn_buf.allocate(n*(3*sizeof(int)+sizeof(float)));
- uchar* ext_buf = _ext_buf ? _ext_buf : inn_buf.data();
- float* values_buf = (float*)ext_buf;
- int* sorted_indices_buf = (int*)(values_buf + n);
- int* sample_indices_buf = sorted_indices_buf + n;
- const float* values = 0;
- const int* sorted_indices = 0;
- data->get_ord_var_data( node, vi, values_buf, sorted_indices_buf, &values, &sorted_indices, sample_indices_buf );
- int* responses_buf = sorted_indices_buf + n;
- const int* responses = data->get_class_labels( node, responses_buf );
- const double* rcw0 = weights + n;
- double lcw[2] = {0,0}, rcw[2];
- int i, best_i = -1;
- double best_val = init_quality;
- int boost_type = ensemble->get_params().boost_type;
- int split_criteria = ensemble->get_params().split_criteria;
- rcw[0] = rcw0[0]; rcw[1] = rcw0[1];
- for( i = n1; i < n; i++ )
- {
- int idx = sorted_indices[i];
- double w = weights[idx];
- rcw[responses[idx]] -= w;
- }
- if( split_criteria != CvBoost::GINI && split_criteria != CvBoost::MISCLASS )
- split_criteria = boost_type == CvBoost::DISCRETE ? CvBoost::MISCLASS : CvBoost::GINI;
- if( split_criteria == CvBoost::GINI )
- {
- double L = 0, R = rcw[0] + rcw[1];
- double lsum2 = 0, rsum2 = rcw[0]*rcw[0] + rcw[1]*rcw[1];
- for( i = 0; i < n1 - 1; i++ )
- {
- int idx = sorted_indices[i];
- double w = weights[idx], w2 = w*w;
- double lv, rv;
- idx = responses[idx];
- L += w; R -= w;
- lv = lcw[idx]; rv = rcw[idx];
- lsum2 += 2*lv*w + w2;
- rsum2 -= 2*rv*w - w2;
- lcw[idx] = lv + w; rcw[idx] = rv - w;
- if( values[i] + epsilon < values[i+1] )
- {
- double val = (lsum2*R + rsum2*L)/(L*R);
- if( best_val < val )
- {
- best_val = val;
- best_i = i;
- }
- }
- }
- }
- else
- {
- for( i = 0; i < n1 - 1; i++ )
- {
- int idx = sorted_indices[i];
- double w = weights[idx];
- idx = responses[idx];
- lcw[idx] += w;
- rcw[idx] -= w;
- if( values[i] + epsilon < values[i+1] )
- {
- double val = lcw[0] + rcw[1], val2 = lcw[1] + rcw[0];
- val = MAX(val, val2);
- if( best_val < val )
- {
- best_val = val;
- best_i = i;
- }
- }
- }
- }
- CvDTreeSplit* split = 0;
- if( best_i >= 0 )
- {
- split = _split ? _split : data->new_split_ord( 0, 0.0f, 0, 0, 0.0f );
- split->var_idx = vi;
- split->ord.c = (values[best_i] + values[best_i+1])*0.5f;
- split->ord.split_point = best_i;
- split->inversed = 0;
- split->quality = (float)best_val;
- }
- return split;
- }
- template<typename T>
- class LessThanPtr
- {
- public:
- bool operator()(T* a, T* b) const { return *a < *b; }
- };
- CvDTreeSplit*
- CvBoostTree::find_split_cat_class( CvDTreeNode* node, int vi, float init_quality, CvDTreeSplit* _split, uchar* _ext_buf )
- {
- int ci = data->get_var_type(vi);
- int n = node->sample_count;
- int mi = data->cat_count->data.i[ci];
- int base_size = (2*mi+3)*sizeof(double) + mi*sizeof(double*);
- cv::AutoBuffer<uchar> inn_buf((2*mi+3)*sizeof(double) + mi*sizeof(double*));
- if( !_ext_buf)
- inn_buf.allocate( base_size + 2*n*sizeof(int) );
- uchar* base_buf = inn_buf.data();
- uchar* ext_buf = _ext_buf ? _ext_buf : base_buf + base_size;
- int* cat_labels_buf = (int*)ext_buf;
- const int* cat_labels = data->get_cat_var_data(node, vi, cat_labels_buf);
- int* responses_buf = cat_labels_buf + n;
- const int* responses = data->get_class_labels(node, responses_buf);
- double lcw[2]={0,0}, rcw[2]={0,0};
- double* cjk = (double*)cv::alignPtr(base_buf,sizeof(double))+2;
- const double* weights = ensemble->get_subtree_weights()->data.db;
- double** dbl_ptr = (double**)(cjk + 2*mi);
- int i, j, k, idx;
- double L = 0, R;
- double best_val = init_quality;
- int best_subset = -1, subset_i;
- int boost_type = ensemble->get_params().boost_type;
- int split_criteria = ensemble->get_params().split_criteria;
- // init array of counters:
- // c_{jk} - number of samples that have vi-th input variable = j and response = k.
- for( j = -1; j < mi; j++ )
- cjk[j*2] = cjk[j*2+1] = 0;
- for( i = 0; i < n; i++ )
- {
- double w = weights[i];
- j = ((cat_labels[i] == 65535) && data->is_buf_16u) ? -1 : cat_labels[i];
- k = responses[i];
- cjk[j*2 + k] += w;
- }
- for( j = 0; j < mi; j++ )
- {
- rcw[0] += cjk[j*2];
- rcw[1] += cjk[j*2+1];
- dbl_ptr[j] = cjk + j*2 + 1;
- }
- R = rcw[0] + rcw[1];
- if( split_criteria != CvBoost::GINI && split_criteria != CvBoost::MISCLASS )
- split_criteria = boost_type == CvBoost::DISCRETE ? CvBoost::MISCLASS : CvBoost::GINI;
- // sort rows of c_jk by increasing c_j,1
- // (i.e. by the weight of samples in j-th category that belong to class 1)
- std::sort(dbl_ptr, dbl_ptr + mi, LessThanPtr<double>());
- for( subset_i = 0; subset_i < mi-1; subset_i++ )
- {
- idx = (int)(dbl_ptr[subset_i] - cjk)/2;
- const double* crow = cjk + idx*2;
- double w0 = crow[0], w1 = crow[1];
- double weight = w0 + w1;
- if( weight < FLT_EPSILON )
- continue;
- lcw[0] += w0; rcw[0] -= w0;
- lcw[1] += w1; rcw[1] -= w1;
- if( split_criteria == CvBoost::GINI )
- {
- double lsum2 = lcw[0]*lcw[0] + lcw[1]*lcw[1];
- double rsum2 = rcw[0]*rcw[0] + rcw[1]*rcw[1];
- L += weight;
- R -= weight;
- if( L > FLT_EPSILON && R > FLT_EPSILON )
- {
- double val = (lsum2*R + rsum2*L)/(L*R);
- if( best_val < val )
- {
- best_val = val;
- best_subset = subset_i;
- }
- }
- }
- else
- {
- double val = lcw[0] + rcw[1];
- double val2 = lcw[1] + rcw[0];
- val = MAX(val, val2);
- if( best_val < val )
- {
- best_val = val;
- best_subset = subset_i;
- }
- }
- }
- CvDTreeSplit* split = 0;
- if( best_subset >= 0 )
- {
- split = _split ? _split : data->new_split_cat( 0, -1.0f);
- split->var_idx = vi;
- split->quality = (float)best_val;
- memset( split->subset, 0, (data->max_c_count + 31)/32 * sizeof(int));
- for( i = 0; i <= best_subset; i++ )
- {
- idx = (int)(dbl_ptr[i] - cjk) >> 1;
- split->subset[idx >> 5] |= 1 << (idx & 31);
- }
- }
- return split;
- }
- CvDTreeSplit*
- CvBoostTree::find_split_ord_reg( CvDTreeNode* node, int vi, float init_quality, CvDTreeSplit* _split, uchar* _ext_buf )
- {
- const float epsilon = FLT_EPSILON*2;
- const double* weights = ensemble->get_subtree_weights()->data.db;
- int n = node->sample_count;
- int n1 = node->get_num_valid(vi);
- cv::AutoBuffer<uchar> inn_buf;
- if( !_ext_buf )
- inn_buf.allocate(2*n*(sizeof(int)+sizeof(float)));
- uchar* ext_buf = _ext_buf ? _ext_buf : inn_buf.data();
- float* values_buf = (float*)ext_buf;
- int* indices_buf = (int*)(values_buf + n);
- int* sample_indices_buf = indices_buf + n;
- const float* values = 0;
- const int* indices = 0;
- data->get_ord_var_data( node, vi, values_buf, indices_buf, &values, &indices, sample_indices_buf );
- float* responses_buf = (float*)(indices_buf + n);
- const float* responses = data->get_ord_responses( node, responses_buf, sample_indices_buf );
- int i, best_i = -1;
- double L = 0, R = weights[n];
- double best_val = init_quality, lsum = 0, rsum = node->value*R;
- // compensate for missing values
- for( i = n1; i < n; i++ )
- {
- int idx = indices[i];
- double w = weights[idx];
- rsum -= responses[idx]*w;
- R -= w;
- }
- // find the optimal split
- for( i = 0; i < n1 - 1; i++ )
- {
- int idx = indices[i];
- double w = weights[idx];
- double t = responses[idx]*w;
- L += w; R -= w;
- lsum += t; rsum -= t;
- if( values[i] + epsilon < values[i+1] )
- {
- double val = (lsum*lsum*R + rsum*rsum*L)/(L*R);
- if( best_val < val )
- {
- best_val = val;
- best_i = i;
- }
- }
- }
- CvDTreeSplit* split = 0;
- if( best_i >= 0 )
- {
- split = _split ? _split : data->new_split_ord( 0, 0.0f, 0, 0, 0.0f );
- split->var_idx = vi;
- split->ord.c = (values[best_i] + values[best_i+1])*0.5f;
- split->ord.split_point = best_i;
- split->inversed = 0;
- split->quality = (float)best_val;
- }
- return split;
- }
- CvDTreeSplit*
- CvBoostTree::find_split_cat_reg( CvDTreeNode* node, int vi, float init_quality, CvDTreeSplit* _split, uchar* _ext_buf )
- {
- const double* weights = ensemble->get_subtree_weights()->data.db;
- int ci = data->get_var_type(vi);
- int n = node->sample_count;
- int mi = data->cat_count->data.i[ci];
- int base_size = (2*mi+3)*sizeof(double) + mi*sizeof(double*);
- cv::AutoBuffer<uchar> inn_buf(base_size);
- if( !_ext_buf )
- inn_buf.allocate(base_size + n*(2*sizeof(int) + sizeof(float)));
- uchar* base_buf = inn_buf.data();
- uchar* ext_buf = _ext_buf ? _ext_buf : base_buf + base_size;
- int* cat_labels_buf = (int*)ext_buf;
- const int* cat_labels = data->get_cat_var_data(node, vi, cat_labels_buf);
- float* responses_buf = (float*)(cat_labels_buf + n);
- int* sample_indices_buf = (int*)(responses_buf + n);
- const float* responses = data->get_ord_responses(node, responses_buf, sample_indices_buf);
- double* sum = (double*)cv::alignPtr(base_buf,sizeof(double)) + 1;
- double* counts = sum + mi + 1;
- double** sum_ptr = (double**)(counts + mi);
- double L = 0, R = 0, best_val = init_quality, lsum = 0, rsum = 0;
- int i, best_subset = -1, subset_i;
- for( i = -1; i < mi; i++ )
- sum[i] = counts[i] = 0;
- // calculate sum response and weight of each category of the input var
- for( i = 0; i < n; i++ )
- {
- int idx = ((cat_labels[i] == 65535) && data->is_buf_16u) ? -1 : cat_labels[i];
- double w = weights[i];
- double s = sum[idx] + responses[i]*w;
- double nc = counts[idx] + w;
- sum[idx] = s;
- counts[idx] = nc;
- }
- // calculate average response in each category
- for( i = 0; i < mi; i++ )
- {
- R += counts[i];
- rsum += sum[i];
- sum[i] = fabs(counts[i]) > DBL_EPSILON ? sum[i]/counts[i] : 0;
- sum_ptr[i] = sum + i;
- }
- std::sort(sum_ptr, sum_ptr + mi, LessThanPtr<double>());
- // revert back to unnormalized sums
- // (there should be a very little loss in accuracy)
- for( i = 0; i < mi; i++ )
- sum[i] *= counts[i];
- for( subset_i = 0; subset_i < mi-1; subset_i++ )
- {
- int idx = (int)(sum_ptr[subset_i] - sum);
- double ni = counts[idx];
- if( ni > FLT_EPSILON )
- {
- double s = sum[idx];
- lsum += s; L += ni;
- rsum -= s; R -= ni;
- if( L > FLT_EPSILON && R > FLT_EPSILON )
- {
- double val = (lsum*lsum*R + rsum*rsum*L)/(L*R);
- if( best_val < val )
- {
- best_val = val;
- best_subset = subset_i;
- }
- }
- }
- }
- CvDTreeSplit* split = 0;
- if( best_subset >= 0 )
- {
- split = _split ? _split : data->new_split_cat( 0, -1.0f);
- split->var_idx = vi;
- split->quality = (float)best_val;
- memset( split->subset, 0, (data->max_c_count + 31)/32 * sizeof(int));
- for( i = 0; i <= best_subset; i++ )
- {
- int idx = (int)(sum_ptr[i] - sum);
- split->subset[idx >> 5] |= 1 << (idx & 31);
- }
- }
- return split;
- }
- CvDTreeSplit*
- CvBoostTree::find_surrogate_split_ord( CvDTreeNode* node, int vi, uchar* _ext_buf )
- {
- const float epsilon = FLT_EPSILON*2;
- int n = node->sample_count;
- cv::AutoBuffer<uchar> inn_buf;
- if( !_ext_buf )
- inn_buf.allocate(n*(2*sizeof(int)+sizeof(float)));
- uchar* ext_buf = _ext_buf ? _ext_buf : inn_buf.data();
- float* values_buf = (float*)ext_buf;
- int* indices_buf = (int*)(values_buf + n);
- int* sample_indices_buf = indices_buf + n;
- const float* values = 0;
- const int* indices = 0;
- data->get_ord_var_data( node, vi, values_buf, indices_buf, &values, &indices, sample_indices_buf );
- const double* weights = ensemble->get_subtree_weights()->data.db;
- const char* dir = (char*)data->direction->data.ptr;
- int n1 = node->get_num_valid(vi);
- // LL - number of samples that both the primary and the surrogate splits send to the left
- // LR - ... primary split sends to the left and the surrogate split sends to the right
- // RL - ... primary split sends to the right and the surrogate split sends to the left
- // RR - ... both send to the right
- int i, best_i = -1, best_inversed = 0;
- double best_val;
- double LL = 0, RL = 0, LR, RR;
- double worst_val = node->maxlr;
- double sum = 0, sum_abs = 0;
- best_val = worst_val;
- for( i = 0; i < n1; i++ )
- {
- int idx = indices[i];
- double w = weights[idx];
- int d = dir[idx];
- sum += d*w; sum_abs += (d & 1)*w;
- }
- // sum_abs = R + L; sum = R - L
- RR = (sum_abs + sum)*0.5;
- LR = (sum_abs - sum)*0.5;
- // initially all the samples are sent to the right by the surrogate split,
- // LR of them are sent to the left by primary split, and RR - to the right.
- // now iteratively compute LL, LR, RL and RR for every possible surrogate split value.
- for( i = 0; i < n1 - 1; i++ )
- {
- int idx = indices[i];
- double w = weights[idx];
- int d = dir[idx];
- if( d < 0 )
- {
- LL += w; LR -= w;
- if( LL + RR > best_val && values[i] + epsilon < values[i+1] )
- {
- best_val = LL + RR;
- best_i = i; best_inversed = 0;
- }
- }
- else if( d > 0 )
- {
- RL += w; RR -= w;
- if( RL + LR > best_val && values[i] + epsilon < values[i+1] )
- {
- best_val = RL + LR;
- best_i = i; best_inversed = 1;
- }
- }
- }
- return best_i >= 0 && best_val > node->maxlr ? data->new_split_ord( vi,
- (values[best_i] + values[best_i+1])*0.5f, best_i,
- best_inversed, (float)best_val ) : 0;
- }
- CvDTreeSplit*
- CvBoostTree::find_surrogate_split_cat( CvDTreeNode* node, int vi, uchar* _ext_buf )
- {
- const char* dir = (char*)data->direction->data.ptr;
- const double* weights = ensemble->get_subtree_weights()->data.db;
- int n = node->sample_count;
- int i, mi = data->cat_count->data.i[data->get_var_type(vi)];
- int base_size = (2*mi+3)*sizeof(double);
- cv::AutoBuffer<uchar> inn_buf(base_size);
- if( !_ext_buf )
- inn_buf.allocate(base_size + n*sizeof(int));
- uchar* ext_buf = _ext_buf ? _ext_buf : inn_buf.data();
- int* cat_labels_buf = (int*)ext_buf;
- const int* cat_labels = data->get_cat_var_data(node, vi, cat_labels_buf);
- // LL - number of samples that both the primary and the surrogate splits send to the left
- // LR - ... primary split sends to the left and the surrogate split sends to the right
- // RL - ... primary split sends to the right and the surrogate split sends to the left
- // RR - ... both send to the right
- CvDTreeSplit* split = data->new_split_cat( vi, 0 );
- double best_val = 0;
- double* lc = (double*)cv::alignPtr(cat_labels_buf + n, sizeof(double)) + 1;
- double* rc = lc + mi + 1;
- for( i = -1; i < mi; i++ )
- lc[i] = rc[i] = 0;
- // 1. for each category calculate the weight of samples
- // sent to the left (lc) and to the right (rc) by the primary split
- for( i = 0; i < n; i++ )
- {
- int idx = ((cat_labels[i] == 65535) && data->is_buf_16u) ? -1 : cat_labels[i];
- double w = weights[i];
- int d = dir[i];
- double sum = lc[idx] + d*w;
- double sum_abs = rc[idx] + (d & 1)*w;
- lc[idx] = sum; rc[idx] = sum_abs;
- }
- for( i = 0; i < mi; i++ )
- {
- double sum = lc[i];
- double sum_abs = rc[i];
- lc[i] = (sum_abs - sum) * 0.5;
- rc[i] = (sum_abs + sum) * 0.5;
- }
- // 2. now form the split.
- // in each category send all the samples to the same direction as majority
- for( i = 0; i < mi; i++ )
- {
- double lval = lc[i], rval = rc[i];
- if( lval > rval )
- {
- split->subset[i >> 5] |= 1 << (i & 31);
- best_val += lval;
- }
- else
- best_val += rval;
- }
- split->quality = (float)best_val;
- if( split->quality <= node->maxlr )
- cvSetRemoveByPtr( data->split_heap, split ), split = 0;
- return split;
- }
- void
- CvBoostTree::calc_node_value( CvDTreeNode* node )
- {
- int i, n = node->sample_count;
- const double* weights = ensemble->get_weights()->data.db;
- cv::AutoBuffer<uchar> inn_buf(n*(sizeof(int) + ( data->is_classifier ? sizeof(int) : sizeof(int) + sizeof(float))));
- int* labels_buf = (int*)inn_buf.data();
- const int* labels = data->get_cv_labels(node, labels_buf);
- double* subtree_weights = ensemble->get_subtree_weights()->data.db;
- double rcw[2] = {0,0};
- int boost_type = ensemble->get_params().boost_type;
- if( data->is_classifier )
- {
- int* _responses_buf = labels_buf + n;
- const int* _responses = data->get_class_labels(node, _responses_buf);
- int m = data->get_num_classes();
- int* cls_count = data->counts->data.i;
- for( int k = 0; k < m; k++ )
- cls_count[k] = 0;
- for( i = 0; i < n; i++ )
- {
- int idx = labels[i];
- double w = weights[idx];
- int r = _responses[i];
- rcw[r] += w;
- cls_count[r]++;
- subtree_weights[i] = w;
- }
- node->class_idx = rcw[1] > rcw[0];
- if( boost_type == CvBoost::DISCRETE )
- {
- // ignore cat_map for responses, and use {-1,1},
- // as the whole ensemble response is computes as sign(sum_i(weak_response_i)
- node->value = node->class_idx*2 - 1;
- }
- else
- {
- double p = rcw[1]/(rcw[0] + rcw[1]);
- assert( boost_type == CvBoost::REAL );
- // store log-ratio of the probability
- node->value = 0.5*log_ratio(p);
- }
- }
- else
- {
- // in case of regression tree:
- // * node value is 1/n*sum_i(Y_i), where Y_i is i-th response,
- // n is the number of samples in the node.
- // * node risk is the sum of squared errors: sum_i((Y_i - <node_value>)^2)
- double sum = 0, sum2 = 0, iw;
- float* values_buf = (float*)(labels_buf + n);
- int* sample_indices_buf = (int*)(values_buf + n);
- const float* values = data->get_ord_responses(node, values_buf, sample_indices_buf);
- for( i = 0; i < n; i++ )
- {
- int idx = labels[i];
- double w = weights[idx]/*priors[values[i] > 0]*/;
- double t = values[i];
- rcw[0] += w;
- subtree_weights[i] = w;
- sum += t*w;
- sum2 += t*t*w;
- }
- iw = 1./rcw[0];
- node->value = sum*iw;
- node->node_risk = sum2 - (sum*iw)*sum;
- // renormalize the risk, as in try_split_node the unweighted formula
- // sqrt(risk)/n is used, rather than sqrt(risk)/sum(weights_i)
- node->node_risk *= n*iw*n*iw;
- }
- // store summary weights
- subtree_weights[n] = rcw[0];
- subtree_weights[n+1] = rcw[1];
- }
- void CvBoostTree::read( const cv::FileNode& fnode, CvBoost* _ensemble, CvDTreeTrainData* _data )
- {
- CvDTree::read( fnode, _data );
- ensemble = _ensemble;
- }
- void CvBoostTree::read( cv::FileNode& )
- {
- assert(0);
- }
- void CvBoostTree::read( cv::FileNode& _node,
- CvDTreeTrainData* _data )
- {
- CvDTree::read( _node, _data );
- }
- /////////////////////////////////// CvBoost /////////////////////////////////////
- CvBoost::CvBoost()
- {
- data = 0;
- weak = 0;
- default_model_name = "my_boost_tree";
- active_vars = active_vars_abs = orig_response = sum_response = weak_eval =
- subsample_mask = weights = subtree_weights = 0;
- have_active_cat_vars = have_subsample = false;
- clear();
- }
- void CvBoost::prune( CvSlice slice )
- {
- if( weak && weak->total > 0 )
- {
- CvSeqReader reader;
- int i, count = cvSliceLength( slice, weak );
- cvStartReadSeq( weak, &reader );
- cvSetSeqReaderPos( &reader, slice.start_index );
- for( i = 0; i < count; i++ )
- {
- CvBoostTree* w;
- CV_READ_SEQ_ELEM( w, reader );
- delete w;
- }
- cvSeqRemoveSlice( weak, slice );
- }
- }
- void CvBoost::clear()
- {
- if( weak )
- {
- prune( CV_WHOLE_SEQ );
- cvReleaseMemStorage( &weak->storage );
- }
- if( data )
- delete data;
- weak = 0;
- data = 0;
- cvReleaseMat( &active_vars );
- cvReleaseMat( &active_vars_abs );
- cvReleaseMat( &orig_response );
- cvReleaseMat( &sum_response );
- cvReleaseMat( &weak_eval );
- cvReleaseMat( &subsample_mask );
- cvReleaseMat( &weights );
- cvReleaseMat( &subtree_weights );
- have_subsample = false;
- }
- CvBoost::~CvBoost()
- {
- clear();
- }
- CvBoost::CvBoost( const CvMat* _train_data, int _tflag,
- const CvMat* _responses, const CvMat* _var_idx,
- const CvMat* _sample_idx, const CvMat* _var_type,
- const CvMat* _missing_mask, CvBoostParams _params )
- {
- weak = 0;
- data = 0;
- default_model_name = "my_boost_tree";
- active_vars = active_vars_abs = orig_response = sum_response = weak_eval =
- subsample_mask = weights = subtree_weights = 0;
- train( _train_data, _tflag, _responses, _var_idx, _sample_idx,
- _var_type, _missing_mask, _params );
- }
- bool
- CvBoost::set_params( const CvBoostParams& _params )
- {
- bool ok = false;
- CV_FUNCNAME( "CvBoost::set_params" );
- __BEGIN__;
- params = _params;
- if( params.boost_type != DISCRETE && params.boost_type != REAL &&
- params.boost_type != LOGIT && params.boost_type != GENTLE )
- CV_ERROR( CV_StsBadArg, "Unknown/unsupported boosting type" );
- params.weak_count = MAX( params.weak_count, 1 );
- params.weight_trim_rate = MAX( params.weight_trim_rate, 0. );
- params.weight_trim_rate = MIN( params.weight_trim_rate, 1. );
- if( params.weight_trim_rate < FLT_EPSILON )
- params.weight_trim_rate = 1.f;
- if( params.boost_type == DISCRETE &&
- params.split_criteria != GINI && params.split_criteria != MISCLASS )
- params.split_criteria = MISCLASS;
- if( params.boost_type == REAL &&
- params.split_criteria != GINI && params.split_criteria != MISCLASS )
- params.split_criteria = GINI;
- if( (params.boost_type == LOGIT || params.boost_type == GENTLE) &&
- params.split_criteria != SQERR )
- params.split_criteria = SQERR;
- ok = true;
- __END__;
- return ok;
- }
- bool
- CvBoost::train( const CvMat* _train_data, int _tflag,
- const CvMat* _responses, const CvMat* _var_idx,
- const CvMat* _sample_idx, const CvMat* _var_type,
- const CvMat* _missing_mask,
- CvBoostParams _params, bool _update )
- {
- bool ok = false;
- CvMemStorage* storage = 0;
- CV_FUNCNAME( "CvBoost::train" );
- __BEGIN__;
- int i;
- set_params( _params );
- cvReleaseMat( &active_vars );
- cvReleaseMat( &active_vars_abs );
- if( !_update || !data )
- {
- clear();
- data = new CvDTreeTrainData( _train_data, _tflag, _responses, _var_idx,
- _sample_idx, _var_type, _missing_mask, _params, true, true );
- if( data->get_num_classes() != 2 )
- CV_ERROR( CV_StsNotImplemented,
- "Boosted trees can only be used for 2-class classification." );
- CV_CALL( storage = cvCreateMemStorage() );
- weak = cvCreateSeq( 0, sizeof(CvSeq), sizeof(CvBoostTree*), storage );
- storage = 0;
- }
- else
- {
- data->set_data( _train_data, _tflag, _responses, _var_idx,
- _sample_idx, _var_type, _missing_mask, _params, true, true, true );
- }
- if ( (_params.boost_type == LOGIT) || (_params.boost_type == GENTLE) )
- data->do_responses_copy();
- update_weights( 0 );
- for( i = 0; i < params.weak_count; i++ )
- {
- CvBoostTree* tree = new CvBoostTree;
- if( !tree->train( data, subsample_mask, this ) )
- {
- delete tree;
- break;
- }
- //cvCheckArr( get_weak_response());
- cvSeqPush( weak, &tree );
- update_weights( tree );
- trim_weights();
- if( cvCountNonZero(subsample_mask) == 0 )
- break;
- }
- if(weak->total > 0)
- {
- get_active_vars(); // recompute active_vars* maps and condensed_idx's in the splits.
- data->is_classifier = true;
- data->free_train_data();
- ok = true;
- }
- else
- clear();
- __END__;
- return ok;
- }
- bool CvBoost::train( CvMLData* _data,
- CvBoostParams _params,
- bool update )
- {
- bool result = false;
- CV_FUNCNAME( "CvBoost::train" );
- __BEGIN__;
- const CvMat* values = _data->get_values();
- const CvMat* response = _data->get_responses();
- const CvMat* missing = _data->get_missing();
- const CvMat* var_types = _data->get_var_types();
- const CvMat* train_sidx = _data->get_train_sample_idx();
- const CvMat* var_idx = _data->get_var_idx();
- CV_CALL( result = train( values, CV_ROW_SAMPLE, response, var_idx,
- train_sidx, var_types, missing, _params, update ) );
- __END__;
- return result;
- }
- void CvBoost::initialize_weights(double (&p)[2])
- {
- p[0] = 1.;
- p[1] = 1.;
- }
- void
- CvBoost::update_weights( CvBoostTree* tree )
- {
- CV_FUNCNAME( "CvBoost::update_weights" );
- __BEGIN__;
- int i, n = data->sample_count;
- double sumw = 0.;
- int step = 0;
- float* fdata = 0;
- int *sample_idx_buf;
- const int* sample_idx = 0;
- cv::AutoBuffer<uchar> inn_buf;
- size_t _buf_size = (params.boost_type == LOGIT) || (params.boost_type == GENTLE) ? (size_t)(data->sample_count)*sizeof(int) : 0;
- if( !tree )
- _buf_size += n*sizeof(int);
- else
- {
- if( have_subsample )
- _buf_size += data->get_length_subbuf()*(sizeof(float)+sizeof(uchar));
- }
- inn_buf.allocate(_buf_size);
- uchar* cur_buf_pos = inn_buf.data();
- if ( (params.boost_type == LOGIT) || (params.boost_type == GENTLE) )
- {
- step = CV_IS_MAT_CONT(data->responses_copy->type) ?
- 1 : data->responses_copy->step / CV_ELEM_SIZE(data->responses_copy->type);
- fdata = data->responses_copy->data.fl;
- sample_idx_buf = (int*)cur_buf_pos;
- cur_buf_pos = (uchar*)(sample_idx_buf + data->sample_count);
- sample_idx = data->get_sample_indices( data->data_root, sample_idx_buf );
- }
- CvMat* dtree_data_buf = data->buf;
- size_t length_buf_row = data->get_length_subbuf();
- if( !tree ) // before training the first tree, initialize weights and other parameters
- {
- int* class_labels_buf = (int*)cur_buf_pos;
- cur_buf_pos = (uchar*)(class_labels_buf + n);
- const int* class_labels = data->get_class_labels(data->data_root, class_labels_buf);
- // in case of logitboost and gentle adaboost each weak tree is a regression tree,
- // so we need to convert class labels to floating-point values
- double w0 = 1./ n;
- double p[2] = { 1., 1. };
- initialize_weights(p);
- cvReleaseMat( &orig_response );
- cvReleaseMat( &sum_response );
- cvReleaseMat( &weak_eval );
- cvReleaseMat( &subsample_mask );
- cvReleaseMat( &weights );
- cvReleaseMat( &subtree_weights );
- CV_CALL( orig_response = cvCreateMat( 1, n, CV_32S ));
- CV_CALL( weak_eval = cvCreateMat( 1, n, CV_64F ));
- CV_CALL( subsample_mask = cvCreateMat( 1, n, CV_8U ));
- CV_CALL( weights = cvCreateMat( 1, n, CV_64F ));
- CV_CALL( subtree_weights = cvCreateMat( 1, n + 2, CV_64F ));
- if( data->have_priors )
- {
- // compute weight scale for each class from their prior probabilities
- int c1 = 0;
- for( i = 0; i < n; i++ )
- c1 += class_labels[i];
- p[0] = data->priors->data.db[0]*(c1 < n ? 1./(n - c1) : 0.);
- p[1] = data->priors->data.db[1]*(c1 > 0 ? 1./c1 : 0.);
- p[0] /= p[0] + p[1];
- p[1] = 1. - p[0];
- }
- if (data->is_buf_16u)
- {
- unsigned short* labels = (unsigned short*)(dtree_data_buf->data.s + data->data_root->buf_idx*length_buf_row +
- data->data_root->offset + (size_t)(data->work_var_count-1)*data->sample_count);
- for( i = 0; i < n; i++ )
- {
- // save original categorical responses {0,1}, convert them to {-1,1}
- orig_response->data.i[i] = class_labels[i]*2 - 1;
- // make all the samples active at start.
- // later, in trim_weights() deactivate/reactive again some, if need
- subsample_mask->data.ptr[i] = (uchar)1;
- // make all the initial weights the same.
- weights->data.db[i] = w0*p[class_labels[i]];
- // set the labels to find (from within weak tree learning proc)
- // the particular sample weight, and where to store the response.
- labels[i] = (unsigned short)i;
- }
- }
- else
- {
- int* labels = dtree_data_buf->data.i + data->data_root->buf_idx*length_buf_row +
- data->data_root->offset + (size_t)(data->work_var_count-1)*data->sample_count;
- for( i = 0; i < n; i++ )
- {
- // save original categorical responses {0,1}, convert them to {-1,1}
- orig_response->data.i[i] = class_labels[i]*2 - 1;
- // make all the samples active at start.
- // later, in trim_weights() deactivate/reactive again some, if need
- subsample_mask->data.ptr[i] = (uchar)1;
- // make all the initial weights the same.
- weights->data.db[i] = w0*p[class_labels[i]];
- // set the labels to find (from within weak tree learning proc)
- // the particular sample weight, and where to store the response.
- labels[i] = i;
- }
- }
- if( params.boost_type == LOGIT )
- {
- CV_CALL( sum_response = cvCreateMat( 1, n, CV_64F ));
- for( i = 0; i < n; i++ )
- {
- sum_response->data.db[i] = 0;
- fdata[sample_idx[i]*step] = orig_response->data.i[i] > 0 ? 2.f : -2.f;
- }
- // in case of logitboost each weak tree is a regression tree.
- // the target function values are recalculated for each of the trees
- data->is_classifier = false;
- }
- else if( params.boost_type == GENTLE )
- {
- for( i = 0; i < n; i++ )
- fdata[sample_idx[i]*step] = (float)orig_response->data.i[i];
- data->is_classifier = false;
- }
- }
- else
- {
- // at this moment, for all the samples that participated in the training of the most
- // recent weak classifier we know the responses. For other samples we need to compute them
- if( have_subsample )
- {
- float* values = (float*)cur_buf_pos;
- cur_buf_pos = (uchar*)(values + data->get_length_subbuf());
- uchar* missing = cur_buf_pos;
- cur_buf_pos = missing + data->get_length_subbuf() * (size_t)CV_ELEM_SIZE(data->buf->type);
- CvMat _sample, _mask;
- // invert the subsample mask
- cvXorS( subsample_mask, cvScalar(1.), subsample_mask );
- data->get_vectors( subsample_mask, values, missing, 0 );
- _sample = cvMat( 1, data->var_count, CV_32F );
- _mask = cvMat( 1, data->var_count, CV_8U );
- // run tree through all the non-processed samples
- for( i = 0; i < n; i++ )
- if( subsample_mask->data.ptr[i] )
- {
- _sample.data.fl = values;
- _mask.data.ptr = missing;
- values += _sample.cols;
- missing += _mask.cols;
- weak_eval->data.db[i] = tree->predict( &_sample, &_mask, true )->value;
- }
- }
- // now update weights and other parameters for each type of boosting
- if( params.boost_type == DISCRETE )
- {
- // Discrete AdaBoost:
- // weak_eval[i] (=f(x_i)) is in {-1,1}
- // err = sum(w_i*(f(x_i) != y_i))/sum(w_i)
- // C = log((1-err)/err)
- // w_i *= exp(C*(f(x_i) != y_i))
- double C, err = 0.;
- double scale[] = { 1., 0. };
- for( i = 0; i < n; i++ )
- {
- double w = weights->data.db[i];
- sumw += w;
- err += w*(weak_eval->data.db[i] != orig_response->data.i[i]);
- }
- if( sumw != 0 )
- err /= sumw;
- C = err = -log_ratio( err );
- scale[1] = exp(err);
- sumw = 0;
- for( i = 0; i < n; i++ )
- {
- double w = weights->data.db[i]*
- scale[weak_eval->data.db[i] != orig_response->data.i[i]];
- sumw += w;
- weights->data.db[i] = w;
- }
- tree->scale( C );
- }
- else if( params.boost_type == REAL )
- {
- // Real AdaBoost:
- // weak_eval[i] = f(x_i) = 0.5*log(p(x_i)/(1-p(x_i))), p(x_i)=P(y=1|x_i)
- // w_i *= exp(-y_i*f(x_i))
- for( i = 0; i < n; i++ )
- weak_eval->data.db[i] *= -orig_response->data.i[i];
- cvExp( weak_eval, weak_eval );
- for( i = 0; i < n; i++ )
- {
- double w = weights->data.db[i]*weak_eval->data.db[i];
- sumw += w;
- weights->data.db[i] = w;
- }
- }
- else if( params.boost_type == LOGIT )
- {
- // LogitBoost:
- // weak_eval[i] = f(x_i) in [-z_max,z_max]
- // sum_response = F(x_i).
- // F(x_i) += 0.5*f(x_i)
- // p(x_i) = exp(F(x_i))/(exp(F(x_i)) + exp(-F(x_i))=1/(1+exp(-2*F(x_i)))
- // reuse weak_eval: weak_eval[i] <- p(x_i)
- // w_i = p(x_i)*1(1 - p(x_i))
- // z_i = ((y_i+1)/2 - p(x_i))/(p(x_i)*(1 - p(x_i)))
- // store z_i to the data->data_root as the new target responses
- const double lb_weight_thresh = FLT_EPSILON;
- const double lb_z_max = 10.;
- /*float* responses_buf = data->get_resp_float_buf();
- const float* responses = 0;
- data->get_ord_responses(data->data_root, responses_buf, &responses);*/
- /*if( weak->total == 7 )
- putchar('*');*/
- for( i = 0; i < n; i++ )
- {
- double s = sum_response->data.db[i] + 0.5*weak_eval->data.db[i];
- sum_response->data.db[i] = s;
- weak_eval->data.db[i] = -2*s;
- }
- cvExp( weak_eval, weak_eval );
- for( i = 0; i < n; i++ )
- {
- double p = 1./(1. + weak_eval->data.db[i]);
- double w = p*(1 - p), z;
- w = MAX( w, lb_weight_thresh );
- weights->data.db[i] = w;
- sumw += w;
- if( orig_response->data.i[i] > 0 )
- {
- z = 1./p;
- fdata[sample_idx[i]*step] = (float)MIN(z, lb_z_max);
- }
- else
- {
- z = 1./(1-p);
- fdata[sample_idx[i]*step] = (float)-MIN(z, lb_z_max);
- }
- }
- }
- else
- {
- // Gentle AdaBoost:
- // weak_eval[i] = f(x_i) in [-1,1]
- // w_i *= exp(-y_i*f(x_i))
- assert( params.boost_type == GENTLE );
- for( i = 0; i < n; i++ )
- weak_eval->data.db[i] *= -orig_response->data.i[i];
- cvExp( weak_eval, weak_eval );
- for( i = 0; i < n; i++ )
- {
- double w = weights->data.db[i] * weak_eval->data.db[i];
- weights->data.db[i] = w;
- sumw += w;
- }
- }
- }
- // renormalize weights
- if( sumw > FLT_EPSILON )
- {
- sumw = 1./sumw;
- for( i = 0; i < n; ++i )
- weights->data.db[i] *= sumw;
- }
- __END__;
- }
- void
- CvBoost::trim_weights()
- {
- //CV_FUNCNAME( "CvBoost::trim_weights" );
- __BEGIN__;
- int i, count = data->sample_count, nz_count = 0;
- double sum, threshold;
- if( params.weight_trim_rate <= 0. || params.weight_trim_rate >= 1. )
- EXIT;
- // use weak_eval as temporary buffer for sorted weights
- cvCopy( weights, weak_eval );
- std::sort(weak_eval->data.db, weak_eval->data.db + count);
- // as weight trimming occurs immediately after updating the weights,
- // where they are renormalized, we assume that the weight sum = 1.
- sum = 1. - params.weight_trim_rate;
- for( i = 0; i < count; i++ )
- {
- double w = weak_eval->data.db[i];
- if( sum <= 0 )
- break;
- sum -= w;
- }
- threshold = i < count ? weak_eval->data.db[i] : DBL_MAX;
- for( i = 0; i < count; i++ )
- {
- double w = weights->data.db[i];
- int f = w >= threshold;
- subsample_mask->data.ptr[i] = (uchar)f;
- nz_count += f;
- }
- have_subsample = nz_count < count;
- __END__;
- }
- const CvMat*
- CvBoost::get_active_vars( bool absolute_idx )
- {
- CvMat* mask = 0;
- CvMat* inv_map = 0;
- CvMat* result = 0;
- CV_FUNCNAME( "CvBoost::get_active_vars" );
- __BEGIN__;
- if( !weak )
- CV_ERROR( CV_StsError, "The boosted tree ensemble has not been trained yet" );
- if( !active_vars || !active_vars_abs )
- {
- CvSeqReader reader;
- int i, j, nactive_vars;
- CvBoostTree* wtree;
- const CvDTreeNode* node;
- assert(!active_vars && !active_vars_abs);
- mask = cvCreateMat( 1, data->var_count, CV_8U );
- inv_map = cvCreateMat( 1, data->var_count, CV_32S );
- cvZero( mask );
- cvSet( inv_map, cvScalar(-1) );
- // first pass: compute the mask of used variables
- cvStartReadSeq( weak, &reader );
- for( i = 0; i < weak->total; i++ )
- {
- CV_READ_SEQ_ELEM(wtree, reader);
- node = wtree->get_root();
- assert( node != 0 );
- for(;;)
- {
- const CvDTreeNode* parent;
- for(;;)
- {
- CvDTreeSplit* split = node->split;
- for( ; split != 0; split = split->next )
- mask->data.ptr[split->var_idx] = 1;
- if( !node->left )
- break;
- node = node->left;
- }
- for( parent = node->parent; parent && parent->right == node;
- node = parent, parent = parent->parent )
- ;
- if( !parent )
- break;
- node = parent->right;
- }
- }
- nactive_vars = cvCountNonZero(mask);
- //if ( nactive_vars > 0 )
- {
- active_vars = cvCreateMat( 1, nactive_vars, CV_32S );
- active_vars_abs = cvCreateMat( 1, nactive_vars, CV_32S );
- have_active_cat_vars = false;
- for( i = j = 0; i < data->var_count; i++ )
- {
- if( mask->data.ptr[i] )
- {
- active_vars->data.i[j] = i;
- active_vars_abs->data.i[j] = data->var_idx ? data->var_idx->data.i[i] : i;
- inv_map->data.i[i] = j;
- if( data->var_type->data.i[i] >= 0 )
- have_active_cat_vars = true;
- j++;
- }
- }
- // second pass: now compute the condensed indices
- cvStartReadSeq( weak, &reader );
- for( i = 0; i < weak->total; i++ )
- {
- CV_READ_SEQ_ELEM(wtree, reader);
- node = wtree->get_root();
- for(;;)
- {
- const CvDTreeNode* parent;
- for(;;)
- {
- CvDTreeSplit* split = node->split;
- for( ; split != 0; split = split->next )
- {
- split->condensed_idx = inv_map->data.i[split->var_idx];
- assert( split->condensed_idx >= 0 );
- }
- if( !node->left )
- break;
- node = node->left;
- }
- for( parent = node->parent; parent && parent->right == node;
- node = parent, parent = parent->parent )
- ;
- if( !parent )
- break;
- node = parent->right;
- }
- }
- }
- }
- result = absolute_idx ? active_vars_abs : active_vars;
- __END__;
- cvReleaseMat( &mask );
- cvReleaseMat( &inv_map );
- return result;
- }
- float
- CvBoost::predict( const CvMat* _sample, const CvMat* _missing,
- CvMat* weak_responses, CvSlice slice,
- bool raw_mode, bool return_sum ) const
- {
- float value = -FLT_MAX;
- CvSeqReader reader;
- double sum = 0;
- int wstep = 0;
- const float* sample_data;
- if( !weak )
- CV_Error( CV_StsError, "The boosted tree ensemble has not been trained yet" );
- if( !CV_IS_MAT(_sample) || CV_MAT_TYPE(_sample->type) != CV_32FC1 ||
- (_sample->cols != 1 && _sample->rows != 1) ||
- (_sample->cols + _sample->rows - 1 != data->var_all && !raw_mode) ||
- (active_vars && _sample->cols + _sample->rows - 1 != active_vars->cols && raw_mode) )
- CV_Error( CV_StsBadArg,
- "the input sample must be 1d floating-point vector with the same "
- "number of elements as the total number of variables or "
- "as the number of variables used for training" );
- if( _missing )
- {
- if( !CV_IS_MAT(_missing) || !CV_IS_MASK_ARR(_missing) ||
- !CV_ARE_SIZES_EQ(_missing, _sample) )
- CV_Error( CV_StsBadArg,
- "the missing data mask must be 8-bit vector of the same size as input sample" );
- }
- int i, weak_count = cvSliceLength( slice, weak );
- if( weak_count >= weak->total )
- {
- weak_count = weak->total;
- slice.start_index = 0;
- }
- if( weak_responses )
- {
- if( !CV_IS_MAT(weak_responses) ||
- CV_MAT_TYPE(weak_responses->type) != CV_32FC1 ||
- (weak_responses->cols != 1 && weak_responses->rows != 1) ||
- weak_responses->cols + weak_responses->rows - 1 != weak_count )
- CV_Error( CV_StsBadArg,
- "The output matrix of weak classifier responses must be valid "
- "floating-point vector of the same number of components as the length of input slice" );
- wstep = CV_IS_MAT_CONT(weak_responses->type) ? 1 : weak_responses->step/sizeof(float);
- }
- int var_count = active_vars->cols;
- const int* vtype = data->var_type->data.i;
- const int* cmap = data->cat_map->data.i;
- const int* cofs = data->cat_ofs->data.i;
- cv::Mat sample = cv::cvarrToMat(_sample);
- cv::Mat missing;
- if(!_missing)
- missing = cv::cvarrToMat(_missing);
- // if need, preprocess the input vector
- if( !raw_mode )
- {
- int sstep, mstep = 0;
- const float* src_sample;
- const uchar* src_mask = 0;
- float* dst_sample;
- uchar* dst_mask;
- const int* vidx = active_vars->data.i;
- const int* vidx_abs = active_vars_abs->data.i;
- bool have_mask = _missing != 0;
- sample = cv::Mat(1, var_count, CV_32FC1);
- missing = cv::Mat(1, var_count, CV_8UC1);
- dst_sample = sample.ptr<float>();
- dst_mask = missing.ptr<uchar>();
- src_sample = _sample->data.fl;
- sstep = CV_IS_MAT_CONT(_sample->type) ? 1 : _sample->step/sizeof(src_sample[0]);
- if( _missing )
- {
- src_mask = _missing->data.ptr;
- mstep = CV_IS_MAT_CONT(_missing->type) ? 1 : _missing->step;
- }
- for( i = 0; i < var_count; i++ )
- {
- int idx = vidx[i], idx_abs = vidx_abs[i];
- float val = src_sample[idx_abs*sstep];
- int ci = vtype[idx];
- uchar m = src_mask ? src_mask[idx_abs*mstep] : (uchar)0;
- if( ci >= 0 )
- {
- int a = cofs[ci], b = (ci+1 >= data->cat_ofs->cols) ? data->cat_map->cols : cofs[ci+1],
- c = a;
- int ival = cvRound(val);
- if ( (ival != val) && (!m) )
- CV_Error( CV_StsBadArg,
- "one of input categorical variable is not an integer" );
- while( a < b )
- {
- c = (a + b) >> 1;
- if( ival < cmap[c] )
- b = c;
- else if( ival > cmap[c] )
- a = c+1;
- else
- break;
- }
- if( c < 0 || ival != cmap[c] )
- {
- m = 1;
- have_mask = true;
- }
- else
- {
- val = (float)(c - cofs[ci]);
- }
- }
- dst_sample[i] = val;
- dst_mask[i] = m;
- }
- if( !have_mask )
- missing.release();
- }
- else
- {
- if( !CV_IS_MAT_CONT(_sample->type & (_missing ? _missing->type : -1)) )
- CV_Error( CV_StsBadArg, "In raw mode the input vectors must be continuous" );
- }
- cvStartReadSeq( weak, &reader );
- cvSetSeqReaderPos( &reader, slice.start_index );
- sample_data = sample.ptr<float>();
- if( !have_active_cat_vars && missing.empty() && !weak_responses )
- {
- for( i = 0; i < weak_count; i++ )
- {
- CvBoostTree* wtree;
- const CvDTreeNode* node;
- CV_READ_SEQ_ELEM( wtree, reader );
- node = wtree->get_root();
- while( node->left )
- {
- CvDTreeSplit* split = node->split;
- int vi = split->condensed_idx;
- float val = sample_data[vi];
- int dir = val <= split->ord.c ? -1 : 1;
- if( split->inversed )
- dir = -dir;
- node = dir < 0 ? node->left : node->right;
- }
- sum += node->value;
- }
- }
- else
- {
- const int* avars = active_vars->data.i;
- const uchar* m = !missing.empty() ? missing.ptr<uchar>() : 0;
- // full-featured version
- for( i = 0; i < weak_count; i++ )
- {
- CvBoostTree* wtree;
- const CvDTreeNode* node;
- CV_READ_SEQ_ELEM( wtree, reader );
- node = wtree->get_root();
- while( node->left )
- {
- const CvDTreeSplit* split = node->split;
- int dir = 0;
- for( ; !dir && split != 0; split = split->next )
- {
- int vi = split->condensed_idx;
- int ci = vtype[avars[vi]];
- float val = sample_data[vi];
- if( m && m[vi] )
- continue;
- if( ci < 0 ) // ordered
- dir = val <= split->ord.c ? -1 : 1;
- else // categorical
- {
- int c = cvRound(val);
- dir = CV_DTREE_CAT_DIR(c, split->subset);
- }
- if( split->inversed )
- dir = -dir;
- }
- if( !dir )
- {
- int diff = node->right->sample_count - node->left->sample_count;
- dir = diff < 0 ? -1 : 1;
- }
- node = dir < 0 ? node->left : node->right;
- }
- if( weak_responses )
- weak_responses->data.fl[i*wstep] = (float)node->value;
- sum += node->value;
- }
- }
- if( return_sum )
- value = (float)sum;
- else
- {
- int cls_idx = sum >= 0;
- if( raw_mode )
- value = (float)cls_idx;
- else
- value = (float)cmap[cofs[vtype[data->var_count]] + cls_idx];
- }
- return value;
- }
- float CvBoost::calc_error( CvMLData* _data, int type, std::vector<float> *resp )
- {
- float err = 0;
- const CvMat* values = _data->get_values();
- const CvMat* response = _data->get_responses();
- const CvMat* missing = _data->get_missing();
- const CvMat* sample_idx = (type == CV_TEST_ERROR) ? _data->get_test_sample_idx() : _data->get_train_sample_idx();
- const CvMat* var_types = _data->get_var_types();
- 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);
- bool is_classifier = var_types->data.ptr[var_types->cols-1] == CV_VAR_CATEGORICAL;
- int sample_count = sample_idx ? sample_idx->cols : 0;
- sample_count = (type == CV_TRAIN_ERROR && sample_count == 0) ? values->rows : sample_count;
- float* pred_resp = 0;
- if( resp && (sample_count > 0) )
- {
- resp->resize( sample_count );
- pred_resp = &((*resp)[0]);
- }
- if ( is_classifier )
- {
- for( int i = 0; i < sample_count; i++ )
- {
- CvMat sample, miss;
- int si = sidx ? sidx[i] : i;
- cvGetRow( values, &sample, si );
- if( missing )
- cvGetRow( missing, &miss, si );
- float r = (float)predict( &sample, missing ? &miss : 0 );
- if( pred_resp )
- pred_resp[i] = r;
- int d = fabs((double)r - response->data.fl[si*r_step]) <= FLT_EPSILON ? 0 : 1;
- err += d;
- }
- err = sample_count ? err / (float)sample_count * 100 : -FLT_MAX;
- }
- else
- {
- for( int i = 0; i < sample_count; i++ )
- {
- CvMat sample, miss;
- int si = sidx ? sidx[i] : i;
- cvGetRow( values, &sample, si );
- if( missing )
- cvGetRow( missing, &miss, si );
- float r = (float)predict( &sample, missing ? &miss : 0 );
- if( pred_resp )
- pred_resp[i] = r;
- float d = r - response->data.fl[si*r_step];
- err += d*d;
- }
- err = sample_count ? err / (float)sample_count : -FLT_MAX;
- }
- return err;
- }
- void CvBoost::write_params( cv::FileStorage& fs ) const
- {
- const char* boost_type_str =
- params.boost_type == DISCRETE ? "DiscreteAdaboost" :
- params.boost_type == REAL ? "RealAdaboost" :
- params.boost_type == LOGIT ? "LogitBoost" :
- params.boost_type == GENTLE ? "GentleAdaboost" : 0;
- const char* split_crit_str =
- params.split_criteria == DEFAULT ? "Default" :
- params.split_criteria == GINI ? "Gini" :
- params.boost_type == MISCLASS ? "Misclassification" :
- params.boost_type == SQERR ? "SquaredErr" : 0;
- if( boost_type_str )
- fs.write( "boosting_type", boost_type_str );
- else
- fs.write( "boosting_type", params.boost_type );
- if( split_crit_str )
- fs.write( "splitting_criteria", split_crit_str );
- else
- fs.write( "splitting_criteria", params.split_criteria );
- fs.write( "ntrees", weak->total );
- fs.write( "weight_trimming_rate", params.weight_trim_rate );
- data->write_params( fs );
- }
- void CvBoost::read_params( cv::FileNode& fnode )
- {
- CV_FUNCNAME( "CvBoost::read_params" );
- __BEGIN__;
- if( fnode.empty() || !fnode.isMap() )
- return;
- data = new CvDTreeTrainData();
- data->read_params( 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;
- cv::FileNode temp = fnode[ "boosting_type" ];
- if( temp.empty() )
- return;
- if ( temp.isString() )
- {
- std::string boost_type_str = temp;
- params.boost_type = (boost_type_str == "DiscreteAdaboost") ? DISCRETE :
- (boost_type_str == "RealAdaboost") ? REAL :
- (boost_type_str == "LogitBoost") ? LOGIT :
- (boost_type_str == "GentleAdaboost") ? GENTLE : -1;
- }
- else
- params.boost_type = temp.empty() ? -1 : (int)temp;
- if( params.boost_type < DISCRETE || params.boost_type > GENTLE )
- CV_ERROR( CV_StsBadArg, "Unknown boosting type" );
- temp = fnode[ "splitting_criteria" ];
- if( !temp.empty() && temp.isString() )
- {
- std::string split_crit_str = temp;
- params.split_criteria = ( split_crit_str == "Default" ) ? DEFAULT :
- ( split_crit_str == "Gini" ) ? GINI :
- ( split_crit_str == "Misclassification" ) ? MISCLASS :
- ( split_crit_str == "SquaredErr" ) ? SQERR : -1;
- }
- else
- params.split_criteria = temp.empty() ? -1 : (int) temp;
- if( params.split_criteria < DEFAULT || params.boost_type > SQERR )
- CV_ERROR( CV_StsBadArg, "Unknown boosting type" );
- params.weak_count = (int) fnode[ "ntrees" ];
- params.weight_trim_rate = (double)fnode["weight_trimming_rate"];
- __END__;
- }
- void
- CvBoost::read( cv::FileNode& node )
- {
- CV_FUNCNAME( "CvBoost::read" );
- __BEGIN__;
- cv::FileNodeIterator reader;
- cv::FileNode trees_fnode;
- CvMemStorage* storage;
- int ntrees;
- clear();
- read_params( node );
- if( !data )
- EXIT;
- trees_fnode = node[ "trees" ];
- if( trees_fnode.empty() || !trees_fnode.isSeq() )
- CV_ERROR( CV_StsParseError, "<trees> tag is missing" );
- reader = trees_fnode.begin();
- ntrees = (int) trees_fnode.size();
- 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 = cvCreateSeq( 0, sizeof(CvSeq), sizeof(CvBoostTree*), storage );
- for( int i = 0; i < ntrees; i++ )
- {
- CvBoostTree* tree = new CvBoostTree();
- tree->read( *reader, this, data );
- reader++;
- cvSeqPush( weak, &tree );
- }
- get_active_vars();
- __END__;
- }
- void
- CvBoost::write( cv::FileStorage& fs, const char* name ) const
- {
- CV_FUNCNAME( "CvBoost::write" );
- __BEGIN__;
- CvSeqReader reader;
- int i;
- fs.startWriteStruct( name, cv::FileNode::MAP, CV_TYPE_NAME_ML_BOOSTING );
- if( !weak )
- CV_ERROR( CV_StsBadArg, "The classifier has not been trained yet" );
- write_params( fs );
- fs.startWriteStruct( "trees", cv::FileNode::SEQ );
- cvStartReadSeq(weak, &reader);
- for( i = 0; i < weak->total; i++ )
- {
- CvBoostTree* tree;
- CV_READ_SEQ_ELEM( tree, reader );
- fs.startWriteStruct( 0, cv::FileNode::MAP );
- tree->write( fs );
- fs.endWriteStruct();
- }
- fs.endWriteStruct();
- fs.endWriteStruct();
- __END__;
- }
- CvMat*
- CvBoost::get_weights()
- {
- return weights;
- }
- CvMat*
- CvBoost::get_subtree_weights()
- {
- return subtree_weights;
- }
- CvMat*
- CvBoost::get_weak_response()
- {
- return weak_eval;
- }
- const CvBoostParams&
- CvBoost::get_params() const
- {
- return params;
- }
- CvSeq* CvBoost::get_weak_predictors()
- {
- return weak;
- }
- const CvDTreeTrainData* CvBoost::get_data() const
- {
- return data;
- }
- using namespace cv;
- CvBoost::CvBoost( const Mat& _train_data, int _tflag,
- const Mat& _responses, const Mat& _var_idx,
- const Mat& _sample_idx, const Mat& _var_type,
- const Mat& _missing_mask,
- CvBoostParams _params )
- {
- weak = 0;
- data = 0;
- default_model_name = "my_boost_tree";
- active_vars = active_vars_abs = orig_response = sum_response = weak_eval =
- subsample_mask = weights = subtree_weights = 0;
- train( _train_data, _tflag, _responses, _var_idx, _sample_idx,
- _var_type, _missing_mask, _params );
- }
- bool
- CvBoost::train( const Mat& _train_data, int _tflag,
- const Mat& _responses, const Mat& _var_idx,
- const Mat& _sample_idx, const Mat& _var_type,
- const Mat& _missing_mask,
- CvBoostParams _params, bool _update )
- {
- train_data_hdr = cvMat(_train_data);
- train_data_mat = _train_data;
- responses_hdr = cvMat(_responses);
- responses_mat = _responses;
- CvMat vidx = cvMat(_var_idx), sidx = cvMat(_sample_idx), vtype = cvMat(_var_type), mmask = cvMat(_missing_mask);
- return train(&train_data_hdr, _tflag, &responses_hdr, vidx.data.ptr ? &vidx : 0,
- sidx.data.ptr ? &sidx : 0, vtype.data.ptr ? &vtype : 0,
- mmask.data.ptr ? &mmask : 0, _params, _update);
- }
- float
- CvBoost::predict( const Mat& _sample, const Mat& _missing,
- const Range& slice, bool raw_mode, bool return_sum ) const
- {
- CvMat sample = cvMat(_sample), mmask = cvMat(_missing);
- /*if( weak_responses )
- {
- int weak_count = cvSliceLength( slice, weak );
- if( weak_count >= weak->total )
- {
- weak_count = weak->total;
- slice.start_index = 0;
- }
- if( !(weak_responses->data && weak_responses->type() == CV_32FC1 &&
- (weak_responses->cols == 1 || weak_responses->rows == 1) &&
- weak_responses->cols + weak_responses->rows - 1 == weak_count) )
- weak_responses->create(weak_count, 1, CV_32FC1);
- pwr = &(wr = *weak_responses);
- }*/
- return predict(&sample, _missing.empty() ? 0 : &mmask, 0,
- slice == Range::all() ? CV_WHOLE_SEQ : cvSlice(slice.start, slice.end),
- raw_mode, return_sum);
- }
- /* End of file. */
|