dlib/examples/svm_sparse_ex.cpp

// The contents of this file are in the public domain. See LICENSE_FOR_EXAMPLE_PROGRAMS.txt
/*

    This is an example illustrating the use of the dlib C++ library's
    implementation of the pegasos algorithm for online training of support 
    vector machines.  This example exists primarily to show you how to
    use sparse vectors with the library's machine learning algorithms.

    This example creates a simple binary classification problem and shows
    you how to train a support vector machine on that data.

    The data used in this example will be 100 dimensional data and will
    come from a simple linearly separable distribution.  
*/


#include <iostream>
#include <ctime>
#include <vector>
#include "dlib/svm.h"

using namespace std;
using namespace dlib;


int main()
{
    // In this example program we will be dealing with feature vectors that are sparse (i.e. most
    // of the values in each vector are zero).  So rather than using a dlib::matrix we can use
    // one of the containers from the STL to represent our sample vectors.  In particular, we 
    // can use the std::map to represent sparse vectors.  (Note that you don't have to use std::map.
    // Any STL container of std::pair objects that is sorted can be used.  So for example, you could 
    // use a std::vector<std::pair<long,double> > here so long as you took care to sort every vector)
    typedef std::map<long,double> sample_type;


    // This is a typedef for the type of kernel we are going to use in this example.
    // Since our data is linearly separable I picked the linear kernel.  Note that if you
    // are using a sparse vector representation like std::map then you have to use a kernel
    // meant to be used with that kind of data type.  
    typedef sparse_linear_kernel<sample_type> kernel_type;


    // Here we create an instance of the pegasos svm trainer object we will be using.
    svm_pegasos<kernel_type> trainer;
    // Here we setup a parameter to this object.  See the dlib documentation for a 
    // description of what this parameter does. 
    trainer.set_lambda(0.00001);

    std::vector<sample_type> samples;
    std::vector<double> labels;

    // make an instance of a sample vector so we can use it below
    sample_type sample;


    // Now lets go into a loop and randomly generate 10000 samples.
    srand(time(0));
    double label = +1;
    for (int i = 0; i < 10000; ++i)
    {
        // flip this flag
        label *= -1;

        sample.clear();

        // now make a random sparse sample with at most 10 non-zero elements
        for (int j = 0; j < 10; ++j)
        {
            int idx = std::rand()%100;
            double value = static_cast<double>(std::rand())/RAND_MAX;

            sample[idx] = label*value;
        }

        // let the svm_pegasos learn about this sample
        trainer.train(sample,label);
    }

    // Now we have trained our SVM.  Lets test it out a bit.  
    // Each of these statements prints out the output of the SVM given a particular sample.  
    // The SVM outputs a number > 0 if a sample is predicted to be in the +1 class and < 0 
    // if a sample is predicted to be in the -1 class.

    sample.clear();
    sample[4] = 0.3;
    sample[10] = 0.9;
    cout << "This is a +1 example, its SVM output is: " << trainer(sample) << endl;

    sample.clear();
    sample[83] = -0.3;
    sample[26] = -0.9;
    sample[58] = -0.7;
    cout << "This is a -1 example, its SVM output is: " << trainer(sample) << endl;

    sample.clear();
    sample[0] = -0.2;
    sample[9] = -0.8;
    cout << "This is a -1 example, its SVM output is: " << trainer(sample) << endl;
}