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experimentcoverage.jl
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experimentcoverage.jl
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include("svm.jl")
include("loaddata.jl")
# ───────────────────────────────────────────────────────────────────
# Setup Precision/Recall constraints
# ───────────────────────────────────────────────────────────────────
e = ones(length(y))
y₊ = y .> 0
y₋ = y .< 0
ytest₊ = ytest .> 0
ytest₋ = ytest .< 0
# ───────────────────────────────────────────────────────────────────
# Setup SVM Parameters
# ───────────────────────────────────────────────────────────────────
ConstraintRange = linspace(1,size(A,1)*1.5,32)
params = Dict{Any,Any}( :kernel => Int32(1) ,
:degree => 2 ,
:γ => 1. ,
:solver => :libsvm )
# params = Dict{Any,Any}( :kernel => Int32(2) ,
# :degree => 2,
# :γ => 2/n )
# ───────────────────────────────────────────────────────────────────
# Bias Shift
# ───────────────────────────────────────────────────────────────────
function biasshift()
(pred, v) = svm(y, A, e; params...)
z = pred(Atest)[:]
P = sortperm(z)
biasshift = DataFrame(fp = Float64[], fn = Float64[])
for i = 1:100:size(P,1)
prd = zeros(size(P,1))
prd[P[i+1:end]] = 1
prd[P[1:i]] = -1
err = abs(prd - ytest)/2
fp = sum(err[ytest₋])
fn = sum(err[ytest₊])
push!(biasshift, [fp fn])
end
return biasshift
end
# ───────────────────────────────────────────────────────────────────
# Hinge
# ───────────────────────────────────────────────────────────────────
function hinge_experiment(η)
tic()
(pred, v, λ) = svmc_bisect( y[y₊], A[y₊,:], e[y₊],
y[y₋], A[y₋,:], e[y₋]/η ;
verbose = true,
params ... )
(errt, fpt, fnt, tpt, tnt) = calc_error(A, y, pred)
(err, fp, fn, tp, tn ) = calc_error(Atest, ytest, pred)
println( η, "\t", err, "\t", fp, "\t", fn, "\t", λ)
return (Dict{Symbol, Any}(:fp => fp,
:fn => fn,
:fpt => fpt,
:fnt => fnt,
:η => η,
:λ => λ,
:runtime => toc()), v)
end
# ───────────────────────────────────────────────────────────────────
# Ramp
# ───────────────────────────────────────────────────────────────────
function ramp_experiment(η)
tic()
try
(pred, v, λ) = svmramp( y[y₊], A[y₊,:], e[y₊],
y[y₋], A[y₋,:], e[y₋]/η ; verbose = true,
params...)
(errt, fpt, fnt, tpt, tnt) = calc_error(A, y, pred)
(err, fp, fn, tp, tn) = calc_error(Atest, ytest, pred)
println( η, "\t", err, "\t", fp, "\t", fn)
return (Dict{Symbol, Any}(:fp => fp,
:fn => fn,
:fpt => fpt,
:fnt => fnt,
:η => η,
:λ => λ,
:runtime => toc()), v)
end
return (Dict{Symbol, Any}(:fp => NaN,
:fn => NaN,
:fpt => NaN,
:fnt => NaN,
:η => NaN,
:λ => NaN,
:runtime => toc()), NaN)
end
# ───────────────────────────────────────────────────────────────────
# Save
# ───────────────────────────────────────────────────────────────────
function save(z)
end