Purpose
libsvm is a tool collection for SVM (Support Vector Machines) related topics created by Chih-Jen Lin, NTU.
Currently, version 3.22 provides multiple interfaces for Matlab/octave/python and more. I will try to introduce the usage of this powerful toolbox in a pratical way.
SVM - Support Vector Machnes
It is very hard to explain this concept without massive math or numerical procedures, refer to Original paper of libsvm by Chih-Jen Lin if you want to know more then how to use.
The idea behind SVMs is to make the original problem linearly separable by applying an non-linear mapping function. The SVM then automatically discovers the optimal separating hyperplane, which indicates we can predict future data sets by comparing with this hyperplane. So, SVM is a tool for CLASSIFICATION and PREDICTION under the hood whose accuracy is determined by the selection of the mapping method.
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Basic steps for a SVM procedure:
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- Select a training set of instance-label pairs: P[i]=(x[i],y[i]) where x[i] holds quantitive properties of P[i] and y[i] is a binary label for P[i] which indicates y[i] can only be 1 or 0;
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- Select a mapping function framework for target SVM, then its parameters will be given by solving an equivalent optimization problem;
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- Select the hyperplane in mapped space to represent the margin of two values of y;
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- Classify y[j] for P[j] from test set by applying mapping function to P[j] and comparing relative position with the selected hyperplane in step 3.
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Using libsvm package to solve problem
Install libsvm package
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- Download libsvm package from Download SECTION on its homepage;
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- Untar/unzip the tarball/zip file to obtain the source code;
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- Check all Makefiles inside the packages, if you are not familiar with make, treat the Makefiles as the method lists for converting the source code into binary;
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- Make it directly if you just need to use these tools in command line or make it inside subdirs to support other methods like python;
- 4.1. If you are blocked by "make: g++: Command not found", just install "gcc-c++" package (Fedora) or other C++ compilers.
# An installation example on FC rawhide [chunwang@localhost matlab]$ uname -r 4.11.0-0.rc7.git3.1.fc27.x86_64 # Download packages [chunwang@localhost libsvm]$ export LIBSVM_URL="http://www.csie.ntu.edu.tw/~cjlin/cgi-bin/libsvm.cgi?+http://www.csie.ntu.edu.tw/~cjlin/libsvm+tar.gz" [chunwang@localhost libsvm]$ wget $LIBSVM_URL -O libsvm.tar.gz 2>&1 &>/dev/null; echo $? 0 # Untar to obtain source code [chunwang@localhost libsvm]$ (tar -xvf ./libsvm.tar.gz && rm -f libsvm.tar.gz) 2>&1 &>/dev/null; echo $? 0 # Check and Make [chunwang@localhost libsvm]$ cd libsvm-3.22/ [chunwang@localhost libsvm-3.22]$ find . -name Makefile ./java/Makefile ./svm-toy/qt/Makefile ./svm-toy/gtk/Makefile ./python/Makefile ./matlab/Makefile ./Makefile [chunwang@localhost libsvm-3.22]$ cat ./Makefile|grep all: all: svm-train svm-predict svm-scale [chunwang@localhost libsvm-3.22]$ rpm -q gcc-c++ || sudo yum install -y gcc-c++ gcc-c++-7.0.1-0.16.fc27.x86_64 #- Make binary directly [chunwang@localhost libsvm-3.22]$ make all &>/dev/null; echo $? 0 #- Make for python [chunwang@localhost libsvm-3.22]$ cd python/; make &>/dev/null; echo $?; cd ~- 0 #- Make for octave [chunwang@localhost libsvm-3.22]$ cd matlab/ [chunwang@localhost matlab]$ octave --eval "make octave" &>/dev/null; echo $?; cd ~- 0
Using libsvm to analysis
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- Convert data into libsvm input data form;
- By reading example file integrated into libsvm package, the form is very easy to parse:
[chunwang@localhost libsvm-3.22]$ cat ./heart_scale | head -1 +1 1:0.708333 2:1 3:1 4:-0.320755 5:-0.105023 6:-1 7:1 8:-0.419847 9:-1 10:-0.225806 12:1 13:-1 # Line[i] == "y[i] j:x[i][j] ..." where y[i] is +1/-1 and j is a static int # An convert example using AWK [chunwang@localhost libsvm-3.22]$ echo 32,-2,+1 | awk -F"," '{print $NF" 1:"$1" 2:"$2}' +1 1:32 2:-2 -
- Train a model using processed data input file and obtain result (Using heart_scale as an example, select first 200 lines as training set).
- Refer to Graphic Interface Section of libsvm homepage to obtain more information for the parameters of svm-train
- A very simple example using default model (Using binary directly):
# Turn original data file into 2 target sets [chunwang@localhost libsvm-3.22]$ head -200 ./heart_scale > ./heart_scale_train [chunwang@localhost libsvm-3.22]$ tail -70 ./heart_scale > ./heart_scale_test # Train the model by optimization [chunwang@localhost libsvm-3.22]$ ./svm-train heart_scale_train * optimization finished, #iter = 147 nu = 0.453249 obj = -75.742327, rho = 0.439634 nSV = 105, nBSV = 78 Total nSV = 105 # Predict and store result into target output file [chunwang@localhost libsvm-3.22]$ ./svm-predict heart_scale_test heart_scale_train.model heart_scale_test_output Accuracy = 81.4286% (57/70) (classification) # All test results will be stored in this output file, each line represents the result y[i] for Line[i] == "y[i] j:x[i][j] in test set [chunwang@localhost libsvm-3.22]$ cat ./heart_scale_test_output | sort | uniq 1 -1 # Some Concepts in svm-train output: iter : Iterations times nu : Kernel function parameter obj : Optimal objective value of the target SVM problem nSV : Number of support vectors nBSV : Number of bounded support vectors Accuracy = Correctly predicted data / Ttotal testing data × 100%- Equivalent processes with python or octave
# python [chunwang@localhost python]$ cat ./test.py from svmutil import * y, x = svm_read_problem('../heart_scale') model = svm_train(y[:200], x[:200]) p_label, p_acc, p_val = svm_predict(y[200:], x[200:], model) -------------------------------------------------------------- # octave # Matlab or Octave change the input format of the x[i] and y[i] into matrix, so the input procedure is different >> [label, data] = libsvmread("../heart_scale") # Read from data file using libsvmread >> model = svmtrain(label(1:200,:), data(1:200,:)) # Generate target SVM model >> svmpredict(label(201:270,:), data(201:270,:), model) # Predict with test set and SVM model Accuracy = 81.4286% (57/70) (classification) ans = 1 ...
Useful materials
- [Google Scholar] Chih-Jen Lin - Link
- [Quora] How to use libsvm in Matlab? - Link