#ifdef NICE_USELIB_MEX /** * @file GPHIKRegressionMex.cpp * @author Alexander Freytag * @date 17-01-2014 (dd-mm-yyyy) * @brief Matlab-Interface of our GPHIKRegression, allowing for training, regression, optimization, variance prediction, incremental learning, and storing/re-storing. */ // STL includes #include #include #include // NICE-core includes #include #include #include #include // gp-hik-core includes #include "gp-hik-core/GPHIKRegression.h" // Interface for conversion between Matlab and C objects #include "gp-hik-core/matlab/classHandleMtoC.h" #include "gp-hik-core/matlab/ConverterMatlabToNICE.h" #include "gp-hik-core/matlab/ConverterNICEToMatlab.h" using namespace std; //C basics using namespace NICE; // nice-core NICE::Config parseParametersGPHIKRegression(const mxArray *prhs[], int nrhs) { NICE::Config conf; // if first argument is the filename of an existing config file, // read the config accordingly int i_start ( 0 ); std::string variable = MatlabConversion::convertMatlabToString(prhs[i_start]); if(variable == "conf") { conf = NICE::Config ( MatlabConversion::convertMatlabToString( prhs[i_start+1] ) ); i_start = i_start+2; } // now run over all given parameter specifications // and add them to the config for( int i=i_start; i < nrhs; i+=2 ) { std::string variable = MatlabConversion::convertMatlabToString(prhs[i]); ///////////////////////////////////////// // READ STANDARD BOOLEAN VARIABLES ///////////////////////////////////////// if( (variable == "verboseTime") || (variable == "verbose") || (variable == "optimize_noise") || (variable == "uncertaintyPredictionForRegression") || (variable == "use_quantization") || (variable == "ils_verbose") ) { if ( mxIsChar( prhs[i+1] ) ) { string value = MatlabConversion::convertMatlabToString( prhs[i+1] ); if ( (value != "true") && (value != "false") ) { std::string errorMsg = "Unexpected parameter value for \'" + variable + "\'. In string modus, \'true\' or \'false\' expected."; mexErrMsgIdAndTxt( "mexnice:error", errorMsg.c_str() ); } if( value == "true" ) conf.sB("GPHIKRegression", variable, true); else conf.sB("GPHIKRegression", variable, false); } else if ( mxIsLogical( prhs[i+1] ) ) { bool value = MatlabConversion::convertMatlabToBool( prhs[i+1] ); conf.sB("GPHIKRegression", variable, value); } else { std::string errorMsg = "Unexpected parameter value for \'" + variable + "\'. \'true\', \'false\', or logical expected."; mexErrMsgIdAndTxt( "mexnice:error", errorMsg.c_str() ); } } ///////////////////////////////////////// // READ STANDARD INT VARIABLES ///////////////////////////////////////// if ( (variable == "nrOfEigenvaluesToConsiderForVarApprox") ) { if ( mxIsDouble( prhs[i+1] ) ) { double value = MatlabConversion::convertMatlabToDouble(prhs[i+1]); conf.sI("GPHIKRegression", variable, (int) value); } else if ( mxIsInt32( prhs[i+1] ) ) { int value = MatlabConversion::convertMatlabToInt32(prhs[i+1]); conf.sI("GPHIKRegression", variable, value); } else { std::string errorMsg = "Unexpected parameter value for \'" + variable + "\'. Int32 or Double expected."; mexErrMsgIdAndTxt( "mexnice:error", errorMsg.c_str() ); } } ///////////////////////////////////////// // READ STRICT POSITIVE INT VARIABLES ///////////////////////////////////////// if ( (variable == "num_bins") || (variable == "ils_max_iterations") ) { if ( mxIsDouble( prhs[i+1] ) ) { double value = MatlabConversion::convertMatlabToDouble(prhs[i+1]); if( value < 1 ) { std::string errorMsg = "Expected parameter value larger than 0 for \'" + variable + "\'."; mexErrMsgIdAndTxt( "mexnice:error", errorMsg.c_str() ); } conf.sI("GPHIKRegression", variable, (int) value); } else if ( mxIsInt32( prhs[i+1] ) ) { int value = MatlabConversion::convertMatlabToInt32(prhs[i+1]); if( value < 1 ) { std::string errorMsg = "Expected parameter value larger than 0 for \'" + variable + "\'."; mexErrMsgIdAndTxt( "mexnice:error", errorMsg.c_str() ); } conf.sI("GPHIKRegression", variable, value); } else { std::string errorMsg = "Unexpected parameter value for \'" + variable + "\'. Int32 or Double expected."; mexErrMsgIdAndTxt( "mexnice:error", errorMsg.c_str() ); } } ///////////////////////////////////////// // READ STANDARD DOUBLE VARIABLES ///////////////////////////////////////// if ( (variable == "parameter_upper_bound") || (variable == "parameter_lower_bound") ) { if ( mxIsDouble( prhs[i+1] ) ) { double value = MatlabConversion::convertMatlabToDouble(prhs[i+1]); conf.sD("GPHIKRegression", variable, value); } else { std::string errorMsg = "Unexpected parameter value for \'" + variable + "\'. Double expected."; mexErrMsgIdAndTxt( "mexnice:error", errorMsg.c_str() ); } } ///////////////////////////////////////// // READ POSITIVE DOUBLE VARIABLES ///////////////////////////////////////// if ( (variable == "ils_min_delta") || (variable == "ils_min_residual") || (variable == "noise") ) { if ( mxIsDouble( prhs[i+1] ) ) { double value = MatlabConversion::convertMatlabToDouble(prhs[i+1]); if( value < 0.0 ) { std::string errorMsg = "Expected parameter value larger than 0 for \'" + variable + "\'."; mexErrMsgIdAndTxt( "mexnice:error", errorMsg.c_str() ); } conf.sD("GPHIKRegression", variable, value); } else { std::string errorMsg = "Unexpected parameter value for \'" + variable + "\'. Double expected."; mexErrMsgIdAndTxt( "mexnice:error", errorMsg.c_str() ); } } ///////////////////////////////////////// // READ REMAINING SPECIFIC VARIABLES ///////////////////////////////////////// if(variable == "ils_method") { string value = MatlabConversion::convertMatlabToString(prhs[i+1]); if(value != "CG" && value != "CGL" && value != "SYMMLQ" && value != "MINRES") mexErrMsgIdAndTxt("mexnice:error","Unexpected parameter value for \'ils_method\'. \'CG\', \'CGL\', \'SYMMLQ\' or \'MINRES\' expected."); conf.sS("GPHIKRegression", variable, value); } if(variable == "optimization_method") { string value = MatlabConversion::convertMatlabToString(prhs[i+1]); if(value != "greedy" && value != "downhillsimplex" && value != "none") mexErrMsgIdAndTxt("mexnice:error","Unexpected parameter value for \'optimization_method\'. \'greedy\', \'downhillsimplex\' or \'none\' expected."); conf.sS("GPHIKRegression", variable, value); } if(variable == "s_quantType") { string value = MatlabConversion::convertMatlabToString( prhs[i+1] ); if( value != "1d-aequi-0-1" && value != "1d-aequi-0-max" && value != "nd-aequi-0-max" ) mexErrMsgIdAndTxt("mexnice:error","Unexpected parameter value for \'s_quantType\'. \'1d-aequi-0-1\' , \'1d-aequi-0-max\' or \'nd-aequi-0-max\' expected."); conf.sS("GPHIKClassifier", variable, value); } if(variable == "transform") { string value = MatlabConversion::convertMatlabToString( prhs[i+1] ); if( value != "identity" && value != "absexp" && value != "exp" && value != "MKL" && value != "WeightedDim") mexErrMsgIdAndTxt("mexnice:error","Unexpected parameter value for \'transform\'. \'identity\', \'absexp\', \'exp\' , \'MKL\' or \'WeightedDim\' expected."); conf.sS("GPHIKRegression", variable, value); } if(variable == "varianceApproximation") { string value = MatlabConversion::convertMatlabToString(prhs[i+1]); if(value != "approximate_fine" && value != "approximate_rough" && value != "exact" && value != "none") mexErrMsgIdAndTxt("mexnice:error","Unexpected parameter value for \'varianceApproximation\'. \'approximate_fine\', \'approximate_rough\', \'none\' or \'exact\' expected."); conf.sS("GPHIKRegression", variable, value); } } return conf; } // MAIN MATLAB FUNCTION void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[]) { // get the command string specifying what to do if (nrhs < 1) mexErrMsgTxt("No commands and options passed... Aborting!"); if( !mxIsChar( prhs[0] ) ) mexErrMsgTxt("First argument needs to be the command, ie.e, the class method to call... Aborting!"); std::string cmd = MatlabConversion::convertMatlabToString( prhs[0] ); // create object if ( !strcmp("new", cmd.c_str() ) ) { // check output variable if (nlhs != 1) mexErrMsgTxt("New: One output expected."); // read config settings NICE::Config conf = parseParametersGPHIKRegression(prhs+1,nrhs-1); // create class instance NICE::GPHIKRegression * regressor = new NICE::GPHIKRegression ( &conf, "GPHIKRegression" /*sectionName in config*/ ); // handle to the C++ instance plhs[0] = MatlabConversion::convertPtr2Mat( regressor ); return; } // in all other cases, there should be a second input, // which the be the class instance handle if (nrhs < 2) mexErrMsgTxt("Second input should be a class instance handle."); // delete object if ( !strcmp("delete", cmd.c_str() ) ) { // Destroy the C++ object MatlabConversion::destroyObject(prhs[1]); return; } // get the class instance pointer from the second input // every following function needs the regressor object NICE::GPHIKRegression * regressor = MatlabConversion::convertMat2Ptr(prhs[1]); //////////////////////////////////////// // Check which class method to call // //////////////////////////////////////// // standard train - assumes initialized object if (!strcmp("train", cmd.c_str() )) { // Check parameters if (nlhs < 0 || nrhs < 4) { mexErrMsgTxt("Train: Unexpected arguments."); } //------------- read the data -------------- std::vector< const NICE::SparseVector *> examplesTrain; NICE::Vector yValuesTrain; if ( mxIsSparse( prhs[2] ) ) { examplesTrain = MatlabConversion::convertSparseMatrixToNice( prhs[2] ); } else { NICE::Matrix dataTrain; dataTrain = MatlabConversion::convertDoubleMatrixToNice(prhs[2]); //----------------- convert data to sparse data structures --------- examplesTrain.resize( dataTrain.rows() ); std::vector< const NICE::SparseVector *>::iterator exTrainIt = examplesTrain.begin(); for (int i = 0; i < (int)dataTrain.rows(); i++, exTrainIt++) { *exTrainIt = new NICE::SparseVector( dataTrain.getRow(i) ); } } yValuesTrain = MatlabConversion::convertDoubleVectorToNice(prhs[3]); //----------------- train our regressor ------------- regressor->train ( examplesTrain , yValuesTrain ); //----------------- clean up ------------- for(int i=0;iestimate ( example, result, uncertainty ); //----------------- clean up ------------- delete example; } else { NICE::Vector * example; example = new NICE::Vector ( MatlabConversion::convertDoubleVectorToNice(prhs[2]) ); regressor->estimate ( example, result, uncertainty ); //----------------- clean up ------------- delete example; } // output plhs[0] = mxCreateDoubleScalar( result ); if(nlhs >= 2) { plhs[1] = mxCreateDoubleScalar( uncertainty ); } return; } // Uncertainty prediction if ( !strcmp("uncertainty", cmd.c_str() ) ) { // Check parameters if ( (nlhs < 0) || (nrhs < 2) ) { mexErrMsgTxt("Test: Unexpected arguments."); } double uncertainty; //------------- read the data -------------- if ( mxIsSparse( prhs[2] ) ) { NICE::SparseVector * example; example = new NICE::SparseVector ( MatlabConversion::convertSparseVectorToNice( prhs[2] ) ); regressor->predictUncertainty( example, uncertainty ); //----------------- clean up ------------- delete example; } else { NICE::Vector * example; example = new NICE::Vector ( MatlabConversion::convertDoubleVectorToNice(prhs[2]) ); regressor->predictUncertainty( example, uncertainty ); //----------------- clean up ------------- delete example; } // output plhs[0] = mxCreateDoubleScalar( uncertainty ); return; } // Test - evaluate regressor on whole test set if ( !strcmp("testL2loss", cmd.c_str() ) ) { // Check parameters if (nlhs < 0 || nrhs < 3) mexErrMsgTxt("Test: Unexpected arguments."); //------------- read the data -------------- bool dataIsSparse ( mxIsSparse( prhs[2] ) ); std::vector< const NICE::SparseVector *> dataTest_sparse; NICE::Matrix dataTest_dense; if ( dataIsSparse ) { dataTest_sparse = MatlabConversion::convertSparseMatrixToNice( prhs[2] ); } else { dataTest_dense = MatlabConversion::convertDoubleMatrixToNice(prhs[2]); } NICE::Vector yValuesTest; yValuesTest = MatlabConversion::convertDoubleVectorToNice(prhs[3]); int i_numTestSamples ( yValuesTest.size() ); double l2loss ( 0.0 ); NICE::Vector scores; NICE::Vector::iterator itScores; if ( nlhs >= 2 ) { scores.resize( i_numTestSamples ); itScores = scores.begin(); } // ------------------------------------------ // ------------- REGRESSION -------------- // ------------------------------------------ NICE::Timer t; double testTime (0.0); for (int i = 0; i < i_numTestSamples; i++) { //----------------- convert data to sparse data structures --------- double result; if ( dataIsSparse ) { // and perform regression t.start(); regressor->estimate( dataTest_sparse[ i ], result); t.stop(); testTime += t.getLast(); } else { NICE::Vector example ( dataTest_dense.getRow(i) ); // and perform regression t.start(); regressor->estimate( &example, result ); t.stop(); testTime += t.getLast(); } l2loss += pow ( yValuesTest[i] - result, 2); if ( nlhs >= 2 ) { *itScores = result; itScores++; } } std::cerr << "Time for testing: " << testTime << std::endl; // clean up if ( dataIsSparse ) { for ( std::vector::iterator it = dataTest_sparse.begin(); it != dataTest_sparse.end(); it++) delete *it; } plhs[0] = mxCreateDoubleScalar( l2loss ); if(nlhs >= 2) plhs[1] = MatlabConversion::convertVectorFromNice(scores); return; } ///////////////////// INTERFACE ONLINE LEARNABLE ///////////////////// // interface specific methods for incremental extensions ///////////////////// INTERFACE ONLINE LEARNABLE ///////////////////// // addExample if ( !strcmp("addExample", cmd.c_str() ) ) { // Check parameters if ( (nlhs < 0) || (nrhs < 4) ) { mexErrMsgTxt("Test: Unexpected arguments."); } //------------- read the data -------------- NICE::SparseVector * newExample; double newLabel; if ( mxIsSparse( prhs[2] ) ) { newExample = new NICE::SparseVector ( MatlabConversion::convertSparseVectorToNice( prhs[2] ) ); } else { NICE::Vector * example; example = new NICE::Vector ( MatlabConversion::convertDoubleVectorToNice(prhs[2]) ); newExample = new NICE::SparseVector ( *example ); //----------------- clean up ------------- delete example; } newLabel = MatlabConversion::convertMatlabToDouble( prhs[3] ); // setting performOptimizationAfterIncrement is optional if ( nrhs > 4 ) { bool performOptimizationAfterIncrement; performOptimizationAfterIncrement = MatlabConversion::convertMatlabToBool( prhs[4] ); regressor->addExample ( newExample, newLabel, performOptimizationAfterIncrement ); } else { regressor->addExample ( newExample, newLabel ); } //----------------- clean up ------------- delete newExample; return; } // addMultipleExamples if ( !strcmp("addMultipleExamples", cmd.c_str() ) ) { // Check parameters if ( (nlhs < 0) || (nrhs < 4) ) { mexErrMsgTxt("Test: Unexpected arguments."); } //------------- read the data -------------- std::vector< const NICE::SparseVector *> newExamples; NICE::Vector newLabels; if ( mxIsSparse( prhs[2] ) ) { newExamples = MatlabConversion::convertSparseMatrixToNice( prhs[2] ); } else { NICE::Matrix newData; newData = MatlabConversion::convertDoubleMatrixToNice(prhs[2]); //----------------- convert data to sparse data structures --------- newExamples.resize( newData.rows() ); std::vector< const NICE::SparseVector *>::iterator exTrainIt = newExamples.begin(); for (int i = 0; i < (int)newData.rows(); i++, exTrainIt++) { *exTrainIt = new NICE::SparseVector( newData.getRow(i) ); } } newLabels = MatlabConversion::convertDoubleVectorToNice(prhs[3]); // setting performOptimizationAfterIncrement is optional if ( nrhs > 4 ) { bool performOptimizationAfterIncrement; performOptimizationAfterIncrement = MatlabConversion::convertMatlabToBool( prhs[4] ); regressor->addMultipleExamples ( newExamples, newLabels, performOptimizationAfterIncrement ); } else { regressor->addMultipleExamples ( newExamples, newLabels ); } //----------------- clean up ------------- for ( std::vector< const NICE::SparseVector *>::iterator exIt = newExamples.begin(); exIt != newExamples.end(); exIt++ ) { delete *exIt; } return; } ///////////////////// INTERFACE PERSISTENT ///////////////////// // interface specific methods for store and restore ///////////////////// INTERFACE PERSISTENT ///////////////////// // store the regressor to an external file if ( !strcmp("store", cmd.c_str() ) || !strcmp("save", cmd.c_str() ) ) { // Check parameters if ( nrhs < 3 ) mexErrMsgTxt("store: no destination given."); std::string s_destination = MatlabConversion::convertMatlabToString( prhs[2] ); std::filebuf fb; fb.open ( s_destination.c_str(), ios::out ); std::ostream os(&fb); // regressor->store( os ); // fb.close(); return; } // load regressor from external file if ( !strcmp("restore", cmd.c_str() ) || !strcmp("load", cmd.c_str() ) ) { // Check parameters if ( nrhs < 3 ) mexErrMsgTxt("restore: no destination given."); std::string s_destination = MatlabConversion::convertMatlabToString( prhs[2] ); std::cerr << " aim at restoring the regressor from " << s_destination << std::endl; std::filebuf fbIn; fbIn.open ( s_destination.c_str(), ios::in ); std::istream is (&fbIn); // regressor->restore( is ); // fbIn.close(); return; } // Got here, so command not recognized std::string errorMsg (cmd.c_str() ); errorMsg += " -- command not recognized."; mexErrMsgTxt( errorMsg.c_str() ); } #endif