/////////////////////////////////////////////////////////////////////////////////////// // 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. // This is a implementation of the Logistic Regression algorithm in C++ in OpenCV. // AUTHOR: // Rahul Kavi rahulkavi[at]live[at]com // # You are free to use, change, or redistribute the code in any way you wish for // # non-commercial purposes, but please maintain the name of the original author. // # This code comes with no warranty of any kind. // # // # You are free to use, change, or redistribute the code in any way you wish for // # non-commercial purposes, but please maintain the name of the original author. // # This code comes with no warranty of any kind. // # Logistic Regression ALGORITHM // License Agreement // For Open Source Computer Vision Library // Copyright (C) 2000-2008, Intel Corporation, all rights reserved. // Copyright (C) 2008-2011, Willow Garage Inc., 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: // * Redistributions of source code must retain the above copyright notice, // this list of conditions and the following disclaimer. // * Redistributions 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 the copyright holders 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. #include "precomp.hpp" using namespace cv; using namespace std; LogisticRegressionParams::LogisticRegressionParams() { term_crit = CvTermCriteria(TermCriteria::COUNT + TermCriteria::EPS, 10000, 0.001); alpha = 0.001; num_iters = 10; norm = LogisticRegression::REG_L2; regularized = 1; train_method = LogisticRegression::BATCH; mini_batch_size = 1; } LogisticRegressionParams::LogisticRegressionParams(double _alpha, int _num_iters, int _norm, int _regularized, int _train_method, int _mini_batch_size): alpha(_alpha), num_iters(_num_iters), norm(_norm), regularized(_regularized), train_method(_train_method), mini_batch_size(_mini_batch_size) { term_crit = CvTermCriteria(TermCriteria::COUNT + TermCriteria::EPS, num_iters, 0.001); } LogisticRegression::LogisticRegression() { default_model_name = "my_lr"; } LogisticRegression::LogisticRegression(cv::InputArray data, cv::InputArray labels, const LogisticRegressionParams& pms) { this->params = pms; default_model_name = "my_lr"; train(data, labels); } LogisticRegression::~LogisticRegression() { clear(); } bool LogisticRegression::train(cv::InputArray data_ip, cv::InputArray labels_ip) { clear(); cv::Mat _data_i = data_ip.getMat(); cv::Mat _labels_i = labels_ip.getMat(); CV_Assert( !_labels_i.empty() && !_data_i.empty()); // check the number of columns if(_labels_i.cols != 1) { cv::error(Error::StsBadArg, "_labels_i should be a column matrix", "cv::ml::LogisticRegression::train", __FILE__, __LINE__); } // check data type. // data should be of floating type CV_32FC1 if((_data_i.type() != CV_32FC1) || (_labels_i.type() != CV_32FC1)) { cv::error(Error::StsBadArg, "train: data and labels must be a floating point matrix", "cv::ml::LogisticRegression::train", __FILE__, __LINE__); } bool ok = false; cv::Mat labels; set_label_map(_labels_i); int num_classes = this->forward_mapper.size(); // add a column of ones cv::Mat data_t = cv::Mat::zeros(_data_i.rows, _data_i.cols+1, CV_32F); vconcat(cv::Mat(_data_i.rows, 1, _data_i.type(), Scalar::all(1.0)), data_t.col(0)); for (int i=1;iforward_mapper); cv::Mat new_local_labels; int ii=0; if(num_classes == 2) { labels_l.convertTo(labels, CV_32F); cv::Mat new_theta = compute_batch_gradient(data_t, labels, init_theta); thetas = new_theta.t(); } else { /* take each class and rename classes you will get a theta per class as in multi class class scenario, we will have n thetas for n classes */ ii = 0; for(map::iterator it = this->forward_mapper.begin(); it != this->forward_mapper.end(); ++it) { new_local_labels = (labels_l == it->second)/255; new_local_labels.convertTo(labels, CV_32F); cv::Mat new_theta = compute_batch_gradient(data_t, labels, init_theta); hconcat(new_theta.t(), thetas.row(ii)); ii += 1; } } this->learnt_thetas = thetas.clone(); if( cvIsNaN( (double)cv::sum(this->learnt_thetas)[0] ) ) { cv::error(Error::StsBadArg, "train: check training parameters. Invalid training classifier","cv::ml::LogisticRegression::train", __FILE__, __LINE__); } ok = true; return ok; } void LogisticRegression::predict( cv::InputArray _ip_data, cv::OutputArray _output_predicted_labels ) const { /* returns a class of the predicted class class names can be 1,2,3,4, .... etc */ cv::Mat thetas, data, pred_labs; data = _ip_data.getMat(); // check if learnt_mats array is populated if(this->learnt_thetas.total()<=0) { cv::error(Error::StsBadArg, "predict: classifier should be trained first", "cv::ml::LogisticRegression::predict", __FILE__, __LINE__); } if(data.type() != CV_32F) { cv::error(Error::StsBadArg, "predict: data must be of floating type","cv::ml::LogisticRegression::predict",__FILE__, __LINE__); } // add a column of ones cv::Mat data_t = cv::Mat::zeros(data.rows, data.cols+1, CV_32F); for (int i=0;ilearnt_thetas.convertTo(thetas, CV_32F); CV_Assert(thetas.rows > 0); double min_val; double max_val; Point min_loc; Point max_loc; cv::Mat labels; cv::Mat labels_c; cv::Mat temp_pred; cv::Mat pred_m = cv::Mat::zeros(data_t.rows, thetas.rows, data.type()); if(thetas.rows == 1) { temp_pred = calc_sigmoid(data_t*thetas.t()); CV_Assert(temp_pred.cols==1); // if greater than 0.5, predict class 0 or predict class 1 temp_pred = (temp_pred>0.5)/255; temp_pred.convertTo(labels_c, CV_32S); } else { for(int i = 0;ireverse_mapper); // convert pred_labs to integer type pred_labs.convertTo(pred_labs, CV_32S); pred_labs.copyTo(_output_predicted_labels); } cv::Mat LogisticRegression::calc_sigmoid(const Mat& data) { cv::Mat dest; cv::exp(-data, dest); return 1.0/(1.0+dest); } double LogisticRegression::compute_cost(const cv::Mat& _data, const cv::Mat& _labels, const cv::Mat& _init_theta) { int llambda = 0; int m; int n; double cost = 0; double rparameter = 0; cv::Mat gradient; cv::Mat theta_b; cv::Mat theta_c; cv::Mat d_a; cv::Mat d_b; m = _data.rows; n = _data.cols; gradient = cv::Mat::zeros( _init_theta.rows, _init_theta.cols, _init_theta.type()); theta_b = _init_theta(Range(1, n), Range::all()); cv::multiply(theta_b, theta_b, theta_c, 1); if(this->params.regularized > 0) { llambda = 1; } if(this->params.norm == LogisticRegression::REG_L1) { rparameter = (llambda/(2*m)) * cv::sum(theta_b)[0]; } else { // assuming it to be L2 by default rparameter = (llambda/(2*m)) * cv::sum(theta_c)[0]; } d_a = calc_sigmoid(_data* _init_theta); cv::log(d_a, d_a); cv::multiply(d_a, _labels, d_a); d_b = 1 - calc_sigmoid(_data * _init_theta); cv::log(d_b, d_b); cv::multiply(d_b, 1-_labels, d_b); cost = (-1.0/m) * (cv::sum(d_a)[0] + cv::sum(d_b)[0]); cost = cost + rparameter; return cost; } cv::Mat LogisticRegression::compute_batch_gradient(const cv::Mat& _data, const cv::Mat& _labels, const cv::Mat& _init_theta) { // implements batch gradient descent if(this->params.alpha<=0) { cv::error(Error::StsBadArg, "compute_batch_gradient: check training parameters for the classifier","cv::ml::LogisticRegression::compute_batch_gradient", __FILE__, __LINE__); } if(this->params.num_iters <= 0) { cv::error(Error::StsBadArg,"compute_batch_gradient: number of iterations cannot be zero or a negative number","cv::ml::LogisticRegression::compute_batch_gradient",__FILE__,__LINE__); } int llambda = 0; double ccost; int m, n; cv::Mat pcal_a; cv::Mat pcal_b; cv::Mat pcal_ab; cv::Mat gradient; cv::Mat theta_p = _init_theta.clone(); m = _data.rows; n = _data.cols; if(this->params.regularized > 0) { llambda = 1; } for(int i = 0;iparams.num_iters;i++) { ccost = compute_cost(_data, _labels, theta_p); if( cvIsNaN( ccost ) ) { cv::error(Error::StsBadArg, "compute_batch_gradient: check training parameters. Invalid training classifier","cv::ml::LogisticRegression::compute_batch_gradient", __FILE__, __LINE__); } pcal_b = calc_sigmoid((_data*theta_p) - _labels); pcal_a = (static_cast(1/m)) * _data.t(); gradient = pcal_a * pcal_b; pcal_a = calc_sigmoid(_data*theta_p) - _labels; pcal_b = _data(Range::all(), Range(0,1)); cv::multiply(pcal_a, pcal_b, pcal_ab, 1); gradient.row(0) = ((float)1/m) * sum(pcal_ab)[0]; pcal_b = _data(Range::all(), Range(1,n)); //cout<<"for each training data entry"<(this->params.alpha)/m)*gradient; } return theta_p; } cv::Mat LogisticRegression::compute_mini_batch_gradient(const cv::Mat& _data, const cv::Mat& _labels, const cv::Mat& _init_theta) { // implements batch gradient descent int lambda_l = 0; double ccost; int m, n; int j = 0; int size_b = this->params.mini_batch_size; if(this->params.mini_batch_size <= 0 || this->params.alpha == 0) { cv::error(Error::StsBadArg, "compute_mini_batch_gradient: check training parameters for the classifier","cv::ml::LogisticRegression::compute_mini_batch_gradient", __FILE__, __LINE__); } if(this->params.num_iters <= 0) { cv::error(Error::StsBadArg,"compute_mini_batch_gradient: number of iterations cannot be zero or a negative number","cv::ml::LogisticRegression::compute_mini_batch_gradient",__FILE__,__LINE__); } cv::Mat pcal_a; cv::Mat pcal_b; cv::Mat pcal_ab; cv::Mat gradient; cv::Mat theta_p = _init_theta.clone(); cv::Mat data_d; cv::Mat labels_l; if(this->params.regularized > 0) { lambda_l = 1; } for(int i = 0;this->params.term_crit.max_iter;i++) { if(j+size_b<=_data.rows) { data_d = _data(Range(j,j+size_b), Range::all()); labels_l = _labels(Range(j,j+size_b),Range::all()); } else { data_d = _data(Range(j, _data.rows), Range::all()); labels_l = _labels(Range(j, _labels.rows),Range::all()); } m = data_d.rows; n = data_d.cols; ccost = compute_cost(data_d, labels_l, theta_p); if( cvIsNaN( ccost ) == 1) { cv::error(Error::StsBadArg, "compute_mini_batch_gradient: check training parameters. Invalid training classifier","cv::ml::LogisticRegression::compute_mini_batch_gradient", __FILE__, __LINE__); } pcal_b = calc_sigmoid((data_d*theta_p) - labels_l); pcal_a = (static_cast(1/m)) * data_d.t(); gradient = pcal_a * pcal_b; pcal_a = calc_sigmoid(data_d*theta_p) - labels_l; pcal_b = data_d(Range::all(), Range(0,1)); cv::multiply(pcal_a, pcal_b, pcal_ab, 1); gradient.row(0) = ((float)1/m) * sum(pcal_ab)[0]; pcal_b = data_d(Range::all(), Range(1,n)); for(int k = 1;k(this->params.alpha)/m)*gradient; j+=this->params.mini_batch_size; if(j+size_b>_data.rows) { // if parsed through all data variables break; } } return theta_p; } bool LogisticRegression::set_label_map(const cv::Mat& _labels_i) { // this function creates two maps to map user defined labels to program friendly labels two ways. int ii = 0; cv::Mat labels; bool ok = false; this->labels_o = cv::Mat(0,1, CV_8U); this->labels_n = cv::Mat(0,1, CV_8U); _labels_i.convertTo(labels, CV_32S); for(int i = 0;iforward_mapper[labels.at(i)] += 1; } for(map::iterator it = this->forward_mapper.begin(); it != this->forward_mapper.end(); ++it) { this->forward_mapper[it->first] = ii; this->labels_o.push_back(it->first); this->labels_n.push_back(ii); ii += 1; } for(map::iterator it = this->forward_mapper.begin(); it != this->forward_mapper.end(); ++it) { this->reverse_mapper[it->second] = it->first; } ok = true; return ok; } cv::Mat LogisticRegression::remap_labels(const Mat& _labels_i, const std::map& lmap) { cv::Mat labels; _labels_i.convertTo(labels, CV_32S); cv::Mat new_labels = cv::Mat::zeros(labels.rows, labels.cols, labels.type()); CV_Assert( lmap.size() > 0 ); for(int i =0;i(i,0) = lmap.find(labels.at(i,0))->second; } return new_labels; } void LogisticRegression::clear() { this->learnt_thetas.release(); this->labels_o.release(); this->labels_n.release(); } void LogisticRegression::write(FileStorage& fs) const { CV_Assert(fs.isOpened() == 1); string desc = "Logisitic Regression Classifier"; fs<<"classifier"<params.alpha; fs<<"iterations"<params.num_iters; fs<<"norm"<params.norm; fs<<"regularized"<params.regularized; fs<<"train_method"<params.train_method; if(this->params.train_method == LogisticRegression::MINI_BATCH) { fs<<"mini_batch_size"<params.mini_batch_size; } fs<<"learnt_thetas"<learnt_thetas; fs<<"n_labels"<labels_n; fs<<"o_labels"<labels_o; } void LogisticRegression::read(const FileNode& fn ) { // check if empty if(fn.empty()) { cv::error(Error::StsBadArg, "read: empty FileNode object","cv::ml::LogisticRegression::read", __FILE__, __LINE__); } this->params.alpha = (double)fn["alpha"]; this->params.num_iters = (int)fn["iterations"]; this->params.norm = (int)fn["norm"]; this->params.regularized = (int)fn["regularized"]; this->params.train_method = (int)fn["train_method"]; if(this->params.train_method == LogisticRegression::MINI_BATCH) { this->params.mini_batch_size = (int)fn["mini_batch_size"]; } fn["learnt_thetas"] >> this->learnt_thetas; fn["o_labels"] >> this->labels_o; fn["n_labels"] >> this->labels_n; for(int ii =0;iiforward_mapper[labels_o.at(ii,0)] = labels_n.at(ii,0); this->reverse_mapper[labels_n.at(ii,0)] = labels_o.at(ii,0); } } void LogisticRegression::save(string filepath) const { FileStorage fs; fs.open(filepath.c_str(),FileStorage::WRITE); write(fs); fs.release(); } void LogisticRegression::load(const string filepath) { FileStorage fs; fs.open(filepath.c_str(),FileStorage::READ); FileNode fn = fs.root(); read(fn); } cv::Mat LogisticRegression::get_learnt_thetas() const { return this->learnt_thetas; } /* End of file. */