--- /dev/null
+/*M///////////////////////////////////////////////////////////////////////////////////////
+//
+// 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.
+//
+//
+// Intel License Agreement
+//
+// Copyright (C) 2000, Intel Corporation, 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:
+//
+// * Redistribution's of source code must retain the above copyright notice,
+// this list of conditions and the following disclaimer.
+//
+// * Redistribution's 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 Intel Corporation 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.
+//
+//M*/
+
+#include "_ml.h"
+
+static inline double
+log_ratio( double val )
+{
+ const double eps = 1e-5;
+
+ val = MAX( val, eps );
+ val = MIN( val, 1. - eps );
+ return log( val/(1. - val) );
+}
+
+
+CvBoostParams::CvBoostParams()
+{
+ boost_type = CvBoost::REAL;
+ weak_count = 100;
+ weight_trim_rate = 0.95;
+ cv_folds = 0;
+ max_depth = 1;
+}
+
+
+CvBoostParams::CvBoostParams( int _boost_type, int _weak_count,
+ double _weight_trim_rate, int _max_depth,
+ bool _use_surrogates, const float* _priors )
+{
+ boost_type = _boost_type;
+ weak_count = _weak_count;
+ weight_trim_rate = _weight_trim_rate;
+ split_criteria = CvBoost::DEFAULT;
+ cv_folds = 0;
+ max_depth = _max_depth;
+ use_surrogates = _use_surrogates;
+ priors = _priors;
+}
+
+
+
+///////////////////////////////// CvBoostTree ///////////////////////////////////
+
+CvBoostTree::CvBoostTree()
+{
+ ensemble = 0;
+}
+
+
+CvBoostTree::~CvBoostTree()
+{
+ clear();
+}
+
+
+void
+CvBoostTree::clear()
+{
+ CvDTree::clear();
+ ensemble = 0;
+}
+
+
+bool
+CvBoostTree::train( CvDTreeTrainData* _train_data,
+ const CvMat* _subsample_idx, CvBoost* _ensemble )
+{
+ clear();
+ ensemble = _ensemble;
+ data = _train_data;
+ data->shared = true;
+
+ return do_train( _subsample_idx );
+}
+
+
+bool
+CvBoostTree::train( const CvMat*, int, const CvMat*, const CvMat*,
+ const CvMat*, const CvMat*, const CvMat*, CvDTreeParams )
+{
+ assert(0);
+ return false;
+}
+
+
+bool
+CvBoostTree::train( CvDTreeTrainData*, const CvMat* )
+{
+ assert(0);
+ return false;
+}
+
+
+void
+CvBoostTree::scale( double scale )
+{
+ CvDTreeNode* node = root;
+
+ // traverse the tree and scale all the node values
+ for(;;)
+ {
+ CvDTreeNode* parent;
+ for(;;)
+ {
+ node->value *= scale;
+ if( !node->left )
+ break;
+ node = node->left;
+ }
+
+ for( parent = node->parent; parent && parent->right == node;
+ node = parent, parent = parent->parent )
+ ;
+
+ if( !parent )
+ break;
+
+ node = parent->right;
+ }
+}
+
+
+void
+CvBoostTree::try_split_node( CvDTreeNode* node )
+{
+ CvDTree::try_split_node( node );
+
+ if( !node->left )
+ {
+ // if the node has not been split,
+ // store the responses for the corresponding training samples
+ double* weak_eval = ensemble->get_weak_response()->data.db;
+ int* labels_buf = data->get_cv_lables_buf();
+ const int* labels = 0;
+ data->get_cv_labels( node, labels_buf, &labels );
+ int i, count = node->sample_count;
+ double value = node->value;
+
+ for( i = 0; i < count; i++ )
+ weak_eval[labels[i]] = value;
+ }
+}
+
+
+double
+CvBoostTree::calc_node_dir( CvDTreeNode* node )
+{
+ char* dir = (char*)data->direction->data.ptr;
+ const double* weights = ensemble->get_subtree_weights()->data.db;
+ int i, n = node->sample_count, vi = node->split->var_idx;
+ double L, R;
+
+ assert( !node->split->inversed );
+
+ if( data->get_var_type(vi) >= 0 ) // split on categorical var
+ {
+ int* cat_labels_buf = data->get_pred_int_buf();
+ const int* cat_labels = 0;
+ data->get_cat_var_data( node, vi, cat_labels_buf, &cat_labels );
+ const int* subset = node->split->subset;
+ double sum = 0, sum_abs = 0;
+
+ for( i = 0; i < n; i++ )
+ {
+ int idx = ((cat_labels[i] == 65535) && data->is_buf_16u) ? -1 : cat_labels[i];
+ double w = weights[i];
+ int d = idx >= 0 ? CV_DTREE_CAT_DIR(idx,subset) : 0;
+ sum += d*w; sum_abs += (d & 1)*w;
+ dir[i] = (char)d;
+ }
+
+ R = (sum_abs + sum) * 0.5;
+ L = (sum_abs - sum) * 0.5;
+ }
+ else // split on ordered var
+ {
+ float* values_buf = data->get_pred_float_buf();
+ const float* values = 0;
+ int* indices_buf = data->get_pred_int_buf();
+ const int* indices = 0;
+ data->get_ord_var_data( node, vi, values_buf, indices_buf, &values, &indices );
+ int split_point = node->split->ord.split_point;
+ int n1 = node->get_num_valid(vi);
+
+ assert( 0 <= split_point && split_point < n1-1 );
+ L = R = 0;
+
+ for( i = 0; i <= split_point; i++ )
+ {
+ int idx = indices[i];
+ double w = weights[idx];
+ dir[idx] = (char)-1;
+ L += w;
+ }
+
+ for( ; i < n1; i++ )
+ {
+ int idx = indices[i];
+ double w = weights[idx];
+ dir[idx] = (char)1;
+ R += w;
+ }
+
+ for( ; i < n; i++ )
+ dir[indices[i]] = (char)0;
+ }
+
+ node->maxlr = MAX( L, R );
+ return node->split->quality/(L + R);
+}
+
+
+CvDTreeSplit*
+CvBoostTree::find_split_ord_class( CvDTreeNode* node, int vi, float init_quality, CvDTreeSplit* _split )
+{
+ const float epsilon = FLT_EPSILON*2;
+
+ const double* weights = ensemble->get_subtree_weights()->data.db;
+ int n = node->sample_count;
+ int n1 = node->get_num_valid(vi);
+ float* values_buf = data->get_pred_float_buf();
+ const float* values = 0;
+ int* indices_buf = data->get_pred_int_buf();
+ const int* indices = 0;
+ data->get_ord_var_data( node, vi, values_buf, indices_buf, &values, &indices );
+ int* responses_buf = data->get_resp_int_buf();
+ const int* responses = 0;
+ data->get_class_labels( node, responses_buf, &responses);
+ const double* rcw0 = weights + n;
+ double lcw[2] = {0,0}, rcw[2];
+ int i, best_i = -1;
+ double best_val = init_quality;
+ int boost_type = ensemble->get_params().boost_type;
+ int split_criteria = ensemble->get_params().split_criteria;
+
+ rcw[0] = rcw0[0]; rcw[1] = rcw0[1];
+ for( i = n1; i < n; i++ )
+ {
+ int idx = indices[i];
+ double w = weights[idx];
+ rcw[responses[idx]] -= w;
+ }
+
+ if( split_criteria != CvBoost::GINI && split_criteria != CvBoost::MISCLASS )
+ split_criteria = boost_type == CvBoost::DISCRETE ? CvBoost::MISCLASS : CvBoost::GINI;
+
+ if( split_criteria == CvBoost::GINI )
+ {
+ double L = 0, R = rcw[0] + rcw[1];
+ double lsum2 = 0, rsum2 = rcw[0]*rcw[0] + rcw[1]*rcw[1];
+
+ for( i = 0; i < n1 - 1; i++ )
+ {
+ int idx = indices[i];
+ double w = weights[idx], w2 = w*w;
+ double lv, rv;
+ idx = responses[idx];
+ L += w; R -= w;
+ lv = lcw[idx]; rv = rcw[idx];
+ lsum2 += 2*lv*w + w2;
+ rsum2 -= 2*rv*w - w2;
+ lcw[idx] = lv + w; rcw[idx] = rv - w;
+
+ if( values[i] + epsilon < values[i+1] )
+ {
+ double val = (lsum2*R + rsum2*L)/(L*R);
+ if( best_val < val )
+ {
+ best_val = val;
+ best_i = i;
+ }
+ }
+ }
+ }
+ else
+ {
+ for( i = 0; i < n1 - 1; i++ )
+ {
+ int idx = indices[i];
+ double w = weights[idx];
+ idx = responses[idx];
+ lcw[idx] += w;
+ rcw[idx] -= w;
+
+ if( values[i] + epsilon < values[i+1] )
+ {
+ double val = lcw[0] + rcw[1], val2 = lcw[1] + rcw[0];
+ val = MAX(val, val2);
+ if( best_val < val )
+ {
+ best_val = val;
+ best_i = i;
+ }
+ }
+ }
+ }
+
+ CvDTreeSplit* split = 0;
+ if( best_i >= 0 )
+ {
+ split = _split ? _split : data->new_split_ord( 0, 0.0f, 0, 0, 0.0f );
+ split->var_idx = vi;
+ split->ord.c = (values[best_i] + values[best_i+1])*0.5f;
+ split->ord.split_point = best_i;
+ split->inversed = 0;
+ split->quality = (float)best_val;
+ }
+ return split;
+}
+
+
+#define CV_CMP_NUM_PTR(a,b) (*(a) < *(b))
+static CV_IMPLEMENT_QSORT_EX( icvSortDblPtr, double*, CV_CMP_NUM_PTR, int )
+
+CvDTreeSplit*
+CvBoostTree::find_split_cat_class( CvDTreeNode* node, int vi, float init_quality, CvDTreeSplit* _split )
+{
+ int ci = data->get_var_type(vi);
+ int n = node->sample_count;
+ int mi = data->cat_count->data.i[ci];
+ int* cat_labels_buf = data->get_pred_int_buf();
+ const int* cat_labels = 0;
+ data->get_cat_var_data(node, vi, cat_labels_buf, &cat_labels);
+ int* responses_buf = data->get_resp_int_buf();
+ const int* responses = 0;
+ data->get_class_labels(node, responses_buf, &responses);
+ double lcw[2]={0,0}, rcw[2]={0,0};
+ double* cjk = (double*)cvStackAlloc(2*(mi+1)*sizeof(cjk[0]))+2;
+ const double* weights = ensemble->get_subtree_weights()->data.db;
+ double** dbl_ptr = (double**)cvStackAlloc( mi*sizeof(dbl_ptr[0]) );
+ int i, j, k, idx;
+ double L = 0, R;
+ double best_val = init_quality;
+ int best_subset = -1, subset_i;
+ int boost_type = ensemble->get_params().boost_type;
+ int split_criteria = ensemble->get_params().split_criteria;
+
+ // init array of counters:
+ // c_{jk} - number of samples that have vi-th input variable = j and response = k.
+ for( j = -1; j < mi; j++ )
+ cjk[j*2] = cjk[j*2+1] = 0;
+
+ for( i = 0; i < n; i++ )
+ {
+ double w = weights[i];
+ j = ((cat_labels[i] == 65535) && data->is_buf_16u) ? -1 : cat_labels[i];
+ k = responses[i];
+ cjk[j*2 + k] += w;
+ }
+
+ for( j = 0; j < mi; j++ )
+ {
+ rcw[0] += cjk[j*2];
+ rcw[1] += cjk[j*2+1];
+ dbl_ptr[j] = cjk + j*2 + 1;
+ }
+
+ R = rcw[0] + rcw[1];
+
+ if( split_criteria != CvBoost::GINI && split_criteria != CvBoost::MISCLASS )
+ split_criteria = boost_type == CvBoost::DISCRETE ? CvBoost::MISCLASS : CvBoost::GINI;
+
+ // sort rows of c_jk by increasing c_j,1
+ // (i.e. by the weight of samples in j-th category that belong to class 1)
+ icvSortDblPtr( dbl_ptr, mi, 0 );
+
+ for( subset_i = 0; subset_i < mi-1; subset_i++ )
+ {
+ idx = (int)(dbl_ptr[subset_i] - cjk)/2;
+ const double* crow = cjk + idx*2;
+ double w0 = crow[0], w1 = crow[1];
+ double weight = w0 + w1;
+
+ if( weight < FLT_EPSILON )
+ continue;
+
+ lcw[0] += w0; rcw[0] -= w0;
+ lcw[1] += w1; rcw[1] -= w1;
+
+ if( split_criteria == CvBoost::GINI )
+ {
+ double lsum2 = lcw[0]*lcw[0] + lcw[1]*lcw[1];
+ double rsum2 = rcw[0]*rcw[0] + rcw[1]*rcw[1];
+
+ L += weight;
+ R -= weight;
+
+ if( L > FLT_EPSILON && R > FLT_EPSILON )
+ {
+ double val = (lsum2*R + rsum2*L)/(L*R);
+ if( best_val < val )
+ {
+ best_val = val;
+ best_subset = subset_i;
+ }
+ }
+ }
+ else
+ {
+ double val = lcw[0] + rcw[1];
+ double val2 = lcw[1] + rcw[0];
+
+ val = MAX(val, val2);
+ if( best_val < val )
+ {
+ best_val = val;
+ best_subset = subset_i;
+ }
+ }
+ }
+
+ CvDTreeSplit* split = 0;
+ if( best_subset >= 0 )
+ {
+ split = _split ? _split : data->new_split_cat( 0, -1.0f);
+ split->var_idx = vi;
+ split->quality = (float)best_val;
+ memset( split->subset, 0, (data->max_c_count + 31)/32 * sizeof(int));
+ for( i = 0; i <= best_subset; i++ )
+ {
+ idx = (int)(dbl_ptr[i] - cjk) >> 1;
+ split->subset[idx >> 5] |= 1 << (idx & 31);
+ }
+ }
+ return split;
+}
+
+
+CvDTreeSplit*
+CvBoostTree::find_split_ord_reg( CvDTreeNode* node, int vi, float init_quality, CvDTreeSplit* _split )
+{
+ const float epsilon = FLT_EPSILON*2;
+ const double* weights = ensemble->get_subtree_weights()->data.db;
+ int n = node->sample_count;
+ int n1 = node->get_num_valid(vi);
+
+ float* values_buf = data->get_pred_float_buf();
+ const float* values = 0;
+ int* indices_buf = data->get_pred_int_buf();
+ const int* indices = 0;
+ data->get_ord_var_data( node, vi, values_buf, indices_buf, &values, &indices );
+ float* responses_buf = data->get_resp_float_buf();
+ const float* responses = 0;
+ data->get_ord_responses(node, responses_buf, &responses);
+
+ int i, best_i = -1;
+ double L = 0, R = weights[n];
+ double best_val = init_quality, lsum = 0, rsum = node->value*R;
+
+ // compensate for missing values
+ for( i = n1; i < n; i++ )
+ {
+ int idx = indices[i];
+ double w = weights[idx];
+ rsum -= responses[idx]*w;
+ R -= w;
+ }
+
+ // find the optimal split
+ for( i = 0; i < n1 - 1; i++ )
+ {
+ int idx = indices[i];
+ double w = weights[idx];
+ double t = responses[idx]*w;
+ L += w; R -= w;
+ lsum += t; rsum -= t;
+
+ if( values[i] + epsilon < values[i+1] )
+ {
+ double val = (lsum*lsum*R + rsum*rsum*L)/(L*R);
+ if( best_val < val )
+ {
+ best_val = val;
+ best_i = i;
+ }
+ }
+ }
+
+ CvDTreeSplit* split = 0;
+ if( best_i >= 0 )
+ {
+ split = _split ? _split : data->new_split_ord( 0, 0.0f, 0, 0, 0.0f );
+ split->var_idx = vi;
+ split->ord.c = (values[best_i] + values[best_i+1])*0.5f;
+ split->ord.split_point = best_i;
+ split->inversed = 0;
+ split->quality = (float)best_val;
+ }
+ return split;
+}
+
+
+CvDTreeSplit*
+CvBoostTree::find_split_cat_reg( CvDTreeNode* node, int vi, float init_quality, CvDTreeSplit* _split )
+{
+ const double* weights = ensemble->get_subtree_weights()->data.db;
+ int ci = data->get_var_type(vi);
+ int n = node->sample_count;
+ int mi = data->cat_count->data.i[ci];
+ int* cat_labels_buf = data->get_pred_int_buf();
+ const int* cat_labels = 0;
+ data->get_cat_var_data(node, vi, cat_labels_buf, &cat_labels);
+ float* responses_buf = data->get_resp_float_buf();
+ const float* responses = 0;
+ data->get_ord_responses(node, responses_buf, &responses);
+
+ double* sum = (double*)cvStackAlloc( (mi+1)*sizeof(sum[0]) ) + 1;
+ double* counts = (double*)cvStackAlloc( (mi+1)*sizeof(counts[0]) ) + 1;
+ double** sum_ptr = (double**)cvStackAlloc( mi*sizeof(sum_ptr[0]) );
+ double L = 0, R = 0, best_val = init_quality, lsum = 0, rsum = 0;
+ int i, best_subset = -1, subset_i;
+
+ for( i = -1; i < mi; i++ )
+ sum[i] = counts[i] = 0;
+
+ // calculate sum response and weight of each category of the input var
+ for( i = 0; i < n; i++ )
+ {
+ int idx = ((cat_labels[i] == 65535) && data->is_buf_16u) ? -1 : cat_labels[i];
+ double w = weights[i];
+ double s = sum[idx] + responses[i]*w;
+ double nc = counts[idx] + w;
+ sum[idx] = s;
+ counts[idx] = nc;
+ }
+
+ // calculate average response in each category
+ for( i = 0; i < mi; i++ )
+ {
+ R += counts[i];
+ rsum += sum[i];
+ sum[i] /= counts[i];
+ sum_ptr[i] = sum + i;
+ }
+
+ icvSortDblPtr( sum_ptr, mi, 0 );
+
+ // revert back to unnormalized sums
+ // (there should be a very little loss in accuracy)
+ for( i = 0; i < mi; i++ )
+ sum[i] *= counts[i];
+
+ for( subset_i = 0; subset_i < mi-1; subset_i++ )
+ {
+ int idx = (int)(sum_ptr[subset_i] - sum);
+ double ni = counts[idx];
+
+ if( ni > FLT_EPSILON )
+ {
+ double s = sum[idx];
+ lsum += s; L += ni;
+ rsum -= s; R -= ni;
+
+ if( L > FLT_EPSILON && R > FLT_EPSILON )
+ {
+ double val = (lsum*lsum*R + rsum*rsum*L)/(L*R);
+ if( best_val < val )
+ {
+ best_val = val;
+ best_subset = subset_i;
+ }
+ }
+ }
+ }
+
+ CvDTreeSplit* split = 0;
+ if( best_subset >= 0 )
+ {
+ split = _split ? _split : data->new_split_cat( 0, -1.0f);
+ split->var_idx = vi;
+ split->quality = (float)best_val;
+ memset( split->subset, 0, (data->max_c_count + 31)/32 * sizeof(int));
+ for( i = 0; i <= best_subset; i++ )
+ {
+ int idx = (int)(sum_ptr[i] - sum);
+ split->subset[idx >> 5] |= 1 << (idx & 31);
+ }
+ }
+ return split;
+}
+
+
+CvDTreeSplit*
+CvBoostTree::find_surrogate_split_ord( CvDTreeNode* node, int vi )
+{
+ const float epsilon = FLT_EPSILON*2;
+ float* values_buf = data->get_pred_float_buf();
+ const float* values = 0;
+ int* indices_buf = data->get_pred_int_buf();
+ const int* indices = 0;
+ data->get_ord_var_data( node, vi, values_buf, indices_buf, &values, &indices );
+
+ const double* weights = ensemble->get_subtree_weights()->data.db;
+ const char* dir = (char*)data->direction->data.ptr;
+ int n1 = node->get_num_valid(vi);
+ // LL - number of samples that both the primary and the surrogate splits send to the left
+ // LR - ... primary split sends to the left and the surrogate split sends to the right
+ // RL - ... primary split sends to the right and the surrogate split sends to the left
+ // RR - ... both send to the right
+ int i, best_i = -1, best_inversed = 0;
+ double best_val;
+ double LL = 0, RL = 0, LR, RR;
+ double worst_val = node->maxlr;
+ double sum = 0, sum_abs = 0;
+ best_val = worst_val;
+
+ for( i = 0; i < n1; i++ )
+ {
+ int idx = indices[i];
+ double w = weights[idx];
+ int d = dir[idx];
+ sum += d*w; sum_abs += (d & 1)*w;
+ }
+
+ // sum_abs = R + L; sum = R - L
+ RR = (sum_abs + sum)*0.5;
+ LR = (sum_abs - sum)*0.5;
+
+ // initially all the samples are sent to the right by the surrogate split,
+ // LR of them are sent to the left by primary split, and RR - to the right.
+ // now iteratively compute LL, LR, RL and RR for every possible surrogate split value.
+ for( i = 0; i < n1 - 1; i++ )
+ {
+ int idx = indices[i];
+ double w = weights[idx];
+ int d = dir[idx];
+
+ if( d < 0 )
+ {
+ LL += w; LR -= w;
+ if( LL + RR > best_val && values[i] + epsilon < values[i+1] )
+ {
+ best_val = LL + RR;
+ best_i = i; best_inversed = 0;
+ }
+ }
+ else if( d > 0 )
+ {
+ RL += w; RR -= w;
+ if( RL + LR > best_val && values[i] + epsilon < values[i+1] )
+ {
+ best_val = RL + LR;
+ best_i = i; best_inversed = 1;
+ }
+ }
+ }
+
+ return best_i >= 0 && best_val > node->maxlr ? data->new_split_ord( vi,
+ (values[best_i] + values[best_i+1])*0.5f, best_i,
+ best_inversed, (float)best_val ) : 0;
+}
+
+
+CvDTreeSplit*
+CvBoostTree::find_surrogate_split_cat( CvDTreeNode* node, int vi )
+{
+ const char* dir = (char*)data->direction->data.ptr;
+ const double* weights = ensemble->get_subtree_weights()->data.db;
+ int n = node->sample_count;
+ int* cat_labels_buf = data->get_pred_int_buf();
+ const int* cat_labels = 0;
+ data->get_cat_var_data(node, vi, cat_labels_buf, &cat_labels);
+
+ // LL - number of samples that both the primary and the surrogate splits send to the left
+ // LR - ... primary split sends to the left and the surrogate split sends to the right
+ // RL - ... primary split sends to the right and the surrogate split sends to the left
+ // RR - ... both send to the right
+ CvDTreeSplit* split = data->new_split_cat( vi, 0 );
+ int i, mi = data->cat_count->data.i[data->get_var_type(vi)];
+ double best_val = 0;
+ double* lc = (double*)cvStackAlloc( (mi+1)*2*sizeof(lc[0]) ) + 1;
+ double* rc = lc + mi + 1;
+
+ for( i = -1; i < mi; i++ )
+ lc[i] = rc[i] = 0;
+
+ // 1. for each category calculate the weight of samples
+ // sent to the left (lc) and to the right (rc) by the primary split
+ for( i = 0; i < n; i++ )
+ {
+ int idx = ((cat_labels[i] == 65535) && data->is_buf_16u) ? -1 : cat_labels[i];
+ double w = weights[i];
+ int d = dir[i];
+ double sum = lc[idx] + d*w;
+ double sum_abs = rc[idx] + (d & 1)*w;
+ lc[idx] = sum; rc[idx] = sum_abs;
+ }
+
+ for( i = 0; i < mi; i++ )
+ {
+ double sum = lc[i];
+ double sum_abs = rc[i];
+ lc[i] = (sum_abs - sum) * 0.5;
+ rc[i] = (sum_abs + sum) * 0.5;
+ }
+
+ // 2. now form the split.
+ // in each category send all the samples to the same direction as majority
+ for( i = 0; i < mi; i++ )
+ {
+ double lval = lc[i], rval = rc[i];
+ if( lval > rval )
+ {
+ split->subset[i >> 5] |= 1 << (i & 31);
+ best_val += lval;
+ }
+ else
+ best_val += rval;
+ }
+
+ split->quality = (float)best_val;
+ if( split->quality <= node->maxlr )
+ cvSetRemoveByPtr( data->split_heap, split ), split = 0;
+
+ return split;
+}
+
+
+void
+CvBoostTree::calc_node_value( CvDTreeNode* node )
+{
+ int i, n = node->sample_count;
+ const double* weights = ensemble->get_weights()->data.db;
+ int* labels_buf = data->get_cv_lables_buf();
+ const int* labels = 0;
+ data->get_cv_labels(node, labels_buf, &labels);
+ double* subtree_weights = ensemble->get_subtree_weights()->data.db;
+ double rcw[2] = {0,0};
+ int boost_type = ensemble->get_params().boost_type;
+
+ if( data->is_classifier )
+ {
+ int* _responses_buf = data->get_resp_int_buf();
+ const int* _responses = 0;
+ data->get_class_labels(node, _responses_buf, &_responses);
+ int m = data->get_num_classes();
+ int* cls_count = data->counts->data.i;
+ for( int k = 0; k < m; k++ )
+ cls_count[k] = 0;
+
+ for( i = 0; i < n; i++ )
+ {
+ int idx = labels[i];
+ double w = weights[idx];
+ int r = _responses[i];
+ rcw[r] += w;
+ cls_count[r]++;
+ subtree_weights[i] = w;
+ }
+
+ node->class_idx = rcw[1] > rcw[0];
+
+ if( boost_type == CvBoost::DISCRETE )
+ {
+ // ignore cat_map for responses, and use {-1,1},
+ // as the whole ensemble response is computes as sign(sum_i(weak_response_i)
+ node->value = node->class_idx*2 - 1;
+ }
+ else
+ {
+ double p = rcw[1]/(rcw[0] + rcw[1]);
+ assert( boost_type == CvBoost::REAL );
+
+ // store log-ratio of the probability
+ node->value = 0.5*log_ratio(p);
+ }
+ }
+ else
+ {
+ // in case of regression tree:
+ // * node value is 1/n*sum_i(Y_i), where Y_i is i-th response,
+ // n is the number of samples in the node.
+ // * node risk is the sum of squared errors: sum_i((Y_i - <node_value>)^2)
+ double sum = 0, sum2 = 0, iw;
+ float* values_buf = data->get_resp_float_buf();
+ const float* values = 0;
+ data->get_ord_responses(node, values_buf, &values);
+
+ for( i = 0; i < n; i++ )
+ {
+ int idx = labels[i];
+ double w = weights[idx]/*priors[values[i] > 0]*/;
+ double t = values[i];
+ rcw[0] += w;
+ subtree_weights[i] = w;
+ sum += t*w;
+ sum2 += t*t*w;
+ }
+
+ iw = 1./rcw[0];
+ node->value = sum*iw;
+ node->node_risk = sum2 - (sum*iw)*sum;
+
+ // renormalize the risk, as in try_split_node the unweighted formula
+ // sqrt(risk)/n is used, rather than sqrt(risk)/sum(weights_i)
+ node->node_risk *= n*iw*n*iw;
+ }
+
+ // store summary weights
+ subtree_weights[n] = rcw[0];
+ subtree_weights[n+1] = rcw[1];
+}
+
+
+void CvBoostTree::read( CvFileStorage* fs, CvFileNode* fnode, CvBoost* _ensemble, CvDTreeTrainData* _data )
+{
+ CvDTree::read( fs, fnode, _data );
+ ensemble = _ensemble;
+}
+
+
+void CvBoostTree::read( CvFileStorage*, CvFileNode* )
+{
+ assert(0);
+}
+
+void CvBoostTree::read( CvFileStorage* _fs, CvFileNode* _node,
+ CvDTreeTrainData* _data )
+{
+ CvDTree::read( _fs, _node, _data );
+}
+
+
+/////////////////////////////////// CvBoost /////////////////////////////////////
+
+CvBoost::CvBoost()
+{
+ data = 0;
+ weak = 0;
+ default_model_name = "my_boost_tree";
+ active_vars = active_vars_abs = orig_response = sum_response = weak_eval =
+ subsample_mask = weights = subtree_weights = 0;
+ have_active_cat_vars = have_subsample = false;
+
+ clear();
+}
+
+
+void CvBoost::prune( CvSlice slice )
+{
+ if( weak )
+ {
+ CvSeqReader reader;
+ int i, count = cvSliceLength( slice, weak );
+
+ cvStartReadSeq( weak, &reader );
+ cvSetSeqReaderPos( &reader, slice.start_index );
+
+ for( i = 0; i < count; i++ )
+ {
+ CvBoostTree* w;
+ CV_READ_SEQ_ELEM( w, reader );
+ delete w;
+ }
+
+ cvSeqRemoveSlice( weak, slice );
+ }
+}
+
+
+void CvBoost::clear()
+{
+ if( weak )
+ {
+ prune( CV_WHOLE_SEQ );
+ cvReleaseMemStorage( &weak->storage );
+ }
+ if( data )
+ delete data;
+ weak = 0;
+ data = 0;
+ cvReleaseMat( &active_vars );
+ cvReleaseMat( &active_vars_abs );
+ cvReleaseMat( &orig_response );
+ cvReleaseMat( &sum_response );
+ cvReleaseMat( &weak_eval );
+ cvReleaseMat( &subsample_mask );
+ cvReleaseMat( &weights );
+ have_subsample = false;
+}
+
+
+CvBoost::~CvBoost()
+{
+ clear();
+}
+
+
+CvBoost::CvBoost( const CvMat* _train_data, int _tflag,
+ const CvMat* _responses, const CvMat* _var_idx,
+ const CvMat* _sample_idx, const CvMat* _var_type,
+ const CvMat* _missing_mask, CvBoostParams _params )
+{
+ weak = 0;
+ data = 0;
+ default_model_name = "my_boost_tree";
+ orig_response = sum_response = weak_eval = subsample_mask = weights = 0;
+
+ train( _train_data, _tflag, _responses, _var_idx, _sample_idx,
+ _var_type, _missing_mask, _params );
+}
+
+
+bool
+CvBoost::set_params( const CvBoostParams& _params )
+{
+ bool ok = false;
+
+ CV_FUNCNAME( "CvBoost::set_params" );
+
+ __BEGIN__;
+
+ params = _params;
+ if( params.boost_type != DISCRETE && params.boost_type != REAL &&
+ params.boost_type != LOGIT && params.boost_type != GENTLE )
+ CV_ERROR( CV_StsBadArg, "Unknown/unsupported boosting type" );
+
+ params.weak_count = MAX( params.weak_count, 1 );
+ params.weight_trim_rate = MAX( params.weight_trim_rate, 0. );
+ params.weight_trim_rate = MIN( params.weight_trim_rate, 1. );
+ if( params.weight_trim_rate < FLT_EPSILON )
+ params.weight_trim_rate = 1.f;
+
+ if( params.boost_type == DISCRETE &&
+ params.split_criteria != GINI && params.split_criteria != MISCLASS )
+ params.split_criteria = MISCLASS;
+ if( params.boost_type == REAL &&
+ params.split_criteria != GINI && params.split_criteria != MISCLASS )
+ params.split_criteria = GINI;
+ if( (params.boost_type == LOGIT || params.boost_type == GENTLE) &&
+ params.split_criteria != SQERR )
+ params.split_criteria = SQERR;
+
+ ok = true;
+
+ __END__;
+
+ return ok;
+}
+
+
+bool
+CvBoost::train( const CvMat* _train_data, int _tflag,
+ const CvMat* _responses, const CvMat* _var_idx,
+ const CvMat* _sample_idx, const CvMat* _var_type,
+ const CvMat* _missing_mask,
+ CvBoostParams _params, bool _update )
+{
+ bool ok = false;
+ CvMemStorage* storage = 0;
+
+ CV_FUNCNAME( "CvBoost::train" );
+
+ __BEGIN__;
+
+ int i;
+
+ set_params( _params );
+
+ cvReleaseMat( &active_vars );
+ cvReleaseMat( &active_vars_abs );
+
+ if( !_update || !data )
+ {
+ clear();
+ data = new CvDTreeTrainData( _train_data, _tflag, _responses, _var_idx,
+ _sample_idx, _var_type, _missing_mask, _params, true, true );
+
+ if( data->get_num_classes() != 2 )
+ CV_ERROR( CV_StsNotImplemented,
+ "Boosted trees can only be used for 2-class classification." );
+ CV_CALL( storage = cvCreateMemStorage() );
+ weak = cvCreateSeq( 0, sizeof(CvSeq), sizeof(CvBoostTree*), storage );
+ storage = 0;
+ }
+ else
+ {
+ data->set_data( _train_data, _tflag, _responses, _var_idx,
+ _sample_idx, _var_type, _missing_mask, _params, true, true, true );
+ }
+
+ if ( (_params.boost_type == LOGIT) || (_params.boost_type == GENTLE) )
+ data->do_responses_copy();
+
+ update_weights( 0 );
+
+ for( i = 0; i < params.weak_count; i++ )
+ {
+ CvBoostTree* tree = new CvBoostTree;
+ if( !tree->train( data, subsample_mask, this ) )
+ {
+ delete tree;
+ continue;
+ }
+ //cvCheckArr( get_weak_response());
+ cvSeqPush( weak, &tree );
+ update_weights( tree );
+ trim_weights();
+ }
+
+ get_active_vars(); // recompute active_vars* maps and condensed_idx's in the splits.
+ data->is_classifier = true;
+ ok = true;
+
+ data->free_train_data();
+
+ __END__;
+
+ return ok;
+}
+
+bool CvBoost::train( CvMLData* _data,
+ CvBoostParams params,
+ bool update )
+{
+ bool result = false;
+
+ CV_FUNCNAME( "CvBoost::train" );
+
+ __BEGIN__;
+
+ const CvMat* values = _data->get_values();
+ const CvMat* response = _data->get_responses();
+ const CvMat* missing = _data->get_missing();
+ const CvMat* var_types = _data->get_var_types();
+ const CvMat* train_sidx = _data->get_train_sample_idx();
+ const CvMat* var_idx = _data->get_var_idx();
+
+ CV_CALL( result = train( values, CV_ROW_SAMPLE, response, var_idx,
+ train_sidx, var_types, missing, params, update ) );
+
+ __END__;
+
+ return result;
+}
+
+void
+CvBoost::update_weights( CvBoostTree* tree )
+{
+ CV_FUNCNAME( "CvBoost::update_weights" );
+
+ __BEGIN__;
+
+ int i, n = data->sample_count;
+ double sumw = 0.;
+ int step = 0;
+ float* fdata = 0;
+ int *sample_idx_buf;
+ const int* sample_idx = 0;
+ if ( (params.boost_type == LOGIT) || (params.boost_type == GENTLE) )
+ {
+ step = CV_IS_MAT_CONT(data->responses_copy->type) ?
+ 1 : data->responses_copy->step / CV_ELEM_SIZE(data->responses_copy->type);
+ fdata = data->responses_copy->data.fl;
+ sample_idx_buf = (int*)cvStackAlloc(data->sample_count*sizeof(sample_idx_buf[0]));
+ data->get_sample_indices( data->data_root, sample_idx_buf, &sample_idx );
+ }
+ CvMat* buf = data->buf;
+ if( !tree ) // before training the first tree, initialize weights and other parameters
+ {
+ int n = data->sample_count;
+ int* class_labels_buf = data->get_resp_int_buf();
+ const int* class_labels = 0;
+ data->get_class_labels(data->data_root, class_labels_buf, &class_labels);
+ // in case of logitboost and gentle adaboost each weak tree is a regression tree,
+ // so we need to convert class labels to floating-point values
+ float* responses_buf = data->get_resp_float_buf();
+ const float* responses = 0;
+ data->get_ord_responses(data->data_root, responses_buf, &responses);
+
+ double w0 = 1./n;
+ double p[2] = { 1, 1 };
+
+ cvReleaseMat( &orig_response );
+ cvReleaseMat( &sum_response );
+ cvReleaseMat( &weak_eval );
+ cvReleaseMat( &subsample_mask );
+ cvReleaseMat( &weights );
+
+ CV_CALL( orig_response = cvCreateMat( 1, n, CV_32S ));
+ CV_CALL( weak_eval = cvCreateMat( 1, n, CV_64F ));
+ CV_CALL( subsample_mask = cvCreateMat( 1, n, CV_8U ));
+ CV_CALL( weights = cvCreateMat( 1, n, CV_64F ));
+ CV_CALL( subtree_weights = cvCreateMat( 1, n + 2, CV_64F ));
+
+ if( data->have_priors )
+ {
+ // compute weight scale for each class from their prior probabilities
+ int c1 = 0;
+ for( i = 0; i < n; i++ )
+ c1 += class_labels[i];
+ p[0] = data->priors->data.db[0]*(c1 < n ? 1./(n - c1) : 0.);
+ p[1] = data->priors->data.db[1]*(c1 > 0 ? 1./c1 : 0.);
+ p[0] /= p[0] + p[1];
+ p[1] = 1. - p[0];
+ }
+
+ if (data->is_buf_16u)
+ {
+ unsigned short* labels = (unsigned short*)(buf->data.s + data->data_root->buf_idx*buf->cols +
+ data->data_root->offset + (data->work_var_count-1)*data->sample_count);
+ for( i = 0; i < n; i++ )
+ {
+ // save original categorical responses {0,1}, convert them to {-1,1}
+ orig_response->data.i[i] = class_labels[i]*2 - 1;
+ // make all the samples active at start.
+ // later, in trim_weights() deactivate/reactive again some, if need
+ subsample_mask->data.ptr[i] = (uchar)1;
+ // make all the initial weights the same.
+ weights->data.db[i] = w0*p[class_labels[i]];
+ // set the labels to find (from within weak tree learning proc)
+ // the particular sample weight, and where to store the response.
+ labels[i] = (unsigned short)i;
+ }
+ }
+ else
+ {
+ int* labels = buf->data.i + data->data_root->buf_idx*buf->cols +
+ data->data_root->offset + (data->work_var_count-1)*data->sample_count;
+
+ for( i = 0; i < n; i++ )
+ {
+ // save original categorical responses {0,1}, convert them to {-1,1}
+ orig_response->data.i[i] = class_labels[i]*2 - 1;
+ // make all the samples active at start.
+ // later, in trim_weights() deactivate/reactive again some, if need
+ subsample_mask->data.ptr[i] = (uchar)1;
+ // make all the initial weights the same.
+ weights->data.db[i] = w0*p[class_labels[i]];
+ // set the labels to find (from within weak tree learning proc)
+ // the particular sample weight, and where to store the response.
+ labels[i] = i;
+ }
+ }
+
+ if( params.boost_type == LOGIT )
+ {
+ CV_CALL( sum_response = cvCreateMat( 1, n, CV_64F ));
+
+ for( i = 0; i < n; i++ )
+ {
+ sum_response->data.db[i] = 0;
+ fdata[sample_idx[i]*step] = orig_response->data.i[i] > 0 ? 2.f : -2.f;
+ }
+
+ // in case of logitboost each weak tree is a regression tree.
+ // the target function values are recalculated for each of the trees
+ data->is_classifier = false;
+ }
+ else if( params.boost_type == GENTLE )
+ {
+ for( i = 0; i < n; i++ )
+ fdata[sample_idx[i]*step] = (float)orig_response->data.i[i];
+
+ data->is_classifier = false;
+ }
+ }
+ else
+ {
+ // at this moment, for all the samples that participated in the training of the most
+ // recent weak classifier we know the responses. For other samples we need to compute them
+ if( have_subsample )
+ {
+ float* values0, *values = (float*)cvStackAlloc(data->buf->step*sizeof(float));
+ uchar* missing0, *missing = (uchar*)cvStackAlloc(data->buf->step*sizeof(uchar));
+ CvMat _sample, _mask;
+ values0 = values;
+ missing0 = missing;
+
+ // invert the subsample mask
+ cvXorS( subsample_mask, cvScalar(1.), subsample_mask );
+ data->get_vectors( subsample_mask, values, missing, 0 );
+
+ _sample = cvMat( 1, data->var_count, CV_32F );
+ _mask = cvMat( 1, data->var_count, CV_8U );
+
+ // run tree through all the non-processed samples
+ for( i = 0; i < n; i++ )
+ if( subsample_mask->data.ptr[i] )
+ {
+ _sample.data.fl = values;
+ _mask.data.ptr = missing;
+ values += _sample.cols;
+ missing += _mask.cols;
+ weak_eval->data.db[i] = tree->predict( &_sample, &_mask, true )->value;
+ }
+ }
+
+ // now update weights and other parameters for each type of boosting
+ if( params.boost_type == DISCRETE )
+ {
+ // Discrete AdaBoost:
+ // weak_eval[i] (=f(x_i)) is in {-1,1}
+ // err = sum(w_i*(f(x_i) != y_i))/sum(w_i)
+ // C = log((1-err)/err)
+ // w_i *= exp(C*(f(x_i) != y_i))
+
+ double C, err = 0.;
+ double scale[] = { 1., 0. };
+
+ for( i = 0; i < n; i++ )
+ {
+ double w = weights->data.db[i];
+ sumw += w;
+ err += w*(weak_eval->data.db[i] != orig_response->data.i[i]);
+ }
+
+ if( sumw != 0 )
+ err /= sumw;
+ C = err = -log_ratio( err );
+ scale[1] = exp(err);
+
+ sumw = 0;
+ for( i = 0; i < n; i++ )
+ {
+ double w = weights->data.db[i]*
+ scale[weak_eval->data.db[i] != orig_response->data.i[i]];
+ sumw += w;
+ weights->data.db[i] = w;
+ }
+
+ tree->scale( C );
+ }
+ else if( params.boost_type == REAL )
+ {
+ // Real AdaBoost:
+ // weak_eval[i] = f(x_i) = 0.5*log(p(x_i)/(1-p(x_i))), p(x_i)=P(y=1|x_i)
+ // w_i *= exp(-y_i*f(x_i))
+
+ for( i = 0; i < n; i++ )
+ weak_eval->data.db[i] *= -orig_response->data.i[i];
+
+ cvExp( weak_eval, weak_eval );
+
+ for( i = 0; i < n; i++ )
+ {
+ double w = weights->data.db[i]*weak_eval->data.db[i];
+ sumw += w;
+ weights->data.db[i] = w;
+ }
+ }
+ else if( params.boost_type == LOGIT )
+ {
+ // LogitBoost:
+ // weak_eval[i] = f(x_i) in [-z_max,z_max]
+ // sum_response = F(x_i).
+ // F(x_i) += 0.5*f(x_i)
+ // p(x_i) = exp(F(x_i))/(exp(F(x_i)) + exp(-F(x_i))=1/(1+exp(-2*F(x_i)))
+ // reuse weak_eval: weak_eval[i] <- p(x_i)
+ // w_i = p(x_i)*1(1 - p(x_i))
+ // z_i = ((y_i+1)/2 - p(x_i))/(p(x_i)*(1 - p(x_i)))
+ // store z_i to the data->data_root as the new target responses
+
+ const double lb_weight_thresh = FLT_EPSILON;
+ const double lb_z_max = 10.;
+ float* responses_buf = data->get_resp_float_buf();
+ const float* responses = 0;
+ data->get_ord_responses(data->data_root, responses_buf, &responses);
+
+ /*if( weak->total == 7 )
+ putchar('*');*/
+
+ for( i = 0; i < n; i++ )
+ {
+ double s = sum_response->data.db[i] + 0.5*weak_eval->data.db[i];
+ sum_response->data.db[i] = s;
+ weak_eval->data.db[i] = -2*s;
+ }
+
+ cvExp( weak_eval, weak_eval );
+
+ for( i = 0; i < n; i++ )
+ {
+ double p = 1./(1. + weak_eval->data.db[i]);
+ double w = p*(1 - p), z;
+ w = MAX( w, lb_weight_thresh );
+ weights->data.db[i] = w;
+ sumw += w;
+ if( orig_response->data.i[i] > 0 )
+ {
+ z = 1./p;
+ fdata[sample_idx[i]*step] = (float)MIN(z, lb_z_max);
+ }
+ else
+ {
+ z = 1./(1-p);
+ fdata[sample_idx[i]*step] = (float)-MIN(z, lb_z_max);
+ }
+ }
+ }
+ else
+ {
+ // Gentle AdaBoost:
+ // weak_eval[i] = f(x_i) in [-1,1]
+ // w_i *= exp(-y_i*f(x_i))
+ assert( params.boost_type == GENTLE );
+
+ for( i = 0; i < n; i++ )
+ weak_eval->data.db[i] *= -orig_response->data.i[i];
+
+ cvExp( weak_eval, weak_eval );
+
+ for( i = 0; i < n; i++ )
+ {
+ double w = weights->data.db[i] * weak_eval->data.db[i];
+ weights->data.db[i] = w;
+ sumw += w;
+ }
+ }
+ }
+
+ // renormalize weights
+ if( sumw > FLT_EPSILON )
+ {
+ sumw = 1./sumw;
+ for( i = 0; i < n; ++i )
+ weights->data.db[i] *= sumw;
+ }
+
+ __END__;
+}
+
+
+static CV_IMPLEMENT_QSORT_EX( icvSort_64f, double, CV_LT, int )
+
+
+void
+CvBoost::trim_weights()
+{
+ //CV_FUNCNAME( "CvBoost::trim_weights" );
+
+ __BEGIN__;
+
+ int i, count = data->sample_count, nz_count = 0;
+ double sum, threshold;
+
+ if( params.weight_trim_rate <= 0. || params.weight_trim_rate >= 1. )
+ EXIT;
+
+ // use weak_eval as temporary buffer for sorted weights
+ cvCopy( weights, weak_eval );
+
+ icvSort_64f( weak_eval->data.db, count, 0 );
+
+ // as weight trimming occurs immediately after updating the weights,
+ // where they are renormalized, we assume that the weight sum = 1.
+ sum = 1. - params.weight_trim_rate;
+
+ for( i = 0; i < count; i++ )
+ {
+ double w = weak_eval->data.db[i];
+ if( sum > w )
+ break;
+ sum -= w;
+ }
+
+ threshold = i < count ? weak_eval->data.db[i] : DBL_MAX;
+
+ for( i = 0; i < count; i++ )
+ {
+ double w = weights->data.db[i];
+ int f = w >= threshold;
+ subsample_mask->data.ptr[i] = (uchar)f;
+ nz_count += f;
+ }
+
+ have_subsample = nz_count < count;
+
+ __END__;
+}
+
+
+const CvMat*
+CvBoost::get_active_vars( bool absolute_idx )
+{
+ CvMat* mask = 0;
+ CvMat* inv_map = 0;
+ CvMat* result = 0;
+
+ CV_FUNCNAME( "CvBoost::get_active_vars" );
+
+ __BEGIN__;
+
+ if( !weak )
+ CV_ERROR( CV_StsError, "The boosted tree ensemble has not been trained yet" );
+
+ if( !active_vars || !active_vars_abs )
+ {
+ CvSeqReader reader;
+ int i, j, nactive_vars;
+ CvBoostTree* wtree;
+ const CvDTreeNode* node;
+
+ assert(!active_vars && !active_vars_abs);
+ mask = cvCreateMat( 1, data->var_count, CV_8U );
+ inv_map = cvCreateMat( 1, data->var_count, CV_32S );
+ cvZero( mask );
+ cvSet( inv_map, cvScalar(-1) );
+
+ // first pass: compute the mask of used variables
+ cvStartReadSeq( weak, &reader );
+ for( i = 0; i < weak->total; i++ )
+ {
+ CV_READ_SEQ_ELEM(wtree, reader);
+
+ node = wtree->get_root();
+ assert( node != 0 );
+ for(;;)
+ {
+ const CvDTreeNode* parent;
+ for(;;)
+ {
+ CvDTreeSplit* split = node->split;
+ for( ; split != 0; split = split->next )
+ mask->data.ptr[split->var_idx] = 1;
+ if( !node->left )
+ break;
+ node = node->left;
+ }
+
+ for( parent = node->parent; parent && parent->right == node;
+ node = parent, parent = parent->parent )
+ ;
+
+ if( !parent )
+ break;
+
+ node = parent->right;
+ }
+ }
+
+ nactive_vars = cvCountNonZero(mask);
+
+ //if ( nactive_vars > 0 )
+ {
+ active_vars = cvCreateMat( 1, nactive_vars, CV_32S );
+ active_vars_abs = cvCreateMat( 1, nactive_vars, CV_32S );
+
+ have_active_cat_vars = false;
+
+ for( i = j = 0; i < data->var_count; i++ )
+ {
+ if( mask->data.ptr[i] )
+ {
+ active_vars->data.i[j] = i;
+ active_vars_abs->data.i[j] = data->var_idx ? data->var_idx->data.i[i] : i;
+ inv_map->data.i[i] = j;
+ if( data->var_type->data.i[i] >= 0 )
+ have_active_cat_vars = true;
+ j++;
+ }
+ }
+
+
+ // second pass: now compute the condensed indices
+ cvStartReadSeq( weak, &reader );
+ for( i = 0; i < weak->total; i++ )
+ {
+ CV_READ_SEQ_ELEM(wtree, reader);
+ node = wtree->get_root();
+ for(;;)
+ {
+ const CvDTreeNode* parent;
+ for(;;)
+ {
+ CvDTreeSplit* split = node->split;
+ for( ; split != 0; split = split->next )
+ {
+ split->condensed_idx = inv_map->data.i[split->var_idx];
+ assert( split->condensed_idx >= 0 );
+ }
+
+ if( !node->left )
+ break;
+ node = node->left;
+ }
+
+ for( parent = node->parent; parent && parent->right == node;
+ node = parent, parent = parent->parent )
+ ;
+
+ if( !parent )
+ break;
+
+ node = parent->right;
+ }
+ }
+ }
+ }
+
+ result = absolute_idx ? active_vars_abs : active_vars;
+
+ __END__;
+
+ cvReleaseMat( &mask );
+ cvReleaseMat( &inv_map );
+
+ return result;
+}
+
+
+float
+CvBoost::predict( const CvMat* _sample, const CvMat* _missing,
+ CvMat* weak_responses, CvSlice slice,
+ bool raw_mode, bool return_sum ) const
+{
+ float* buf = 0;
+ bool allocated = false;
+ float value = -FLT_MAX;
+
+ CV_FUNCNAME( "CvBoost::predict" );
+
+ __BEGIN__;
+
+ int i, weak_count, var_count;
+ CvMat sample, missing;
+ CvSeqReader reader;
+ double sum = 0;
+ int wstep = 0;
+ const int* vtype;
+ const int* cmap;
+ const int* cofs;
+ const float* sample_data;
+
+ if( !weak )
+ CV_ERROR( CV_StsError, "The boosted tree ensemble has not been trained yet" );
+
+ if( !CV_IS_MAT(_sample) || CV_MAT_TYPE(_sample->type) != CV_32FC1 ||
+ (_sample->cols != 1 && _sample->rows != 1) ||
+ (_sample->cols + _sample->rows - 1 != data->var_all && !raw_mode) ||
+ (active_vars && _sample->cols + _sample->rows - 1 != active_vars->cols && raw_mode) )
+ CV_ERROR( CV_StsBadArg,
+ "the input sample must be 1d floating-point vector with the same "
+ "number of elements as the total number of variables or "
+ "as the number of variables used for training" );
+
+ if( _missing )
+ {
+ if( !CV_IS_MAT(_missing) || !CV_IS_MASK_ARR(_missing) ||
+ !CV_ARE_SIZES_EQ(_missing, _sample) )
+ CV_ERROR( CV_StsBadArg,
+ "the missing data mask must be 8-bit vector of the same size as input sample" );
+ }
+
+ weak_count = cvSliceLength( slice, weak );
+ if( weak_count >= weak->total )
+ {
+ weak_count = weak->total;
+ slice.start_index = 0;
+ }
+
+ if( weak_responses )
+ {
+ if( !CV_IS_MAT(weak_responses) ||
+ CV_MAT_TYPE(weak_responses->type) != CV_32FC1 ||
+ (weak_responses->cols != 1 && weak_responses->rows != 1) ||
+ weak_responses->cols + weak_responses->rows - 1 != weak_count )
+ CV_ERROR( CV_StsBadArg,
+ "The output matrix of weak classifier responses must be valid "
+ "floating-point vector of the same number of components as the length of input slice" );
+ wstep = CV_IS_MAT_CONT(weak_responses->type) ? 1 : weak_responses->step/sizeof(float);
+ }
+
+ var_count = active_vars->cols;
+ vtype = data->var_type->data.i;
+ cmap = data->cat_map->data.i;
+ cofs = data->cat_ofs->data.i;
+
+ // if need, preprocess the input vector
+ if( !raw_mode )
+ {
+ int bufsize;
+ int step, mstep = 0;
+ const float* src_sample;
+ const uchar* src_mask = 0;
+ float* dst_sample;
+ uchar* dst_mask;
+ const int* vidx = active_vars->data.i;
+ const int* vidx_abs = active_vars_abs->data.i;
+ bool have_mask = _missing != 0;
+
+ bufsize = var_count*(sizeof(float) + sizeof(uchar));
+ if( bufsize <= CV_MAX_LOCAL_SIZE )
+ buf = (float*)cvStackAlloc( bufsize );
+ else
+ {
+ CV_CALL( buf = (float*)cvAlloc( bufsize ));
+ allocated = true;
+ }
+ dst_sample = buf;
+ dst_mask = (uchar*)(buf + var_count);
+
+ src_sample = _sample->data.fl;
+ step = CV_IS_MAT_CONT(_sample->type) ? 1 : _sample->step/sizeof(src_sample[0]);
+
+ if( _missing )
+ {
+ src_mask = _missing->data.ptr;
+ mstep = CV_IS_MAT_CONT(_missing->type) ? 1 : _missing->step;
+ }
+
+ for( i = 0; i < var_count; i++ )
+ {
+ int idx = vidx[i], idx_abs = vidx_abs[i];
+ float val = src_sample[idx_abs*step];
+ int ci = vtype[idx];
+ uchar m = src_mask ? src_mask[idx_abs*mstep] : (uchar)0;
+
+ if( ci >= 0 )
+ {
+ int a = cofs[ci], b = (ci+1 >= data->cat_ofs->cols) ? data->cat_map->cols : cofs[ci+1],
+ c = a;
+ int ival = cvRound(val);
+ if ( (ival != val) && (!m) )
+ CV_ERROR( CV_StsBadArg,
+ "one of input categorical variable is not an integer" );
+
+ while( a < b )
+ {
+ c = (a + b) >> 1;
+ if( ival < cmap[c] )
+ b = c;
+ else if( ival > cmap[c] )
+ a = c+1;
+ else
+ break;
+ }
+
+ if( c < 0 || ival != cmap[c] )
+ {
+ m = 1;
+ have_mask = true;
+ }
+ else
+ {
+ val = (float)(c - cofs[ci]);
+ }
+ }
+
+ dst_sample[i] = val;
+ dst_mask[i] = m;
+ }
+
+ sample = cvMat( 1, var_count, CV_32F, dst_sample );
+ _sample = &sample;
+
+ if( have_mask )
+ {
+ missing = cvMat( 1, var_count, CV_8UC1, dst_mask );
+ _missing = &missing;
+ }
+ }
+ else
+ {
+ if( !CV_IS_MAT_CONT(_sample->type & (_missing ? _missing->type : -1)) )
+ CV_ERROR( CV_StsBadArg, "In raw mode the input vectors must be continuous" );
+ }
+
+ cvStartReadSeq( weak, &reader );
+ cvSetSeqReaderPos( &reader, slice.start_index );
+
+ sample_data = _sample->data.fl;
+
+ if( !have_active_cat_vars && !_missing && !weak_responses )
+ {
+ for( i = 0; i < weak_count; i++ )
+ {
+ CvBoostTree* wtree;
+ const CvDTreeNode* node;
+ CV_READ_SEQ_ELEM( wtree, reader );
+
+ node = wtree->get_root();
+ while( node->left )
+ {
+ CvDTreeSplit* split = node->split;
+ int vi = split->condensed_idx;
+ float val = sample_data[vi];
+ int dir = val <= split->ord.c ? -1 : 1;
+ if( split->inversed )
+ dir = -dir;
+ node = dir < 0 ? node->left : node->right;
+ }
+ sum += node->value;
+ }
+ }
+ else
+ {
+ const int* avars = active_vars->data.i;
+ const uchar* m = _missing ? _missing->data.ptr : 0;
+
+ // full-featured version
+ for( i = 0; i < weak_count; i++ )
+ {
+ CvBoostTree* wtree;
+ const CvDTreeNode* node;
+ CV_READ_SEQ_ELEM( wtree, reader );
+
+ node = wtree->get_root();
+ while( node->left )
+ {
+ const CvDTreeSplit* split = node->split;
+ int dir = 0;
+ for( ; !dir && split != 0; split = split->next )
+ {
+ int vi = split->condensed_idx;
+ int ci = vtype[avars[vi]];
+ float val = sample_data[vi];
+ if( m && m[vi] )
+ continue;
+ if( ci < 0 ) // ordered
+ dir = val <= split->ord.c ? -1 : 1;
+ else // categorical
+ {
+ int c = cvRound(val);
+ dir = CV_DTREE_CAT_DIR(c, split->subset);
+ }
+ if( split->inversed )
+ dir = -dir;
+ }
+
+ if( !dir )
+ {
+ int diff = node->right->sample_count - node->left->sample_count;
+ dir = diff < 0 ? -1 : 1;
+ }
+ node = dir < 0 ? node->left : node->right;
+ }
+ if( weak_responses )
+ weak_responses->data.fl[i*wstep] = (float)node->value;
+ sum += node->value;
+ }
+ }
+
+ if( return_sum )
+ value = (float)sum;
+ else
+ {
+ int cls_idx = sum >= 0;
+ if( raw_mode )
+ value = (float)cls_idx;
+ else
+ value = (float)cmap[cofs[vtype[data->var_count]] + cls_idx];
+ }
+
+ __END__;
+
+ if( allocated )
+ cvFree( &buf );
+
+ return value;
+}
+
+float CvBoost::calc_error( CvMLData* _data, int type, vector<float> *resp )
+{
+ float err = 0;
+ const CvMat* values = _data->get_values();
+ const CvMat* response = _data->get_responses();
+ const CvMat* missing = _data->get_missing();
+ const CvMat* sample_idx = (type == CV_TEST_ERROR) ? _data->get_test_sample_idx() : _data->get_train_sample_idx();
+ const CvMat* var_types = _data->get_var_types();
+ int* sidx = sample_idx ? sample_idx->data.i : 0;
+ int r_step = CV_IS_MAT_CONT(response->type) ?
+ 1 : response->step / CV_ELEM_SIZE(response->type);
+ bool is_classifier = var_types->data.ptr[var_types->cols-1] == CV_VAR_CATEGORICAL;
+ int sample_count = sample_idx ? sample_idx->cols : 0;
+ sample_count = (type == CV_TRAIN_ERROR && sample_count == 0) ? values->rows : sample_count;
+ float* pred_resp = 0;
+ if( resp && (sample_count > 0) )
+ {
+ resp->resize( sample_count );
+ pred_resp = &((*resp)[0]);
+ }
+ if ( is_classifier )
+ {
+ for( int i = 0; i < sample_count; i++ )
+ {
+ CvMat sample, miss;
+ int si = sidx ? sidx[i] : i;
+ cvGetRow( values, &sample, si );
+ if( missing )
+ cvGetRow( missing, &miss, si );
+ float r = (float)predict( &sample, missing ? &miss : 0 );
+ if( pred_resp )
+ pred_resp[i] = r;
+ int d = fabs((double)r - response->data.fl[si*r_step]) <= FLT_EPSILON ? 0 : 1;
+ err += d;
+ }
+ err = sample_count ? err / (float)sample_count * 100 : -FLT_MAX;
+ }
+ else
+ {
+ for( int i = 0; i < sample_count; i++ )
+ {
+ CvMat sample, miss;
+ int si = sidx ? sidx[i] : i;
+ cvGetRow( values, &sample, si );
+ if( missing )
+ cvGetRow( missing, &miss, si );
+ float r = (float)predict( &sample, missing ? &miss : 0 );
+ if( pred_resp )
+ pred_resp[i] = r;
+ float d = r - response->data.fl[si*r_step];
+ err += d*d;
+ }
+ err = sample_count ? err / (float)sample_count : -FLT_MAX;
+ }
+ return err;
+}
+
+void CvBoost::write_params( CvFileStorage* fs ) const
+{
+ //CV_FUNCNAME( "CvBoost::write_params" );
+
+ __BEGIN__;
+
+ const char* boost_type_str =
+ params.boost_type == DISCRETE ? "DiscreteAdaboost" :
+ params.boost_type == REAL ? "RealAdaboost" :
+ params.boost_type == LOGIT ? "LogitBoost" :
+ params.boost_type == GENTLE ? "GentleAdaboost" : 0;
+
+ const char* split_crit_str =
+ params.split_criteria == DEFAULT ? "Default" :
+ params.split_criteria == GINI ? "Gini" :
+ params.boost_type == MISCLASS ? "Misclassification" :
+ params.boost_type == SQERR ? "SquaredErr" : 0;
+
+ if( boost_type_str )
+ cvWriteString( fs, "boosting_type", boost_type_str );
+ else
+ cvWriteInt( fs, "boosting_type", params.boost_type );
+
+ if( split_crit_str )
+ cvWriteString( fs, "splitting_criteria", split_crit_str );
+ else
+ cvWriteInt( fs, "splitting_criteria", params.split_criteria );
+
+ cvWriteInt( fs, "ntrees", params.weak_count );
+ cvWriteReal( fs, "weight_trimming_rate", params.weight_trim_rate );
+
+ data->write_params( fs );
+
+ __END__;
+}
+
+
+void CvBoost::read_params( CvFileStorage* fs, CvFileNode* fnode )
+{
+ CV_FUNCNAME( "CvBoost::read_params" );
+
+ __BEGIN__;
+
+ CvFileNode* temp;
+
+ if( !fnode || !CV_NODE_IS_MAP(fnode->tag) )
+ return;
+
+ data = new CvDTreeTrainData();
+ CV_CALL( data->read_params(fs, fnode));
+ data->shared = true;
+
+ params.max_depth = data->params.max_depth;
+ params.min_sample_count = data->params.min_sample_count;
+ params.max_categories = data->params.max_categories;
+ params.priors = data->params.priors;
+ params.regression_accuracy = data->params.regression_accuracy;
+ params.use_surrogates = data->params.use_surrogates;
+
+ temp = cvGetFileNodeByName( fs, fnode, "boosting_type" );
+ if( !temp )
+ return;
+
+ if( temp && CV_NODE_IS_STRING(temp->tag) )
+ {
+ const char* boost_type_str = cvReadString( temp, "" );
+ params.boost_type = strcmp( boost_type_str, "DiscreteAdaboost" ) == 0 ? DISCRETE :
+ strcmp( boost_type_str, "RealAdaboost" ) == 0 ? REAL :
+ strcmp( boost_type_str, "LogitBoost" ) == 0 ? LOGIT :
+ strcmp( boost_type_str, "GentleAdaboost" ) == 0 ? GENTLE : -1;
+ }
+ else
+ params.boost_type = cvReadInt( temp, -1 );
+
+ if( params.boost_type < DISCRETE || params.boost_type > GENTLE )
+ CV_ERROR( CV_StsBadArg, "Unknown boosting type" );
+
+ temp = cvGetFileNodeByName( fs, fnode, "splitting_criteria" );
+ if( temp && CV_NODE_IS_STRING(temp->tag) )
+ {
+ const char* split_crit_str = cvReadString( temp, "" );
+ params.split_criteria = strcmp( split_crit_str, "Default" ) == 0 ? DEFAULT :
+ strcmp( split_crit_str, "Gini" ) == 0 ? GINI :
+ strcmp( split_crit_str, "Misclassification" ) == 0 ? MISCLASS :
+ strcmp( split_crit_str, "SquaredErr" ) == 0 ? SQERR : -1;
+ }
+ else
+ params.split_criteria = cvReadInt( temp, -1 );
+
+ if( params.split_criteria < DEFAULT || params.boost_type > SQERR )
+ CV_ERROR( CV_StsBadArg, "Unknown boosting type" );
+
+ params.weak_count = cvReadIntByName( fs, fnode, "ntrees" );
+ params.weight_trim_rate = cvReadRealByName( fs, fnode, "weight_trimming_rate", 0. );
+
+ __END__;
+}
+
+
+
+void
+CvBoost::read( CvFileStorage* fs, CvFileNode* node )
+{
+ CV_FUNCNAME( "CvRTrees::read" );
+
+ __BEGIN__;
+
+ CvSeqReader reader;
+ CvFileNode* trees_fnode;
+ CvMemStorage* storage;
+ int i, ntrees;
+
+ clear();
+ read_params( fs, node );
+
+ if( !data )
+ EXIT;
+
+ trees_fnode = cvGetFileNodeByName( fs, node, "trees" );
+ if( !trees_fnode || !CV_NODE_IS_SEQ(trees_fnode->tag) )
+ CV_ERROR( CV_StsParseError, "<trees> tag is missing" );
+
+ cvStartReadSeq( trees_fnode->data.seq, &reader );
+ ntrees = trees_fnode->data.seq->total;
+
+ if( ntrees != params.weak_count )
+ CV_ERROR( CV_StsUnmatchedSizes,
+ "The number of trees stored does not match <ntrees> tag value" );
+
+ CV_CALL( storage = cvCreateMemStorage() );
+ weak = cvCreateSeq( 0, sizeof(CvSeq), sizeof(CvBoostTree*), storage );
+
+ for( i = 0; i < ntrees; i++ )
+ {
+ CvBoostTree* tree = new CvBoostTree();
+ CV_CALL(tree->read( fs, (CvFileNode*)reader.ptr, this, data ));
+ CV_NEXT_SEQ_ELEM( reader.seq->elem_size, reader );
+ cvSeqPush( weak, &tree );
+ }
+ get_active_vars();
+
+ __END__;
+}
+
+
+void
+CvBoost::write( CvFileStorage* fs, const char* name ) const
+{
+ CV_FUNCNAME( "CvBoost::write" );
+
+ __BEGIN__;
+
+ CvSeqReader reader;
+ int i;
+
+ cvStartWriteStruct( fs, name, CV_NODE_MAP, CV_TYPE_NAME_ML_BOOSTING );
+
+ if( !weak )
+ CV_ERROR( CV_StsBadArg, "The classifier has not been trained yet" );
+
+ write_params( fs );
+ cvStartWriteStruct( fs, "trees", CV_NODE_SEQ );
+
+ cvStartReadSeq( weak, &reader );
+
+ for( i = 0; i < weak->total; i++ )
+ {
+ CvBoostTree* tree;
+ CV_READ_SEQ_ELEM( tree, reader );
+ cvStartWriteStruct( fs, 0, CV_NODE_MAP );
+ tree->write( fs );
+ cvEndWriteStruct( fs );
+ }
+
+ cvEndWriteStruct( fs );
+ cvEndWriteStruct( fs );
+
+ __END__;
+}
+
+
+CvMat*
+CvBoost::get_weights()
+{
+ return weights;
+}
+
+
+CvMat*
+CvBoost::get_subtree_weights()
+{
+ return subtree_weights;
+}
+
+
+CvMat*
+CvBoost::get_weak_response()
+{
+ return weak_eval;
+}
+
+
+const CvBoostParams&
+CvBoost::get_params() const
+{
+ return params;
+}
+
+CvSeq* CvBoost::get_weak_predictors()
+{
+ return weak;
+}
+
+const CvDTreeTrainData* CvBoost::get_data() const
+{
+ return data;
+}
+
+using namespace cv;
+
+CvBoost::CvBoost( const Mat& _train_data, int _tflag,
+ const Mat& _responses, const Mat& _var_idx,
+ const Mat& _sample_idx, const Mat& _var_type,
+ const Mat& _missing_mask,
+ CvBoostParams _params )
+{
+ weak = 0;
+ data = 0;
+ default_model_name = "my_boost_tree";
+ orig_response = sum_response = weak_eval = subsample_mask = weights = 0;
+
+ train( _train_data, _tflag, _responses, _var_idx, _sample_idx,
+ _var_type, _missing_mask, _params );
+}
+
+
+bool
+CvBoost::train( const Mat& _train_data, int _tflag,
+ const Mat& _responses, const Mat& _var_idx,
+ const Mat& _sample_idx, const Mat& _var_type,
+ const Mat& _missing_mask,
+ CvBoostParams _params, bool _update )
+{
+ CvMat tdata = _train_data, responses = _responses, vidx = _var_idx,
+ sidx = _sample_idx, vtype = _var_type, mmask = _missing_mask;
+ return train(&tdata, _tflag, &responses, vidx.data.ptr ? &vidx : 0,
+ sidx.data.ptr ? &sidx : 0, vtype.data.ptr ? &vtype : 0,
+ mmask.data.ptr ? &mmask : 0, _params, _update);
+}
+
+float
+CvBoost::predict( const Mat& _sample, const Mat& _missing,
+ Mat* weak_responses, CvSlice slice,
+ bool raw_mode, bool return_sum ) const
+{
+ CvMat sample = _sample, mmask = _missing, wr, *pwr = 0;
+ if( weak_responses )
+ {
+ int weak_count = cvSliceLength( slice, weak );
+ if( weak_count >= weak->total )
+ {
+ weak_count = weak->total;
+ slice.start_index = 0;
+ }
+
+ if( !(weak_responses->data && weak_responses->type() == CV_32FC1 &&
+ (weak_responses->cols == 1 || weak_responses->rows == 1) &&
+ weak_responses->cols + weak_responses->rows - 1 == weak_count) )
+ weak_responses->create(weak_count, 1, CV_32FC1);
+ pwr = &(wr = *weak_responses);
+ }
+ return predict(&sample, &mmask, pwr, slice, raw_mode, return_sum);
+}
+
+/* End of file. */