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diff --git a/thirdparty/linux/include/opencv2/ml.hpp b/thirdparty/linux/include/opencv2/ml.hpp new file mode 100644 index 0000000..99f5883 --- /dev/null +++ b/thirdparty/linux/include/opencv2/ml.hpp @@ -0,0 +1,1690 @@ +/*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. +// +// +// License Agreement +// For Open Source Computer Vision Library +// +// Copyright (C) 2000, Intel Corporation, all rights reserved. +// Copyright (C) 2013, OpenCV Foundation, all rights reserved. +// Copyright (C) 2014, Itseez 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: +// +// * 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 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. +// +//M*/ + +#ifndef OPENCV_ML_HPP +#define OPENCV_ML_HPP + +#ifdef __cplusplus +# include "opencv2/core.hpp" +#endif + +#ifdef __cplusplus + +#include <float.h> +#include <map> +#include <iostream> + +/** + @defgroup ml Machine Learning + + The Machine Learning Library (MLL) is a set of classes and functions for statistical + classification, regression, and clustering of data. + + Most of the classification and regression algorithms are implemented as C++ classes. As the + algorithms have different sets of features (like an ability to handle missing measurements or + categorical input variables), there is a little common ground between the classes. This common + ground is defined by the class cv::ml::StatModel that all the other ML classes are derived from. + + See detailed overview here: @ref ml_intro. + */ + +namespace cv +{ + +namespace ml +{ + +//! @addtogroup ml +//! @{ + +/** @brief Variable types */ +enum VariableTypes +{ + VAR_NUMERICAL =0, //!< same as VAR_ORDERED + VAR_ORDERED =0, //!< ordered variables + VAR_CATEGORICAL =1 //!< categorical variables +}; + +/** @brief %Error types */ +enum ErrorTypes +{ + TEST_ERROR = 0, + TRAIN_ERROR = 1 +}; + +/** @brief Sample types */ +enum SampleTypes +{ + ROW_SAMPLE = 0, //!< each training sample is a row of samples + COL_SAMPLE = 1 //!< each training sample occupies a column of samples +}; + +/** @brief The structure represents the logarithmic grid range of statmodel parameters. + +It is used for optimizing statmodel accuracy by varying model parameters, the accuracy estimate +being computed by cross-validation. + */ +class CV_EXPORTS ParamGrid +{ +public: + /** @brief Default constructor */ + ParamGrid(); + /** @brief Constructor with parameters */ + ParamGrid(double _minVal, double _maxVal, double _logStep); + + double minVal; //!< Minimum value of the statmodel parameter. Default value is 0. + double maxVal; //!< Maximum value of the statmodel parameter. Default value is 0. + /** @brief Logarithmic step for iterating the statmodel parameter. + + The grid determines the following iteration sequence of the statmodel parameter values: + \f[(minVal, minVal*step, minVal*{step}^2, \dots, minVal*{logStep}^n),\f] + where \f$n\f$ is the maximal index satisfying + \f[\texttt{minVal} * \texttt{logStep} ^n < \texttt{maxVal}\f] + The grid is logarithmic, so logStep must always be greater then 1. Default value is 1. + */ + double logStep; +}; + +/** @brief Class encapsulating training data. + +Please note that the class only specifies the interface of training data, but not implementation. +All the statistical model classes in _ml_ module accepts Ptr\<TrainData\> as parameter. In other +words, you can create your own class derived from TrainData and pass smart pointer to the instance +of this class into StatModel::train. + +@sa @ref ml_intro_data + */ +class CV_EXPORTS_W TrainData +{ +public: + static inline float missingValue() { return FLT_MAX; } + virtual ~TrainData(); + + CV_WRAP virtual int getLayout() const = 0; + CV_WRAP virtual int getNTrainSamples() const = 0; + CV_WRAP virtual int getNTestSamples() const = 0; + CV_WRAP virtual int getNSamples() const = 0; + CV_WRAP virtual int getNVars() const = 0; + CV_WRAP virtual int getNAllVars() const = 0; + + CV_WRAP virtual void getSample(InputArray varIdx, int sidx, float* buf) const = 0; + CV_WRAP virtual Mat getSamples() const = 0; + CV_WRAP virtual Mat getMissing() const = 0; + + /** @brief Returns matrix of train samples + + @param layout The requested layout. If it's different from the initial one, the matrix is + transposed. See ml::SampleTypes. + @param compressSamples if true, the function returns only the training samples (specified by + sampleIdx) + @param compressVars if true, the function returns the shorter training samples, containing only + the active variables. + + In current implementation the function tries to avoid physical data copying and returns the + matrix stored inside TrainData (unless the transposition or compression is needed). + */ + CV_WRAP virtual Mat getTrainSamples(int layout=ROW_SAMPLE, + bool compressSamples=true, + bool compressVars=true) const = 0; + + /** @brief Returns the vector of responses + + The function returns ordered or the original categorical responses. Usually it's used in + regression algorithms. + */ + CV_WRAP virtual Mat getTrainResponses() const = 0; + + /** @brief Returns the vector of normalized categorical responses + + The function returns vector of responses. Each response is integer from `0` to `<number of + classes>-1`. The actual label value can be retrieved then from the class label vector, see + TrainData::getClassLabels. + */ + CV_WRAP virtual Mat getTrainNormCatResponses() const = 0; + CV_WRAP virtual Mat getTestResponses() const = 0; + CV_WRAP virtual Mat getTestNormCatResponses() const = 0; + CV_WRAP virtual Mat getResponses() const = 0; + CV_WRAP virtual Mat getNormCatResponses() const = 0; + CV_WRAP virtual Mat getSampleWeights() const = 0; + CV_WRAP virtual Mat getTrainSampleWeights() const = 0; + CV_WRAP virtual Mat getTestSampleWeights() const = 0; + CV_WRAP virtual Mat getVarIdx() const = 0; + CV_WRAP virtual Mat getVarType() const = 0; + CV_WRAP Mat getVarSymbolFlags() const; + CV_WRAP virtual int getResponseType() const = 0; + CV_WRAP virtual Mat getTrainSampleIdx() const = 0; + CV_WRAP virtual Mat getTestSampleIdx() const = 0; + CV_WRAP virtual void getValues(int vi, InputArray sidx, float* values) const = 0; + virtual void getNormCatValues(int vi, InputArray sidx, int* values) const = 0; + CV_WRAP virtual Mat getDefaultSubstValues() const = 0; + + CV_WRAP virtual int getCatCount(int vi) const = 0; + + /** @brief Returns the vector of class labels + + The function returns vector of unique labels occurred in the responses. + */ + CV_WRAP virtual Mat getClassLabels() const = 0; + + CV_WRAP virtual Mat getCatOfs() const = 0; + CV_WRAP virtual Mat getCatMap() const = 0; + + /** @brief Splits the training data into the training and test parts + @sa TrainData::setTrainTestSplitRatio + */ + CV_WRAP virtual void setTrainTestSplit(int count, bool shuffle=true) = 0; + + /** @brief Splits the training data into the training and test parts + + The function selects a subset of specified relative size and then returns it as the training + set. If the function is not called, all the data is used for training. Please, note that for + each of TrainData::getTrain\* there is corresponding TrainData::getTest\*, so that the test + subset can be retrieved and processed as well. + @sa TrainData::setTrainTestSplit + */ + CV_WRAP virtual void setTrainTestSplitRatio(double ratio, bool shuffle=true) = 0; + CV_WRAP virtual void shuffleTrainTest() = 0; + + /** @brief Returns matrix of test samples */ + CV_WRAP Mat getTestSamples() const; + + /** @brief Returns vector of symbolic names captured in loadFromCSV() */ + CV_WRAP void getNames(std::vector<String>& names) const; + + CV_WRAP static Mat getSubVector(const Mat& vec, const Mat& idx); + + /** @brief Reads the dataset from a .csv file and returns the ready-to-use training data. + + @param filename The input file name + @param headerLineCount The number of lines in the beginning to skip; besides the header, the + function also skips empty lines and lines staring with `#` + @param responseStartIdx Index of the first output variable. If -1, the function considers the + last variable as the response + @param responseEndIdx Index of the last output variable + 1. If -1, then there is single + response variable at responseStartIdx. + @param varTypeSpec The optional text string that specifies the variables' types. It has the + format `ord[n1-n2,n3,n4-n5,...]cat[n6,n7-n8,...]`. That is, variables from `n1 to n2` + (inclusive range), `n3`, `n4 to n5` ... are considered ordered and `n6`, `n7 to n8` ... are + considered as categorical. The range `[n1..n2] + [n3] + [n4..n5] + ... + [n6] + [n7..n8]` + should cover all the variables. If varTypeSpec is not specified, then algorithm uses the + following rules: + - all input variables are considered ordered by default. If some column contains has non- + numerical values, e.g. 'apple', 'pear', 'apple', 'apple', 'mango', the corresponding + variable is considered categorical. + - if there are several output variables, they are all considered as ordered. Error is + reported when non-numerical values are used. + - if there is a single output variable, then if its values are non-numerical or are all + integers, then it's considered categorical. Otherwise, it's considered ordered. + @param delimiter The character used to separate values in each line. + @param missch The character used to specify missing measurements. It should not be a digit. + Although it's a non-numerical value, it surely does not affect the decision of whether the + variable ordered or categorical. + @note If the dataset only contains input variables and no responses, use responseStartIdx = -2 + and responseEndIdx = 0. The output variables vector will just contain zeros. + */ + static Ptr<TrainData> loadFromCSV(const String& filename, + int headerLineCount, + int responseStartIdx=-1, + int responseEndIdx=-1, + const String& varTypeSpec=String(), + char delimiter=',', + char missch='?'); + + /** @brief Creates training data from in-memory arrays. + + @param samples matrix of samples. It should have CV_32F type. + @param layout see ml::SampleTypes. + @param responses matrix of responses. If the responses are scalar, they should be stored as a + single row or as a single column. The matrix should have type CV_32F or CV_32S (in the + former case the responses are considered as ordered by default; in the latter case - as + categorical) + @param varIdx vector specifying which variables to use for training. It can be an integer vector + (CV_32S) containing 0-based variable indices or byte vector (CV_8U) containing a mask of + active variables. + @param sampleIdx vector specifying which samples to use for training. It can be an integer + vector (CV_32S) containing 0-based sample indices or byte vector (CV_8U) containing a mask + of training samples. + @param sampleWeights optional vector with weights for each sample. It should have CV_32F type. + @param varType optional vector of type CV_8U and size `<number_of_variables_in_samples> + + <number_of_variables_in_responses>`, containing types of each input and output variable. See + ml::VariableTypes. + */ + CV_WRAP static Ptr<TrainData> create(InputArray samples, int layout, InputArray responses, + InputArray varIdx=noArray(), InputArray sampleIdx=noArray(), + InputArray sampleWeights=noArray(), InputArray varType=noArray()); +}; + +/** @brief Base class for statistical models in OpenCV ML. + */ +class CV_EXPORTS_W StatModel : public Algorithm +{ +public: + /** Predict options */ + enum Flags { + UPDATE_MODEL = 1, + RAW_OUTPUT=1, //!< makes the method return the raw results (the sum), not the class label + COMPRESSED_INPUT=2, + PREPROCESSED_INPUT=4 + }; + + /** @brief Returns the number of variables in training samples */ + CV_WRAP virtual int getVarCount() const = 0; + + CV_WRAP virtual bool empty() const; + + /** @brief Returns true if the model is trained */ + CV_WRAP virtual bool isTrained() const = 0; + /** @brief Returns true if the model is classifier */ + CV_WRAP virtual bool isClassifier() const = 0; + + /** @brief Trains the statistical model + + @param trainData training data that can be loaded from file using TrainData::loadFromCSV or + created with TrainData::create. + @param flags optional flags, depending on the model. Some of the models can be updated with the + new training samples, not completely overwritten (such as NormalBayesClassifier or ANN_MLP). + */ + CV_WRAP virtual bool train( const Ptr<TrainData>& trainData, int flags=0 ); + + /** @brief Trains the statistical model + + @param samples training samples + @param layout See ml::SampleTypes. + @param responses vector of responses associated with the training samples. + */ + CV_WRAP virtual bool train( InputArray samples, int layout, InputArray responses ); + + /** @brief Computes error on the training or test dataset + + @param data the training data + @param test if true, the error is computed over the test subset of the data, otherwise it's + computed over the training subset of the data. Please note that if you loaded a completely + different dataset to evaluate already trained classifier, you will probably want not to set + the test subset at all with TrainData::setTrainTestSplitRatio and specify test=false, so + that the error is computed for the whole new set. Yes, this sounds a bit confusing. + @param resp the optional output responses. + + The method uses StatModel::predict to compute the error. For regression models the error is + computed as RMS, for classifiers - as a percent of missclassified samples (0%-100%). + */ + CV_WRAP virtual float calcError( const Ptr<TrainData>& data, bool test, OutputArray resp ) const; + + /** @brief Predicts response(s) for the provided sample(s) + + @param samples The input samples, floating-point matrix + @param results The optional output matrix of results. + @param flags The optional flags, model-dependent. See cv::ml::StatModel::Flags. + */ + CV_WRAP virtual float predict( InputArray samples, OutputArray results=noArray(), int flags=0 ) const = 0; + + /** @brief Create and train model with default parameters + + The class must implement static `create()` method with no parameters or with all default parameter values + */ + template<typename _Tp> static Ptr<_Tp> train(const Ptr<TrainData>& data, int flags=0) + { + Ptr<_Tp> model = _Tp::create(); + return !model.empty() && model->train(data, flags) ? model : Ptr<_Tp>(); + } +}; + +/****************************************************************************************\ +* Normal Bayes Classifier * +\****************************************************************************************/ + +/** @brief Bayes classifier for normally distributed data. + +@sa @ref ml_intro_bayes + */ +class CV_EXPORTS_W NormalBayesClassifier : public StatModel +{ +public: + /** @brief Predicts the response for sample(s). + + The method estimates the most probable classes for input vectors. Input vectors (one or more) + are stored as rows of the matrix inputs. In case of multiple input vectors, there should be one + output vector outputs. The predicted class for a single input vector is returned by the method. + The vector outputProbs contains the output probabilities corresponding to each element of + result. + */ + CV_WRAP virtual float predictProb( InputArray inputs, OutputArray outputs, + OutputArray outputProbs, int flags=0 ) const = 0; + + /** Creates empty model + Use StatModel::train to train the model after creation. */ + CV_WRAP static Ptr<NormalBayesClassifier> create(); +}; + +/****************************************************************************************\ +* K-Nearest Neighbour Classifier * +\****************************************************************************************/ + +/** @brief The class implements K-Nearest Neighbors model + +@sa @ref ml_intro_knn + */ +class CV_EXPORTS_W KNearest : public StatModel +{ +public: + + /** Default number of neighbors to use in predict method. */ + /** @see setDefaultK */ + CV_WRAP virtual int getDefaultK() const = 0; + /** @copybrief getDefaultK @see getDefaultK */ + CV_WRAP virtual void setDefaultK(int val) = 0; + + /** Whether classification or regression model should be trained. */ + /** @see setIsClassifier */ + CV_WRAP virtual bool getIsClassifier() const = 0; + /** @copybrief getIsClassifier @see getIsClassifier */ + CV_WRAP virtual void setIsClassifier(bool val) = 0; + + /** Parameter for KDTree implementation. */ + /** @see setEmax */ + CV_WRAP virtual int getEmax() const = 0; + /** @copybrief getEmax @see getEmax */ + CV_WRAP virtual void setEmax(int val) = 0; + + /** %Algorithm type, one of KNearest::Types. */ + /** @see setAlgorithmType */ + CV_WRAP virtual int getAlgorithmType() const = 0; + /** @copybrief getAlgorithmType @see getAlgorithmType */ + CV_WRAP virtual void setAlgorithmType(int val) = 0; + + /** @brief Finds the neighbors and predicts responses for input vectors. + + @param samples Input samples stored by rows. It is a single-precision floating-point matrix of + `<number_of_samples> * k` size. + @param k Number of used nearest neighbors. Should be greater than 1. + @param results Vector with results of prediction (regression or classification) for each input + sample. It is a single-precision floating-point vector with `<number_of_samples>` elements. + @param neighborResponses Optional output values for corresponding neighbors. It is a single- + precision floating-point matrix of `<number_of_samples> * k` size. + @param dist Optional output distances from the input vectors to the corresponding neighbors. It + is a single-precision floating-point matrix of `<number_of_samples> * k` size. + + For each input vector (a row of the matrix samples), the method finds the k nearest neighbors. + In case of regression, the predicted result is a mean value of the particular vector's neighbor + responses. In case of classification, the class is determined by voting. + + For each input vector, the neighbors are sorted by their distances to the vector. + + In case of C++ interface you can use output pointers to empty matrices and the function will + allocate memory itself. + + If only a single input vector is passed, all output matrices are optional and the predicted + value is returned by the method. + + The function is parallelized with the TBB library. + */ + CV_WRAP virtual float findNearest( InputArray samples, int k, + OutputArray results, + OutputArray neighborResponses=noArray(), + OutputArray dist=noArray() ) const = 0; + + /** @brief Implementations of KNearest algorithm + */ + enum Types + { + BRUTE_FORCE=1, + KDTREE=2 + }; + + /** @brief Creates the empty model + + The static method creates empty %KNearest classifier. It should be then trained using StatModel::train method. + */ + CV_WRAP static Ptr<KNearest> create(); +}; + +/****************************************************************************************\ +* Support Vector Machines * +\****************************************************************************************/ + +/** @brief Support Vector Machines. + +@sa @ref ml_intro_svm + */ +class CV_EXPORTS_W SVM : public StatModel +{ +public: + + class CV_EXPORTS Kernel : public Algorithm + { + public: + virtual int getType() const = 0; + virtual void calc( int vcount, int n, const float* vecs, const float* another, float* results ) = 0; + }; + + /** Type of a %SVM formulation. + See SVM::Types. Default value is SVM::C_SVC. */ + /** @see setType */ + CV_WRAP virtual int getType() const = 0; + /** @copybrief getType @see getType */ + CV_WRAP virtual void setType(int val) = 0; + + /** Parameter \f$\gamma\f$ of a kernel function. + For SVM::POLY, SVM::RBF, SVM::SIGMOID or SVM::CHI2. Default value is 1. */ + /** @see setGamma */ + CV_WRAP virtual double getGamma() const = 0; + /** @copybrief getGamma @see getGamma */ + CV_WRAP virtual void setGamma(double val) = 0; + + /** Parameter _coef0_ of a kernel function. + For SVM::POLY or SVM::SIGMOID. Default value is 0.*/ + /** @see setCoef0 */ + CV_WRAP virtual double getCoef0() const = 0; + /** @copybrief getCoef0 @see getCoef0 */ + CV_WRAP virtual void setCoef0(double val) = 0; + + /** Parameter _degree_ of a kernel function. + For SVM::POLY. Default value is 0. */ + /** @see setDegree */ + CV_WRAP virtual double getDegree() const = 0; + /** @copybrief getDegree @see getDegree */ + CV_WRAP virtual void setDegree(double val) = 0; + + /** Parameter _C_ of a %SVM optimization problem. + For SVM::C_SVC, SVM::EPS_SVR or SVM::NU_SVR. Default value is 0. */ + /** @see setC */ + CV_WRAP virtual double getC() const = 0; + /** @copybrief getC @see getC */ + CV_WRAP virtual void setC(double val) = 0; + + /** Parameter \f$\nu\f$ of a %SVM optimization problem. + For SVM::NU_SVC, SVM::ONE_CLASS or SVM::NU_SVR. Default value is 0. */ + /** @see setNu */ + CV_WRAP virtual double getNu() const = 0; + /** @copybrief getNu @see getNu */ + CV_WRAP virtual void setNu(double val) = 0; + + /** Parameter \f$\epsilon\f$ of a %SVM optimization problem. + For SVM::EPS_SVR. Default value is 0. */ + /** @see setP */ + CV_WRAP virtual double getP() const = 0; + /** @copybrief getP @see getP */ + CV_WRAP virtual void setP(double val) = 0; + + /** Optional weights in the SVM::C_SVC problem, assigned to particular classes. + They are multiplied by _C_ so the parameter _C_ of class _i_ becomes `classWeights(i) * C`. Thus + these weights affect the misclassification penalty for different classes. The larger weight, + the larger penalty on misclassification of data from the corresponding class. Default value is + empty Mat. */ + /** @see setClassWeights */ + CV_WRAP virtual cv::Mat getClassWeights() const = 0; + /** @copybrief getClassWeights @see getClassWeights */ + CV_WRAP virtual void setClassWeights(const cv::Mat &val) = 0; + + /** Termination criteria of the iterative %SVM training procedure which solves a partial + case of constrained quadratic optimization problem. + You can specify tolerance and/or the maximum number of iterations. Default value is + `TermCriteria( TermCriteria::MAX_ITER + TermCriteria::EPS, 1000, FLT_EPSILON )`; */ + /** @see setTermCriteria */ + CV_WRAP virtual cv::TermCriteria getTermCriteria() const = 0; + /** @copybrief getTermCriteria @see getTermCriteria */ + CV_WRAP virtual void setTermCriteria(const cv::TermCriteria &val) = 0; + + /** Type of a %SVM kernel. + See SVM::KernelTypes. Default value is SVM::RBF. */ + CV_WRAP virtual int getKernelType() const = 0; + + /** Initialize with one of predefined kernels. + See SVM::KernelTypes. */ + CV_WRAP virtual void setKernel(int kernelType) = 0; + + /** Initialize with custom kernel. + See SVM::Kernel class for implementation details */ + virtual void setCustomKernel(const Ptr<Kernel> &_kernel) = 0; + + //! %SVM type + enum Types { + /** C-Support Vector Classification. n-class classification (n \f$\geq\f$ 2), allows + imperfect separation of classes with penalty multiplier C for outliers. */ + C_SVC=100, + /** \f$\nu\f$-Support Vector Classification. n-class classification with possible + imperfect separation. Parameter \f$\nu\f$ (in the range 0..1, the larger the value, the smoother + the decision boundary) is used instead of C. */ + NU_SVC=101, + /** Distribution Estimation (One-class %SVM). All the training data are from + the same class, %SVM builds a boundary that separates the class from the rest of the feature + space. */ + ONE_CLASS=102, + /** \f$\epsilon\f$-Support Vector Regression. The distance between feature vectors + from the training set and the fitting hyper-plane must be less than p. For outliers the + penalty multiplier C is used. */ + EPS_SVR=103, + /** \f$\nu\f$-Support Vector Regression. \f$\nu\f$ is used instead of p. + See @cite LibSVM for details. */ + NU_SVR=104 + }; + + /** @brief %SVM kernel type + + A comparison of different kernels on the following 2D test case with four classes. Four + SVM::C_SVC SVMs have been trained (one against rest) with auto_train. Evaluation on three + different kernels (SVM::CHI2, SVM::INTER, SVM::RBF). The color depicts the class with max score. + Bright means max-score \> 0, dark means max-score \< 0. +  + */ + enum KernelTypes { + /** Returned by SVM::getKernelType in case when custom kernel has been set */ + CUSTOM=-1, + /** Linear kernel. No mapping is done, linear discrimination (or regression) is + done in the original feature space. It is the fastest option. \f$K(x_i, x_j) = x_i^T x_j\f$. */ + LINEAR=0, + /** Polynomial kernel: + \f$K(x_i, x_j) = (\gamma x_i^T x_j + coef0)^{degree}, \gamma > 0\f$. */ + POLY=1, + /** Radial basis function (RBF), a good choice in most cases. + \f$K(x_i, x_j) = e^{-\gamma ||x_i - x_j||^2}, \gamma > 0\f$. */ + RBF=2, + /** Sigmoid kernel: \f$K(x_i, x_j) = \tanh(\gamma x_i^T x_j + coef0)\f$. */ + SIGMOID=3, + /** Exponential Chi2 kernel, similar to the RBF kernel: + \f$K(x_i, x_j) = e^{-\gamma \chi^2(x_i,x_j)}, \chi^2(x_i,x_j) = (x_i-x_j)^2/(x_i+x_j), \gamma > 0\f$. */ + CHI2=4, + /** Histogram intersection kernel. A fast kernel. \f$K(x_i, x_j) = min(x_i,x_j)\f$. */ + INTER=5 + }; + + //! %SVM params type + enum ParamTypes { + C=0, + GAMMA=1, + P=2, + NU=3, + COEF=4, + DEGREE=5 + }; + + /** @brief Trains an %SVM with optimal parameters. + + @param data the training data that can be constructed using TrainData::create or + TrainData::loadFromCSV. + @param kFold Cross-validation parameter. The training set is divided into kFold subsets. One + subset is used to test the model, the others form the train set. So, the %SVM algorithm is + executed kFold times. + @param Cgrid grid for C + @param gammaGrid grid for gamma + @param pGrid grid for p + @param nuGrid grid for nu + @param coeffGrid grid for coeff + @param degreeGrid grid for degree + @param balanced If true and the problem is 2-class classification then the method creates more + balanced cross-validation subsets that is proportions between classes in subsets are close + to such proportion in the whole train dataset. + + The method trains the %SVM model automatically by choosing the optimal parameters C, gamma, p, + nu, coef0, degree. Parameters are considered optimal when the cross-validation + estimate of the test set error is minimal. + + If there is no need to optimize a parameter, the corresponding grid step should be set to any + value less than or equal to 1. For example, to avoid optimization in gamma, set `gammaGrid.step + = 0`, `gammaGrid.minVal`, `gamma_grid.maxVal` as arbitrary numbers. In this case, the value + `Gamma` is taken for gamma. + + And, finally, if the optimization in a parameter is required but the corresponding grid is + unknown, you may call the function SVM::getDefaultGrid. To generate a grid, for example, for + gamma, call `SVM::getDefaultGrid(SVM::GAMMA)`. + + This function works for the classification (SVM::C_SVC or SVM::NU_SVC) as well as for the + regression (SVM::EPS_SVR or SVM::NU_SVR). If it is SVM::ONE_CLASS, no optimization is made and + the usual %SVM with parameters specified in params is executed. + */ + virtual bool trainAuto( const Ptr<TrainData>& data, int kFold = 10, + ParamGrid Cgrid = SVM::getDefaultGrid(SVM::C), + ParamGrid gammaGrid = SVM::getDefaultGrid(SVM::GAMMA), + ParamGrid pGrid = SVM::getDefaultGrid(SVM::P), + ParamGrid nuGrid = SVM::getDefaultGrid(SVM::NU), + ParamGrid coeffGrid = SVM::getDefaultGrid(SVM::COEF), + ParamGrid degreeGrid = SVM::getDefaultGrid(SVM::DEGREE), + bool balanced=false) = 0; + + /** @brief Retrieves all the support vectors + + The method returns all the support vectors as a floating-point matrix, where support vectors are + stored as matrix rows. + */ + CV_WRAP virtual Mat getSupportVectors() const = 0; + + /** @brief Retrieves all the uncompressed support vectors of a linear %SVM + + The method returns all the uncompressed support vectors of a linear %SVM that the compressed + support vector, used for prediction, was derived from. They are returned in a floating-point + matrix, where the support vectors are stored as matrix rows. + */ + CV_WRAP Mat getUncompressedSupportVectors() const; + + /** @brief Retrieves the decision function + + @param i the index of the decision function. If the problem solved is regression, 1-class or + 2-class classification, then there will be just one decision function and the index should + always be 0. Otherwise, in the case of N-class classification, there will be \f$N(N-1)/2\f$ + decision functions. + @param alpha the optional output vector for weights, corresponding to different support vectors. + In the case of linear %SVM all the alpha's will be 1's. + @param svidx the optional output vector of indices of support vectors within the matrix of + support vectors (which can be retrieved by SVM::getSupportVectors). In the case of linear + %SVM each decision function consists of a single "compressed" support vector. + + The method returns rho parameter of the decision function, a scalar subtracted from the weighted + sum of kernel responses. + */ + CV_WRAP virtual double getDecisionFunction(int i, OutputArray alpha, OutputArray svidx) const = 0; + + /** @brief Generates a grid for %SVM parameters. + + @param param_id %SVM parameters IDs that must be one of the SVM::ParamTypes. The grid is + generated for the parameter with this ID. + + The function generates a grid for the specified parameter of the %SVM algorithm. The grid may be + passed to the function SVM::trainAuto. + */ + static ParamGrid getDefaultGrid( int param_id ); + + /** Creates empty model. + Use StatModel::train to train the model. Since %SVM has several parameters, you may want to + find the best parameters for your problem, it can be done with SVM::trainAuto. */ + CV_WRAP static Ptr<SVM> create(); + + /** @brief Loads and creates a serialized svm from a file + * + * Use SVM::save to serialize and store an SVM to disk. + * Load the SVM from this file again, by calling this function with the path to the file. + * + * @param filepath path to serialized svm + */ + CV_WRAP static Ptr<SVM> load(const String& filepath); +}; + +/****************************************************************************************\ +* Expectation - Maximization * +\****************************************************************************************/ + +/** @brief The class implements the Expectation Maximization algorithm. + +@sa @ref ml_intro_em + */ +class CV_EXPORTS_W EM : public StatModel +{ +public: + //! Type of covariation matrices + enum Types { + /** A scaled identity matrix \f$\mu_k * I\f$. There is the only + parameter \f$\mu_k\f$ to be estimated for each matrix. The option may be used in special cases, + when the constraint is relevant, or as a first step in the optimization (for example in case + when the data is preprocessed with PCA). The results of such preliminary estimation may be + passed again to the optimization procedure, this time with + covMatType=EM::COV_MAT_DIAGONAL. */ + COV_MAT_SPHERICAL=0, + /** A diagonal matrix with positive diagonal elements. The number of + free parameters is d for each matrix. This is most commonly used option yielding good + estimation results. */ + COV_MAT_DIAGONAL=1, + /** A symmetric positively defined matrix. The number of free + parameters in each matrix is about \f$d^2/2\f$. It is not recommended to use this option, unless + there is pretty accurate initial estimation of the parameters and/or a huge number of + training samples. */ + COV_MAT_GENERIC=2, + COV_MAT_DEFAULT=COV_MAT_DIAGONAL + }; + + //! Default parameters + enum {DEFAULT_NCLUSTERS=5, DEFAULT_MAX_ITERS=100}; + + //! The initial step + enum {START_E_STEP=1, START_M_STEP=2, START_AUTO_STEP=0}; + + /** The number of mixture components in the Gaussian mixture model. + Default value of the parameter is EM::DEFAULT_NCLUSTERS=5. Some of %EM implementation could + determine the optimal number of mixtures within a specified value range, but that is not the + case in ML yet. */ + /** @see setClustersNumber */ + CV_WRAP virtual int getClustersNumber() const = 0; + /** @copybrief getClustersNumber @see getClustersNumber */ + CV_WRAP virtual void setClustersNumber(int val) = 0; + + /** Constraint on covariance matrices which defines type of matrices. + See EM::Types. */ + /** @see setCovarianceMatrixType */ + CV_WRAP virtual int getCovarianceMatrixType() const = 0; + /** @copybrief getCovarianceMatrixType @see getCovarianceMatrixType */ + CV_WRAP virtual void setCovarianceMatrixType(int val) = 0; + + /** The termination criteria of the %EM algorithm. + The %EM algorithm can be terminated by the number of iterations termCrit.maxCount (number of + M-steps) or when relative change of likelihood logarithm is less than termCrit.epsilon. Default + maximum number of iterations is EM::DEFAULT_MAX_ITERS=100. */ + /** @see setTermCriteria */ + CV_WRAP virtual TermCriteria getTermCriteria() const = 0; + /** @copybrief getTermCriteria @see getTermCriteria */ + CV_WRAP virtual void setTermCriteria(const TermCriteria &val) = 0; + + /** @brief Returns weights of the mixtures + + Returns vector with the number of elements equal to the number of mixtures. + */ + CV_WRAP virtual Mat getWeights() const = 0; + /** @brief Returns the cluster centers (means of the Gaussian mixture) + + Returns matrix with the number of rows equal to the number of mixtures and number of columns + equal to the space dimensionality. + */ + CV_WRAP virtual Mat getMeans() const = 0; + /** @brief Returns covariation matrices + + Returns vector of covariation matrices. Number of matrices is the number of gaussian mixtures, + each matrix is a square floating-point matrix NxN, where N is the space dimensionality. + */ + CV_WRAP virtual void getCovs(CV_OUT std::vector<Mat>& covs) const = 0; + + /** @brief Returns a likelihood logarithm value and an index of the most probable mixture component + for the given sample. + + @param sample A sample for classification. It should be a one-channel matrix of + \f$1 \times dims\f$ or \f$dims \times 1\f$ size. + @param probs Optional output matrix that contains posterior probabilities of each component + given the sample. It has \f$1 \times nclusters\f$ size and CV_64FC1 type. + + The method returns a two-element double vector. Zero element is a likelihood logarithm value for + the sample. First element is an index of the most probable mixture component for the given + sample. + */ + CV_WRAP virtual Vec2d predict2(InputArray sample, OutputArray probs) const = 0; + + /** @brief Estimate the Gaussian mixture parameters from a samples set. + + This variation starts with Expectation step. Initial values of the model parameters will be + estimated by the k-means algorithm. + + Unlike many of the ML models, %EM is an unsupervised learning algorithm and it does not take + responses (class labels or function values) as input. Instead, it computes the *Maximum + Likelihood Estimate* of the Gaussian mixture parameters from an input sample set, stores all the + parameters inside the structure: \f$p_{i,k}\f$ in probs, \f$a_k\f$ in means , \f$S_k\f$ in + covs[k], \f$\pi_k\f$ in weights , and optionally computes the output "class label" for each + sample: \f$\texttt{labels}_i=\texttt{arg max}_k(p_{i,k}), i=1..N\f$ (indices of the most + probable mixture component for each sample). + + The trained model can be used further for prediction, just like any other classifier. The + trained model is similar to the NormalBayesClassifier. + + @param samples Samples from which the Gaussian mixture model will be estimated. It should be a + one-channel matrix, each row of which is a sample. If the matrix does not have CV_64F type + it will be converted to the inner matrix of such type for the further computing. + @param logLikelihoods The optional output matrix that contains a likelihood logarithm value for + each sample. It has \f$nsamples \times 1\f$ size and CV_64FC1 type. + @param labels The optional output "class label" for each sample: + \f$\texttt{labels}_i=\texttt{arg max}_k(p_{i,k}), i=1..N\f$ (indices of the most probable + mixture component for each sample). It has \f$nsamples \times 1\f$ size and CV_32SC1 type. + @param probs The optional output matrix that contains posterior probabilities of each Gaussian + mixture component given the each sample. It has \f$nsamples \times nclusters\f$ size and + CV_64FC1 type. + */ + CV_WRAP virtual bool trainEM(InputArray samples, + OutputArray logLikelihoods=noArray(), + OutputArray labels=noArray(), + OutputArray probs=noArray()) = 0; + + /** @brief Estimate the Gaussian mixture parameters from a samples set. + + This variation starts with Expectation step. You need to provide initial means \f$a_k\f$ of + mixture components. Optionally you can pass initial weights \f$\pi_k\f$ and covariance matrices + \f$S_k\f$ of mixture components. + + @param samples Samples from which the Gaussian mixture model will be estimated. It should be a + one-channel matrix, each row of which is a sample. If the matrix does not have CV_64F type + it will be converted to the inner matrix of such type for the further computing. + @param means0 Initial means \f$a_k\f$ of mixture components. It is a one-channel matrix of + \f$nclusters \times dims\f$ size. If the matrix does not have CV_64F type it will be + converted to the inner matrix of such type for the further computing. + @param covs0 The vector of initial covariance matrices \f$S_k\f$ of mixture components. Each of + covariance matrices is a one-channel matrix of \f$dims \times dims\f$ size. If the matrices + do not have CV_64F type they will be converted to the inner matrices of such type for the + further computing. + @param weights0 Initial weights \f$\pi_k\f$ of mixture components. It should be a one-channel + floating-point matrix with \f$1 \times nclusters\f$ or \f$nclusters \times 1\f$ size. + @param logLikelihoods The optional output matrix that contains a likelihood logarithm value for + each sample. It has \f$nsamples \times 1\f$ size and CV_64FC1 type. + @param labels The optional output "class label" for each sample: + \f$\texttt{labels}_i=\texttt{arg max}_k(p_{i,k}), i=1..N\f$ (indices of the most probable + mixture component for each sample). It has \f$nsamples \times 1\f$ size and CV_32SC1 type. + @param probs The optional output matrix that contains posterior probabilities of each Gaussian + mixture component given the each sample. It has \f$nsamples \times nclusters\f$ size and + CV_64FC1 type. + */ + CV_WRAP virtual bool trainE(InputArray samples, InputArray means0, + InputArray covs0=noArray(), + InputArray weights0=noArray(), + OutputArray logLikelihoods=noArray(), + OutputArray labels=noArray(), + OutputArray probs=noArray()) = 0; + + /** @brief Estimate the Gaussian mixture parameters from a samples set. + + This variation starts with Maximization step. You need to provide initial probabilities + \f$p_{i,k}\f$ to use this option. + + @param samples Samples from which the Gaussian mixture model will be estimated. It should be a + one-channel matrix, each row of which is a sample. If the matrix does not have CV_64F type + it will be converted to the inner matrix of such type for the further computing. + @param probs0 + @param logLikelihoods The optional output matrix that contains a likelihood logarithm value for + each sample. It has \f$nsamples \times 1\f$ size and CV_64FC1 type. + @param labels The optional output "class label" for each sample: + \f$\texttt{labels}_i=\texttt{arg max}_k(p_{i,k}), i=1..N\f$ (indices of the most probable + mixture component for each sample). It has \f$nsamples \times 1\f$ size and CV_32SC1 type. + @param probs The optional output matrix that contains posterior probabilities of each Gaussian + mixture component given the each sample. It has \f$nsamples \times nclusters\f$ size and + CV_64FC1 type. + */ + CV_WRAP virtual bool trainM(InputArray samples, InputArray probs0, + OutputArray logLikelihoods=noArray(), + OutputArray labels=noArray(), + OutputArray probs=noArray()) = 0; + + /** Creates empty %EM model. + The model should be trained then using StatModel::train(traindata, flags) method. Alternatively, you + can use one of the EM::train\* methods or load it from file using Algorithm::load\<EM\>(filename). + */ + CV_WRAP static Ptr<EM> create(); +}; + +/****************************************************************************************\ +* Decision Tree * +\****************************************************************************************/ + +/** @brief The class represents a single decision tree or a collection of decision trees. + +The current public interface of the class allows user to train only a single decision tree, however +the class is capable of storing multiple decision trees and using them for prediction (by summing +responses or using a voting schemes), and the derived from DTrees classes (such as RTrees and Boost) +use this capability to implement decision tree ensembles. + +@sa @ref ml_intro_trees +*/ +class CV_EXPORTS_W DTrees : public StatModel +{ +public: + /** Predict options */ + enum Flags { PREDICT_AUTO=0, PREDICT_SUM=(1<<8), PREDICT_MAX_VOTE=(2<<8), PREDICT_MASK=(3<<8) }; + + /** Cluster possible values of a categorical variable into K\<=maxCategories clusters to + find a suboptimal split. + If a discrete variable, on which the training procedure tries to make a split, takes more than + maxCategories values, the precise best subset estimation may take a very long time because the + algorithm is exponential. Instead, many decision trees engines (including our implementation) + try to find sub-optimal split in this case by clustering all the samples into maxCategories + clusters that is some categories are merged together. The clustering is applied only in n \> + 2-class classification problems for categorical variables with N \> max_categories possible + values. In case of regression and 2-class classification the optimal split can be found + efficiently without employing clustering, thus the parameter is not used in these cases. + Default value is 10.*/ + /** @see setMaxCategories */ + CV_WRAP virtual int getMaxCategories() const = 0; + /** @copybrief getMaxCategories @see getMaxCategories */ + CV_WRAP virtual void setMaxCategories(int val) = 0; + + /** The maximum possible depth of the tree. + That is the training algorithms attempts to split a node while its depth is less than maxDepth. + The root node has zero depth. The actual depth may be smaller if the other termination criteria + are met (see the outline of the training procedure @ref ml_intro_trees "here"), and/or if the + tree is pruned. Default value is INT_MAX.*/ + /** @see setMaxDepth */ + CV_WRAP virtual int getMaxDepth() const = 0; + /** @copybrief getMaxDepth @see getMaxDepth */ + CV_WRAP virtual void setMaxDepth(int val) = 0; + + /** If the number of samples in a node is less than this parameter then the node will not be split. + + Default value is 10.*/ + /** @see setMinSampleCount */ + CV_WRAP virtual int getMinSampleCount() const = 0; + /** @copybrief getMinSampleCount @see getMinSampleCount */ + CV_WRAP virtual void setMinSampleCount(int val) = 0; + + /** If CVFolds \> 1 then algorithms prunes the built decision tree using K-fold + cross-validation procedure where K is equal to CVFolds. + Default value is 10.*/ + /** @see setCVFolds */ + CV_WRAP virtual int getCVFolds() const = 0; + /** @copybrief getCVFolds @see getCVFolds */ + CV_WRAP virtual void setCVFolds(int val) = 0; + + /** If true then surrogate splits will be built. + These splits allow to work with missing data and compute variable importance correctly. + Default value is false. + @note currently it's not implemented.*/ + /** @see setUseSurrogates */ + CV_WRAP virtual bool getUseSurrogates() const = 0; + /** @copybrief getUseSurrogates @see getUseSurrogates */ + CV_WRAP virtual void setUseSurrogates(bool val) = 0; + + /** If true then a pruning will be harsher. + This will make a tree more compact and more resistant to the training data noise but a bit less + accurate. Default value is true.*/ + /** @see setUse1SERule */ + CV_WRAP virtual bool getUse1SERule() const = 0; + /** @copybrief getUse1SERule @see getUse1SERule */ + CV_WRAP virtual void setUse1SERule(bool val) = 0; + + /** If true then pruned branches are physically removed from the tree. + Otherwise they are retained and it is possible to get results from the original unpruned (or + pruned less aggressively) tree. Default value is true.*/ + /** @see setTruncatePrunedTree */ + CV_WRAP virtual bool getTruncatePrunedTree() const = 0; + /** @copybrief getTruncatePrunedTree @see getTruncatePrunedTree */ + CV_WRAP virtual void setTruncatePrunedTree(bool val) = 0; + + /** Termination criteria for regression trees. + If all absolute differences between an estimated value in a node and values of train samples + in this node are less than this parameter then the node will not be split further. Default + value is 0.01f*/ + /** @see setRegressionAccuracy */ + CV_WRAP virtual float getRegressionAccuracy() const = 0; + /** @copybrief getRegressionAccuracy @see getRegressionAccuracy */ + CV_WRAP virtual void setRegressionAccuracy(float val) = 0; + + /** @brief The array of a priori class probabilities, sorted by the class label value. + + The parameter can be used to tune the decision tree preferences toward a certain class. For + example, if you want to detect some rare anomaly occurrence, the training base will likely + contain much more normal cases than anomalies, so a very good classification performance + will be achieved just by considering every case as normal. To avoid this, the priors can be + specified, where the anomaly probability is artificially increased (up to 0.5 or even + greater), so the weight of the misclassified anomalies becomes much bigger, and the tree is + adjusted properly. + + You can also think about this parameter as weights of prediction categories which determine + relative weights that you give to misclassification. That is, if the weight of the first + category is 1 and the weight of the second category is 10, then each mistake in predicting + the second category is equivalent to making 10 mistakes in predicting the first category. + Default value is empty Mat.*/ + /** @see setPriors */ + CV_WRAP virtual cv::Mat getPriors() const = 0; + /** @copybrief getPriors @see getPriors */ + CV_WRAP virtual void setPriors(const cv::Mat &val) = 0; + + /** @brief The class represents a decision tree node. + */ + class CV_EXPORTS Node + { + public: + Node(); + double value; //!< Value at the node: a class label in case of classification or estimated + //!< function value in case of regression. + int classIdx; //!< Class index normalized to 0..class_count-1 range and assigned to the + //!< node. It is used internally in classification trees and tree ensembles. + int parent; //!< Index of the parent node + int left; //!< Index of the left child node + int right; //!< Index of right child node + int defaultDir; //!< Default direction where to go (-1: left or +1: right). It helps in the + //!< case of missing values. + int split; //!< Index of the first split + }; + + /** @brief The class represents split in a decision tree. + */ + class CV_EXPORTS Split + { + public: + Split(); + int varIdx; //!< Index of variable on which the split is created. + bool inversed; //!< If true, then the inverse split rule is used (i.e. left and right + //!< branches are exchanged in the rule expressions below). + float quality; //!< The split quality, a positive number. It is used to choose the best split. + int next; //!< Index of the next split in the list of splits for the node + float c; /**< The threshold value in case of split on an ordered variable. + The rule is: + @code{.none} + if var_value < c + then next_node <- left + else next_node <- right + @endcode */ + int subsetOfs; /**< Offset of the bitset used by the split on a categorical variable. + The rule is: + @code{.none} + if bitset[var_value] == 1 + then next_node <- left + else next_node <- right + @endcode */ + }; + + /** @brief Returns indices of root nodes + */ + virtual const std::vector<int>& getRoots() const = 0; + /** @brief Returns all the nodes + + all the node indices are indices in the returned vector + */ + virtual const std::vector<Node>& getNodes() const = 0; + /** @brief Returns all the splits + + all the split indices are indices in the returned vector + */ + virtual const std::vector<Split>& getSplits() const = 0; + /** @brief Returns all the bitsets for categorical splits + + Split::subsetOfs is an offset in the returned vector + */ + virtual const std::vector<int>& getSubsets() const = 0; + + /** @brief Creates the empty model + + The static method creates empty decision tree with the specified parameters. It should be then + trained using train method (see StatModel::train). Alternatively, you can load the model from + file using Algorithm::load\<DTrees\>(filename). + */ + CV_WRAP static Ptr<DTrees> create(); +}; + +/****************************************************************************************\ +* Random Trees Classifier * +\****************************************************************************************/ + +/** @brief The class implements the random forest predictor. + +@sa @ref ml_intro_rtrees + */ +class CV_EXPORTS_W RTrees : public DTrees +{ +public: + + /** If true then variable importance will be calculated and then it can be retrieved by RTrees::getVarImportance. + Default value is false.*/ + /** @see setCalculateVarImportance */ + CV_WRAP virtual bool getCalculateVarImportance() const = 0; + /** @copybrief getCalculateVarImportance @see getCalculateVarImportance */ + CV_WRAP virtual void setCalculateVarImportance(bool val) = 0; + + /** The size of the randomly selected subset of features at each tree node and that are used + to find the best split(s). + If you set it to 0 then the size will be set to the square root of the total number of + features. Default value is 0.*/ + /** @see setActiveVarCount */ + CV_WRAP virtual int getActiveVarCount() const = 0; + /** @copybrief getActiveVarCount @see getActiveVarCount */ + CV_WRAP virtual void setActiveVarCount(int val) = 0; + + /** The termination criteria that specifies when the training algorithm stops. + Either when the specified number of trees is trained and added to the ensemble or when + sufficient accuracy (measured as OOB error) is achieved. Typically the more trees you have the + better the accuracy. However, the improvement in accuracy generally diminishes and asymptotes + pass a certain number of trees. Also to keep in mind, the number of tree increases the + prediction time linearly. Default value is TermCriteria(TermCriteria::MAX_ITERS + + TermCriteria::EPS, 50, 0.1)*/ + /** @see setTermCriteria */ + CV_WRAP virtual TermCriteria getTermCriteria() const = 0; + /** @copybrief getTermCriteria @see getTermCriteria */ + CV_WRAP virtual void setTermCriteria(const TermCriteria &val) = 0; + + /** Returns the variable importance array. + The method returns the variable importance vector, computed at the training stage when + CalculateVarImportance is set to true. If this flag was set to false, the empty matrix is + returned. + */ + CV_WRAP virtual Mat getVarImportance() const = 0; + + /** Creates the empty model. + Use StatModel::train to train the model, StatModel::train to create and train the model, + Algorithm::load to load the pre-trained model. + */ + CV_WRAP static Ptr<RTrees> create(); +}; + +/****************************************************************************************\ +* Boosted tree classifier * +\****************************************************************************************/ + +/** @brief Boosted tree classifier derived from DTrees + +@sa @ref ml_intro_boost + */ +class CV_EXPORTS_W Boost : public DTrees +{ +public: + /** Type of the boosting algorithm. + See Boost::Types. Default value is Boost::REAL. */ + /** @see setBoostType */ + CV_WRAP virtual int getBoostType() const = 0; + /** @copybrief getBoostType @see getBoostType */ + CV_WRAP virtual void setBoostType(int val) = 0; + + /** The number of weak classifiers. + Default value is 100. */ + /** @see setWeakCount */ + CV_WRAP virtual int getWeakCount() const = 0; + /** @copybrief getWeakCount @see getWeakCount */ + CV_WRAP virtual void setWeakCount(int val) = 0; + + /** A threshold between 0 and 1 used to save computational time. + Samples with summary weight \f$\leq 1 - weight_trim_rate\f$ do not participate in the *next* + iteration of training. Set this parameter to 0 to turn off this functionality. Default value is 0.95.*/ + /** @see setWeightTrimRate */ + CV_WRAP virtual double getWeightTrimRate() const = 0; + /** @copybrief getWeightTrimRate @see getWeightTrimRate */ + CV_WRAP virtual void setWeightTrimRate(double val) = 0; + + /** Boosting type. + Gentle AdaBoost and Real AdaBoost are often the preferable choices. */ + enum Types { + DISCRETE=0, //!< Discrete AdaBoost. + REAL=1, //!< Real AdaBoost. It is a technique that utilizes confidence-rated predictions + //!< and works well with categorical data. + LOGIT=2, //!< LogitBoost. It can produce good regression fits. + GENTLE=3 //!< Gentle AdaBoost. It puts less weight on outlier data points and for that + //!<reason is often good with regression data. + }; + + /** Creates the empty model. + Use StatModel::train to train the model, Algorithm::load\<Boost\>(filename) to load the pre-trained model. */ + CV_WRAP static Ptr<Boost> create(); +}; + +/****************************************************************************************\ +* Gradient Boosted Trees * +\****************************************************************************************/ + +/*class CV_EXPORTS_W GBTrees : public DTrees +{ +public: + struct CV_EXPORTS_W_MAP Params : public DTrees::Params + { + CV_PROP_RW int weakCount; + CV_PROP_RW int lossFunctionType; + CV_PROP_RW float subsamplePortion; + CV_PROP_RW float shrinkage; + + Params(); + Params( int lossFunctionType, int weakCount, float shrinkage, + float subsamplePortion, int maxDepth, bool useSurrogates ); + }; + + enum {SQUARED_LOSS=0, ABSOLUTE_LOSS, HUBER_LOSS=3, DEVIANCE_LOSS}; + + virtual void setK(int k) = 0; + + virtual float predictSerial( InputArray samples, + OutputArray weakResponses, int flags) const = 0; + + static Ptr<GBTrees> create(const Params& p); +};*/ + +/****************************************************************************************\ +* Artificial Neural Networks (ANN) * +\****************************************************************************************/ + +/////////////////////////////////// Multi-Layer Perceptrons ////////////////////////////// + +/** @brief Artificial Neural Networks - Multi-Layer Perceptrons. + +Unlike many other models in ML that are constructed and trained at once, in the MLP model these +steps are separated. First, a network with the specified topology is created using the non-default +constructor or the method ANN_MLP::create. All the weights are set to zeros. Then, the network is +trained using a set of input and output vectors. The training procedure can be repeated more than +once, that is, the weights can be adjusted based on the new training data. + +Additional flags for StatModel::train are available: ANN_MLP::TrainFlags. + +@sa @ref ml_intro_ann + */ +class CV_EXPORTS_W ANN_MLP : public StatModel +{ +public: + /** Available training methods */ + enum TrainingMethods { + BACKPROP=0, //!< The back-propagation algorithm. + RPROP=1 //!< The RPROP algorithm. See @cite RPROP93 for details. + }; + + /** Sets training method and common parameters. + @param method Default value is ANN_MLP::RPROP. See ANN_MLP::TrainingMethods. + @param param1 passed to setRpropDW0 for ANN_MLP::RPROP and to setBackpropWeightScale for ANN_MLP::BACKPROP + @param param2 passed to setRpropDWMin for ANN_MLP::RPROP and to setBackpropMomentumScale for ANN_MLP::BACKPROP. + */ + CV_WRAP virtual void setTrainMethod(int method, double param1 = 0, double param2 = 0) = 0; + + /** Returns current training method */ + CV_WRAP virtual int getTrainMethod() const = 0; + + /** Initialize the activation function for each neuron. + Currently the default and the only fully supported activation function is ANN_MLP::SIGMOID_SYM. + @param type The type of activation function. See ANN_MLP::ActivationFunctions. + @param param1 The first parameter of the activation function, \f$\alpha\f$. Default value is 0. + @param param2 The second parameter of the activation function, \f$\beta\f$. Default value is 0. + */ + CV_WRAP virtual void setActivationFunction(int type, double param1 = 0, double param2 = 0) = 0; + + /** Integer vector specifying the number of neurons in each layer including the input and output layers. + The very first element specifies the number of elements in the input layer. + The last element - number of elements in the output layer. Default value is empty Mat. + @sa getLayerSizes */ + CV_WRAP virtual void setLayerSizes(InputArray _layer_sizes) = 0; + + /** Integer vector specifying the number of neurons in each layer including the input and output layers. + The very first element specifies the number of elements in the input layer. + The last element - number of elements in the output layer. + @sa setLayerSizes */ + CV_WRAP virtual cv::Mat getLayerSizes() const = 0; + + /** Termination criteria of the training algorithm. + You can specify the maximum number of iterations (maxCount) and/or how much the error could + change between the iterations to make the algorithm continue (epsilon). Default value is + TermCriteria(TermCriteria::MAX_ITER + TermCriteria::EPS, 1000, 0.01).*/ + /** @see setTermCriteria */ + CV_WRAP virtual TermCriteria getTermCriteria() const = 0; + /** @copybrief getTermCriteria @see getTermCriteria */ + CV_WRAP virtual void setTermCriteria(TermCriteria val) = 0; + + /** BPROP: Strength of the weight gradient term. + The recommended value is about 0.1. Default value is 0.1.*/ + /** @see setBackpropWeightScale */ + CV_WRAP virtual double getBackpropWeightScale() const = 0; + /** @copybrief getBackpropWeightScale @see getBackpropWeightScale */ + CV_WRAP virtual void setBackpropWeightScale(double val) = 0; + + /** BPROP: Strength of the momentum term (the difference between weights on the 2 previous iterations). + This parameter provides some inertia to smooth the random fluctuations of the weights. It can + vary from 0 (the feature is disabled) to 1 and beyond. The value 0.1 or so is good enough. + Default value is 0.1.*/ + /** @see setBackpropMomentumScale */ + CV_WRAP virtual double getBackpropMomentumScale() const = 0; + /** @copybrief getBackpropMomentumScale @see getBackpropMomentumScale */ + CV_WRAP virtual void setBackpropMomentumScale(double val) = 0; + + /** RPROP: Initial value \f$\Delta_0\f$ of update-values \f$\Delta_{ij}\f$. + Default value is 0.1.*/ + /** @see setRpropDW0 */ + CV_WRAP virtual double getRpropDW0() const = 0; + /** @copybrief getRpropDW0 @see getRpropDW0 */ + CV_WRAP virtual void setRpropDW0(double val) = 0; + + /** RPROP: Increase factor \f$\eta^+\f$. + It must be \>1. Default value is 1.2.*/ + /** @see setRpropDWPlus */ + CV_WRAP virtual double getRpropDWPlus() const = 0; + /** @copybrief getRpropDWPlus @see getRpropDWPlus */ + CV_WRAP virtual void setRpropDWPlus(double val) = 0; + + /** RPROP: Decrease factor \f$\eta^-\f$. + It must be \<1. Default value is 0.5.*/ + /** @see setRpropDWMinus */ + CV_WRAP virtual double getRpropDWMinus() const = 0; + /** @copybrief getRpropDWMinus @see getRpropDWMinus */ + CV_WRAP virtual void setRpropDWMinus(double val) = 0; + + /** RPROP: Update-values lower limit \f$\Delta_{min}\f$. + It must be positive. Default value is FLT_EPSILON.*/ + /** @see setRpropDWMin */ + CV_WRAP virtual double getRpropDWMin() const = 0; + /** @copybrief getRpropDWMin @see getRpropDWMin */ + CV_WRAP virtual void setRpropDWMin(double val) = 0; + + /** RPROP: Update-values upper limit \f$\Delta_{max}\f$. + It must be \>1. Default value is 50.*/ + /** @see setRpropDWMax */ + CV_WRAP virtual double getRpropDWMax() const = 0; + /** @copybrief getRpropDWMax @see getRpropDWMax */ + CV_WRAP virtual void setRpropDWMax(double val) = 0; + + /** possible activation functions */ + enum ActivationFunctions { + /** Identity function: \f$f(x)=x\f$ */ + IDENTITY = 0, + /** Symmetrical sigmoid: \f$f(x)=\beta*(1-e^{-\alpha x})/(1+e^{-\alpha x}\f$ + @note + If you are using the default sigmoid activation function with the default parameter values + fparam1=0 and fparam2=0 then the function used is y = 1.7159\*tanh(2/3 \* x), so the output + will range from [-1.7159, 1.7159], instead of [0,1].*/ + SIGMOID_SYM = 1, + /** Gaussian function: \f$f(x)=\beta e^{-\alpha x*x}\f$ */ + GAUSSIAN = 2 + }; + + /** Train options */ + enum TrainFlags { + /** Update the network weights, rather than compute them from scratch. In the latter case + the weights are initialized using the Nguyen-Widrow algorithm. */ + UPDATE_WEIGHTS = 1, + /** Do not normalize the input vectors. If this flag is not set, the training algorithm + normalizes each input feature independently, shifting its mean value to 0 and making the + standard deviation equal to 1. If the network is assumed to be updated frequently, the new + training data could be much different from original one. In this case, you should take care + of proper normalization. */ + NO_INPUT_SCALE = 2, + /** Do not normalize the output vectors. If the flag is not set, the training algorithm + normalizes each output feature independently, by transforming it to the certain range + depending on the used activation function. */ + NO_OUTPUT_SCALE = 4 + }; + + CV_WRAP virtual Mat getWeights(int layerIdx) const = 0; + + /** @brief Creates empty model + + Use StatModel::train to train the model, Algorithm::load\<ANN_MLP\>(filename) to load the pre-trained model. + Note that the train method has optional flags: ANN_MLP::TrainFlags. + */ + CV_WRAP static Ptr<ANN_MLP> create(); + + /** @brief Loads and creates a serialized ANN from a file + * + * Use ANN::save to serialize and store an ANN to disk. + * Load the ANN from this file again, by calling this function with the path to the file. + * + * @param filepath path to serialized ANN + */ + CV_WRAP static Ptr<ANN_MLP> load(const String& filepath); + +}; + +/****************************************************************************************\ +* Logistic Regression * +\****************************************************************************************/ + +/** @brief Implements Logistic Regression classifier. + +@sa @ref ml_intro_lr + */ +class CV_EXPORTS_W LogisticRegression : public StatModel +{ +public: + + /** Learning rate. */ + /** @see setLearningRate */ + CV_WRAP virtual double getLearningRate() const = 0; + /** @copybrief getLearningRate @see getLearningRate */ + CV_WRAP virtual void setLearningRate(double val) = 0; + + /** Number of iterations. */ + /** @see setIterations */ + CV_WRAP virtual int getIterations() const = 0; + /** @copybrief getIterations @see getIterations */ + CV_WRAP virtual void setIterations(int val) = 0; + + /** Kind of regularization to be applied. See LogisticRegression::RegKinds. */ + /** @see setRegularization */ + CV_WRAP virtual int getRegularization() const = 0; + /** @copybrief getRegularization @see getRegularization */ + CV_WRAP virtual void setRegularization(int val) = 0; + + /** Kind of training method used. See LogisticRegression::Methods. */ + /** @see setTrainMethod */ + CV_WRAP virtual int getTrainMethod() const = 0; + /** @copybrief getTrainMethod @see getTrainMethod */ + CV_WRAP virtual void setTrainMethod(int val) = 0; + + /** Specifies the number of training samples taken in each step of Mini-Batch Gradient + Descent. Will only be used if using LogisticRegression::MINI_BATCH training algorithm. It + has to take values less than the total number of training samples. */ + /** @see setMiniBatchSize */ + CV_WRAP virtual int getMiniBatchSize() const = 0; + /** @copybrief getMiniBatchSize @see getMiniBatchSize */ + CV_WRAP virtual void setMiniBatchSize(int val) = 0; + + /** Termination criteria of the algorithm. */ + /** @see setTermCriteria */ + CV_WRAP virtual TermCriteria getTermCriteria() const = 0; + /** @copybrief getTermCriteria @see getTermCriteria */ + CV_WRAP virtual void setTermCriteria(TermCriteria val) = 0; + + //! Regularization kinds + enum RegKinds { + REG_DISABLE = -1, //!< Regularization disabled + REG_L1 = 0, //!< %L1 norm + REG_L2 = 1 //!< %L2 norm + }; + + //! Training methods + enum Methods { + BATCH = 0, + MINI_BATCH = 1 //!< Set MiniBatchSize to a positive integer when using this method. + }; + + /** @brief Predicts responses for input samples and returns a float type. + + @param samples The input data for the prediction algorithm. Matrix [m x n], where each row + contains variables (features) of one object being classified. Should have data type CV_32F. + @param results Predicted labels as a column matrix of type CV_32S. + @param flags Not used. + */ + CV_WRAP virtual float predict( InputArray samples, OutputArray results=noArray(), int flags=0 ) const = 0; + + /** @brief This function returns the trained paramters arranged across rows. + + For a two class classifcation problem, it returns a row matrix. It returns learnt paramters of + the Logistic Regression as a matrix of type CV_32F. + */ + CV_WRAP virtual Mat get_learnt_thetas() const = 0; + + /** @brief Creates empty model. + + Creates Logistic Regression model with parameters given. + */ + CV_WRAP static Ptr<LogisticRegression> create(); +}; + + +/****************************************************************************************\ +* Stochastic Gradient Descent SVM Classifier * +\****************************************************************************************/ + +/*! +@brief Stochastic Gradient Descent SVM classifier + +SVMSGD provides a fast and easy-to-use implementation of the SVM classifier using the Stochastic Gradient Descent approach, +as presented in @cite bottou2010large. + +The classifier has following parameters: +- model type, +- margin type, +- margin regularization (\f$\lambda\f$), +- initial step size (\f$\gamma_0\f$), +- step decreasing power (\f$c\f$), +- and termination criteria. + +The model type may have one of the following values: \ref SGD and \ref ASGD. + +- \ref SGD is the classic version of SVMSGD classifier: every next step is calculated by the formula + \f[w_{t+1} = w_t - \gamma(t) \frac{dQ_i}{dw} |_{w = w_t}\f] + where + - \f$w_t\f$ is the weights vector for decision function at step \f$t\f$, + - \f$\gamma(t)\f$ is the step size of model parameters at the iteration \f$t\f$, it is decreased on each step by the formula + \f$\gamma(t) = \gamma_0 (1 + \lambda \gamma_0 t) ^ {-c}\f$ + - \f$Q_i\f$ is the target functional from SVM task for sample with number \f$i\f$, this sample is chosen stochastically on each step of the algorithm. + +- \ref ASGD is Average Stochastic Gradient Descent SVM Classifier. ASGD classifier averages weights vector on each step of algorithm by the formula +\f$\widehat{w}_{t+1} = \frac{t}{1+t}\widehat{w}_{t} + \frac{1}{1+t}w_{t+1}\f$ + +The recommended model type is ASGD (following @cite bottou2010large). + +The margin type may have one of the following values: \ref SOFT_MARGIN or \ref HARD_MARGIN. + +- You should use \ref HARD_MARGIN type, if you have linearly separable sets. +- You should use \ref SOFT_MARGIN type, if you have non-linearly separable sets or sets with outliers. +- In the general case (if you know nothing about linear separability of your sets), use SOFT_MARGIN. + +The other parameters may be described as follows: +- Margin regularization parameter is responsible for weights decreasing at each step and for the strength of restrictions on outliers + (the less the parameter, the less probability that an outlier will be ignored). + Recommended value for SGD model is 0.0001, for ASGD model is 0.00001. + +- Initial step size parameter is the initial value for the step size \f$\gamma(t)\f$. + You will have to find the best initial step for your problem. + +- Step decreasing power is the power parameter for \f$\gamma(t)\f$ decreasing by the formula, mentioned above. + Recommended value for SGD model is 1, for ASGD model is 0.75. + +- Termination criteria can be TermCriteria::COUNT, TermCriteria::EPS or TermCriteria::COUNT + TermCriteria::EPS. + You will have to find the best termination criteria for your problem. + +Note that the parameters margin regularization, initial step size, and step decreasing power should be positive. + +To use SVMSGD algorithm do as follows: + +- first, create the SVMSGD object. The algoorithm will set optimal parameters by default, but you can set your own parameters via functions setSvmsgdType(), + setMarginType(), setMarginRegularization(), setInitialStepSize(), and setStepDecreasingPower(). + +- then the SVM model can be trained using the train features and the correspondent labels by the method train(). + +- after that, the label of a new feature vector can be predicted using the method predict(). + +@code +// Create empty object +cv::Ptr<SVMSGD> svmsgd = SVMSGD::create(); + +// Train the Stochastic Gradient Descent SVM +svmsgd->train(trainData); + +// Predict labels for the new samples +svmsgd->predict(samples, responses); +@endcode + +*/ + +class CV_EXPORTS_W SVMSGD : public cv::ml::StatModel +{ +public: + + /** SVMSGD type. + ASGD is often the preferable choice. */ + enum SvmsgdType + { + SGD, //!< Stochastic Gradient Descent + ASGD //!< Average Stochastic Gradient Descent + }; + + /** Margin type.*/ + enum MarginType + { + SOFT_MARGIN, //!< General case, suits to the case of non-linearly separable sets, allows outliers. + HARD_MARGIN //!< More accurate for the case of linearly separable sets. + }; + + /** + * @return the weights of the trained model (decision function f(x) = weights * x + shift). + */ + CV_WRAP virtual Mat getWeights() = 0; + + /** + * @return the shift of the trained model (decision function f(x) = weights * x + shift). + */ + CV_WRAP virtual float getShift() = 0; + + /** @brief Creates empty model. + * Use StatModel::train to train the model. Since %SVMSGD has several parameters, you may want to + * find the best parameters for your problem or use setOptimalParameters() to set some default parameters. + */ + CV_WRAP static Ptr<SVMSGD> create(); + + /** @brief Function sets optimal parameters values for chosen SVM SGD model. + * @param svmsgdType is the type of SVMSGD classifier. + * @param marginType is the type of margin constraint. + */ + CV_WRAP virtual void setOptimalParameters(int svmsgdType = SVMSGD::ASGD, int marginType = SVMSGD::SOFT_MARGIN) = 0; + + /** @brief %Algorithm type, one of SVMSGD::SvmsgdType. */ + /** @see setSvmsgdType */ + CV_WRAP virtual int getSvmsgdType() const = 0; + /** @copybrief getSvmsgdType @see getSvmsgdType */ + CV_WRAP virtual void setSvmsgdType(int svmsgdType) = 0; + + /** @brief %Margin type, one of SVMSGD::MarginType. */ + /** @see setMarginType */ + CV_WRAP virtual int getMarginType() const = 0; + /** @copybrief getMarginType @see getMarginType */ + CV_WRAP virtual void setMarginType(int marginType) = 0; + + /** @brief Parameter marginRegularization of a %SVMSGD optimization problem. */ + /** @see setMarginRegularization */ + CV_WRAP virtual float getMarginRegularization() const = 0; + /** @copybrief getMarginRegularization @see getMarginRegularization */ + CV_WRAP virtual void setMarginRegularization(float marginRegularization) = 0; + + /** @brief Parameter initialStepSize of a %SVMSGD optimization problem. */ + /** @see setInitialStepSize */ + CV_WRAP virtual float getInitialStepSize() const = 0; + /** @copybrief getInitialStepSize @see getInitialStepSize */ + CV_WRAP virtual void setInitialStepSize(float InitialStepSize) = 0; + + /** @brief Parameter stepDecreasingPower of a %SVMSGD optimization problem. */ + /** @see setStepDecreasingPower */ + CV_WRAP virtual float getStepDecreasingPower() const = 0; + /** @copybrief getStepDecreasingPower @see getStepDecreasingPower */ + CV_WRAP virtual void setStepDecreasingPower(float stepDecreasingPower) = 0; + + /** @brief Termination criteria of the training algorithm. + You can specify the maximum number of iterations (maxCount) and/or how much the error could + change between the iterations to make the algorithm continue (epsilon).*/ + /** @see setTermCriteria */ + CV_WRAP virtual TermCriteria getTermCriteria() const = 0; + /** @copybrief getTermCriteria @see getTermCriteria */ + CV_WRAP virtual void setTermCriteria(const cv::TermCriteria &val) = 0; +}; + + +/****************************************************************************************\ +* Auxilary functions declarations * +\****************************************************************************************/ + +/** @brief Generates _sample_ from multivariate normal distribution + +@param mean an average row vector +@param cov symmetric covariation matrix +@param nsamples returned samples count +@param samples returned samples array +*/ +CV_EXPORTS void randMVNormal( InputArray mean, InputArray cov, int nsamples, OutputArray samples); + +/** @brief Creates test set */ +CV_EXPORTS void createConcentricSpheresTestSet( int nsamples, int nfeatures, int nclasses, + OutputArray samples, OutputArray responses); + +//! @} ml + +} +} + +#endif // __cplusplus +#endif // OPENCV_ML_HPP + +/* End of file. */ |