/*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 "precomp.hpp" namespace cv { namespace ml { ParamGrid::ParamGrid() { minVal = maxVal = 0.; logStep = 1; } ParamGrid::ParamGrid(double _minVal, double _maxVal, double _logStep) { minVal = std::min(_minVal, _maxVal); maxVal = std::max(_minVal, _maxVal); logStep = std::max(_logStep, 1.); } bool StatModel::empty() const { return !isTrained(); } int StatModel::getVarCount() const { return 0; } bool StatModel::train( const Ptr<TrainData>&, int ) { CV_Error(CV_StsNotImplemented, ""); return false; } bool StatModel::train( InputArray samples, int layout, InputArray responses ) { return train(TrainData::create(samples, layout, responses)); } float StatModel::calcError( const Ptr<TrainData>& data, bool testerr, OutputArray _resp ) const { Mat samples = data->getSamples(); int layout = data->getLayout(); Mat sidx = testerr ? data->getTestSampleIdx() : data->getTrainSampleIdx(); const int* sidx_ptr = sidx.ptr<int>(); int i, n = (int)sidx.total(); bool isclassifier = isClassifier(); Mat responses = data->getResponses(); if( n == 0 ) n = data->getNSamples(); if( n == 0 ) return -FLT_MAX; Mat resp; if( _resp.needed() ) resp.create(n, 1, CV_32F); double err = 0; for( i = 0; i < n; i++ ) { int si = sidx_ptr ? sidx_ptr[i] : i; Mat sample = layout == ROW_SAMPLE ? samples.row(si) : samples.col(si); float val = predict(sample); float val0 = responses.at<float>(si); if( isclassifier ) err += fabs(val - val0) > FLT_EPSILON; else err += (val - val0)*(val - val0); if( !resp.empty() ) resp.at<float>(i) = val; /*if( i < 100 ) { printf("%d. ref %.1f vs pred %.1f\n", i, val0, val); }*/ } if( _resp.needed() ) resp.copyTo(_resp); return (float)(err / n * (isclassifier ? 100 : 1)); } /* Calculates upper triangular matrix S, where A is a symmetrical matrix A=S'*S */ static void Cholesky( const Mat& A, Mat& S ) { CV_Assert(A.type() == CV_32F); int dim = A.rows; S.create(dim, dim, CV_32F); int i, j, k; for( i = 0; i < dim; i++ ) { for( j = 0; j < i; j++ ) S.at<float>(i,j) = 0.f; float sum = 0.f; for( k = 0; k < i; k++ ) { float val = S.at<float>(k,i); sum += val*val; } S.at<float>(i,i) = std::sqrt(std::max(A.at<float>(i,i) - sum, 0.f)); float ival = 1.f/S.at<float>(i, i); for( j = i + 1; j < dim; j++ ) { sum = 0; for( k = 0; k < i; k++ ) sum += S.at<float>(k, i) * S.at<float>(k, j); S.at<float>(i, j) = (A.at<float>(i, j) - sum)*ival; } } } /* Generates <sample> from multivariate normal distribution, where <mean> - is an average row vector, <cov> - symmetric covariation matrix */ void randMVNormal( InputArray _mean, InputArray _cov, int nsamples, OutputArray _samples ) { Mat mean = _mean.getMat(), cov = _cov.getMat(); int dim = (int)mean.total(); _samples.create(nsamples, dim, CV_32F); Mat samples = _samples.getMat(); randu(samples, 0., 1.); Mat utmat; Cholesky(cov, utmat); int flags = mean.cols == 1 ? 0 : GEMM_3_T; for( int i = 0; i < nsamples; i++ ) { Mat sample = samples.row(i); gemm(sample, utmat, 1, mean, 1, sample, flags); } } }} /* End of file */