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refactor: use SurrogatesBase and clean up code
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module SurrogatesSVM | ||
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import Surrogates: AbstractSurrogate, add_point! | ||
export SVMSurrogate | ||
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using SurrogatesBase | ||
using LIBSVM | ||
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mutable struct SVMSurrogate{X, Y, M, L, U} <: AbstractSurrogate | ||
export SVMSurrogate, update! | ||
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mutable struct SVMSurrogate{X, Y, M, L, U} <: AbstractDeterministicSurrogate | ||
x::X | ||
y::Y | ||
model::M | ||
lb::L | ||
ub::U | ||
end | ||
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function SVMSurrogate(x, y, lb::Number, ub::Number) | ||
xn = reshape(x, length(x), 1) | ||
model = LIBSVM.fit!(SVC(), xn, y) | ||
SVMSurrogate(xn, y, model, lb, ub) | ||
end | ||
""" | ||
SVMSurrogate(x, y, lb, ub) | ||
function (svmsurr::SVMSurrogate)(val::Number) | ||
return LIBSVM.predict(svmsurr.model, [val]) | ||
end | ||
Builds a SVM Surrogate using [LIBSVM](https://github.com/JuliaML/LIBSVM.jl). | ||
""" | ||
SVMSurrogate(x,y,lb,ub) | ||
## Arguments | ||
Builds SVM surrogate. | ||
- `x`: Input data points. | ||
- `y`: Output data points. | ||
- `lb`: Lower bound of input data points. | ||
- `ub`: Upper bound of output data points. | ||
""" | ||
function SVMSurrogate(x, y, lb, ub) | ||
X = Array{Float64, 2}(undef, length(x), length(x[1])) | ||
for j in 1:length(x) | ||
X[j, :] = vec(collect(x[j])) | ||
X = Array{Float64, 2}(undef, length(x), length(first(x))) | ||
if length(lb) == 1 | ||
for j in eachindex(x) | ||
X[j, 1] = x[j] | ||
end | ||
else | ||
for j in eachindex(x) | ||
X[j, :] = x[j] | ||
end | ||
end | ||
model = LIBSVM.fit!(SVC(), X, y) | ||
SVMSurrogate(x, y, model, lb, ub) | ||
end | ||
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function (svmsurr::SVMSurrogate)(val) | ||
n = length(val) | ||
return LIBSVM.predict(svmsurr.model, reshape(collect(val), 1, n))[1] | ||
return LIBSVM.predict(svmsurr.model, reshape(val, 1, n))[1] | ||
end | ||
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function add_point!(svmsurr::SVMSurrogate, x_new, y_new) | ||
""" | ||
update!(svmsurr::SVMSurrogate, x_new, y_new) | ||
## Arguments | ||
- `svmsurr`: Surrogate of type [`SVMSurrogate`](@ref). | ||
- `x_new`: Vector of new data points to be added to the training set of SVMSurrogate. | ||
- `y_new`: Vector of new output points to be added to the training set of SVMSurrogate. | ||
""" | ||
function update!(svmsurr::SVMSurrogate, x_new, y_new) | ||
svmsurr.x = vcat(svmsurr.x, x_new) | ||
svmsurr.y = vcat(svmsurr.y, y_new) | ||
if length(svmsurr.lb) == 1 | ||
#1D | ||
svmsurr.x = vcat(svmsurr.x, x_new) | ||
svmsurr.y = vcat(svmsurr.y, y_new) | ||
svmsurr.model = LIBSVM.fit!(SVC(), reshape(svmsurr.x, length(svmsurr.x), 1), | ||
svmsurr.y) | ||
svmsurr.model = LIBSVM.fit!( | ||
SVC(), reshape(svmsurr.x, length(svmsurr.x), 1), svmsurr.y) | ||
else | ||
n_previous = length(svmsurr.x) | ||
a = vcat(svmsurr.x, x_new) | ||
n_after = length(a) | ||
dim_new = n_after - n_previous | ||
n = length(svmsurr.x) | ||
d = length(svmsurr.x[1]) | ||
tot_dim = n + dim_new | ||
X = Array{Float64, 2}(undef, tot_dim, d) | ||
for j in 1:n | ||
X[j, :] = vec(collect(svmsurr.x[j])) | ||
end | ||
if dim_new == 1 | ||
X[n + 1, :] = vec(collect(x_new)) | ||
else | ||
i = 1 | ||
for j in (n + 1):tot_dim | ||
X[j, :] = vec(collect(x_new[i])) | ||
i = i + 1 | ||
end | ||
end | ||
svmsurr.x = vcat(svmsurr.x, x_new) | ||
svmsurr.y = vcat(svmsurr.y, y_new) | ||
svmsurr.model = LIBSVM.fit!(SVC(), X, svmsurr.y) | ||
svmsurr.model = LIBSVM.fit!(SVC(), transpose(reduce(hcat, svmsurr.x)), svmsurr.y) | ||
end | ||
nothing | ||
end | ||
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end # module |