dlib C++ Library - rvm_regression_ex.cpp

    /*
        This is an example illustrating the use of the RVM regression object
        from the dlib C++ Library.

        This example will train on data from the sinc function.

    */

    #include <iostream>
    #include <vector>

    #include "dlib/svm.h"

    using namespace std;
    using namespace dlib;

    // Here is the sinc function we will be trying to learn with rvm regression
    double sinc(double x)
    {
        if (x == 0)
            return 1;
        return sin(x)/x;
    }

    int main()
    {
        // Here we declare that our samples will be 1 dimensional column vectors.
        typedef matrix<double,1,1> sample_type;

        // Now we are making a typedef for the kind of kernel we want to use.  I picked the
        // radial basis kernel because it only has one parameter and generally gives good
        // results without much fiddling.
        typedef radial_basis_kernel<sample_type> kernel_type;

        // Here we declare an instance of the rvm_regression_trainer object.  This is the
        // object that we will later use to do the training.
        rvm_regression_trainer<kernel_type> trainer;
        // Here we set the kernel we want to use for training.  The 0.05 is the gamma
        // parameter to the radial_basis_kernel.
        trainer.set_kernel(kernel_type(0.05));

        // Now sample some points from the sinc() function
        sample_type m;
        std::vector<sample_type> samples;
        std::vector<double> labels;
        for (double x = -10; x <= 4; x += 1)
        {
            m(0) = x;
            samples.push_back(m);
            labels.push_back(sinc(x));
        }

        // now train a function based on our sample points
        decision_function<kernel_type> test = trainer.train(samples, labels);

        // now we output the value of the sinc function for a few test points as well as the
        // value predicted by our regression.
        m(0) = 2.5; cout << sinc(m(0)) << "   " << test(m) << endl;
        m(0) = 0.1; cout << sinc(m(0)) << "   " << test(m) << endl;
        m(0) = -4;  cout << sinc(m(0)) << "   " << test(m) << endl;
        m(0) = 5.0; cout << sinc(m(0)) << "   " << test(m) << endl;

        // The output is as follows:
        //0.239389   0.240989
        //0.998334   0.999538
        //-0.189201   -0.188453
        //-0.191785   -0.226516

        // The first column is the true value of the sinc function and the second
        // column is the output from the rvm estimate.

        // Another thing that is worth knowing is that just about everything in dlib is serializable.
        // So for example, you can save the test object to disk and recall it later like so:
        ofstream fout("saved_function.dat",ios::binary);
        serialize(test,fout);
        fout.close();

        // now lets open that file back up and load the function object it contains
        ifstream fin("saved_function.dat",ios::binary);
        deserialize(test, fin);

    }