Function svm_binary_svc_probability

ml/src/svm.cpp:2188–2285

Cross-validation decision values for probability estimates

// Cross-validation decision values for probability estimates
static void
svm_binary_svc_probability(const svm_problem* prob,
                           const svm_parameter* param,
                           double Cp,
                           double Cn,
                           double& probA,
                           double& probB)
{
  int nr_fold = 5;
  int* perm = Malloc(int, prob->l);
  double* dec_values = Malloc(double, prob->l);

  // random shuffle

  for (int i = 0; i < prob->l; i++)
    perm[i] = i;

  for (int i = 0; i < prob->l; i++) {
    int j = i + rand() % (prob->l - i);
    swap(perm[i], perm[j]);
  }

  for (int i = 0; i < nr_fold; i++) {
    int begin = i * prob->l / nr_fold;
    int end = (i + 1) * prob->l / nr_fold;

    struct svm_problem subprob;

    subprob.l = prob->l - (end - begin);
    subprob.x = Malloc(struct svm_node*, subprob.l);
    subprob.y = Malloc(double, subprob.l);

    int k = 0;

    for (int j = 0; j < begin; j++) {
      subprob.x[k] = prob->x[perm[j]];
      subprob.y[k] = prob->y[perm[j]];
      ++k;
    }

    for (int j = end; j < prob->l; j++) {
      subprob.x[k] = prob->x[perm[j]];
      subprob.y[k] = prob->y[perm[j]];
      ++k;
    }

    int p_count = 0, n_count = 0;

    for (int j = 0; j < k; j++)
      if (subprob.y[j] > 0)
        p_count++;
      else
        n_count++;

    if (p_count == 0 && n_count == 0)
      for (int j = begin; j < end; j++)
        dec_values[perm[j]] = 0;
    else if (p_count > 0 && n_count == 0)