gensvm_cross_validation.c

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#include "gensvm_cross_validation.h"

extern FILE *GENSVM_OUTPUT_FILE;

double gensvm_cross_validation(struct GenModel *model,
        struct GenData **train_folds, struct GenData **test_folds,
        long folds, long n_total)
{
    long f;
    long *predy = NULL;
    double performance, total_perf = 0;

    // make sure that gensvm_optimize() is silent.
    FILE *fid = GENSVM_OUTPUT_FILE;
    GENSVM_OUTPUT_FILE = NULL;

    // run cross-validation
    for (f=0; f<folds; f++) {
        // reallocate model in case dimensions differ with data
        gensvm_reallocate_model(model, train_folds[f]->n,
                train_folds[f]->r);

        // initialize object weights
        gensvm_initialize_weights(train_folds[f], model);

        // train the model (surpressing output)
        gensvm_optimize(model, train_folds[f]);

        // calculate prediction performance on test set
        predy = Calloc(long, test_folds[f]->n);
        gensvm_predict_labels(test_folds[f], model, predy);
        performance = gensvm_prediction_perf(test_folds[f], predy);
        total_perf += performance * test_folds[f]->n;

        free(predy);
    }

    total_perf /= ((double) n_total);

    // reset the output stream
    GENSVM_OUTPUT_FILE = fid;

    return total_perf;
}