hivemall.classifier.ConfidenceWeightedUDTF.java Source code

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Here is the source code for hivemall.classifier.ConfidenceWeightedUDTF.java

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/*
 * Hivemall: Hive scalable Machine Learning Library
 *
 * Copyright (C) 2015 Makoto YUI
 * Copyright (C) 2013-2015 National Institute of Advanced Industrial Science and Technology (AIST)
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *         http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
package hivemall.classifier;

import hivemall.model.FeatureValue;
import hivemall.model.IWeightValue;
import hivemall.model.PredictionResult;
import hivemall.model.WeightValue.WeightValueWithCovar;
import hivemall.utils.math.StatsUtils;

import javax.annotation.Nonnull;

import org.apache.commons.cli.CommandLine;
import org.apache.commons.cli.Options;
import org.apache.hadoop.hive.ql.exec.Description;
import org.apache.hadoop.hive.ql.exec.UDFArgumentException;
import org.apache.hadoop.hive.serde2.objectinspector.ObjectInspector;
import org.apache.hadoop.hive.serde2.objectinspector.StructObjectInspector;

/**
 * Confidence-weighted linear classification.
 * 
 * <pre>
 * [1] Mark Dredze, Koby Crammer and Fernando Pereira. "Confidence-weighted linear classification",
 *     In Proc. ICML, pp.264-271, 2008.
 * </pre>
 * 
 * @link http://dl.acm.org/citation.cfm?id=1390190
 */
@Description(name = "train_cw", value = "_FUNC_(list<string|int|bigint> features, int label [, const string options])"
        + " - Returns a relation consists of <string|int|bigint feature, float weight, float covar>", extended = "Build a prediction model by Confidence-Weighted (CW) binary classifier")
public final class ConfidenceWeightedUDTF extends BinaryOnlineClassifierUDTF {

    /** confidence parameter phi */
    protected float phi;

    @Override
    public StructObjectInspector initialize(ObjectInspector[] argOIs) throws UDFArgumentException {
        final int numArgs = argOIs.length;
        if (numArgs != 2 && numArgs != 3) {
            throw new UDFArgumentException(
                    "ConfidenceWeightedUDTF takes 2 or 3 arguments: List<String|Int|BitInt> features, Int label [, constant String options]");
        }

        return super.initialize(argOIs);
    }

    @Override
    protected boolean useCovariance() {
        return true;
    }

    @Override
    protected Options getOptions() {
        Options opts = super.getOptions();
        opts.addOption("phi", "confidence", true, "Confidence parameter [default 1.0]");
        opts.addOption("eta", "hyper_c", true, "Confidence hyperparameter eta in range (0.5, 1] [default 0.85]");
        return opts;
    }

    @Override
    protected CommandLine processOptions(ObjectInspector[] argOIs) throws UDFArgumentException {
        final CommandLine cl = super.processOptions(argOIs);

        float phi = 1.f;
        if (cl != null) {
            String phi_str = cl.getOptionValue("phi");
            if (phi_str == null) {
                String eta_str = cl.getOptionValue("eta");
                if (eta_str != null) {
                    double eta = Double.parseDouble(eta_str);
                    if (eta <= 0.5 || eta > 1) {
                        throw new UDFArgumentException(
                                "Confidence hyperparameter eta must be in range (0.5, 1]: " + eta_str);
                    }
                    phi = (float) StatsUtils.probit(eta, 5d);
                }
            } else {
                phi = Float.parseFloat(phi_str);
            }
        }

        this.phi = phi;
        return cl;
    }

    @Override
    protected void train(@Nonnull final FeatureValue[] features, int label) {
        final int y = label > 0 ? 1 : -1;

        PredictionResult margin = calcScoreAndVariance(features);
        float gamma = getGamma(margin, y);

        if (gamma > 0.f) {// alpha = max(0, gamma)
            float coeff = gamma * y;
            update(features, coeff, gamma);
        }
    }

    protected final float getGamma(PredictionResult margin, int y) {
        float score = margin.getScore() * y;
        float var = margin.getVariance();

        float b = 1.f + 2.f * phi * score;
        float gamma_numer = -b + (float) Math.sqrt(b * b - 8.f * phi * (score - phi * var));
        float gamma_denom = 4.f * phi * var;
        if (gamma_denom == 0.f) {// avoid divide-by-zero
            return 0.f;
        }
        return gamma_numer / gamma_denom;
    }

    @Override
    protected void update(@Nonnull final FeatureValue[] features, final float coeff, final float alpha) {
        for (FeatureValue f : features) {
            if (f == null) {
                continue;
            }
            final Object k = f.getFeature();
            final float v = f.getValueAsFloat();

            IWeightValue old_w = model.get(k);
            IWeightValue new_w = getNewWeight(old_w, v, coeff, alpha, phi);
            model.set(k, new_w);
        }
    }

    private static IWeightValue getNewWeight(final IWeightValue old, final float x, final float coeff,
            final float alpha, final float phi) {
        final float old_w, old_cov;
        if (old == null) {
            old_w = 0.f;
            old_cov = 1.f;
        } else {
            old_w = old.get();
            old_cov = old.getCovariance();
        }

        float new_w = old_w + (coeff * old_cov * x);
        float new_cov = 1.f / (1.f / old_cov + (2.f * alpha * phi * x * x));
        return new WeightValueWithCovar(new_w, new_cov);
    }
}