moa.reduction.bayes.OFSGDAttributeEval.java Source code

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/*
 *   This program is free software: you can redistribute it and/or modify
 *   it under the terms of the GNU General Public License as published by
 *   the Free Software Foundation, either version 3 of the License, or
 *   (at your option) any later version.
 *
 *   This program is distributed in the hope that it will be useful,
 *   but WITHOUT ANY WARRANTY; without even the implied warranty of
 *   MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 *   GNU General Public License for more details.
 *
 *   You should have received a copy of the GNU General Public License
 *   along with this program.  If not, see <http://www.gnu.org/licenses/>.
 */

/*
 *    InfoGainAttributeEval.java
 *    Copyright (C) 1999-2012 University of Waikato, Hamilton, New Zealand
 *
 */

package moa.reduction.bayes;

import java.util.Arrays;

import com.yahoo.labs.samoa.instances.Instance;

import moa.reduction.core.MOAAttributeEvaluator;
import weka.attributeSelection.ASEvaluation;
import weka.attributeSelection.AttributeEvaluator;
import weka.core.AlgVector;
import weka.core.Capabilities;
import weka.core.Capabilities.Capability;
import weka.core.Instances;
import weka.core.RevisionUtils;
import weka.filters.supervised.attribute.Discretize;
import weka.filters.unsupervised.attribute.NumericToBinary;

/**
 * <!-- globalinfo-start --> OFSGDAttributeEval :<br/>
 * <br/>
 * Evaluates the worth of an attribute through the computation of weights 
 * using a linear classifier with sparse projection.<br/>
 * <br/>
 * J. Wang, P. Zhao, S. C. H. Hoi and R. Jin, "Online Feature Selection and Its Applications," 
 * in IEEE Transactions on Knowledge and Data Engineering, vol. 26, no. 3, pp. 698-710, March 2014.
 * doi: 10.1109/TKDE.2013.32<br/>
 * <p/>
 * <!-- globalinfo-end -->
 * 
 * <!-- options-start --> Valid options are:
 * <p/>
 * 
 * <pre>
 * -M
 *  treat missing values as a seperate value.
 * </pre>
 * 
 * <pre>
 * -B
 *  just binarize numeric attributes instead 
 *  of properly discretizing them.
 * </pre>
 * 
 * <!-- options-end -->
 * 
 * @author Mark Hall (mhall@cs.waikato.ac.nz)
 * @version $Revision: 10172 $
 * @see Discretize
 * @see NumericToBinary
 */
public class OFSGDAttributeEval extends ASEvaluation implements AttributeEvaluator, MOAAttributeEvaluator {

    /** for serialization */
    static final long serialVersionUID = -1949849512589218930L;

    /** Treat missing values as a seperate value */
    private boolean m_missing_merge;

    /** Just binarize numeric attributes */
    private boolean m_Binarize;

    private AlgVector weights = null;

    static final double eta = 0.2; // According to authors' criterion  
    static final double lambda = 0.01; // According to authors' criterion  
    private int numFeatures = 10;
    private boolean updated = false;

    /**
     * Returns a string describing this attribute evaluator
     * 
     * @return a description of the evaluator suitable for displaying in the
     *         explorer/experimenter gui
     */
    public String globalInfo() {
        return "OFSGDAttributeEval :\n\nEvaluates the worth of an attribute "
                + "by measuring performing an stochastic gradient descent approach with feature truncation\n";
    }

    /**
     * Constructor
     */
    public OFSGDAttributeEval(int numFeatures) {
        this.numFeatures = numFeatures;
        resetOptions();

    }

    /**
     * Returns the tip text for this property
     * 
     * @return tip text for this property suitable for displaying in the
     *         explorer/experimenter gui
     */
    public String binarizeNumericAttributesTipText() {
        return "Just binarize numeric attributes instead of properly discretizing them.";
    }

    /**
     * Binarize numeric attributes.
     * 
     * @param b true=binarize numeric attributes
     */
    public void setBinarizeNumericAttributes(boolean b) {
        m_Binarize = b;
    }

    /**
     * get whether numeric attributes are just being binarized.
     * 
     * @return true if missing values are being distributed.
     */
    public boolean getBinarizeNumericAttributes() {
        return m_Binarize;
    }

    /**
     * Returns the tip text for this property
     * 
     * @return tip text for this property suitable for displaying in the
     *         explorer/experimenter gui
     */
    public String missingMergeTipText() {
        return "Distribute counts for missing values. Counts are distributed "
                + "across other values in proportion to their frequency. Otherwise, "
                + "missing is treated as a separate value.";
    }

    /**
     * distribute the counts for missing values across observed values
     * 
     * @param b true=distribute missing values.
     */
    public void setMissingMerge(boolean b) {
        m_missing_merge = b;
    }

    /**
     * get whether missing values are being distributed or not
     * 
     * @return true if missing values are being distributed.
     */
    public boolean getMissingMerge() {
        return m_missing_merge;
    }

    /**
     * Returns the capabilities of this evaluator.
     * 
     * @return the capabilities of this evaluator
     * @see Capabilities
     */
    @Override
    public Capabilities getCapabilities() {
        Capabilities result = super.getCapabilities();
        result.disableAll();

        // attributes
        result.enable(Capability.NOMINAL_ATTRIBUTES);
        result.enable(Capability.NUMERIC_ATTRIBUTES);
        result.enable(Capability.DATE_ATTRIBUTES);

        // class
        result.enable(Capability.NOMINAL_CLASS);
        return result;
    }

    public void updateEvaluator(Instance inst) throws Exception {

        if (weights == null) {
            weights = new AlgVector(new double[inst.numAttributes() - 1]);
            for (int i = 0; i < weights.numElements(); i++)
                weights.setElement(i, 0);
        }

        double[] rawx = Arrays.copyOfRange(inst.toDoubleArray(), 0, inst.numAttributes() - 1);
        AlgVector x = new AlgVector(rawx);
        double pred = weights.dotMultiply(x);

        if (pred * inst.classValue() <= 1) {
            x.scalarMultiply(eta * inst.classValue());
            weights = weights.add(x);
            weights.scalarMultiply(Math.min(1.0, 1 / (Math.sqrt(lambda) * weights.norm())));

            int counts = 0;
            Pair[] array = new Pair[weights.numElements()];
            for (int i = 0; i < weights.numElements(); i++) {
                array[i] = new Pair(i, weights.getElement(i));
                if (weights.getElement(i) != 0)
                    counts++;
            }

            // Truncate
            if (counts > numFeatures) {
                Arrays.sort(array);
                for (int i = numFeatures + 1; i < array.length; i++)
                    weights.setElement(array[i].index, 0);
            }
        }
        updated = true;
    }

    @Override
    public void applySelection() {
        // TODO Auto-generated method stub
        //System.out.println("Weight values: " + Arrays.toString(weights.getElements()));      
        updated = false;
    }

    /**
     * Reset options to their default values
     */
    protected void resetOptions() {
        m_missing_merge = true;
        m_Binarize = false;
    }

    /**
     * evaluates an individual attribute by measuring the amount of information
     * gained about the class given the attribute.
     * 
     * @param attribute the index of the attribute to be evaluated
     * @return the info gain
     * @throws Exception if the attribute could not be evaluated
     */
    @Override
    public double evaluateAttribute(int attribute) throws Exception {
        return weights.getElement(attribute);
    }

    /**
     * Describe the attribute evaluator
     * 
     * @return a description of the attribute evaluator as a string
     */
    @Override
    public String toString() {
        StringBuffer text = new StringBuffer();

        if (weights == null) {
            text.append("First weights has not been built");
        } else {
            text.append("\n OFSGD Ranking Filter");
            if (!m_missing_merge) {
                text.append("\n\tMissing values treated as seperate");
            }
            if (m_Binarize) {
                text.append("\n\tNumeric attributes are just binarized");
            }
        }

        text.append("\n");
        return text.toString();
    }

    /**
     * Returns the revision string.
     * 
     * @return the revision
     */
    @Override
    public String getRevision() {
        return RevisionUtils.extract("$Revision: 10172 $");
    }

    class Pair implements Comparable<Pair> {
        public final int index;
        public final double value;

        public Pair(int index, double value) {
            this.index = index;
            this.value = value;
        }

        @Override
        public int compareTo(Pair other) {
            //descending sort order
            return -1 * Double.valueOf(Math.abs(this.value)).compareTo(Math.abs(other.value));
        }
    }

    @Override
    public void buildEvaluator(Instances arg0) throws Exception {
        // TODO Auto-generated method stub

    }

    @Override
    public boolean isUpdated() {
        // TODO Auto-generated method stub
        return updated;
    }

}