Add L1FS feature selection

This commit is contained in:
2025-06-04 11:54:36 +02:00
parent fcccbc15dd
commit 23d74c4643
5 changed files with 581 additions and 6 deletions

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@@ -14,10 +14,14 @@ and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0
- Fix CFS metric expression in the FeatureSelection class. - Fix CFS metric expression in the FeatureSelection class.
- Fix the vcpkg configuration in building the library. - Fix the vcpkg configuration in building the library.
- Fix the sample app to use the vcpkg configuration. - Fix the sample app to use the vcpkg configuration.
- Add predict_proba method to all Ld classifiers.
- Refactor the computeCPT method in the Node class with libtorch vectorized operations. - Refactor the computeCPT method in the Node class with libtorch vectorized operations.
- Refactor the sample to use local discretization models. - Refactor the sample to use local discretization models.
### Added
- Add predict_proba method to all Ld classifiers.
- Add L1FS feature selection methods to the FeatureSelection class.
## [1.1.0] - 2025-04-27 ## [1.1.0] - 2025-04-27
### Internal ### Internal

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@@ -0,0 +1,279 @@
// ***************************************************************
// SPDX-FileCopyrightText: Copyright 2024 Ricardo Montañana Gómez
// SPDX-FileType: SOURCE
// SPDX-License-Identifier: MIT
// ***************************************************************
#include <algorithm>
#include <cmath>
#include <numeric>
#include "bayesnet/utils/bayesnetUtils.h"
#include "L1FS.h"
namespace bayesnet {
using namespace torch::indexing;
L1FS::L1FS(const torch::Tensor& samples,
const std::vector<std::string>& features,
const std::string& className,
const int maxFeatures,
const int classNumStates,
const torch::Tensor& weights,
const double alpha,
const int maxIter,
const double tolerance,
const bool fitIntercept)
: FeatureSelect(samples, features, className, maxFeatures, classNumStates, weights),
alpha(alpha), maxIter(maxIter), tolerance(tolerance), fitIntercept(fitIntercept)
{
if (alpha < 0) {
throw std::invalid_argument("Alpha (regularization strength) must be non-negative");
}
if (maxIter < 1) {
throw std::invalid_argument("Maximum iterations must be positive");
}
if (tolerance <= 0) {
throw std::invalid_argument("Tolerance must be positive");
}
// Determine if this is a regression or classification task
// For simplicity, assume binary classification if classNumStates == 2
// and regression otherwise (this can be refined based on your needs)
isRegression = (classNumStates > 2 || classNumStates == 0);
}
void L1FS::fit()
{
initialize();
// Prepare data
int n_samples = samples.size(1);
int n_features = features.size();
// Extract features (all rows except last)
auto X = samples.index({ Slice(0, n_features), Slice() }).t().contiguous();
// Extract labels (last row)
auto y = samples.index({ -1, Slice() }).contiguous();
// Convert to float for numerical operations
X = X.to(torch::kFloat32);
y = y.to(torch::kFloat32);
// Normalize features for better convergence
auto X_mean = X.mean(0);
auto X_std = X.std(0);
X_std = torch::where(X_std == 0, torch::ones_like(X_std), X_std);
X = (X - X_mean) / X_std;
if (isRegression) {
// Normalize y for regression
auto y_mean = y.mean();
auto y_std = y.std();
if (y_std.item<double>() > 0) {
y = (y - y_mean) / y_std;
}
fitLasso(X, y, weights);
} else {
// For binary classification
fitL1Logistic(X, y, weights);
}
// Select features based on non-zero coefficients
std::vector<std::pair<int, double>> featureImportance;
for (int i = 0; i < n_features; ++i) {
double coef_magnitude = std::abs(coefficients[i]);
if (coef_magnitude > 1e-10) { // Threshold for numerical zero
featureImportance.push_back({ i, coef_magnitude });
}
}
// If all coefficients are zero (high regularization), select based on original feature-class correlation
if (featureImportance.empty() && maxFeatures > 0) {
// Compute SU with labels as fallback
computeSuLabels();
auto featureOrder = argsort(suLabels);
// Select top features by SU score
int numToSelect = std::min(static_cast<int>(featureOrder.size()),
std::min(maxFeatures, 3)); // At most 3 features as fallback
for (int i = 0; i < numToSelect; ++i) {
selectedFeatures.push_back(featureOrder[i]);
selectedScores.push_back(suLabels[featureOrder[i]]);
}
} else {
// Sort by importance (absolute coefficient value)
std::sort(featureImportance.begin(), featureImportance.end(),
[](const auto& a, const auto& b) { return a.second > b.second; });
// Select top features up to maxFeatures
int numToSelect = std::min(static_cast<int>(featureImportance.size()),
maxFeatures);
for (int i = 0; i < numToSelect; ++i) {
selectedFeatures.push_back(featureImportance[i].first);
selectedScores.push_back(featureImportance[i].second);
}
}
fitted = true;
}
void L1FS::fitLasso(const torch::Tensor& X, const torch::Tensor& y,
const torch::Tensor& sampleWeights)
{
int n_samples = X.size(0);
int n_features = X.size(1);
// Initialize coefficients
coefficients.resize(n_features, 0.0);
double intercept = 0.0;
// Ensure consistent types
torch::Tensor weights = sampleWeights.to(torch::kFloat32);
// Coordinate descent for Lasso
torch::Tensor residuals = y.clone();
if (fitIntercept) {
intercept = (y * weights).sum().item<float>() / weights.sum().item<float>();
residuals = y - intercept;
}
// Precompute feature norms
std::vector<double> featureNorms(n_features);
for (int j = 0; j < n_features; ++j) {
auto Xj = X.index({ Slice(), j });
featureNorms[j] = (Xj * Xj * weights).sum().item<float>();
}
// Coordinate descent iterations
for (int iter = 0; iter < maxIter; ++iter) {
double maxChange = 0.0;
// Update each coordinate
for (int j = 0; j < n_features; ++j) {
auto Xj = X.index({ Slice(), j });
// Compute partial residuals (excluding feature j)
torch::Tensor partialResiduals = residuals + coefficients[j] * Xj;
// Compute rho (correlation with residuals)
double rho = (Xj * partialResiduals * weights).sum().item<float>();
// Soft thresholding
double oldCoef = coefficients[j];
coefficients[j] = softThreshold(rho, alpha) / featureNorms[j];
// Update residuals
residuals = partialResiduals - coefficients[j] * Xj;
maxChange = std::max(maxChange, std::abs(coefficients[j] - oldCoef));
}
// Update intercept if needed
if (fitIntercept) {
double oldIntercept = intercept;
intercept = (residuals * weights).sum().item<float>() /
weights.sum().item<float>();
residuals = residuals - (intercept - oldIntercept);
maxChange = std::max(maxChange, std::abs(intercept - oldIntercept));
}
// Check convergence
if (maxChange < tolerance) {
break;
}
}
}
void L1FS::fitL1Logistic(const torch::Tensor& X, const torch::Tensor& y,
const torch::Tensor& sampleWeights)
{
int n_samples = X.size(0);
int n_features = X.size(1);
// Initialize coefficients
torch::Tensor coef = torch::zeros({ n_features }, torch::kFloat32);
double intercept = 0.0;
// Ensure consistent types
torch::Tensor weights = sampleWeights.to(torch::kFloat32);
// Learning rate (can be adaptive)
double learningRate = 0.01;
// Proximal gradient descent
for (int iter = 0; iter < maxIter; ++iter) {
// Compute predictions
torch::Tensor linearPred = X.matmul(coef);
if (fitIntercept) {
linearPred = linearPred + intercept;
}
torch::Tensor pred = sigmoid(linearPred);
// Compute gradient
torch::Tensor diff = pred - y;
torch::Tensor grad = X.t().matmul(diff * weights) / n_samples;
// Gradient descent step
torch::Tensor coef_new = coef - learningRate * grad;
// Proximal step (soft thresholding)
for (int j = 0; j < n_features; ++j) {
coef_new[j] = softThreshold(coef_new[j].item<float>(),
learningRate * alpha);
}
// Update intercept if needed
if (fitIntercept) {
double grad_intercept = (diff * weights).sum().item<float>() / n_samples;
intercept -= learningRate * grad_intercept;
}
// Check convergence
double change = (coef_new - coef).abs().max().item<float>();
coef = coef_new;
if (change < tolerance) {
break;
}
// Adaptive learning rate (optional)
if (iter % 100 == 0) {
learningRate *= 0.9;
}
}
// Store final coefficients
coefficients.resize(n_features);
for (int j = 0; j < n_features; ++j) {
coefficients[j] = coef[j].item<float>();
}
}
double L1FS::softThreshold(double x, double lambda) const
{
if (x > lambda) {
return x - lambda;
} else if (x < -lambda) {
return x + lambda;
} else {
return 0.0;
}
}
torch::Tensor L1FS::sigmoid(const torch::Tensor& z) const
{
return 1.0 / (1.0 + torch::exp(-z));
}
std::vector<double> L1FS::getCoefficients() const
{
if (!fitted) {
throw std::runtime_error("L1FS not fitted");
}
return coefficients;
}
} // namespace bayesnet

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@@ -0,0 +1,83 @@
// ***************************************************************
// SPDX-FileCopyrightText: Copyright 2025 Ricardo Montañana Gómez
// SPDX-FileType: SOURCE
// SPDX-License-Identifier: MIT
// ***************************************************************
#ifndef L1FS_H
#define L1FS_H
#include <torch/torch.h>
#include <vector>
#include "bayesnet/feature_selection/FeatureSelect.h"
namespace bayesnet {
/**
* L1-Regularized Feature Selection (L1FS)
*
* This class implements feature selection using L1-regularized linear models.
* For classification tasks, it uses one-vs-rest logistic regression with L1 penalty.
* For regression tasks, it uses Lasso regression.
*
* The L1 penalty induces sparsity in the model coefficients, effectively
* performing feature selection by setting irrelevant feature weights to zero.
*/
class L1FS : public FeatureSelect {
public:
/**
* Constructor for L1FS
* @param samples n+1xm tensor where samples[-1] is the target variable
* @param features vector of feature names
* @param className name of the class/target variable
* @param maxFeatures maximum number of features to select (0 = all)
* @param classNumStates number of states for classification (ignored for regression)
* @param weights sample weights
* @param alpha L1 regularization strength (higher = more sparsity)
* @param maxIter maximum iterations for optimization
* @param tolerance convergence tolerance
* @param fitIntercept whether to fit an intercept term
*/
L1FS(const torch::Tensor& samples,
const std::vector<std::string>& features,
const std::string& className,
const int maxFeatures,
const int classNumStates,
const torch::Tensor& weights,
const double alpha = 1.0,
const int maxIter = 1000,
const double tolerance = 1e-4,
const bool fitIntercept = true);
virtual ~L1FS() {};
void fit() override;
// Get the learned coefficients for each feature
std::vector<double> getCoefficients() const;
private:
double alpha; // L1 regularization strength
int maxIter; // Maximum iterations for optimization
double tolerance; // Convergence tolerance
bool fitIntercept; // Whether to fit intercept
bool isRegression; // Task type (regression vs classification)
std::vector<double> coefficients; // Learned coefficients
// Coordinate descent for Lasso regression
void fitLasso(const torch::Tensor& X, const torch::Tensor& y, const torch::Tensor& sampleWeights);
// Proximal gradient descent for L1-regularized logistic regression
void fitL1Logistic(const torch::Tensor& X, const torch::Tensor& y, const torch::Tensor& sampleWeights);
// Soft thresholding operator for L1 regularization
double softThreshold(double x, double lambda) const;
// Logistic function
torch::Tensor sigmoid(const torch::Tensor& z) const;
// Compute logistic loss
double logisticLoss(const torch::Tensor& X, const torch::Tensor& y,
const torch::Tensor& coef, const torch::Tensor& sampleWeights) const;
};
}
#endif

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@@ -20,7 +20,7 @@
#include "bayesnet/ensembles/AODELd.h" #include "bayesnet/ensembles/AODELd.h"
#include "bayesnet/ensembles/BoostAODE.h" #include "bayesnet/ensembles/BoostAODE.h"
const std::string ACTUAL_VERSION = "1.1.1"; const std::string ACTUAL_VERSION = "1.1.2";
TEST_CASE("Test Bayesian Classifiers score & version", "[Models]") TEST_CASE("Test Bayesian Classifiers score & version", "[Models]")
{ {

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@@ -12,6 +12,7 @@
#include "bayesnet/feature_selection/CFS.h" #include "bayesnet/feature_selection/CFS.h"
#include "bayesnet/feature_selection/FCBF.h" #include "bayesnet/feature_selection/FCBF.h"
#include "bayesnet/feature_selection/IWSS.h" #include "bayesnet/feature_selection/IWSS.h"
#include "bayesnet/feature_selection/L1FS.h"
#include "TestUtils.h" #include "TestUtils.h"
bayesnet::FeatureSelect* build_selector(RawDatasets& raw, std::string selector, double threshold, int max_features = 0) bayesnet::FeatureSelect* build_selector(RawDatasets& raw, std::string selector, double threshold, int max_features = 0)
@@ -23,14 +24,16 @@ bayesnet::FeatureSelect* build_selector(RawDatasets& raw, std::string selector,
return new bayesnet::FCBF(raw.dataset, raw.features, raw.className, max_features, raw.classNumStates, raw.weights, threshold); return new bayesnet::FCBF(raw.dataset, raw.features, raw.className, max_features, raw.classNumStates, raw.weights, threshold);
} else if (selector == "IWSS") { } else if (selector == "IWSS") {
return new bayesnet::IWSS(raw.dataset, raw.features, raw.className, max_features, raw.classNumStates, raw.weights, threshold); return new bayesnet::IWSS(raw.dataset, raw.features, raw.className, max_features, raw.classNumStates, raw.weights, threshold);
} else if (selector == "L1FS") {
// For L1FS, threshold is used as alpha parameter
return new bayesnet::L1FS(raw.dataset, raw.features, raw.className, max_features, raw.classNumStates, raw.weights, threshold);
} }
return nullptr; return nullptr;
} }
TEST_CASE("Features Selected", "[FeatureSelection]") TEST_CASE("Features Selected", "[FeatureSelection]")
{ {
// std::string file_name = GENERATE("glass", "iris", "ecoli", "diabetes"); std::string file_name = GENERATE("glass", "iris", "ecoli", "diabetes");
std::string file_name = GENERATE("ecoli");
auto raw = RawDatasets(file_name, true); auto raw = RawDatasets(file_name, true);
@@ -48,14 +51,19 @@ TEST_CASE("Features Selected", "[FeatureSelection]")
{ {"glass", "FCBF" }, { { 2, 3, 5, 7, 6 }, {0.365513, 0.304911, 0.302109, 0.281621, 0.253297} } }, { {"glass", "FCBF" }, { { 2, 3, 5, 7, 6 }, {0.365513, 0.304911, 0.302109, 0.281621, 0.253297} } },
{ {"iris", "FCBF"}, {{ 3, 2 }, {0.870521, 0.816401} }}, { {"iris", "FCBF"}, {{ 3, 2 }, {0.870521, 0.816401} }},
{ {"ecoli", "FCBF"}, {{ 5, 0, 1, 4, 2 }, {0.512319, 0.350406, 0.260905, 0.203132, 0.11229} }}, { {"ecoli", "FCBF"}, {{ 5, 0, 1, 4, 2 }, {0.512319, 0.350406, 0.260905, 0.203132, 0.11229} }},
{ {"diabetes", "FCBF"}, {{ 1, 5, 7, 6 }, {0.132858, 0.083191, 0.0480135, 0.0224186} }} { {"diabetes", "FCBF"}, {{ 1, 5, 7, 6 }, {0.132858, 0.083191, 0.0480135, 0.0224186} }},
{ {"glass", "L1FS" }, { { 2, 3, 5}, { 0.365513, 0.304911, 0.302109 } } },
{ {"iris", "L1FS"}, {{ 3, 2, 1, 0 }, { 0.570928, 0.37569, 0.0774792, 0.00835904 }}},
{ {"ecoli", "L1FS"}, {{ 0, 1, 6, 5, 2, 3 }, {0.490179, 0.365944, 0.291177, 0.199171, 0.0400928, 0.0192575} }},
{ {"diabetes", "L1FS"}, {{ 1, 5, 4 }, {0.132858, 0.083191, 0.0486187} }}
}; };
double threshold; double threshold;
std::string selector; std::string selector;
std::vector<std::pair<std::string, double>> selectors = { std::vector<std::pair<std::string, double>> selectors = {
{ "CFS", 0.0 }, { "CFS", 0.0 },
{ "IWSS", 0.1 }, { "IWSS", 0.1 },
{ "FCBF", 1e-7 } { "FCBF", 1e-7 },
{ "L1FS", 0.01 }
}; };
for (const auto item : selectors) { for (const auto item : selectors) {
selector = item.first; threshold = item.second; selector = item.first; threshold = item.second;
@@ -77,17 +85,144 @@ TEST_CASE("Features Selected", "[FeatureSelection]")
delete featureSelector; delete featureSelector;
} }
} }
SECTION("Test L1FS")
{
bayesnet::L1FS* featureSelector = new bayesnet::L1FS(
raw.dataset, raw.features, raw.className,
raw.features.size(), raw.classNumStates, raw.weights,
0.01, 1000, 1e-4, true
);
featureSelector->fit();
std::vector<int> selected_features = featureSelector->getFeatures();
std::vector<double> selected_scores = featureSelector->getScores();
// Check if features are selected
REQUIRE(selected_features.size() > 0);
REQUIRE(selected_scores.size() == selected_features.size());
// Scores should be non-negative (absolute coefficient values)
for (double score : selected_scores) {
REQUIRE(score >= 0.0);
}
// Scores should be in descending order
// std::cout << file_name << " " << selected_features << std::endl << "{";
for (size_t i = 1; i < selected_scores.size(); i++) {
// std::cout << selected_scores[i - 1] << ", ";
REQUIRE(selected_scores[i - 1] >= selected_scores[i]);
}
// std::cout << selected_scores[selected_scores.size() - 1];
// std::cout << "}" << std::endl;
delete featureSelector;
}
} }
TEST_CASE("L1FS Features Selected", "[FeatureSelection]")
{
auto raw = RawDatasets("ecoli", true);
SECTION("Test L1FS with different alpha values")
{
std::vector<double> alphas = { 0.01, 0.1, 0.5 };
for (double alpha : alphas) {
bayesnet::L1FS* featureSelector = new bayesnet::L1FS(
raw.dataset, raw.features, raw.className,
raw.features.size(), raw.classNumStates, raw.weights,
alpha, 1000, 1e-4, true
);
featureSelector->fit();
INFO("Alpha: " << alpha);
std::vector<int> selected_features = featureSelector->getFeatures();
std::vector<double> selected_scores = featureSelector->getScores();
// Higher alpha should lead to fewer features
REQUIRE(selected_features.size() > 0);
REQUIRE(selected_features.size() <= raw.features.size());
REQUIRE(selected_scores.size() == selected_features.size());
// Scores should be non-negative (absolute coefficient values)
for (double score : selected_scores) {
REQUIRE(score >= 0.0);
}
// Scores should be in descending order
for (size_t i = 1; i < selected_scores.size(); i++) {
REQUIRE(selected_scores[i - 1] >= selected_scores[i]);
}
delete featureSelector;
}
}
SECTION("Test L1FS with max features limit")
{
int max_features = 2;
bayesnet::L1FS* featureSelector = new bayesnet::L1FS(
raw.dataset, raw.features, raw.className,
max_features, raw.classNumStates, raw.weights,
0.1, 1000, 1e-4, true
);
featureSelector->fit();
std::vector<int> selected_features = featureSelector->getFeatures();
REQUIRE(selected_features.size() <= max_features);
delete featureSelector;
}
SECTION("Test L1FS getCoefficients method")
{
bayesnet::L1FS* featureSelector = new bayesnet::L1FS(
raw.dataset, raw.features, raw.className,
raw.features.size(), raw.classNumStates, raw.weights,
0.1, 1000, 1e-4, true
);
// Should throw before fitting
REQUIRE_THROWS_AS(featureSelector->getCoefficients(), std::runtime_error);
REQUIRE_THROWS_WITH(featureSelector->getCoefficients(), "L1FS not fitted");
featureSelector->fit();
// Should work after fitting
auto coefficients = featureSelector->getCoefficients();
REQUIRE(coefficients.size() == raw.features.size());
delete featureSelector;
}
}
TEST_CASE("Oddities", "[FeatureSelection]") TEST_CASE("Oddities", "[FeatureSelection]")
{ {
auto raw = RawDatasets("iris", true); auto raw = RawDatasets("iris", true);
// FCBF Limits // FCBF Limits
REQUIRE_THROWS_AS(bayesnet::FCBF(raw.dataset, raw.features, raw.className, raw.features.size(), raw.classNumStates, raw.weights, 1e-8), std::invalid_argument); REQUIRE_THROWS_AS(bayesnet::FCBF(raw.dataset, raw.features, raw.className, raw.features.size(), raw.classNumStates, raw.weights, 1e-8), std::invalid_argument);
REQUIRE_THROWS_WITH(bayesnet::FCBF(raw.dataset, raw.features, raw.className, raw.features.size(), raw.classNumStates, raw.weights, 1e-8), "Threshold cannot be less than 1e-7"); REQUIRE_THROWS_WITH(bayesnet::FCBF(raw.dataset, raw.features, raw.className, raw.features.size(), raw.classNumStates, raw.weights, 1e-8), "Threshold cannot be less than 1e-7");
// IWSS Limits
REQUIRE_THROWS_AS(bayesnet::IWSS(raw.dataset, raw.features, raw.className, raw.features.size(), raw.classNumStates, raw.weights, -1e4), std::invalid_argument); REQUIRE_THROWS_AS(bayesnet::IWSS(raw.dataset, raw.features, raw.className, raw.features.size(), raw.classNumStates, raw.weights, -1e4), std::invalid_argument);
REQUIRE_THROWS_WITH(bayesnet::IWSS(raw.dataset, raw.features, raw.className, raw.features.size(), raw.classNumStates, raw.weights, -1e4), "Threshold has to be in [0, 0.5]"); REQUIRE_THROWS_WITH(bayesnet::IWSS(raw.dataset, raw.features, raw.className, raw.features.size(), raw.classNumStates, raw.weights, -1e4), "Threshold has to be in [0, 0.5]");
REQUIRE_THROWS_AS(bayesnet::IWSS(raw.dataset, raw.features, raw.className, raw.features.size(), raw.classNumStates, raw.weights, 0.501), std::invalid_argument); REQUIRE_THROWS_AS(bayesnet::IWSS(raw.dataset, raw.features, raw.className, raw.features.size(), raw.classNumStates, raw.weights, 0.501), std::invalid_argument);
REQUIRE_THROWS_WITH(bayesnet::IWSS(raw.dataset, raw.features, raw.className, raw.features.size(), raw.classNumStates, raw.weights, 0.501), "Threshold has to be in [0, 0.5]"); REQUIRE_THROWS_WITH(bayesnet::IWSS(raw.dataset, raw.features, raw.className, raw.features.size(), raw.classNumStates, raw.weights, 0.501), "Threshold has to be in [0, 0.5]");
// L1FS Limits
REQUIRE_THROWS_AS(bayesnet::L1FS(raw.dataset, raw.features, raw.className, raw.features.size(), raw.classNumStates, raw.weights, -0.1), std::invalid_argument);
REQUIRE_THROWS_WITH(bayesnet::L1FS(raw.dataset, raw.features, raw.className, raw.features.size(), raw.classNumStates, raw.weights, -0.1), "Alpha (regularization strength) must be non-negative");
REQUIRE_THROWS_AS(bayesnet::L1FS(raw.dataset, raw.features, raw.className, raw.features.size(), raw.classNumStates, raw.weights, 1.0, 0), std::invalid_argument);
REQUIRE_THROWS_WITH(bayesnet::L1FS(raw.dataset, raw.features, raw.className, raw.features.size(), raw.classNumStates, raw.weights, 1.0, 0), "Maximum iterations must be positive");
REQUIRE_THROWS_AS(bayesnet::L1FS(raw.dataset, raw.features, raw.className, raw.features.size(), raw.classNumStates, raw.weights, 1.0, 1000, 0.0), std::invalid_argument);
REQUIRE_THROWS_WITH(bayesnet::L1FS(raw.dataset, raw.features, raw.className, raw.features.size(), raw.classNumStates, raw.weights, 1.0, 1000, 0.0), "Tolerance must be positive");
REQUIRE_THROWS_AS(bayesnet::L1FS(raw.dataset, raw.features, raw.className, raw.features.size(), raw.classNumStates, raw.weights, 1.0, 1000, -1e-4), std::invalid_argument);
REQUIRE_THROWS_WITH(bayesnet::L1FS(raw.dataset, raw.features, raw.className, raw.features.size(), raw.classNumStates, raw.weights, 1.0, 1000, -1e-4), "Tolerance must be positive");
// Not fitted error // Not fitted error
auto selector = build_selector(raw, "CFS", 0); auto selector = build_selector(raw, "CFS", 0);
const std::string message = "FeatureSelect not fitted"; const std::string message = "FeatureSelect not fitted";
@@ -97,6 +232,7 @@ TEST_CASE("Oddities", "[FeatureSelection]")
REQUIRE_THROWS_WITH(selector->getScores(), message); REQUIRE_THROWS_WITH(selector->getScores(), message);
delete selector; delete selector;
} }
TEST_CASE("Test threshold limits", "[FeatureSelection]") TEST_CASE("Test threshold limits", "[FeatureSelection]")
{ {
auto raw = RawDatasets("diabetes", true); auto raw = RawDatasets("diabetes", true);
@@ -113,4 +249,77 @@ TEST_CASE("Test threshold limits", "[FeatureSelection]")
selector->fit(); selector->fit();
REQUIRE(selector->getFeatures().size() == 5); REQUIRE(selector->getFeatures().size() == 5);
delete selector; delete selector;
// L1FS with different alpha values
selector = build_selector(raw, "L1FS", 0.01); // Low alpha - more features
selector->fit();
int num_features_low_alpha = selector->getFeatures().size();
delete selector;
selector = build_selector(raw, "L1FS", 0.9); // High alpha - fewer features
selector->fit();
int num_features_high_alpha = selector->getFeatures().size();
REQUIRE(num_features_high_alpha <= num_features_low_alpha);
delete selector;
// L1FS with max features limit
selector = build_selector(raw, "L1FS", 0.01, 4);
selector->fit();
REQUIRE(selector->getFeatures().size() <= 4);
delete selector;
}
TEST_CASE("L1FS Regression vs Classification", "[FeatureSelection]")
{
SECTION("Regression Task")
{
auto raw = RawDatasets("diabetes", true);
// diabetes dataset should be treated as regression (classNumStates > 2)
bayesnet::L1FS* l1fs = new bayesnet::L1FS(
raw.dataset, raw.features, raw.className,
raw.features.size(), raw.classNumStates, raw.weights,
0.1, 1000, 1e-4, true
);
l1fs->fit();
auto features = l1fs->getFeatures();
REQUIRE(features.size() > 0);
delete l1fs;
}
SECTION("Binary Classification Task")
{
// Create a simple binary classification dataset
int n_samples = 100;
int n_features = 5;
torch::Tensor X = torch::randn({ n_features, n_samples });
torch::Tensor y = (X[0] + X[2] > 0).to(torch::kFloat32);
torch::Tensor samples = torch::cat({ X, y.unsqueeze(0) }, 0);
std::vector<std::string> features;
for (int i = 0; i < n_features; ++i) {
features.push_back("feature_" + std::to_string(i));
}
torch::Tensor weights = torch::ones({ n_samples });
bayesnet::L1FS* l1fs = new bayesnet::L1FS(
samples, features, "target",
n_features, 2, weights, // 2 states = binary classification
0.1, 1000, 1e-4, true
);
l1fs->fit();
auto selected_features = l1fs->getFeatures();
REQUIRE(selected_features.size() > 0);
// Features 0 and 2 should be among the top selected
bool has_feature_0 = std::find(selected_features.begin(), selected_features.end(), 0) != selected_features.end();
bool has_feature_2 = std::find(selected_features.begin(), selected_features.end(), 2) != selected_features.end();
REQUIRE((has_feature_0 || has_feature_2));
delete l1fs;
}
} }