Implement the proba branch and begin with the voting one

src/FeatureSelect.cc

@@ -0,0 +1,79 @@
+#include "FeatureSelect.h"
+#include <limits>
+#include "bayesnetUtils.h"
+namespace bayesnet {
+    FeatureSelect::FeatureSelect(const torch::Tensor& samples, const std::vector<std::string>& features, const std::string& className, const int maxFeatures, const int classNumStates, const torch::Tensor& weights) :
+        Metrics(samples, features, className, classNumStates), maxFeatures(maxFeatures == 0 ? samples.size(0) - 1 : maxFeatures), weights(weights)
+
+    {
+    }
+    void FeatureSelect::initialize()
+    {
+        selectedFeatures.clear();
+        selectedScores.clear();
+    }
+    double FeatureSelect::symmetricalUncertainty(int a, int b)
+    {
+        /*
+        Compute symmetrical uncertainty. Normalize* information gain (mutual
+        information) with the entropies of the features in order to compensate
+        the bias due to high cardinality features. *Range [0, 1]
+        (https://www.sciencedirect.com/science/article/pii/S0020025519303603)
+        */
+        auto x = samples.index({ a, "..." });
+        auto y = samples.index({ b, "..." });
+        auto mu = mutualInformation(x, y, weights);
+        auto hx = entropy(x, weights);
+        auto hy = entropy(y, weights);
+        return 2.0 * mu / (hx + hy);
+    }
+    void FeatureSelect::computeSuLabels()
+    {
+        // Compute Simmetrical Uncertainty between features and labels
+        // https://en.wikipedia.org/wiki/Symmetric_uncertainty
+        for (int i = 0; i < features.size(); ++i) {
+            suLabels.push_back(symmetricalUncertainty(i, -1));
+        }
+    }
+    double FeatureSelect::computeSuFeatures(const int firstFeature, const int secondFeature)
+    {
+        // Compute Simmetrical Uncertainty between features
+        // https://en.wikipedia.org/wiki/Symmetric_uncertainty
+        try {
+            return suFeatures.at({ firstFeature, secondFeature });
+        }
+        catch (const std::out_of_range& e) {
+            double result = symmetricalUncertainty(firstFeature, secondFeature);
+            suFeatures[{firstFeature, secondFeature}] = result;
+            return result;
+        }
+    }
+    double FeatureSelect::computeMeritCFS()
+    {
+        double result;
+        double rcf = 0;
+        for (auto feature : selectedFeatures) {
+            rcf += suLabels[feature];
+        }
+        double rff = 0;
+        int n = selectedFeatures.size();
+        for (const auto& item : doCombinations(selectedFeatures)) {
+            rff += computeSuFeatures(item.first, item.second);
+        }
+        return rcf / sqrt(n + (n * n - n) * rff);
+    }
+    std::vector<int> FeatureSelect::getFeatures() const
+    {
+        if (!fitted) {
+            throw std::runtime_error("FeatureSelect not fitted");
+        }
+        return selectedFeatures;
+    }
+    std::vector<double> FeatureSelect::getScores() const
+    {
+        if (!fitted) {
+            throw std::runtime_error("FeatureSelect not fitted");
+        }
+        return selectedScores;
+    }
+}