Refactor library structure

bayesnet/feature_selection/CFS.cc

@@ -0,0 +1,72 @@
+#include <limits>
+#include "bayesnet/utils/bayesnetUtils.h"
+#include "CFS.h"
+namespace bayesnet {
+    void CFS::fit()
+    {
+        initialize();
+        computeSuLabels();
+        auto featureOrder = argsort(suLabels); // sort descending order
+        auto continueCondition = true;
+        auto feature = featureOrder[0];
+        selectedFeatures.push_back(feature);
+        selectedScores.push_back(suLabels[feature]);
+        selectedFeatures.erase(selectedFeatures.begin());
+        while (continueCondition) {
+            double merit = std::numeric_limits<double>::lowest();
+            int bestFeature = -1;
+            for (auto feature : featureOrder) {
+                selectedFeatures.push_back(feature);
+                // Compute merit with selectedFeatures
+                auto meritNew = computeMeritCFS();
+                if (meritNew > merit) {
+                    merit = meritNew;
+                    bestFeature = feature;
+                }
+                selectedFeatures.pop_back();
+            }
+            if (bestFeature == -1) {
+                // meritNew has to be nan due to constant features
+                break;
+            }
+            selectedFeatures.push_back(bestFeature);
+            selectedScores.push_back(merit);
+            featureOrder.erase(remove(featureOrder.begin(), featureOrder.end(), bestFeature), featureOrder.end());
+            continueCondition = computeContinueCondition(featureOrder);
+        }
+        fitted = true;
+    }
+    bool CFS::computeContinueCondition(const std::vector<int>& featureOrder)
+    {
+        if (selectedFeatures.size() == maxFeatures || featureOrder.size() == 0) {
+            return false;
+        }
+        if (selectedScores.size() >= 5) {
+            /*
+            "To prevent the best first search from exploring the entire
+            feature subset search space, a stopping criterion is imposed.
+            The search will terminate if five consecutive fully expanded
+            subsets show no improvement over the current best subset."
+            as stated in Mark A.Hall Thesis
+            */
+            double item_ant = std::numeric_limits<double>::lowest();
+            int num = 0;
+            std::vector<double> lastFive(selectedScores.end() - 5, selectedScores.end());
+            for (auto item : lastFive) {
+                if (item_ant == std::numeric_limits<double>::lowest()) {
+                    item_ant = item;
+                }
+                if (item > item_ant) {
+                    break;
+                } else {
+                    num++;
+                    item_ant = item;
+                }
+            }
+            if (num == 5) {
+                return false;
+            }
+        }
+        return true;
+    }
+}