Refactor library structure

bayesnet/feature_selection/IWSS.cc

@@ -0,0 +1,47 @@
+#include <limits>
+#include "bayesnet/utils/bayesnetUtils.h"
+#include "IWSS.h"
+namespace bayesnet {
+    IWSS::IWSS(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 threshold) :
+        FeatureSelect(samples, features, className, maxFeatures, classNumStates, weights), threshold(threshold)
+    {
+        if (threshold < 0 || threshold > .5) {
+            throw std::invalid_argument("Threshold has to be in [0, 0.5]");
+        }
+    }
+    void IWSS::fit()
+    {
+        initialize();
+        computeSuLabels();
+        auto featureOrder = argsort(suLabels); // sort descending order
+        auto featureOrderCopy = featureOrder;
+        // Add first and second features to result
+        //     First with its own score
+        auto first_feature = pop_first(featureOrderCopy);
+        selectedFeatures.push_back(first_feature);
+        selectedScores.push_back(suLabels.at(first_feature));
+        //     Second with the score of the candidates
+        selectedFeatures.push_back(pop_first(featureOrderCopy));
+        auto merit = computeMeritCFS();
+        selectedScores.push_back(merit);
+        for (const auto feature : featureOrderCopy) {
+            selectedFeatures.push_back(feature);
+            // Compute merit with selectedFeatures
+            auto meritNew = computeMeritCFS();
+            double delta = merit != 0.0 ? std::abs(merit - meritNew) / merit : 0.0;
+            if (meritNew > merit || delta < threshold) {
+                if (meritNew > merit) {
+                    merit = meritNew;
+                }
+                selectedScores.push_back(meritNew);
+            } else {
+                selectedFeatures.pop_back();
+                break;
+            }
+            if (selectedFeatures.size() == maxFeatures) {
+                break;
+            }
+        }
+        fitted = true;
+    }
+}