Fix some issues in FeatureSelect

bayesnet/feature_selection/FeatureSelect.cc

@@ -1,84 +1,141 @@
-// ***************************************************************
+// **
 // SPDX-FileCopyrightText: Copyright 2024 Ricardo Montañana Gómez
 // SPDX-FileType: SOURCE
 // SPDX-License-Identifier: MIT
-// ***************************************************************
+// **
 
-#include <limits>
 #include "bayesnet/utils/bayesnetUtils.h"
 #include "FeatureSelect.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)
 
+namespace bayesnet {
+
+    using namespace torch::indexing;          // for Ellipsis constant
+
+    //---------------------------------------------------------------------
+    // ctor
+    //---------------------------------------------------------------------
+    FeatureSelect::FeatureSelect(const torch::Tensor& samples,
+        const std::vector<std::string>& features,
+        const std::string& className,
+        int maxFeatures,
+        int classNumStates,
+        const torch::Tensor& weights)
+        : Metrics(samples, features, className, classNumStates),
+        maxFeatures(maxFeatures == 0 ? samples.size(0) - 1 : maxFeatures),
+        weights(weights)
     {
     }
+
+    //---------------------------------------------------------------------
+    // public helpers
+    //---------------------------------------------------------------------
     void FeatureSelect::initialize()
     {
         selectedFeatures.clear();
         selectedScores.clear();
+        suLabels.clear();
+        suFeatures.clear();
+
+        fitted = false;
     }
+
+    //---------------------------------------------------------------------
+    // Symmetrical Uncertainty (SU)
+    //---------------------------------------------------------------------
     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)
+         * Compute symmetrical uncertainty. Normalises the information gain
+         * (mutual information) with the entropies of the variables to compensate
+         * the bias due to high‑cardinality features. Range: [0, 1]
+         * See: 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);
+
+        auto x = samples.index({ a, Ellipsis });             // row a => feature a
+        auto y = (b >= 0) ? samples.index({ b, Ellipsis })    // row b (>=0) => feature b
+            : samples.index({ -1, Ellipsis }); // ‑1 treated as last row = labels
+
+        double mu = mutualInformation(x, y, weights);
+        double hx = entropy(x, weights);
+        double hy = entropy(y, weights);
+
+        const double denom = hx + hy;
+        if (denom == 0.0) return 0.0;   // perfectly pure variables
+
+        return 2.0 * mu / denom;
     }
+
+    //---------------------------------------------------------------------
+    // SU feature–class
+    //---------------------------------------------------------------------
     void FeatureSelect::computeSuLabels()
     {
-        // Compute Simmetrical Uncertainty between features and labels
+        // Compute Symmetrical Uncertainty between each feature and the class labels
         // https://en.wikipedia.org/wiki/Symmetric_uncertainty
-        for (int i = 0; i < features.size(); ++i) {
-            suLabels.push_back(symmetricalUncertainty(i, -1));
+        const int classIdx = static_cast<int>(samples.size(0)) - 1; // labels in last row
+        suLabels.reserve(features.size());
+        for (int i = 0; i < static_cast<int>(features.size()); ++i) {
+            suLabels.emplace_back(symmetricalUncertainty(i, classIdx));
         }
     }
-    double FeatureSelect::computeSuFeatures(const int firstFeature, const int secondFeature)
+
+    //---------------------------------------------------------------------
+    // SU feature–feature with cache
+    //---------------------------------------------------------------------
+    double FeatureSelect::computeSuFeatures(int firstFeature, 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;
+        // Order the pair to exploit symmetry => only one entry in the map
+        auto ordered = std::minmax(firstFeature, secondFeature);
+        const std::pair<int, int> key{ ordered.first, ordered.second };
+
+        auto it = suFeatures.find(key);
+        if (it != suFeatures.end()) return it->second;
+
+        double result = symmetricalUncertainty(key.first, key.second);
+        suFeatures[key] = result;  // store once (symmetry handled by ordering)
         return result;
     }
-    }
+
+    //---------------------------------------------------------------------
+    // Correlation‑based Feature Selection (CFS) merit
+    //---------------------------------------------------------------------
     double FeatureSelect::computeMeritCFS()
     {
-        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);
+        const int n = static_cast<int>(selectedFeatures.size());
+        if (n == 0) return 0.0;
+
+        // average r_cf (feature–class)
+        double rcf_sum = 0.0;
+        for (int f : selectedFeatures) rcf_sum += suLabels[f];
+        const double rcf_avg = rcf_sum / n;
+
+        // average r_ff (feature–feature)
+        double rff_sum = 0.0;
+        const auto& pairs = doCombinations(selectedFeatures); // generates each unordered pair once
+        for (const auto& p : pairs) rff_sum += computeSuFeatures(p.first, p.second);
+
+        const double numPairs = n * (n - 1) * 0.5;
+        const double rff_avg = (numPairs > 0) ? rff_sum / numPairs : 0.0;
+
+        // Merit_S = k * r_cf / sqrt( k + k*(k‑1) * r_ff )      (Hall, 1999)
+        const double k = static_cast<double>(n);
+        return (k * rcf_avg) / std::sqrt(k + k * (k - 1) * rff_avg);
     }
+
+    //---------------------------------------------------------------------
+    // getters
+    //---------------------------------------------------------------------
     std::vector<int> FeatureSelect::getFeatures() const
     {
-        if (!fitted) {
-            throw std::runtime_error("FeatureSelect not fitted");
-        }
+        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");
-        }
+        if (!fitted) throw std::runtime_error("FeatureSelect not fitted");
         return selectedScores;
     }
-}
+
+} // namespace bayesnet
+