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40
bayesnet/ensembles/A2DE.cc
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bayesnet/ensembles/A2DE.cc
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// ***************************************************************
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// SPDX-FileCopyrightText: Copyright 2024 Ricardo Montañana Gómez
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// SPDX-FileType: SOURCE
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// SPDX-License-Identifier: MIT
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// ***************************************************************
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#include "A2DE.h"
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namespace bayesnet {
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A2DE::A2DE(bool predict_voting) : Ensemble(predict_voting)
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{
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validHyperparameters = { "predict_voting" };
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}
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void A2DE::setHyperparameters(const nlohmann::json& hyperparameters_)
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{
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auto hyperparameters = hyperparameters_;
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if (hyperparameters.contains("predict_voting")) {
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predict_voting = hyperparameters["predict_voting"];
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hyperparameters.erase("predict_voting");
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}
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Classifier::setHyperparameters(hyperparameters);
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}
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void A2DE::buildModel(const torch::Tensor& weights)
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{
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models.clear();
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significanceModels.clear();
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for (int i = 0; i < features.size() - 1; ++i) {
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for (int j = i + 1; j < features.size(); ++j) {
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auto model = std::make_unique<SPnDE>(std::vector<int>({ i, j }));
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models.push_back(std::move(model));
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}
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}
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n_models = static_cast<unsigned>(models.size());
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significanceModels = std::vector<double>(n_models, 1.0);
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}
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std::vector<std::string> A2DE::graph(const std::string& title) const
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{
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return Ensemble::graph(title);
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}
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}
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22
bayesnet/ensembles/A2DE.h
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bayesnet/ensembles/A2DE.h
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// ***************************************************************
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// SPDX-FileCopyrightText: Copyright 2024 Ricardo Montañana Gómez
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// SPDX-FileType: SOURCE
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// SPDX-License-Identifier: MIT
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// ***************************************************************
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#ifndef A2DE_H
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#define A2DE_H
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#include "bayesnet/classifiers/SPnDE.h"
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#include "Ensemble.h"
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namespace bayesnet {
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class A2DE : public Ensemble {
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public:
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A2DE(bool predict_voting = false);
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virtual ~A2DE() {};
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void setHyperparameters(const nlohmann::json& hyperparameters) override;
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std::vector<std::string> graph(const std::string& title = "A2DE") const override;
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protected:
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void buildModel(const torch::Tensor& weights) override;
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};
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}
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#endif
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38
bayesnet/ensembles/AODE.cc
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bayesnet/ensembles/AODE.cc
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// ***************************************************************
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// SPDX-FileCopyrightText: Copyright 2024 Ricardo Montañana Gómez
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// SPDX-FileType: SOURCE
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// SPDX-License-Identifier: MIT
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// ***************************************************************
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#include "AODE.h"
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namespace bayesnet {
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AODE::AODE(bool predict_voting) : Ensemble(predict_voting)
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{
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validHyperparameters = { "predict_voting" };
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}
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void AODE::setHyperparameters(const nlohmann::json& hyperparameters_)
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{
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auto hyperparameters = hyperparameters_;
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if (hyperparameters.contains("predict_voting")) {
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predict_voting = hyperparameters["predict_voting"];
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hyperparameters.erase("predict_voting");
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}
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Classifier::setHyperparameters(hyperparameters);
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}
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void AODE::buildModel(const torch::Tensor& weights)
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{
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models.clear();
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significanceModels.clear();
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for (int i = 0; i < features.size(); ++i) {
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models.push_back(std::make_unique<SPODE>(i));
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}
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n_models = models.size();
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significanceModels = std::vector<double>(n_models, 1.0);
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}
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std::vector<std::string> AODE::graph(const std::string& title) const
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{
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return Ensemble::graph(title);
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}
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}
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22
bayesnet/ensembles/AODE.h
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bayesnet/ensembles/AODE.h
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// ***************************************************************
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// SPDX-FileCopyrightText: Copyright 2024 Ricardo Montañana Gómez
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// SPDX-FileType: SOURCE
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// SPDX-License-Identifier: MIT
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// ***************************************************************
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#ifndef AODE_H
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#define AODE_H
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#include "bayesnet/classifiers/SPODE.h"
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#include "Ensemble.h"
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namespace bayesnet {
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class AODE : public Ensemble {
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public:
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AODE(bool predict_voting = false);
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virtual ~AODE() {};
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void setHyperparameters(const nlohmann::json& hyperparameters) override;
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std::vector<std::string> graph(const std::string& title = "AODE") const override;
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protected:
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void buildModel(const torch::Tensor& weights) override;
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};
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}
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#endif
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48
bayesnet/ensembles/AODELd.cc
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bayesnet/ensembles/AODELd.cc
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// ***************************************************************
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// SPDX-FileCopyrightText: Copyright 2024 Ricardo Montañana Gómez
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// SPDX-FileType: SOURCE
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// SPDX-License-Identifier: MIT
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// ***************************************************************
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#include "AODELd.h"
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namespace bayesnet {
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AODELd::AODELd(bool predict_voting) : Ensemble(predict_voting), Proposal(dataset, features, className)
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{
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}
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AODELd& AODELd::fit(torch::Tensor& X_, torch::Tensor& y_, const std::vector<std::string>& features_, const std::string& className_, map<std::string, std::vector<int>>& states_, const Smoothing_t smoothing)
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{
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checkInput(X_, y_);
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features = features_;
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className = className_;
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Xf = X_;
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y = y_;
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// Fills std::vectors Xv & yv with the data from tensors X_ (discretized) & y
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states = fit_local_discretization(y);
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// We have discretized the input data
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// 1st we need to fit the model to build the normal AODE structure, Ensemble::fit
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// calls buildModel to initialize the base models
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Ensemble::fit(dataset, features, className, states, smoothing);
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return *this;
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}
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void AODELd::buildModel(const torch::Tensor& weights)
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{
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models.clear();
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for (int i = 0; i < features.size(); ++i) {
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models.push_back(std::make_unique<SPODELd>(i));
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}
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n_models = models.size();
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significanceModels = std::vector<double>(n_models, 1.0);
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}
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void AODELd::trainModel(const torch::Tensor& weights, const Smoothing_t smoothing)
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{
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for (const auto& model : models) {
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model->fit(Xf, y, features, className, states, smoothing);
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}
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}
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std::vector<std::string> AODELd::graph(const std::string& name) const
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{
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return Ensemble::graph(name);
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}
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}
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25
bayesnet/ensembles/AODELd.h
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bayesnet/ensembles/AODELd.h
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// ***************************************************************
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// SPDX-FileCopyrightText: Copyright 2024 Ricardo Montañana Gómez
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// SPDX-FileType: SOURCE
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// SPDX-License-Identifier: MIT
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// ***************************************************************
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#ifndef AODELD_H
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#define AODELD_H
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#include "bayesnet/classifiers/Proposal.h"
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#include "bayesnet/classifiers/SPODELd.h"
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#include "Ensemble.h"
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namespace bayesnet {
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class AODELd : public Ensemble, public Proposal {
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public:
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AODELd(bool predict_voting = true);
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virtual ~AODELd() = default;
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AODELd& fit(torch::Tensor& X_, torch::Tensor& y_, const std::vector<std::string>& features_, const std::string& className_, map<std::string, std::vector<int>>& states_, const Smoothing_t smoothing) override;
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std::vector<std::string> graph(const std::string& name = "AODELd") const override;
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protected:
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void trainModel(const torch::Tensor& weights, const Smoothing_t smoothing) override;
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void buildModel(const torch::Tensor& weights) override;
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};
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}
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#endif // !AODELD_H
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268
bayesnet/ensembles/Boost.cc
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bayesnet/ensembles/Boost.cc
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// ***************************************************************
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// SPDX-FileCopyrightText: Copyright 2024 Ricardo Montañana Gómez
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// SPDX-FileType: SOURCE
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// SPDX-License-Identifier: MIT
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// ***************************************************************
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#include "Boost.h"
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#include "bayesnet/feature_selection/CFS.h"
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#include "bayesnet/feature_selection/FCBF.h"
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#include "bayesnet/feature_selection/IWSS.h"
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#include <folding.hpp>
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namespace bayesnet {
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Boost::Boost(bool predict_voting) : Ensemble(predict_voting) {
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validHyperparameters = {"alpha_block", "order", "convergence", "convergence_best", "bisection",
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"threshold", "maxTolerance", "predict_voting", "select_features", "block_update"};
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}
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void Boost::setHyperparameters(const nlohmann::json &hyperparameters_) {
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auto hyperparameters = hyperparameters_;
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if (hyperparameters.contains("order")) {
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std::vector<std::string> algos = {Orders.ASC, Orders.DESC, Orders.RAND};
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order_algorithm = hyperparameters["order"];
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if (std::find(algos.begin(), algos.end(), order_algorithm) == algos.end()) {
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throw std::invalid_argument("Invalid order algorithm, valid values [" + Orders.ASC + ", " + Orders.DESC +
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", " + Orders.RAND + "]");
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}
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hyperparameters.erase("order");
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}
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if (hyperparameters.contains("alpha_block")) {
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alpha_block = hyperparameters["alpha_block"];
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hyperparameters.erase("alpha_block");
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}
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if (hyperparameters.contains("convergence")) {
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convergence = hyperparameters["convergence"];
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hyperparameters.erase("convergence");
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}
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if (hyperparameters.contains("convergence_best")) {
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convergence_best = hyperparameters["convergence_best"];
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hyperparameters.erase("convergence_best");
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}
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if (hyperparameters.contains("bisection")) {
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bisection = hyperparameters["bisection"];
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hyperparameters.erase("bisection");
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}
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if (hyperparameters.contains("threshold")) {
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threshold = hyperparameters["threshold"];
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hyperparameters.erase("threshold");
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}
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if (hyperparameters.contains("maxTolerance")) {
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maxTolerance = hyperparameters["maxTolerance"];
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if (maxTolerance < 1 || maxTolerance > 6)
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throw std::invalid_argument("Invalid maxTolerance value, must be greater in [1, 6]");
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hyperparameters.erase("maxTolerance");
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}
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if (hyperparameters.contains("predict_voting")) {
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predict_voting = hyperparameters["predict_voting"];
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hyperparameters.erase("predict_voting");
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}
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if (hyperparameters.contains("select_features")) {
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auto selectedAlgorithm = hyperparameters["select_features"];
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std::vector<std::string> algos = {SelectFeatures.IWSS, SelectFeatures.CFS, SelectFeatures.FCBF};
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selectFeatures = true;
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select_features_algorithm = selectedAlgorithm;
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if (std::find(algos.begin(), algos.end(), selectedAlgorithm) == algos.end()) {
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throw std::invalid_argument("Invalid selectFeatures value, valid values [" + SelectFeatures.IWSS + ", " +
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SelectFeatures.CFS + ", " + SelectFeatures.FCBF + "]");
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}
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hyperparameters.erase("select_features");
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}
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if (hyperparameters.contains("block_update")) {
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block_update = hyperparameters["block_update"];
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hyperparameters.erase("block_update");
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}
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if (block_update && alpha_block) {
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throw std::invalid_argument("alpha_block and block_update cannot be true at the same time");
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}
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if (block_update && !bisection) {
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throw std::invalid_argument("block_update needs bisection to be true");
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}
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Classifier::setHyperparameters(hyperparameters);
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}
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void Boost::add_model(std::unique_ptr<Classifier> model, double significance) {
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models.push_back(std::move(model));
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n_models++;
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significanceModels.push_back(significance);
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}
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void Boost::remove_last_model() {
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models.pop_back();
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significanceModels.pop_back();
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n_models--;
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}
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void Boost::buildModel(const torch::Tensor &weights) {
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// Models shall be built in trainModel
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models.clear();
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significanceModels.clear();
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n_models = 0;
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// Prepare the validation dataset
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auto y_ = dataset.index({-1, "..."});
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if (convergence) {
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// Prepare train & validation sets from train data
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auto fold = folding::StratifiedKFold(5, y_, 271);
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auto [train, test] = fold.getFold(0);
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auto train_t = torch::tensor(train);
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auto test_t = torch::tensor(test);
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// Get train and validation sets
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X_train = dataset.index({torch::indexing::Slice(0, dataset.size(0) - 1), train_t});
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y_train = dataset.index({-1, train_t});
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X_test = dataset.index({torch::indexing::Slice(0, dataset.size(0) - 1), test_t});
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y_test = dataset.index({-1, test_t});
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dataset = X_train;
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m = X_train.size(1);
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auto n_classes = states.at(className).size();
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// Build dataset with train data
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buildDataset(y_train);
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metrics = Metrics(dataset, features, className, n_classes);
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} else {
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// Use all data to train
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X_train = dataset.index({torch::indexing::Slice(0, dataset.size(0) - 1), "..."});
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y_train = y_;
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}
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}
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std::vector<int> Boost::featureSelection(torch::Tensor &weights_) {
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int maxFeatures = 0;
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if (select_features_algorithm == SelectFeatures.CFS) {
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featureSelector = new CFS(dataset, features, className, maxFeatures, states.at(className).size(), weights_);
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} else if (select_features_algorithm == SelectFeatures.IWSS) {
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if (threshold < 0 || threshold > 0.5) {
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throw std::invalid_argument("Invalid threshold value for " + SelectFeatures.IWSS + " [0, 0.5]");
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}
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featureSelector =
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new IWSS(dataset, features, className, maxFeatures, states.at(className).size(), weights_, threshold);
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} else if (select_features_algorithm == SelectFeatures.FCBF) {
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if (threshold < 1e-7 || threshold > 1) {
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throw std::invalid_argument("Invalid threshold value for " + SelectFeatures.FCBF + " [1e-7, 1]");
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}
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featureSelector =
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new FCBF(dataset, features, className, maxFeatures, states.at(className).size(), weights_, threshold);
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}
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featureSelector->fit();
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auto featuresUsed = featureSelector->getFeatures();
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delete featureSelector;
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return featuresUsed;
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}
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std::tuple<torch::Tensor &, double, bool> Boost::update_weights(torch::Tensor &ytrain, torch::Tensor &ypred,
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torch::Tensor &weights) {
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bool terminate = false;
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double alpha_t = 0;
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auto mask_wrong = ypred != ytrain;
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auto mask_right = ypred == ytrain;
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auto masked_weights = weights * mask_wrong.to(weights.dtype());
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double epsilon_t = masked_weights.sum().item<double>();
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// std::cout << "epsilon_t: " << epsilon_t << " count wrong: " << mask_wrong.sum().item<int>() << " count right: "
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// << mask_right.sum().item<int>() << std::endl;
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if (epsilon_t > 0.5) {
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// Inverse the weights policy (plot ln(wt))
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// "In each round of AdaBoost, there is a sanity check to ensure that the current base
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// learner is better than random guess" (Zhi-Hua Zhou, 2012)
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terminate = true;
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} else {
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double wt = (1 - epsilon_t) / epsilon_t;
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alpha_t = epsilon_t == 0 ? 1 : 0.5 * log(wt);
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// Step 3.2: Update weights for next classifier
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// Step 3.2.1: Update weights of wrong samples
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weights += mask_wrong.to(weights.dtype()) * exp(alpha_t) * weights;
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// Step 3.2.2: Update weights of right samples
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weights += mask_right.to(weights.dtype()) * exp(-alpha_t) * weights;
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// Step 3.3: Normalise the weights
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double totalWeights = torch::sum(weights).item<double>();
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weights = weights / totalWeights;
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}
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return {weights, alpha_t, terminate};
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}
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std::tuple<torch::Tensor &, double, bool> Boost::update_weights_block(int k, torch::Tensor &ytrain,
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torch::Tensor &weights) {
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/* Update Block algorithm
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k = # of models in block
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n_models = # of models in ensemble to make predictions
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n_models_bak = # models saved
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||||
models = vector of models to make predictions
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models_bak = models not used to make predictions
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significances_bak = backup of significances vector
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Case list
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A) k = 1, n_models = 1 => n = 0 , n_models = n + k
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B) k = 1, n_models = n + 1 => n_models = n + k
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C) k > 1, n_models = k + 1 => n= 1, n_models = n + k
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D) k > 1, n_models = k => n = 0, n_models = n + k
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E) k > 1, n_models = k + n => n_models = n + k
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A, D) n=0, k > 0, n_models == k
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1. n_models_bak <- n_models
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2. significances_bak <- significances
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3. significances = vector(k, 1)
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4. Don’t move any classifiers out of models
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5. n_models <- k
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6. Make prediction, compute alpha, update weights
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7. Don’t restore any classifiers to models
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8. significances <- significances_bak
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9. Update last k significances
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10. n_models <- n_models_bak
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B, C, E) n > 0, k > 0, n_models == n + k
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1. n_models_bak <- n_models
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2. significances_bak <- significances
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3. significances = vector(k, 1)
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4. Move first n classifiers to models_bak
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5. n_models <- k
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6. Make prediction, compute alpha, update weights
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7. Insert classifiers in models_bak to be the first n models
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8. significances <- significances_bak
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9. Update last k significances
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10. n_models <- n_models_bak
|
||||
*/
|
||||
//
|
||||
// Make predict with only the last k models
|
||||
//
|
||||
std::unique_ptr<Classifier> model;
|
||||
std::vector<std::unique_ptr<Classifier>> models_bak;
|
||||
// 1. n_models_bak <- n_models 2. significances_bak <- significances
|
||||
auto significance_bak = significanceModels;
|
||||
auto n_models_bak = n_models;
|
||||
// 3. significances = vector(k, 1)
|
||||
significanceModels = std::vector<double>(k, 1.0);
|
||||
// 4. Move first n classifiers to models_bak
|
||||
// backup the first n_models - k models (if n_models == k, don't backup any)
|
||||
for (int i = 0; i < n_models - k; ++i) {
|
||||
model = std::move(models[0]);
|
||||
models.erase(models.begin());
|
||||
models_bak.push_back(std::move(model));
|
||||
}
|
||||
assert(models.size() == k);
|
||||
// 5. n_models <- k
|
||||
n_models = k;
|
||||
// 6. Make prediction, compute alpha, update weights
|
||||
auto ypred = predict(X_train);
|
||||
//
|
||||
// Update weights
|
||||
//
|
||||
double alpha_t;
|
||||
bool terminate;
|
||||
std::tie(weights, alpha_t, terminate) = update_weights(y_train, ypred, weights);
|
||||
//
|
||||
// Restore the models if needed
|
||||
//
|
||||
// 7. Insert classifiers in models_bak to be the first n models
|
||||
// if n_models_bak == k, don't restore any, because none of them were moved
|
||||
if (k != n_models_bak) {
|
||||
// Insert in the same order as they were extracted
|
||||
int bak_size = models_bak.size();
|
||||
for (int i = 0; i < bak_size; ++i) {
|
||||
model = std::move(models_bak[bak_size - 1 - i]);
|
||||
models_bak.erase(models_bak.end() - 1);
|
||||
models.insert(models.begin(), std::move(model));
|
||||
}
|
||||
}
|
||||
// 8. significances <- significances_bak
|
||||
significanceModels = significance_bak;
|
||||
//
|
||||
// Update the significance of the last k models
|
||||
//
|
||||
// 9. Update last k significances
|
||||
for (int i = 0; i < k; ++i) {
|
||||
significanceModels[n_models_bak - k + i] = alpha_t;
|
||||
}
|
||||
// 10. n_models <- n_models_bak
|
||||
n_models = n_models_bak;
|
||||
return {weights, alpha_t, terminate};
|
||||
}
|
||||
} // namespace bayesnet
|
57
bayesnet/ensembles/Boost.h
Normal file
57
bayesnet/ensembles/Boost.h
Normal file
@@ -0,0 +1,57 @@
|
||||
// ***************************************************************
|
||||
// SPDX-FileCopyrightText: Copyright 2024 Ricardo Montañana Gómez
|
||||
// SPDX-FileType: SOURCE
|
||||
// SPDX-License-Identifier: MIT
|
||||
// ***************************************************************
|
||||
|
||||
#ifndef BOOST_H
|
||||
#define BOOST_H
|
||||
#include <string>
|
||||
#include <tuple>
|
||||
#include <vector>
|
||||
#include <nlohmann/json.hpp>
|
||||
#include <torch/torch.h>
|
||||
#include "Ensemble.h"
|
||||
#include "bayesnet/feature_selection/FeatureSelect.h"
|
||||
namespace bayesnet {
|
||||
const struct {
|
||||
std::string CFS = "CFS";
|
||||
std::string FCBF = "FCBF";
|
||||
std::string IWSS = "IWSS";
|
||||
}SelectFeatures;
|
||||
const struct {
|
||||
std::string ASC = "asc";
|
||||
std::string DESC = "desc";
|
||||
std::string RAND = "rand";
|
||||
}Orders;
|
||||
class Boost : public Ensemble {
|
||||
public:
|
||||
explicit Boost(bool predict_voting = false);
|
||||
virtual ~Boost() override = default;
|
||||
void setHyperparameters(const nlohmann::json& hyperparameters_) override;
|
||||
protected:
|
||||
std::vector<int> featureSelection(torch::Tensor& weights_);
|
||||
void buildModel(const torch::Tensor& weights) override;
|
||||
std::tuple<torch::Tensor&, double, bool> update_weights(torch::Tensor& ytrain, torch::Tensor& ypred, torch::Tensor& weights);
|
||||
std::tuple<torch::Tensor&, double, bool> update_weights_block(int k, torch::Tensor& ytrain, torch::Tensor& weights);
|
||||
void add_model(std::unique_ptr<Classifier> model, double significance);
|
||||
void remove_last_model();
|
||||
//
|
||||
// Attributes
|
||||
//
|
||||
torch::Tensor X_train, y_train, X_test, y_test;
|
||||
// Hyperparameters
|
||||
bool bisection = true; // if true, use bisection stratety to add k models at once to the ensemble
|
||||
int maxTolerance = 3;
|
||||
std::string order_algorithm = Orders.DESC; // order to process the KBest features asc, desc, rand
|
||||
bool convergence = true; //if true, stop when the model does not improve
|
||||
bool convergence_best = false; // wether to keep the best accuracy to the moment or the last accuracy as prior accuracy
|
||||
bool selectFeatures = false; // if true, use feature selection
|
||||
std::string select_features_algorithm; // Selected feature selection algorithm
|
||||
FeatureSelect* featureSelector = nullptr;
|
||||
double threshold = -1;
|
||||
bool block_update = false; // if true, use block update algorithm, only meaningful if bisection is true
|
||||
bool alpha_block = false; // if true, the alpha is computed with the ensemble built so far and the new model
|
||||
};
|
||||
}
|
||||
#endif
|
165
bayesnet/ensembles/BoostA2DE.cc
Normal file
165
bayesnet/ensembles/BoostA2DE.cc
Normal file
@@ -0,0 +1,165 @@
|
||||
// ***************************************************************
|
||||
// SPDX-FileCopyrightText: Copyright 2024 Ricardo Montañana Gómez
|
||||
// SPDX-FileType: SOURCE
|
||||
// SPDX-License-Identifier: MIT
|
||||
// ***************************************************************
|
||||
|
||||
#include <limits.h>
|
||||
#include <tuple>
|
||||
#include <folding.hpp>
|
||||
#include "BoostA2DE.h"
|
||||
|
||||
namespace bayesnet {
|
||||
|
||||
BoostA2DE::BoostA2DE(bool predict_voting) : Boost(predict_voting)
|
||||
{
|
||||
}
|
||||
std::vector<int> BoostA2DE::initializeModels(const Smoothing_t smoothing)
|
||||
{
|
||||
torch::Tensor weights_ = torch::full({ m }, 1.0 / m, torch::kFloat64);
|
||||
std::vector<int> featuresSelected = featureSelection(weights_);
|
||||
if (featuresSelected.size() < 2) {
|
||||
notes.push_back("No features selected in initialization");
|
||||
status = ERROR;
|
||||
return std::vector<int>();
|
||||
}
|
||||
for (int i = 0; i < featuresSelected.size() - 1; i++) {
|
||||
for (int j = i + 1; j < featuresSelected.size(); j++) {
|
||||
auto parents = { featuresSelected[i], featuresSelected[j] };
|
||||
std::unique_ptr<Classifier> model = std::make_unique<SPnDE>(parents);
|
||||
model->fit(dataset, features, className, states, weights_, smoothing);
|
||||
models.push_back(std::move(model));
|
||||
significanceModels.push_back(1.0); // They will be updated later in trainModel
|
||||
n_models++;
|
||||
}
|
||||
}
|
||||
notes.push_back("Used features in initialization: " + std::to_string(featuresSelected.size()) + " of " + std::to_string(features.size()) + " with " + select_features_algorithm);
|
||||
return featuresSelected;
|
||||
}
|
||||
void BoostA2DE::trainModel(const torch::Tensor& weights, const Smoothing_t smoothing)
|
||||
{
|
||||
//
|
||||
// Logging setup
|
||||
//
|
||||
// loguru::set_thread_name("BoostA2DE");
|
||||
// loguru::g_stderr_verbosity = loguru::Verbosity_OFF;
|
||||
// loguru::add_file("boostA2DE.log", loguru::Truncate, loguru::Verbosity_MAX);
|
||||
|
||||
// Algorithm based on the adaboost algorithm for classification
|
||||
// as explained in Ensemble methods (Zhi-Hua Zhou, 2012)
|
||||
fitted = true;
|
||||
double alpha_t = 0;
|
||||
torch::Tensor weights_ = torch::full({ m }, 1.0 / m, torch::kFloat64);
|
||||
bool finished = false;
|
||||
std::vector<int> featuresUsed;
|
||||
if (selectFeatures) {
|
||||
featuresUsed = initializeModels(smoothing);
|
||||
if (featuresUsed.size() == 0) {
|
||||
return;
|
||||
}
|
||||
auto ypred = predict(X_train);
|
||||
std::tie(weights_, alpha_t, finished) = update_weights(y_train, ypred, weights_);
|
||||
// Update significance of the models
|
||||
for (int i = 0; i < n_models; ++i) {
|
||||
significanceModels[i] = alpha_t;
|
||||
}
|
||||
if (finished) {
|
||||
return;
|
||||
}
|
||||
}
|
||||
int numItemsPack = 0; // The counter of the models inserted in the current pack
|
||||
// Variables to control the accuracy finish condition
|
||||
double priorAccuracy = 0.0;
|
||||
double improvement = 1.0;
|
||||
double convergence_threshold = 1e-4;
|
||||
int tolerance = 0; // number of times the accuracy is lower than the convergence_threshold
|
||||
// Step 0: Set the finish condition
|
||||
// epsilon sub t > 0.5 => inverse the weights policy
|
||||
// validation error is not decreasing
|
||||
// run out of features
|
||||
bool ascending = order_algorithm == Orders.ASC;
|
||||
std::mt19937 g{ 173 };
|
||||
std::vector<std::pair<int, int>> pairSelection;
|
||||
while (!finished) {
|
||||
// Step 1: Build ranking with mutual information
|
||||
pairSelection = metrics.SelectKPairs(weights_, featuresUsed, ascending, 0); // Get all the pairs sorted
|
||||
if (order_algorithm == Orders.RAND) {
|
||||
std::shuffle(pairSelection.begin(), pairSelection.end(), g);
|
||||
}
|
||||
int k = bisection ? pow(2, tolerance) : 1;
|
||||
int counter = 0; // The model counter of the current pack
|
||||
// VLOG_SCOPE_F(1, "counter=%d k=%d featureSelection.size: %zu", counter, k, featureSelection.size());
|
||||
while (counter++ < k && pairSelection.size() > 0) {
|
||||
auto feature_pair = pairSelection[0];
|
||||
pairSelection.erase(pairSelection.begin());
|
||||
std::unique_ptr<Classifier> model;
|
||||
model = std::make_unique<SPnDE>(std::vector<int>({ feature_pair.first, feature_pair.second }));
|
||||
model->fit(dataset, features, className, states, weights_, smoothing);
|
||||
alpha_t = 0.0;
|
||||
if (!block_update) {
|
||||
auto ypred = model->predict(X_train);
|
||||
// Step 3.1: Compute the classifier amout of say
|
||||
std::tie(weights_, alpha_t, finished) = update_weights(y_train, ypred, weights_);
|
||||
}
|
||||
// Step 3.4: Store classifier and its accuracy to weigh its future vote
|
||||
numItemsPack++;
|
||||
models.push_back(std::move(model));
|
||||
significanceModels.push_back(alpha_t);
|
||||
n_models++;
|
||||
// VLOG_SCOPE_F(2, "numItemsPack: %d n_models: %d featuresUsed: %zu", numItemsPack, n_models, featuresUsed.size());
|
||||
}
|
||||
if (block_update) {
|
||||
std::tie(weights_, alpha_t, finished) = update_weights_block(k, y_train, weights_);
|
||||
}
|
||||
if (convergence && !finished) {
|
||||
auto y_val_predict = predict(X_test);
|
||||
double accuracy = (y_val_predict == y_test).sum().item<double>() / (double)y_test.size(0);
|
||||
if (priorAccuracy == 0) {
|
||||
priorAccuracy = accuracy;
|
||||
} else {
|
||||
improvement = accuracy - priorAccuracy;
|
||||
}
|
||||
if (improvement < convergence_threshold) {
|
||||
// VLOG_SCOPE_F(3, " (improvement<threshold) tolerance: %d numItemsPack: %d improvement: %f prior: %f current: %f", tolerance, numItemsPack, improvement, priorAccuracy, accuracy);
|
||||
tolerance++;
|
||||
} else {
|
||||
// VLOG_SCOPE_F(3, "* (improvement>=threshold) Reset. tolerance: %d numItemsPack: %d improvement: %f prior: %f current: %f", tolerance, numItemsPack, improvement, priorAccuracy, accuracy);
|
||||
tolerance = 0; // Reset the counter if the model performs better
|
||||
numItemsPack = 0;
|
||||
}
|
||||
if (convergence_best) {
|
||||
// Keep the best accuracy until now as the prior accuracy
|
||||
priorAccuracy = std::max(accuracy, priorAccuracy);
|
||||
} else {
|
||||
// Keep the last accuray obtained as the prior accuracy
|
||||
priorAccuracy = accuracy;
|
||||
}
|
||||
}
|
||||
// VLOG_SCOPE_F(1, "tolerance: %d featuresUsed.size: %zu features.size: %zu", tolerance, featuresUsed.size(), features.size());
|
||||
finished = finished || tolerance > maxTolerance || pairSelection.size() == 0;
|
||||
}
|
||||
if (tolerance > maxTolerance) {
|
||||
if (numItemsPack < n_models) {
|
||||
notes.push_back("Convergence threshold reached & " + std::to_string(numItemsPack) + " models eliminated");
|
||||
// VLOG_SCOPE_F(4, "Convergence threshold reached & %d models eliminated of %d", numItemsPack, n_models);
|
||||
for (int i = 0; i < numItemsPack; ++i) {
|
||||
significanceModels.pop_back();
|
||||
models.pop_back();
|
||||
n_models--;
|
||||
}
|
||||
} else {
|
||||
notes.push_back("Convergence threshold reached & 0 models eliminated");
|
||||
// VLOG_SCOPE_F(4, "Convergence threshold reached & 0 models eliminated n_models=%d numItemsPack=%d", n_models, numItemsPack);
|
||||
}
|
||||
}
|
||||
if (pairSelection.size() > 0) {
|
||||
notes.push_back("Pairs not used in train: " + std::to_string(pairSelection.size()));
|
||||
status = WARNING;
|
||||
}
|
||||
notes.push_back("Number of models: " + std::to_string(n_models));
|
||||
}
|
||||
std::vector<std::string> BoostA2DE::graph(const std::string& title) const
|
||||
{
|
||||
return Ensemble::graph(title);
|
||||
}
|
||||
}
|
25
bayesnet/ensembles/BoostA2DE.h
Normal file
25
bayesnet/ensembles/BoostA2DE.h
Normal file
@@ -0,0 +1,25 @@
|
||||
// ***************************************************************
|
||||
// SPDX-FileCopyrightText: Copyright 2024 Ricardo Montañana Gómez
|
||||
// SPDX-FileType: SOURCE
|
||||
// SPDX-License-Identifier: MIT
|
||||
// ***************************************************************
|
||||
|
||||
#ifndef BOOSTA2DE_H
|
||||
#define BOOSTA2DE_H
|
||||
#include <string>
|
||||
#include <vector>
|
||||
#include "bayesnet/classifiers/SPnDE.h"
|
||||
#include "Boost.h"
|
||||
namespace bayesnet {
|
||||
class BoostA2DE : public Boost {
|
||||
public:
|
||||
explicit BoostA2DE(bool predict_voting = false);
|
||||
virtual ~BoostA2DE() = default;
|
||||
std::vector<std::string> graph(const std::string& title = "BoostA2DE") const override;
|
||||
protected:
|
||||
void trainModel(const torch::Tensor& weights, const Smoothing_t smoothing) override;
|
||||
private:
|
||||
std::vector<int> initializeModels(const Smoothing_t smoothing);
|
||||
};
|
||||
}
|
||||
#endif
|
181
bayesnet/ensembles/BoostAODE.cc
Normal file
181
bayesnet/ensembles/BoostAODE.cc
Normal file
@@ -0,0 +1,181 @@
|
||||
// ***************************************************************
|
||||
// SPDX-FileCopyrightText: Copyright 2024 Ricardo Montañana Gómez
|
||||
// SPDX-FileType: SOURCE
|
||||
// SPDX-License-Identifier: MIT
|
||||
// ***************************************************************
|
||||
|
||||
#include "BoostAODE.h"
|
||||
#include "bayesnet/classifiers/SPODE.h"
|
||||
#include <limits.h>
|
||||
// #include <loguru.cpp>
|
||||
// #include <loguru.hpp>
|
||||
#include <random>
|
||||
#include <set>
|
||||
#include <tuple>
|
||||
|
||||
namespace bayesnet {
|
||||
|
||||
BoostAODE::BoostAODE(bool predict_voting) : Boost(predict_voting)
|
||||
{
|
||||
}
|
||||
std::vector<int> BoostAODE::initializeModels(const Smoothing_t smoothing)
|
||||
{
|
||||
torch::Tensor weights_ = torch::full({ m }, 1.0 / m, torch::kFloat64);
|
||||
std::vector<int> featuresSelected = featureSelection(weights_);
|
||||
for (const int& feature : featuresSelected) {
|
||||
std::unique_ptr<Classifier> model = std::make_unique<SPODE>(feature);
|
||||
model->fit(dataset, features, className, states, weights_, smoothing);
|
||||
models.push_back(std::move(model));
|
||||
significanceModels.push_back(1.0); // They will be updated later in trainModel
|
||||
n_models++;
|
||||
}
|
||||
notes.push_back("Used features in initialization: " + std::to_string(featuresSelected.size()) + " of " + std::to_string(features.size()) + " with " + select_features_algorithm);
|
||||
return featuresSelected;
|
||||
}
|
||||
void BoostAODE::trainModel(const torch::Tensor& weights, const Smoothing_t smoothing)
|
||||
{
|
||||
//
|
||||
// Logging setup
|
||||
//
|
||||
// loguru::set_thread_name("BoostAODE");
|
||||
// loguru::g_stderr_verbosity = loguru::Verbosity_OFF;
|
||||
// loguru::add_file("boostAODE.log", loguru::Truncate, loguru::Verbosity_MAX);
|
||||
|
||||
// Algorithm based on the adaboost algorithm for classification
|
||||
// as explained in Ensemble methods (Zhi-Hua Zhou, 2012)
|
||||
fitted = true;
|
||||
double alpha_t = 0;
|
||||
torch::Tensor weights_ = torch::full({ m }, 1.0 / m, torch::kFloat64);
|
||||
bool finished = false;
|
||||
std::vector<int> featuresUsed;
|
||||
n_models = 0;
|
||||
if (selectFeatures) {
|
||||
featuresUsed = initializeModels(smoothing);
|
||||
auto ypred = predict(X_train);
|
||||
std::tie(weights_, alpha_t, finished) = update_weights(y_train, ypred, weights_);
|
||||
// Update significance of the models
|
||||
for (int i = 0; i < n_models; ++i) {
|
||||
significanceModels.push_back(alpha_t);
|
||||
}
|
||||
// VLOG_SCOPE_F(1, "SelectFeatures. alpha_t: %f n_models: %d", alpha_t, n_models);
|
||||
if (finished) {
|
||||
return;
|
||||
}
|
||||
}
|
||||
int numItemsPack = 0; // The counter of the models inserted in the current pack
|
||||
// Variables to control the accuracy finish condition
|
||||
double priorAccuracy = 0.0;
|
||||
double improvement = 1.0;
|
||||
double convergence_threshold = 1e-4;
|
||||
int tolerance = 0; // number of times the accuracy is lower than the convergence_threshold
|
||||
// Step 0: Set the finish condition
|
||||
// epsilon sub t > 0.5 => inverse the weights policy
|
||||
// validation error is not decreasing
|
||||
// run out of features
|
||||
bool ascending = order_algorithm == Orders.ASC;
|
||||
std::mt19937 g{ 173 };
|
||||
while (!finished) {
|
||||
// Step 1: Build ranking with mutual information
|
||||
auto featureSelection = metrics.SelectKBestWeighted(weights_, ascending, n); // Get all the features sorted
|
||||
if (order_algorithm == Orders.RAND) {
|
||||
std::shuffle(featureSelection.begin(), featureSelection.end(), g);
|
||||
}
|
||||
// Remove used features
|
||||
featureSelection.erase(remove_if(begin(featureSelection), end(featureSelection), [&](auto x) { return std::find(begin(featuresUsed), end(featuresUsed), x) != end(featuresUsed); }),
|
||||
end(featureSelection));
|
||||
int k = bisection ? pow(2, tolerance) : 1;
|
||||
int counter = 0; // The model counter of the current pack
|
||||
// VLOG_SCOPE_F(1, "counter=%d k=%d featureSelection.size: %zu", counter, k, featureSelection.size());
|
||||
while (counter++ < k && featureSelection.size() > 0) {
|
||||
auto feature = featureSelection[0];
|
||||
featureSelection.erase(featureSelection.begin());
|
||||
std::unique_ptr<Classifier> model;
|
||||
model = std::make_unique<SPODE>(feature);
|
||||
model->fit(dataset, features, className, states, weights_, smoothing);
|
||||
alpha_t = 0.0;
|
||||
if (!block_update) {
|
||||
torch::Tensor ypred;
|
||||
if (alpha_block) {
|
||||
//
|
||||
// Compute the prediction with the current ensemble + model
|
||||
//
|
||||
// Add the model to the ensemble
|
||||
n_models++;
|
||||
models.push_back(std::move(model));
|
||||
significanceModels.push_back(1);
|
||||
// Compute the prediction
|
||||
ypred = predict(X_train);
|
||||
// Remove the model from the ensemble
|
||||
model = std::move(models.back());
|
||||
models.pop_back();
|
||||
significanceModels.pop_back();
|
||||
n_models--;
|
||||
} else {
|
||||
ypred = model->predict(X_train);
|
||||
}
|
||||
// Step 3.1: Compute the classifier amout of say
|
||||
std::tie(weights_, alpha_t, finished) = update_weights(y_train, ypred, weights_);
|
||||
}
|
||||
// Step 3.4: Store classifier and its accuracy to weigh its future vote
|
||||
numItemsPack++;
|
||||
featuresUsed.push_back(feature);
|
||||
models.push_back(std::move(model));
|
||||
significanceModels.push_back(alpha_t);
|
||||
n_models++;
|
||||
// VLOG_SCOPE_F(2, "finished: %d numItemsPack: %d n_models: %d featuresUsed: %zu", finished, numItemsPack, n_models, featuresUsed.size());
|
||||
}
|
||||
if (block_update) {
|
||||
std::tie(weights_, alpha_t, finished) = update_weights_block(k, y_train, weights_);
|
||||
}
|
||||
if (convergence && !finished) {
|
||||
auto y_val_predict = predict(X_test);
|
||||
double accuracy = (y_val_predict == y_test).sum().item<double>() / (double)y_test.size(0);
|
||||
if (priorAccuracy == 0) {
|
||||
priorAccuracy = accuracy;
|
||||
} else {
|
||||
improvement = accuracy - priorAccuracy;
|
||||
}
|
||||
if (improvement < convergence_threshold) {
|
||||
// VLOG_SCOPE_F(3, " (improvement<threshold) tolerance: %d numItemsPack: %d improvement: %f prior: %f current: %f", tolerance, numItemsPack, improvement, priorAccuracy, accuracy);
|
||||
tolerance++;
|
||||
} else {
|
||||
// VLOG_SCOPE_F(3, "* (improvement>=threshold) Reset. tolerance: %d numItemsPack: %d improvement: %f prior: %f current: %f", tolerance, numItemsPack, improvement, priorAccuracy, accuracy);
|
||||
tolerance = 0; // Reset the counter if the model performs better
|
||||
numItemsPack = 0;
|
||||
}
|
||||
if (convergence_best) {
|
||||
// Keep the best accuracy until now as the prior accuracy
|
||||
priorAccuracy = std::max(accuracy, priorAccuracy);
|
||||
} else {
|
||||
// Keep the last accuray obtained as the prior accuracy
|
||||
priorAccuracy = accuracy;
|
||||
}
|
||||
}
|
||||
// VLOG_SCOPE_F(1, "tolerance: %d featuresUsed.size: %zu features.size: %zu", tolerance, featuresUsed.size(), features.size());
|
||||
finished = finished || tolerance > maxTolerance || featuresUsed.size() == features.size();
|
||||
}
|
||||
if (tolerance > maxTolerance) {
|
||||
if (numItemsPack < n_models) {
|
||||
notes.push_back("Convergence threshold reached & " + std::to_string(numItemsPack) + " models eliminated");
|
||||
// VLOG_SCOPE_F(4, "Convergence threshold reached & %d models eliminated of %d", numItemsPack, n_models);
|
||||
for (int i = 0; i < numItemsPack; ++i) {
|
||||
significanceModels.pop_back();
|
||||
models.pop_back();
|
||||
n_models--;
|
||||
}
|
||||
} else {
|
||||
notes.push_back("Convergence threshold reached & 0 models eliminated");
|
||||
// VLG_SCOPE_F(4, "Convergence threshold reached & 0 models eliminated n_models=%d numItemsPack=%d", n_models, numItemsPack);
|
||||
}
|
||||
}
|
||||
if (featuresUsed.size() != features.size()) {
|
||||
notes.push_back("Used features in train: " + std::to_string(featuresUsed.size()) + " of " + std::to_string(features.size()));
|
||||
status = WARNING;
|
||||
}
|
||||
notes.push_back("Number of models: " + std::to_string(n_models));
|
||||
}
|
||||
std::vector<std::string> BoostAODE::graph(const std::string& title) const
|
||||
{
|
||||
return Ensemble::graph(title);
|
||||
}
|
||||
}
|
25
bayesnet/ensembles/BoostAODE.h
Normal file
25
bayesnet/ensembles/BoostAODE.h
Normal file
@@ -0,0 +1,25 @@
|
||||
// ***************************************************************
|
||||
// SPDX-FileCopyrightText: Copyright 2024 Ricardo Montañana Gómez
|
||||
// SPDX-FileType: SOURCE
|
||||
// SPDX-License-Identifier: MIT
|
||||
// ***************************************************************
|
||||
|
||||
#ifndef BOOSTAODE_H
|
||||
#define BOOSTAODE_H
|
||||
#include <string>
|
||||
#include <vector>
|
||||
#include "Boost.h"
|
||||
|
||||
namespace bayesnet {
|
||||
class BoostAODE : public Boost {
|
||||
public:
|
||||
explicit BoostAODE(bool predict_voting = false);
|
||||
virtual ~BoostAODE() = default;
|
||||
std::vector<std::string> graph(const std::string& title = "BoostAODE") const override;
|
||||
protected:
|
||||
void trainModel(const torch::Tensor& weights, const Smoothing_t smoothing) override;
|
||||
private:
|
||||
std::vector<int> initializeModels(const Smoothing_t smoothing);
|
||||
};
|
||||
}
|
||||
#endif
|
197
bayesnet/ensembles/Ensemble.cc
Normal file
197
bayesnet/ensembles/Ensemble.cc
Normal file
@@ -0,0 +1,197 @@
|
||||
// ***************************************************************
|
||||
// SPDX-FileCopyrightText: Copyright 2024 Ricardo Montañana Gómez
|
||||
// SPDX-FileType: SOURCE
|
||||
// SPDX-License-Identifier: MIT
|
||||
// ***************************************************************
|
||||
#include "Ensemble.h"
|
||||
|
||||
namespace bayesnet {
|
||||
|
||||
Ensemble::Ensemble(bool predict_voting) : Classifier(Network()), n_models(0), predict_voting(predict_voting)
|
||||
{
|
||||
};
|
||||
const std::string ENSEMBLE_NOT_FITTED = "Ensemble has not been fitted";
|
||||
void Ensemble::trainModel(const torch::Tensor& weights, const Smoothing_t smoothing)
|
||||
{
|
||||
n_models = models.size();
|
||||
for (auto i = 0; i < n_models; ++i) {
|
||||
// fit with std::vectors
|
||||
models[i]->fit(dataset, features, className, states, smoothing);
|
||||
}
|
||||
}
|
||||
std::vector<int> Ensemble::compute_arg_max(std::vector<std::vector<double>>& X)
|
||||
{
|
||||
std::vector<int> y_pred;
|
||||
for (auto i = 0; i < X.size(); ++i) {
|
||||
auto max = std::max_element(X[i].begin(), X[i].end());
|
||||
y_pred.push_back(std::distance(X[i].begin(), max));
|
||||
}
|
||||
return y_pred;
|
||||
}
|
||||
torch::Tensor Ensemble::compute_arg_max(torch::Tensor& X)
|
||||
{
|
||||
auto y_pred = torch::argmax(X, 1);
|
||||
return y_pred;
|
||||
}
|
||||
torch::Tensor Ensemble::voting(torch::Tensor& votes)
|
||||
{
|
||||
// Convert m x n_models tensor to a m x n_class_states with voting probabilities
|
||||
auto y_pred_ = votes.accessor<int, 2>();
|
||||
std::vector<int> y_pred_final;
|
||||
int numClasses = states.at(className).size();
|
||||
// votes is m x n_models with the prediction of every model for each sample
|
||||
auto result = torch::zeros({ votes.size(0), numClasses }, torch::kFloat32);
|
||||
auto sum = std::reduce(significanceModels.begin(), significanceModels.end());
|
||||
for (int i = 0; i < votes.size(0); ++i) {
|
||||
// n_votes store in each index (value of class) the significance added by each model
|
||||
// i.e. n_votes[0] contains how much value has the value 0 of class. That value is generated by the models predictions
|
||||
std::vector<double> n_votes(numClasses, 0.0);
|
||||
for (int j = 0; j < n_models; ++j) {
|
||||
n_votes[y_pred_[i][j]] += significanceModels.at(j);
|
||||
}
|
||||
result[i] = torch::tensor(n_votes);
|
||||
}
|
||||
// To only do one division and gain precision
|
||||
result /= sum;
|
||||
return result;
|
||||
}
|
||||
std::vector<std::vector<double>> Ensemble::predict_proba(std::vector<std::vector<int>>& X)
|
||||
{
|
||||
if (!fitted) {
|
||||
throw std::logic_error(ENSEMBLE_NOT_FITTED);
|
||||
}
|
||||
return predict_voting ? predict_average_voting(X) : predict_average_proba(X);
|
||||
}
|
||||
torch::Tensor Ensemble::predict_proba(torch::Tensor& X)
|
||||
{
|
||||
if (!fitted) {
|
||||
throw std::logic_error(ENSEMBLE_NOT_FITTED);
|
||||
}
|
||||
return predict_voting ? predict_average_voting(X) : predict_average_proba(X);
|
||||
}
|
||||
std::vector<int> Ensemble::predict(std::vector<std::vector<int>>& X)
|
||||
{
|
||||
auto res = predict_proba(X);
|
||||
return compute_arg_max(res);
|
||||
}
|
||||
torch::Tensor Ensemble::predict(torch::Tensor& X)
|
||||
{
|
||||
auto res = predict_proba(X);
|
||||
return compute_arg_max(res);
|
||||
}
|
||||
torch::Tensor Ensemble::predict_average_proba(torch::Tensor& X)
|
||||
{
|
||||
auto n_states = models[0]->getClassNumStates();
|
||||
torch::Tensor y_pred = torch::zeros({ X.size(1), n_states }, torch::kFloat32);
|
||||
for (auto i = 0; i < n_models; ++i) {
|
||||
auto ypredict = models[i]->predict_proba(X);
|
||||
/*std::cout << "model " << i << " prediction: " << ypredict << " significance " << significanceModels[i] << std::endl;*/
|
||||
y_pred += ypredict * significanceModels[i];
|
||||
}
|
||||
auto sum = std::reduce(significanceModels.begin(), significanceModels.end());
|
||||
y_pred /= sum;
|
||||
return y_pred;
|
||||
}
|
||||
std::vector<std::vector<double>> Ensemble::predict_average_proba(std::vector<std::vector<int>>& X)
|
||||
{
|
||||
auto n_states = models[0]->getClassNumStates();
|
||||
std::vector<std::vector<double>> y_pred(X[0].size(), std::vector<double>(n_states, 0.0));
|
||||
for (auto i = 0; i < n_models; ++i) {
|
||||
auto ypredict = models[i]->predict_proba(X);
|
||||
assert(ypredict.size() == y_pred.size());
|
||||
assert(ypredict[0].size() == y_pred[0].size());
|
||||
// Multiply each prediction by the significance of the model and then add it to the final prediction
|
||||
for (auto j = 0; j < ypredict.size(); ++j) {
|
||||
std::transform(y_pred[j].begin(), y_pred[j].end(), ypredict[j].begin(), y_pred[j].begin(),
|
||||
[significanceModels = significanceModels[i]](double x, double y) { return x + y * significanceModels; });
|
||||
}
|
||||
}
|
||||
auto sum = std::reduce(significanceModels.begin(), significanceModels.end());
|
||||
//Divide each element of the prediction by the sum of the significances
|
||||
for (auto j = 0; j < y_pred.size(); ++j) {
|
||||
std::transform(y_pred[j].begin(), y_pred[j].end(), y_pred[j].begin(), [sum](double x) { return x / sum; });
|
||||
}
|
||||
return y_pred;
|
||||
}
|
||||
std::vector<std::vector<double>> Ensemble::predict_average_voting(std::vector<std::vector<int>>& X)
|
||||
{
|
||||
torch::Tensor Xt = bayesnet::vectorToTensor(X, false);
|
||||
auto y_pred = predict_average_voting(Xt);
|
||||
std::vector<std::vector<double>> result = tensorToVectorDouble(y_pred);
|
||||
return result;
|
||||
}
|
||||
torch::Tensor Ensemble::predict_average_voting(torch::Tensor& X)
|
||||
{
|
||||
// Build a m x n_models tensor with the predictions of each model
|
||||
torch::Tensor y_pred = torch::zeros({ X.size(1), n_models }, torch::kInt32);
|
||||
for (auto i = 0; i < n_models; ++i) {
|
||||
auto ypredict = models[i]->predict(X);
|
||||
y_pred.index_put_({ "...", i }, ypredict);
|
||||
}
|
||||
return voting(y_pred);
|
||||
}
|
||||
float Ensemble::score(torch::Tensor& X, torch::Tensor& y)
|
||||
{
|
||||
auto y_pred = predict(X);
|
||||
int correct = 0;
|
||||
for (int i = 0; i < y_pred.size(0); ++i) {
|
||||
if (y_pred[i].item<int>() == y[i].item<int>()) {
|
||||
correct++;
|
||||
}
|
||||
}
|
||||
return (double)correct / y_pred.size(0);
|
||||
}
|
||||
float Ensemble::score(std::vector<std::vector<int>>& X, std::vector<int>& y)
|
||||
{
|
||||
auto y_pred = predict(X);
|
||||
int correct = 0;
|
||||
for (int i = 0; i < y_pred.size(); ++i) {
|
||||
if (y_pred[i] == y[i]) {
|
||||
correct++;
|
||||
}
|
||||
}
|
||||
return (double)correct / y_pred.size();
|
||||
}
|
||||
std::vector<std::string> Ensemble::show() const
|
||||
{
|
||||
auto result = std::vector<std::string>();
|
||||
for (auto i = 0; i < n_models; ++i) {
|
||||
auto res = models[i]->show();
|
||||
result.insert(result.end(), res.begin(), res.end());
|
||||
}
|
||||
return result;
|
||||
}
|
||||
std::vector<std::string> Ensemble::graph(const std::string& title) const
|
||||
{
|
||||
auto result = std::vector<std::string>();
|
||||
for (auto i = 0; i < n_models; ++i) {
|
||||
auto res = models[i]->graph(title + "_" + std::to_string(i));
|
||||
result.insert(result.end(), res.begin(), res.end());
|
||||
}
|
||||
return result;
|
||||
}
|
||||
int Ensemble::getNumberOfNodes() const
|
||||
{
|
||||
int nodes = 0;
|
||||
for (auto i = 0; i < n_models; ++i) {
|
||||
nodes += models[i]->getNumberOfNodes();
|
||||
}
|
||||
return nodes;
|
||||
}
|
||||
int Ensemble::getNumberOfEdges() const
|
||||
{
|
||||
int edges = 0;
|
||||
for (auto i = 0; i < n_models; ++i) {
|
||||
edges += models[i]->getNumberOfEdges();
|
||||
}
|
||||
return edges;
|
||||
}
|
||||
int Ensemble::getNumberOfStates() const
|
||||
{
|
||||
int nstates = 0;
|
||||
for (auto i = 0; i < n_models; ++i) {
|
||||
nstates += models[i]->getNumberOfStates();
|
||||
}
|
||||
return nstates;
|
||||
}
|
||||
}
|
59
bayesnet/ensembles/Ensemble.h
Normal file
59
bayesnet/ensembles/Ensemble.h
Normal file
@@ -0,0 +1,59 @@
|
||||
// ***************************************************************
|
||||
// SPDX-FileCopyrightText: Copyright 2024 Ricardo Montañana Gómez
|
||||
// SPDX-FileType: SOURCE
|
||||
// SPDX-License-Identifier: MIT
|
||||
// ***************************************************************
|
||||
|
||||
#ifndef ENSEMBLE_H
|
||||
#define ENSEMBLE_H
|
||||
#include <torch/torch.h>
|
||||
#include "bayesnet/utils/BayesMetrics.h"
|
||||
#include "bayesnet/utils/bayesnetUtils.h"
|
||||
#include "bayesnet/classifiers/Classifier.h"
|
||||
|
||||
namespace bayesnet {
|
||||
class Ensemble : public Classifier {
|
||||
public:
|
||||
Ensemble(bool predict_voting = true);
|
||||
virtual ~Ensemble() = default;
|
||||
torch::Tensor predict(torch::Tensor& X) override;
|
||||
std::vector<int> predict(std::vector<std::vector<int>>& X) override;
|
||||
torch::Tensor predict_proba(torch::Tensor& X) override;
|
||||
std::vector<std::vector<double>> predict_proba(std::vector<std::vector<int>>& X) override;
|
||||
float score(torch::Tensor& X, torch::Tensor& y) override;
|
||||
float score(std::vector<std::vector<int>>& X, std::vector<int>& y) override;
|
||||
int getNumberOfNodes() const override;
|
||||
int getNumberOfEdges() const override;
|
||||
int getNumberOfStates() const override;
|
||||
std::vector<std::string> show() const override;
|
||||
std::vector<std::string> graph(const std::string& title) const override;
|
||||
std::vector<std::string> topological_order() override
|
||||
{
|
||||
return std::vector<std::string>();
|
||||
}
|
||||
std::string dump_cpt() const override
|
||||
{
|
||||
std::string output;
|
||||
for (auto& model : models) {
|
||||
output += model->dump_cpt();
|
||||
output += std::string(80, '-') + "\n";
|
||||
}
|
||||
return output;
|
||||
}
|
||||
protected:
|
||||
void trainModel(const torch::Tensor& weights, const Smoothing_t smoothing) override;
|
||||
torch::Tensor predict_average_voting(torch::Tensor& X);
|
||||
std::vector<std::vector<double>> predict_average_voting(std::vector<std::vector<int>>& X);
|
||||
torch::Tensor predict_average_proba(torch::Tensor& X);
|
||||
std::vector<std::vector<double>> predict_average_proba(std::vector<std::vector<int>>& X);
|
||||
torch::Tensor compute_arg_max(torch::Tensor& X);
|
||||
std::vector<int> compute_arg_max(std::vector<std::vector<double>>& X);
|
||||
torch::Tensor voting(torch::Tensor& votes);
|
||||
// Attributes
|
||||
unsigned n_models;
|
||||
std::vector<std::unique_ptr<Classifier>> models;
|
||||
std::vector<double> significanceModels;
|
||||
bool predict_voting;
|
||||
};
|
||||
}
|
||||
#endif
|
168
bayesnet/ensembles/XBA2DE.cc
Normal file
168
bayesnet/ensembles/XBA2DE.cc
Normal file
@@ -0,0 +1,168 @@
|
||||
// ***************************************************************
|
||||
// SPDX-FileCopyrightText: Copyright 2025 Ricardo Montañana Gómez
|
||||
// SPDX-FileType: SOURCE
|
||||
// SPDX-License-Identifier: MIT
|
||||
// ***************************************************************
|
||||
|
||||
#include <folding.hpp>
|
||||
#include <limits.h>
|
||||
#include "XBA2DE.h"
|
||||
#include "bayesnet/classifiers/XSP2DE.h"
|
||||
#include "bayesnet/utils/TensorUtils.h"
|
||||
|
||||
namespace bayesnet {
|
||||
|
||||
XBA2DE::XBA2DE(bool predict_voting) : Boost(predict_voting) {}
|
||||
std::vector<int> XBA2DE::initializeModels(const Smoothing_t smoothing) {
|
||||
torch::Tensor weights_ = torch::full({m}, 1.0 / m, torch::kFloat64);
|
||||
std::vector<int> featuresSelected = featureSelection(weights_);
|
||||
if (featuresSelected.size() < 2) {
|
||||
notes.push_back("No features selected in initialization");
|
||||
status = ERROR;
|
||||
return std::vector<int>();
|
||||
}
|
||||
for (int i = 0; i < featuresSelected.size() - 1; i++) {
|
||||
for (int j = i + 1; j < featuresSelected.size(); j++) {
|
||||
std::unique_ptr<Classifier> model = std::make_unique<XSp2de>(featuresSelected[i], featuresSelected[j]);
|
||||
model->fit(dataset, features, className, states, weights_, smoothing);
|
||||
add_model(std::move(model), 1.0);
|
||||
}
|
||||
}
|
||||
notes.push_back("Used features in initialization: " + std::to_string(featuresSelected.size()) + " of " +
|
||||
std::to_string(features.size()) + " with " + select_features_algorithm);
|
||||
return featuresSelected;
|
||||
}
|
||||
void XBA2DE::trainModel(const torch::Tensor &weights, const Smoothing_t smoothing) {
|
||||
//
|
||||
// Logging setup
|
||||
//
|
||||
// loguru::set_thread_name("XBA2DE");
|
||||
// loguru::g_stderr_verbosity = loguru::Verbosity_OFF;
|
||||
// loguru::add_file("boostA2DE.log", loguru::Truncate, loguru::Verbosity_MAX);
|
||||
|
||||
// Algorithm based on the adaboost algorithm for classification
|
||||
// as explained in Ensemble methods (Zhi-Hua Zhou, 2012)
|
||||
X_train_ = TensorUtils::to_matrix(X_train);
|
||||
y_train_ = TensorUtils::to_vector<int>(y_train);
|
||||
if (convergence) {
|
||||
X_test_ = TensorUtils::to_matrix(X_test);
|
||||
y_test_ = TensorUtils::to_vector<int>(y_test);
|
||||
}
|
||||
fitted = true;
|
||||
double alpha_t = 0;
|
||||
torch::Tensor weights_ = torch::full({m}, 1.0 / m, torch::kFloat64);
|
||||
bool finished = false;
|
||||
std::vector<int> featuresUsed;
|
||||
if (selectFeatures) {
|
||||
featuresUsed = initializeModels(smoothing);
|
||||
if (featuresUsed.size() == 0) {
|
||||
return;
|
||||
}
|
||||
auto ypred = predict(X_train);
|
||||
std::tie(weights_, alpha_t, finished) = update_weights(y_train, ypred, weights_);
|
||||
// Update significance of the models
|
||||
for (int i = 0; i < n_models; ++i) {
|
||||
significanceModels[i] = alpha_t;
|
||||
}
|
||||
if (finished) {
|
||||
return;
|
||||
}
|
||||
}
|
||||
int numItemsPack = 0; // The counter of the models inserted in the current pack
|
||||
// Variables to control the accuracy finish condition
|
||||
double priorAccuracy = 0.0;
|
||||
double improvement = 1.0;
|
||||
double convergence_threshold = 1e-4;
|
||||
int tolerance = 0; // number of times the accuracy is lower than the convergence_threshold
|
||||
// Step 0: Set the finish condition
|
||||
// epsilon sub t > 0.5 => inverse the weights policy
|
||||
// validation error is not decreasing
|
||||
// run out of features
|
||||
bool ascending = order_algorithm == Orders.ASC;
|
||||
std::mt19937 g{173};
|
||||
std::vector<std::pair<int, int>> pairSelection;
|
||||
while (!finished) {
|
||||
// Step 1: Build ranking with mutual information
|
||||
pairSelection = metrics.SelectKPairs(weights_, featuresUsed, ascending, 0); // Get all the pairs sorted
|
||||
if (order_algorithm == Orders.RAND) {
|
||||
std::shuffle(pairSelection.begin(), pairSelection.end(), g);
|
||||
}
|
||||
int k = bisection ? pow(2, tolerance) : 1;
|
||||
int counter = 0; // The model counter of the current pack
|
||||
// VLOG_SCOPE_F(1, "counter=%d k=%d featureSelection.size: %zu", counter, k, featureSelection.size());
|
||||
while (counter++ < k && pairSelection.size() > 0) {
|
||||
auto feature_pair = pairSelection[0];
|
||||
pairSelection.erase(pairSelection.begin());
|
||||
std::unique_ptr<Classifier> model;
|
||||
model = std::make_unique<XSp2de>(feature_pair.first, feature_pair.second);
|
||||
model->fit(dataset, features, className, states, weights_, smoothing);
|
||||
alpha_t = 0.0;
|
||||
if (!block_update) {
|
||||
auto ypred = model->predict(X_train);
|
||||
// Step 3.1: Compute the classifier amout of say
|
||||
std::tie(weights_, alpha_t, finished) = update_weights(y_train, ypred, weights_);
|
||||
}
|
||||
// Step 3.4: Store classifier and its accuracy to weigh its future vote
|
||||
numItemsPack++;
|
||||
models.push_back(std::move(model));
|
||||
significanceModels.push_back(alpha_t);
|
||||
n_models++;
|
||||
// VLOG_SCOPE_F(2, "numItemsPack: %d n_models: %d featuresUsed: %zu", numItemsPack, n_models,
|
||||
// featuresUsed.size());
|
||||
}
|
||||
if (block_update) {
|
||||
std::tie(weights_, alpha_t, finished) = update_weights_block(k, y_train, weights_);
|
||||
}
|
||||
if (convergence && !finished) {
|
||||
auto y_val_predict = predict(X_test);
|
||||
double accuracy = (y_val_predict == y_test).sum().item<double>() / (double)y_test.size(0);
|
||||
if (priorAccuracy == 0) {
|
||||
priorAccuracy = accuracy;
|
||||
} else {
|
||||
improvement = accuracy - priorAccuracy;
|
||||
}
|
||||
if (improvement < convergence_threshold) {
|
||||
// VLOG_SCOPE_F(3, " (improvement<threshold) tolerance: %d numItemsPack: %d improvement: %f prior: %f
|
||||
// current: %f", tolerance, numItemsPack, improvement, priorAccuracy, accuracy);
|
||||
tolerance++;
|
||||
} else {
|
||||
// VLOG_SCOPE_F(3, "* (improvement>=threshold) Reset. tolerance: %d numItemsPack: %d improvement: %f
|
||||
// prior: %f current: %f", tolerance, numItemsPack, improvement, priorAccuracy, accuracy);
|
||||
tolerance = 0; // Reset the counter if the model performs better
|
||||
numItemsPack = 0;
|
||||
}
|
||||
if (convergence_best) {
|
||||
// Keep the best accuracy until now as the prior accuracy
|
||||
priorAccuracy = std::max(accuracy, priorAccuracy);
|
||||
} else {
|
||||
// Keep the last accuray obtained as the prior accuracy
|
||||
priorAccuracy = accuracy;
|
||||
}
|
||||
}
|
||||
// VLOG_SCOPE_F(1, "tolerance: %d featuresUsed.size: %zu features.size: %zu", tolerance, featuresUsed.size(),
|
||||
// features.size());
|
||||
finished = finished || tolerance > maxTolerance || pairSelection.size() == 0;
|
||||
}
|
||||
if (tolerance > maxTolerance) {
|
||||
if (numItemsPack < n_models) {
|
||||
notes.push_back("Convergence threshold reached & " + std::to_string(numItemsPack) + " models eliminated");
|
||||
// VLOG_SCOPE_F(4, "Convergence threshold reached & %d models eliminated of %d", numItemsPack, n_models);
|
||||
for (int i = 0; i < numItemsPack; ++i) {
|
||||
significanceModels.pop_back();
|
||||
models.pop_back();
|
||||
n_models--;
|
||||
}
|
||||
} else {
|
||||
notes.push_back("Convergence threshold reached & 0 models eliminated");
|
||||
// VLOG_SCOPE_F(4, "Convergence threshold reached & 0 models eliminated n_models=%d numItemsPack=%d",
|
||||
// n_models, numItemsPack);
|
||||
}
|
||||
}
|
||||
if (pairSelection.size() > 0) {
|
||||
notes.push_back("Pairs not used in train: " + std::to_string(pairSelection.size()));
|
||||
status = WARNING;
|
||||
}
|
||||
notes.push_back("Number of models: " + std::to_string(n_models));
|
||||
}
|
||||
std::vector<std::string> XBA2DE::graph(const std::string &title) const { return Ensemble::graph(title); }
|
||||
} // namespace bayesnet
|
28
bayesnet/ensembles/XBA2DE.h
Normal file
28
bayesnet/ensembles/XBA2DE.h
Normal file
@@ -0,0 +1,28 @@
|
||||
// ***************************************************************
|
||||
// SPDX-FileCopyrightText: Copyright 2025 Ricardo Montañana Gómez
|
||||
// SPDX-FileType: SOURCE
|
||||
// SPDX-License-Identifier: MIT
|
||||
// ***************************************************************
|
||||
|
||||
#ifndef XBA2DE_H
|
||||
#define XBA2DE_H
|
||||
#include <string>
|
||||
#include <vector>
|
||||
#include "Boost.h"
|
||||
namespace bayesnet {
|
||||
class XBA2DE : public Boost {
|
||||
public:
|
||||
explicit XBA2DE(bool predict_voting = false);
|
||||
virtual ~XBA2DE() = default;
|
||||
std::vector<std::string> graph(const std::string& title = "XBA2DE") const override;
|
||||
std::string getVersion() override { return version; };
|
||||
protected:
|
||||
void trainModel(const torch::Tensor& weights, const Smoothing_t smoothing) override;
|
||||
private:
|
||||
std::vector<int> initializeModels(const Smoothing_t smoothing);
|
||||
std::vector<std::vector<int>> X_train_, X_test_;
|
||||
std::vector<int> y_train_, y_test_;
|
||||
std::string version = "0.9.7";
|
||||
};
|
||||
}
|
||||
#endif
|
184
bayesnet/ensembles/XBAODE.cc
Normal file
184
bayesnet/ensembles/XBAODE.cc
Normal file
@@ -0,0 +1,184 @@
|
||||
// ***************************************************************
|
||||
// SPDX-FileCopyrightText: Copyright 2025 Ricardo Montañana Gómez
|
||||
// SPDX-FileType: SOURCE
|
||||
// SPDX-License-Identifier: MIT
|
||||
// ***************************************************************
|
||||
#include "XBAODE.h"
|
||||
#include "bayesnet/classifiers/XSPODE.h"
|
||||
#include "bayesnet/utils/TensorUtils.h"
|
||||
#include <limits.h>
|
||||
#include <random>
|
||||
#include <tuple>
|
||||
|
||||
namespace bayesnet
|
||||
{
|
||||
XBAODE::XBAODE() : Boost(false) {}
|
||||
std::vector<int> XBAODE::initializeModels(const Smoothing_t smoothing)
|
||||
{
|
||||
torch::Tensor weights_ = torch::full({m}, 1.0 / m, torch::kFloat64);
|
||||
std::vector<int> featuresSelected = featureSelection(weights_);
|
||||
for (const int &feature : featuresSelected) {
|
||||
std::unique_ptr<Classifier> model = std::make_unique<XSpode>(feature);
|
||||
model->fit(dataset, features, className, states, weights_, smoothing);
|
||||
add_model(std::move(model), 1.0);
|
||||
}
|
||||
notes.push_back("Used features in initialization: " + std::to_string(featuresSelected.size()) + " of " +
|
||||
std::to_string(features.size()) + " with " + select_features_algorithm);
|
||||
return featuresSelected;
|
||||
}
|
||||
void XBAODE::trainModel(const torch::Tensor &weights, const bayesnet::Smoothing_t smoothing)
|
||||
{
|
||||
X_train_ = TensorUtils::to_matrix(X_train);
|
||||
y_train_ = TensorUtils::to_vector<int>(y_train);
|
||||
if (convergence) {
|
||||
X_test_ = TensorUtils::to_matrix(X_test);
|
||||
y_test_ = TensorUtils::to_vector<int>(y_test);
|
||||
}
|
||||
fitted = true;
|
||||
double alpha_t;
|
||||
torch::Tensor weights_ = torch::full({m}, 1.0 / m, torch::kFloat64);
|
||||
bool finished = false;
|
||||
std::vector<int> featuresUsed;
|
||||
n_models = 0;
|
||||
if (selectFeatures) {
|
||||
featuresUsed = initializeModels(smoothing);
|
||||
auto ypred = predict(X_train_);
|
||||
auto ypred_t = torch::tensor(ypred);
|
||||
std::tie(weights_, alpha_t, finished) = update_weights(y_train, ypred_t, weights_);
|
||||
// Update significance of the models
|
||||
for (const int &feature : featuresUsed) {
|
||||
significanceModels.pop_back();
|
||||
}
|
||||
for (const int &feature : featuresUsed) {
|
||||
significanceModels.push_back(alpha_t);
|
||||
}
|
||||
// VLOG_SCOPE_F(1, "SelectFeatures. alpha_t: %f n_models: %d", alpha_t,
|
||||
// n_models);
|
||||
if (finished) {
|
||||
return;
|
||||
}
|
||||
}
|
||||
int numItemsPack = 0; // The counter of the models inserted in the current pack
|
||||
// Variables to control the accuracy finish condition
|
||||
double priorAccuracy = 0.0;
|
||||
double improvement = 1.0;
|
||||
double convergence_threshold = 1e-4;
|
||||
int tolerance = 0; // number of times the accuracy is lower than the convergence_threshold
|
||||
// Step 0: Set the finish condition
|
||||
// epsilon sub t > 0.5 => inverse the weights_ policy
|
||||
// validation error is not decreasing
|
||||
// run out of features
|
||||
bool ascending = order_algorithm == bayesnet::Orders.ASC;
|
||||
std::mt19937 g{173};
|
||||
while (!finished) {
|
||||
// Step 1: Build ranking with mutual information
|
||||
auto featureSelection = metrics.SelectKBestWeighted(weights_, ascending, n); // Get all the features sorted
|
||||
if (order_algorithm == bayesnet::Orders.RAND) {
|
||||
std::shuffle(featureSelection.begin(), featureSelection.end(), g);
|
||||
}
|
||||
// Remove used features
|
||||
featureSelection.erase(remove_if(featureSelection.begin(), featureSelection.end(),
|
||||
[&](auto x) {
|
||||
return std::find(featuresUsed.begin(), featuresUsed.end(), x) !=
|
||||
featuresUsed.end();
|
||||
}),
|
||||
featureSelection.end());
|
||||
int k = bisection ? pow(2, tolerance) : 1;
|
||||
int counter = 0; // The model counter of the current pack
|
||||
// VLOG_SCOPE_F(1, "counter=%d k=%d featureSelection.size: %zu", counter, k,
|
||||
// featureSelection.size());
|
||||
while (counter++ < k && featureSelection.size() > 0) {
|
||||
auto feature = featureSelection[0];
|
||||
featureSelection.erase(featureSelection.begin());
|
||||
std::unique_ptr<Classifier> model;
|
||||
model = std::make_unique<XSpode>(feature);
|
||||
model->fit(dataset, features, className, states, weights_, smoothing);
|
||||
/*dynamic_cast<XSpode*>(model.get())->fitx(X_train, y_train, weights_,
|
||||
* smoothing); // using exclusive XSpode fit method*/
|
||||
// DEBUG
|
||||
/*std::cout << dynamic_cast<XSpode*>(model.get())->to_string() <<
|
||||
* std::endl;*/
|
||||
// DEBUG
|
||||
std::vector<int> ypred;
|
||||
if (alpha_block) {
|
||||
//
|
||||
// Compute the prediction with the current ensemble + model
|
||||
//
|
||||
// Add the model to the ensemble
|
||||
add_model(std::move(model), 1.0);
|
||||
// Compute the prediction
|
||||
ypred = predict(X_train_);
|
||||
model = std::move(models.back());
|
||||
// Remove the model from the ensemble
|
||||
remove_last_model();
|
||||
} else {
|
||||
ypred = model->predict(X_train_);
|
||||
}
|
||||
// Step 3.1: Compute the classifier amout of say
|
||||
auto ypred_t = torch::tensor(ypred);
|
||||
std::tie(weights_, alpha_t, finished) = update_weights(y_train, ypred_t, weights_);
|
||||
// Step 3.4: Store classifier and its accuracy to weigh its future vote
|
||||
numItemsPack++;
|
||||
featuresUsed.push_back(feature);
|
||||
add_model(std::move(model), alpha_t);
|
||||
// VLOG_SCOPE_F(2, "finished: %d numItemsPack: %d n_models: %d
|
||||
// featuresUsed: %zu", finished, numItemsPack, n_models,
|
||||
// featuresUsed.size());
|
||||
} // End of the pack
|
||||
if (convergence && !finished) {
|
||||
auto y_val_predict = predict(X_test);
|
||||
double accuracy = (y_val_predict == y_test).sum().item<double>() / (double)y_test.size(0);
|
||||
if (priorAccuracy == 0) {
|
||||
priorAccuracy = accuracy;
|
||||
} else {
|
||||
improvement = accuracy - priorAccuracy;
|
||||
}
|
||||
if (improvement < convergence_threshold) {
|
||||
// VLOG_SCOPE_F(3, " (improvement<threshold) tolerance: %d
|
||||
// numItemsPack: %d improvement: %f prior: %f current: %f", tolerance,
|
||||
// numItemsPack, improvement, priorAccuracy, accuracy);
|
||||
tolerance++;
|
||||
} else {
|
||||
// VLOG_SCOPE_F(3, "* (improvement>=threshold) Reset. tolerance: %d
|
||||
// numItemsPack: %d improvement: %f prior: %f current: %f", tolerance,
|
||||
// numItemsPack, improvement, priorAccuracy, accuracy);
|
||||
tolerance = 0; // Reset the counter if the model performs better
|
||||
numItemsPack = 0;
|
||||
}
|
||||
if (convergence_best) {
|
||||
// Keep the best accuracy until now as the prior accuracy
|
||||
priorAccuracy = std::max(accuracy, priorAccuracy);
|
||||
} else {
|
||||
// Keep the last accuray obtained as the prior accuracy
|
||||
priorAccuracy = accuracy;
|
||||
}
|
||||
}
|
||||
// VLOG_SCOPE_F(1, "tolerance: %d featuresUsed.size: %zu features.size:
|
||||
// %zu", tolerance, featuresUsed.size(), features.size());
|
||||
finished = finished || tolerance > maxTolerance || featuresUsed.size() == features.size();
|
||||
}
|
||||
if (tolerance > maxTolerance) {
|
||||
if (numItemsPack < n_models) {
|
||||
notes.push_back("Convergence threshold reached & " + std::to_string(numItemsPack) + " models eliminated");
|
||||
// VLOG_SCOPE_F(4, "Convergence threshold reached & %d models eliminated
|
||||
// of %d", numItemsPack, n_models);
|
||||
for (int i = featuresUsed.size() - 1; i >= featuresUsed.size() - numItemsPack; --i) {
|
||||
remove_last_model();
|
||||
}
|
||||
// VLOG_SCOPE_F(4, "*Convergence threshold %d models left & %d features
|
||||
// used.", n_models, featuresUsed.size());
|
||||
} else {
|
||||
notes.push_back("Convergence threshold reached & 0 models eliminated");
|
||||
// VLOG_SCOPE_F(4, "Convergence threshold reached & 0 models eliminated
|
||||
// n_models=%d numItemsPack=%d", n_models, numItemsPack);
|
||||
}
|
||||
}
|
||||
if (featuresUsed.size() != features.size()) {
|
||||
notes.push_back("Used features in train: " + std::to_string(featuresUsed.size()) + " of " +
|
||||
std::to_string(features.size()));
|
||||
status = bayesnet::WARNING;
|
||||
}
|
||||
notes.push_back("Number of models: " + std::to_string(n_models));
|
||||
return;
|
||||
}
|
||||
} // namespace bayesnet
|
27
bayesnet/ensembles/XBAODE.h
Normal file
27
bayesnet/ensembles/XBAODE.h
Normal file
@@ -0,0 +1,27 @@
|
||||
// ***************************************************************
|
||||
// SPDX-FileCopyrightText: Copyright 2025 Ricardo Montañana Gómez
|
||||
// SPDX-FileType: SOURCE
|
||||
// SPDX-License-Identifier: MIT
|
||||
// ***************************************************************
|
||||
|
||||
#ifndef XBAODE_H
|
||||
#define XBAODE_H
|
||||
#include <vector>
|
||||
#include <cmath>
|
||||
#include "Boost.h"
|
||||
|
||||
namespace bayesnet {
|
||||
class XBAODE : public Boost {
|
||||
public:
|
||||
XBAODE();
|
||||
std::string getVersion() override { return version; };
|
||||
protected:
|
||||
void trainModel(const torch::Tensor& weights, const bayesnet::Smoothing_t smoothing) override;
|
||||
private:
|
||||
std::vector<int> initializeModels(const Smoothing_t smoothing);
|
||||
std::vector<std::vector<int>> X_train_, X_test_;
|
||||
std::vector<int> y_train_, y_test_;
|
||||
std::string version = "0.9.7";
|
||||
};
|
||||
}
|
||||
#endif // XBAODE_H
|
Reference in New Issue
Block a user