Create Boost class as Boost<x> classifiers parent
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bayesnet/ensembles/Boost.cc
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214
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 "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 "Boost.h"
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namespace bayesnet {
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Boost::Boost(bool predict_voting) : Ensemble(predict_voting)
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{
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validHyperparameters = { "order", "convergence", "convergence_best", "bisection", "threshold", "maxTolerance",
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"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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{
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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 + ", " + Orders.RAND + "]");
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}
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hyperparameters.erase("order");
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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 > 4)
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throw std::invalid_argument("Invalid maxTolerance value, must be greater in [1, 4]");
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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 + ", " + 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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Classifier::setHyperparameters(hyperparameters);
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}
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std::vector<int> Boost::featureSelection(torch::Tensor& weights_)
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{
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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 = 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 = 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, torch::Tensor& weights)
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{
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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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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, torch::Tensor& weights)
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{
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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
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*/
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//
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// Make predict with only the last k models
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//
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std::unique_ptr<Classifier> model;
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std::vector<std::unique_ptr<Classifier>> models_bak;
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// 1. n_models_bak <- n_models 2. significances_bak <- significances
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auto significance_bak = significanceModels;
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auto n_models_bak = n_models;
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// 3. significances = vector(k, 1)
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significanceModels = std::vector<double>(k, 1.0);
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// 4. Move first n classifiers to models_bak
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// backup the first n_models - k models (if n_models == k, don't backup any)
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for (int i = 0; i < n_models - k; ++i) {
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model = std::move(models[0]);
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models.erase(models.begin());
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models_bak.push_back(std::move(model));
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}
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assert(models.size() == k);
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// 5. n_models <- k
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n_models = k;
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// 6. Make prediction, compute alpha, update weights
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auto ypred = predict(X_train);
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//
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// Update weights
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//
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double alpha_t;
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bool terminate;
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std::tie(weights, alpha_t, terminate) = update_weights(y_train, ypred, weights);
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//
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// Restore the models if needed
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//
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// 7. Insert classifiers in models_bak to be the first n models
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// if n_models_bak == k, don't restore any, because none of them were moved
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if (k != n_models_bak) {
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// Insert in the same order as they were extracted
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int bak_size = models_bak.size();
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for (int i = 0; i < bak_size; ++i) {
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model = std::move(models_bak[bak_size - 1 - i]);
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models_bak.erase(models_bak.end() - 1);
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models.insert(models.begin(), std::move(model));
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}
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}
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// 8. significances <- significances_bak
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significanceModels = significance_bak;
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//
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// Update the significance of the last k models
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//
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// 9. Update last k significances
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for (int i = 0; i < k; ++i) {
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significanceModels[n_models_bak - k + i] = alpha_t;
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}
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// 10. n_models <- n_models_bak
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n_models = n_models_bak;
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return { weights, alpha_t, terminate };
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}
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}
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bayesnet/ensembles/Boost.h
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bayesnet/ensembles/Boost.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 BOOST_H
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#define BOOST_H
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#include <string>
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#include <tuple>
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#include <vector>
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#include <nlohmann/json.hpp>
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#include <torch/torch.h>
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#include "Ensemble.h"
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#include "bayesnet/feature_selection/FeatureSelect.h"
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namespace bayesnet {
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const struct {
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std::string CFS = "CFS";
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std::string FCBF = "FCBF";
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std::string IWSS = "IWSS";
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}SelectFeatures;
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const struct {
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std::string ASC = "asc";
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std::string DESC = "desc";
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std::string RAND = "rand";
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}Orders;
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class Boost : public Ensemble {
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public:
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explicit Boost(bool predict_voting = false);
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virtual ~Boost() = default;
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void setHyperparameters(const nlohmann::json& hyperparameters_) override;
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protected:
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std::vector<int> featureSelection(torch::Tensor& weights_);
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std::tuple<torch::Tensor&, double, bool> update_weights(torch::Tensor& ytrain, torch::Tensor& ypred, torch::Tensor& weights);
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std::tuple<torch::Tensor&, double, bool> update_weights_block(int k, torch::Tensor& ytrain, torch::Tensor& weights);
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torch::Tensor X_train, y_train, X_test, y_test;
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// Hyperparameters
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bool bisection = true; // if true, use bisection stratety to add k models at once to the ensemble
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int maxTolerance = 3;
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std::string order_algorithm; // order to process the KBest features asc, desc, rand
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bool convergence = true; //if true, stop when the model does not improve
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bool convergence_best = false; // wether to keep the best accuracy to the moment or the last accuracy as prior accuracy
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bool selectFeatures = false; // if true, use feature selection
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std::string select_features_algorithm = Orders.DESC; // Selected feature selection algorithm
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FeatureSelect* featureSelector = nullptr;
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double threshold = -1;
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bool block_update = false;
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};
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}
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#endif
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@ -16,71 +16,44 @@
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namespace bayesnet {
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BoostA2DE::BoostA2DE(bool predict_voting) : Ensemble(predict_voting)
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BoostA2DE::BoostA2DE(bool predict_voting) : Boost(predict_voting)
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{
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validHyperparameters = {
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"maxModels", "bisection", "order", "convergence", "convergence_best", "threshold",
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"select_features", "maxTolerance", "predict_voting", "block_update"
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};
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}
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void BoostA2DE::buildModel(const torch::Tensor& weights)
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{
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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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void BoostA2DE::setHyperparameters(const nlohmann::json& hyperparameters_)
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void BoostA2DE::trainModel(const torch::Tensor& weights)
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{
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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 + ", " + Orders.RAND + "]");
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}
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hyperparameters.erase("order");
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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 > 4)
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throw std::invalid_argument("Invalid maxTolerance value, must be greater in [1, 4]");
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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 + ", " + 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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Classifier::setHyperparameters(hyperparameters);
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}
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std::vector<std::string> BoostA2DE::graph(const std::string& title) const
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{
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#ifndef BOOSTA2DE_H
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#define BOOSTA2DE_H
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#include <map>
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#include "boost.h"
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#include <string>
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#include <vector>
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#include "bayesnet/classifiers/SPnDE.h"
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#include "bayesnet/feature_selection/FeatureSelect.h"
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#include "Ensemble.h"
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#include "Boost.h"
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namespace bayesnet {
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class BoostA2DE : public Ensemble {
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class BoostA2DE : public Boost {
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public:
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explicit BoostA2DE(bool predict_voting = false);
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virtual ~BoostA2DE() = default;
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std::vector<std::string> graph(const std::string& title = "BoostA2DE") const override;
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void setHyperparameters(const nlohmann::json& hyperparameters_) override;
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protected:
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void buildModel(const torch::Tensor& weights) override;
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private:
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torch::Tensor X_train, y_train, X_test, y_test;
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// Hyperparameters
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bool bisection = true; // if true, use bisection stratety to add k models at once to the ensemble
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int maxTolerance = 3;
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std::string order_algorithm; // order to process the KBest features asc, desc, rand
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bool convergence = true; //if true, stop when the model does not improve
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bool convergence_best = false; // wether to keep the best accuracy to the moment or the last accuracy as prior accuracy
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bool selectFeatures = false; // if true, use feature selection
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std::string select_features_algorithm = Orders.DESC; // Selected feature selection algorithm
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FeatureSelect* featureSelector = nullptr;
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double threshold = -1;
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bool block_update = false;
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void trainModel(const torch::Tensor& weights) override;
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};
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}
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#endif
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@ -9,21 +9,13 @@
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#include <limits.h>
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#include <tuple>
|
||||
#include <folding.hpp>
|
||||
#include "bayesnet/feature_selection/CFS.h"
|
||||
#include "bayesnet/feature_selection/FCBF.h"
|
||||
#include "bayesnet/feature_selection/IWSS.h"
|
||||
#include "BoostAODE.h"
|
||||
#include "lib/log/loguru.cpp"
|
||||
|
||||
namespace bayesnet {
|
||||
|
||||
BoostAODE::BoostAODE(bool predict_voting) : Ensemble(predict_voting)
|
||||
BoostAODE::BoostAODE(bool predict_voting) : Boost(predict_voting)
|
||||
{
|
||||
validHyperparameters = {
|
||||
"maxModels", "bisection", "order", "convergence", "convergence_best", "threshold",
|
||||
"select_features", "maxTolerance", "predict_voting", "block_update"
|
||||
};
|
||||
|
||||
}
|
||||
void BoostAODE::buildModel(const torch::Tensor& weights)
|
||||
{
|
||||
@ -56,214 +48,19 @@ namespace bayesnet {
|
||||
y_train = y_;
|
||||
}
|
||||
}
|
||||
void BoostAODE::setHyperparameters(const nlohmann::json& hyperparameters_)
|
||||
{
|
||||
auto hyperparameters = hyperparameters_;
|
||||
if (hyperparameters.contains("order")) {
|
||||
std::vector<std::string> algos = { Orders.ASC, Orders.DESC, Orders.RAND };
|
||||
order_algorithm = hyperparameters["order"];
|
||||
if (std::find(algos.begin(), algos.end(), order_algorithm) == algos.end()) {
|
||||
throw std::invalid_argument("Invalid order algorithm, valid values [" + Orders.ASC + ", " + Orders.DESC + ", " + Orders.RAND + "]");
|
||||
}
|
||||
hyperparameters.erase("order");
|
||||
}
|
||||
if (hyperparameters.contains("convergence")) {
|
||||
convergence = hyperparameters["convergence"];
|
||||
hyperparameters.erase("convergence");
|
||||
}
|
||||
if (hyperparameters.contains("convergence_best")) {
|
||||
convergence_best = hyperparameters["convergence_best"];
|
||||
hyperparameters.erase("convergence_best");
|
||||
}
|
||||
if (hyperparameters.contains("bisection")) {
|
||||
bisection = hyperparameters["bisection"];
|
||||
hyperparameters.erase("bisection");
|
||||
}
|
||||
if (hyperparameters.contains("threshold")) {
|
||||
threshold = hyperparameters["threshold"];
|
||||
hyperparameters.erase("threshold");
|
||||
}
|
||||
if (hyperparameters.contains("maxTolerance")) {
|
||||
maxTolerance = hyperparameters["maxTolerance"];
|
||||
if (maxTolerance < 1 || maxTolerance > 4)
|
||||
throw std::invalid_argument("Invalid maxTolerance value, must be greater in [1, 4]");
|
||||
hyperparameters.erase("maxTolerance");
|
||||
}
|
||||
if (hyperparameters.contains("predict_voting")) {
|
||||
predict_voting = hyperparameters["predict_voting"];
|
||||
hyperparameters.erase("predict_voting");
|
||||
}
|
||||
if (hyperparameters.contains("select_features")) {
|
||||
auto selectedAlgorithm = hyperparameters["select_features"];
|
||||
std::vector<std::string> algos = { SelectFeatures.IWSS, SelectFeatures.CFS, SelectFeatures.FCBF };
|
||||
selectFeatures = true;
|
||||
select_features_algorithm = selectedAlgorithm;
|
||||
if (std::find(algos.begin(), algos.end(), selectedAlgorithm) == algos.end()) {
|
||||
throw std::invalid_argument("Invalid selectFeatures value, valid values [" + SelectFeatures.IWSS + ", " + SelectFeatures.CFS + ", " + SelectFeatures.FCBF + "]");
|
||||
}
|
||||
hyperparameters.erase("select_features");
|
||||
}
|
||||
if (hyperparameters.contains("block_update")) {
|
||||
block_update = hyperparameters["block_update"];
|
||||
hyperparameters.erase("block_update");
|
||||
}
|
||||
Classifier::setHyperparameters(hyperparameters);
|
||||
}
|
||||
std::tuple<torch::Tensor&, double, bool> update_weights(torch::Tensor& ytrain, torch::Tensor& ypred, torch::Tensor& weights)
|
||||
{
|
||||
bool terminate = false;
|
||||
double alpha_t = 0;
|
||||
auto mask_wrong = ypred != ytrain;
|
||||
auto mask_right = ypred == ytrain;
|
||||
auto masked_weights = weights * mask_wrong.to(weights.dtype());
|
||||
double epsilon_t = masked_weights.sum().item<double>();
|
||||
if (epsilon_t > 0.5) {
|
||||
// Inverse the weights policy (plot ln(wt))
|
||||
// "In each round of AdaBoost, there is a sanity check to ensure that the current base
|
||||
// learner is better than random guess" (Zhi-Hua Zhou, 2012)
|
||||
terminate = true;
|
||||
} else {
|
||||
double wt = (1 - epsilon_t) / epsilon_t;
|
||||
alpha_t = epsilon_t == 0 ? 1 : 0.5 * log(wt);
|
||||
// Step 3.2: Update weights for next classifier
|
||||
// Step 3.2.1: Update weights of wrong samples
|
||||
weights += mask_wrong.to(weights.dtype()) * exp(alpha_t) * weights;
|
||||
// Step 3.2.2: Update weights of right samples
|
||||
weights += mask_right.to(weights.dtype()) * exp(-alpha_t) * weights;
|
||||
// Step 3.3: Normalise the weights
|
||||
double totalWeights = torch::sum(weights).item<double>();
|
||||
weights = weights / totalWeights;
|
||||
}
|
||||
return { weights, alpha_t, terminate };
|
||||
}
|
||||
std::tuple<torch::Tensor&, double, bool> BoostAODE::update_weights_block(int k, torch::Tensor& ytrain, torch::Tensor& weights)
|
||||
{
|
||||
/* Update Block algorithm
|
||||
k = # of models in block
|
||||
n_models = # of models in ensemble to make predictions
|
||||
n_models_bak = # models saved
|
||||
models = vector of models to make predictions
|
||||
models_bak = models not used to make predictions
|
||||
significances_bak = backup of significances vector
|
||||
|
||||
Case list
|
||||
A) k = 1, n_models = 1 => n = 0 , n_models = n + k
|
||||
B) k = 1, n_models = n + 1 => n_models = n + k
|
||||
C) k > 1, n_models = k + 1 => n= 1, n_models = n + k
|
||||
D) k > 1, n_models = k => n = 0, n_models = n + k
|
||||
E) k > 1, n_models = k + n => n_models = n + k
|
||||
|
||||
A, D) n=0, k > 0, n_models == k
|
||||
1. n_models_bak <- n_models
|
||||
2. significances_bak <- significances
|
||||
3. significances = vector(k, 1)
|
||||
4. Don’t move any classifiers out of models
|
||||
5. n_models <- k
|
||||
6. Make prediction, compute alpha, update weights
|
||||
7. Don’t restore any classifiers to models
|
||||
8. significances <- significances_bak
|
||||
9. Update last k significances
|
||||
10. n_models <- n_models_bak
|
||||
|
||||
B, C, E) n > 0, k > 0, n_models == n + k
|
||||
1. n_models_bak <- n_models
|
||||
2. significances_bak <- significances
|
||||
3. significances = vector(k, 1)
|
||||
4. Move first n classifiers to models_bak
|
||||
5. n_models <- k
|
||||
6. Make prediction, compute alpha, update weights
|
||||
7. Insert classifiers in models_bak to be the first n models
|
||||
8. significances <- significances_bak
|
||||
9. Update last k significances
|
||||
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 };
|
||||
}
|
||||
std::vector<int> BoostAODE::initializeModels()
|
||||
{
|
||||
std::vector<int> featuresUsed;
|
||||
torch::Tensor weights_ = torch::full({ m }, 1.0 / m, torch::kFloat64);
|
||||
int maxFeatures = 0;
|
||||
if (select_features_algorithm == SelectFeatures.CFS) {
|
||||
featureSelector = new CFS(dataset, features, className, maxFeatures, states.at(className).size(), weights_);
|
||||
} else if (select_features_algorithm == SelectFeatures.IWSS) {
|
||||
if (threshold < 0 || threshold >0.5) {
|
||||
throw std::invalid_argument("Invalid threshold value for " + SelectFeatures.IWSS + " [0, 0.5]");
|
||||
}
|
||||
featureSelector = new IWSS(dataset, features, className, maxFeatures, states.at(className).size(), weights_, threshold);
|
||||
} else if (select_features_algorithm == SelectFeatures.FCBF) {
|
||||
if (threshold < 1e-7 || threshold > 1) {
|
||||
throw std::invalid_argument("Invalid threshold value for " + SelectFeatures.FCBF + " [1e-7, 1]");
|
||||
}
|
||||
featureSelector = new FCBF(dataset, features, className, maxFeatures, states.at(className).size(), weights_, threshold);
|
||||
}
|
||||
featureSelector->fit();
|
||||
auto cfsFeatures = featureSelector->getFeatures();
|
||||
auto scores = featureSelector->getScores();
|
||||
for (const int& feature : cfsFeatures) {
|
||||
featuresUsed.push_back(feature);
|
||||
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_);
|
||||
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(featuresUsed.size()) + " of " + std::to_string(features.size()) + " with " + select_features_algorithm);
|
||||
delete featureSelector;
|
||||
return featuresUsed;
|
||||
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)
|
||||
{
|
||||
|
@ -6,36 +6,21 @@
|
||||
|
||||
#ifndef BOOSTAODE_H
|
||||
#define BOOSTAODE_H
|
||||
#include <map>
|
||||
#include <string>
|
||||
#include <vector>
|
||||
#include "bayesnet/classifiers/SPODE.h"
|
||||
#include "bayesnet/feature_selection/FeatureSelect.h"
|
||||
#include "boost.h"
|
||||
#include "Ensemble.h"
|
||||
#include "Boost.h"
|
||||
namespace bayesnet {
|
||||
class BoostAODE : public Ensemble {
|
||||
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;
|
||||
void setHyperparameters(const nlohmann::json& hyperparameters_) override;
|
||||
protected:
|
||||
void buildModel(const torch::Tensor& weights) override;
|
||||
void trainModel(const torch::Tensor& weights) override;
|
||||
private:
|
||||
std::tuple<torch::Tensor&, double, bool> update_weights_block(int k, torch::Tensor& ytrain, torch::Tensor& weights);
|
||||
std::vector<int> initializeModels();
|
||||
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; // 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 = Orders.DESC; // Selected feature selection algorithm
|
||||
FeatureSelect* featureSelector = nullptr;
|
||||
double threshold = -1;
|
||||
bool block_update = false;
|
||||
};
|
||||
}
|
||||
#endif
|
@ -1,13 +0,0 @@
|
||||
#ifndef BOOST_H
|
||||
#define BOOST_H
|
||||
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;
|
||||
#endif
|
@ -187,7 +187,7 @@ namespace bayesnet {
|
||||
auto [x, c, y] = keyJoint;
|
||||
auto keyMarginal = std::make_tuple(x, c);
|
||||
|
||||
double p_xc = marginalCount[keyMarginal] / totalWeight;
|
||||
//double p_xc = marginalCount[keyMarginal] / totalWeight;
|
||||
double p_y_given_xc = jointFreq / marginalCount[keyMarginal];
|
||||
|
||||
if (p_y_given_xc > 0) {
|
||||
|
@ -13,15 +13,15 @@ if(ENABLE_TESTING)
|
||||
TestUtils.cc TestBayesEnsemble.cc TestModulesVersions.cc TestBoostA2DE.cc ${BayesNet_SOURCES})
|
||||
target_link_libraries(TestBayesNet PUBLIC "${TORCH_LIBRARIES}" ArffFiles mdlp PRIVATE Catch2::Catch2WithMain)
|
||||
add_test(NAME BayesNetworkTest COMMAND TestBayesNet)
|
||||
add_test(NAME Network COMMAND TestBayesNet "[Network]")
|
||||
add_test(NAME Node COMMAND TestBayesNet "[Node]")
|
||||
add_test(NAME Metrics COMMAND TestBayesNet "[Metrics]")
|
||||
add_test(NAME FeatureSelection COMMAND TestBayesNet "[FeatureSelection]")
|
||||
add_test(NAME Classifier COMMAND TestBayesNet "[Classifier]")
|
||||
add_test(NAME Ensemble COMMAND TestBayesNet "[Ensemble]")
|
||||
add_test(NAME Models COMMAND TestBayesNet "[Models]")
|
||||
add_test(NAME BoostAODE COMMAND TestBayesNet "[BoostAODE]")
|
||||
add_test(NAME A2DE COMMAND TestBayesNet "[A2DE]")
|
||||
add_test(NAME BoostA2DE COMMAND TestBayesNet "[BoostA2DE]")
|
||||
add_test(NAME BoostAODE COMMAND TestBayesNet "[BoostAODE]")
|
||||
add_test(NAME Classifier COMMAND TestBayesNet "[Classifier]")
|
||||
add_test(NAME Ensemble COMMAND TestBayesNet "[Ensemble]")
|
||||
add_test(NAME FeatureSelection COMMAND TestBayesNet "[FeatureSelection]")
|
||||
add_test(NAME Metrics COMMAND TestBayesNet "[Metrics]")
|
||||
add_test(NAME Models COMMAND TestBayesNet "[Models]")
|
||||
add_test(NAME Modules COMMAND TestBayesNet "[Modules]")
|
||||
add_test(NAME Network COMMAND TestBayesNet "[Network]")
|
||||
add_test(NAME Node COMMAND TestBayesNet "[Node]")
|
||||
endif(ENABLE_TESTING)
|
||||
|
Loading…
Reference in New Issue
Block a user