Add features used to selectKPairs
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@ -50,101 +50,101 @@ namespace bayesnet {
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// loguru::g_stderr_verbosity = loguru::Verbosity_OFF;
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// loguru::add_file("boostA2DE.log", loguru::Truncate, loguru::Verbosity_MAX);
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// // Algorithm based on the adaboost algorithm for classification
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// // as explained in Ensemble methods (Zhi-Hua Zhou, 2012)
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// fitted = true;
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// double alpha_t = 0;
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// torch::Tensor weights_ = torch::full({ m }, 1.0 / m, torch::kFloat64);
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// bool finished = false;
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// std::vector<int> featuresUsed;
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// if (selectFeatures) {
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// featuresUsed = initializeModels();
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// auto ypred = predict(X_train);
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// std::tie(weights_, alpha_t, finished) = update_weights(y_train, ypred, weights_);
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// // Update significance of the models
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// for (int i = 0; i < n_models; ++i) {
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// significanceModels[i] = alpha_t;
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// }
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// if (finished) {
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// return;
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// }
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// }
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// int numItemsPack = 0; // The counter of the models inserted in the current pack
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// // Variables to control the accuracy finish condition
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// double priorAccuracy = 0.0;
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// double improvement = 1.0;
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// double convergence_threshold = 1e-4;
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// int tolerance = 0; // number of times the accuracy is lower than the convergence_threshold
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// // Step 0: Set the finish condition
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// // epsilon sub t > 0.5 => inverse the weights policy
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// // validation error is not decreasing
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// // run out of features
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// bool ascending = order_algorithm == Orders.ASC;
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// std::mt19937 g{ 173 };
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// while (!finished) {
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// // Step 1: Build ranking with mutual information
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// auto pairSelection = metrics.SelectKBestWeighted(weights_, ascending, n); // Get all the features sorted
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// if (order_algorithm == Orders.RAND) {
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// std::shuffle(featureSelection.begin(), featureSelection.end(), g);
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// }
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// // Remove used features
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// featureSelection.erase(remove_if(begin(featureSelection), end(featureSelection), [&](auto x)
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// { return std::find(begin(featuresUsed), end(featuresUsed), x) != end(featuresUsed);}),
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// end(featureSelection)
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// );
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// int k = bisection ? pow(2, tolerance) : 1;
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// int counter = 0; // The model counter of the current pack
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// VLOG_SCOPE_F(1, "counter=%d k=%d featureSelection.size: %zu", counter, k, featureSelection.size());
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// while (counter++ < k && featureSelection.size() > 0) {
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// auto feature = featureSelection[0];
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// featureSelection.erase(featureSelection.begin());
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// std::unique_ptr<Classifier> model;
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// model = std::make_unique<SPODE>(feature);
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// model->fit(dataset, features, className, states, weights_);
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// alpha_t = 0.0;
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// if (!block_update) {
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// auto ypred = model->predict(X_train);
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// // Step 3.1: Compute the classifier amout of say
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// std::tie(weights_, alpha_t, finished) = update_weights(y_train, ypred, weights_);
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// }
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// // Step 3.4: Store classifier and its accuracy to weigh its future vote
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// numItemsPack++;
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// featuresUsed.push_back(feature);
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// models.push_back(std::move(model));
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// significanceModels.push_back(alpha_t);
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// n_models++;
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// VLOG_SCOPE_F(2, "numItemsPack: %d n_models: %d featuresUsed: %zu", numItemsPack, n_models, featuresUsed.size());
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// }
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// if (block_update) {
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// std::tie(weights_, alpha_t, finished) = update_weights_block(k, y_train, weights_);
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// }
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// if (convergence && !finished) {
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// auto y_val_predict = predict(X_test);
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// double accuracy = (y_val_predict == y_test).sum().item<double>() / (double)y_test.size(0);
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// if (priorAccuracy == 0) {
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// priorAccuracy = accuracy;
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// } else {
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// improvement = accuracy - priorAccuracy;
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// }
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// if (improvement < convergence_threshold) {
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// VLOG_SCOPE_F(3, " (improvement<threshold) tolerance: %d numItemsPack: %d improvement: %f prior: %f current: %f", tolerance, numItemsPack, improvement, priorAccuracy, accuracy);
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// tolerance++;
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// } else {
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// VLOG_SCOPE_F(3, "* (improvement>=threshold) Reset. tolerance: %d numItemsPack: %d improvement: %f prior: %f current: %f", tolerance, numItemsPack, improvement, priorAccuracy, accuracy);
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// tolerance = 0; // Reset the counter if the model performs better
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// numItemsPack = 0;
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// }
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// if (convergence_best) {
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// // Keep the best accuracy until now as the prior accuracy
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// priorAccuracy = std::max(accuracy, priorAccuracy);
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// } else {
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// // Keep the last accuray obtained as the prior accuracy
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// priorAccuracy = accuracy;
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// }
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// }
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// VLOG_SCOPE_F(1, "tolerance: %d featuresUsed.size: %zu features.size: %zu", tolerance, featuresUsed.size(), features.size());
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// finished = finished || tolerance > maxTolerance || featuresUsed.size() == features.size();
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// }
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// Algorithm based on the adaboost algorithm for classification
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// as explained in Ensemble methods (Zhi-Hua Zhou, 2012)
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fitted = true;
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double alpha_t = 0;
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torch::Tensor weights_ = torch::full({ m }, 1.0 / m, torch::kFloat64);
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bool finished = false;
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std::vector<int> featuresUsed;
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if (selectFeatures) {
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featuresUsed = initializeModels();
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auto ypred = predict(X_train);
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std::tie(weights_, alpha_t, finished) = update_weights(y_train, ypred, weights_);
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// Update significance of the models
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for (int i = 0; i < n_models; ++i) {
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significanceModels[i] = alpha_t;
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}
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if (finished) {
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return;
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}
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}
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int numItemsPack = 0; // The counter of the models inserted in the current pack
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// Variables to control the accuracy finish condition
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double priorAccuracy = 0.0;
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double improvement = 1.0;
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double convergence_threshold = 1e-4;
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int tolerance = 0; // number of times the accuracy is lower than the convergence_threshold
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// Step 0: Set the finish condition
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// epsilon sub t > 0.5 => inverse the weights policy
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// validation error is not decreasing
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// run out of features
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bool ascending = order_algorithm == Orders.ASC;
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std::mt19937 g{ 173 };
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while (!finished) {
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// Step 1: Build ranking with mutual information
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auto pairSelection = metrics.SelectKPairs(weights_, featuresUsed, ascending, 0); // Get all the pairs sorted
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if (order_algorithm == Orders.RAND) {
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std::shuffle(pairSelection.begin(), pairSelection.end(), g);
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}
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// // Remove used features
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// featureSelection.erase(remove_if(begin(featureSelection), end(featureSelection), [&](auto x)
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// { return std::find(begin(featuresUsed), end(featuresUsed), x) != end(featuresUsed);}),
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// end(featureSelection)
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// );
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// int k = bisection ? pow(2, tolerance) : 1;
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// int counter = 0; // The model counter of the current pack
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// VLOG_SCOPE_F(1, "counter=%d k=%d featureSelection.size: %zu", counter, k, featureSelection.size());
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// while (counter++ < k && featureSelection.size() > 0) {
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// auto feature = featureSelection[0];
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// featureSelection.erase(featureSelection.begin());
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// std::unique_ptr<Classifier> model;
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// model = std::make_unique<SPODE>(feature);
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// model->fit(dataset, features, className, states, weights_);
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// alpha_t = 0.0;
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// if (!block_update) {
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// auto ypred = model->predict(X_train);
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// // Step 3.1: Compute the classifier amout of say
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// std::tie(weights_, alpha_t, finished) = update_weights(y_train, ypred, weights_);
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// }
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// // Step 3.4: Store classifier and its accuracy to weigh its future vote
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// numItemsPack++;
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// featuresUsed.push_back(feature);
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// models.push_back(std::move(model));
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// significanceModels.push_back(alpha_t);
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// n_models++;
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// VLOG_SCOPE_F(2, "numItemsPack: %d n_models: %d featuresUsed: %zu", numItemsPack, n_models, featuresUsed.size());
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// }
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// if (block_update) {
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// std::tie(weights_, alpha_t, finished) = update_weights_block(k, y_train, weights_);
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// }
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// if (convergence && !finished) {
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// auto y_val_predict = predict(X_test);
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// double accuracy = (y_val_predict == y_test).sum().item<double>() / (double)y_test.size(0);
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// if (priorAccuracy == 0) {
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// priorAccuracy = accuracy;
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// } else {
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// improvement = accuracy - priorAccuracy;
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// }
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// if (improvement < convergence_threshold) {
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// VLOG_SCOPE_F(3, " (improvement<threshold) tolerance: %d numItemsPack: %d improvement: %f prior: %f current: %f", tolerance, numItemsPack, improvement, priorAccuracy, accuracy);
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// tolerance++;
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// } else {
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// VLOG_SCOPE_F(3, "* (improvement>=threshold) Reset. tolerance: %d numItemsPack: %d improvement: %f prior: %f current: %f", tolerance, numItemsPack, improvement, priorAccuracy, accuracy);
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// tolerance = 0; // Reset the counter if the model performs better
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// numItemsPack = 0;
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// }
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// if (convergence_best) {
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// // Keep the best accuracy until now as the prior accuracy
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// priorAccuracy = std::max(accuracy, priorAccuracy);
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// } else {
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// // Keep the last accuray obtained as the prior accuracy
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// priorAccuracy = accuracy;
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// }
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// }
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// VLOG_SCOPE_F(1, "tolerance: %d featuresUsed.size: %zu features.size: %zu", tolerance, featuresUsed.size(), features.size());
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// finished = finished || tolerance > maxTolerance || featuresUsed.size() == features.size();
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}
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// if (tolerance > maxTolerance) {
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// if (numItemsPack < n_models) {
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// notes.push_back("Convergence threshold reached & " + std::to_string(numItemsPack) + " models eliminated");
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@ -30,7 +30,7 @@ namespace bayesnet {
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}
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samples.index_put_({ -1, "..." }, torch::tensor(labels, torch::kInt32));
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}
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std::vector<std::pair<int, int>> Metrics::SelectKPairs(const torch::Tensor& weights, bool ascending, unsigned k)
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std::vector<std::pair<int, int>> Metrics::SelectKPairs(const torch::Tensor& weights, std::vector<int>& featuresExcluded, bool ascending, unsigned k)
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{
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// Return the K Best features
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auto n = features.size();
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@ -39,7 +39,13 @@ namespace bayesnet {
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pairsKBest.clear();
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auto labels = samples.index({ -1, "..." });
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for (int i = 0; i < n - 1; ++i) {
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if (std::find(featuresExcluded.begin(), featuresExcluded.end(), i) != featuresExcluded.end()) {
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continue;
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}
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for (int j = i + 1; j < n; ++j) {
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if (std::find(featuresExcluded.begin(), featuresExcluded.end(), j) != featuresExcluded.end()) {
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continue;
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}
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auto key = std::make_pair(i, j);
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auto value = conditionalMutualInformation(samples.index({ i, "..." }), samples.index({ j, "..." }), labels, weights);
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scoresKPairs.push_back({ key, value });
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@ -57,9 +63,10 @@ namespace bayesnet {
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for (auto& [pairs, score] : scoresKPairs) {
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pairsKBest.push_back(pairs);
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}
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if (k != 0) {
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if (k != 0 && k < pairsKBest.size()) {
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if (ascending) {
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for (int i = 0; i < n - k; ++i) {
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int limit = pairsKBest.size() - k;
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for (int i = 0; i < limit; i++) {
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pairsKBest.erase(pairsKBest.begin());
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scoresKPairs.erase(scoresKPairs.begin());
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}
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@ -16,7 +16,7 @@ namespace bayesnet {
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Metrics(const torch::Tensor& samples, const std::vector<std::string>& features, const std::string& className, const int classNumStates);
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Metrics(const std::vector<std::vector<int>>& vsamples, const std::vector<int>& labels, const std::vector<std::string>& features, const std::string& className, const int classNumStates);
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std::vector<int> SelectKBestWeighted(const torch::Tensor& weights, bool ascending = false, unsigned k = 0);
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std::vector<std::pair<int, int>> SelectKPairs(const torch::Tensor& weights, bool ascending = false, unsigned k = 0);
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std::vector<std::pair<int, int>> SelectKPairs(const torch::Tensor& weights, std::vector<int>& featuresExcluded, bool ascending = false, unsigned k = 0);
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std::vector<double> getScoresKBest() const;
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std::vector<std::pair<std::pair<int, int>, double>> getScoresKPairs() const;
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double mutualInformation(const torch::Tensor& firstFeature, const torch::Tensor& secondFeature, const torch::Tensor& weights);
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@ -141,7 +141,8 @@ TEST_CASE("Select K Pairs descending", "[Metrics]")
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{
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auto raw = RawDatasets("iris", true);
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bayesnet::Metrics metrics(raw.dataset, raw.features, raw.className, raw.classNumStates);
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auto results = metrics.SelectKPairs(raw.weights, false);
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std::vector<int> empty;
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auto results = metrics.SelectKPairs(raw.weights, empty, false);
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auto expected = std::vector<std::pair<std::pair<int, int>, double>>{
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{ { 1, 3 }, 1.31852 },
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{ { 1, 2 }, 1.17112 },
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@ -168,7 +169,8 @@ TEST_CASE("Select K Pairs ascending", "[Metrics]")
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{
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auto raw = RawDatasets("iris", true);
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bayesnet::Metrics metrics(raw.dataset, raw.features, raw.className, raw.classNumStates);
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auto results = metrics.SelectKPairs(raw.weights, true);
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std::vector<int> empty;
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auto results = metrics.SelectKPairs(raw.weights, empty, true);
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auto expected = std::vector<std::pair<std::pair<int, int>, double>>{
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{ { 0, 1 }, 0.0 },
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{ { 2, 3 }, 0.210068 },
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@ -190,4 +192,77 @@ TEST_CASE("Select K Pairs ascending", "[Metrics]")
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}
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REQUIRE(results.size() == 6);
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REQUIRE(scores.size() == 6);
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}
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TEST_CASE("Select K Pairs with features excluded", "[Metrics]")
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{
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auto raw = RawDatasets("iris", true);
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bayesnet::Metrics metrics(raw.dataset, raw.features, raw.className, raw.classNumStates);
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std::vector<int> excluded = { 0, 3 };
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auto results = metrics.SelectKPairs(raw.weights, excluded, true);
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auto expected = std::vector<std::pair<std::pair<int, int>, double>>{
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{ { 1, 2 }, 1.17112 },
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};
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auto scores = metrics.getScoresKPairs();
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for (int i = 0; i < results.size(); ++i) {
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auto result = results[i];
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auto expect = expected[i];
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auto score = scores[i];
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REQUIRE(result.first == expect.first.first);
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REQUIRE(result.second == expect.first.second);
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REQUIRE(score.first.first == expect.first.first);
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REQUIRE(score.first.second == expect.first.second);
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REQUIRE(score.second == Catch::Approx(expect.second).epsilon(raw.epsilon));
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}
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REQUIRE(results.size() == 1);
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REQUIRE(scores.size() == 1);
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}
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TEST_CASE("Select K Pairs with number of pairs descending", "[Metrics]")
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{
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auto raw = RawDatasets("iris", true);
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bayesnet::Metrics metrics(raw.dataset, raw.features, raw.className, raw.classNumStates);
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std::vector<int> empty;
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auto results = metrics.SelectKPairs(raw.weights, empty, false, 3);
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auto expected = std::vector<std::pair<std::pair<int, int>, double>>{
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{ { 1, 3 }, 1.31852 },
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{ { 1, 2 }, 1.17112 },
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{ { 0, 3 }, 0.403749 }
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};
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auto scores = metrics.getScoresKPairs();
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REQUIRE(results.size() == 3);
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REQUIRE(scores.size() == 3);
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for (int i = 0; i < results.size(); ++i) {
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auto result = results[i];
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auto expect = expected[i];
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auto score = scores[i];
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REQUIRE(result.first == expect.first.first);
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REQUIRE(result.second == expect.first.second);
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REQUIRE(score.first.first == expect.first.first);
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REQUIRE(score.first.second == expect.first.second);
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REQUIRE(score.second == Catch::Approx(expect.second).epsilon(raw.epsilon));
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}
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}
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TEST_CASE("Select K Pairs with number of pairs ascending", "[Metrics]")
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{
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auto raw = RawDatasets("iris", true);
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bayesnet::Metrics metrics(raw.dataset, raw.features, raw.className, raw.classNumStates);
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std::vector<int> empty;
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auto results = metrics.SelectKPairs(raw.weights, empty, true, 3);
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auto expected = std::vector<std::pair<std::pair<int, int>, double>>{
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{ { 0, 3 }, 0.403749 },
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{ { 1, 2 }, 1.17112 },
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{ { 1, 3 }, 1.31852 }
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};
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auto scores = metrics.getScoresKPairs();
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REQUIRE(results.size() == 3);
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REQUIRE(scores.size() == 3);
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for (int i = 0; i < results.size(); ++i) {
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auto result = results[i];
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auto expect = expected[i];
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auto score = scores[i];
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REQUIRE(result.first == expect.first.first);
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REQUIRE(result.second == expect.first.second);
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REQUIRE(score.first.first == expect.first.first);
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REQUIRE(score.first.second == expect.first.second);
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REQUIRE(score.second == Catch::Approx(expect.second).epsilon(raw.epsilon));
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}
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}
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