Refactor CFS class creating abstract base class
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@ -2,90 +2,38 @@
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#include <limits>
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#include "bayesnetUtils.h"
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namespace bayesnet {
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CFS::CFS(const torch::Tensor& samples, const vector<string>& features, const string& className, const int maxFeatures, const int classNumStates, const torch::Tensor& weights) :
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Metrics(samples, features, className, classNumStates), maxFeatures(maxFeatures == 0 ? samples.size(0) - 1 : maxFeatures), weights(weights)
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{
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}
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double CFS::symmetricalUncertainty(int a, int b)
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{
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/*
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Compute symmetrical uncertainty. Normalize* information gain (mutual
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information) with the entropies of the features in order to compensate
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the bias due to high cardinality features. *Range [0, 1]
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(https://www.sciencedirect.com/science/article/pii/S0020025519303603)
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*/
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auto x = samples.index({ a, "..." });
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auto y = samples.index({ b, "..." });
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auto mu = mutualInformation(x, y, weights);
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auto hx = entropy(x, weights);
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auto hy = entropy(y, weights);
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return 2.0 * mu / (hx + hy);
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}
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void CFS::computeSuLabels()
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{
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// Compute Simmetrical Uncertainty between features and labels
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// https://en.wikipedia.org/wiki/Symmetric_uncertainty
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for (int i = 0; i < features.size(); ++i) {
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suLabels.push_back(symmetricalUncertainty(i, -1));
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}
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}
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double CFS::computeSuFeatures(const int firstFeature, const int secondFeature)
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{
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// Compute Simmetrical Uncertainty between features
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// https://en.wikipedia.org/wiki/Symmetric_uncertainty
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try {
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return suFeatures.at({ firstFeature, secondFeature });
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}
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catch (const out_of_range& e) {
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auto result = symmetricalUncertainty(firstFeature, secondFeature);
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suFeatures[{firstFeature, secondFeature}] = result;
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return result;
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}
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}
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double CFS::computeMerit()
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{
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double result;
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double rcf = 0;
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for (auto feature : cfsFeatures) {
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rcf += suLabels[feature];
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}
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double rff = 0;
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int n = cfsFeatures.size();
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for (const auto& item : doCombinations(cfsFeatures)) {
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rff += computeSuFeatures(item.first, item.second);
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}
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return rcf / sqrt(n + (n * n - n) * rff);
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}
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void CFS::fit()
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{
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cfsFeatures.clear();
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selectedFeatures.clear();
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computeSuLabels();
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auto featureOrder = argsort(suLabels); // sort descending order
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auto continueCondition = true;
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auto feature = featureOrder[0];
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cfsFeatures.push_back(feature);
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cfsScores.push_back(suLabels[feature]);
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cfsFeatures.erase(cfsFeatures.begin());
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selectedFeatures.push_back(feature);
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selectedScores.push_back(suLabels[feature]);
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selectedFeatures.erase(selectedFeatures.begin());
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while (continueCondition) {
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double merit = numeric_limits<double>::lowest();
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int bestFeature = -1;
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for (auto feature : featureOrder) {
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cfsFeatures.push_back(feature);
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auto meritNew = computeMerit(); // Compute merit with cfsFeatures
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selectedFeatures.push_back(feature);
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auto meritNew = computeMeritCFS(); // Compute merit with cfsFeatures
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if (meritNew > merit) {
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merit = meritNew;
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bestFeature = feature;
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}
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cfsFeatures.pop_back();
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selectedFeatures.pop_back();
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}
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if (bestFeature == -1) {
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// meritNew has to be nan due to constant features
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break;
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}
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cfsFeatures.push_back(bestFeature);
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cfsScores.push_back(merit);
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selectedFeatures.push_back(bestFeature);
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selectedScores.push_back(merit);
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featureOrder.erase(remove(featureOrder.begin(), featureOrder.end(), bestFeature), featureOrder.end());
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continueCondition = computeContinueCondition(featureOrder);
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}
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@ -93,10 +41,10 @@ namespace bayesnet {
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}
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bool CFS::computeContinueCondition(const vector<int>& featureOrder)
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{
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if (cfsFeatures.size() == maxFeatures || featureOrder.size() == 0) {
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if (selectedFeatures.size() == maxFeatures || featureOrder.size() == 0) {
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return false;
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}
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if (cfsScores.size() >= 5) {
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if (selectedScores.size() >= 5) {
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/*
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"To prevent the best first search from exploring the entire
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feature subset search space, a stopping criterion is imposed.
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@ -106,7 +54,7 @@ namespace bayesnet {
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*/
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double item_ant = numeric_limits<double>::lowest();
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int num = 0;
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vector<double> lastFive(cfsScores.end() - 5, cfsScores.end());
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vector<double> lastFive(selectedScores.end() - 5, selectedScores.end());
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for (auto item : lastFive) {
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if (item_ant == numeric_limits<double>::lowest()) {
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item_ant = item;
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@ -124,18 +72,4 @@ namespace bayesnet {
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}
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return true;
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}
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vector<int> CFS::getFeatures() const
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{
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if (!fitted) {
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throw runtime_error("CFS not fitted");
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}
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return cfsFeatures;
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}
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vector<double> CFS::getScores() const
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{
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if (!fitted) {
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throw runtime_error("CFS not fitted");
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}
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return cfsScores;
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}
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}
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@ -2,32 +2,20 @@
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#define CFS_H
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#include <torch/torch.h>
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#include <vector>
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#include "BayesMetrics.h"
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#include "FeatureSelect.h"
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using namespace std;
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namespace bayesnet {
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class CFS : public Metrics {
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class CFS : public FeatureSelect {
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public:
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// dataset is a n+1xm tensor of integers where dataset[-1] is the y vector
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CFS(const torch::Tensor& samples, const vector<string>& features, const string& className, const int maxFeatures, const int classNumStates, const torch::Tensor& weights);
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CFS(const torch::Tensor& samples, const vector<string>& features, const string& className, const int maxFeatures, const int classNumStates, const torch::Tensor& weights) :
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FeatureSelect(samples, features, className, maxFeatures, classNumStates, weights)
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{
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}
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virtual ~CFS() {};
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void fit();
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void test();
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vector<int> getFeatures() const;
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vector<double> getScores() const;
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void fit() override;
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private:
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void computeSuLabels();
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double computeSuFeatures(const int a, const int b);
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double symmetricalUncertainty(int a, int b);
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double computeMerit();
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bool computeContinueCondition(const vector<int>& featureOrder);
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vector<pair<int, int>> combinations(const vector<int>& features);
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const torch::Tensor& weights;
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int maxFeatures;
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vector<int> cfsFeatures;
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vector<double> cfsScores;
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vector<double> suLabels;
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map<pair<int, int>, double> suFeatures;
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bool fitted = false;
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};
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}
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#endif
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@ -5,5 +5,5 @@ include_directories(${BayesNet_SOURCE_DIR}/src/BayesNet)
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include_directories(${BayesNet_SOURCE_DIR}/src/Platform)
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add_library(BayesNet bayesnetUtils.cc Network.cc Node.cc BayesMetrics.cc Classifier.cc
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KDB.cc TAN.cc SPODE.cc Ensemble.cc AODE.cc TANLd.cc KDBLd.cc SPODELd.cc AODELd.cc BoostAODE.cc
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Mst.cc Proposal.cc CFS.cc ${BayesNet_SOURCE_DIR}/src/Platform/Models.cc)
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Mst.cc Proposal.cc CFS.cc FeatureSelect.cc ${BayesNet_SOURCE_DIR}/src/Platform/Models.cc)
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target_link_libraries(BayesNet mdlp "${TORCH_LIBRARIES}")
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src/BayesNet/FeatureSelect.cc
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src/BayesNet/FeatureSelect.cc
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@ -0,0 +1,74 @@
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#include "FeatureSelect.h"
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#include <limits>
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#include "bayesnetUtils.h"
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namespace bayesnet {
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FeatureSelect::FeatureSelect(const torch::Tensor& samples, const vector<string>& features, const string& className, const int maxFeatures, const int classNumStates, const torch::Tensor& weights) :
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Metrics(samples, features, className, classNumStates), maxFeatures(maxFeatures == 0 ? samples.size(0) - 1 : maxFeatures), weights(weights)
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{
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}
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double FeatureSelect::symmetricalUncertainty(int a, int b)
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{
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/*
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Compute symmetrical uncertainty. Normalize* information gain (mutual
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information) with the entropies of the features in order to compensate
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the bias due to high cardinality features. *Range [0, 1]
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(https://www.sciencedirect.com/science/article/pii/S0020025519303603)
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*/
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auto x = samples.index({ a, "..." });
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auto y = samples.index({ b, "..." });
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auto mu = mutualInformation(x, y, weights);
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auto hx = entropy(x, weights);
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auto hy = entropy(y, weights);
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return 2.0 * mu / (hx + hy);
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}
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void FeatureSelect::computeSuLabels()
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{
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// Compute Simmetrical Uncertainty between features and labels
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// https://en.wikipedia.org/wiki/Symmetric_uncertainty
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for (int i = 0; i < features.size(); ++i) {
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suLabels.push_back(symmetricalUncertainty(i, -1));
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}
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}
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double FeatureSelect::computeSuFeatures(const int firstFeature, const int secondFeature)
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{
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// Compute Simmetrical Uncertainty between features
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// https://en.wikipedia.org/wiki/Symmetric_uncertainty
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try {
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return suFeatures.at({ firstFeature, secondFeature });
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}
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catch (const out_of_range& e) {
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double result = symmetricalUncertainty(firstFeature, secondFeature);
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suFeatures[{firstFeature, secondFeature}] = result;
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return result;
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}
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}
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double FeatureSelect::computeMeritCFS()
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{
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double result;
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double rcf = 0;
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for (auto feature : selectedFeatures) {
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rcf += suLabels[feature];
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}
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double rff = 0;
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int n = selectedFeatures.size();
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for (const auto& item : doCombinations(selectedFeatures)) {
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rff += computeSuFeatures(item.first, item.second);
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}
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return rcf / sqrt(n + (n * n - n) * rff);
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}
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vector<int> FeatureSelect::getFeatures() const
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{
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if (!fitted) {
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throw runtime_error("FeatureSelect not fitted");
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}
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return selectedFeatures;
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}
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vector<double> FeatureSelect::getScores() const
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{
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if (!fitted) {
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throw runtime_error("FeatureSelect not fitted");
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}
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return selectedScores;
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}
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}
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31
src/BayesNet/FeatureSelect.h
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31
src/BayesNet/FeatureSelect.h
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#ifndef FEATURE_SELECT_H
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#define FEATURE_SELECT_H
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#include <torch/torch.h>
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#include <vector>
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#include "BayesMetrics.h"
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using namespace std;
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namespace bayesnet {
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class FeatureSelect : public Metrics {
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public:
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// dataset is a n+1xm tensor of integers where dataset[-1] is the y vector
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FeatureSelect(const torch::Tensor& samples, const vector<string>& features, const string& className, const int maxFeatures, const int classNumStates, const torch::Tensor& weights);
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virtual ~FeatureSelect() {};
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virtual void fit() = 0;
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vector<int> getFeatures() const;
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vector<double> getScores() const;
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protected:
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void computeSuLabels();
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double computeSuFeatures(const int a, const int b);
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double symmetricalUncertainty(int a, int b);
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double computeMeritCFS();
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vector<pair<int, int>> combinations(const vector<int>& features);
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const torch::Tensor& weights;
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int maxFeatures;
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vector<int> selectedFeatures;
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vector<double> selectedScores;
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vector<double> suLabels;
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map<pair<int, int>, double> suFeatures;
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bool fitted = false;
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};
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}
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#endif
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