Remove FeatureSel, add SelectKBest to BayesMetrics
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@ -60,7 +60,6 @@ add_git_submodule("lib/json")
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# --------------
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add_subdirectory(config)
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add_subdirectory(lib/Files)
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add_subdirectory(lib/FeatureSelect)
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add_subdirectory(src/BayesNet)
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add_subdirectory(src/Platform)
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add_subdirectory(sample)
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@ -1 +0,0 @@
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add_library(FeatureSelect FeatureSelect.cpp)
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@ -1,119 +0,0 @@
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#include "FeatureSelect.h"
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namespace features {
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SelectKBestWeighted::SelectKBestWeighted(samples_t& samples, labels_t& labels, weights_t& weights, int k, bool nat)
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: samples(samples), labels(labels), weights(weights), k(k), nat(nat)
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{
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if (samples.size() == 0 || samples[0].size() == 0)
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throw invalid_argument("features must be a non-empty matrix");
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if (samples.size() != labels.size())
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throw invalid_argument("number of samples (" + to_string(samples.size()) + ") and labels (" + to_string(labels.size()) + ") must be equal");
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if (samples.size() != weights.size())
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throw invalid_argument("number of samples and weights must be equal");
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if (k < 1 || k > static_cast<int>(samples[0].size()))
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throw invalid_argument("k must be between 1 and number of features");
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numFeatures = 0;
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numClasses = 0;
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numSamples = 0;
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fitted = false;
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}
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SelectKBestWeighted& SelectKBestWeighted::fit()
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{
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auto labelsCopy = labels;
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numFeatures = samples[0].size();
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numSamples = samples.size();
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// compute number of classes
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sort(labelsCopy.begin(), labelsCopy.end());
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auto last = unique(labelsCopy.begin(), labelsCopy.end());
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labelsCopy.erase(last, labelsCopy.end());
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numClasses = labelsCopy.size();
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// compute scores
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scores.reserve(numFeatures);
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for (int i = 0; i < numFeatures; ++i) {
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scores.push_back(MutualInformation(i));
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features.push_back(i);
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}
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// sort & reduce scores and features
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sort(features.begin(), features.end(), [&](int i, int j)
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{ return scores[i] > scores[j]; });
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sort(scores.begin(), scores.end(), greater<precision_t>());
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features.resize(k);
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scores.resize(k);
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fitted = true;
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return *this;
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}
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precision_t SelectKBestWeighted::entropyLabel()
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{
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return entropy(labels);
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}
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precision_t SelectKBestWeighted::entropy(const sample_t& data)
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{
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precision_t ventropy = 0, totalWeight = 0;
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score_t counts(numClasses + 1, 0);
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for (auto i = 0; i < static_cast<int>(data.size()); ++i) {
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counts[data[i]] += weights[i];
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totalWeight += weights[i];
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}
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for (auto count : counts) {
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precision_t p = count / totalWeight;
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if (p > 0) {
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if (nat) {
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ventropy -= p * log(p);
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} else {
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ventropy -= p * log2(p);
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}
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}
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}
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return ventropy;
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}
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// H(Y|X) = sum_{x in X} p(x) H(Y|X=x)
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precision_t SelectKBestWeighted::conditionalEntropy(const int feature)
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{
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unordered_map<value_t, precision_t> featureCounts;
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unordered_map<value_t, unordered_map<value_t, precision_t>> jointCounts;
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featureCounts.clear();
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jointCounts.clear();
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precision_t totalWeight = 0;
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for (auto i = 0; i < numSamples; i++) {
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featureCounts[samples[i][feature]] += weights[i];
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jointCounts[samples[i][feature]][labels[i]] += weights[i];
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totalWeight += weights[i];
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}
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if (totalWeight == 0)
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throw invalid_argument("Total weight should not be zero");
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precision_t entropy = 0;
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for (auto& [feat, count] : featureCounts) {
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auto p_f = count / totalWeight;
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precision_t entropy_f = 0;
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for (auto& [label, jointCount] : jointCounts[feat]) {
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auto p_l_f = jointCount / count;
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if (p_l_f > 0) {
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if (nat) {
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entropy_f -= p_l_f * log(p_l_f);
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} else {
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entropy_f -= p_l_f * log2(p_l_f);
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}
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}
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}
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entropy += p_f * entropy_f;
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}
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return entropy;
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}
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// I(X;Y) = H(Y) - H(Y|X)
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precision_t SelectKBestWeighted::MutualInformation(const int i)
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{
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return entropyLabel() - conditionalEntropy(i);
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}
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score_t SelectKBestWeighted::getScores() const
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{
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if (!fitted)
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throw logic_error("score not fitted");
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return scores;
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}
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//Return the indices of the selected features
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labels_t SelectKBestWeighted::getFeatures() const
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{
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if (!fitted)
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throw logic_error("score not fitted");
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return features;
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}
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}
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@ -1,38 +0,0 @@
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#ifndef SELECT_K_BEST_WEIGHTED_H
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#define SELECT_K_BEST_WEIGHTED_H
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#include <map>
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#include <vector>
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#include <string>
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using namespace std;
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namespace features {
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typedef float precision_t;
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typedef int value_t;
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typedef vector<value_t> sample_t;
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typedef vector<sample_t> samples_t;
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typedef vector<value_t> labels_t;
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typedef vector<precision_t> score_t, weights_t;
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class SelectKBestWeighted {
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private:
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const samples_t samples;
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const labels_t labels;
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const weights_t weights;
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const int k;
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bool nat; // use natural log or log2
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int numFeatures, numClasses, numSamples;
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bool fitted;
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score_t scores; // scores of the features
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labels_t features; // indices of the selected features
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precision_t entropyLabel();
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precision_t entropy(const sample_t&);
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precision_t conditionalEntropy(const int);
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precision_t MutualInformation(const int);
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public:
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SelectKBestWeighted(samples_t&, labels_t&, weights_t&, int, bool);
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SelectKBestWeighted& fit();
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score_t getScores() const;
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labels_t getFeatures() const; //Return the indices of the selected features
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static inline string version() { return "0.1.0"; };
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};
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}
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#endif
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@ -21,6 +21,31 @@ 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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vector<int> Metrics::SelectKBestWeighted(const torch::Tensor& weights, unsigned k)
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{
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auto n = samples.size(1);
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if (k == 0) {
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k = n;
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}
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// compute scores
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scoresKBest.reserve(n);
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auto label = samples.index({ -1, "..." });
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for (int i = 0; i < n; ++i) {
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scoresKBest.push_back(mutualInformation(label, samples.index({ i, "..." }), weights));
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featuresKBest.push_back(i);
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}
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// sort & reduce scores and features
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sort(featuresKBest.begin(), featuresKBest.end(), [&](int i, int j)
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{ return scoresKBest[i] > scoresKBest[j]; });
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sort(scoresKBest.begin(), scoresKBest.end(), std::greater<double>());
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featuresKBest.resize(k);
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scoresKBest.resize(k);
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return featuresKBest;
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}
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vector<double> Metrics::getScoresKBest() const
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{
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return scoresKBest;
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}
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vector<pair<string, string>> Metrics::doCombinations(const vector<string>& source)
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{
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vector<pair<string, string>> result;
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@ -12,6 +12,8 @@ namespace bayesnet {
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vector<string> features;
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string className;
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int classNumStates = 0;
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vector<double> scoresKBest;
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vector<int> featuresKBest; // sorted indices of the features
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double entropy(const Tensor& feature, const Tensor& weights);
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double conditionalEntropy(const Tensor& firstFeature, const Tensor& secondFeature, const Tensor& weights);
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vector<pair<string, string>> doCombinations(const vector<string>&);
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@ -19,6 +21,8 @@ namespace bayesnet {
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Metrics() = default;
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Metrics(const torch::Tensor& samples, const vector<string>& features, const string& className, const int classNumStates);
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Metrics(const vector<vector<int>>& vsamples, const vector<int>& labels, const vector<string>& features, const string& className, const int classNumStates);
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vector<int> SelectKBestWeighted(const torch::Tensor& weights, unsigned k = 0);
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vector<double> getScoresKBest() const;
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double mutualInformation(const Tensor& firstFeature, const Tensor& secondFeature, const Tensor& weights);
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vector<float> conditionalEdgeWeights(vector<float>& weights); // To use in Python
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Tensor conditionalEdge(const torch::Tensor& weights);
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@ -1,36 +1,35 @@
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#include "BoostAODE.h"
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#include "FeatureSelect.h"
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#include "BayesMetrics.h"
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namespace bayesnet {
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BoostAODE::BoostAODE() : Ensemble() {}
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void BoostAODE::buildModel(const torch::Tensor& weights)
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{
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models.clear();
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int n_samples = dataset.size(1);
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int n_features = dataset.size(0);
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features::samples_t vsamples;
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for (auto i = 0; i < n_samples; ++i) {
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auto row = dataset.index({ "...", i });
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// convert row to std::vector<int>
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auto vrow = vector<int>(row.data_ptr<int>(), row.data_ptr<int>() + row.numel());
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vsamples.push_back(vrow);
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}
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auto vweights = features::weights_t(n_samples, 1.0 / n_samples);
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auto row = dataset.index({ -1, "..." });
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auto yv = features::labels_t(row.data_ptr<int>(), row.data_ptr<int>() + row.numel());
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auto featureSelection = features::SelectKBestWeighted(vsamples, yv, vweights, n_features, true);
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auto features = featureSelection.fit().getFeatures();
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// features = (
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// CSelectKBestWeighted(
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// self.X_, self.y_, weights, k = self.n_features_in_
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// )
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// .fit()
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// .get_features()
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auto scores = features::score_t(n_features, 0.0);
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for (int i = 0; i < features.size(); ++i) {
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models.push_back(std::make_unique<SPODE>(i));
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}
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}
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void BoostAODE::trainModel(const torch::Tensor& weights)
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{
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// End building vectors
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Tensor weights_ = torch::full({ m }, 1.0 / m, torch::kDouble);
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auto X_ = dataset.index({ torch::indexing::Slice(0, dataset.size(0) - 1), "..." });
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auto featureSelection = metrics.SelectKBestWeighted(weights_, n); // Get all the features sorted
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for (int i = 0; i < features.size(); ++i) {
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models[i].fit(dataset, features, className, states, weights_);
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auto ypred = models[i].predict(X_);
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// em = np.sum(weights * (y_pred != self.y_)) / np.sum(weights)
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// am = np.log((1 - em) / em) + np.log(estimator.n_classes_ - 1)
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// # Step 3.2: Update weights for next classifier
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// weights = [
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// wm * np.exp(am * (ym != yp))
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// for wm, ym, yp in zip(weights, self.y_, y_pred)
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// ]
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// # Step 4: Add the new model
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// self.estimators_.append(estimator)
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}
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}
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vector<string> BoostAODE::graph(const string& title) const
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{
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return Ensemble::graph(title);
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@ -6,6 +6,7 @@ namespace bayesnet {
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class BoostAODE : public Ensemble {
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protected:
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void buildModel(const torch::Tensor& weights) override;
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void trainModel(const torch::Tensor& weights) override;
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public:
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BoostAODE();
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virtual ~BoostAODE() {};
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@ -1,9 +1,8 @@
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include_directories(${BayesNet_SOURCE_DIR}/lib/mdlp)
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include_directories(${BayesNet_SOURCE_DIR}/lib/Files)
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include_directories(${BayesNet_SOURCE_DIR}/lib/featureselect)
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include_directories(${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 ${BayesNet_SOURCE_DIR}/src/Platform/Models.cc)
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target_link_libraries(BayesNet mdlp FeatureSelect "${TORCH_LIBRARIES}")
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target_link_libraries(BayesNet mdlp "${TORCH_LIBRARIES}")
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@ -21,7 +21,6 @@ namespace bayesnet {
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SPODELd& SPODELd::fit(torch::Tensor& dataset, vector<string>& features_, string className_, map<string, vector<int>>& states_)
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{
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Xf = dataset.index({ torch::indexing::Slice(0, dataset.size(0) - 1), "..." }).clone();
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cout << "Xf " << Xf.sizes() << " dtype: " << Xf.dtype() << endl;
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y = dataset.index({ -1, "..." }).clone();
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// This first part should go in a Classifier method called fit_local_discretization o fit_float...
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features = features_;
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