// *************************************************************** // SPDX-FileCopyrightText: Copyright 2024 Ricardo Montañana Gómez // SPDX-FileType: SOURCE // SPDX-License-Identifier: MIT // *************************************************************** #include #include #include #include #include #include "bayesnet/feature_selection/CFS.h" #include "bayesnet/feature_selection/FCBF.h" #include "bayesnet/feature_selection/IWSS.h" #include "BoostAODE.h" #include "bayesnet/utils/loguru.cpp" namespace bayesnet { BoostAODE::BoostAODE(bool predict_voting) : Ensemble(predict_voting) { validHyperparameters = { "maxModels", "bisection", "order", "convergence", "threshold", "select_features", "maxTolerance", "predict_voting", "block_update" }; } void BoostAODE::buildModel(const torch::Tensor& weights) { // Models shall be built in trainModel models.clear(); significanceModels.clear(); n_models = 0; // Prepare the validation dataset auto y_ = dataset.index({ -1, "..." }); if (convergence) { // Prepare train & validation sets from train data auto fold = folding::StratifiedKFold(5, y_, 271); auto [train, test] = fold.getFold(0); auto train_t = torch::tensor(train); auto test_t = torch::tensor(test); // Get train and validation sets X_train = dataset.index({ torch::indexing::Slice(0, dataset.size(0) - 1), train_t }); y_train = dataset.index({ -1, train_t }); X_test = dataset.index({ torch::indexing::Slice(0, dataset.size(0) - 1), test_t }); y_test = dataset.index({ -1, test_t }); dataset = X_train; m = X_train.size(1); auto n_classes = states.at(className).size(); // Build dataset with train data buildDataset(y_train); metrics = Metrics(dataset, features, className, n_classes); } else { // Use all data to train X_train = dataset.index({ torch::indexing::Slice(0, dataset.size(0) - 1), "..." }); y_train = y_; } } void BoostAODE::setHyperparameters(const nlohmann::json& hyperparameters_) { auto hyperparameters = hyperparameters_; if (hyperparameters.contains("order")) { std::vector 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("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 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 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(); 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(); weights = weights / totalWeights; } return { weights, alpha_t, terminate }; } std::tuple 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 model; std::vector> 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(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) VLOG_SCOPE_F(1, "upd_weights_block n_models=%d k=%d", n_models, k); 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 BoostAODE::initializeModels() { std::vector 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 (int i = 0; i < cfsFeatures.size(); ++i) { LOG_F(INFO, "Feature: %d Score: %f", cfsFeatures[i], scores[i]); } for (const int& feature : cfsFeatures) { featuresUsed.push_back(feature); std::unique_ptr model = std::make_unique(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; } void BoostAODE::trainModel(const torch::Tensor& weights) { // // Logging setup // loguru::set_thread_name("BoostAODE"); loguru::g_stderr_verbosity = loguru::Verbosity_OFF;; loguru::add_file("boostAODE.log", loguru::Truncate, loguru::Verbosity_MAX); // Algorithm based on the adaboost algorithm for classification // as explained in Ensemble methods (Zhi-Hua Zhou, 2012) fitted = true; double alpha_t = 0; torch::Tensor weights_ = torch::full({ m }, 1.0 / m, torch::kFloat64); bool finished = false; std::vector featuresUsed; if (selectFeatures) { featuresUsed = initializeModels(); auto ypred = predict(X_train); std::tie(weights_, alpha_t, finished) = update_weights(y_train, ypred, weights_); // Update significance of the models for (int i = 0; i < n_models; ++i) { significanceModels[i] = alpha_t; } if (finished) { return; } LOG_F(INFO, "Initial models: %d", n_models); LOG_F(INFO, "Significances: "); for (int i = 0; i < n_models; ++i) { LOG_F(INFO, "i=%d significance=%f", i, significanceModels[i]); } } int numItemsPack = 0; // The counter of the models inserted in the current pack // Variables to control the accuracy finish condition double priorAccuracy = 0.0; double improvement = 1.0; double convergence_threshold = 1e-4; int tolerance = 0; // number of times the accuracy is lower than the convergence_threshold // Step 0: Set the finish condition // epsilon sub t > 0.5 => inverse the weights policy // validation error is not decreasing // run out of features bool ascending = order_algorithm == Orders.ASC; std::mt19937 g{ 173 }; while (!finished) { // Step 1: Build ranking with mutual information auto featureSelection = metrics.SelectKBestWeighted(weights_, ascending, n); // Get all the features sorted VLOG_SCOPE_F(1, "featureSelection.size: %zu featuresUsed.size: %zu", featureSelection.size(), featuresUsed.size()); if (order_algorithm == Orders.RAND) { std::shuffle(featureSelection.begin(), featureSelection.end(), g); } // Remove used features featureSelection.erase(remove_if(begin(featureSelection), end(featureSelection), [&](auto x) { return std::find(begin(featuresUsed), end(featuresUsed), x) != end(featuresUsed);}), end(featureSelection) ); int k = pow(2, tolerance); int counter = 0; // The model counter of the current pack VLOG_SCOPE_F(1, "counter=%d k=%d featureSelection.size: %zu", counter, k, featureSelection.size()); while (counter++ < k && featureSelection.size() > 0) { auto feature = featureSelection[0]; featureSelection.erase(featureSelection.begin()); std::unique_ptr model; model = std::make_unique(feature); model->fit(dataset, features, className, states, weights_); alpha_t = 0.0; if (!block_update) { auto ypred = model->predict(X_train); // Step 3.1: Compute the classifier amout of say std::tie(weights_, alpha_t, finished) = update_weights(y_train, ypred, weights_); if (finished) { VLOG_SCOPE_F(2, "** epsilon_t > 0.5 **"); break; } } // Step 3.4: Store classifier and its accuracy to weigh its future vote numItemsPack++; featuresUsed.push_back(feature); models.push_back(std::move(model)); significanceModels.push_back(alpha_t); n_models++; VLOG_SCOPE_F(2, "numItemsPack: %d n_models: %d featuresUsed: %zu", numItemsPack, n_models, featuresUsed.size()); } if (block_update) { std::tie(weights_, alpha_t, finished) = update_weights_block(k, y_train, weights_); } if (convergence && !finished) { auto y_val_predict = predict(X_test); double accuracy = (y_val_predict == y_test).sum().item() / (double)y_test.size(0); if (priorAccuracy == 0) { priorAccuracy = accuracy; VLOG_SCOPE_F(3, "First accuracy: %f", priorAccuracy); } else { improvement = accuracy - priorAccuracy; } if (improvement < convergence_threshold) { VLOG_SCOPE_F(3, "(improvement=threshold) Reset. tolerance: %d numItemsPack: %d improvement: %f prior: %f current: %f", tolerance, numItemsPack, improvement, priorAccuracy, accuracy); tolerance = 0; // Reset the counter if the model performs better numItemsPack = 0; } // Keep the best accuracy until now as the prior accuracy priorAccuracy = std::max(accuracy, priorAccuracy); // priorAccuracy = accuracy; } VLOG_SCOPE_F(1, "tolerance: %d featuresUsed.size: %zu features.size: %zu", tolerance, featuresUsed.size(), features.size()); finished = finished || tolerance > maxTolerance || featuresUsed.size() == features.size(); } if (tolerance > maxTolerance) { if (numItemsPack < n_models) { notes.push_back("Convergence threshold reached & " + std::to_string(numItemsPack) + " models eliminated"); VLOG_SCOPE_F(4, "Convergence threshold reached & %d models eliminated of %d", numItemsPack, n_models); for (int i = 0; i < numItemsPack; ++i) { significanceModels.pop_back(); models.pop_back(); n_models--; } } else { VLOG_SCOPE_F(4, "Convergence threshold reached & 0 models eliminated n_models=%d numItemsPack=%d", n_models, numItemsPack); notes.push_back("Convergence threshold reached & 0 models eliminated"); } } if (featuresUsed.size() != features.size()) { notes.push_back("Used features in train: " + std::to_string(featuresUsed.size()) + " of " + std::to_string(features.size())); status = WARNING; } notes.push_back("Number of models: " + std::to_string(n_models)); } std::vector BoostAODE::graph(const std::string& title) const { return Ensemble::graph(title); } }