403 lines
19 KiB
C++
403 lines
19 KiB
C++
// ***************************************************************
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// SPDX-FileCopyrightText: Copyright 2024 Ricardo Montañana Gómez
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// SPDX-FileType: SOURCE
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// SPDX-License-Identifier: MIT
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// ***************************************************************
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#include <set>
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#include <functional>
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#include <limits.h>
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#include <tuple>
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#include <folding.hpp>
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#include "bayesnet/feature_selection/CFS.h"
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#include "bayesnet/feature_selection/FCBF.h"
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#include "bayesnet/feature_selection/IWSS.h"
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#include "BoostAODE.h"
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#include "bayesnet/utils/loguru.cpp"
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namespace bayesnet {
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BoostAODE::BoostAODE(bool predict_voting) : Ensemble(predict_voting)
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{
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validHyperparameters = {
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"maxModels", "bisection", "order", "convergence", "threshold",
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"select_features", "maxTolerance", "predict_voting", "block_update"
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};
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}
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void BoostAODE::buildModel(const torch::Tensor& weights)
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{
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// Models shall be built in trainModel
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models.clear();
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significanceModels.clear();
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n_models = 0;
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// Prepare the validation dataset
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auto y_ = dataset.index({ -1, "..." });
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if (convergence) {
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// Prepare train & validation sets from train data
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auto fold = folding::StratifiedKFold(5, y_, 271);
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auto [train, test] = fold.getFold(0);
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auto train_t = torch::tensor(train);
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auto test_t = torch::tensor(test);
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// Get train and validation sets
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X_train = dataset.index({ torch::indexing::Slice(0, dataset.size(0) - 1), train_t });
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y_train = dataset.index({ -1, train_t });
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X_test = dataset.index({ torch::indexing::Slice(0, dataset.size(0) - 1), test_t });
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y_test = dataset.index({ -1, test_t });
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dataset = X_train;
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m = X_train.size(1);
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auto n_classes = states.at(className).size();
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// Build dataset with train data
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buildDataset(y_train);
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metrics = Metrics(dataset, features, className, n_classes);
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} else {
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// Use all data to train
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X_train = dataset.index({ torch::indexing::Slice(0, dataset.size(0) - 1), "..." });
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y_train = y_;
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}
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}
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void BoostAODE::setHyperparameters(const nlohmann::json& hyperparameters_)
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{
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auto hyperparameters = hyperparameters_;
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if (hyperparameters.contains("order")) {
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std::vector<std::string> algos = { Orders.ASC, Orders.DESC, Orders.RAND };
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order_algorithm = hyperparameters["order"];
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if (std::find(algos.begin(), algos.end(), order_algorithm) == algos.end()) {
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throw std::invalid_argument("Invalid order algorithm, valid values [" + Orders.ASC + ", " + Orders.DESC + ", " + Orders.RAND + "]");
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}
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hyperparameters.erase("order");
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}
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if (hyperparameters.contains("convergence")) {
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convergence = hyperparameters["convergence"];
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hyperparameters.erase("convergence");
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}
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if (hyperparameters.contains("bisection")) {
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bisection = hyperparameters["bisection"];
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hyperparameters.erase("bisection");
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}
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if (hyperparameters.contains("threshold")) {
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threshold = hyperparameters["threshold"];
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hyperparameters.erase("threshold");
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}
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if (hyperparameters.contains("maxTolerance")) {
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maxTolerance = hyperparameters["maxTolerance"];
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if (maxTolerance < 1 || maxTolerance > 4)
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throw std::invalid_argument("Invalid maxTolerance value, must be greater in [1, 4]");
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hyperparameters.erase("maxTolerance");
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}
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if (hyperparameters.contains("predict_voting")) {
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predict_voting = hyperparameters["predict_voting"];
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hyperparameters.erase("predict_voting");
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}
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if (hyperparameters.contains("select_features")) {
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auto selectedAlgorithm = hyperparameters["select_features"];
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std::vector<std::string> algos = { SelectFeatures.IWSS, SelectFeatures.CFS, SelectFeatures.FCBF };
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selectFeatures = true;
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select_features_algorithm = selectedAlgorithm;
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if (std::find(algos.begin(), algos.end(), selectedAlgorithm) == algos.end()) {
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throw std::invalid_argument("Invalid selectFeatures value, valid values [" + SelectFeatures.IWSS + ", " + SelectFeatures.CFS + ", " + SelectFeatures.FCBF + "]");
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}
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hyperparameters.erase("select_features");
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}
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if (hyperparameters.contains("block_update")) {
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block_update = hyperparameters["block_update"];
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hyperparameters.erase("block_update");
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}
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Classifier::setHyperparameters(hyperparameters);
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}
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std::tuple<torch::Tensor&, double, bool> update_weights(torch::Tensor& ytrain, torch::Tensor& ypred, torch::Tensor& weights)
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{
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bool terminate = false;
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double alpha_t = 0;
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auto mask_wrong = ypred != ytrain;
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auto mask_right = ypred == ytrain;
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auto masked_weights = weights * mask_wrong.to(weights.dtype());
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double epsilon_t = masked_weights.sum().item<double>();
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if (epsilon_t > 0.5) {
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// Inverse the weights policy (plot ln(wt))
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// "In each round of AdaBoost, there is a sanity check to ensure that the current base
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// learner is better than random guess" (Zhi-Hua Zhou, 2012)
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terminate = true;
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} else {
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double wt = (1 - epsilon_t) / epsilon_t;
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alpha_t = epsilon_t == 0 ? 1 : 0.5 * log(wt);
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// Step 3.2: Update weights for next classifier
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// Step 3.2.1: Update weights of wrong samples
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weights += mask_wrong.to(weights.dtype()) * exp(alpha_t) * weights;
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// Step 3.2.2: Update weights of right samples
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weights += mask_right.to(weights.dtype()) * exp(-alpha_t) * weights;
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// Step 3.3: Normalise the weights
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double totalWeights = torch::sum(weights).item<double>();
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weights = weights / totalWeights;
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}
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return { weights, alpha_t, terminate };
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}
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std::tuple<torch::Tensor&, double, bool> BoostAODE::update_weights_block(int k, torch::Tensor& ytrain, torch::Tensor& weights)
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{
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/* Update Block algorithm
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k = # of models in block
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n_models = # of models in ensemble to make predictions
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n_models_bak = # models saved
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models = vector of models to make predictions
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models_bak = models not used to make predictions
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significances_bak = backup of significances vector
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Case list
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A) k = 1, n_models = 1 => n = 0 , n_models = n + k
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B) k = 1, n_models = n + 1 => n_models = n + k
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C) k > 1, n_models = k + 1 => n= 1, n_models = n + k
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D) k > 1, n_models = k => n = 0, n_models = n + k
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E) k > 1, n_models = k + n => n_models = n + k
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A, D) n=0, k > 0, n_models == k
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1. n_models_bak <- n_models
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2. significances_bak <- significances
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3. significances = vector(k, 1)
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4. Don’t move any classifiers out of models
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5. n_models <- k
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6. Make prediction, compute alpha, update weights
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7. Don’t restore any classifiers to models
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8. significances <- significances_bak
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9. Update last k significances
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10. n_models <- n_models_bak
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B, C, E) n > 0, k > 0, n_models == n + k
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1. n_models_bak <- n_models
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2. significances_bak <- significances
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3. significances = vector(k, 1)
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4. Move first n classifiers to models_bak
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5. n_models <- k
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6. Make prediction, compute alpha, update weights
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7. Insert classifiers in models_bak to be the first n models
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8. significances <- significances_bak
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9. Update last k significances
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10. n_models <- n_models_bak
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*/
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//
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// Make predict with only the last k models
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//
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std::unique_ptr<Classifier> model;
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std::vector<std::unique_ptr<Classifier>> models_bak;
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// 1. n_models_bak <- n_models 2. significances_bak <- significances
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auto significance_bak = significanceModels;
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auto n_models_bak = n_models;
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// 3. significances = vector(k, 1)
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significanceModels = std::vector<double>(k, 1.0);
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// 4. Move first n classifiers to models_bak
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// backup the first n_models - k models (if n_models == k, don't backup any)
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VLOG_SCOPE_F(1, "upd_weights_block n_models=%d k=%d", n_models, k);
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for (int i = 0; i < n_models - k; ++i) {
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model = std::move(models[0]);
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models.erase(models.begin());
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models_bak.push_back(std::move(model));
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}
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assert(models.size() == k);
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// 5. n_models <- k
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n_models = k;
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// 6. Make prediction, compute alpha, update weights
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auto ypred = predict(X_train);
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//
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// Update weights
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//
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double alpha_t;
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bool terminate;
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std::tie(weights, alpha_t, terminate) = update_weights(y_train, ypred, weights);
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//
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// Restore the models if needed
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//
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// 7. Insert classifiers in models_bak to be the first n models
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// if n_models_bak == k, don't restore any, because none of them were moved
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if (k != n_models_bak) {
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// Insert in the same order as they were extracted
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int bak_size = models_bak.size();
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for (int i = 0; i < bak_size; ++i) {
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model = std::move(models_bak[bak_size - 1 - i]);
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models_bak.erase(models_bak.end() - 1);
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models.insert(models.begin(), std::move(model));
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}
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}
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// 8. significances <- significances_bak
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significanceModels = significance_bak;
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//
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// Update the significance of the last k models
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//
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// 9. Update last k significances
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for (int i = 0; i < k; ++i) {
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significanceModels[n_models_bak - k + i] = alpha_t;
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}
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// 10. n_models <- n_models_bak
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n_models = n_models_bak;
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return { weights, alpha_t, terminate };
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}
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std::vector<int> BoostAODE::initializeModels()
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{
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std::vector<int> featuresUsed;
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torch::Tensor weights_ = torch::full({ m }, 1.0 / m, torch::kFloat64);
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int maxFeatures = 0;
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if (select_features_algorithm == SelectFeatures.CFS) {
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featureSelector = new CFS(dataset, features, className, maxFeatures, states.at(className).size(), weights_);
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} else if (select_features_algorithm == SelectFeatures.IWSS) {
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if (threshold < 0 || threshold >0.5) {
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throw std::invalid_argument("Invalid threshold value for " + SelectFeatures.IWSS + " [0, 0.5]");
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}
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featureSelector = new IWSS(dataset, features, className, maxFeatures, states.at(className).size(), weights_, threshold);
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} else if (select_features_algorithm == SelectFeatures.FCBF) {
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if (threshold < 1e-7 || threshold > 1) {
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throw std::invalid_argument("Invalid threshold value for " + SelectFeatures.FCBF + " [1e-7, 1]");
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}
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featureSelector = new FCBF(dataset, features, className, maxFeatures, states.at(className).size(), weights_, threshold);
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}
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featureSelector->fit();
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auto cfsFeatures = featureSelector->getFeatures();
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auto scores = featureSelector->getScores();
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for (int i = 0; i < cfsFeatures.size(); ++i) {
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LOG_F(INFO, "Feature: %d Score: %f", cfsFeatures[i], scores[i]);
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}
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for (const int& feature : cfsFeatures) {
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featuresUsed.push_back(feature);
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std::unique_ptr<Classifier> model = std::make_unique<SPODE>(feature);
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model->fit(dataset, features, className, states, weights_);
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models.push_back(std::move(model));
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significanceModels.push_back(1.0); // They will be updated later in trainModel
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n_models++;
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}
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notes.push_back("Used features in initialization: " + std::to_string(featuresUsed.size()) + " of " + std::to_string(features.size()) + " with " + select_features_algorithm);
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delete featureSelector;
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return featuresUsed;
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}
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void BoostAODE::trainModel(const torch::Tensor& weights)
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{
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//
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// Logging setup
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//
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loguru::set_thread_name("BoostAODE");
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loguru::g_stderr_verbosity = loguru::Verbosity_OFF;;
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loguru::add_file("boostAODE.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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LOG_F(INFO, "Initial models: %d", n_models);
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LOG_F(INFO, "Significances: ");
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for (int i = 0; i < n_models; ++i) {
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LOG_F(INFO, "i=%d significance=%f", i, significanceModels[i]);
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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 featureSelection = metrics.SelectKBestWeighted(weights_, ascending, n); // Get all the features sorted
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VLOG_SCOPE_F(1, "featureSelection.size: %zu featuresUsed.size: %zu", featureSelection.size(), featuresUsed.size());
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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 = pow(2, tolerance);
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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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if (finished) {
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VLOG_SCOPE_F(2, "** epsilon_t > 0.5 **");
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break;
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}
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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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VLOG_SCOPE_F(3, "First accuracy: %f", priorAccuracy);
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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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// Keep the best accuracy until now as the prior accuracy
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priorAccuracy = std::max(accuracy, priorAccuracy);
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// priorAccuracy = accuracy;
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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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VLOG_SCOPE_F(4, "Convergence threshold reached & %d models eliminated of %d", numItemsPack, n_models);
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for (int i = 0; i < numItemsPack; ++i) {
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significanceModels.pop_back();
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models.pop_back();
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n_models--;
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}
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} else {
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VLOG_SCOPE_F(4, "Convergence threshold reached & 0 models eliminated n_models=%d numItemsPack=%d", n_models, numItemsPack);
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notes.push_back("Convergence threshold reached & 0 models eliminated");
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}
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}
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if (featuresUsed.size() != features.size()) {
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notes.push_back("Used features in train: " + std::to_string(featuresUsed.size()) + " of " + std::to_string(features.size()));
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status = WARNING;
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}
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notes.push_back("Number of models: " + std::to_string(n_models));
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}
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std::vector<std::string> BoostAODE::graph(const std::string& title) const
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{
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return Ensemble::graph(title);
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}
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} |