BayesNet/docs/algorithm.tex

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\section{Algorithm}
\begin{itemize}
\item[] // notation
\item $n$ features ${\cal{X}} = \{X_1, \dots, X_n\}$ and the class $Y$
\item $m$ instances.
\item $D = \{ (x_1^i, \dots, x_n^i, y^i) \}_{i=1}^{m}$
\item $W$ a weights vector. $W_0$ are the initial weights.
\item $D[W]$ dataset with weights $W$ for the instances.
\end{itemize}
\bigskip
\begin{enumerate}
\item[] // initialization
\item $W_0 \leftarrow (w_1, \dots, w_m) \leftarrow 1/m$
\item $W \leftarrow W_0$
\item $Vars \leftarrow {\cal{X}}$
\item $\delta \leftarrow 10^{-4}$
\item $convergence \leftarrow True$ // hyperparameter
\item $maxTolerancia \leftarrow 3$ // hyperparameter
\item $bisection \leftarrow False$ // hyperparameter
\item $finished \leftarrow False$
\item $AODE \leftarrow \emptyset$ \hspace*{2cm} // the ensemble
\item $tolerance \leftarrow 0$
\item $numModelsInPack \leftarrow 0$
\item $maxAccuracy \leftarrow -1$
\item[]
\newpage
\item[] // main loop
\item While $(\lnot finished)$
\begin{enumerate}
\item $\pi \leftarrow SortFeatures(Vars, criterio, D[W])$
\item $k \leftarrow 2^{tolerance}$
\item if ($tolerance == 0$) $numItemsPack \leftarrow0$
\item $P \leftarrow Head(\pi,k)$ \hspace*{2cm} // first k features in order
\item $spodes \leftarrow \emptyset$
\item $i \leftarrow 0$
\item While ($ i < size(P)$)
\begin{enumerate}
\item $X \leftarrow P[i]$
\item $i \leftarrow i + 1$
\item $numItemsPack \leftarrow numItemsPack + 1$
\item $Vars.remove(X)$
\item $spode \leftarrow BuildSpode(X, {\cal{X}}, D[W])$
\item $\hat{y}[] \leftarrow spode.Predict(D)$
\item $\epsilon \leftarrow error(\hat{y}[], y[])$
\item $\alpha \leftarrow \frac{1}{2} ln \left ( \frac{1-\epsilon}{\epsilon} \right )$
\item if ($\epsilon > 0.5$)
\begin{enumerate}
\item $finished \leftarrow True$
\item break
\end{enumerate}
\item $spodes.add( (spode,\alpha_t) )$
\item $W \leftarrow UpdateWeights(W,\alpha,y[],\hat{y}[])$
\end{enumerate}
\item $AODE.add( spodes )$
\item if ($convergence \land \lnot finished$)
\begin{enumerate}
\item $\hat{y}[] \leftarrow AODE.Predict(D)$
\item $actualAccuracy \leftarrow accuracy(\hat{y}[], y[])$
\item $if (maxAccuracy == -1)\; maxAccuracy \leftarrow actualAccuracy$
\item if $((accuracy - maxAccuracy) < \delta)$\hspace*{2cm} // result doesn't improve enough
\begin{enumerate}
\item $tolerance \leftarrow tolerance + 1$
\end{enumerate}
\item else
\begin{enumerate}
\item $tolerance \leftarrow 0$
\item $numItemsPack \leftarrow 0$
\end{enumerate}
\end{enumerate}
\item If $(Vars == \emptyset \lor tolerance>maxTolerance) \; finished \leftarrow True$
\item $lastAccuracy \leftarrow max(lastAccuracy, actualAccuracy)$
\end{enumerate}
\item if ($tolerance > maxTolerance$) \hspace*{1cm} // algorithm finished because of lack of convergence
\begin{enumerate}
\item $removeModels(AODE, numItemsPack)$
\end{enumerate}
\item Return $AODE$
\end{enumerate}