#region License Information /* HeuristicLab * Copyright (C) 2002-2018 Heuristic and Evolutionary Algorithms Laboratory (HEAL) * * This file is part of HeuristicLab. * * HeuristicLab is free software: you can redistribute it and/or modify * it under the terms of the GNU General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * HeuristicLab is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. * * You should have received a copy of the GNU General Public License * along with HeuristicLab. If not, see . */ #endregion using System.Linq; using HeuristicLab.Common; using HeuristicLab.Core; using HeuristicLab.Persistence.Default.CompositeSerializers.Storable; using HeuristicLab.Problems.DataAnalysis; namespace HeuristicLab.Algorithms.DataAnalysis { [Item("LDA", "Initializes the matrix by performing a linear discriminant analysis.")] [StorableClass] public class LdaInitializer : NcaInitializer { [StorableConstructor] protected LdaInitializer(bool deserializing) : base(deserializing) { } protected LdaInitializer(LdaInitializer original, Cloner cloner) : base(original, cloner) { } public LdaInitializer() : base() { } public override IDeepCloneable Clone(Cloner cloner) { return new LdaInitializer(this, cloner); } public override double[,] Initialize(IClassificationProblemData data, int dimensions) { var instances = data.TrainingIndices.Count(); var attributes = data.AllowedInputVariables.Count(); var ldaDs = data.Dataset.ToArray( data.AllowedInputVariables.Concat(data.TargetVariable.ToEnumerable()), data.TrainingIndices); // map class values to sequential natural numbers (required by alglib) var uniqueClasses = data.Dataset.GetDoubleValues(data.TargetVariable, data.TrainingIndices) .Distinct() .Select((v, i) => new { v, i }) .ToDictionary(x => x.v, x => x.i); for (int row = 0; row < instances; row++) ldaDs[row, attributes] = uniqueClasses[ldaDs[row, attributes]]; int info; double[,] matrix; alglib.fisherldan(ldaDs, instances, attributes, uniqueClasses.Count, out info, out matrix); return matrix; } } }