#region License Information /* HeuristicLab * Copyright (C) 2002-2012 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.Collections.Generic; 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 : Item, INCAInitializer { [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 double[] Initialize(IClassificationProblemData data, int dimensions) { var instances = data.TrainingIndices.Count(); var attributes = data.AllowedInputVariables.Count(); var ldaDs = new double[instances, attributes + 1]; int row, col = 0; foreach (var variable in data.AllowedInputVariables) { row = 0; foreach (var value in data.Dataset.GetDoubleValues(variable, data.TrainingIndices)) { ldaDs[row, col] = value; row++; } col++; } row = 0; var uniqueClasses = new Dictionary(); foreach (var label in data.Dataset.GetDoubleValues(data.TargetVariable, data.TrainingIndices)) { if (!uniqueClasses.ContainsKey(label)) uniqueClasses[label] = uniqueClasses.Count; ldaDs[row++, attributes] = label; } for (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); var result = new double[attributes * dimensions]; for (int i = 0; i < attributes; i++) for (int j = 0; j < dimensions; j++) result[i * dimensions + j] = matrix[i, j]; return result; } } }