Changeset 8441 for branches/NCA

Timestamp:

08/08/12 18:20:33 (12 years ago)

Author:

abeham

Message:

#1913: added quality output

Location:

branches/NCA/HeuristicLab.Algorithms.NCA/3.3

Files:

• Auxiliary.cs (deleted)
• HeuristicLab.Algorithms.NCA-3.3.csproj (modified) (2 diffs)
• NCAModel.cs (modified) (5 diffs)
• NeighborhoodComponentsAnalysis.cs (modified) (3 diffs)

branches/NCA/HeuristicLab.Algorithms.NCA/3.3/HeuristicLab.Algorithms.NCA-3.3.csproj

@@ -43 +43 @@
     <Reference Include="HeuristicLab.Algorithms.DataAnalysis-3.4">
       <HintPath>..\..\..\..\trunk\sources\bin\HeuristicLab.Algorithms.DataAnalysis-3.4.dll</HintPath>
+      <Private>False</Private>
+    </Reference>
+    <Reference Include="HeuristicLab.Analysis-3.3, Version=3.3.0.0, Culture=neutral, PublicKeyToken=ba48961d6f65dcec, processorArchitecture=MSIL">
       <Private>False</Private>
     </Reference>
@@ -109 +112 @@
     <Compile Include="NCAClassificationSolution.cs" />
     <Compile Include="NCAModel.cs" />
-    <Compile Include="Auxiliary.cs" />
     <Compile Include="Plugin.cs" />
     <Compile Include="Properties\AssemblyInfo.cs" />

branches/NCA/HeuristicLab.Algorithms.NCA/3.3/NCAModel.cs

@@ -23 +23 @@
 using System.Collections.Generic;
 using System.Linq;
+using HeuristicLab.Algorithms.DataAnalysis;
 using HeuristicLab.Common;
 using HeuristicLab.Core;
@@ -63 +64 @@
       get { return (double[,])transformedTrainingset.Clone(); }
     }
+    [Storable]
+    private Scaling scaling;
 
     [StorableConstructor]
@@ -77 +80 @@
       if (original.transformedTrainingset != null)
         this.transformedTrainingset = (double[,])original.transformedTrainingset.Clone();
+      this.scaling = cloner.Clone(original.scaling);
     }
-    public NCAModel(double[,] transformedTrainingset, double[,] transformationMatrix, int k, string targetVariable, IEnumerable<string> allowedInputVariables, double[] classValues = null)
+    public NCAModel(double[,] transformedTrainingset, Scaling scaling, double[,] transformationMatrix, int k, string targetVariable, IEnumerable<string> allowedInputVariables, double[] classValues = null)
       : base() {
       this.name = ItemName;
       this.description = ItemDescription;
       this.transformedTrainingset = transformedTrainingset;
+      this.scaling = scaling;
       this.transformationMatrix = transformationMatrix;
       this.k = k;
@@ -96 +101 @@
 
     public IEnumerable<double> GetEstimatedClassValues(Dataset dataset, IEnumerable<int> rows) {
-      int k = Math.Min(this.k, transformedTrainingset.GetLength(0));
-      double[] transformedRow = new double[transformationMatrix.GetLength(1)];
+      var k = Math.Min(this.k, transformedTrainingset.GetLength(0));
+      var transformedRow = new double[transformationMatrix.GetLength(1)];
       var kVotes = new SortedList<double, double>(k + 1);
       foreach (var r in rows) {
@@ -103 +108 @@
         int j = 0;
         foreach (var v in allowedInputVariables) {
+          var values = scaling.GetScaledValues(dataset, v, rows);
           double val = dataset.GetDoubleValue(v, r);
           for (int i = 0; i < transformedRow.Length; i++)

branches/NCA/HeuristicLab.Algorithms.NCA/3.3/NeighborhoodComponentsAnalysis.cs

@@ -20 +20 @@
 #endregion
 
+using System;
+using System.Collections.Generic;
 using System.Linq;
 using HeuristicLab.Algorithms.DataAnalysis;
+using HeuristicLab.Analysis;
 using HeuristicLab.Common;
 using HeuristicLab.Core;
@@ -32 +35 @@
 
 namespace HeuristicLab.Algorithms.NCA {
+  public delegate void Reporter(double quality, double[] coefficients);
   /// <summary>
   /// Neighborhood Components Analysis
@@ -93 +97 @@
 
       var clonedProblem = (IClassificationProblemData)Problem.ProblemData.Clone();
-      var classification = new NCAClassificationSolution(clonedProblem, Auxiliary.Train(clonedProblem, k, dimensions, initializer));
+      var model = Train(clonedProblem, k, dimensions, initializer, ReportQuality);
+      var classification = new NCAClassificationSolution(clonedProblem, model);
       Results.Add(new Result("ClassificationSolution", "The classification solution.", classification));
-      // TODO: result that shows the LOO performance
-    }
+    }
+
+    private void ReportQuality(double func, double[] coefficients) {
+      var instances = Problem.ProblemData.TrainingIndices.Count();
+      DataTable qualities;
+      if (!Results.ContainsKey("Optimization")) {
+        qualities = new DataTable("Optimization");
+        qualities.Rows.Add(new DataRow("Quality", string.Empty));
+        Results.Add(new Result("Optimization", qualities));
+      } else qualities = (DataTable)Results["Optimization"].Value;
+      qualities.Rows["Quality"].Values.Add(-func / instances);
+
+      if (!Results.ContainsKey("Quality")) {
+        Results.Add(new Result("Quality", new DoubleValue(-func / instances)));
+      } else ((DoubleValue)Results["Quality"].Value).Value = -func / instances;
+    }
+
+    public static INCAModel Train(IClassificationProblemData data, int k, int dimensions, INCAInitializer initializer, Reporter reporter = null) {
+      var instances = data.TrainingIndices.Count();
+      var attributes = data.AllowedInputVariables.Count();
+
+      double[] matrix = initializer.Initialize(data, dimensions);
+
+      var info = new OptimizationInfo(data, dimensions, reporter);
+      alglib.mincgstate state;
+      alglib.mincgreport rep;
+
+      alglib.mincgcreate(matrix, out state);
+      alglib.mincgsetcond(state, 0, 1e-05, 0, 20);
+      alglib.mincgsetxrep(state, true);
+      alglib.mincgoptimize(state, Gradient, Report, info);
+      alglib.mincgresults(state, out matrix, out rep);
+
+      var transformationMatrix = new double[attributes, dimensions];
+      var counter = 0;
+      for (var i = 0; i < attributes; i++)
+        for (var j = 0; j < dimensions; j++)
+          transformationMatrix[i, j] = matrix[counter++];
+
+      var transformedTrainingset = new double[instances, dimensions];
+      var rowCount = 0;
+      foreach (var r in data.TrainingIndices) {
+        var i = 0;
+        foreach (var v in data.AllowedInputVariables) {
+          var val = data.Dataset.GetDoubleValue(v, r);
+          for (var j = 0; j < dimensions; j++)
+            transformedTrainingset[rowCount, j] += val * transformationMatrix[i, j];
+          i++;
+        }
+        rowCount++;
+      }
+
+      var ds = data.Dataset;
+      var targetVariable = data.TargetVariable;
+      return new NCAModel(transformedTrainingset, info.Scaling, transformationMatrix, k, data.TargetVariable, data.AllowedInputVariables,
+        data.TrainingIndices.Select(i => ds.GetDoubleValue(targetVariable, i)).ToArray());
+    }
+
+    private static void Report(double[] A, double func, object obj) {
+      var info = (OptimizationInfo)obj;
+      if (info.Reporter != null) info.Reporter(func, A);
+    }
+
+    private static void Gradient(double[] A, ref double func, double[] grad, object obj) {
+      var info = (OptimizationInfo)obj;
+      var data = info.Data;
+      var classes = info.TargetValues;
+      var instances = info.Instances;
+      var attributes = info.Attributes;
+
+      var AMatrix = new Matrix(A, A.Length / info.ReduceDimensions, info.ReduceDimensions);
+
+      alglib.sparsematrix probabilities;
+      alglib.sparsecreate(instances, instances, out probabilities);
+      var transformedDistances = new double[instances];
+      for (int i = 0; i < instances - 1; i++) {
+        var iVector = new Matrix(GetRow(data, i), data.GetLength(1));
+        var denom = 0.0;
+        for (int k = 0; k < instances; k++) {
+          if (k == i) continue;
+          var kVector = new Matrix(GetRow(data, k));
+          transformedDistances[k] = Math.Exp(-iVector.Multiply(AMatrix).Subtract(kVector.Multiply(AMatrix)).SquaredVectorLength());
+          denom += transformedDistances[k];
+        }
+        if (denom > 1e-05) {
+          for (int j = i + 1; j < instances; j++) {
+            if (i == j) continue;
+            var v = transformedDistances[j] / denom;
+            alglib.sparseset(probabilities, i, j, v);
+          }
+        }
+      }
+      alglib.sparseconverttocrs(probabilities); // needed to enumerate in order (top-down and left-right)
+
+      int t0 = 0, t1 = 0, r, c;
+      double val;
+      var pi = new double[instances];
+      while (alglib.sparseenumerate(probabilities, ref t0, ref t1, out r, out c, out val)) {
+        if (classes[r].IsAlmost(classes[c])) {
+          pi[r] += val;
+        }
+      }
+
+      var innerSum = new double[attributes, attributes];
+      while (alglib.sparseenumerate(probabilities, ref t0, ref t1, out r, out c, out val)) {
+        var vector = new Matrix(GetRow(data, r)).Subtract(new Matrix(GetRow(data, c)));
+        vector.OuterProduct(vector).Multiply(2.0 * val * pi[r]).AddTo(innerSum);
+
+        if (classes[r].IsAlmost(classes[c])) {
+          vector.OuterProduct(vector).Multiply(-2.0 * val).AddTo(innerSum);
+        }
+      }
+
+      func = -2.0 * pi.Sum();
+
+      r = 0;
+      var newGrad = AMatrix.Multiply(-2.0).Transpose().Multiply(new Matrix(innerSum)).Transpose();
+      foreach (var g in newGrad) {
+        grad[r++] = g;
+      }
+    }
+
+    #region Helpers
+    private static IEnumerable<double> GetRow(double[,] data, int row) {
+      for (int i = 0; i < data.GetLength(1); i++)
+        yield return data[row, i];
+    }
+
+    private class OptimizationInfo {
+      public Scaling Scaling { get; private set; }
+      public double[,] Data { get; private set; }
+      public double[] TargetValues { get; private set; }
+      public int ReduceDimensions { get; private set; }
+      public int Instances { get; private set; }
+      public int Attributes { get; private set; }
+      public Reporter Reporter { get; private set; }
+
+      public OptimizationInfo(IClassificationProblemData data, int reduceDimensions, Reporter reporter) {
+        this.Scaling = new Scaling(data.Dataset, data.AllowedInputVariables, data.TrainingIndices);
+        this.Data = AlglibUtil.PrepareAndScaleInputMatrix(data.Dataset, data.AllowedInputVariables, data.TrainingIndices, Scaling);
+        this.TargetValues = data.Dataset.GetDoubleValues(data.TargetVariable, data.TrainingIndices).ToArray();
+        this.ReduceDimensions = reduceDimensions;
+        this.Instances = data.TrainingIndices.Count();
+        this.Attributes = data.AllowedInputVariables.Count();
+        this.Reporter = reporter;
+      }
+    }
+    #endregion
   }
 }