Class CDependenceMaximization, base class for all feature selection preprocessors which select a subset of features that shows maximum dependence between the features and the labels. This is done via an implementation of CIndependenceTest, m_estimator inside compute_measures() (see class documentation of CFeatureSelection), which performs a statistical test for a given feature \(\mathbf{X}_i\) from the set of features \(\mathbf{X}\), and the labels \(\mathbf{Y}\). The test checks
\[ \textbf{H}_0 : P\left(\mathbf{X}\setminus \mathbf{X}_i, \mathbf{Y}\right) =P\left(\mathbf{X}\setminus \mathbf{X}_i\right)P\left(\mathbf{Y}\right) \]
The test statistic is then used as a measure. Lowest measure signifies lowest dependence. Therefore, lowest scoring features are removed. The removal policy thus can only be N_SMALLEST and PERCENTILE_SMALLEST and it can be set via set_policy() call. remove_feats() method handles the removal of features based on the specified policy.
The estimator cannot be set via user interface, rather its subclasses initialize this estimator with appropriate instances internally.
This class also overrides set_labels() method to create a feature object from the labels and sets this as features \(\mathbf{Y}\sim q\) to the estimator which is required to compute the measure.
在文件 DependenceMaximization.h 第 67 行定义.
Public 成员函数 | |
CDependenceMaximization () | |
virtual | ~CDependenceMaximization () |
virtual float64_t | compute_measures (CFeatures *features, index_t idx) |
virtual CFeatures * | remove_feats (CFeatures *features, SGVector< index_t > ranks) |
virtual void | set_policy (EFeatureRemovalPolicy policy) |
virtual void | set_algorithm (EFeatureSelectionAlgorithm algorithm)=0 |
virtual bool | init (CFeatures *features) |
virtual void | set_labels (CLabels *labels) |
virtual const char * | get_name () const |
virtual CFeatures * | apply (CFeatures *features) |
virtual EFeatureClass | get_feature_class () |
virtual EFeatureType | get_feature_type () |
virtual EPreprocessorType | get_type () const |
void | set_target_dim (index_t target_dim) |
index_t | get_target_dim () const |
EFeatureSelectionAlgorithm | get_algorithm () const |
EFeatureRemovalPolicy | get_policy () const |
void | set_num_remove (index_t num_remove) |
index_t | get_num_remove () const |
CLabels * | get_labels () const |
virtual void | cleanup () |
virtual CSGObject * | shallow_copy () const |
virtual CSGObject * | deep_copy () const |
virtual bool | is_generic (EPrimitiveType *generic) const |
template<class T > | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
template<> | |
void | set_generic () |
void | unset_generic () |
virtual void | print_serializable (const char *prefix="") |
virtual bool | save_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=Version::get_version_parameter()) |
virtual bool | load_serializable (CSerializableFile *file, const char *prefix="", int32_t param_version=Version::get_version_parameter()) |
DynArray< TParameter * > * | load_file_parameters (const SGParamInfo *param_info, int32_t file_version, CSerializableFile *file, const char *prefix="") |
DynArray< TParameter * > * | load_all_file_parameters (int32_t file_version, int32_t current_version, CSerializableFile *file, const char *prefix="") |
void | map_parameters (DynArray< TParameter * > *param_base, int32_t &base_version, DynArray< const SGParamInfo * > *target_param_infos) |
void | set_global_io (SGIO *io) |
SGIO * | get_global_io () |
void | set_global_parallel (Parallel *parallel) |
Parallel * | get_global_parallel () |
void | set_global_version (Version *version) |
Version * | get_global_version () |
SGStringList< char > | get_modelsel_names () |
void | print_modsel_params () |
char * | get_modsel_param_descr (const char *param_name) |
index_t | get_modsel_param_index (const char *param_name) |
void | build_gradient_parameter_dictionary (CMap< TParameter *, CSGObject * > *dict) |
virtual void | update_parameter_hash () |
virtual bool | parameter_hash_changed () |
virtual bool | equals (CSGObject *other, float64_t accuracy=0.0, bool tolerant=false) |
virtual CSGObject * | clone () |
Public 属性 | |
SGIO * | io |
Parallel * | parallel |
Version * | version |
Parameter * | m_parameters |
Parameter * | m_model_selection_parameters |
Parameter * | m_gradient_parameters |
ParameterMap * | m_parameter_map |
uint32_t | m_hash |
Protected 成员函数 | |
virtual CFeatures * | create_transformed_copy (CFeatures *features, index_t idx) |
virtual CFeatures * | apply_backward_elimination (CFeatures *features) |
virtual void | precompute () |
virtual void | adapt_params (CFeatures *features) |
index_t | get_num_features (CFeatures *features) const |
virtual TParameter * | migrate (DynArray< TParameter * > *param_base, const SGParamInfo *target) |
virtual void | one_to_one_migration_prepare (DynArray< TParameter * > *param_base, const SGParamInfo *target, TParameter *&replacement, TParameter *&to_migrate, char *old_name=NULL) |
virtual void | load_serializable_pre () throw (ShogunException) |
virtual void | load_serializable_post () throw (ShogunException) |
virtual void | save_serializable_pre () throw (ShogunException) |
virtual void | save_serializable_post () throw (ShogunException) |
Default constructor
在文件 DependenceMaximization.cpp 第 39 行定义.
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Destructor
在文件 DependenceMaximization.cpp 第 56 行定义.
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Tunes the parameters which are required to compute the measure based on current features. Overridden in the subclasses. Here it does nothing.
features | the features based on which parameters are needed to be tuned for computing measures |
Generic interface for applying the feature selection preprocessor. Acts as a wrapper which decides which actual method to call based on the algorithm specified.
features | the input features |
实现了 CPreprocessor.
Applies backward elimination algorithm for performing feature selection. After performing necessary precomputing (defined by subclasses), it iteratively eliminates a number of features based on a measure until target dimension is reached.
features | the input features |
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Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.
dict | dictionary of parameters to be built. |
在文件 SGObject.cpp 第 1185 行定义.
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performs cleanup
实现了 CPreprocessor.
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Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.
在文件 SGObject.cpp 第 1302 行定义.
Method that computes the measures using test statistic computed by an instance of CIndependenceTest wiht the provided features and the labels
features | the features on which the measure has to be computed |
idx | the index that decides which features should we compute the measure on |
实现了 CFeatureSelection< float64_t >.
在文件 DependenceMaximization.cpp 第 105 行定义.
Helper method which removes the dimension specified via the index. It copies the rest of the features into a separate object via copy_dimension_subset() call.
features | the features |
idx | index of the dimension which is required to be removed |
在文件 DependenceMaximization.cpp 第 77 行定义.
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A deep copy. All the instance variables will also be copied.
在文件 SGObject.cpp 第 146 行定义.
Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!
May be overwritten but please do with care! Should not be necessary in most cases.
other | object to compare with |
accuracy | accuracy to use for comparison (optional) |
tolerant | allows linient check on float equality (within accuracy) |
在文件 SGObject.cpp 第 1206 行定义.
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实现了 CPreprocessor.
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实现了 CPreprocessor.
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在文件 SGObject.cpp 第 1077 行定义.
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Returns description of a given parameter string, if it exists. SG_ERROR otherwise
param_name | name of the parameter |
在文件 SGObject.cpp 第 1101 行定义.
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Returns index of model selection parameter with provided index
param_name | name of model selection parameter |
在文件 SGObject.cpp 第 1114 行定义.
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重载 CFeatureSelection< float64_t > .
被 CBAHSIC , 以及 CKernelDependenceMaximization 重载.
在文件 DependenceMaximization.h 第 133 行定义.
Returns the number of features of the provided feature object. Since the number of features doesn't make sense for all types of features, this helper method checks whether obtaining a num_features is possible and then calls get_num_features() on those features after proper type-cast
features | the feature object |
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Initialize preprocessor from features
features | the features |
实现了 CPreprocessor.
在文件 DependenceMaximization.cpp 第 62 行定义.
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If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.
generic | set to the type of the generic if returning TRUE |
在文件 SGObject.cpp 第 243 行定义.
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maps all parameters of this instance to the provided file version and loads all parameter data from the file into an array, which is sorted (basically calls load_file_parameter(...) for all parameters and puts all results into a sorted array)
file_version | parameter version of the file |
current_version | version from which mapping begins (you want to use Version::get_version_parameter() for this in most cases) |
file | file to load from |
prefix | prefix for members |
在文件 SGObject.cpp 第 648 行定义.
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loads some specified parameters from a file with a specified version The provided parameter info has a version which is recursively mapped until the file parameter version is reached. Note that there may be possibly multiple parameters in the mapping, therefore, a set of TParameter instances is returned
param_info | information of parameter |
file_version | parameter version of the file, must be <= provided parameter version |
file | file to load from |
prefix | prefix for members |
在文件 SGObject.cpp 第 489 行定义.
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Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!
file | where to load from |
prefix | prefix for members |
param_version | (optional) a parameter version different to (this is mainly for testing, better do not use) |
在文件 SGObject.cpp 第 320 行定义.
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Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.
ShogunException | Will be thrown if an error occurres. |
被 CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel , 以及 CExponentialKernel 重载.
在文件 SGObject.cpp 第 1004 行定义.
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Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.
ShogunException | Will be thrown if an error occurres. |
被 CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.
在文件 SGObject.cpp 第 999 行定义.
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Takes a set of TParameter instances (base) with a certain version and a set of target parameter infos and recursively maps the base level wise to the current version using CSGObject::migrate(...). The base is replaced. After this call, the base version containing parameters should be of same version/type as the initial target parameter infos. Note for this to work, the migrate methods and all the internal parameter mappings have to match
param_base | set of TParameter instances that are mapped to the provided target parameter infos |
base_version | version of the parameter base |
target_param_infos | set of SGParamInfo instances that specify the target parameter base |
在文件 SGObject.cpp 第 686 行定义.
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creates a new TParameter instance, which contains migrated data from the version that is provided. The provided parameter data base is used for migration, this base is a collection of all parameter data of the previous version. Migration is done FROM the data in param_base TO the provided param info Migration is always one version step. Method has to be implemented in subclasses, if no match is found, base method has to be called.
If there is an element in the param_base which equals the target, a copy of the element is returned. This represents the case when nothing has changed and therefore, the migrate method is not overloaded in a subclass
param_base | set of TParameter instances to use for migration |
target | parameter info for the resulting TParameter |
在文件 SGObject.cpp 第 893 行定义.
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This method prepares everything for a one-to-one parameter migration. One to one here means that only ONE element of the parameter base is needed for the migration (the one with the same name as the target). Data is allocated for the target (in the type as provided in the target SGParamInfo), and a corresponding new TParameter instance is written to replacement. The to_migrate pointer points to the single needed TParameter instance needed for migration. If a name change happened, the old name may be specified by old_name. In addition, the m_delete_data flag of to_migrate is set to true. So if you want to migrate data, the only thing to do after this call is converting the data in the m_parameter fields. If unsure how to use - have a look into an example for this. (base_migration_type_conversion.cpp for example)
param_base | set of TParameter instances to use for migration |
target | parameter info for the resulting TParameter |
replacement | (used as output) here the TParameter instance which is returned by migration is created into |
to_migrate | the only source that is used for migration |
old_name | with this parameter, a name change may be specified |
在文件 SGObject.cpp 第 833 行定义.
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在文件 SGObject.cpp 第 209 行定义.
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Performs the tasks which can be computed beforehand before the actual algorithm begins. This method is overridden in the subclasses. Here it does nothing.
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prints all parameter registered for model selection and their type
在文件 SGObject.cpp 第 1053 行定义.
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Method which handles the removal of features based on removal policy. see documentation of CFeatureSelection. For dependence maximization approach, the lowest scoring features are removed. Therefore, only m_policy can only be N_SMALLEST, PERCENTILE_SMALLEST. see set_policy() method for specifying the exact policy
features | the features object from which specific features has to be removed |
ranks | the ranks of the features based on their measures, 0 being the lowest rank which corresponds to smallest measure. |
实现了 CFeatureSelection< float64_t >.
在文件 DependenceMaximization.cpp 第 129 行定义.
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Save this object to file.
file | where to save the object; will be closed during returning if PREFIX is an empty string. |
prefix | prefix for members |
param_version | (optional) a parameter version different to (this is mainly for testing, better do not use) |
在文件 SGObject.cpp 第 261 行定义.
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Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.
ShogunException | Will be thrown if an error occurres. |
被 CKernel 重载.
在文件 SGObject.cpp 第 1014 行定义.
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Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.
ShogunException | Will be thrown if an error occurres. |
被 CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.
在文件 SGObject.cpp 第 1009 行定义.
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Abstract method which is overridden in the subclasses to set accepted feature selection algorithm
algorithm | the feature selection algorithm to use |
实现了 CFeatureSelection< float64_t >.
在 CKernelDependenceMaximization , 以及 CBAHSIC 内被实现.
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在文件 SGObject.cpp 第 38 行定义.
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在文件 SGObject.cpp 第 43 行定义.
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在文件 SGObject.cpp 第 48 行定义.
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在文件 SGObject.cpp 第 53 行定义.
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在文件 SGObject.cpp 第 58 行定义.
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在文件 SGObject.cpp 第 63 行定义.
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在文件 SGObject.cpp 第 68 行定义.
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在文件 SGObject.cpp 第 73 行定义.
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在文件 SGObject.cpp 第 78 行定义.
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在文件 SGObject.cpp 第 83 行定义.
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在文件 SGObject.cpp 第 88 行定义.
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在文件 SGObject.cpp 第 93 行定义.
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在文件 SGObject.cpp 第 98 行定义.
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在文件 SGObject.cpp 第 103 行定义.
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在文件 SGObject.cpp 第 108 行定义.
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set generic type to T
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Setter for labels. This method is overridden to internally convert the labels to a dense feature object and set this feature in the independence test estimator. These labels serve as samples \(\mathbf{Y}\sim q\) in the independence test
labels | the labels |
重载 CFeatureSelection< float64_t > .
在文件 DependenceMaximization.cpp 第 181 行定义.
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Use this method to set the number or percentile of features to be removed in each iteration.
num_remove | number or percentage of features to be removed in each iteration |
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policy | feature removal policy |
实现了 CFeatureSelection< float64_t >.
在文件 DependenceMaximization.cpp 第 173 行定义.
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target_dim | the target dimension to achieve |
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A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.
被 CGaussianKernel 重载.
在文件 SGObject.cpp 第 140 行定义.
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unset generic type
this has to be called in classes specializing a template class
在文件 SGObject.cpp 第 250 行定义.
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Updates the hash of current parameter combination
在文件 SGObject.cpp 第 196 行定义.
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io
在文件 SGObject.h 第 461 行定义.
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Wrapper algorithm for feature selection
在文件 FeatureSelection.h 第 293 行定义.
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The estimator for performing statistical tests for independence which is used for computing measures
在文件 DependenceMaximization.h 第 154 行定义.
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parameters wrt which we can compute gradients
在文件 SGObject.h 第 476 行定义.
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Hash of parameter values
在文件 SGObject.h 第 482 行定义.
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The labels for the feature vectors
在文件 FeatureSelection.h 第 307 行定义.
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The feature for the labels
在文件 DependenceMaximization.h 第 157 行定义.
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model selection parameters
在文件 SGObject.h 第 473 行定义.
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Number or percentage of features to be removed. When the policy is set as ::N_SMALLEST or ::N_LARGEST, this number decides how many features in an iteration. For ::PERCENTILE_SMALLEST or ::PERCENTILE_LARGEST, this decides the percentage of current number of features to be removed in each iteration
在文件 FeatureSelection.h 第 304 行定义.
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map for different parameter versions
在文件 SGObject.h 第 479 行定义.
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parameters
在文件 SGObject.h 第 470 行定义.
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Feature removal policy
在文件 FeatureSelection.h 第 296 行定义.
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Target dimension
在文件 FeatureSelection.h 第 290 行定义.
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parallel
在文件 SGObject.h 第 464 行定义.
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version
在文件 SGObject.h 第 467 行定义.