SHOGUN
4.0.0
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Preprocessor FisherLDA attempts to model the difference between the classes of data by performing linear discriminant analysis on input feature vectors/matrices. When the init method in FisherLDA is called with proper feature matrix X(say N number of vectors and D feature dimensions) supplied via apply_to_feature_matrix or apply_to_feature_vector methods, this creates a transformation whose outputs are the reduced T-Dimensional & class-specific distribution (where T<= number of unique classes-1). The transformation matrix is essentially a DxT matrix, the columns of which correspond to the specified number of eigenvectors which maximizes the ratio of between class matrix to within class matrix.
This class provides 3 method options to compute the transformation matrix :
CLASSIC_FLDA : This method selects W in such a way that the ratio of the between-class scatter and the within class scatter is maximized. The between class matrix is : \(\sum_b = \sum_{i=1}^C{\bf{(\mu_i-\mu)(\mu_i-\mu)^T}}\) The within class matrix is : \(\sum_w = \sum_{i=1}^C{\sum_{x_k\in}^c{\bf{(\mu_i-\mu)(\mu_i-\mu)^T}}}\) This should be choosen when N>D
CANVAR_FLDA : This method performs Canonical Variates which generalises Fisher's method to projection of more than one dimension. This is equipped to handle the cases where the within class matrix are non-invertible. Can be used for both cases(D>N or D<N). See the implementation in Bayesian Reasoning and Machine Learning by David Barber , Section 16.3
AUTO_FLDA : Automagically, the appropriate method is selected based on whether D>N (chooses CANVAR_FLDA) or D<N(chooses ::CLASSIC_FLDA)
Definition at line 92 of file FisherLDA.h.
Public Member Functions | |
CFisherLDA (EFLDAMethod method=AUTO_FLDA, float64_t thresh=0.01) | |
virtual | ~CFisherLDA () |
virtual bool | init (CFeatures *features, CLabels *labels, int32_t num_dimensions=0) |
virtual void | cleanup () |
virtual SGMatrix< float64_t > | apply_to_feature_matrix (CFeatures *features) |
virtual SGVector< float64_t > | apply_to_feature_vector (SGVector< float64_t > vector) |
SGMatrix< float64_t > | get_transformation_matrix () |
SGVector< float64_t > | get_eigenvalues () |
SGVector< float64_t > | get_mean () |
virtual const char * | get_name () const |
virtual EPreprocessorType | get_type () const |
virtual bool | init (CFeatures *data) |
void | set_target_dim (int32_t dim) |
int32_t | get_target_dim () const |
void | set_distance (CDistance *distance) |
CDistance * | get_distance () const |
void | set_kernel (CKernel *kernel) |
CKernel * | get_kernel () const |
virtual CFeatures * | apply (CFeatures *features) |
virtual EFeatureClass | get_feature_class () |
return that we are dense features (just fixed size matrices) More... | |
virtual EFeatureType | get_feature_type () |
return feature type More... | |
virtual CSGObject * | shallow_copy () const |
virtual CSGObject * | deep_copy () const |
virtual bool | is_generic (EPrimitiveType *generic) const |
template<class T > | |
void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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void | set_generic () |
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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 Attributes | |
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 Member Functions | |
void | init () |
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) |
Protected Attributes | |
SGMatrix< float64_t > | m_transformation_matrix |
int32_t | m_num_dim |
float64_t | m_threshold |
int32_t | m_method |
SGVector< float64_t > | m_mean_vector |
SGVector< float64_t > | m_eigenvalues_vector |
int32_t | m_target_dim |
CDistance * | m_distance |
CKernel * | m_kernel |
CEmbeddingConverter * | m_converter |
CFisherLDA | ( | EFLDAMethod | method = AUTO_FLDA , |
float64_t | thresh = 0.01 |
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standard constructor
method | LDA based on : CLASSIC_FLDA/CANVAR_FLDA/AUTO_FLDA[default] |
thresh | threshold value for CANVAR_FLDA only. This is used to reject those basis whose singular values are less than the provided threshold. The default one is 0.01. |
Definition at line 52 of file FisherLDA.cpp.
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destructor
Definition at line 76 of file FisherLDA.cpp.
generic interface for applying the preprocessor. used as a wrapper for apply_to_feature_matrix() method
features | the dense input features |
Implements CPreprocessor.
apply preprocessor to feature matrix
features | on which the learned tranformation has to be applied. Sometimes it is also referred as projecting the given features. |
Reimplemented from CDimensionReductionPreprocessor.
Definition at line 294 of file FisherLDA.cpp.
apply preprocessor to feature vector
features | on which the learned transformation has to be applied. |
Reimplemented from CDimensionReductionPreprocessor.
Definition at line 331 of file FisherLDA.cpp.
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inherited |
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. |
Definition at line 1243 of file SGObject.cpp.
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cleanup
Reimplemented from CDimensionReductionPreprocessor.
Definition at line 287 of file FisherLDA.cpp.
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virtualinherited |
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.
Definition at line 1360 of file SGObject.cpp.
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virtualinherited |
A deep copy. All the instance variables will also be copied.
Definition at line 200 of file SGObject.cpp.
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) |
Definition at line 1264 of file SGObject.cpp.
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getter for distance
Definition at line 88 of file DimensionReductionPreprocessor.cpp.
Definition at line 350 of file FisherLDA.cpp.
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return that we are dense features (just fixed size matrices)
Implements CPreprocessor.
Reimplemented in CRandomFourierGaussPreproc.
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Definition at line 355 of file FisherLDA.cpp.
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Definition at line 1135 of file SGObject.cpp.
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Returns description of a given parameter string, if it exists. SG_ERROR otherwise
param_name | name of the parameter |
Definition at line 1159 of file SGObject.cpp.
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Returns index of model selection parameter with provided index
param_name | name of model selection parameter |
Definition at line 1172 of file SGObject.cpp.
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virtual |
Reimplemented from CDimensionReductionPreprocessor.
Definition at line 144 of file FisherLDA.h.
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getter for target dimension
Definition at line 76 of file DimensionReductionPreprocessor.cpp.
Definition at line 345 of file FisherLDA.cpp.
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virtual |
Reimplemented from CDimensionReductionPreprocessor.
Definition at line 147 of file FisherLDA.h.
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virtualinherited |
init set true by default, should be defined if dimension reduction preprocessor is using some initialization
Implements CPreprocessor.
Reimplemented in CPCA, and CKernelPCA.
Definition at line 58 of file DimensionReductionPreprocessor.cpp.
initialize preprocessor from features and corresponding labels
features | using which the transformation matrix will be formed |
labels | of the given features which will be used here to find the transformation matrix unlike PCA where it is not needed. |
dimensions | number of dimensions to retain |
Definition at line 80 of file FisherLDA.cpp.
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protected |
Definition at line 60 of file FisherLDA.cpp.
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virtualinherited |
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 |
Definition at line 297 of file SGObject.cpp.
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inherited |
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 |
Definition at line 704 of file SGObject.cpp.
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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 |
Definition at line 545 of file SGObject.cpp.
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virtualinherited |
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) |
Definition at line 374 of file SGObject.cpp.
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protectedvirtualinherited |
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 occurs. |
Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.
Definition at line 1062 of file SGObject.cpp.
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protectedvirtualinherited |
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 occurs. |
Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.
Definition at line 1057 of file SGObject.cpp.
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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 |
Definition at line 742 of file SGObject.cpp.
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protectedvirtualinherited |
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 |
Definition at line 949 of file SGObject.cpp.
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protectedvirtualinherited |
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 |
Definition at line 889 of file SGObject.cpp.
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virtualinherited |
Definition at line 263 of file SGObject.cpp.
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prints all parameter registered for model selection and their type
Definition at line 1111 of file SGObject.cpp.
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prints registered parameters out
prefix | prefix for members |
Definition at line 309 of file SGObject.cpp.
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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) |
Definition at line 315 of file SGObject.cpp.
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protectedvirtualinherited |
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 occurs. |
Reimplemented in CKernel.
Definition at line 1072 of file SGObject.cpp.
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protectedvirtualinherited |
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 occurs. |
Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.
Definition at line 1067 of file SGObject.cpp.
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setter for distance
distance | distance to set |
Definition at line 81 of file DimensionReductionPreprocessor.cpp.
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Definition at line 42 of file SGObject.cpp.
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Definition at line 47 of file SGObject.cpp.
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Definition at line 52 of file SGObject.cpp.
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Definition at line 57 of file SGObject.cpp.
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Definition at line 62 of file SGObject.cpp.
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Definition at line 67 of file SGObject.cpp.
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Definition at line 72 of file SGObject.cpp.
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Definition at line 77 of file SGObject.cpp.
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Definition at line 82 of file SGObject.cpp.
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Definition at line 87 of file SGObject.cpp.
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Definition at line 92 of file SGObject.cpp.
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Definition at line 97 of file SGObject.cpp.
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Definition at line 102 of file SGObject.cpp.
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Definition at line 107 of file SGObject.cpp.
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Definition at line 112 of file SGObject.cpp.
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set generic type to T
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set the parallel object
parallel | parallel object to use |
Definition at line 243 of file SGObject.cpp.
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set the version object
version | version object to use |
Definition at line 284 of file SGObject.cpp.
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setter for kernel
kernel | kernel to set |
Definition at line 94 of file DimensionReductionPreprocessor.cpp.
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setter for target dimension
dim | target dimension |
Definition at line 70 of file DimensionReductionPreprocessor.cpp.
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virtualinherited |
A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.
Reimplemented in CGaussianKernel.
Definition at line 194 of file SGObject.cpp.
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unset generic type
this has to be called in classes specializing a template class
Definition at line 304 of file SGObject.cpp.
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Updates the hash of current parameter combination
Definition at line 250 of file SGObject.cpp.
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io
Definition at line 496 of file SGObject.h.
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embedding converter to be used
Definition at line 127 of file DimensionReductionPreprocessor.h.
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distance to be used
Definition at line 121 of file DimensionReductionPreprocessor.h.
eigenvalues vector
Definition at line 164 of file FisherLDA.h.
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parameters wrt which we can compute gradients
Definition at line 511 of file SGObject.h.
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Hash of parameter values
Definition at line 517 of file SGObject.h.
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kernel to be used
Definition at line 124 of file DimensionReductionPreprocessor.h.
mean vector
Definition at line 162 of file FisherLDA.h.
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m_method
Definition at line 160 of file FisherLDA.h.
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model selection parameters
Definition at line 508 of file SGObject.h.
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num dim
Definition at line 156 of file FisherLDA.h.
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map for different parameter versions
Definition at line 514 of file SGObject.h.
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parameters
Definition at line 505 of file SGObject.h.
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target dim of dimensionality reduction preprocessor
Definition at line 118 of file DimensionReductionPreprocessor.h.
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m_threshold
Definition at line 158 of file FisherLDA.h.
transformation matrix
Definition at line 154 of file FisherLDA.h.
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parallel
Definition at line 499 of file SGObject.h.
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version
Definition at line 502 of file SGObject.h.