private IClassificationProblemData CreateDefaultProblem(int rows, int columns)
{
List <string> allowedInputVariables = Enumerable.Range(0, columns - 1).Select(x => "x" + x.ToString()).ToList();
string targetVariable = "y";
var variableNames = allowedInputVariables.Union(targetVariable.ToEnumerable());
double[,] variableValues = new double[rows, columns];
FastRandom random = new FastRandom(12345);
int len0 = variableValues.GetLength(0);
int len1 = variableValues.GetLength(1);
for (int i = 0; i < len0; i++)
{
for (int j = 0; j < len1; j++)
{
if (j == len1 - 1)
{
variableValues[i, j] = (j + i) % 2;
}
else
{
variableValues[i, j] = random.Next(1, 100);
}
}
}
Dataset dataset = new Dataset(variableNames, variableValues);
var ret = new ClassificationProblemData(dataset, allowedInputVariables, targetVariable);
ret.SetClassName(0, "NOK");
ret.SetClassName(1, "OK");
return(ret);
}
protected override void itemsListView_DragDrop(object sender, DragEventArgs e)
{
if (e.Effect != DragDropEffects.None)
{
var droppedData = e.Data.GetData(HeuristicLab.Common.Constants.DragDropDataFormat);
if (droppedData is IValueParameter)
{
droppedData = ((IValueParameter)droppedData).Value;
}
else if (droppedData is IClassificationProblem)
{
droppedData = ((IClassificationProblem)droppedData).ProblemData;
}
ClassificationEnsembleProblemData ensembleProblemData = droppedData as ClassificationEnsembleProblemData;
ClassificationProblemData problemData = droppedData as ClassificationProblemData;
if (ensembleProblemData != null)
{
Content.ProblemData = (ClassificationEnsembleProblemData)ensembleProblemData.Clone();
}
else if (problemData != null)
{
Content.ProblemData = new ClassificationEnsembleProblemData((IClassificationProblemData)problemData.Clone());
}
}
}
public IClassificationProblemData GenerateClassificationData(Dataset dataset)
{
IClassificationProblemData claData = new ClassificationProblemData(dataset, AllowedInputVariables, TargetVariable);
claData.Name = this.Name;
claData.Description = this.Description;
claData.TrainingPartition.Start = this.TrainingPartitionStart;
claData.TrainingPartition.End = this.TrainingPartitionEnd;
claData.TestPartition.Start = this.TestPartitionStart;
claData.TestPartition.End = this.TestPartitionEnd;
return(claData);
}
protected void SetPossibleTargetVariables()
{
var dataset = PreviewDatasetMatrix.Content as Dataset;
if (dataset != null)
{
IEnumerable <string> possibleTargetVariables = ClassificationProblemData.CheckVariablesForPossibleTargetVariables(dataset);
// Remove " (Double)" at the end of the variable name (last 9 chars)
TargetVariableComboBox.DataSource = possibleTargetVariables.Select(x => x.Substring(0, x.Length - 9)).ToList();
}
}
private IDataAnalysisProblemData CreateClassificationData(ClassificationProblemData oldProblemData)
{
var targetVariable = oldProblemData.TargetVariable;
if (!context.Data.VariableNames.Contains(targetVariable))
{
targetVariable = context.Data.VariableNames.First();
}
var inputVariables = GetDoubleInputVariables(targetVariable);
var newProblemData = new ClassificationProblemData(ExportedDataset, inputVariables, targetVariable, Transformations);
newProblemData.PositiveClass = oldProblemData.PositiveClass;
return(newProblemData);
}
private IEnumerable <IResult> ExtractAndAggregateClassificationSolutions(IEnumerable <KeyValuePair <string, IItem> > resultCollections)
{
Dictionary <string, List <IClassificationSolution> > resultSolutions = new Dictionary <string, List <IClassificationSolution> >();
foreach (var result in resultCollections)
{
var classificationSolution = result.Value as IClassificationSolution;
if (classificationSolution != null)
{
if (resultSolutions.ContainsKey(result.Key))
{
resultSolutions[result.Key].Add(classificationSolution);
}
else
{
resultSolutions.Add(result.Key, new List <IClassificationSolution>()
{
classificationSolution
});
}
}
}
var aggregatedResults = new List <IResult>();
foreach (KeyValuePair <string, List <IClassificationSolution> > solutions in resultSolutions)
{
// at least one algorithm (GBT with logistic regression loss) produces a classification solution even though the original problem is a regression problem.
var targetVariable = solutions.Value.First().ProblemData.TargetVariable;
var dataset = (Dataset)Problem.ProblemData.Dataset;
if (ShuffleSamples.Value)
{
var random = new FastRandom(seed);
dataset = dataset.Shuffle(random);
}
var problemDataClone = new ClassificationProblemData(dataset, Problem.ProblemData.AllowedInputVariables, targetVariable);
// set partitions of problem data clone correctly
problemDataClone.TrainingPartition.Start = SamplesStart.Value; problemDataClone.TrainingPartition.End = SamplesEnd.Value;
problemDataClone.TestPartition.Start = SamplesStart.Value; problemDataClone.TestPartition.End = SamplesEnd.Value;
// clone models
var ensembleSolution = new ClassificationEnsembleSolution(problemDataClone);
ensembleSolution.AddClassificationSolutions(solutions.Value);
aggregatedResults.Add(new Result(solutions.Key + " (ensemble)", ensembleSolution));
}
List <IResult> flattenedResults = new List <IResult>();
CollectResultsRecursively("", aggregatedResults, flattenedResults);
return(flattenedResults);
}
protected override IClassificationProblemData ImportData(string path, ClassificationImportType type, TableFileParser csvFileParser)
{
int trainingPartEnd = (csvFileParser.Rows * type.TrainingPercentage) / 100;
List <IList> values = csvFileParser.Values;
if (type.Shuffle)
{
values = Shuffle(values);
if (type.UniformlyDistributeClasses)
{
values = Shuffle(values, csvFileParser.VariableNames.ToList().FindIndex(x => x.Equals(type.TargetVariable)),
type.TrainingPercentage, out trainingPartEnd);
}
}
Dataset dataset = new Dataset(csvFileParser.VariableNames, values);
// turn of input variables that are constant in the training partition
var allowedInputVars = new List <string>();
var trainingIndizes = Enumerable.Range(0, trainingPartEnd);
if (trainingIndizes.Count() >= 2)
{
foreach (var variableName in dataset.DoubleVariables)
{
if (dataset.GetDoubleValues(variableName, trainingIndizes).Range() > 0 &&
variableName != type.TargetVariable)
{
allowedInputVars.Add(variableName);
}
}
}
else
{
allowedInputVars.AddRange(dataset.DoubleVariables.Where(x => !x.Equals(type.TargetVariable)));
}
ClassificationProblemData classificationData = new ClassificationProblemData(dataset, allowedInputVars, type.TargetVariable);
classificationData.TrainingPartition.Start = 0;
classificationData.TrainingPartition.End = trainingPartEnd;
classificationData.TestPartition.Start = trainingPartEnd;
classificationData.TestPartition.End = csvFileParser.Rows;
classificationData.Name = Path.GetFileName(path);
return(classificationData);
}
public override IClassificationProblemData ImportData(string path)
{
TableFileParser csvFileParser = new TableFileParser();
csvFileParser.Parse(path, csvFileParser.AreColumnNamesInFirstLine(path));
Dataset dataset = new Dataset(csvFileParser.VariableNames, csvFileParser.Values);
string targetVar = dataset.DoubleVariables.Last();
// turn of input variables that are constant in the training partition
var allowedInputVars = new List <string>();
var trainingIndizes = Enumerable.Range(0, (csvFileParser.Rows * 2) / 3);
if (trainingIndizes.Count() >= 2)
{
foreach (var variableName in dataset.DoubleVariables)
{
if (dataset.GetDoubleValues(variableName, trainingIndizes).Range() > 0 &&
variableName != targetVar)
{
allowedInputVars.Add(variableName);
}
}
}
else
{
allowedInputVars.AddRange(dataset.DoubleVariables.Where(x => !x.Equals(targetVar)));
}
ClassificationProblemData classificationData = new ClassificationProblemData(dataset, allowedInputVars, targetVar);
int trainingPartEnd = trainingIndizes.Last();
classificationData.TrainingPartition.Start = trainingIndizes.First();
classificationData.TrainingPartition.End = trainingPartEnd;
classificationData.TestPartition.Start = trainingPartEnd;
classificationData.TestPartition.End = csvFileParser.Rows;
classificationData.Name = Path.GetFileName(path);
return(classificationData);
}
private IClassificationProblemData CreateDefaultProblem()
{
List <string> allowedInputVariables = new List <string>()
{
"x1", "x2", "x3", "x4", "x5"
};
string targetVariable = "y";
var variableNames = allowedInputVariables.Union(targetVariable.ToEnumerable());
double[,] variableValues = new double[100, variableNames.Count()];
FastRandom random = new FastRandom(12345);
int len0 = variableValues.GetLength(0);
int len1 = variableValues.GetLength(1);
for (int i = 0; i < len0; i++)
{
for (int j = 0; j < len1; j++)
{
if (j == len1 - 1)
{
variableValues[i, j] = (j + i) % 2;
}
else
{
variableValues[i, j] = random.Next(1, 100);
}
}
}
Dataset dataset = new Dataset(variableNames, variableValues);
var ret = new ClassificationProblemData(dataset, allowedInputVariables, targetVariable);
ret.SetClassName(0, "NOK");
ret.SetClassName(1, "OK");
return(ret);
}
protected override void Run(CancellationToken cancellationToken)
{
// Set up the algorithm
if (SetSeedRandomly)
{
Seed = new System.Random().Next();
}
// Set up the results display
var iterations = new IntValue(0);
Results.Add(new Result("Iterations", iterations));
var table = new DataTable("Qualities");
table.Rows.Add(new DataRow("Loss (train)"));
table.Rows.Add(new DataRow("Loss (test)"));
Results.Add(new Result("Qualities", table));
var curLoss = new DoubleValue();
Results.Add(new Result("Loss (train)", curLoss));
// init
var problemData = (IRegressionProblemData)Problem.ProblemData.Clone();
var lossFunction = LossFunctionParameter.Value;
var state = GradientBoostedTreesAlgorithmStatic.CreateGbmState(problemData, lossFunction, (uint)Seed, MaxSize, R, M, Nu);
var updateInterval = UpdateIntervalParameter.Value.Value;
// Loop until iteration limit reached or canceled.
for (int i = 0; i < Iterations; i++)
{
cancellationToken.ThrowIfCancellationRequested();
GradientBoostedTreesAlgorithmStatic.MakeStep(state);
// iteration results
if (i % updateInterval == 0)
{
curLoss.Value = state.GetTrainLoss();
table.Rows["Loss (train)"].Values.Add(curLoss.Value);
table.Rows["Loss (test)"].Values.Add(state.GetTestLoss());
iterations.Value = i;
}
}
// final results
iterations.Value = Iterations;
curLoss.Value = state.GetTrainLoss();
table.Rows["Loss (train)"].Values.Add(curLoss.Value);
table.Rows["Loss (test)"].Values.Add(state.GetTestLoss());
// produce variable relevance
var orderedImpacts = state.GetVariableRelevance().Select(t => new { name = t.Key, impact = t.Value }).ToList();
var impacts = new DoubleMatrix();
var matrix = impacts as IStringConvertibleMatrix;
matrix.Rows = orderedImpacts.Count;
matrix.RowNames = orderedImpacts.Select(x => x.name);
matrix.Columns = 1;
matrix.ColumnNames = new string[] { "Relative variable relevance" };
int rowIdx = 0;
foreach (var p in orderedImpacts)
{
matrix.SetValue(string.Format("{0:N2}", p.impact), rowIdx++, 0);
}
Results.Add(new Result("Variable relevance", impacts));
Results.Add(new Result("Loss (test)", new DoubleValue(state.GetTestLoss())));
// produce solution
if (CreateSolution)
{
var model = state.GetModel();
// for logistic regression we produce a classification solution
if (lossFunction is LogisticRegressionLoss)
{
var classificationModel = new DiscriminantFunctionClassificationModel(model,
new AccuracyMaximizationThresholdCalculator());
var classificationProblemData = new ClassificationProblemData(problemData.Dataset,
problemData.AllowedInputVariables, problemData.TargetVariable, problemData.Transformations);
classificationModel.RecalculateModelParameters(classificationProblemData, classificationProblemData.TrainingIndices);
var classificationSolution = new DiscriminantFunctionClassificationSolution(classificationModel, classificationProblemData);
Results.Add(new Result("Solution", classificationSolution));
}
else
{
// otherwise we produce a regression solution
Results.Add(new Result("Solution", new RegressionSolution(model, problemData)));
}
}
}
protected override IEnumerable <IClassificationSolution> GenerateClassificationSolutions()
{
var solutionsBase = base.GenerateClassificationSolutions();
var solutions = new List <IClassificationSolution>();
var symbolicSolution = Content;
// does not support lagged variables
if (symbolicSolution.Model.SymbolicExpressionTree.IterateNodesPrefix().OfType <LaggedVariableTreeNode>().Any())
{
return(solutionsBase);
}
var problemData = (IClassificationProblemData)symbolicSolution.ProblemData.Clone();
if (!problemData.TrainingIndices.Any())
{
return(null); // don't create an comparison models if the problem does not have a training set (e.g. loaded into an existing model)
}
var usedVariables = Content.Model.SymbolicExpressionTree.IterateNodesPostfix()
.OfType <IVariableTreeNode>()
.Select(node => node.VariableName).ToArray();
var usedDoubleVariables = usedVariables
.Where(name => problemData.Dataset.VariableHasType <double>(name))
.Distinct();
var usedFactorVariables = usedVariables
.Where(name => problemData.Dataset.VariableHasType <string>(name))
.Distinct();
// gkronber: for binary factors we actually produce a binary variable in the new dataset
// but only if the variable is not used as a full factor anyway (LR creates binary columns anyway)
var usedBinaryFactors =
Content.Model.SymbolicExpressionTree.IterateNodesPostfix().OfType <BinaryFactorVariableTreeNode>()
.Where(node => !usedFactorVariables.Contains(node.VariableName))
.Select(node => Tuple.Create(node.VariableValue, node.VariableValue));
// create a new problem and dataset
var variableNames =
usedDoubleVariables
.Concat(usedFactorVariables)
.Concat(usedBinaryFactors.Select(t => t.Item1 + "=" + t.Item2))
.Concat(new string[] { problemData.TargetVariable })
.ToArray();
var variableValues =
usedDoubleVariables.Select(name => (IList)problemData.Dataset.GetDoubleValues(name).ToList())
.Concat(usedFactorVariables.Select(name => problemData.Dataset.GetStringValues(name).ToList()))
.Concat(
// create binary variable
usedBinaryFactors.Select(t => problemData.Dataset.GetReadOnlyStringValues(t.Item1).Select(val => val == t.Item2 ? 1.0 : 0.0).ToList())
)
.Concat(new[] { problemData.Dataset.GetDoubleValues(problemData.TargetVariable).ToList() });
var newDs = new Dataset(variableNames, variableValues);
var newProblemData = new ClassificationProblemData(newDs, variableNames.Take(variableNames.Length - 1), variableNames.Last());
newProblemData.PositiveClass = problemData.PositiveClass;
newProblemData.TrainingPartition.Start = problemData.TrainingPartition.Start;
newProblemData.TrainingPartition.End = problemData.TrainingPartition.End;
newProblemData.TestPartition.Start = problemData.TestPartition.Start;
newProblemData.TestPartition.End = problemData.TestPartition.End;
try {
var oneR = OneR.CreateOneRSolution(newProblemData);
oneR.Name = "OneR Classification Solution (subset)";
solutions.Add(oneR);
} catch (NotSupportedException) { } catch (ArgumentException) { }
try {
var lda = LinearDiscriminantAnalysis.CreateLinearDiscriminantAnalysisSolution(newProblemData);
lda.Name = "Linear Discriminant Analysis Solution (subset)";
solutions.Add(lda);
} catch (NotSupportedException) { } catch (ArgumentException) { }
return(solutionsBase.Concat(solutions));
}