private double VOI(double jall, int index, Bernoulli[] activityPosteriors, Marginals priors)
{
var prob = activityPosteriors[index].GetMean();
var voij = JAll_j(index, activityPosteriors, priors);
return((jall - voij) - Cj(prob, index));
}
/// <summary>
/// Gets or sets the active posteriors.
/// </summary>
/// <value>The active posteriors.</value>
/// <summary>
/// Calculates the probabilities.
/// </summary>
/// <param name="priors">Priors.</param>
/// <summary>
/// Gets the argument maxising the Value of information.
/// </summary>
/// <param name="activityPosteriors">Activity posteriors.</param>
/// <param name="priors">Priors.</param>
/// <param name="argMax">Argument max.</param>
/// <param name="maxVal">Max value.</param>
public override void GetArgMaxVOI(Bernoulli[] activityPosteriors, Marginals priors, out int argMax, out double maxVal)
{
// More efficient to only loop over this once ...
argMax = -1;
bool isSet = false;
maxVal = Reversed ? double.NegativeInfinity : double.PositiveInfinity;
foreach (var index in Unlabelled)
{
double diff = Math.Abs(0.5 - activityPosteriors[index].GetMean());
if (Reversed)
{
if (diff > maxVal || !isSet)
{
argMax = index;
maxVal = diff;
isSet = true;
}
}
else
{
if (diff < maxVal || !isSet)
{
argMax = index;
maxVal = diff;
isSet = true;
}
}
}
}
public void VOITest(int numActivelySelected, Marginals priors)
{
var onlineEstimates = new List <Bernoulli>();
var onlineTargets = new List <bool>();
Metrics metrics = null;
for (int jj = 0; jj < numActivelySelected; ++jj)
{
CalculateProbabilities(priors);
//Console.WriteLine( "\nJL: {0}", JL() );
//Console.WriteLine( "JU: {0}", JU() );
int argMax;
double maxVal;
GetArgMaxVOI(hypothesisActivityPosteriors, priors, out argMax, out maxVal);
Unlabelled.Remove(argMax);
Labelled.Add(argMax);
UpdateModel(argMax);
onlineEstimates.Add(GetProbabilityOf(argMax, priors));
onlineTargets.Add(DataSet.Labels[0][argMax]);
metrics = new Metrics
{
Name = "active",
Estimates = onlineEstimates.Select(ia => new Bernoulli(ia)).ToArray(),
TrueLabels = onlineTargets.ToArray()
};
// metrics.PrintSummary();
}
if (Unlabelled.Any())
{
CalculateProbabilities(priors);
foreach (var index in Unlabelled)
{
onlineEstimates.Add(hypothesisActivityPosteriors[index]);
onlineTargets.Add(DataSet.Labels[0][index]);
}
metrics = new Metrics
{
Name = "active",
Estimates = onlineEstimates.Select(ia => new Bernoulli(ia)).ToArray(),
TrueLabels = onlineTargets.ToArray()
};
}
if (metrics != null)
{
metrics.PrintSummary();
}
}
/// <summary>
/// Prints the weight priors.
/// </summary>
/// <param name="posteriors">Posteriors.</param>
/// <param name="communityWeights">Community weights.</param>
public static void PrintWeightPriors(Marginals posteriors, Gaussian[] communityWeights)
{
for (int i = 0; i < posteriors.WeightMeans.Length; i++)
{
Console.WriteLine("Feature {0} Posterior Mean {1}, Posterior Precision {2}, Weight mean {3}, weight precision {4}",
i, posteriors.WeightMeans[i], posteriors.WeightPrecisions[i], communityWeights[i].GetMean(), communityWeights[i].Precision);
}
}
/// <summary>
/// Runs the batch.
/// </summary>
/// <param name="dataSet">Data set.</param>
/// <param name="priors">Priors.</param>
public void RunBatch(DataSet dataSet, Marginals priors, int niter = 1)
{
// Posteriors = priors;
// for (int rr = 0; rr < dataSet.NumberOfResidents; ++rr)
// {
// Posteriors = TrainModel.Train(dataSet.GetSubSet(rr), Posteriors);
// }
Posteriors = TrainModel.Train(dataSet, priors, niter);
}
public Bernoulli ComputeEvidence(DataSet dataSet, Marginals priors)
{
SetObservedVariables(
dataSet.Features,
DistributionArrayHelpers.Copy(priors.WeightMeans),
DistributionArrayHelpers.Copy(priors.WeightPrecisions),
dataSet.Labels);
engine.Algorithm.DefaultNumberOfIterations = 1;
return(engine.Infer <Bernoulli>(evidence));
}
/// <summary>
/// Test the specified dataSet and priors.
/// </summary>
/// <param name="dataSet">Data set.</param>
/// <param name="priors">Priors.</param>
public Bernoulli[][] Test(DataSet dataSet, Marginals priors)
{
SetObservedVariables(
dataSet.Features,
DistributionArrayHelpers.Copy(priors.WeightMeans),
DistributionArrayHelpers.Copy(priors.WeightPrecisions));
#if !USE_PRECOMPILED_ALGORITHM
var posteriorActivities = engine.Infer <Bernoulli[][]>(activities);
#else
algorithm.Execute(1);
var posteriorActivities = algorithm.Marginal <Bernoulli[][]>(activities.Name);
#endif
return(posteriorActivities);
}
// /// <summary>
// /// Gets the value of information.
// /// </summary>
// /// <value>The value of information.</value>
// public double[] GetValueOfInformation()
// {
// double jall = JAll();
// return Unlabelled.Select(index => VOI(jall, index)).ToArray();
// }
/// <summary>
/// Gets the argument maxising the Value of information.
/// </summary>
/// <param name="activityPosteriors">Activity posteriors.</param>
/// <param name="priors">Priors.</param>
/// <param name="argMax">Argument max.</param>
/// <param name="maxVal">Max value.</param>
public override void GetArgMaxVOI(Bernoulli[] activityPosteriors, Marginals priors, out int argMax, out double maxVal)
{
hypothesisActivityPosteriors = activityPosteriors.Select(ia => new Bernoulli(ia)).ToArray();
double jall = JAll();
var unlabelled = Unlabelled.ToArray();
argMax = -1;
maxVal = Reversed ? double.PositiveInfinity : double.NegativeInfinity;
var signs = new double[unlabelled.Length];
var vois = new double[unlabelled.Length];
for (int i = 0; i < unlabelled.Length; i++)
{
var index = unlabelled[i];
vois[i] = VOI(jall, index, activityPosteriors, priors);
signs[i] = Math.Sign(vois[i]) / 2.0 + 0.5;
//Console.Write( "." );
//Console.WriteLine( "y_true: {0}", labels[0][ind] );
//Console.WriteLine( "y_hat: {0}", probs[ind] );
//Console.WriteLine( "VOJ_{0}: {1}", ind, voi );
//Console.WriteLine();
if (Reversed)
{
if (vois[i] < maxVal || argMax < 0)
{
maxVal = vois[i];
argMax = index;
}
}
else
{
if (vois[i] > maxVal || argMax < 0)
{
maxVal = vois[i];
argMax = index;
}
}
}
//Console.WriteLine();
//Console.WriteLine( "\n+ivity: {0}", signs.Average() );
}
/// <summary>
/// Active Transfer tests.
/// </summary>
/// <param name="trainModel">The train model.</param>
/// <param name="testModel">The test model.</param>
/// <param name="data">The datasets.</param>
public static void ActiveTransfer(BinaryModel trainModel, BinaryModel testModel, IList<ToyData> data, string title, Marginals priors)
{
var learners = new Dictionary<string, IList<IActiveLearner>>
{
{ "Random", Utils.CreateLearners<RandomLearner>(data[2].DataSet, trainModel, testModel, null) },
{ "US", Utils.CreateLearners<UncertainActiveLearner>(data[2].DataSet, trainModel, testModel, null) },
{ "CS", Utils.CreateLearners<UncertainActiveLearner>(data[2].DataSet, trainModel, testModel, null, true) },
{ "VOI+", Utils.CreateLearners<ActiveLearner>(data[2].DataSet, trainModel, testModel, null) },
{ "VOI-", Utils.CreateLearners<ActiveLearner>(data[2].DataSet, trainModel, testModel, null, true) }
};
var experiments = new List<Experiment>();
foreach (var learner in learners)
{
Console.WriteLine("Testing {0} ({1})", title, learner.Key);
var experiment = new Experiment { TrainModel = trainModel, TestModel = testModel, Name = learner.Key, ActiveLearners = learner.Value };
experiment.RunActive(data[2].DataSet, data[2].HoldoutSet, ActiveSteps, priors);
experiments.Add(experiment);
}
Utils.PlotHoldoutMetrics(experiments, title, "", true);
}
/// <summary>
/// Train the specified dataSet and priors for the specified number of iterations.
/// </summary>
/// <param name="dataSet">Data set.</param>
/// <param name="priors">Priors.</param>
/// <param name="numberOfIterations">Number of iterations.</param>
public Marginals Train(DataSet dataSet, Marginals priors, int numberOfIterations = 10)
{
SetObservedVariables(
dataSet.Features,
DistributionArrayHelpers.Copy(priors.WeightMeans),
DistributionArrayHelpers.Copy(priors.WeightPrecisions),
dataSet.Labels);
#if !USE_PRECOMPILED_ALGORITHM
engine.Algorithm.DefaultNumberOfIterations = numberOfIterations;
var posteriorWeights = engine.Infer <Gaussian[][]>(weights);
var posteriorWeightMeans = engine.Infer <Gaussian[]>(weightMeans);
var posteriorWeightPrecisions = engine.Infer <Gamma[]>(weightPrecisions);
#else
algorithm.Execute(numberOfIterations);
var posteriorWeights = algorithm.Marginal <Gaussian[][]>(weights.Name);
var posteriorWeightMeans = algorithm.Marginal <Gaussian[]>(weightMeans.Name);
var posteriorWeightPrecisions = algorithm.Marginal <Gamma[]>(weightPrecisions.Name);
#endif
return(new Marginals {
Weights = posteriorWeights, WeightMeans = posteriorWeightMeans, WeightPrecisions = posteriorWeightPrecisions
});
}
private double ExpectedEvidence(int index, Marginals priors)
{
var niter = 1;
//var pp = hypothesisActivityPosteriors[index];
bool trueLabel = DataSet.Labels[0][index];
var labelled = new HashSet <int>(Labelled);
labelled.Add(index);
//evidenceData.Labels[0] = evidenceData.Labels[0].Select( ll => !ll ).ToArray();
// Learn as if positive
DataSet.Labels[0][index] = true;
Marginals positivePosteriors = priors;
try
{
if (Reversed)
{
positivePosteriors = priors;
}
else
{
positivePosteriors = TrainModel.Train(DataSet.GetSubSet(0, index), priors, niter);
}
}
catch (ImproperMessageException)
{
// As fallback use priors
}
var positivePriorEvidence = EvidenceModel.ComputeEvidence(DataSet.GetSubSet(0, labelled.ToList()), priors);
var positivePostrEvidence = EvidenceModel.ComputeEvidence(DataSet.GetSubSet(0, labelled.ToList()), positivePosteriors);
// Learn as if negative
DataSet.Labels[0][index] = false;
Marginals negativePosteriors = priors;
try
{
if (Reversed)
{
negativePosteriors = priors;
}
else
{
negativePosteriors = TrainModel.Train(DataSet.GetSubSet(0, index), priors, niter);
}
}
catch (ImproperMessageException)
{
// As fallback use priors
}
var negativePriorEvidence = EvidenceModel.ComputeEvidence(DataSet.GetSubSet(0, labelled.ToList()), priors);
var negativePostrEvidence = EvidenceModel.ComputeEvidence(DataSet.GetSubSet(0, labelled.ToList()), negativePosteriors);
DataSet.Labels[0][index] = trueLabel;
var returns = new List <double>();
returns.Add(
(positivePriorEvidence.LogOdds) /
(negativePriorEvidence.LogOdds)
);
//return Math.Max( returns.Last(), 1.0 / returns.Last() );
returns.Add(
(positivePostrEvidence.LogOdds) /
(negativePostrEvidence.LogOdds)
);
//return Math.Max( returns.Last(), 1.0 / returns.Last() );
returns.Add(
(positivePriorEvidence.LogOdds + positivePostrEvidence.GetLogProbTrue()) /
(negativePriorEvidence.LogOdds + negativePostrEvidence.GetLogProbTrue())
);
return(Math.Max(returns.Last(), 1.0 / returns.Last()));
}
public override void GetArgMaxVOI(MicrosoftResearch.Infer.Distributions.Bernoulli[] activityPosteriors, Marginals priors, out int argMax, out double maxVal)
{
CalculateProbabilities(priors);
var evidences = new Dictionary <int, double>();
var sortedUnlabelled = Unlabelled
.OrderBy(_ => rng.NextDouble())
.OrderBy(uu => Math.Abs(hypothesisActivityPosteriors[uu].GetMean() - 0.5))
.Take(10)
;
foreach (var index in sortedUnlabelled)
{
var evidence = ExpectedEvidence(index, priors);
evidences.Add(index, evidence);
}
var ordered = evidences.OrderBy(ee => ee.Value);
argMax = ordered.First().Key;
maxVal = ordered.First().Value;
}
/// <summary>
/// Runs the batch.
/// </summary>
/// <param name="dataSet">Data set.</param>
/// <param name="priors">Priors.</param>
public void RunBatch(DataSet dataSet, Marginals priors, int niter = 1)
{
// Posteriors = priors;
// for (int rr = 0; rr < dataSet.NumberOfResidents; ++rr)
// {
// Posteriors = TrainModel.Train(dataSet.GetSubSet(rr), Posteriors);
// }
Posteriors = TrainModel.Train(dataSet, priors, niter);
}
/// <summary>
/// Train the specified dataSet and priors for the specified number of iterations.
/// </summary>
/// <param name="dataSet">Data set.</param>
/// <param name="priors">Priors.</param>
/// <param name="numberOfIterations">Number of iterations.</param>
public Marginals Train(DataSet dataSet, Marginals priors, int numberOfIterations = 10)
{
SetObservedVariables(
dataSet.Features,
DistributionArrayHelpers.Copy(priors.WeightMeans),
DistributionArrayHelpers.Copy(priors.WeightPrecisions),
dataSet.Labels);
#if !USE_PRECOMPILED_ALGORITHM
engine.Algorithm.DefaultNumberOfIterations = numberOfIterations;
var posteriorWeights = engine.Infer<Gaussian[][]>(weights);
var posteriorWeightMeans = engine.Infer<Gaussian[]>(weightMeans);
var posteriorWeightPrecisions = engine.Infer<Gamma[]>(weightPrecisions);
#else
algorithm.Execute(numberOfIterations);
var posteriorWeights = algorithm.Marginal<Gaussian[][]>(weights.Name);
var posteriorWeightMeans = algorithm.Marginal<Gaussian[]>(weightMeans.Name);
var posteriorWeightPrecisions = algorithm.Marginal<Gamma[]>(weightPrecisions.Name);
#endif
return new Marginals { Weights = posteriorWeights, WeightMeans = posteriorWeightMeans, WeightPrecisions = posteriorWeightPrecisions };
}
public Bernoulli ComputeEvidence(DataSet dataSet, Marginals priors)
{
SetObservedVariables(
dataSet.Features,
DistributionArrayHelpers.Copy(priors.WeightMeans),
DistributionArrayHelpers.Copy(priors.WeightPrecisions),
dataSet.Labels);
engine.Algorithm.DefaultNumberOfIterations = 1;
return engine.Infer<Bernoulli>(evidence);
}
/// <summary>
/// Gets the argument maxising the Value of information.
/// </summary>
/// <param name="activityPosteriors">Activity posteriors.</param>
/// <param name="priors">Priors.</param>
/// <param name="argMax">Argument max.</param>
/// <param name="maxVal">Max value.</param>
public override void GetArgMaxVOI(Bernoulli[] activityPosteriors, Marginals priors, out int argMax, out double maxVal)
{
argMax = Unlabelled.ToArray()[random.Next(Unlabelled.Count)];
maxVal = 0.0;
}
private double VOI(double jall, int index, Bernoulli[] activityPosteriors, Marginals priors)
{
var prob = activityPosteriors[index].GetMean();
var voij = JAll_j(index, activityPosteriors, priors);
return (jall - voij) - Cj(prob, index);
}
/// <summary>
/// Initializes a new instance of the <see cref="ActiveTransfer.ToyDataRunner"/> class.
/// </summary>
/// <param name="trainModel">Train model.</param>
/// <param name="testModel">Test model.</param>
public void Run(BinaryModel trainModel, BinaryModel testModel, BinaryModel evidenceModel, bool testVOI, bool testActiveEvidence)
{
const int NumberOfResidents = 7;
const double KeepProportion = 1.0;
var selectedFeatures = new HashSet<int>(Enumerable.Range(0, 48));
var ted = Source.GetDataSet(Enumerable.Range(1, 14), AddBias, selectedFeatures, KeepProportion);
var trd = Target.GetDataSet(Enumerable.Range(1, 25), AddBias, selectedFeatures, KeepProportion);
// var ted = Source.GetDataSet( Enumerable.Range( 1, 1 ), AddBias, selectedFeatures, KeepProportion );
// var trd = Target.GetDataSet( Enumerable.Range( 1, 20 ), AddBias, selectedFeatures, KeepProportion );
// var hod = Target.GetDataSet( Enumerable.Range( 1 + NumberOfResidents * 1, NumberOfResidents ) );
DataSet testSet;
DataSet holdoutSet;
ted.SplitTrainTest(0.5, out testSet, out holdoutSet);
var NumFeatures = trd.Features.First().First().Count();
var trainData = new ToyData
{
NumberOfResidents = trd.NumberOfResidents,
NumberOfFeatures = NumFeatures,
NumberOfActivities = 2,
UseBias = false,
DataSet = trd
};
var testData = new ToyData
{
NumberOfResidents = NumberOfResidents,
NumberOfFeatures = NumFeatures,
NumberOfActivities = 2,
UseBias = false,
DataSet = testSet,
HoldoutSet = holdoutSet
};
var priors = new Marginals
{
WeightMeans = DistributionArrayHelpers.CreateGaussianArray(trainData.NumberOfFeatures, 0.0, 1.0).ToArray(),
WeightPrecisions = DistributionArrayHelpers.CreateGammaArray(trainData.NumberOfFeatures, 1.0, 1.0).ToArray()
};
// TODO: Create meta-features that allow us to do the first form of transfer learning
// Train the community model
var communityExperiment = new Experiment
{
TrainModel = trainModel,
TestModel = testModel,
EvidenceModel = evidenceModel,
Name = "Community"
};
communityExperiment.RunBatch(trainData.DataSet, priors);
// communityExperiment.Posteriors.WeightPrecisions = priors.WeightPrecisions;
// if (false)
// {
// Utils.PlotPosteriors(communityExperiment.Posteriors.WeightMeans, communityExperiment.Posteriors.WeightPrecisions, null, "Community weights", "Feature", ShowPlots);
// Utils.PlotPosteriors(communityExperiment.Posteriors.WeightMeans, communityExperiment.Posteriors.WeightPrecisions, null, "Community weights (prior precision)", "Feature", ShowPlots);
// }
// Print top features
// var topWeights = communityExperiment.Posteriors.WeightMeans.Zip(communityExperiment.Posteriors.WeightPrecisions, (m, p) => new { m, p }).Select((ia, i) => new { ia, i })
// .OrderByDescending(x => Math.Abs(x.ia.m.GetMean())).ToList();
// Console.WriteLine("Top 20 weights:\n {0}", string.Join("\n", topWeights.Take(20).Select(pair => string.Format("{0}: {1}", pair.i, new Gaussian(pair.ia.m.GetMean(), pair.ia.p.GetMean())))));
// //communityExperiment.Posteriors.WeightPrecisions = DistributionArrayHelpers.Copy( priors.WeightPrecisions ).ToArray();
var sourcePosteriors = new Marginals
{
WeightMeans = communityExperiment.Posteriors.WeightMeans,
WeightPrecisions = priors.WeightPrecisions, //communityExperiment.Posteriors.WeightMeans,
Weights = null
};
// Select half the features
/*
trainData.DataSet.Features = trainData.DataSet.Features.Select(
ia => ia.Select(
ib => topWeights.Take(topWeights.Count / 2).Select(pair => ib[pair.i]).ToArray())
.ToArray())
.ToArray();
// Retrain using these weights
*/
// if (false)
// {
// // Do online learning
// var onlineExperiment = new Experiment
// {
// TrainModel = trainModel,
// TestModel = testModel,
// Name = "Online"
// };
// onlineExperiment.RunOnline(testData.DataSet, testData.HoldoutSet, priors);
// // Do transfer learning
// var personalisationExperiment = new Experiment
// {
// TrainModel = trainModel,
// TestModel = testModel,
// Name = "Community"
// };
// personalisationExperiment.RunOnline(testData.DataSet, testData.HoldoutSet, communityExperiment.Posteriors);
// // Plot cumulative metrics
// Utils.PlotCumulativeMetrics(new [] { onlineExperiment, personalisationExperiment }, "Active", ShowPlots);
// }
// ACTIVE MODEL
foreach (var doTransfer in new[] { false, true })
{
var experiments = new List<Experiment>();
var learners = CreateLearners(trainModel, testModel, evidenceModel, testData, testVOI, testActiveEvidence);
foreach (var learner in learners)
{
Console.WriteLine("Testing Active{0} Learning ({1})", doTransfer ? " Real Transfer" : "Real Online", learner.Key);
var experiment = new Experiment
{
TrainModel = trainModel,
TestModel = testModel,
Name = learner.Key,
ActiveLearners = learner.Value
};
experiment.RunActive(testData.DataSet, testData.HoldoutSet, ActiveSteps, doTransfer ? sourcePosteriors : priors);
experiments.Add(experiment);
if (false)
{
Utils.PlotPosteriors(
experiment.IndividualPosteriors[0].WeightMeans,
experiment.IndividualPosteriors[0].WeightPrecisions,
null,
"Posterior weights for " + learner.Key + " " + (doTransfer ? " (transfer)" : ""),
"Feature",
ShowPlots);
}
}
Utils.PlotHoldoutMetrics(experiments, doTransfer ? "Real Active Transfer" : "Real Active", "", ShowPlots);
}
}
/// <summary>
/// Initializes a new instance of the <see cref="Marginals"/> class.
/// </summary>
/// <param name="marginals">Marginals.</param>
public Marginals(Marginals marginals)
{
Weights = marginals.Weights == null ? null : marginals.Weights.Select(ia => DistributionArrayHelpers.Copy(ia).ToArray()).ToArray();
WeightMeans = marginals.WeightMeans == null ? null : DistributionArrayHelpers.Copy(marginals.WeightMeans).ToArray();
WeightPrecisions = marginals.WeightPrecisions == null ? null : DistributionArrayHelpers.Copy(marginals.WeightPrecisions).ToArray();
}
/// <summary>
/// Initializes a new instance of the <see cref="Marginals"/> class.
/// </summary>
/// <param name="marginals">Marginals.</param>
public Marginals(Marginals marginals)
{
Weights = marginals.Weights == null ? null : marginals.Weights.Select(ia => DistributionArrayHelpers.Copy(ia).ToArray()).ToArray();
WeightMeans = marginals.WeightMeans == null ? null : DistributionArrayHelpers.Copy(marginals.WeightMeans).ToArray();
WeightPrecisions = marginals.WeightPrecisions == null ? null : DistributionArrayHelpers.Copy(marginals.WeightPrecisions).ToArray();
}
/// <summary>
/// Initializes a new instance of the <see cref="ToyDataRunner"/> class.
/// </summary>
/// <param name="trainModel">Train model.</param>
/// <param name="testModel">Test model.</param>
public static void Run(BinaryModel trainModel, BinaryModel testModel, bool testTransfer, bool testActive, bool testActiveTransfer)
{
var phase1PriorMean = new Gaussian(4, 1);
var phase1PriorPrecision = new Gamma(1, 1);
var phase2PriorMean = new Gaussian(4, 1);
var phase2PriorPrecision = new Gamma(1, 1);
// Generate data for 5 individuals
var data = new List <ToyData>();
for (int i = 0; i < 3; i++)
{
var toy = new ToyData
{
// NumberOfInstances = 200,
// NumberOfHoldoutInstances = i == 0 ? 0 : 1000,
NumberOfResidents = 5,
NumberOfFeatures = NumberOfFeatures,
NumberOfActivities = 2,
UseBias = false,
TruePriorMean = i == 0 ? phase1PriorMean : phase2PriorMean,
TruePriorPrecision = i == 0 ? phase1PriorPrecision : phase2PriorPrecision
};
toy.Generate(i == 2 ? NoisyExampleProportion : 0.0, 200);
if (i != 0)
{
// no need for holdout data in training set
toy.Generate(0.0, 1000, true);
}
data.Add(toy);
}
var priors = new Marginals
{
WeightMeans = DistributionArrayHelpers.CreateGaussianArray(NumberOfFeatures, 0, 1).ToArray(),
WeightPrecisions = DistributionArrayHelpers.CreateGammaArray(NumberOfFeatures, 1, 1).ToArray()
};
Console.WriteLine("Data Generated");
// TODO: Create meta-features that allow us to do the first form of transfer learning
// Train the community model
Console.WriteLine("Training Community Model");
var communityExperiment = new Experiment {
TrainModel = trainModel, TestModel = testModel, Name = "Community"
};
communityExperiment.RunBatch(data[0].DataSet, priors);
// PrintWeightPriors(communityExperiment.Posteriors, trainData.CommunityWeights);
// Utils.PlotPosteriors(communityExperiment.Posteriors.Weights, data[0].Weights);
// Utils.PlotPosteriors(communityExperiment.Posteriors.WeightMeans, communityExperiment.Posteriors.WeightPrecisions, null, "Community weights", "Feature");
// return;
if (testTransfer)
{
// Do online learning
// Console.WriteLine("Testing Online Model");
var onlineExperiment = new Experiment {
TrainModel = trainModel, TestModel = testModel, Name = "Online"
};
onlineExperiment.RunOnline(data[1].DataSet, data[1].HoldoutSet, priors);
// Do transfer learning
// Console.WriteLine("Testing Community Model");
var personalisationExperiment = new Experiment {
TrainModel = trainModel, TestModel = testModel, Name = "Community"
};
personalisationExperiment.RunOnline(data[1].DataSet, data[1].HoldoutSet, communityExperiment.Posteriors);
// Plot cumulative metrics
Utils.PlotCumulativeMetrics(new[] { onlineExperiment, personalisationExperiment }, "Toy Transfer");
}
else
{
Console.WriteLine("Skipping Transfer Learning");
}
// ACTIVE MODEL
if (testActive)
{
ActiveTransfer(trainModel, testModel, data, "Toy Active", priors);
}
else
{
Console.WriteLine("Skipping Active Learning");
}
if (testActiveTransfer)
{
Console.WriteLine("Note that the transfer learning is very effective here, so the active learning doesn't add much");
ActiveTransfer(trainModel, testModel, data, "Toy Active Transfer", communityExperiment.Posteriors);
}
else
{
Console.WriteLine("Skipping Active Transfer Learning");
}
// Now create different costs for acquiring labels - want to demonstrate that we choose from all 3 possible labels
}
/// <summary>
/// Active Transfer tests.
/// </summary>
/// <param name="trainModel">The train model.</param>
/// <param name="testModel">The test model.</param>
/// <param name="data">The datasets.</param>
public static void ActiveTransfer(BinaryModel trainModel, BinaryModel testModel, IList <ToyData> data, string title, Marginals priors)
{
var learners = new Dictionary <string, IList <IActiveLearner> >
{
{ "Random", Utils.CreateLearners <RandomLearner>(data[2].DataSet, trainModel, testModel, null) },
{ "US", Utils.CreateLearners <UncertainActiveLearner>(data[2].DataSet, trainModel, testModel, null) },
{ "CS", Utils.CreateLearners <UncertainActiveLearner>(data[2].DataSet, trainModel, testModel, null, true) },
{ "VOI+", Utils.CreateLearners <ActiveLearner>(data[2].DataSet, trainModel, testModel, null) },
{ "VOI-", Utils.CreateLearners <ActiveLearner>(data[2].DataSet, trainModel, testModel, null, true) }
};
var experiments = new List <Experiment>();
foreach (var learner in learners)
{
Console.WriteLine("Testing {0} ({1})", title, learner.Key);
var experiment = new Experiment {
TrainModel = trainModel, TestModel = testModel, Name = learner.Key, ActiveLearners = learner.Value
};
experiment.RunActive(data[2].DataSet, data[2].HoldoutSet, ActiveSteps, priors);
experiments.Add(experiment);
}
Utils.PlotHoldoutMetrics(experiments, title, "", true);
}
/// <summary>
/// Gets the probability of the given index.
/// </summary>
/// <returns>The probability of.</returns>
/// <param name="index">Index.</param>
private Bernoulli GetProbabilityOf(int index, Marginals priors)
{
return(TestModel.Test(DataSet.GetSubSet(index), priors)[0][0]);
}
private double JAll_j(int index, Bernoulli[] activityPosteriors, Marginals priors)
{
// var prevProbs = activityPosteriors.Select(ia => new Bernoulli(ia)).ToArray();
hypothesisActivityPosteriors = activityPosteriors.Select(ia => new Bernoulli(ia)).ToArray();
// Get datum
// var datum = DataSet.GetSubSet(0, index);
bool trueLabel = DataSet.Labels[0][index];
// Create copies of the Labelled an Unlabelled sets
var labelled = new HashSet <int>(Labelled);
var unlabelled = new HashSet <int>(Unlabelled);
labelled.Add(index);
unlabelled.Remove(index);
// datum.Labels[0][0] = true;
DataSet.Labels[0][index] = true;
// Learn as if positive
// var positivePosteriors = TrainModel.Train(datum, priors, 1);
Marginals positivePosteriors = priors;
try
{
positivePosteriors = TrainModel.Train(DataSet.GetSubSet(0, index), priors, 1);
}
catch (ImproperMessageException)
{
// As fallback use priors
}
// recompute probabilities
CalculateProbabilities(positivePosteriors);
//var jjposl = JL(labelled);
//var jjposu = JU(unlabelled);
var Jjpos = (JAll()) * (1.0 - hypothesisActivityPosteriors[index].GetMean());
// Restore posteriors
labelled.Add(index);
unlabelled.Remove(index);
// datum.Labels[0][0] = false;
DataSet.Labels[0][index] = false;
// Learn as if negative
// var negativePosteriors = TrainModel.Train(datum, priors, 1);
Marginals negativePosteriors = priors;
try
{
negativePosteriors = TrainModel.Train(DataSet.GetSubSet(0, index), priors, 1);
}
catch (ImproperMessageException)
{
// As fallback use priors
}
// recompute probabilities
CalculateProbabilities(negativePosteriors);
//var jjnegl = JL(labelled);
//var jjnegu = JU(unlabelled);
var Jjneg = (JAll()) * (hypothesisActivityPosteriors[index].GetMean());
// restore posteriors
// activityPosteriors = prevProbs;
DataSet.Labels[0][index] = trueLabel;
var voi = Jjpos + Jjneg;
return(voi);
}
public override void GetArgMaxVOI(MicrosoftResearch.Infer.Distributions.Bernoulli[] activityPosteriors, Marginals priors, out int argMax, out double maxVal)
{
CalculateProbabilities(priors);
var evidences = new Dictionary<int, double>();
var sortedUnlabelled = Unlabelled
.OrderBy(_ => rng.NextDouble())
.OrderBy(uu => Math.Abs(hypothesisActivityPosteriors[uu].GetMean() - 0.5))
.Take(10)
;
foreach (var index in sortedUnlabelled)
{
var evidence = ExpectedEvidence(index, priors);
evidences.Add(index, evidence);
}
var ordered = evidences.OrderBy(ee => ee.Value);
argMax = ordered.First().Key;
maxVal = ordered.First().Value;
}
private double JAll_j(int index, Bernoulli[] activityPosteriors, Marginals priors)
{
// var prevProbs = activityPosteriors.Select(ia => new Bernoulli(ia)).ToArray();
hypothesisActivityPosteriors = activityPosteriors.Select(ia => new Bernoulli(ia)).ToArray();
// Get datum
// var datum = DataSet.GetSubSet(0, index);
bool trueLabel = DataSet.Labels[0][index];
// Create copies of the Labelled an Unlabelled sets
var labelled = new HashSet<int>(Labelled);
var unlabelled = new HashSet<int>(Unlabelled);
labelled.Add(index);
unlabelled.Remove(index);
// datum.Labels[0][0] = true;
DataSet.Labels[0][index] = true;
// Learn as if positive
// var positivePosteriors = TrainModel.Train(datum, priors, 1);
Marginals positivePosteriors = priors;
try
{
positivePosteriors = TrainModel.Train(DataSet.GetSubSet(0, index), priors, 1);
}
catch (ImproperMessageException)
{
// As fallback use priors
}
// recompute probabilities
CalculateProbabilities(positivePosteriors);
//var jjposl = JL(labelled);
//var jjposu = JU(unlabelled);
var Jjpos = (JAll()) * (1.0 - hypothesisActivityPosteriors[index].GetMean());
// Restore posteriors
labelled.Add(index);
unlabelled.Remove(index);
// datum.Labels[0][0] = false;
DataSet.Labels[0][index] = false;
// Learn as if negative
// var negativePosteriors = TrainModel.Train(datum, priors, 1);
Marginals negativePosteriors = priors;
try
{
negativePosteriors = TrainModel.Train(DataSet.GetSubSet(0, index), priors, 1);
}
catch (ImproperMessageException)
{
// As fallback use priors
}
// recompute probabilities
CalculateProbabilities(negativePosteriors);
//var jjnegl = JL(labelled);
//var jjnegu = JU(unlabelled);
var Jjneg = (JAll()) * (hypothesisActivityPosteriors[index].GetMean());
// restore posteriors
// activityPosteriors = prevProbs;
DataSet.Labels[0][index] = trueLabel;
var voi = Jjpos + Jjneg;
return voi;
}
private double ExpectedEvidence(int index, Marginals priors)
{
var niter = 1;
//var pp = hypothesisActivityPosteriors[index];
bool trueLabel = DataSet.Labels[0][index];
var labelled = new HashSet<int>(Labelled);
labelled.Add(index);
//evidenceData.Labels[0] = evidenceData.Labels[0].Select( ll => !ll ).ToArray();
// Learn as if positive
DataSet.Labels[0][index] = true;
Marginals positivePosteriors = priors;
try
{
if (Reversed)
positivePosteriors = priors;
else
positivePosteriors = TrainModel.Train(DataSet.GetSubSet(0, index), priors, niter);
}
catch (ImproperMessageException)
{
// As fallback use priors
}
var positivePriorEvidence = EvidenceModel.ComputeEvidence(DataSet.GetSubSet(0, labelled.ToList()), priors);
var positivePostrEvidence = EvidenceModel.ComputeEvidence(DataSet.GetSubSet(0, labelled.ToList()), positivePosteriors);
// Learn as if negative
DataSet.Labels[0][index] = false;
Marginals negativePosteriors = priors;
try
{
if (Reversed)
negativePosteriors = priors;
else
negativePosteriors = TrainModel.Train(DataSet.GetSubSet(0, index), priors, niter);
}
catch (ImproperMessageException)
{
// As fallback use priors
}
var negativePriorEvidence = EvidenceModel.ComputeEvidence(DataSet.GetSubSet(0, labelled.ToList()), priors);
var negativePostrEvidence = EvidenceModel.ComputeEvidence(DataSet.GetSubSet(0, labelled.ToList()), negativePosteriors);
DataSet.Labels[0][index] = trueLabel;
var returns = new List<double>();
returns.Add(
(positivePriorEvidence.LogOdds) /
(negativePriorEvidence.LogOdds)
);
//return Math.Max( returns.Last(), 1.0 / returns.Last() );
returns.Add(
(positivePostrEvidence.LogOdds) /
(negativePostrEvidence.LogOdds)
);
//return Math.Max( returns.Last(), 1.0 / returns.Last() );
returns.Add(
(positivePriorEvidence.LogOdds + positivePostrEvidence.GetLogProbTrue()) /
(negativePriorEvidence.LogOdds + negativePostrEvidence.GetLogProbTrue())
);
return Math.Max(returns.Last(), 1.0 / returns.Last());
}
/// <summary>
/// Gets or sets the active posteriors.
/// </summary>
/// <value>The active posteriors.</value>
/// <summary>
/// Calculates the probabilities.
/// </summary>
/// <param name="priors">Priors.</param>
/// <summary>
/// Gets the argument maxising the Value of information.
/// </summary>
/// <param name="activityPosteriors">Activity posteriors.</param>
/// <param name="priors">Priors.</param>
/// <param name="argMax">Argument max.</param>
/// <param name="maxVal">Max value.</param>
public virtual void GetArgMaxVOI(Bernoulli[] activityPosteriors, Marginals priors, out int argMax, out double maxVal)
{
throw new NotImplementedException();
}
/// <summary>
/// Runs the online experiment.
/// </summary>
/// <param name="dataSet">Data set.</param>
/// <param name="holdoutSet">Holdout set.</param>
/// <param name="priors">Priors.</param>
public void RunOnline(DataSet dataSet, DataSet holdoutSet, Marginals priors)
{
using (new CodeTimer("Running online experiment: " + Name))
{
Console.WriteLine();
Metrics = new MetricsCollection();
HoldoutMetrics = new HoldoutMetricsCollection {
Metrics = new Metrics[dataSet.NumberOfResidents][]
};
PosteriorActivities = new Bernoulli[dataSet.NumberOfResidents][];
HoldoutPosteriorActivities = new Bernoulli[dataSet.NumberOfResidents][][];
IndividualPosteriors = new Marginals[dataSet.NumberOfResidents];
var accuracy = new double[dataSet.NumberOfResidents][];
for (int i = 0; i < dataSet.NumberOfResidents; i++)
{
var collection = new List <Metrics>();
HoldoutPosteriorActivities[i] = new Bernoulli[dataSet.NumberOfInstances[i]][];
accuracy[i] = new double[dataSet.NumberOfInstances[i]];
IndividualPosteriors[i] = new Marginals(priors);
PosteriorActivities[i] = new Bernoulli[dataSet.NumberOfInstances[i]];
for (int j = 0; j < dataSet.NumberOfInstances[i]; j++)
{
var datum = dataSet.GetSubSet(i, j);
PosteriorActivities[i][j] = TestModel.Test(datum, IndividualPosteriors[i])[0][0];
HoldoutPosteriorActivities[i][j] = TestModel.Test(holdoutSet.GetSubSet(i), IndividualPosteriors[i])[0];
// Test on holdout set
var holdoutMetrics = new Metrics {
Name = Name, Estimates = HoldoutPosteriorActivities[i][j], TrueLabels = holdoutSet.Labels[i]
};
accuracy[i][j] = holdoutMetrics.AverageAccuracy;
// PrintPrediction(i, temp[0][0], testLabels[0][i], testScores[0][i]);
// Now retrain using this label
IndividualPosteriors[i] = TrainModel.Train(datum, IndividualPosteriors[i], 10);
collection.Add(holdoutMetrics);
}
// PrintPredictions(posteriorActivities.Select(ia => ia[0]).ToArray(), testLabels.Select(ia => ia[0]).ToArray());
Metrics.Add(new Metrics {
Name = Name, Estimates = PosteriorActivities[i], TrueLabels = dataSet.Labels[i]
}, true);
HoldoutMetrics.Metrics[i] = collection.ToArray();
Console.WriteLine("{0,20}, Resident {1}, Hold out accuracy {2:N2}", Name, i, collection.Average(ia => ia.AverageAccuracy));
}
HoldoutMetrics.RecomputeAggregateMetrics();
Metrics.RecomputeAggregateMetrics();
// Console.WriteLine("Accuracies " + string.Join(", ", accuracy.ColumnAverage().Select(x => x.ToString("N2"))));
// Console.WriteLine("Std. dev. " + string.Join(", ", accuracy.ColumnStandardDeviation().Select(x => x.ToString("N2"))));
// Console.WriteLine("Accuracies " + string.Join(", ", HoldoutMetrics.AverageAccuracy.Select(x => x.ToString("N2"))));
}
}
/// <summary>
/// Gets or sets the active posteriors.
/// </summary>
/// <value>The active posteriors.</value>
/// <summary>
/// Calculates the probabilities.
/// </summary>
/// <param name="priors">Priors.</param>
/// <summary>
/// Gets the argument maxising the Value of information.
/// </summary>
/// <param name="activityPosteriors">Activity posteriors.</param>
/// <param name="priors">Priors.</param>
/// <param name="argMax">Argument max.</param>
/// <param name="maxVal">Max value.</param>
public override void GetArgMaxVOI(Bernoulli[] activityPosteriors, Marginals priors, out int argMax, out double maxVal)
{
// More efficient to only loop over this once ...
argMax = -1;
bool isSet = false;
maxVal = Reversed ? double.NegativeInfinity : double.PositiveInfinity;
foreach (var index in Unlabelled)
{
double diff = Math.Abs(0.5 - activityPosteriors[index].GetMean());
if (Reversed)
{
if (diff > maxVal || !isSet)
{
argMax = index;
maxVal = diff;
isSet = true;
}
}
else
{
if (diff < maxVal || !isSet)
{
argMax = index;
maxVal = diff;
isSet = true;
}
}
}
}
/// <summary>
/// Gets the argument maxising the Value of information.
/// </summary>
/// <param name="activityPosteriors">Activity posteriors.</param>
/// <param name="priors">Priors.</param>
/// <param name="argMax">Argument max.</param>
/// <param name="maxVal">Max value.</param>
public override void GetArgMaxVOI(Bernoulli[] activityPosteriors, Marginals priors, out int argMax, out double maxVal)
{
argMax = Unlabelled.ToArray()[random.Next(Unlabelled.Count)];
maxVal = 0.0;
}
/// <summary>
/// Test the specified dataSet and priors.
/// </summary>
/// <param name="dataSet">Data set.</param>
/// <param name="priors">Priors.</param>
public Bernoulli[][] Test(DataSet dataSet, Marginals priors)
{
SetObservedVariables(
dataSet.Features,
DistributionArrayHelpers.Copy(priors.WeightMeans),
DistributionArrayHelpers.Copy(priors.WeightPrecisions));
#if !USE_PRECOMPILED_ALGORITHM
var posteriorActivities = engine.Infer<Bernoulli[][]>(activities);
#else
algorithm.Execute(1);
var posteriorActivities = algorithm.Marginal<Bernoulli[][]>(activities.Name);
#endif
return posteriorActivities;
}
/// <summary>
/// Calculates the probabilities.
/// </summary>
public virtual void CalculateProbabilities(Marginals priors)
{
hypothesisActivityPosteriors = TestModel.Test(DataSet, priors)[0];
}
/// <summary>
/// Runs the active experiment.
/// </summary>
/// <param name="dataSet">Data set.</param>
/// <param name="holdoutSet">Holdout set.</param>
/// <param name="numberOfSelections">Number of selections.</param>
/// <param name="priors">Priors.</param>
public void RunActive(DataSet dataSet, DataSet holdoutSet, int numberOfSelections, Marginals priors)
{
if (ActiveLearners == null)
{
throw new InvalidOperationException("Active Learner not provided");
}
using (new CodeTimer("Running active experiment: " + Name))
{
Console.WriteLine();
HoldoutMetrics = new HoldoutMetricsCollection { Metrics = new Metrics[dataSet.NumberOfResidents][] };
// Metrics = new MetricsCollection(numberOfSelections);
PosteriorActivities = new Bernoulli[dataSet.NumberOfResidents][];
HoldoutPosteriorActivities = new Bernoulli[dataSet.NumberOfResidents][][];
IndividualPosteriors = new Marginals[dataSet.NumberOfResidents];
var accuracy = new double[dataSet.NumberOfResidents][];
for (int i = 0; i < dataSet.NumberOfResidents; i++)
{
HoldoutMetrics.Metrics[i] = new Metrics[numberOfSelections];
var collection = new List<Metrics>();
IndividualPosteriors[i] = new Marginals(priors);
// Test on holdout set
HoldoutPosteriorActivities[i] = new Bernoulli[numberOfSelections][];
accuracy[i] = new double[numberOfSelections];
var dataSetForResident = dataSet.GetSubSet(i);
var holdoutSetForResident = holdoutSet.GetSubSet(i);
// ActiveLearners[i].Transfer(i, 1);
// var individualPosteriors = new Marginals(priors);
for (int j = 0; j < numberOfSelections; j++)
{
PosteriorActivities[i] = TestModel.Test(dataSetForResident, IndividualPosteriors[i])[0];
HoldoutPosteriorActivities[i][j] = TestModel.Test(holdoutSetForResident, IndividualPosteriors[i])[0];
if (ActiveLearners[i].Unlabelled.Count == 0)
{
Console.WriteLine("Empty unlabelled set");
break;
}
// int index = ActiveLearner.GetValueOfInformation(i).ArgMax();
int index;
double val;
ActiveLearners[i].GetArgMaxVOI(PosteriorActivities[i], IndividualPosteriors[i], out index, out val);
// Console.WriteLine("Index {0,4}, VOI {1:N4}", index, value);
// Now retrain using this label
ActiveLearners[i].UpdateModel(index);
//IndividualPosteriors [i] = TrainModel.Train( dataSet.GetSubSet(i, ActiveLearners [i].Labelled.ToList()), priors, 10);
IndividualPosteriors[i] = TrainModel.Train(dataSet.GetSubSet(i, index), IndividualPosteriors[i], 50);
var metrics = new Metrics { Name = Name, Estimates = HoldoutPosteriorActivities[i][j], TrueLabels = holdoutSet.Labels[i] };
accuracy[i][j] = metrics.AverageAccuracy;
collection.Add(metrics);
}
// PrintPredictions(posteriorActivities.Select(ia => ia[0]).ToArray(), testLabels.Select(ia => ia[0]).ToArray());
HoldoutMetrics.Metrics[i] = collection.ToArray();
Console.WriteLine("{0,20}, Resident {1}, \n\t\tClass ratio {5}, \n\t\tHold out accuracy {2:N2}, \n\t\tAccuracies {3} \n\t\tBriers {4}\n",
Name, i, collection.Average(ia => ia.AverageAccuracy).ToString("N2"),
string.Join(", ", collection.Select(ia => ia.AverageAccuracy.ToString("N2"))),
string.Join(", ", collection.Select(ia => ia.BrierScore.ToString("N2"))),
holdoutSet.Labels[i].Average().ToString("N2")
);
}
HoldoutMetrics.RecomputeAggregateMetrics();
}
}
// /// <summary>
// /// Gets the value of information.
// /// </summary>
// /// <value>The value of information.</value>
// public double[] GetValueOfInformation()
// {
// double jall = JAll();
// return Unlabelled.Select(index => VOI(jall, index)).ToArray();
// }
/// <summary>
/// Gets the argument maxising the Value of information.
/// </summary>
/// <param name="activityPosteriors">Activity posteriors.</param>
/// <param name="priors">Priors.</param>
/// <param name="argMax">Argument max.</param>
/// <param name="maxVal">Max value.</param>
public override void GetArgMaxVOI(Bernoulli[] activityPosteriors, Marginals priors, out int argMax, out double maxVal)
{
hypothesisActivityPosteriors = activityPosteriors.Select(ia => new Bernoulli(ia)).ToArray();
double jall = JAll();
var unlabelled = Unlabelled.ToArray();
argMax = -1;
maxVal = Reversed ? double.PositiveInfinity : double.NegativeInfinity;
var signs = new double[unlabelled.Length];
var vois = new double[unlabelled.Length];
for (int i = 0; i < unlabelled.Length; i++)
{
var index = unlabelled[i];
vois[i] = VOI(jall, index, activityPosteriors, priors);
signs[i] = Math.Sign(vois[i]) / 2.0 + 0.5;
//Console.Write( "." );
//Console.WriteLine( "y_true: {0}", labels[0][ind] );
//Console.WriteLine( "y_hat: {0}", probs[ind] );
//Console.WriteLine( "VOJ_{0}: {1}", ind, voi );
//Console.WriteLine();
if (Reversed)
{
if (vois[i] < maxVal || argMax < 0)
{
maxVal = vois[i];
argMax = index;
}
}
else
{
if (vois[i] > maxVal || argMax < 0)
{
maxVal = vois[i];
argMax = index;
}
}
}
//Console.WriteLine();
//Console.WriteLine( "\n+ivity: {0}", signs.Average() );
}
/// <summary>
/// Runs the online experiment.
/// </summary>
/// <param name="dataSet">Data set.</param>
/// <param name="holdoutSet">Holdout set.</param>
/// <param name="priors">Priors.</param>
public void RunOnline(DataSet dataSet, DataSet holdoutSet, Marginals priors)
{
using (new CodeTimer("Running online experiment: " + Name))
{
Console.WriteLine();
Metrics = new MetricsCollection();
HoldoutMetrics = new HoldoutMetricsCollection { Metrics = new Metrics[dataSet.NumberOfResidents][] };
PosteriorActivities = new Bernoulli[dataSet.NumberOfResidents][];
HoldoutPosteriorActivities = new Bernoulli[dataSet.NumberOfResidents][][];
IndividualPosteriors = new Marginals[dataSet.NumberOfResidents];
var accuracy = new double[dataSet.NumberOfResidents][];
for (int i = 0; i < dataSet.NumberOfResidents; i++)
{
var collection = new List<Metrics>();
HoldoutPosteriorActivities[i] = new Bernoulli[dataSet.NumberOfInstances[i]][];
accuracy[i] = new double[dataSet.NumberOfInstances[i]];
IndividualPosteriors[i] = new Marginals(priors);
PosteriorActivities[i] = new Bernoulli[dataSet.NumberOfInstances[i]];
for (int j = 0; j < dataSet.NumberOfInstances[i]; j++)
{
var datum = dataSet.GetSubSet(i, j);
PosteriorActivities[i][j] = TestModel.Test(datum, IndividualPosteriors[i])[0][0];
HoldoutPosteriorActivities[i][j] = TestModel.Test(holdoutSet.GetSubSet(i), IndividualPosteriors[i])[0];
// Test on holdout set
var holdoutMetrics = new Metrics { Name = Name, Estimates = HoldoutPosteriorActivities[i][j], TrueLabels = holdoutSet.Labels[i] };
accuracy[i][j] = holdoutMetrics.AverageAccuracy;
// PrintPrediction(i, temp[0][0], testLabels[0][i], testScores[0][i]);
// Now retrain using this label
IndividualPosteriors[i] = TrainModel.Train(datum, IndividualPosteriors[i], 10);
collection.Add(holdoutMetrics);
}
// PrintPredictions(posteriorActivities.Select(ia => ia[0]).ToArray(), testLabels.Select(ia => ia[0]).ToArray());
Metrics.Add(new Metrics { Name = Name, Estimates = PosteriorActivities[i], TrueLabels = dataSet.Labels[i] }, true);
HoldoutMetrics.Metrics[i] = collection.ToArray();
Console.WriteLine("{0,20}, Resident {1}, Hold out accuracy {2:N2}", Name, i, collection.Average(ia => ia.AverageAccuracy));
}
HoldoutMetrics.RecomputeAggregateMetrics();
Metrics.RecomputeAggregateMetrics();
// Console.WriteLine("Accuracies " + string.Join(", ", accuracy.ColumnAverage().Select(x => x.ToString("N2"))));
// Console.WriteLine("Std. dev. " + string.Join(", ", accuracy.ColumnStandardDeviation().Select(x => x.ToString("N2"))));
// Console.WriteLine("Accuracies " + string.Join(", ", HoldoutMetrics.AverageAccuracy.Select(x => x.ToString("N2"))));
}
}
public void VOITest(int numActivelySelected, Marginals priors)
{
var onlineEstimates = new List<Bernoulli>();
var onlineTargets = new List<bool>();
Metrics metrics = null;
for (int jj = 0; jj < numActivelySelected; ++jj)
{
CalculateProbabilities(priors);
//Console.WriteLine( "\nJL: {0}", JL() );
//Console.WriteLine( "JU: {0}", JU() );
int argMax;
double maxVal;
GetArgMaxVOI(hypothesisActivityPosteriors, priors, out argMax, out maxVal);
Unlabelled.Remove(argMax);
Labelled.Add(argMax);
UpdateModel(argMax);
onlineEstimates.Add(GetProbabilityOf(argMax, priors));
onlineTargets.Add(DataSet.Labels[0][argMax]);
metrics = new Metrics
{
Name = "active",
Estimates = onlineEstimates.Select(ia => new Bernoulli(ia)).ToArray(),
TrueLabels = onlineTargets.ToArray()
};
// metrics.PrintSummary();
}
if (Unlabelled.Any())
{
CalculateProbabilities(priors);
foreach (var index in Unlabelled)
{
onlineEstimates.Add(hypothesisActivityPosteriors[index]);
onlineTargets.Add(DataSet.Labels[0][index]);
}
metrics = new Metrics
{
Name = "active",
Estimates = onlineEstimates.Select(ia => new Bernoulli(ia)).ToArray(),
TrueLabels = onlineTargets.ToArray()
};
}
if (metrics != null)
{
metrics.PrintSummary();
}
}
/// <summary>
/// Calculates the probabilities.
/// </summary>
public void CalculateProbabilities(Marginals priors)
{
hypothesisActivityPosteriors = TestModel.Test(DataSet, priors)[0];
}
/// <summary>
/// Gets the probability of the given index.
/// </summary>
/// <returns>The probability of.</returns>
/// <param name="index">Index.</param>
private Bernoulli GetProbabilityOf(int index, Marginals priors)
{
return TestModel.Test(DataSet.GetSubSet(index), priors)[0][0];
}
/// <summary>
/// Initializes a new instance of the <see cref="ToyDataRunner"/> class.
/// </summary>
/// <param name="trainModel">Train model.</param>
/// <param name="testModel">Test model.</param>
public static void Run(BinaryModel trainModel, BinaryModel testModel, bool testTransfer, bool testActive, bool testActiveTransfer)
{
var phase1PriorMean = new Gaussian(4, 1);
var phase1PriorPrecision = new Gamma(1, 1);
var phase2PriorMean = new Gaussian(4, 1);
var phase2PriorPrecision = new Gamma(1, 1);
// Generate data for 5 individuals
var data = new List<ToyData>();
for (int i = 0; i < 3; i++)
{
var toy = new ToyData
{
// NumberOfInstances = 200,
// NumberOfHoldoutInstances = i == 0 ? 0 : 1000,
NumberOfResidents = 5,
NumberOfFeatures = NumberOfFeatures,
NumberOfActivities = 2,
UseBias = false,
TruePriorMean = i == 0 ? phase1PriorMean : phase2PriorMean,
TruePriorPrecision = i == 0 ? phase1PriorPrecision : phase2PriorPrecision
};
toy.Generate(i == 2 ? NoisyExampleProportion : 0.0, 200);
if (i != 0)
{
// no need for holdout data in training set
toy.Generate(0.0, 1000, true);
}
data.Add(toy);
}
var priors = new Marginals
{
WeightMeans = DistributionArrayHelpers.CreateGaussianArray(NumberOfFeatures, 0, 1).ToArray(),
WeightPrecisions = DistributionArrayHelpers.CreateGammaArray(NumberOfFeatures, 1, 1).ToArray()
};
Console.WriteLine("Data Generated");
// TODO: Create meta-features that allow us to do the first form of transfer learning
// Train the community model
Console.WriteLine("Training Community Model");
var communityExperiment = new Experiment { TrainModel = trainModel, TestModel = testModel, Name = "Community" };
communityExperiment.RunBatch(data[0].DataSet, priors);
// PrintWeightPriors(communityExperiment.Posteriors, trainData.CommunityWeights);
// Utils.PlotPosteriors(communityExperiment.Posteriors.Weights, data[0].Weights);
// Utils.PlotPosteriors(communityExperiment.Posteriors.WeightMeans, communityExperiment.Posteriors.WeightPrecisions, null, "Community weights", "Feature");
// return;
if (testTransfer)
{
// Do online learning
// Console.WriteLine("Testing Online Model");
var onlineExperiment = new Experiment { TrainModel = trainModel, TestModel = testModel, Name = "Online" };
onlineExperiment.RunOnline(data[1].DataSet, data[1].HoldoutSet, priors);
// Do transfer learning
// Console.WriteLine("Testing Community Model");
var personalisationExperiment = new Experiment { TrainModel = trainModel, TestModel = testModel, Name = "Community" };
personalisationExperiment.RunOnline(data[1].DataSet, data[1].HoldoutSet, communityExperiment.Posteriors);
// Plot cumulative metrics
Utils.PlotCumulativeMetrics(new[] { onlineExperiment, personalisationExperiment }, "Toy Transfer");
}
else
{
Console.WriteLine("Skipping Transfer Learning");
}
// ACTIVE MODEL
if (testActive)
{
ActiveTransfer(trainModel, testModel, data, "Toy Active", priors);
}
else
{
Console.WriteLine("Skipping Active Learning");
}
if (testActiveTransfer)
{
Console.WriteLine("Note that the transfer learning is very effective here, so the active learning doesn't add much");
ActiveTransfer(trainModel, testModel, data, "Toy Active Transfer", communityExperiment.Posteriors);
}
else
{
Console.WriteLine("Skipping Active Transfer Learning");
}
// Now create different costs for acquiring labels - want to demonstrate that we choose from all 3 possible labels
}
/// <summary>
/// Initializes a new instance of the <see cref="ActiveTransfer.ToyDataRunner"/> class.
/// </summary>
/// <param name="trainModel">Train model.</param>
/// <param name="testModel">Test model.</param>
public void Run(BinaryModel trainModel, BinaryModel testModel, BinaryModel evidenceModel, bool testVOI, bool testActiveEvidence)
{
const int NumberOfResidents = 7;
const double KeepProportion = 1.0;
var selectedFeatures = new HashSet <int>(Enumerable.Range(0, 48));
var ted = Source.GetDataSet(Enumerable.Range(1, 14), AddBias, selectedFeatures, KeepProportion);
var trd = Target.GetDataSet(Enumerable.Range(1, 25), AddBias, selectedFeatures, KeepProportion);
// var ted = Source.GetDataSet( Enumerable.Range( 1, 1 ), AddBias, selectedFeatures, KeepProportion );
// var trd = Target.GetDataSet( Enumerable.Range( 1, 20 ), AddBias, selectedFeatures, KeepProportion );
// var hod = Target.GetDataSet( Enumerable.Range( 1 + NumberOfResidents * 1, NumberOfResidents ) );
DataSet testSet;
DataSet holdoutSet;
ted.SplitTrainTest(0.5, out testSet, out holdoutSet);
var NumFeatures = trd.Features.First().First().Count();
var trainData = new ToyData
{
NumberOfResidents = trd.NumberOfResidents,
NumberOfFeatures = NumFeatures,
NumberOfActivities = 2,
UseBias = false,
DataSet = trd
};
var testData = new ToyData
{
NumberOfResidents = NumberOfResidents,
NumberOfFeatures = NumFeatures,
NumberOfActivities = 2,
UseBias = false,
DataSet = testSet,
HoldoutSet = holdoutSet
};
var priors = new Marginals
{
WeightMeans = DistributionArrayHelpers.CreateGaussianArray(trainData.NumberOfFeatures, 0.0, 1.0).ToArray(),
WeightPrecisions = DistributionArrayHelpers.CreateGammaArray(trainData.NumberOfFeatures, 1.0, 1.0).ToArray()
};
// TODO: Create meta-features that allow us to do the first form of transfer learning
// Train the community model
var communityExperiment = new Experiment
{
TrainModel = trainModel,
TestModel = testModel,
EvidenceModel = evidenceModel,
Name = "Community"
};
communityExperiment.RunBatch(trainData.DataSet, priors);
// communityExperiment.Posteriors.WeightPrecisions = priors.WeightPrecisions;
// if (false)
// {
// Utils.PlotPosteriors(communityExperiment.Posteriors.WeightMeans, communityExperiment.Posteriors.WeightPrecisions, null, "Community weights", "Feature", ShowPlots);
// Utils.PlotPosteriors(communityExperiment.Posteriors.WeightMeans, communityExperiment.Posteriors.WeightPrecisions, null, "Community weights (prior precision)", "Feature", ShowPlots);
// }
// Print top features
// var topWeights = communityExperiment.Posteriors.WeightMeans.Zip(communityExperiment.Posteriors.WeightPrecisions, (m, p) => new { m, p }).Select((ia, i) => new { ia, i })
// .OrderByDescending(x => Math.Abs(x.ia.m.GetMean())).ToList();
// Console.WriteLine("Top 20 weights:\n {0}", string.Join("\n", topWeights.Take(20).Select(pair => string.Format("{0}: {1}", pair.i, new Gaussian(pair.ia.m.GetMean(), pair.ia.p.GetMean())))));
// //communityExperiment.Posteriors.WeightPrecisions = DistributionArrayHelpers.Copy( priors.WeightPrecisions ).ToArray();
var sourcePosteriors = new Marginals
{
WeightMeans = communityExperiment.Posteriors.WeightMeans,
WeightPrecisions = priors.WeightPrecisions, //communityExperiment.Posteriors.WeightMeans,
Weights = null
};
// Select half the features
/*
* trainData.DataSet.Features = trainData.DataSet.Features.Select(
* ia => ia.Select(
* ib => topWeights.Take(topWeights.Count / 2).Select(pair => ib[pair.i]).ToArray())
* .ToArray())
* .ToArray();
*
* // Retrain using these weights
*/
// if (false)
// {
// // Do online learning
// var onlineExperiment = new Experiment
// {
// TrainModel = trainModel,
// TestModel = testModel,
// Name = "Online"
// };
// onlineExperiment.RunOnline(testData.DataSet, testData.HoldoutSet, priors);
// // Do transfer learning
// var personalisationExperiment = new Experiment
// {
// TrainModel = trainModel,
// TestModel = testModel,
// Name = "Community"
// };
// personalisationExperiment.RunOnline(testData.DataSet, testData.HoldoutSet, communityExperiment.Posteriors);
// // Plot cumulative metrics
// Utils.PlotCumulativeMetrics(new [] { onlineExperiment, personalisationExperiment }, "Active", ShowPlots);
// }
// ACTIVE MODEL
foreach (var doTransfer in new[] { false, true })
{
var experiments = new List <Experiment>();
var learners = CreateLearners(trainModel, testModel, evidenceModel, testData, testVOI, testActiveEvidence);
foreach (var learner in learners)
{
Console.WriteLine("Testing Active{0} Learning ({1})", doTransfer ? " Real Transfer" : "Real Online", learner.Key);
var experiment = new Experiment
{
TrainModel = trainModel,
TestModel = testModel,
Name = learner.Key,
ActiveLearners = learner.Value
};
experiment.RunActive(testData.DataSet, testData.HoldoutSet, ActiveSteps, doTransfer ? sourcePosteriors : priors);
experiments.Add(experiment);
if (false)
{
Utils.PlotPosteriors(
experiment.IndividualPosteriors[0].WeightMeans,
experiment.IndividualPosteriors[0].WeightPrecisions,
null,
"Posterior weights for " + learner.Key + " " + (doTransfer ? " (transfer)" : ""),
"Feature",
ShowPlots);
}
}
Utils.PlotHoldoutMetrics(experiments, doTransfer ? "Real Active Transfer" : "Real Active", "", ShowPlots);
}
}
/// <summary>
/// Runs the active experiment.
/// </summary>
/// <param name="dataSet">Data set.</param>
/// <param name="holdoutSet">Holdout set.</param>
/// <param name="numberOfSelections">Number of selections.</param>
/// <param name="priors">Priors.</param>
public void RunActive(DataSet dataSet, DataSet holdoutSet, int numberOfSelections, Marginals priors)
{
if (ActiveLearners == null)
{
throw new InvalidOperationException("Active Learner not provided");
}
using (new CodeTimer("Running active experiment: " + Name))
{
Console.WriteLine();
HoldoutMetrics = new HoldoutMetricsCollection {
Metrics = new Metrics[dataSet.NumberOfResidents][]
};
// Metrics = new MetricsCollection(numberOfSelections);
PosteriorActivities = new Bernoulli[dataSet.NumberOfResidents][];
HoldoutPosteriorActivities = new Bernoulli[dataSet.NumberOfResidents][][];
IndividualPosteriors = new Marginals[dataSet.NumberOfResidents];
var accuracy = new double[dataSet.NumberOfResidents][];
for (int i = 0; i < dataSet.NumberOfResidents; i++)
{
HoldoutMetrics.Metrics[i] = new Metrics[numberOfSelections];
var collection = new List <Metrics>();
IndividualPosteriors[i] = new Marginals(priors);
// Test on holdout set
HoldoutPosteriorActivities[i] = new Bernoulli[numberOfSelections][];
accuracy[i] = new double[numberOfSelections];
var dataSetForResident = dataSet.GetSubSet(i);
var holdoutSetForResident = holdoutSet.GetSubSet(i);
// ActiveLearners[i].Transfer(i, 1);
// var individualPosteriors = new Marginals(priors);
for (int j = 0; j < numberOfSelections; j++)
{
PosteriorActivities[i] = TestModel.Test(dataSetForResident, IndividualPosteriors[i])[0];
HoldoutPosteriorActivities[i][j] = TestModel.Test(holdoutSetForResident, IndividualPosteriors[i])[0];
if (ActiveLearners[i].Unlabelled.Count == 0)
{
Console.WriteLine("Empty unlabelled set");
break;
}
// int index = ActiveLearner.GetValueOfInformation(i).ArgMax();
int index;
double val;
ActiveLearners[i].GetArgMaxVOI(PosteriorActivities[i], IndividualPosteriors[i], out index, out val);
// Console.WriteLine("Index {0,4}, VOI {1:N4}", index, value);
// Now retrain using this label
ActiveLearners[i].UpdateModel(index);
//IndividualPosteriors [i] = TrainModel.Train( dataSet.GetSubSet(i, ActiveLearners [i].Labelled.ToList()), priors, 10);
IndividualPosteriors[i] = TrainModel.Train(dataSet.GetSubSet(i, index), IndividualPosteriors[i], 50);
var metrics = new Metrics {
Name = Name, Estimates = HoldoutPosteriorActivities[i][j], TrueLabels = holdoutSet.Labels[i]
};
accuracy[i][j] = metrics.AverageAccuracy;
collection.Add(metrics);
}
// PrintPredictions(posteriorActivities.Select(ia => ia[0]).ToArray(), testLabels.Select(ia => ia[0]).ToArray());
HoldoutMetrics.Metrics[i] = collection.ToArray();
Console.WriteLine("{0,20}, Resident {1}, \n\t\tClass ratio {5}, \n\t\tHold out accuracy {2:N2}, \n\t\tAccuracies {3} \n\t\tBriers {4}\n",
Name, i, collection.Average(ia => ia.AverageAccuracy).ToString("N2"),
string.Join(", ", collection.Select(ia => ia.AverageAccuracy.ToString("N2"))),
string.Join(", ", collection.Select(ia => ia.BrierScore.ToString("N2"))),
holdoutSet.Labels[i].Average().ToString("N2")
);
}
HoldoutMetrics.RecomputeAggregateMetrics();
}
}
/// <summary>
/// Gets or sets the active posteriors.
/// </summary>
/// <value>The active posteriors.</value>
/// <summary>
/// Calculates the probabilities.
/// </summary>
/// <param name="priors">Priors.</param>
/// <summary>
/// Gets the argument maxising the Value of information.
/// </summary>
/// <param name="activityPosteriors">Activity posteriors.</param>
/// <param name="priors">Priors.</param>
/// <param name="argMax">Argument max.</param>
/// <param name="maxVal">Max value.</param>
public virtual void GetArgMaxVOI(Bernoulli[] activityPosteriors, Marginals priors, out int argMax, out double maxVal)
{
throw new NotImplementedException();
}
