/// <summary>
/// Creates an Infer.NET inference algorithm which trains the Bayes point machine classifier.
/// </summary>
/// <param name="computeModelEvidence">If true, the generated training algorithm computes evidence.</param>
/// <param name="useSparseFeatures">If true, the generated training algorithm expects features in a sparse representation.</param>
/// <returns>The created <see cref="IGeneratedAlgorithm"/> for training.</returns>
protected override IGeneratedAlgorithm CreateTrainingAlgorithm(bool computeModelEvidence, bool useSparseFeatures)
{
return InferenceAlgorithmUtilities.CreateBinaryTrainingAlgorithm(
computeModelEvidence,
useSparseFeatures,
useCompoundWeightPriorDistributions: false);
}
/// <summary>
/// Runs the generated prediction algorithm for the specified features.
/// </summary>
/// <param name="featureValues">The feature values.</param>
/// <param name="featureIndexes">The feature indexes.</param>
/// <param name="iterationCount">The number of iterations to run the prediction algorithm for.</param>
/// <returns>The predictive distributions over labels.</returns>
public IEnumerable <TLabelDistribution> PredictDistribution(double[][] featureValues, int[][] featureIndexes, int iterationCount)
{
InferenceAlgorithmUtilities.CheckIterationCount(iterationCount);
InferenceAlgorithmUtilities.CheckFeatures(this.UseSparseFeatures, this.FeatureCount, featureValues, featureIndexes);
// Update prior weight distributions of the prediction algorithm to the posterior weight distributions of the training algorithm
this.PredictionAlgorithm.SetObservedValue(InferenceQueryVariableNames.WeightPriors, this.WeightMarginals);
// Infer posterior distribution over labels, one instance after the other
for (int i = 0; i < featureValues.Length; i++)
{
// Observe a single feature vector
this.PredictionAlgorithm.SetObservedValue(InferenceQueryVariableNames.InstanceCount, 1);
if (this.UseSparseFeatures)
{
this.PredictionAlgorithm.SetObservedValue(InferenceQueryVariableNames.InstanceFeatureCounts, new[] { featureValues[i].Length });
this.PredictionAlgorithm.SetObservedValue(InferenceQueryVariableNames.FeatureIndexes, new[] { featureIndexes[i] });
}
this.PredictionAlgorithm.SetObservedValue(InferenceQueryVariableNames.FeatureValues, new[] { featureValues[i] });
// Infer the posterior distribution over the label
yield return(this.CopyLabelDistribution(this.RunPredictionAlgorithm(iterationCount)));
}
}
/// <summary>
/// Initializes a new instance of the <see cref="GaussianBinaryFactorizedInferenceAlgorithms"/> class.
/// </summary>
/// <param name="computeModelEvidence">If true, the training algorithm computes evidence.</param>
/// <param name="useSparseFeatures">If true, the inference algorithms expect features in a sparse representation.</param>
/// <param name="featureCount">The number of features that the inference algorithms use.</param>
/// <param name="weightPriorVariance">The variance of the prior distributions over weights. Defaults to 1.</param>
public GaussianBinaryFactorizedInferenceAlgorithms(bool computeModelEvidence, bool useSparseFeatures, int featureCount, double weightPriorVariance = 1.0)
: base(computeModelEvidence, useSparseFeatures, featureCount)
{
InferenceAlgorithmUtilities.CheckVariance(weightPriorVariance);
// Set the prior distributions over weights
this.weightPriorDistributions = new GaussianArray(new Gaussian(0.0, weightPriorVariance), featureCount);
}
/// <summary>
/// Computes the logarithm of the model evidence corrections required in batched training.
/// </summary>
/// <returns>The logarithm of the model evidence corrections.</returns>
/// <remarks>
/// When the training data is split into several batches, it is necessary to eliminate evidence contributions
/// which would otherwise be double counted. In essence, evidence corrections remove the superfluous contributions
/// of factors which are shared across data batches, such as priors and constraints. To compute the evidence
/// contributions of the factors shared across batches, one can compute the evidence on an empty batch.
/// </remarks>
protected virtual double ComputeLogEvidenceCorrection()
{
// Correct the below empty batch correction and add the missing evidence contribution
// for the Replicate operator on the weights for all batches
double logModelEvidenceCorrection = InferenceAlgorithmUtilities.ComputeLogEvidenceCorrectionReplicateAllBatches(this.BatchWeightOutputMessages);
// Compute the evidence contribution of all factors shared across batches and remove it for all but one batch.
logModelEvidenceCorrection -= (this.BatchCount - 1) * this.ComputeLogEvidenceContributionEmptyBatch();
return(logModelEvidenceCorrection);
}
/// <summary>
/// Computes the logarithm of the model evidence corrections required in batched training.
/// </summary>
/// <returns>The logarithm of the model evidence corrections.</returns>
/// <remarks>
/// When the training data is split into several batches, it is necessary to eliminate evidence contributions
/// which would otherwise be double counted. In essence, evidence corrections remove the superfluous contributions
/// of factors which are shared across data batches, such as priors and constraints. To compute the evidence
/// contributions of the factors shared across batches, one can compute the evidence on an empty batch.
/// </remarks>
protected override double ComputeLogEvidenceCorrection()
{
// Correct the below base correction and add the missing evidence contribution
// for the Replicate operator on the weight precision rates for all batches
double logModelEvidenceCorrection =
InferenceAlgorithmUtilities.ComputeLogEvidenceCorrectionReplicateAllBatches(this.batchWeightPrecisionRateOutputMessages);
// Compute base evidence correction
logModelEvidenceCorrection += base.ComputeLogEvidenceCorrection();
return(logModelEvidenceCorrection);
}
/// <summary>
/// Initializes a new instance of the <see cref="MulticlassFactorizedInferenceAlgorithms"/> class.
/// </summary>
/// <param name="computeModelEvidence">If true, the training algorithm computes evidence.</param>
/// <param name="useSparseFeatures">If true, the inference algorithms expect features in a sparse representation.</param>
/// <param name="featureCount">The number of features that the inference algorithms use.</param>
/// <param name="classCount">The number of classes that the inference algorithms use.</param>
protected MulticlassFactorizedInferenceAlgorithms(bool computeModelEvidence, bool useSparseFeatures, int featureCount, int classCount)
: base(computeModelEvidence, useSparseFeatures, featureCount)
{
InferenceAlgorithmUtilities.CheckClassCount(classCount);
this.classCount = classCount;
// Set the marginal distributions over weights divided by their prior distributions
// to uniform distributions in the training algorithm (no constraints)
this.WeightMarginalsDividedByPriors = new GaussianMatrix(new GaussianArray(Gaussian.Uniform(), featureCount), classCount);
// Set the constraint distributions over weights to uniform distributions (no constraints)
this.WeightConstraints = new GaussianMatrix(new GaussianArray(Gaussian.Uniform(), featureCount), classCount);
this.InitializeInferenceAlgorithms();
}
/// <summary>
/// Initializes a new instance of the <see cref="InferenceAlgorithms{TWeightDistributions,TLabel,TLabelDistribution}"/> class.
/// </summary>
/// <param name="computeModelEvidence">If true, the training algorithm computes evidence.</param>
/// <param name="useSparseFeatures">If true, the inference algorithms expect features in a sparse representation.</param>
/// <param name="featureCount">The number of features that the inference algorithms use.</param>
protected InferenceAlgorithms(bool computeModelEvidence, bool useSparseFeatures, int featureCount)
{
InferenceAlgorithmUtilities.CheckFeatureCount(featureCount);
this.computeModelEvidence = computeModelEvidence;
this.UseSparseFeatures = useSparseFeatures;
this.FeatureCount = featureCount;
this.BatchCount = 1;
// Create the inference algorithms for training and prediction
this.CreateInferenceAlgorithms();
// Initialize the inference algorithms
this.InitializeInferenceAlgorithms();
}
/// <summary>
/// Runs the generated training algorithm for the specified features and labels.
/// </summary>
/// <param name="featureValues">The feature values.</param>
/// <param name="featureIndexes">The feature indexes.</param>
/// <param name="labels">The labels.</param>
/// <param name="iterationCount">The number of iterations to run the training algorithm for.</param>
/// <param name="batchNumber">
/// An optional batch number. Defaults to 0 and is used only if the training data is divided into batches.
/// </param>
protected virtual void TrainInternal(double[][] featureValues, int[][] featureIndexes, TLabel[] labels, int iterationCount, int batchNumber = 0)
{
InferenceAlgorithmUtilities.CheckIterationCount(iterationCount);
InferenceAlgorithmUtilities.CheckBatchNumber(batchNumber, this.BatchCount);
InferenceAlgorithmUtilities.CheckFeatures(this.UseSparseFeatures, this.FeatureCount, featureValues, featureIndexes);
Debug.Assert(featureValues.Length == labels.Length, "There must be the same number of feature values and labels.");
// Observe features and labels
this.TrainingAlgorithm.SetObservedValue(InferenceQueryVariableNames.InstanceCount, featureValues.Length);
if (this.UseSparseFeatures)
{
this.TrainingAlgorithm.SetObservedValue(
InferenceQueryVariableNames.InstanceFeatureCounts,
Util.ArrayInit(featureValues.Length, instance => featureValues[instance].Length));
this.TrainingAlgorithm.SetObservedValue(InferenceQueryVariableNames.FeatureIndexes, featureIndexes);
}
this.TrainingAlgorithm.SetObservedValue(InferenceQueryVariableNames.FeatureValues, featureValues);
this.Labels = labels;
if (this.BatchCount == 1)
{
// Required for incremental training
this.WeightConstraints = this.WeightMarginalsDividedByPriors;
// Run the training algorithm
this.RunTrainingAlgorithm(iterationCount);
}
else
{
// Print information about current batch to console
if (this.ShowProgress)
{
Console.WriteLine("Batch {0} [{1} instance{2}]", batchNumber + 1, featureValues.Length, featureValues.Length == 1 ? string.Empty : "s");
}
// Compute the constraint distributions for the weights for the given batch
this.WeightConstraints.SetToRatio(this.WeightMarginalsDividedByPriors, this.BatchWeightOutputMessages[batchNumber]);
// Run the training algorithm
this.RunTrainingAlgorithm(iterationCount);
// Update the output messages for the weights for the given batch
this.BatchWeightOutputMessages[batchNumber].SetToRatio(this.WeightMarginalsDividedByPriors, this.WeightConstraints);
}
}
/// <summary>
/// Runs the generated training algorithm for the specified features and labels.
/// </summary>
/// <param name="featureValues">The feature values.</param>
/// <param name="featureIndexes">The feature indexes.</param>
/// <param name="labels">The labels.</param>
/// <param name="iterationCount">The number of iterations to run the training algorithm for.</param>
/// <param name="batchNumber">
/// An optional batch number. Defaults to 0 and is used only if the training data is divided into batches.
/// </param>
protected override void TrainInternal(double[][] featureValues, int[][] featureIndexes, bool[] labels, int iterationCount, int batchNumber = 0)
{
if (this.UseSparseFeatures)
{
InferenceAlgorithmUtilities.CheckSparseFeatures(this.FeatureCount, featureValues, featureIndexes);
// Observe the number of instances with zero-value features to anchor the compound prior distributions
this.TrainingAlgorithm.SetObservedValue(
InferenceQueryVariableNames.ZeroFeatureValueInstanceCounts,
InferenceAlgorithmUtilities.CountZeroFeatureValueInstances(this.FeatureCount, featureIndexes));
}
if (this.BatchCount > 1)
{
// Compute the constraint distributions for the weight precision rates for the given batch
this.weightPrecisionRateConstraints.SetToRatio(
this.weightPrecisionRateMarginalsDividedByPriors, this.batchWeightPrecisionRateOutputMessages[batchNumber], false);
}
else
{
// Required for incremental training
this.weightPrecisionRateConstraints = this.weightPrecisionRateMarginalsDividedByPriors;
}
// Set the constraint distributions for the weight precision rates
this.TrainingAlgorithm.SetObservedValue(InferenceQueryVariableNames.WeightPrecisionRateConstraints, this.weightPrecisionRateConstraints);
// Run training
base.TrainInternal(featureValues, featureIndexes, labels, iterationCount, batchNumber);
// Update the marginal distributions over weight precision rates divided by their prior distributions
this.weightPrecisionRateMarginalsDividedByPriors.SetTo(this.TrainingAlgorithm.Marginal <GammaArray>(
InferenceQueryVariableNames.WeightPrecisionRates, QueryTypes.MarginalDividedByPrior.Name));
if (this.BatchCount > 1)
{
// Update the output messages for the weight precision rates for the given batch
this.batchWeightPrecisionRateOutputMessages[batchNumber].SetToRatio(
this.weightPrecisionRateMarginalsDividedByPriors, this.weightPrecisionRateConstraints, false);
}
}
/// <summary>
/// Creates an Infer.NET inference algorithm for making predictions from the Bayes point machine classifier.
/// </summary>
/// <param name="useSparseFeatures">If true, the generated prediction algorithm expects features in a sparse representation.</param>
/// <returns>The created <see cref="IGeneratedAlgorithm"/> for prediction.</returns>
protected override IGeneratedAlgorithm CreatePredictionAlgorithm(bool useSparseFeatures)
{
return InferenceAlgorithmUtilities.CreateBinaryPredictionAlgorithm(useSparseFeatures);
}
/// <summary>
/// Creates an Infer.NET inference algorithm for making predictions from the Bayes point machine classifier.
/// </summary>
/// <param name="useSparseFeatures">If true, the generated prediction algorithm expects features in a sparse representation.</param>
/// <returns>The created <see cref="IGeneratedAlgorithm"/> for prediction.</returns>
protected override IGeneratedAlgorithm CreatePredictionAlgorithm(bool useSparseFeatures)
{
return(InferenceAlgorithmUtilities.CreateMulticlassPredictionAlgorithm(useSparseFeatures));
}
/// <summary>
/// Sets the number of batches the training data is split into and resets the per-batch output messages.
/// </summary>
/// <param name="value">The number of batches to use.</param>
public void SetBatchCount(int value)
{
InferenceAlgorithmUtilities.CheckBatchCount(value);
this.BatchCount = value;
this.BatchWeightOutputMessages = this.CreateUniformBatchOutputMessages(this.BatchCount);
}