private protected static FeatureSubsetModel <TOutput>[] CreateModels <T>(List <FeatureSubsetModel <TOutput> > models) where T : IPredictorProducing <TOutput>
{
var subsetModels = new FeatureSubsetModel <TOutput> [models.Count];
for (int i = 0; i < models.Count; i++)
{
subsetModels[i] = new FeatureSubsetModel <TOutput>(
(T)models[i].Predictor,
models[i].SelectedFeatures,
models[i].Metrics);
}
return(subsetModels);
}
public int Compare(FeatureSubsetModel <TOutput> x, FeatureSubsetModel <TOutput> y)
{
if (x == null || y == null)
{
return((x == null ? 0 : 1) - (y == null ? 0 : 1));
}
double xValue = 0;
var found = false;
foreach (var kvp in x.Metrics)
{
if (_metricName == kvp.Key)
{
xValue = kvp.Value;
found = true;
break;
}
}
if (!found)
{
throw Contracts.Except("Metrics did not contain the requested metric '{0}'", _metricName);
}
double yValue = 0;
found = false;
foreach (var kvp in y.Metrics)
{
if (_metricName == kvp.Key)
{
yValue = kvp.Value;
found = true;
break;
}
}
if (!found)
{
throw Contracts.Except("Metrics did not contain the requested metric '{0}'", _metricName);
}
if (xValue > yValue)
{
return(_isAscMetric ? -1 : 1);
}
if (yValue > xValue)
{
return(_isAscMetric ? 1 : -1);
}
return(0);
}
private TPredictor TrainCore(IChannel ch, RoleMappedData data)
{
Host.AssertValue(ch);
ch.AssertValue(data);
// 1. Subset Selection
var stackingTrainer = Combiner as IStackingTrainer <TOutput>;
//REVIEW: Implement stacking for Batch mode.
ch.CheckUserArg(stackingTrainer == null || Args.BatchSize <= 0, nameof(Args.BatchSize), "Stacking works only with Non-batch mode");
var validationDataSetProportion = SubModelSelector.ValidationDatasetProportion;
if (stackingTrainer != null)
{
validationDataSetProportion = Math.Max(validationDataSetProportion, stackingTrainer.ValidationDatasetProportion);
}
var needMetrics = Args.ShowMetrics || Combiner is IWeightedAverager;
var models = new List <FeatureSubsetModel <TOutput> >();
_subsetSelector.Initialize(data, NumModels, Args.BatchSize, validationDataSetProportion);
int batchNumber = 1;
foreach (var batch in _subsetSelector.GetBatches(Host.Rand))
{
// 2. Core train
ch.Info("Training {0} learners for the batch {1}", Trainers.Length, batchNumber++);
var batchModels = new FeatureSubsetModel <TOutput> [Trainers.Length];
Parallel.ForEach(_subsetSelector.GetSubsets(batch, Host.Rand),
new ParallelOptions()
{
MaxDegreeOfParallelism = Args.TrainParallel ? -1 : 1
},
(subset, state, index) =>
{
ch.Info("Beginning training model {0} of {1}", index + 1, Trainers.Length);
Stopwatch sw = Stopwatch.StartNew();
try
{
if (EnsureMinimumFeaturesSelected(subset))
{
var model = new FeatureSubsetModel <TOutput>(
Trainers[(int)index].Train(subset.Data),
subset.SelectedFeatures,
null);
SubModelSelector.CalculateMetrics(model, _subsetSelector, subset, batch, needMetrics);
batchModels[(int)index] = model;
}
}
catch (Exception ex)
{
ch.Assert(batchModels[(int)index] == null);
ch.Warning(ex.Sensitivity(), "Trainer {0} of {1} was not learned properly due to the exception '{2}' and will not be added to models.",
index + 1, Trainers.Length, ex.Message);
}
ch.Info("Trainer {0} of {1} finished in {2}", index + 1, Trainers.Length, sw.Elapsed);
});
var modelsList = batchModels.Where(m => m != null).ToList();
if (Args.ShowMetrics)
{
PrintMetrics(ch, modelsList);
}
modelsList = SubModelSelector.Prune(modelsList).ToList();
if (stackingTrainer != null)
{
stackingTrainer.Train(modelsList, _subsetSelector.GetTestData(null, batch), Host);
}
models.AddRange(modelsList);
int modelSize = Utils.Size(models);
if (modelSize < Utils.Size(Trainers))
{
ch.Warning("{0} of {1} trainings failed.", Utils.Size(Trainers) - modelSize, Utils.Size(Trainers));
}
ch.Check(modelSize > 0, "Ensemble training resulted in no valid models.");
}
return(CreatePredictor(models));
}
public override void CalculateMetrics(FeatureSubsetModel <TOutput> model,
ISubsetSelector subsetSelector, Subset subset, Batch batch, bool needMetrics)
{
base.CalculateMetrics(model, subsetSelector, subset, batch, true);
}