public BinaryDecisionTree TrainClassifier(DataSet Dataset, int trainingRounds = 250)
{
var multiclassAdaboost = new MultiClassClassificationMethod(Dataset);
var tree = multiclassAdaboost.Train(trainingRounds);
//var p = multiclassAdaboost.Test(Dataset, tree);
//Console.WriteLine(p.MultiClassVectorDifference + " " + p.MultiClassPerformance);
return(tree);
}
public virtual MethodPerformance Execute()
{
int experimentMethodCode = Options.ExperimentMethodCode;
int nSections = DataSimulation.DefaultGroupSimulationOptions.SectionPriorities.Length * DataSimulation.DefaultGroupSimulationOptions.SectionPriorities[0].Length;
List <double> SectionRValue = new List <double>(nSections);
List <double> SectionSValue = new List <double>(nSections);
for (int i = 0; i < nSections; i++)
{
SectionRValue.Add(0);
SectionSValue.Add(0);
}
// initialize
int[] PredictedTag = new int[nSections], MaxvoteTag = new int[nSections], RandomTag = new int[nSections];
for (int i = 0; i < nSections; i++) // start off with 1
{
PredictedTag[i] = 1;
MaxvoteTag[i] = 1;
RandomTag[i] = 1;
}
var sectionTable = UserTags.GroupBy(u => new { u.Section, u.Day, u.Hour }, (key, group) => new DayHourSection(group.ToList(), key.Day, key.Hour, key.Section)).ToList();
var Days = UserTags.Max(t => t.Day);
StopTrainingDay = (int)Math.Floor(Days * Options.pot);
// for portfolio
DataPoint point;
DataSet TrainingDataset = new DataSet();
TrainingDataset.DataPoints = new List <DataPoint>();
BinaryDecisionTree tree = null;
foreach (DayHourSection item in sectionTable)
{
var tags = item.Reports;
int CurrentOccupancyIndex = (from o in Occupancies where o.Day == item.Day && o.Hour == item.Hour && o.Section == item.Section select o.index).ToArray()[0];
int CurrentSection = tags[0].Section;
int RealTag = Occupancies[CurrentOccupancyIndex].OccupancyTag; // for all tags, the realtag is the same
int CurrentDay = Occupancies[CurrentOccupancyIndex].Day;
int CurrentHour = Occupancies[CurrentOccupancyIndex].Hour;
bool IsTrainingNow = CurrentDay < StopTrainingDay;
int ChoosenClassByPortfolioClassification = 0;;
// apply discounting first to all sections
if (Options.discounted)
{
//var indexes = (from o in Occupancies where o.Day >= item.Day && o.Hour >= item.Hour && o.Section == item.Section select o.index).ToArray();
//foreach (var i in indexes)
//{
// Occupancies[i].MaxVoteOccupancyTag = 1;
// Occupancies[i].PredictedOccupancyTag = 1;
// Occupancies[i].RandomOccupancyTag = 1;
//}
PredictedTag[CurrentSection - 1] = 1;
MaxvoteTag[CurrentSection - 1] = 1;
RandomTag[CurrentSection - 1] = 1;
}
RandomTag[CurrentSection - 1] = random.Next(1, DataSimulation.DefaultGroupSimulationOptions.TagOccupancies.Length);
if (tags.Count > 0)
{
MaxvoteTag[CurrentSection - 1] = GetMaxVoteTag(tags);
stopwatch.Start();
// let's predict the tag
switch (experimentMethodCode)
{
case 10:
var tp1 = new MLEProcessor();
PredictedTag[CurrentSection - 1] = tp1.ProcessTags(tags, Users, Options, RealTag, IsTrainingNow);
tp1.UpdateTrustFromObservation(tags, Users, PredictedTag[CurrentSection - 1]);
break;
case 11:
var tp2 = new BayesianProcessor();
PredictedTag[CurrentSection - 1] = tp2.ProcessTags(tags, Users, Options, RealTag, IsTrainingNow);
tp2.UpdateTrustFromObservation(tags, Users, PredictedTag[CurrentSection - 1]);
break;
case 20:
var tp3 = new GompertzProcessor();
PredictedTag[CurrentSection - 1] = tp3.ProcessTags(tags, Users, Options, RealTag, IsTrainingNow);
tp3.UpdateTrustFromObservation(tags, Users);
break;
case 21:
var tp4 = new RobustAveragingProcessor();
PredictedTag[CurrentSection - 1] = tp4.ProcessTags(tags, Users, Options, RealTag, IsTrainingNow);
tp4.UpdateTrustFromObservation(tags, Users);
break;
case 23:
var tp5 = new BetaProcessor();
PredictedTag[CurrentSection - 1] = tp5.ProcessTags(tags, Users, Options, RealTag, IsTrainingNow, SectionRValue, SectionSValue);
tp5.UpdateTrustFromObservation(tags, Users, PredictedTag[CurrentSection - 1]);
break;
case 32: // portfolio classification
case 31: // portfolio regression
int FolioTag = RealTag;
if (!IsTrainingNow)
{
int[] tgs = new int[5];
tgs[0] = PredictedTag[CurrentSection - 1] = new TagProcessors.MLEProcessor().ProcessTags(tags, Users, Options, RealTag, IsTrainingNow);
tgs[1] = PredictedTag[CurrentSection - 1] = new TagProcessors.BayesianProcessor().ProcessTags(tags, Users, Options, RealTag, IsTrainingNow);
tgs[2] = PredictedTag[CurrentSection - 1] = new TagProcessors.GompertzProcessor().ProcessTags(tags, Users, Options, RealTag, IsTrainingNow);
tgs[3] = PredictedTag[CurrentSection - 1] = new TagProcessors.RobustAveragingProcessor().ProcessTags(tags, Users, Options, RealTag, IsTrainingNow);
tgs[4] = PredictedTag[CurrentSection - 1] = new TagProcessors.BetaProcessor().ProcessTags(tags, Users, Options, RealTag, IsTrainingNow, SectionRValue, SectionSValue);
bool isRegression = experimentMethodCode == 31;
int[] algids = new int[] { 10, 11, 20, 21, 23 };
int featureID = -1;
point = new DataPoint();
point.Features = new List <FeatureIndex>();
point.Features.Add(new FeatureIndex()
{
ID = featureID++, Name = "Hour", Value = CurrentHour
});
point.Features.Add(new FeatureIndex()
{
ID = featureID++, Name = "MaxTrust", Value = Convert.ToDouble(Options.maxTrust)
});
//point.Features.Add(new FeatureIndex() { ID = featureID++, Name = "Pop", Value = Options.pop });
//point.Features.Add(new FeatureIndex() { ID = featureID++, Name = "Pou", Value = Options.pou });
//point.Features.Add(new FeatureIndex() { ID = featureID++, Name = "Pot", Value = Options.pot });
point.Features.Add(new FeatureIndex()
{
ID = featureID++, Name = "Weekday", Value = Occupancies[CurrentOccupancyIndex].Weekday
});
point.Features.Add(new FeatureIndex()
{
ID = featureID++, Name = "Section", Value = CurrentSection
});
if (isRegression)
{
point.Features.Add(new FeatureIndex()
{
ID = featureID++, Name = "MLE", Value = tgs[0]
});
point.Features.Add(new FeatureIndex()
{
ID = featureID++, Name = "Bayesian", Value = tgs[1]
});
point.Features.Add(new FeatureIndex()
{
ID = featureID++, Name = "Gompertz", Value = tgs[2]
});
point.Features.Add(new FeatureIndex()
{
ID = featureID++, Name = "RobustAveraging", Value = tgs[3]
});
point.Features.Add(new FeatureIndex()
{
ID = featureID++, Name = "Beta", Value = tgs[4]
});
}
if (CurrentDay >= StopTrainingDay && CurrentDay < StopTrainingDay + 7)
{
//gather training data
if (isRegression)
{
point.Label = RealTag;
}
else
{
point.Label = 0; // maxvote
for (int i = 0; i < algids.Length; i++)
{
if (RealTag == tgs[i])
{
point.Label = i + 1;
}
}
}
TrainingDataset.DataPoints.Add(point);
}
else
{
var multiclassAdaboost = new MultiClassClassificationMethod(TrainingDataset);
// train classifier
if (tree == null)
{
//make the classifier
tree = multiclassAdaboost.Train(250);
}
// use the classifier
FolioTag = MaxvoteTag[CurrentSection - 1];
try
{
if (isRegression)
{
FolioTag = multiclassAdaboost.ClassifyDataPoint(point, tree);
}
else
{
ChoosenClassByPortfolioClassification = multiclassAdaboost.ClassifyDataPoint(point, tree);
if (ChoosenClassByPortfolioClassification != 0)
{
FolioTag = tgs[ChoosenClassByPortfolioClassification - 1];
}
}
}
catch { }
}
}
PredictedTag[CurrentSection - 1] = FolioTag;
if (IsTrainingNow)
{
var tp6 = new BetaProcessor();
tp6.UpdateTrustFromObservation(tags, Users, PredictedTag[CurrentSection - 1]);
}
else
{
if (experimentMethodCode == 32)
{
switch (ChoosenClassByPortfolioClassification)
{
case 1:
new MLEProcessor().UpdateTrustFromObservation(tags, Users, PredictedTag[CurrentSection - 1]);
break;
case 2:
new BayesianProcessor().UpdateTrustFromObservation(tags, Users, PredictedTag[CurrentSection - 1]);
break;
case 3:
new GompertzProcessor().UpdateTrustFromObservation(tags, Users);
break;
case 4:
new RobustAveragingProcessor().UpdateTrustFromObservation(tags, Users);
break;
case 5:
new BetaProcessor().UpdateTrustFromObservation(tags, Users, PredictedTag[CurrentSection - 1]);
break;
default:
new BetaProcessor().UpdateTrustFromObservation(tags, Users, PredictedTag[CurrentSection - 1]);
break;
}
}
if (experimentMethodCode == 31)
{
new BetaProcessor().UpdateTrustFromObservation(tags, Users, PredictedTag[CurrentSection - 1]);
}
}
break;
default:
throw new Exception("experimentMethodCode is not defined");
}
stopwatch.Stop();
//db.ExecuteNonQuery
}
if (PredictedTag[CurrentSection - 1] == 0)
{
throw new Exception();
}
Occupancies[CurrentOccupancyIndex].MaxVoteOccupancyTag = MaxvoteTag[CurrentSection - 1];
Occupancies[CurrentOccupancyIndex].PredictedOccupancyTag = PredictedTag[CurrentSection - 1];
Occupancies[CurrentOccupancyIndex].RandomOccupancyTag = RandomTag[CurrentSection - 1];
Occupancies[CurrentOccupancyIndex].IsTrainingDay = CurrentDay < StopTrainingDay;
Occupancies[CurrentOccupancyIndex].CountInEvaluation = true;
}
return(new MethodPerformance(Occupancies, Users, StopTrainingDay, stopwatch.ElapsedTicks / sectionTable.Count));
}