详细描述

Class CDependenceMaximization, base class for all feature selection preprocessors which select a subset of features that shows maximum dependence between the features and the labels. This is done via an implementation of CIndependenceTest, m_estimator inside compute_measures() (see class documentation of CFeatureSelection), which performs a statistical test for a given feature \(\mathbf{X}_i\) from the set of features \(\mathbf{X}\), and the labels \(\mathbf{Y}\). The test checks

\[ \textbf{H}_0 : P\left(\mathbf{X}\setminus \mathbf{X}_i, \mathbf{Y}\right) =P\left(\mathbf{X}\setminus \mathbf{X}_i\right)P\left(\mathbf{Y}\right) \]

The test statistic is then used as a measure which signifies the independence between the rest of the features and the labels - higher the value of the test statistic, greater the dependency between the rest of the features and the class labels, and therefore lesser significant the current feature becomes. Therefore, highest scoring features are removed. The removal policy thus can only be shogun::N_LARGEST and shogun::PERCENTILE_LARGEST and it can be set via set_policy() call. remove_feats() method handles the removal of features based on the specified policy.

The estimator cannot be set via user interface, rather its subclasses initialize this estimator with appropriate instances internally.

This class also overrides set_labels() method to create a feature object from the labels and sets this as features \(\mathbf{Y}\sim q\) to the estimator which is required to compute the measure.

在文件 DependenceMaximization.h 第 70 行定义.

类 CDependenceMaximization 继承关系图:

[图例]

Public 成员函数
	CDependenceMaximization ()

virtual	~CDependenceMaximization ()

virtual float64_t	compute_measures (CFeatures *features, index_t idx)

virtual CFeatures *	remove_feats (CFeatures *features, SGVector< index_t > ranks)

virtual void	set_policy (EFeatureRemovalPolicy policy)

virtual void	set_algorithm (EFeatureSelectionAlgorithm algorithm)=0

virtual bool	init (CFeatures *features)

virtual void	set_labels (CLabels *labels)

virtual const char *	get_name () const

virtual CFeatures *	apply (CFeatures *features)

SGVector< index_t >	get_selected_feats ()

virtual EFeatureClass	get_feature_class ()

virtual EFeatureType	get_feature_type ()

virtual EPreprocessorType	get_type () const

void	set_target_dim (index_t target_dim)

index_t	get_target_dim () const

EFeatureSelectionAlgorithm	get_algorithm () const

EFeatureRemovalPolicy	get_policy () const

void	set_num_remove (index_t num_remove)

index_t	get_num_remove () const

CLabels *	get_labels () const

virtual void	cleanup ()

virtual CSGObject *	shallow_copy () const

virtual CSGObject *	deep_copy () const

virtual bool	is_generic (EPrimitiveType *generic) const

template<class T >
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

template<>
void	set_generic ()

void	unset_generic ()

virtual void	print_serializable (const char *prefix="")

virtual bool	save_serializable (CSerializableFile file, const char prefix="")

virtual bool	load_serializable (CSerializableFile file, const char prefix="")

void	set_global_io (SGIO *io)

SGIO *	get_global_io ()

void	set_global_parallel (Parallel *parallel)

Parallel *	get_global_parallel ()

void	set_global_version (Version *version)

Version *	get_global_version ()

SGStringList< char >	get_modelsel_names ()

void	print_modsel_params ()

char *	get_modsel_param_descr (const char *param_name)

index_t	get_modsel_param_index (const char *param_name)

void	build_gradient_parameter_dictionary (CMap< TParameter , CSGObject > *dict)

virtual void	update_parameter_hash ()

virtual bool	parameter_hash_changed ()

virtual bool	equals (CSGObject *other, float64_t accuracy=0.0, bool tolerant=false)

virtual CSGObject *	clone ()

Public 属性
SGIO *	io

Parallel *	parallel

Version *	version

Parameter *	m_parameters

Parameter *	m_model_selection_parameters

Parameter *	m_gradient_parameters

uint32_t	m_hash

Protected 成员函数
virtual CFeatures *	create_transformed_copy (CFeatures *features, index_t idx)

virtual CFeatures *	apply_backward_elimination (CFeatures *features)

virtual void	precompute ()

virtual void	adapt_params (CFeatures *features)

index_t	get_num_features (CFeatures *features) const

virtual void	load_serializable_pre () throw (ShogunException)

virtual void	load_serializable_post () throw (ShogunException)

virtual void	save_serializable_pre () throw (ShogunException)

virtual void	save_serializable_post () throw (ShogunException)

Protected 属性
CIndependenceTest *	m_estimator

CFeatures *	m_labels_feats

index_t	m_target_dim

EFeatureSelectionAlgorithm	m_algorithm

EFeatureRemovalPolicy	m_policy

index_t	m_num_remove

CLabels *	m_labels

CSubsetStack *	m_subset

构造及析构函数说明

CDependenceMaximization ( )

Default constructor

在文件 DependenceMaximization.cpp 第 40 行定义.

~CDependenceMaximization ( )

virtual

Destructor

在文件 DependenceMaximization.cpp 第 57 行定义.

成员函数说明

virtual void adapt_params ( CFeatures * features )

protectedvirtualinherited

Tunes the parameters which are required to compute the measure based on current features. Overridden in the subclasses. Here it does nothing.

参数

features the features based on which parameters are needed to be tuned for computing measures

virtual CFeatures* apply ( CFeatures * features )

virtualinherited

Generic interface for applying the feature selection preprocessor. Acts as a wrapper which decides which actual method to call based on the algorithm specified.

参数

features the input features

返回: the result feature object after applying the preprocessor

实现了 CPreprocessor.

virtual CFeatures* apply_backward_elimination ( CFeatures * features )

protectedvirtualinherited

Applies backward elimination algorithm for performing feature selection. After performing necessary precomputing (defined by subclasses), it iteratively eliminates a number of features based on a measure until target dimension is reached.

参数

features the input features

返回: the result feature object after applying the preprocessor

void build_gradient_parameter_dictionary ( CMap< TParameter *, CSGObject * > * dict )

inherited

Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.

参数

dict	dictionary of parameters to be built.

在文件 SGObject.cpp 第 597 行定义.

virtual void cleanup ( )

virtualinherited

performs cleanup

实现了 CPreprocessor.

CSGObject * clone ( )

virtualinherited

Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.

返回: an identical copy of the given object, which is disjoint in memory. NULL if the clone fails. Note that the returned object is SG_REF'ed

在文件 SGObject.cpp 第 714 行定义.

float64_t compute_measures	(	CFeatures *	features,
		index_t	idx
	)

virtual

Method that computes the measures using test statistic computed by an instance of CIndependenceTest wiht the provided features and the labels

参数

features	the features on which the measure has to be computed
idx	the index that decides which features should we compute the measure on

返回: the measure based on which features are selected

实现了 CFeatureSelection< float64_t >.

在文件 DependenceMaximization.cpp 第 106 行定义.

CFeatures * create_transformed_copy	(	CFeatures *	features,
		index_t	idx
	)

protectedvirtual

Helper method which removes the dimension specified via the index. It copies the rest of the features into a separate object via copy_dimension_subset() call.

参数

features	the features
idx	index of the dimension which is required to be removed

返回: a new feature object with the specified dimension removed

在文件 DependenceMaximization.cpp 第 78 行定义.

CSGObject * deep_copy ( ) const

virtualinherited

A deep copy. All the instance variables will also be copied.

在文件 SGObject.cpp 第 198 行定义.

bool equals	(	CSGObject *	other,
		float64_t	accuracy = `0.0`,
		bool	tolerant = `false`
	)

virtualinherited

Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!

May be overwritten but please do with care! Should not be necessary in most cases.

参数

other	object to compare with
accuracy	accuracy to use for comparison (optional)
tolerant	allows linient check on float equality (within accuracy)

返回: true if all parameters were equal, false if not

在文件 SGObject.cpp 第 618 行定义.

EFeatureSelectionAlgorithm get_algorithm ( ) const

inherited

返回: the feature removal algorithm being used

virtual EFeatureClass get_feature_class ( )

virtualinherited

返回: the feature class, shogun::C_ANY

实现了 CPreprocessor.

virtual EFeatureType get_feature_type ( )

virtualinherited

返回: feature type

实现了 CPreprocessor.

SGIO * get_global_io ( )

inherited

get the io object

返回: io object

在文件 SGObject.cpp 第 235 行定义.

Parallel * get_global_parallel ( )

inherited

get the parallel object

返回: parallel object

在文件 SGObject.cpp 第 277 行定义.

Version * get_global_version ( )

inherited

get the version object

返回: version object

在文件 SGObject.cpp 第 290 行定义.

CLabels* get_labels ( ) const

inherited

返回: the labels

SGStringList< char > get_modelsel_names ( )

inherited

返回: vector of names of all parameters which are registered for model selection

在文件 SGObject.cpp 第 498 行定义.

char * get_modsel_param_descr ( const char * param_name )

inherited

Returns description of a given parameter string, if it exists. SG_ERROR otherwise

参数

param_name name of the parameter

返回: description of the parameter

在文件 SGObject.cpp 第 522 行定义.

index_t get_modsel_param_index ( const char * param_name )

inherited

Returns index of model selection parameter with provided index

参数

param_name name of model selection parameter

返回: index of model selection parameter with provided name, -1 if there is no such

在文件 SGObject.cpp 第 535 行定义.

virtual const char* get_name ( ) const

virtual

返回: the class name

重载 CFeatureSelection< float64_t > .

被 CBAHSIC , 以及 CKernelDependenceMaximization 重载.

在文件 DependenceMaximization.h 第 136 行定义.

index_t get_num_features ( CFeatures * features ) const

protectedinherited

Returns the number of features of the provided feature object. Since the number of features doesn't make sense for all types of features, this helper method checks whether obtaining a num_features is possible and then calls get_num_features() on those features after proper type-cast

参数

features the feature object

返回: the number of features

index_t get_num_remove ( ) const

inherited

返回: number or percentage of features removed in each iteration

EFeatureRemovalPolicy get_policy ( ) const

inherited

返回: the feature removal policy being used

SGVector<index_t> get_selected_feats ( )

inherited

返回: indices of selected features

index_t get_target_dim ( ) const

inherited

返回: the target dimension

virtual EPreprocessorType get_type ( ) const

virtualinherited

返回: the preprocessor type

实现了 CPreprocessor.

被 CBAHSIC 重载.

bool init ( CFeatures * features )

virtual

Initialize preprocessor from features

参数

features the features

返回: true if init was successful

实现了 CPreprocessor.

在文件 DependenceMaximization.cpp 第 63 行定义.

bool is_generic ( EPrimitiveType * generic ) const

virtualinherited

If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.

参数

generic set to the type of the generic if returning TRUE

返回: TRUE if a class template.

在文件 SGObject.cpp 第 296 行定义.

bool load_serializable	(	CSerializableFile *	file,
		const char *	prefix = `""`
	)

virtualinherited

Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!

参数

file	where to load from
prefix	prefix for members

返回: TRUE if done, otherwise FALSE

在文件 SGObject.cpp 第 369 行定义.

void load_serializable_post	(		)
throw	(	ShogunException
	)

protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.

异常

ShogunException will be thrown if an error occurs.

被 CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel , 以及 CExponentialKernel 重载.

在文件 SGObject.cpp 第 426 行定义.

void load_serializable_pre	(		)
throw	(	ShogunException
	)

protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.

异常

ShogunException will be thrown if an error occurs.

被 CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.

在文件 SGObject.cpp 第 421 行定义.

bool parameter_hash_changed ( )

virtualinherited

返回: whether parameter combination has changed since last update

在文件 SGObject.cpp 第 262 行定义.

virtual void precompute ( )

protectedvirtualinherited

Performs the tasks which can be computed beforehand before the actual algorithm begins. This method is overridden in the subclasses. Here it does nothing.

被 CKernelDependenceMaximization 重载.

void print_modsel_params ( )

inherited

prints all parameter registered for model selection and their type

在文件 SGObject.cpp 第 474 行定义.

void print_serializable ( const char * prefix = "" )

virtualinherited

prints registered parameters out

参数

prefix prefix for members

在文件 SGObject.cpp 第 308 行定义.

CFeatures * remove_feats	(	CFeatures *	features,
		SGVector< index_t >	ranks
	)

virtual

Method which handles the removal of features based on removal policy. see documentation of CFeatureSelection. For dependence maximization approach, the highest scoring features are removed. Therefore, only m_policy can only be shogun::N_LARGEST, shogun::PERCENTILE_LARGEST. See set_policy() method for specifying the exact policy

参数

features	the features object from which specific features has to be removed
ranks	the ranks of the features based on their measures, 0 being the lowest rank which corresponds to smallest measure.

返回: the feature object after removal of features based on the policy

实现了 CFeatureSelection< float64_t >.

在文件 DependenceMaximization.cpp 第 130 行定义.

bool save_serializable	(	CSerializableFile *	file,
		const char *	prefix = `""`
	)

virtualinherited

Save this object to file.

参数

file	where to save the object; will be closed during returning if PREFIX is an empty string.
prefix	prefix for members

返回: TRUE if done, otherwise FALSE

在文件 SGObject.cpp 第 314 行定义.

void save_serializable_post	(		)
throw	(	ShogunException
	)

protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.

异常

ShogunException will be thrown if an error occurs.

被 CKernel 重载.

在文件 SGObject.cpp 第 436 行定义.

void save_serializable_pre	(		)
throw	(	ShogunException
	)

protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.

异常

ShogunException will be thrown if an error occurs.

被 CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.

在文件 SGObject.cpp 第 431 行定义.

virtual void set_algorithm ( EFeatureSelectionAlgorithm algorithm )

pure virtual

Abstract method which is overridden in the subclasses to set accepted feature selection algorithm

参数

algorithm the feature selection algorithm to use

实现了 CFeatureSelection< float64_t >.

在 CKernelDependenceMaximization , 以及 CBAHSIC 内被实现.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 41 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 46 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 51 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 56 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 61 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 66 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 71 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 76 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 81 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 86 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 91 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 96 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 101 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 106 行定义.

void set_generic ( )

inherited

在文件 SGObject.cpp 第 111 行定义.

void set_generic ( )

inherited

set generic type to T

void set_global_io ( SGIO * io )

inherited

set the io object

参数

io	io object to use

在文件 SGObject.cpp 第 228 行定义.

void set_global_parallel ( Parallel * parallel )

inherited

set the parallel object

参数

parallel parallel object to use

在文件 SGObject.cpp 第 241 行定义.

void set_global_version ( Version * version )

inherited

set the version object

参数

version version object to use

在文件 SGObject.cpp 第 283 行定义.

void set_labels ( CLabels * labels )

virtual

Setter for labels. This method is overridden to internally convert the labels to a dense feature object and set this feature in the independence test estimator. These labels serve as samples \(\mathbf{Y}\sim q\) in the independence test

参数

labels the labels

重载 CFeatureSelection< float64_t > .

在文件 DependenceMaximization.cpp 第 187 行定义.

void set_num_remove ( index_t num_remove )

inherited

Use this method to set the number or percentile of features to be removed in each iteration.

参数

num_remove number or percentage of features to be removed in each iteration

void set_policy ( EFeatureRemovalPolicy policy )

virtual

参数

policy feature removal policy

实现了 CFeatureSelection< float64_t >.

在文件 DependenceMaximization.cpp 第 179 行定义.

void set_target_dim ( index_t target_dim )

inherited

参数

target_dim the target dimension to achieve

CSGObject * shallow_copy ( ) const

virtualinherited

A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.

被 CGaussianKernel 重载.

在文件 SGObject.cpp 第 192 行定义.

void unset_generic ( )

inherited

unset generic type

this has to be called in classes specializing a template class

在文件 SGObject.cpp 第 303 行定义.

void update_parameter_hash ( )

virtualinherited

Updates the hash of current parameter combination

在文件 SGObject.cpp 第 248 行定义.

类成员变量说明

SGIO* io

inherited

io

在文件 SGObject.h 第 369 行定义.

EFeatureSelectionAlgorithm m_algorithm

protectedinherited

Wrapper algorithm for feature selection

在文件 FeatureSelection.h 第 302 行定义.

CIndependenceTest* m_estimator

protected

The estimator for performing statistical tests for independence which is used for computing measures

在文件 DependenceMaximization.h 第 157 行定义.

Parameter* m_gradient_parameters

inherited

parameters wrt which we can compute gradients

在文件 SGObject.h 第 384 行定义.

uint32_t m_hash

inherited

Hash of parameter values

在文件 SGObject.h 第 387 行定义.

CLabels* m_labels

protectedinherited

The labels for the feature vectors

在文件 FeatureSelection.h 第 316 行定义.

CFeatures* m_labels_feats

protected

The feature for the labels

在文件 DependenceMaximization.h 第 160 行定义.

Parameter* m_model_selection_parameters

inherited

model selection parameters

在文件 SGObject.h 第 381 行定义.

index_t m_num_remove

protectedinherited

Number or percentage of features to be removed. When the policy is set as shogun::N_SMALLEST or shogun::N_LARGEST, this number decides how many features in an iteration. For shogun::PERCENTILE_SMALLEST or shogun::PERCENTILE_LARGEST, this decides the percentage of current number of features to be removed in each iteration

在文件 FeatureSelection.h 第 313 行定义.

Parameter* m_parameters

inherited

parameters

在文件 SGObject.h 第 378 行定义.

EFeatureRemovalPolicy m_policy

protectedinherited

Feature removal policy

在文件 FeatureSelection.h 第 305 行定义.

CSubsetStack* m_subset

protectedinherited

The indices of features that are selected

在文件 FeatureSelection.h 第 319 行定义.

index_t m_target_dim

protectedinherited

Target dimension

在文件 FeatureSelection.h 第 299 行定义.

Parallel* parallel

inherited

parallel

在文件 SGObject.h 第 372 行定义.

Version* version

inherited

version

在文件 SGObject.h 第 375 行定义.

该类的文档由以下文件生成:

详细描述

Public 成员函数

Public 属性

Protected 成员函数

Protected 属性

构造及析构函数说明

成员函数说明

类成员变量说明