CBAHSIC Class Reference

Detailed Description

Class CBAHSIC, that extends CKernelDependenceMaximization and uses HSIC [1] to compute dependence measures for feature selection using a backward elimination approach as described in [1]. This class serves as a convenience class that initializes the CDependenceMaximization::m_estimator with an instance of CHSIC and allows only shogun::BACKWARD_ELIMINATION algorithm to use which is set internally. Therefore, trying to use other algorithms by set_algorithm() will not work. Plese see the class documentation of CHSIC and [2] for more details on mathematical description of HSIC.

Refrences: [1] Song, Le and Bedo, Justin and Borgwardt, Karsten M. and Gretton, Arthur and Smola, Alex. (2007). Gene Selection via the BAHSIC Family of Algorithms. Journal Bioinformatics. Volume 23 Issue Pages i490-i498. Oxford University Press Oxford, UK [2]: Gretton, A., Fukumizu, K., Teo, C., & Song, L. (2008). A kernel statistical test of independence. Advances in Neural Information Processing Systems, 1-8.

Definition at line 58 of file BAHSIC.h.

Inheritance diagram for CBAHSIC:

Public Member Functions
	CBAHSIC ()
virtual	~CBAHSIC ()
virtual void	set_algorithm (EFeatureSelectionAlgorithm algorithm)
virtual EPreprocessorType	get_type () const
virtual const char *	get_name () const
void	set_kernel_features (CKernel *kernel)
CKernel *	get_kernel_features () const
void	set_kernel_labels (CKernel *kernel)
CKernel *	get_kernel_labels () const
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 bool	init (CFeatures *features)
virtual void	set_labels (CLabels *labels)
virtual CFeatures *	apply (CFeatures *features)
SGVector< index_t >	get_selected_feats ()
virtual EFeatureClass	get_feature_class ()
virtual EFeatureType	get_feature_type ()
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 Attributes
SGIO *	io
Parallel *	parallel
Version *	version
Parameter *	m_parameters
Parameter *	m_model_selection_parameters
Parameter *	m_gradient_parameters
uint32_t	m_hash

Protected Member Functions
virtual void	precompute ()
virtual CFeatures *	create_transformed_copy (CFeatures *features, index_t idx)
virtual CFeatures *	apply_backward_elimination (CFeatures *features)
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 Attributes
CKernel *	m_kernel_features
CKernel *	m_kernel_labels
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

Constructor & Destructor Documentation

CBAHSIC

(

)

Default constructor

Definition at line 36 of file BAHSIC.cpp.

~CBAHSIC ( )

virtual

Destructor

Definition at line 48 of file BAHSIC.cpp.

Member Function Documentation

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.

Parameters

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.

Parameters

features

the input features

Returns

the result feature object after applying the preprocessor

Implements 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.

Parameters

features

the input features

Returns

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.

Parameters

dict	dictionary of parameters to be built.

Definition at line 597 of file SGObject.cpp.

virtual void cleanup ( )

virtualinherited

performs cleanup

Implements 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.

Returns

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

Definition at line 714 of file SGObject.cpp.

float64_t compute_measures ( CFeatures *  features, index_t  idx  )

virtualinherited

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

Parameters

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

Returns

the measure based on which features are selected

Implements CFeatureSelection< float64_t >.

Definition at line 106 of file DependenceMaximization.cpp.

CFeatures * create_transformed_copy ( CFeatures *  features, index_t  idx  )

protectedvirtualinherited

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.

Parameters

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

Returns

a new feature object with the specified dimension removed

Definition at line 78 of file DependenceMaximization.cpp.

CSGObject * deep_copy ( ) const

virtualinherited

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

Definition at line 198 of file SGObject.cpp.

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.

Parameters

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

Returns

true if all parameters were equal, false if not

Definition at line 618 of file SGObject.cpp.

EFeatureSelectionAlgorithm get_algorithm ( ) const

inherited

Returns

the feature removal algorithm being used

virtual EFeatureClass get_feature_class ( )

virtualinherited

Returns

the feature class, shogun::C_ANY

Implements CPreprocessor.

virtual EFeatureType get_feature_type ( )

virtualinherited

Returns

feature type

Implements CPreprocessor.

SGIO * get_global_io ( )

inherited

get the io object

Returns

io object

Definition at line 235 of file SGObject.cpp.

Parallel * get_global_parallel ( )

inherited

get the parallel object

Returns

parallel object

Definition at line 277 of file SGObject.cpp.

Version * get_global_version ( )

inherited

get the version object

Returns

version object

Definition at line 290 of file SGObject.cpp.

CKernel * get_kernel_features ( ) const

inherited

Returns

the kernel for features

Definition at line 131 of file KernelDependenceMaximization.cpp.

CKernel * get_kernel_labels ( ) const

inherited

Returns

the kernel for labels

Definition at line 137 of file KernelDependenceMaximization.cpp.

CLabels* get_labels ( ) const

inherited

Returns

the labels

SGStringList< char > get_modelsel_names ( )

inherited

Returns

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

Definition at line 498 of file SGObject.cpp.

char * get_modsel_param_descr ( const char *  param_name )

inherited

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

Parameters

param_name

name of the parameter

Returns

description of the parameter

Definition at line 522 of file SGObject.cpp.

index_t get_modsel_param_index ( const char *  param_name )

inherited

Returns index of model selection parameter with provided index

Parameters

param_name

name of model selection parameter

Returns

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

Definition at line 535 of file SGObject.cpp.

virtual const char* get_name ( ) const

virtual

Returns

the class name

Reimplemented from CKernelDependenceMaximization.

Definition at line 80 of file BAHSIC.h.

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

Parameters

features

the feature object

Returns

the number of features

index_t get_num_remove ( ) const

inherited

Returns

number or percentage of features removed in each iteration

EFeatureRemovalPolicy get_policy ( ) const

inherited

Returns

the feature removal policy being used

SGVector<index_t> get_selected_feats ( )

inherited

Returns

indices of selected features

index_t get_target_dim ( ) const

inherited

Returns

the target dimension

EPreprocessorType get_type ( ) const

virtual

Returns

the preprocessor type

Reimplemented from CFeatureSelection< float64_t >.

Definition at line 59 of file BAHSIC.cpp.

bool init ( CFeatures *  features )

virtualinherited

Initialize preprocessor from features

Parameters

features

the features

Returns

true if init was successful

Implements CPreprocessor.

Definition at line 63 of file DependenceMaximization.cpp.

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.

Parameters

generic

set to the type of the generic if returning TRUE

Returns

TRUE if a class template.

Definition at line 296 of file SGObject.cpp.

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!

Parameters

file	where to load from
prefix	prefix for members

Returns

TRUE if done, otherwise FALSE

Definition at line 369 of file SGObject.cpp.

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.

Exceptions

ShogunException

will be thrown if an error occurs.

Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.

Definition at line 426 of file SGObject.cpp.

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.

Exceptions

ShogunException

will be thrown if an error occurs.

Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 421 of file SGObject.cpp.

bool parameter_hash_changed ( )

virtualinherited

Returns

whether parameter combination has changed since last update

Definition at line 262 of file SGObject.cpp.

void precompute ( )

protectedvirtualinherited

Precomputes the kernel on labels and replaces the m_kernel_labels with an instance of CCustomKernel. Labels features are set via CDependenceMaximization::set_labels call.

Reimplemented from CFeatureSelection< float64_t >.

Definition at line 60 of file KernelDependenceMaximization.cpp.

void print_modsel_params ( )

inherited

prints all parameter registered for model selection and their type

Definition at line 474 of file SGObject.cpp.

void print_serializable ( const char *  prefix = "" )

virtualinherited

prints registered parameters out

Parameters

prefix

prefix for members

Definition at line 308 of file SGObject.cpp.

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

virtualinherited

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

Parameters

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.

Returns

the feature object after removal of features based on the policy

Implements CFeatureSelection< float64_t >.

Definition at line 130 of file DependenceMaximization.cpp.

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

virtualinherited

Save this object to file.

Parameters

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

Returns

TRUE if done, otherwise FALSE

Definition at line 314 of file SGObject.cpp.

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.

Exceptions

ShogunException

will be thrown if an error occurs.

Reimplemented in CKernel.

Definition at line 436 of file SGObject.cpp.

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.

Exceptions

ShogunException

will be thrown if an error occurs.

Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 431 of file SGObject.cpp.

void set_algorithm ( EFeatureSelectionAlgorithm  algorithm )

virtual

Since only shogun::BACKWARD_ELIMINATION algorithm is applicable for BAHSIC, and this is set internally, this method is overridden to prevent this to be set from public API.

Parameters

algorithm

the feature selection algorithm to use

Implements CKernelDependenceMaximization.

Definition at line 53 of file BAHSIC.cpp.

void set_generic ( )

inherited

Definition at line 41 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 46 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 51 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 56 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 61 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 66 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 71 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 76 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 81 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 86 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 91 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 96 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 101 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 106 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 111 of file SGObject.cpp.

void set_generic ( )

inherited

set generic type to T

void set_global_io ( SGIO *  io )

inherited

set the io object

Parameters

io	io object to use

Definition at line 228 of file SGObject.cpp.

void set_global_parallel ( Parallel *  parallel )

inherited

set the parallel object

Parameters

parallel

parallel object to use

Definition at line 241 of file SGObject.cpp.

void set_global_version ( Version *  version )

inherited

set the version object

Parameters

version

version object to use

Definition at line 283 of file SGObject.cpp.

void set_kernel_features ( CKernel *  kernel )

inherited

Parameters

kernel

the kernel for features (data)

Definition at line 99 of file KernelDependenceMaximization.cpp.

void set_kernel_labels ( CKernel *  kernel )

inherited

Parameters

kernel

the kernel for labels

Definition at line 115 of file KernelDependenceMaximization.cpp.

void set_labels ( CLabels *  labels )

virtualinherited

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

Parameters

labels

the labels

Reimplemented from CFeatureSelection< float64_t >.

Definition at line 187 of file DependenceMaximization.cpp.

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.

Parameters

num_remove

number or percentage of features to be removed in each iteration

void set_policy ( EFeatureRemovalPolicy  policy )

virtualinherited

Parameters

policy

feature removal policy

Implements CFeatureSelection< float64_t >.

Definition at line 179 of file DependenceMaximization.cpp.

void set_target_dim ( index_t  target_dim )

inherited

Parameters

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.

Reimplemented in CGaussianKernel.

Definition at line 192 of file SGObject.cpp.

void unset_generic ( )

inherited

unset generic type

this has to be called in classes specializing a template class

Definition at line 303 of file SGObject.cpp.

void update_parameter_hash ( )

virtualinherited

Updates the hash of current parameter combination

Definition at line 248 of file SGObject.cpp.

Member Data Documentation

SGIO* io

inherited

io

Definition at line 369 of file SGObject.h.

EFeatureSelectionAlgorithm m_algorithm

protectedinherited

Wrapper algorithm for feature selection

Definition at line 302 of file FeatureSelection.h.

CIndependenceTest* m_estimator

protectedinherited

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

Definition at line 157 of file DependenceMaximization.h.

Parameter* m_gradient_parameters

inherited

parameters wrt which we can compute gradients

Definition at line 384 of file SGObject.h.

uint32_t m_hash

inherited

Hash of parameter values

Definition at line 387 of file SGObject.h.

CKernel* m_kernel_features

protectedinherited

The kernel for data (features) to be used in CKernelIndependenceTest

Definition at line 93 of file KernelDependenceMaximization.h.

CKernel* m_kernel_labels

protectedinherited

The kernel for labels to be used in CKernelIndependenceTest

Definition at line 96 of file KernelDependenceMaximization.h.

CLabels* m_labels

protectedinherited

The labels for the feature vectors

Definition at line 316 of file FeatureSelection.h.

CFeatures* m_labels_feats

protectedinherited

The feature for the labels

Definition at line 160 of file DependenceMaximization.h.

Parameter* m_model_selection_parameters

inherited

model selection parameters

Definition at line 381 of file SGObject.h.

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

Definition at line 313 of file FeatureSelection.h.

Parameter* m_parameters

inherited

parameters

Definition at line 378 of file SGObject.h.

EFeatureRemovalPolicy m_policy

protectedinherited

Feature removal policy

Definition at line 305 of file FeatureSelection.h.

CSubsetStack* m_subset

protectedinherited

The indices of features that are selected

Definition at line 319 of file FeatureSelection.h.

index_t m_target_dim

protectedinherited

Target dimension

Definition at line 299 of file FeatureSelection.h.

Parallel* parallel

inherited

parallel

Definition at line 372 of file SGObject.h.

Version* version

inherited

version

Definition at line 375 of file SGObject.h.

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The documentation for this class was generated from the following files:

• BAHSIC.h
• BAHSIC.cpp