Detailed Description

Class CKernelDependenceMaximization, that uses an implementation of CKernelIndependenceTest to compute dependence measures for feature selection. Different kernels are used for labels and data. For the sake of computational convenience, the precompute() method is overridden to precompute the kernel for labels and save as an instance of CCustomKernel.

Definition at line 49 of file KernelDependenceMaximization.h.

Inheritance diagram for CKernelDependenceMaximization:

[legend]

Public Member Functions
	CKernelDependenceMaximization ()

virtual	~CKernelDependenceMaximization ()

void	set_kernel_features (CKernel *kernel)

CKernel *	get_kernel_features () const

void	set_kernel_labels (CKernel *kernel)

CKernel *	get_kernel_labels () const

virtual void	set_algorithm (EFeatureSelectionAlgorithm algorithm)=0

virtual const char *	get_name () 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 ()

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)

bool	has (const std::string &name) const

template<typename T >
bool	has (const Tag< T > &tag) const

template<typename T , typename U = void>
bool	has (const std::string &name) const

template<typename T >
void	set (const Tag< T > &_tag, const T &value)

template<typename T , typename U = void>
void	set (const std::string &name, const T &value)

template<typename T >
T	get (const Tag< T > &_tag) const

template<typename T , typename U = void>
T	get (const std::string &name) const

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)

template<typename T >
void	register_param (Tag< T > &_tag, const T &value)

template<typename T >
void	register_param (const std::string &name, const T &value)

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

CKernelDependenceMaximization ( )

Default constructor

Definition at line 37 of file KernelDependenceMaximization.cpp.

~CKernelDependenceMaximization ( )

virtual

Destructor

Definition at line 54 of file KernelDependenceMaximization.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 630 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 747 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 231 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 651 of file SGObject.cpp.

T get ( const Tag< T > & _tag ) const

inherited

Getter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.

Parameters

_tag	name and type information of parameter

Returns: value of the parameter identified by the input tag

Definition at line 367 of file SGObject.h.

T get ( const std::string & name ) const

inherited

Getter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.

Parameters

name	name of the parameter

Returns: value of the parameter corresponding to the input name and type

Definition at line 388 of file SGObject.h.

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 268 of file SGObject.cpp.

Parallel * get_global_parallel ( )

inherited

get the parallel object

Returns: parallel object

Definition at line 310 of file SGObject.cpp.

Version * get_global_version ( )

inherited

get the version object

Returns: version object

Definition at line 323 of file SGObject.cpp.

CKernel * get_kernel_features ( ) const

Returns: the kernel for features

Definition at line 131 of file KernelDependenceMaximization.cpp.

CKernel * get_kernel_labels ( ) const

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 531 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 555 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 568 of file SGObject.cpp.

virtual const char* get_name ( ) const

virtual

Returns: the class name

Reimplemented from CDependenceMaximization.

Reimplemented in CBAHSIC.

Definition at line 79 of file KernelDependenceMaximization.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

virtual EPreprocessorType get_type ( ) const

virtualinherited

Returns: the preprocessor type

Implements CPreprocessor.

Reimplemented in CBAHSIC.

bool has ( const std::string & name ) const

inherited

Checks if object has a class parameter identified by a name.

Parameters

name	name of the parameter

Returns: true if the parameter exists with the input name

Definition at line 289 of file SGObject.h.

bool has ( const Tag< T > & tag ) const

inherited

Checks if object has a class parameter identified by a Tag.

Parameters

tag	tag of the parameter containing name and type information

Returns: true if the parameter exists with the input tag

Definition at line 301 of file SGObject.h.

bool has ( const std::string & name ) const

inherited

Checks if a type exists for a class parameter identified by a name.

Parameters

name	name of the parameter

Returns: true if the parameter exists with the input name and type

Definition at line 312 of file SGObject.h.

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 329 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 402 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 459 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 454 of file SGObject.cpp.

bool parameter_hash_changed ( )

virtualinherited

Returns: whether parameter combination has changed since last update

Definition at line 295 of file SGObject.cpp.

void precompute ( )

protectedvirtual

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 507 of file SGObject.cpp.

void print_serializable ( const char * prefix = "" )

virtualinherited

prints registered parameters out

Parameters

prefix prefix for members

Definition at line 341 of file SGObject.cpp.

void register_param	(	Tag< T > &	_tag,
		const T &	value
	)

protectedinherited

Registers a class parameter which is identified by a tag. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.

Parameters

_tag	name and type information of parameter
value	value of the parameter

Definition at line 439 of file SGObject.h.

void register_param	(	const std::string &	name,
		const T &	value
	)

protectedinherited

Registers a class parameter which is identified by a name. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.

Parameters

name	name of the parameter
value	value of the parameter along with type information

Definition at line 452 of file SGObject.h.

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 347 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 469 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 464 of file SGObject.cpp.

void set	(	const Tag< T > &	_tag,
		const T &	value
	)

inherited

Setter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.

Parameters

_tag	name and type information of parameter
value	value of the parameter

Definition at line 328 of file SGObject.h.

void set	(	const std::string &	name,
		const T &	value
	)

inherited

Setter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.

Parameters

name	name of the parameter
value	value of the parameter along with type information

Definition at line 354 of file SGObject.h.

virtual void set_algorithm ( EFeatureSelectionAlgorithm algorithm )

pure virtual

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

Parameters

algorithm the feature selection algorithm to use

Implements CDependenceMaximization.

Implemented in CBAHSIC.

void set_generic ( )

inherited

Definition at line 74 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 79 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 84 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 89 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 94 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 99 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 104 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 109 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 114 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 119 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 124 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 129 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 134 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 139 of file SGObject.cpp.

void set_generic ( )

inherited

Definition at line 144 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 261 of file SGObject.cpp.

void set_global_parallel ( Parallel * parallel )

inherited

set the parallel object

Parameters

parallel parallel object to use

Definition at line 274 of file SGObject.cpp.

void set_global_version ( Version * version )

inherited

set the version object

Parameters

version version object to use

Definition at line 316 of file SGObject.cpp.

void set_kernel_features ( CKernel * kernel )

Parameters

kernel the kernel for features (data)

Definition at line 99 of file KernelDependenceMaximization.cpp.

void set_kernel_labels ( CKernel * kernel )

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 225 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 336 of file SGObject.cpp.

void update_parameter_hash ( )

virtualinherited

Updates the hash of current parameter combination

Definition at line 281 of file SGObject.cpp.

Member Data Documentation

SGIO* io

inherited

io

Definition at line 537 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 552 of file SGObject.h.

uint32_t m_hash

inherited

Hash of parameter values

Definition at line 555 of file SGObject.h.

CKernel* m_kernel_features

protected

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

Definition at line 93 of file KernelDependenceMaximization.h.

CKernel* m_kernel_labels

protected

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 549 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 546 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 540 of file SGObject.h.

Version* version

inherited

version

Definition at line 543 of file SGObject.h.

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

Detailed Description

Public Member Functions

Public Attributes

Protected Member Functions

Protected Attributes

Constructor & Destructor Documentation

Member Function Documentation

Member Data Documentation