source: branches/MetisMQI/src/main/java/weka/attributeSelection/RaceSearch.java @ 38

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1/*
2 *    This program is free software; you can redistribute it and/or modify
3 *    it under the terms of the GNU General Public License as published by
4 *    the Free Software Foundation; either version 2 of the License, or
5 *    (at your option) any later version.
6 *
7 *    This program is distributed in the hope that it will be useful,
8 *    but WITHOUT ANY WARRANTY; without even the implied warranty of
9 *    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
10 *    GNU General Public License for more details.
11 *
12 *    You should have received a copy of the GNU General Public License
13 *    along with this program; if not, write to the Free Software
14 *    Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
15 */
16
17/*
18 *    RaceSearch.java
19 *    Copyright (C) 2000 University of Waikato, Hamilton, New Zealand
20 *
21 */
22
23package weka.attributeSelection;
24
25import weka.core.Instance;
26import weka.core.Instances;
27import weka.core.Option;
28import weka.core.OptionHandler;
29import weka.core.RevisionUtils;
30import weka.core.SelectedTag;
31import weka.core.Statistics;
32import weka.core.Tag;
33import weka.core.TechnicalInformation;
34import weka.core.TechnicalInformation.Type;
35import weka.core.TechnicalInformation.Field;
36import weka.core.TechnicalInformationHandler;
37import weka.core.Utils;
38import weka.experiment.PairedStats;
39import weka.experiment.Stats;
40
41import java.util.BitSet;
42import java.util.Enumeration;
43import java.util.Random;
44import java.util.Vector;
45
46/**
47 <!-- globalinfo-start -->
48 * Races the cross validation error of competing attribute subsets. Use in conjuction with a ClassifierSubsetEval. RaceSearch has four modes:<br/>
49 * <br/>
50 * forward selection races all single attribute additions to a base set (initially  no attributes), selects the winner to become the new base set and then iterates until there is no improvement over the base set. <br/>
51 * <br/>
52 * Backward elimination is similar but the initial base set has all attributes included and races all single attribute deletions. <br/>
53 * <br/>
54 * Schemata search is a bit different. Each iteration a series of races are run in parallel. Each race in a set determines whether a particular attribute should be included or not---ie the race is between the attribute being "in" or "out". The other attributes for this race are included or excluded randomly at each point in the evaluation. As soon as one race has a clear winner (ie it has been decided whether a particular attribute should be inor not) then the next set of races begins, using the result of the winning race from the previous iteration as new base set.<br/>
55 * <br/>
56 * Rank race first ranks the attributes using an attribute evaluator and then races the ranking. The race includes no attributes, the top ranked attribute, the top two attributes, the top three attributes, etc.<br/>
57 * <br/>
58 * It is also possible to generate a raked list of attributes through the forward racing process. If generateRanking is set to true then a complete forward race will be run---that is, racing continues until all attributes have been selected. The order that they are added in determines a complete ranking of all the attributes.<br/>
59 * <br/>
60 * Racing uses paired and unpaired t-tests on cross-validation errors of competing subsets. When there is a significant difference between the means of the errors of two competing subsets then the poorer of the two can be eliminated from the race. Similarly, if there is no significant difference between the mean errors of two competing subsets and they are within some threshold of each other, then one can be eliminated from the race.<br/>
61 * <br/>
62 * For more information see:<br/>
63 * <br/>
64 * Andrew W. Moore, Mary S. Lee: Efficient Algorithms for Minimizing Cross Validation Error. In: Eleventh International Conference on Machine Learning, 190-198, 1994.
65 * <p/>
66 <!-- globalinfo-end -->
67 *
68 <!-- technical-bibtex-start -->
69 * BibTeX:
70 * <pre>
71 * &#64;inproceedings{Moore1994,
72 *    author = {Andrew W. Moore and Mary S. Lee},
73 *    booktitle = {Eleventh International Conference on Machine Learning},
74 *    pages = {190-198},
75 *    publisher = {Morgan Kaufmann},
76 *    title = {Efficient Algorithms for Minimizing Cross Validation Error},
77 *    year = {1994}
78 * }
79 * </pre>
80 * <p/>
81 <!-- technical-bibtex-end -->
82 *
83 <!-- options-start -->
84 * Valid options are: <p/>
85 *
86 * <pre> -R &lt;0 = forward | 1 = backward race | 2 = schemata | 3 = rank&gt;
87 *  Type of race to perform.
88 *  (default = 0).</pre>
89 *
90 * <pre> -L &lt;significance&gt;
91 *  Significance level for comaparisons
92 *  (default = 0.001(forward/backward/rank)/0.01(schemata)).</pre>
93 *
94 * <pre> -T &lt;threshold&gt;
95 *  Threshold for error comparison.
96 *  (default = 0.001).</pre>
97 *
98 * <pre> -A &lt;attribute evaluator&gt;
99 *  Attribute ranker to use if doing a
100 *  rank search. Place any
101 *  evaluator options LAST on
102 *  the command line following a "--".
103 *  eg. -A weka.attributeSelection.GainRatioAttributeEval ... -- -M.
104 *  (default = GainRatioAttributeEval)</pre>
105 *
106 * <pre> -F &lt;0 = 10 fold | 1 = leave-one-out&gt;
107 *  Folds for cross validation
108 *  (default = 0 (1 if schemata race)</pre>
109 *
110 * <pre> -Q
111 *  Generate a ranked list of attributes.
112 *  Forces the search to be forward
113 *  and races until all attributes have
114 *  selected, thus producing a ranking.</pre>
115 *
116 * <pre> -N &lt;num to select&gt;
117 *  Specify number of attributes to retain from
118 *  the ranking. Overides -T. Use in conjunction with -Q</pre>
119 *
120 * <pre> -J &lt;threshold&gt;
121 *  Specify a theshold by which attributes
122 *  may be discarded from the ranking.
123 *  Use in conjuction with -Q</pre>
124 *
125 * <pre> -Z
126 *  Verbose output for monitoring the search.</pre>
127 *
128 * <pre>
129 * Options specific to evaluator weka.attributeSelection.GainRatioAttributeEval:
130 * </pre>
131 *
132 * <pre> -M
133 *  treat missing values as a seperate value.</pre>
134 *
135 <!-- options-end -->
136 *
137 * @author Mark Hall (mhall@cs.waikato.ac.nz)
138 * @version $Revision: 1.26 $
139 */
140public class RaceSearch 
141  extends ASSearch
142  implements RankedOutputSearch, OptionHandler, TechnicalInformationHandler {
143
144  /** for serialization */
145  static final long serialVersionUID = 4015453851212985720L;
146
147  /** the training instances */
148  private Instances m_Instances = null;
149
150  /** search types */
151  private static final int FORWARD_RACE = 0;
152  private static final int BACKWARD_RACE = 1;
153  private static final int SCHEMATA_RACE = 2;
154  private static final int RANK_RACE = 3;
155  public static final Tag [] TAGS_SELECTION = {
156    new Tag(FORWARD_RACE, "Forward selection race"),
157    new Tag(BACKWARD_RACE, "Backward elimination race"),
158    new Tag(SCHEMATA_RACE, "Schemata race"),
159    new Tag(RANK_RACE, "Rank race")
160      };
161 
162  /** the selected search type */
163  private int m_raceType = FORWARD_RACE;
164 
165  /** xval types */
166  private static final int TEN_FOLD = 0;
167  private static final int LEAVE_ONE_OUT = 1;
168  public static final Tag [] XVALTAGS_SELECTION = {
169    new Tag(TEN_FOLD, "10 Fold"),
170    new Tag(LEAVE_ONE_OUT, "Leave-one-out"),
171      };
172
173  /** the selected xval type */
174  private int m_xvalType = TEN_FOLD;
175 
176  /** the class index */
177  private int m_classIndex;
178
179  /** the number of attributes in the data */
180  private int m_numAttribs;
181
182  /** the total number of partially/fully evaluated subsets */
183  private int m_totalEvals;
184
185  /** holds the merit of the best subset found */
186  private double m_bestMerit = -Double.MAX_VALUE;
187
188  /** the subset evaluator to use */
189  private HoldOutSubsetEvaluator m_theEvaluator = null;
190
191  /** the significance level for comparisons */
192  private double m_sigLevel = 0.001;
193
194  /** threshold for comparisons */
195  private double m_delta = 0.001;
196
197  /** the number of samples above which to begin testing for similarity
198      between competing subsets */
199  private int m_samples = 20;
200
201  /** number of cross validation folds---equal to the number of instances
202      for leave-one-out cv */
203  private int m_numFolds = 10;
204
205  /** the attribute evaluator to generate the initial ranking when
206      doing a rank race */
207  private ASEvaluation m_ASEval = new GainRatioAttributeEval();
208
209  /** will hold the attribute ranking produced by the above attribute
210      evaluator if doing a rank search */
211  private int [] m_Ranking;
212
213  /** verbose output for monitoring the search and debugging */
214  private boolean m_debug = false;
215
216  /** If true then produce a ranked list of attributes by fully traversing
217      a forward hillclimb race */
218  private boolean m_rankingRequested = false;
219
220  /** The ranked list of attributes produced if m_rankingRequested is true */
221  private double [][] m_rankedAtts;
222
223  /** The number of attributes ranked so far (if ranking is requested) */
224  private int m_rankedSoFar;
225
226  /** The number of attributes to retain if a ranking is requested. -1
227      indicates that all attributes are to be retained. Has precedence over
228      m_threshold */
229  private int m_numToSelect = -1;
230
231  private int m_calculatedNumToSelect = -1;
232
233  /** the threshold for removing attributes if ranking is requested */
234  private double m_threshold = -Double.MAX_VALUE;
235
236  /**
237   * Returns a string describing this search method
238   * @return a description of the search method suitable for
239   * displaying in the explorer/experimenter gui
240   */
241  public String globalInfo() {
242    return "Races the cross validation error of competing "
243      +"attribute subsets. Use in conjuction with a ClassifierSubsetEval. "
244      +"RaceSearch has four modes:\n\nforward selection "
245      +"races all single attribute additions to a base set (initially "
246      +" no attributes), selects the winner to become the new base set "
247      +"and then iterates until there is no improvement over the base set. "
248      +"\n\nBackward elimination is similar but the initial base set has all "
249      +"attributes included and races all single attribute deletions. "
250      +"\n\nSchemata search is a bit different. Each iteration a series of "
251      +"races are run in parallel. Each race in a set determines whether "
252      +"a particular attribute should be included or not---ie the race is "
253      +"between the attribute being \"in\" or \"out\". The other attributes "
254      +"for this race are included or excluded randomly at each point in the "
255      +"evaluation. As soon as one race "
256      +"has a clear winner (ie it has been decided whether a particular "
257      +"attribute should be inor not) then the next set of races begins, "
258      +"using the result of the winning race from the previous iteration as "
259      +"new base set.\n\nRank race first ranks the attributes using an "
260      +"attribute evaluator and then races the ranking. The race includes "
261      +"no attributes, the top ranked attribute, the top two attributes, the "
262      +"top three attributes, etc.\n\nIt is also possible to generate a "
263      +"raked list of attributes through the forward racing process. "
264      +"If generateRanking is set to true then a complete forward race will "
265      +"be run---that is, racing continues until all attributes have been "
266      +"selected. The order that they are added in determines a complete "
267      +"ranking of all the attributes.\n\nRacing uses paired and unpaired "
268      +"t-tests on cross-validation errors of competing subsets. When there "
269      +"is a significant difference between the means of the errors of two "
270      +"competing subsets then the poorer of the two can be eliminated from "
271      +"the race. Similarly, if there is no significant difference between "
272      +"the mean errors of two competing subsets and they are within some "
273      +"threshold of each other, then one can be eliminated from the race.\n\n"
274      + "For more information see:\n\n"
275      + getTechnicalInformation().toString();
276  }
277
278  /**
279   * Returns an instance of a TechnicalInformation object, containing
280   * detailed information about the technical background of this class,
281   * e.g., paper reference or book this class is based on.
282   *
283   * @return the technical information about this class
284   */
285  public TechnicalInformation getTechnicalInformation() {
286    TechnicalInformation        result;
287   
288    result = new TechnicalInformation(Type.INPROCEEDINGS);
289    result.setValue(Field.AUTHOR, "Andrew W. Moore and Mary S. Lee");
290    result.setValue(Field.TITLE, "Efficient Algorithms for Minimizing Cross Validation Error");
291    result.setValue(Field.BOOKTITLE, "Eleventh International Conference on Machine Learning");
292    result.setValue(Field.YEAR, "1994");
293    result.setValue(Field.PAGES, "190-198");
294    result.setValue(Field.PUBLISHER, "Morgan Kaufmann");
295   
296    return result;
297  }
298
299  /**
300   * Returns the tip text for this property
301   * @return tip text for this property suitable for
302   * displaying in the explorer/experimenter gui
303   */
304  public String raceTypeTipText() {
305    return "Set the type of search.";
306  }
307
308  /**
309   * Set the race type
310   *
311   * @param d the type of race
312   */
313  public void setRaceType (SelectedTag d) {
314   
315    if (d.getTags() == TAGS_SELECTION) {
316      m_raceType = d.getSelectedTag().getID();
317    }
318    if (m_raceType == SCHEMATA_RACE && !m_rankingRequested) {
319      try {
320        setFoldsType(new SelectedTag(LEAVE_ONE_OUT,
321                                     XVALTAGS_SELECTION));
322        setSignificanceLevel(0.01);
323      } catch (Exception ex) {
324      }
325    } else {
326      try {
327        setFoldsType(new SelectedTag(TEN_FOLD,
328                                     XVALTAGS_SELECTION));
329        setSignificanceLevel(0.001);
330      } catch (Exception ex) {
331      }
332    }
333  }
334
335  /**
336   * Get the race type
337   *
338   * @return the type of race
339   */
340  public SelectedTag getRaceType() {
341    return new SelectedTag(m_raceType, TAGS_SELECTION);
342  }
343
344  /**
345   * Returns the tip text for this property
346   * @return tip text for this property suitable for
347   * displaying in the explorer/experimenter gui
348   */
349  public String significanceLevelTipText() {
350    return "Set the significance level to use for t-test comparisons.";
351  }
352
353  /**
354   * Sets the significance level to use
355   * @param sig the significance level
356   */
357  public void setSignificanceLevel(double sig) {
358    m_sigLevel = sig;
359  }
360
361  /**
362   * Get the significance level
363   * @return the current significance level
364   */
365  public double getSignificanceLevel() {
366    return m_sigLevel;
367  }
368 
369  /**
370   * Returns the tip text for this property
371   * @return tip text for this property suitable for
372   * displaying in the explorer/experimenter gui
373   */
374  public String thresholdTipText() {
375    return "Set the error threshold by which to consider two subsets "
376      +"equivalent.";
377  }
378
379  /**
380   * Sets the threshold for comparisons
381   * @param t the threshold to use
382   */
383  public void setThreshold(double t) {
384    m_delta = t;
385  }
386
387  /**
388   * Get the threshold
389   * @return the current threshold
390   */
391  public double getThreshold() {
392    return m_delta;
393  }
394
395  /**
396   * Returns the tip text for this property
397   * @return tip text for this property suitable for
398   * displaying in the explorer/experimenter gui
399   */
400  public String foldsTypeTipText() {
401    return "Set the number of folds to use for x-val error estimation; "
402      +"leave-one-out is selected automatically for schemata search.";
403  }
404
405  /**
406   * Set the xfold type
407   *
408   * @param d the type of xval
409   */
410  public void setFoldsType (SelectedTag d) {
411   
412    if (d.getTags() == XVALTAGS_SELECTION) {
413      m_xvalType = d.getSelectedTag().getID();
414    }
415  }
416
417  /**
418   * Get the xfold type
419   *
420   * @return the type of xval
421   */
422  public SelectedTag getFoldsType () {
423    return new SelectedTag(m_xvalType, XVALTAGS_SELECTION);
424  }
425
426  /**
427   * Returns the tip text for this property
428   * @return tip text for this property suitable for
429   * displaying in the explorer/experimenter gui
430   */
431  public String debugTipText() {
432    return "Turn on verbose output for monitoring the search's progress.";
433  }
434
435  /**
436   * Set whether verbose output should be generated.
437   * @param d true if output is to be verbose.
438   */
439  public void setDebug(boolean d) {
440    m_debug = d;
441  }
442
443  /**
444   * Get whether output is to be verbose
445   * @return true if output will be verbose
446   */
447  public boolean getDebug() {
448    return m_debug;
449  }
450
451  /**
452   * Returns the tip text for this property
453   * @return tip text for this property suitable for
454   * displaying in the explorer/experimenter gui
455   */
456  public String attributeEvaluatorTipText() {
457    return "Attribute evaluator to use for generating an initial ranking. "
458      +"Use in conjunction with a rank race";   
459  }
460
461  /**
462   * Set the attribute evaluator to use for generating the ranking.
463   * @param newEvaluator the attribute evaluator to use.
464   */
465  public void setAttributeEvaluator(ASEvaluation newEvaluator) {
466    m_ASEval = newEvaluator;
467  }
468
469  /**
470   * Get the attribute evaluator used to generate the ranking.
471   * @return the evaluator used to generate the ranking.
472   */
473  public ASEvaluation getAttributeEvaluator() {
474    return m_ASEval;
475  }
476
477    /**
478   * Returns the tip text for this property
479   * @return tip text for this property suitable for
480   * displaying in the explorer/experimenter gui
481   */
482  public String generateRankingTipText() {
483    return "Use the racing process to generate a ranked list of attributes. "
484      +"Using this mode forces the race to be a forward type and then races "
485      +"until all attributes have been added, thus giving a ranked list";
486  }
487 
488  /**
489   * Records whether the user has requested a ranked list of attributes.
490   * @param doRank true if ranking is requested
491   */
492  public void setGenerateRanking(boolean doRank) {
493    m_rankingRequested = doRank;
494    if (m_rankingRequested) {
495      try {
496        setRaceType(new SelectedTag(FORWARD_RACE,
497                                    TAGS_SELECTION));
498      } catch (Exception ex) {
499      }
500    }
501  }
502
503  /**
504   * Gets whether ranking has been requested. This is used by the
505   * AttributeSelection module to determine if rankedAttributes()
506   * should be called.
507   * @return true if ranking has been requested.
508   */
509  public boolean getGenerateRanking() {
510    return m_rankingRequested;
511  }
512
513  /**
514   * Returns the tip text for this property
515   * @return tip text for this property suitable for
516   * displaying in the explorer/experimenter gui
517   */
518  public String numToSelectTipText() {
519    return "Specify the number of attributes to retain. Use in conjunction "
520      +"with generateRanking. The default value "
521      +"(-1) indicates that all attributes are to be retained. Use either "
522      +"this option or a threshold to reduce the attribute set.";
523  }
524
525  /**
526   * Specify the number of attributes to select from the ranked list
527   * (if generating a ranking). -1
528   * indicates that all attributes are to be retained.
529   * @param n the number of attributes to retain
530   */
531  public void setNumToSelect(int n) {
532    m_numToSelect = n;
533  }
534
535  /**
536   * Gets the number of attributes to be retained.
537   * @return the number of attributes to retain
538   */
539  public int getNumToSelect() {
540    return m_numToSelect;
541  }
542
543  /**
544   * Gets the calculated number of attributes to retain. This is the
545   * actual number of attributes to retain. This is the same as
546   * getNumToSelect if the user specifies a number which is not less
547   * than zero. Otherwise it should be the number of attributes in the
548   * (potentially transformed) data.
549   */
550  public int getCalculatedNumToSelect() {
551    if (m_numToSelect >= 0) {
552      m_calculatedNumToSelect = m_numToSelect;
553    }
554    return m_calculatedNumToSelect;
555  }
556
557  /**
558   * Returns the tip text for this property
559   * @return tip text for this property suitable for
560   * displaying in the explorer/experimenter gui
561   */
562  public String selectionThresholdTipText() {
563    return "Set threshold by which attributes can be discarded. Default value "
564      + "results in no attributes being discarded. Use in conjunction with "
565      + "generateRanking";
566  }
567
568  /**
569   * Set the threshold by which the AttributeSelection module can discard
570   * attributes.
571   * @param threshold the threshold.
572   */
573  public void setSelectionThreshold(double threshold) {
574    m_threshold = threshold;
575  }
576
577  /**
578   * Returns the threshold so that the AttributeSelection module can
579   * discard attributes from the ranking.
580   */
581  public double getSelectionThreshold() {
582    return m_threshold;
583  }
584
585
586  /**
587   * Returns an enumeration describing the available options.
588   * @return an enumeration of all the available options.
589   **/
590  public Enumeration listOptions () {
591    Vector newVector = new Vector();
592   
593     newVector.addElement(new Option(
594         "\tType of race to perform.\n"
595         + "\t(default = 0).",
596         "R", 1 ,"-R <0 = forward | 1 = backward race | 2 = schemata | 3 = rank>"));
597     
598     newVector.addElement(new Option(
599         "\tSignificance level for comaparisons\n"
600         + "\t(default = 0.001(forward/backward/rank)/0.01(schemata)).",
601         "L",1,"-L <significance>"));
602     
603     newVector.addElement(new Option(
604         "\tThreshold for error comparison.\n"
605         + "\t(default = 0.001).",
606         "T",1,"-T <threshold>"));
607     
608     newVector.addElement(new Option(
609         "\tAttribute ranker to use if doing a \n"
610         + "\trank search. Place any\n"
611         + "\tevaluator options LAST on \n"
612         + "\tthe command line following a \"--\".\n" 
613         + "\teg. -A weka.attributeSelection.GainRatioAttributeEval ... -- -M.\n"
614         + "\t(default = GainRatioAttributeEval)", 
615         "A", 1, "-A <attribute evaluator>"));
616   
617     newVector.addElement(new Option(
618         "\tFolds for cross validation\n"
619         + "\t(default = 0 (1 if schemata race)",
620         "F",1,"-F <0 = 10 fold | 1 = leave-one-out>"));
621     
622     newVector.addElement(new Option(
623         "\tGenerate a ranked list of attributes.\n"
624         +"\tForces the search to be forward\n"
625         +"\tand races until all attributes have\n"
626         +"\tselected, thus producing a ranking.",
627         "Q",0,"-Q"));
628
629    newVector.addElement(new Option(
630        "\tSpecify number of attributes to retain from \n"
631        + "\tthe ranking. Overides -T. Use in conjunction with -Q", 
632        "N", 1, "-N <num to select>"));
633
634    newVector.addElement(new Option(
635        "\tSpecify a theshold by which attributes\n" 
636        + "\tmay be discarded from the ranking.\n"
637        +"\tUse in conjuction with -Q",
638        "J",1, "-J <threshold>"));
639
640     newVector.addElement(new Option(
641         "\tVerbose output for monitoring the search.",
642         "Z",0,"-Z"));
643     
644     if ((m_ASEval != null) && 
645         (m_ASEval instanceof OptionHandler)) {
646       newVector.addElement(new Option(
647           "", 
648           "", 0, "\nOptions specific to evaluator " 
649           + m_ASEval.getClass().getName() + ":"));
650
651       Enumeration enu = ((OptionHandler)m_ASEval).listOptions();
652       while (enu.hasMoreElements()) {
653         newVector.addElement(enu.nextElement());
654       }
655     }
656     
657     return newVector.elements();
658  }
659
660  /**
661   * Parses a given list of options. <p/>
662   *
663   <!-- options-start -->
664   * Valid options are: <p/>
665   *
666   * <pre> -R &lt;0 = forward | 1 = backward race | 2 = schemata | 3 = rank&gt;
667   *  Type of race to perform.
668   *  (default = 0).</pre>
669   *
670   * <pre> -L &lt;significance&gt;
671   *  Significance level for comaparisons
672   *  (default = 0.001(forward/backward/rank)/0.01(schemata)).</pre>
673   *
674   * <pre> -T &lt;threshold&gt;
675   *  Threshold for error comparison.
676   *  (default = 0.001).</pre>
677   *
678   * <pre> -A &lt;attribute evaluator&gt;
679   *  Attribute ranker to use if doing a
680   *  rank search. Place any
681   *  evaluator options LAST on
682   *  the command line following a "--".
683   *  eg. -A weka.attributeSelection.GainRatioAttributeEval ... -- -M.
684   *  (default = GainRatioAttributeEval)</pre>
685   *
686   * <pre> -F &lt;0 = 10 fold | 1 = leave-one-out&gt;
687   *  Folds for cross validation
688   *  (default = 0 (1 if schemata race)</pre>
689   *
690   * <pre> -Q
691   *  Generate a ranked list of attributes.
692   *  Forces the search to be forward
693   *  and races until all attributes have
694   *  selected, thus producing a ranking.</pre>
695   *
696   * <pre> -N &lt;num to select&gt;
697   *  Specify number of attributes to retain from
698   *  the ranking. Overides -T. Use in conjunction with -Q</pre>
699   *
700   * <pre> -J &lt;threshold&gt;
701   *  Specify a theshold by which attributes
702   *  may be discarded from the ranking.
703   *  Use in conjuction with -Q</pre>
704   *
705   * <pre> -Z
706   *  Verbose output for monitoring the search.</pre>
707   *
708   * <pre>
709   * Options specific to evaluator weka.attributeSelection.GainRatioAttributeEval:
710   * </pre>
711   *
712   * <pre> -M
713   *  treat missing values as a seperate value.</pre>
714   *
715   <!-- options-end -->
716   *
717   * @param options the list of options as an array of strings
718   * @throws Exception if an option is not supported
719   */
720  public void setOptions (String[] options)
721    throws Exception {
722    String optionString;
723    resetOptions();
724   
725    optionString = Utils.getOption('R', options);
726    if (optionString.length() != 0) {
727      setRaceType(new SelectedTag(Integer.parseInt(optionString),
728                                  TAGS_SELECTION));
729    }
730   
731    optionString = Utils.getOption('F', options);
732    if (optionString.length() != 0) {
733      setFoldsType(new SelectedTag(Integer.parseInt(optionString),
734                                  XVALTAGS_SELECTION));
735    }
736
737    optionString = Utils.getOption('L', options);
738    if (optionString.length() !=0) {
739      setSignificanceLevel(Double.parseDouble(optionString));
740    }
741
742    optionString = Utils.getOption('T', options);
743    if (optionString.length() !=0) {
744      setThreshold(Double.parseDouble(optionString));
745    }
746
747    optionString = Utils.getOption('A', options);
748    if (optionString.length() != 0) {
749      setAttributeEvaluator(ASEvaluation.forName(optionString, 
750                            Utils.partitionOptions(options)));
751    }
752
753    setGenerateRanking(Utils.getFlag('Q', options));
754
755    optionString = Utils.getOption('J', options);
756    if (optionString.length() != 0) {
757      setSelectionThreshold(Double.parseDouble(optionString));
758    }
759   
760    optionString = Utils.getOption('N', options);
761    if (optionString.length() != 0) {
762      setNumToSelect(Integer.parseInt(optionString));
763    }
764
765    setDebug(Utils.getFlag('Z', options));
766  }
767
768  /**
769   * Gets the current settings of BestFirst.
770   * @return an array of strings suitable for passing to setOptions()
771   */
772  public String[] getOptions () {
773    int current = 0;
774    String[] evaluatorOptions = new String[0];
775
776    if ((m_ASEval != null) && 
777        (m_ASEval instanceof OptionHandler)) {
778      evaluatorOptions = ((OptionHandler)m_ASEval).getOptions();
779    }
780    String[] options = new String[17+evaluatorOptions.length];
781
782    options[current++] = "-R"; options[current++] = ""+m_raceType;
783    options[current++] = "-L"; options[current++] = ""+getSignificanceLevel();
784    options[current++] = "-T"; options[current++] = ""+getThreshold();
785    options[current++] = "-F"; options[current++] = ""+m_xvalType;
786    if (getGenerateRanking()) {
787      options[current++] = "-Q";
788    }
789    options[current++] = "-N"; options[current++] = ""+getNumToSelect();
790    options[current++] = "-J"; options[current++] = ""+getSelectionThreshold();
791    if (getDebug()) {
792      options[current++] = "-Z";
793    }
794   
795    if (getAttributeEvaluator() != null) {
796      options[current++] = "-A";
797      options[current++] = getAttributeEvaluator().getClass().getName();
798      options[current++] = "--";
799      System.arraycopy(evaluatorOptions, 0, options, current, 
800                       evaluatorOptions.length);
801      current += evaluatorOptions.length;
802    }
803
804   
805    while (current < options.length) {
806      options[current++] = "";
807    }
808
809    return  options;
810  }
811
812
813
814
815  /**
816   * Searches the attribute subset space by racing cross validation
817   * errors of competing subsets
818   *
819   * @param ASEval the attribute evaluator to guide the search
820   * @param data the training instances.
821   * @return an array (not necessarily ordered) of selected attribute indexes
822   * @throws Exception if the search can't be completed
823   */
824  public int[] search (ASEvaluation ASEval, Instances data)
825    throws Exception {
826    if (!(ASEval instanceof SubsetEvaluator)) {
827      throw  new Exception(ASEval.getClass().getName() 
828                           + " is not a " 
829                           + "Subset evaluator! (RaceSearch)");
830    }
831
832    if (ASEval instanceof UnsupervisedSubsetEvaluator) {
833      throw new Exception("Can't use an unsupervised subset evaluator "
834                          +"(RaceSearch).");
835    }
836
837    if (!(ASEval instanceof HoldOutSubsetEvaluator)) {
838      throw new Exception("Must use a HoldOutSubsetEvaluator, eg. "
839                          +"weka.attributeSelection.ClassifierSubsetEval "
840                          +"(RaceSearch)");
841    }
842
843    if (!(ASEval instanceof ErrorBasedMeritEvaluator)) {
844      throw new Exception("Only error based subset evaluators can be used, "
845                          +"eg. weka.attributeSelection.ClassifierSubsetEval "
846                          +"(RaceSearch)");
847    }
848
849    m_Instances = new Instances(data);
850    m_Instances.deleteWithMissingClass();
851    if (m_Instances.numInstances() == 0) {
852      throw new Exception("All train instances have missing class! (RaceSearch)");
853    }
854    if (m_rankingRequested && m_numToSelect > m_Instances.numAttributes()-1) {
855      throw new Exception("More attributes requested than exist in the data "
856                          +"(RaceSearch).");
857    }
858    m_theEvaluator = (HoldOutSubsetEvaluator)ASEval;
859    m_numAttribs = m_Instances.numAttributes();
860    m_classIndex = m_Instances.classIndex();
861
862    if (m_rankingRequested) {
863      m_rankedAtts = new double[m_numAttribs-1][2];
864      m_rankedSoFar = 0;
865    }
866
867    if (m_xvalType == LEAVE_ONE_OUT) {
868      m_numFolds = m_Instances.numInstances();
869    } else {
870      m_numFolds = 10;
871    }
872
873    Random random = new Random(1); // I guess this should really be a parameter?
874    m_Instances.randomize(random);
875    int [] bestSubset=null;
876
877    switch (m_raceType) {
878    case FORWARD_RACE:
879    case BACKWARD_RACE: 
880      bestSubset = hillclimbRace(m_Instances, random);
881      break;
882    case SCHEMATA_RACE:
883      bestSubset = schemataRace(m_Instances, random);
884      break;
885    case RANK_RACE:
886      bestSubset = rankRace(m_Instances, random);
887      break;
888    }
889
890    return bestSubset;
891  }
892
893  public double [][] rankedAttributes() throws Exception {
894    if (!m_rankingRequested) {
895      throw new Exception("Need to request a ranked list of attributes "
896                          +"before attributes can be ranked (RaceSearch).");
897    }
898    if (m_rankedAtts == null) {
899      throw new Exception("Search must be performed before attributes "
900                          +"can be ranked (RaceSearch).");
901    }
902   
903    double [][] final_rank = new double [m_rankedSoFar][2];
904    for (int i=0;i<m_rankedSoFar;i++) {
905      final_rank[i][0] = m_rankedAtts[i][0];
906      final_rank[i][1] = m_rankedAtts[i][1];
907    }
908
909    if (m_numToSelect <= 0) {
910      if (m_threshold == -Double.MAX_VALUE) {
911        m_calculatedNumToSelect = final_rank.length;
912      } else {
913        determineNumToSelectFromThreshold(final_rank);
914      }
915    }
916
917    return final_rank;
918  }
919
920  private void determineNumToSelectFromThreshold(double [][] ranking) {
921    int count = 0;
922    for (int i = 0; i < ranking.length; i++) {
923      if (ranking[i][1] > m_threshold) {
924        count++;
925      }
926    }
927    m_calculatedNumToSelect = count;
928  }
929
930  /**
931   * Print an attribute set.
932   */
933  private String printSets(char [][]raceSets) {
934    StringBuffer temp = new StringBuffer();
935    for (int i=0;i<raceSets.length;i++) {
936      for (int j=0;j<m_numAttribs;j++) {
937        temp.append(raceSets[i][j]);
938      }
939      temp.append('\n');
940    }
941    return temp.toString();
942  }
943
944  /**
945   * Performs a schemata race---a series of races in parallel.
946   * @param data the instances to estimate accuracy over.
947   * @param random a random number generator
948   * @return an array of selected attribute indices.
949   */
950  private int [] schemataRace(Instances data, Random random) throws Exception {
951    // # races, 2 (competitors in each race), # attributes
952    char [][][] parallelRaces;
953    int numRaces = m_numAttribs-1;
954    Random r = new Random(42);
955    int numInstances = data.numInstances();
956    Instances trainCV; Instances testCV;
957    Instance testInstance;
958
959    // statistics on the racers
960    Stats [][] raceStats = new Stats[numRaces][2];
961   
962    parallelRaces = new char [numRaces][2][m_numAttribs-1];
963    char [] base = new char [m_numAttribs];
964    for (int i=0;i<m_numAttribs;i++) {
965      base[i] = '*';
966    }
967
968    int count=0;
969    // set up initial races
970    for (int i=0;i<m_numAttribs;i++) {
971      if (i != m_classIndex) {
972        parallelRaces[count][0] = (char [])base.clone();
973        parallelRaces[count][1] = (char [])base.clone();
974        parallelRaces[count][0][i] = '1';
975        parallelRaces[count++][1][i] = '0';
976      }
977    }
978   
979    if (m_debug) {
980      System.err.println("Initial sets:\n");
981      for (int i=0;i<numRaces;i++) {
982        System.err.print(printSets(parallelRaces[i])+"--------------\n");
983      }
984    }
985   
986    BitSet randomB = new BitSet(m_numAttribs);
987    char [] randomBC = new char [m_numAttribs];
988
989    // notes which bit positions have been decided
990    boolean [] attributeConstraints = new boolean[m_numAttribs];
991    double error;
992    int evaluationCount = 0;
993    raceSet: while (numRaces > 0) {
994      boolean won = false;
995      for (int i=0;i<numRaces;i++) {
996        raceStats[i][0] = new Stats();
997        raceStats[i][1] = new Stats();
998      }
999
1000      // keep an eye on how many test instances have been randomly sampled
1001      int sampleCount = 0;
1002      // run the current set of races
1003      while (!won) {
1004        // generate a random binary string
1005        for (int i=0;i<m_numAttribs;i++) {
1006          if (i != m_classIndex) {
1007            if (!attributeConstraints[i]) {
1008              if (r.nextDouble() < 0.5) {
1009                randomB.set(i);
1010              } else {
1011                randomB.clear(i);
1012              }
1013            } else { // this position has been decided from previous races
1014              if (base[i] == '1') { 
1015                randomB.set(i);
1016              } else {
1017                randomB.clear(i);
1018              }
1019            }
1020          }
1021        }
1022       
1023        // randomly select an instance to test on
1024        int testIndex = Math.abs(r.nextInt() % numInstances);
1025
1026
1027        // We want to randomize the data the same way for every
1028        // learning scheme.
1029        trainCV = data.trainCV(numInstances, testIndex, new Random (1));
1030        testCV = data.testCV(numInstances, testIndex);
1031        testInstance = testCV.instance(0);
1032        sampleCount++;
1033        /*      if (sampleCount > numInstances) {
1034          throw new Exception("raceSchemata: No clear winner after sampling "
1035                              +sampleCount+" instances.");
1036                              } */
1037       
1038        m_theEvaluator.buildEvaluator(trainCV);
1039       
1040        // the evaluator must retrain for every test point
1041        error = -((HoldOutSubsetEvaluator)m_theEvaluator).
1042          evaluateSubset(randomB, 
1043                         testInstance,
1044                         true);
1045        evaluationCount++;
1046       
1047        // see which racers match this random subset
1048        for (int i=0;i<m_numAttribs;i++) {
1049          if (randomB.get(i)) {
1050            randomBC[i] = '1';
1051          } else {
1052            randomBC[i] = '0';
1053          }
1054        }
1055        //      System.err.println("Random subset: "+(new String(randomBC)));
1056
1057        checkRaces: for (int i=0;i<numRaces;i++) {
1058          // if a pair of racers has evaluated more than num instances
1059          // then bail out---unlikely that having any more atts is any
1060          // better than the current base set.
1061          if (((raceStats[i][0].count + raceStats[i][1].count) / 2) > 
1062              (numInstances)) {
1063            break raceSet;
1064          }
1065          for (int j=0;j<2;j++) {
1066            boolean matched = true;
1067            for (int k =0;k<m_numAttribs;k++) {
1068              if (parallelRaces[i][j][k] != '*') {
1069                if (parallelRaces[i][j][k] != randomBC[k]) {
1070                  matched = false;
1071                  break;
1072                }
1073              }
1074            }
1075            if (matched) { // update the stats for this racer
1076              //              System.err.println("Matched "+i+" "+j);
1077              raceStats[i][j].add(error);
1078
1079                // does this race have a clear winner, meaning we can
1080                // terminate the whole set of parallel races?
1081                if (raceStats[i][0].count > m_samples &&
1082                    raceStats[i][1].count > m_samples) {
1083                  raceStats[i][0].calculateDerived();
1084                  raceStats[i][1].calculateDerived();
1085                  //              System.err.println(j+" : "+(new String(parallelRaces[i][j])));
1086                  //              System.err.println(raceStats[i][0]);
1087                  //              System.err.println(raceStats[i][1]);
1088                  // check the ttest
1089                  double prob = ttest(raceStats[i][0], raceStats[i][1]);
1090                  //              System.err.println("Prob :"+prob);
1091                  if (prob < m_sigLevel) { // stop the races we have a winner!
1092                    if (raceStats[i][0].mean < raceStats[i][1].mean) {
1093                      base = (char [])parallelRaces[i][0].clone();
1094                      m_bestMerit = raceStats[i][0].mean;
1095                      if (m_debug) {
1096                        System.err.println("contender 0 won ");
1097                      }
1098                    } else {
1099                      base = (char [])parallelRaces[i][1].clone();
1100                      m_bestMerit = raceStats[i][1].mean;
1101                      if (m_debug) {
1102                        System.err.println("contender 1 won");
1103                      }
1104                    }
1105                    if (m_debug) {
1106                      System.err.println((new String(parallelRaces[i][0]))
1107                                 +" "+(new String(parallelRaces[i][1])));
1108                      System.err.println("Means : "+raceStats[i][0].mean
1109                                         +" vs"+raceStats[i][1].mean);
1110                      System.err.println("Evaluations so far : "
1111                                         +evaluationCount);
1112                    }
1113                    won = true;
1114                    break checkRaces;
1115                  }
1116                }
1117             
1118            }
1119          }
1120        }
1121      }
1122
1123      numRaces--;
1124      // set up the next set of races if necessary
1125      if (numRaces > 0 && won) {
1126        parallelRaces = new char [numRaces][2][m_numAttribs-1];
1127        raceStats = new Stats[numRaces][2];
1128        // update the attribute constraints
1129        for (int i=0;i<m_numAttribs;i++) {
1130          if (i != m_classIndex && !attributeConstraints[i] &&
1131              base[i] != '*') {
1132            attributeConstraints[i] = true;
1133            break;
1134          }
1135        }
1136        count=0;
1137        for (int i=0;i<numRaces;i++) {
1138          parallelRaces[i][0] = (char [])base.clone();
1139          parallelRaces[i][1] = (char [])base.clone();
1140          for (int j=count;j<m_numAttribs;j++) {
1141            if (j != m_classIndex && parallelRaces[i][0][j] == '*') {
1142              parallelRaces[i][0][j] = '1';
1143              parallelRaces[i][1][j] = '0';
1144              count = j+1;
1145              break;
1146            }
1147          }
1148        }
1149       
1150        if (m_debug) {
1151          System.err.println("Next sets:\n");
1152          for (int i=0;i<numRaces;i++) {
1153            System.err.print(printSets(parallelRaces[i])+"--------------\n");
1154          }
1155        }
1156      }
1157    }
1158
1159    if (m_debug) {
1160      System.err.println("Total evaluations : "
1161                         +evaluationCount);
1162    }
1163    return attributeList(base);
1164  }
1165
1166  /**
1167   * t-test for unequal sample sizes and same variance. Returns probability
1168   * that observed difference in means is due to chance.
1169   */
1170  private double ttest(Stats c1, Stats c2) throws Exception {
1171    double n1 = c1.count; double n2 = c2.count;
1172    double v1 = c1.stdDev * c1.stdDev;
1173    double v2 = c2.stdDev * c2.stdDev;
1174    double av1 = c1.mean;
1175    double av2 = c2.mean;
1176   
1177    double df = n1 + n2 - 2;
1178    double cv = (((n1 - 1) * v1) + ((n2 - 1) * v2)) /df;
1179    double t = (av1 - av2) / Math.sqrt(cv * ((1.0 / n1) + (1.0 / n2)));
1180   
1181    return Statistics.incompleteBeta(df / 2.0, 0.5,
1182                                     df / (df + (t * t)));
1183  }
1184   
1185  /**
1186   * Performs a rank race---race consisting of no attributes, the top
1187   * ranked attribute, the top two attributes etc. The initial ranking
1188   * is determined by an attribute evaluator.
1189   * @param data the instances to estimate accuracy over
1190   * @param random a random number generator
1191   * @return an array of selected attribute indices.
1192   */
1193  private int [] rankRace(Instances data, Random random) throws Exception {
1194    char [] baseSet = new char [m_numAttribs];
1195    char [] bestSet;
1196    double bestSetError;
1197    for (int i=0;i<m_numAttribs;i++) {
1198      if (i == m_classIndex) {
1199        baseSet[i] = '-';
1200      } else {
1201        baseSet[i] = '0';
1202      }
1203    }
1204
1205    int numCompetitors = m_numAttribs-1;
1206    char [][] raceSets = new char [numCompetitors+1][m_numAttribs];
1207   
1208    if (m_ASEval instanceof AttributeEvaluator) {
1209      // generate the attribute ranking first
1210      Ranker ranker = new Ranker();
1211      m_ASEval.buildEvaluator(data);
1212      m_Ranking = ranker.search(m_ASEval,data);
1213    } else {
1214      GreedyStepwise fs = new GreedyStepwise();
1215      double [][]rankres; 
1216      fs.setGenerateRanking(true);
1217      ((ASEvaluation)m_ASEval).buildEvaluator(data);
1218      fs.search(m_ASEval, data);
1219      rankres = fs.rankedAttributes();
1220      m_Ranking = new int[rankres.length];
1221      for (int i=0;i<rankres.length;i++) {
1222        m_Ranking[i] = (int)rankres[i][0];
1223      }
1224    }
1225
1226    // set up the race
1227    raceSets[0] = (char [])baseSet.clone();
1228    for (int i=0;i<m_Ranking.length;i++) {
1229      raceSets[i+1] = (char [])raceSets[i].clone();
1230      raceSets[i+1][m_Ranking[i]] = '1';
1231    }
1232   
1233    if (m_debug) {
1234      System.err.println("Initial sets:\n"+printSets(raceSets));
1235    }
1236   
1237    // run the race
1238    double [] winnerInfo = raceSubsets(raceSets, data, true, random);
1239    bestSetError = winnerInfo[1];
1240    bestSet = (char [])raceSets[(int)winnerInfo[0]].clone();
1241    m_bestMerit = bestSetError;
1242    return attributeList(bestSet);
1243  }
1244 
1245  /**
1246   * Performs a hill climbing race---all single attribute changes to a
1247   * base subset are raced in parallel. The winner is chosen and becomes
1248   * the new base subset and the process is repeated until there is no
1249   * improvement in error over the base subset.
1250   * @param data the instances to estimate accuracy over
1251   * @param random a random number generator
1252   * @return an array of selected attribute indices.
1253   * @throws Exception if something goes wrong
1254   */
1255  private int [] hillclimbRace(Instances data, Random random) throws Exception {
1256    double baseSetError;
1257    char [] baseSet = new char [m_numAttribs];
1258
1259    for (int i=0;i<m_numAttribs;i++) {
1260      if (i != m_classIndex) {
1261        if (m_raceType == FORWARD_RACE) {
1262          baseSet[i] = '0';
1263        } else {
1264          baseSet[i] = '1';
1265        } 
1266      } else {
1267        baseSet[i] = '-';
1268      }
1269    }
1270
1271    int numCompetitors = m_numAttribs-1;
1272    char [][] raceSets = new char [numCompetitors+1][m_numAttribs];
1273
1274    raceSets[0] = (char [])baseSet.clone();
1275    int count = 1;
1276    // initialize each race set to 1 attribute
1277    for (int i=0;i<m_numAttribs;i++) {
1278      if (i != m_classIndex) {
1279        raceSets[count] = (char [])baseSet.clone();
1280        if (m_raceType == BACKWARD_RACE) {
1281          raceSets[count++][i] = '0';
1282        } else {
1283          raceSets[count++][i] = '1';
1284        }
1285      }
1286    }
1287
1288    if (m_debug) {
1289      System.err.println("Initial sets:\n"+printSets(raceSets));
1290    }
1291   
1292    // race the initial sets (base set either no or all features)
1293    double [] winnerInfo = raceSubsets(raceSets, data, true, random);
1294    baseSetError = winnerInfo[1];
1295    m_bestMerit = baseSetError;
1296    baseSet = (char [])raceSets[(int)winnerInfo[0]].clone();
1297    if (m_rankingRequested) {
1298      m_rankedAtts[m_rankedSoFar][0] = (int)(winnerInfo[0]-1);
1299      m_rankedAtts[m_rankedSoFar][1] = winnerInfo[1];
1300      m_rankedSoFar++;
1301    }
1302
1303    boolean improved = true;
1304    int j;
1305    // now race until there is no improvement over the base set or only
1306    // one competitor remains
1307    while (improved) {
1308      // generate the next set of competitors
1309      numCompetitors--;
1310      if (numCompetitors == 0) { //race finished!
1311        break;
1312      }
1313      j=0;
1314      // +1. we'll race against the base set---might be able to bail out
1315      // of the race if none from the new set are statistically better
1316      // than the base set. Base set is stored in loc 0.
1317      raceSets = new char [numCompetitors+1][m_numAttribs];
1318      for (int i=0;i<numCompetitors+1;i++) {
1319        raceSets[i] = (char [])baseSet.clone();
1320        if (i > 0) {
1321          for (int k=j;k<m_numAttribs;k++) {
1322            if (m_raceType == 1) {
1323              if (k != m_classIndex && raceSets[i][k] != '0') {
1324                raceSets[i][k] = '0';
1325                j = k+1;
1326                break;
1327              }
1328            } else {
1329              if (k != m_classIndex && raceSets[i][k] != '1') {
1330                raceSets[i][k] = '1';
1331                j = k+1;
1332                break;
1333              }
1334            }
1335          }
1336        }
1337      }
1338     
1339      if (m_debug) {
1340        System.err.println("Next set : \n"+printSets(raceSets));
1341      }
1342      improved = false;
1343      winnerInfo = raceSubsets(raceSets, data, true, random);
1344      String bs = new String(baseSet); 
1345      String win = new String(raceSets[(int)winnerInfo[0]]);
1346      if (bs.compareTo(win) == 0) {
1347        // race finished
1348      } else {
1349        if (winnerInfo[1] < baseSetError || m_rankingRequested) {
1350          improved = true;
1351          baseSetError = winnerInfo[1];
1352          m_bestMerit = baseSetError;
1353          // find which att is different
1354          if (m_rankingRequested) {
1355            for (int i = 0; i < baseSet.length; i++) {
1356              if (win.charAt(i) != bs.charAt(i)) {
1357                m_rankedAtts[m_rankedSoFar][0] = i;
1358                m_rankedAtts[m_rankedSoFar][1] = winnerInfo[1];
1359                m_rankedSoFar++;
1360              }
1361            }
1362          }
1363          baseSet = (char [])raceSets[(int)winnerInfo[0]].clone();
1364        } else {
1365          // Will get here for a subset whose error is outside the delta
1366          // threshold but is not *significantly* worse than the base
1367          // subset
1368          //throw new Exception("RaceSearch: problem in hillClimbRace");
1369        }
1370      }
1371    }
1372    return attributeList(baseSet);
1373  }
1374
1375  /**
1376   * Convert an attribute set to an array of indices
1377   */
1378  private int [] attributeList(char [] list) {
1379    int count = 0;
1380
1381    for (int i=0;i<m_numAttribs;i++) {
1382      if (list[i] == '1') {
1383        count++;
1384      }
1385    }
1386
1387    int [] rlist = new int[count];
1388    count = 0;
1389     for (int i=0;i<m_numAttribs;i++) {
1390       if (list[i] == '1') {
1391         rlist[count++] = i;
1392       }
1393     }
1394
1395     return rlist;
1396  }
1397
1398  /**
1399   * Races the leave-one-out cross validation errors of a set of
1400   * attribute subsets on a set of instances.
1401   * @param raceSets a set of attribute subset specifications
1402   * @param data the instances to use when cross validating
1403   * @param baseSetIncluded true if the first attribute set is a
1404   * base set generated from the previous race
1405   * @param random a random number generator
1406   * @return the index of the winning subset
1407   * @throws Exception if an error occurs during cross validation
1408   */
1409  private double [] raceSubsets(char [][]raceSets, Instances data,
1410                                boolean baseSetIncluded, Random random) 
1411    throws Exception {
1412    // the evaluators --- one for each subset
1413    ASEvaluation [] evaluators = 
1414      ASEvaluation.makeCopies(m_theEvaluator, raceSets.length);
1415
1416    // array of subsets eliminated from the race
1417    boolean [] eliminated = new boolean [raceSets.length];
1418
1419    // individual statistics
1420    Stats [] individualStats = new Stats [raceSets.length];
1421
1422    // pairwise statistics
1423    PairedStats [][] testers = 
1424      new PairedStats[raceSets.length][raceSets.length];
1425
1426    /** do we ignore the base set or not? */
1427    int startPt = m_rankingRequested ? 1 : 0;
1428
1429    for (int i=0;i<raceSets.length;i++) {
1430      individualStats[i] = new Stats();
1431      for (int j=i+1;j<raceSets.length;j++) {
1432        testers[i][j] = new PairedStats(m_sigLevel);
1433      }
1434    }
1435   
1436    BitSet [] raceBitSets = new BitSet[raceSets.length];
1437    for (int i=0;i<raceSets.length;i++) {
1438      raceBitSets[i] = new BitSet(m_numAttribs);
1439      for (int j=0;j<m_numAttribs;j++) {
1440        if (raceSets[i][j] == '1') {
1441          raceBitSets[i].set(j);
1442        }
1443      }
1444    }
1445
1446    // now loop over the data points collecting leave-one-out errors for
1447    // each attribute set
1448    Instances trainCV;
1449    Instances testCV;
1450    Instance testInst;
1451    double [] errors = new double [raceSets.length];
1452    int eliminatedCount = 0;
1453    int processedCount = 0;
1454    // if there is one set left in the race then we need to continue to
1455    // evaluate it for the remaining instances in order to get an
1456    // accurate error estimate
1457    processedCount = 0;
1458    race: for (int i=0;i<m_numFolds;i++) {
1459
1460      // We want to randomize the data the same way for every
1461      // learning scheme.
1462      trainCV = data.trainCV(m_numFolds, i, new Random (1));
1463      testCV = data.testCV(m_numFolds, i);
1464     
1465      // loop over the surviving attribute sets building classifiers for this
1466      // training set
1467      for (int j=startPt;j<raceSets.length;j++) {
1468        if (!eliminated[j]) {
1469          evaluators[j].buildEvaluator(trainCV);
1470        }
1471      }
1472
1473      for (int z=0;z<testCV.numInstances();z++) {
1474        testInst = testCV.instance(z);
1475        processedCount++;
1476
1477        // loop over surviving attribute sets computing errors for this
1478        // test point
1479        for (int zz=startPt;zz<raceSets.length;zz++) {
1480          if (!eliminated[zz]) {
1481            if (z == 0) {// first test instance---make sure classifier is built
1482              errors[zz] = -((HoldOutSubsetEvaluator)evaluators[zz]).
1483                evaluateSubset(raceBitSets[zz], 
1484                               testInst,
1485                               true);
1486            } else { // must be k fold rather than leave one out
1487              errors[zz] = -((HoldOutSubsetEvaluator)evaluators[zz]).
1488                evaluateSubset(raceBitSets[zz], 
1489                               testInst,
1490                               false);
1491            }
1492          }
1493        }
1494
1495        // now update the stats
1496        for (int j=startPt;j<raceSets.length;j++) {
1497          if (!eliminated[j]) {
1498            individualStats[j].add(errors[j]);
1499            for (int k=j+1;k<raceSets.length;k++) {
1500              if (!eliminated[k]) {
1501                testers[j][k].add(errors[j], errors[k]);
1502              }
1503            }
1504          }
1505        }
1506     
1507        // test for near identical models and models that are significantly
1508        // worse than some other model
1509        if (processedCount > m_samples-1 && 
1510            (eliminatedCount < raceSets.length-1)) {
1511          for (int j=0;j<raceSets.length;j++) {
1512            if (!eliminated[j]) {
1513              for (int k=j+1;k<raceSets.length;k++) {
1514                if (!eliminated[k]) {
1515                  testers[j][k].calculateDerived();
1516                  // near identical ?
1517                  if ((testers[j][k].differencesSignificance == 0) && 
1518                      (Utils.eq(testers[j][k].differencesStats.mean, 0.0) ||
1519                      (Utils.gr(m_delta, Math.abs(testers[j][k].
1520                                                  differencesStats.mean))))) {
1521                    // if they're exactly the same and there is a base set
1522                    // in this race, make sure that the base set is NOT the
1523                    // one eliminated.
1524                    if (Utils.eq(testers[j][k].differencesStats.mean, 0.0)) {
1525
1526                      if (baseSetIncluded) { 
1527                        if (j != 0) {
1528                          eliminated[j] = true;
1529                        } else {
1530                          eliminated[k] = true;
1531                        }
1532                        eliminatedCount++;
1533                      } else {
1534                        eliminated[j] = true;
1535                      }
1536                      if (m_debug) {
1537                        System.err.println("Eliminating (identical) "
1538                                           +j+" "+raceBitSets[j].toString()
1539                                           +" vs "+k+" "
1540                                           +raceBitSets[k].toString()
1541                                           +" after "
1542                                           +processedCount
1543                                           +" evaluations\n"
1544                                           +"\nerror "+j+" : "
1545                                           +testers[j][k].xStats.mean
1546                                           +" vs "+k+" : "
1547                                           +testers[j][k].yStats.mean
1548                                           +" diff : "
1549                                           +testers[j][k].differencesStats
1550                                           .mean);
1551                      }
1552                    } else {
1553                      // eliminate the one with the higer error
1554                      if (testers[j][k].xStats.mean > 
1555                          testers[j][k].yStats.mean) {
1556                        eliminated[j] = true;
1557                        eliminatedCount++;
1558                        if (m_debug) {
1559                          System.err.println("Eliminating (near identical) "
1560                                           +j+" "+raceBitSets[j].toString()
1561                                           +" vs "+k+" "
1562                                           +raceBitSets[k].toString()
1563                                           +" after "
1564                                           +processedCount
1565                                           +" evaluations\n"
1566                                           +"\nerror "+j+" : "
1567                                           +testers[j][k].xStats.mean
1568                                           +" vs "+k+" : "
1569                                           +testers[j][k].yStats.mean
1570                                           +" diff : "
1571                                           +testers[j][k].differencesStats
1572                                           .mean);
1573                        }
1574                        break;
1575                      } else {
1576                        eliminated[k] = true;
1577                        eliminatedCount++;
1578                        if (m_debug) {
1579                          System.err.println("Eliminating (near identical) "
1580                                           +k+" "+raceBitSets[k].toString()
1581                                           +" vs "+j+" "
1582                                           +raceBitSets[j].toString()
1583                                           +" after "
1584                                           +processedCount
1585                                           +" evaluations\n"
1586                                           +"\nerror "+k+" : "
1587                                           +testers[j][k].yStats.mean
1588                                           +" vs "+j+" : "
1589                                           +testers[j][k].xStats.mean
1590                                           +" diff : "
1591                                           +testers[j][k].differencesStats
1592                                             .mean);
1593                        }
1594                      }
1595                    }
1596                  } else {
1597                    // significantly worse ?
1598                    if (testers[j][k].differencesSignificance != 0) {
1599                      if (testers[j][k].differencesSignificance > 0) {
1600                        eliminated[j] = true;
1601                        eliminatedCount++;
1602                        if (m_debug) {
1603                          System.err.println("Eliminating (-worse) "
1604                                           +j+" "+raceBitSets[j].toString()
1605                                           +" vs "+k+" "
1606                                           +raceBitSets[k].toString()
1607                                           +" after "
1608                                           +processedCount
1609                                           +" evaluations"
1610                                           +"\nerror "+j+" : "
1611                                           +testers[j][k].xStats.mean
1612                                           +" vs "+k+" : "
1613                                           +testers[j][k].yStats.mean);
1614                        }
1615                        break;
1616                      } else {
1617                        eliminated[k] = true;
1618                        eliminatedCount++;
1619                        if (m_debug) {
1620                          System.err.println("Eliminating (worse) "
1621                                           +k+" "+raceBitSets[k].toString()
1622                                           +" vs "+j+" "
1623                                           +raceBitSets[j].toString()
1624                                           +" after "
1625                                           +processedCount
1626                                           +" evaluations"
1627                                           +"\nerror "+k+" : "
1628                                           +testers[j][k].yStats.mean
1629                                           +" vs "+j+" : "
1630                                           +testers[j][k].xStats.mean);
1631                        }
1632                      }
1633                    }
1634                  }
1635                }   
1636              }
1637            }
1638          }
1639        }
1640        // if there is a base set from the previous race and it's the
1641        // only remaining subset then terminate the race.
1642        if (eliminatedCount == raceSets.length-1 && baseSetIncluded &&
1643            !eliminated[0] && !m_rankingRequested) {
1644          break race;
1645        }
1646      }
1647    }
1648
1649    if (m_debug) {
1650      System.err.println("*****eliminated count: "+eliminatedCount);
1651    }
1652    double bestError = Double.MAX_VALUE;
1653    int bestIndex=0;
1654    // return the index of the winner
1655    for (int i=startPt;i<raceSets.length;i++) {
1656      if (!eliminated[i]) {
1657        individualStats[i].calculateDerived();
1658        if (m_debug) {
1659          System.err.println("Remaining error: "+raceBitSets[i].toString()
1660                             +" "+individualStats[i].mean);
1661        }
1662        if (individualStats[i].mean < bestError) {
1663          bestError = individualStats[i].mean;
1664          bestIndex = i;
1665        }
1666      }
1667    }
1668
1669    double [] retInfo = new double[2];
1670    retInfo[0] = bestIndex;
1671    retInfo[1] = bestError;
1672   
1673    if (m_debug) {
1674      System.err.print("Best set from race : ");
1675     
1676      for (int i=0;i<m_numAttribs;i++) {
1677        if (raceSets[bestIndex][i] == '1') {
1678          System.err.print('1');
1679        } else {
1680          System.err.print('0');
1681        }
1682      }
1683      System.err.println(" :"+bestError+" Processed : "+(processedCount)
1684                         +"\n"+individualStats[bestIndex].toString());
1685    }
1686    return retInfo;
1687  }
1688
1689  /**
1690   * Returns a string represenation
1691   *
1692   * @return a string representation
1693   */
1694  public String toString() {
1695    StringBuffer text = new StringBuffer();
1696   
1697    text.append("\tRaceSearch.\n\tRace type : ");
1698    switch (m_raceType) {
1699    case FORWARD_RACE: 
1700      text.append("forward selection race\n\tBase set : no attributes");
1701      break;
1702    case BACKWARD_RACE:
1703      text.append("backward elimination race\n\tBase set : all attributes");
1704      break;
1705    case SCHEMATA_RACE:
1706      text.append("schemata race\n\tBase set : no attributes");
1707      break;
1708    case RANK_RACE:
1709      text.append("rank race\n\tBase set : no attributes\n\t");
1710      text.append("Attribute evaluator : "
1711                  + getAttributeEvaluator().getClass().getName() +" ");
1712      if (m_ASEval instanceof OptionHandler) {
1713        String[] evaluatorOptions = new String[0];
1714        evaluatorOptions = ((OptionHandler)m_ASEval).getOptions();
1715        for (int i=0;i<evaluatorOptions.length;i++) {
1716          text.append(evaluatorOptions[i]+' ');
1717        }
1718      }
1719      text.append("\n");
1720      text.append("\tAttribute ranking : \n");
1721      int rlength = (int)(Math.log(m_Ranking.length) / Math.log(10) + 1);
1722      for (int i=0;i<m_Ranking.length;i++) {
1723        text.append("\t "+Utils.doubleToString((double)(m_Ranking[i]+1),
1724                                               rlength,0)
1725                    +" "+m_Instances.attribute(m_Ranking[i]).name()+'\n');
1726      }
1727      break;
1728    }
1729    text.append("\n\tCross validation mode : ");
1730    if (m_xvalType == TEN_FOLD) {
1731      text.append("10 fold");
1732    } else {
1733      text.append("Leave-one-out");
1734    }
1735
1736    text.append("\n\tMerit of best subset found : ");
1737    int fieldwidth = 3;
1738    double precision = (m_bestMerit - (int)m_bestMerit);
1739    if (Math.abs(m_bestMerit) > 0) {
1740      fieldwidth = (int)Math.abs((Math.log(Math.abs(m_bestMerit)) / 
1741                                  Math.log(10)))+2;
1742    }
1743    if (Math.abs(precision) > 0) {
1744      precision = Math.abs((Math.log(Math.abs(precision)) / Math.log(10)))+3;
1745    } else {
1746      precision = 2;
1747    }
1748
1749    text.append(Utils.doubleToString(Math.abs(m_bestMerit),
1750                                     fieldwidth+(int)precision,
1751                                     (int)precision)+"\n");
1752    return text.toString();
1753   
1754  }
1755
1756  /**
1757   * Reset the search method.
1758   */
1759  protected void resetOptions () {
1760    m_sigLevel = 0.001;
1761    m_delta = 0.001;
1762    m_ASEval = new GainRatioAttributeEval();
1763    m_Ranking = null;
1764    m_raceType = FORWARD_RACE;
1765    m_debug = false;
1766    m_theEvaluator = null;
1767    m_bestMerit = -Double.MAX_VALUE;
1768    m_numFolds = 10;
1769  }
1770 
1771  /**
1772   * Returns the revision string.
1773   *
1774   * @return            the revision
1775   */
1776  public String getRevision() {
1777    return RevisionUtils.extract("$Revision: 1.26 $");
1778  }
1779}
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