source: branches/MetisMQI/src/main/java/weka/classifiers/BVDecompose.java

/*
 *    This program is free software; you can redistribute it and/or modify
 *    it under the terms of the GNU General Public License as published by
 *    the Free Software Foundation; either version 2 of the License, or
 *    (at your option) any later version.
 *
 *    This program is distributed in the hope that it will be useful,
 *    but WITHOUT ANY WARRANTY; without even the implied warranty of
 *    MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE.  See the
 *    GNU General Public License for more details.
 *
 *    You should have received a copy of the GNU General Public License
 *    along with this program; if not, write to the Free Software
 *    Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
 */

/*
 *    BVDecompose.java
 *    Copyright (C) 1999 University of Waikato, Hamilton, New Zealand
 *
 */

package weka.classifiers;

import weka.core.Attribute;
import weka.core.Instance;
import weka.core.Instances;
import weka.core.Option;
import weka.core.OptionHandler;
import weka.core.RevisionHandler;
import weka.core.RevisionUtils;
import weka.core.TechnicalInformation;
import weka.core.TechnicalInformationHandler;
import weka.core.Utils;
import weka.core.TechnicalInformation.Field;
import weka.core.TechnicalInformation.Type;

import java.io.BufferedReader;
import java.io.FileReader;
import java.io.Reader;
import java.util.Enumeration;
import java.util.Random;
import java.util.Vector;

/**
 <!-- globalinfo-start -->
 * Class for performing a Bias-Variance decomposition on any classifier using the method specified in:<br/>
 * <br/>
 * Ron Kohavi, David H. Wolpert: Bias Plus Variance Decomposition for Zero-One Loss Functions. In: Machine Learning: Proceedings of the Thirteenth International Conference, 275-283, 1996.
 * <p/>
 <!-- globalinfo-end -->
 *
 <!-- technical-bibtex-start -->
 * BibTeX:
 * <pre>
 * &#64;inproceedings{Kohavi1996,
 *    author = {Ron Kohavi and David H. Wolpert},
 *    booktitle = {Machine Learning: Proceedings of the Thirteenth International Conference},
 *    editor = {Lorenza Saitta},
 *    pages = {275-283},
 *    publisher = {Morgan Kaufmann},
 *    title = {Bias Plus Variance Decomposition for Zero-One Loss Functions},
 *    year = {1996},
 *    PS = {http://robotics.stanford.edu/\~ronnyk/biasVar.ps}
 * }
 * </pre>
 * <p/>
 <!-- technical-bibtex-end -->
 *
 <!-- options-start -->
 * Valid options are: <p/>
 *
 * <pre> -c &lt;class index&gt;
 *  The index of the class attribute.
 *  (default last)</pre>
 *
 * <pre> -t &lt;name of arff file&gt;
 *  The name of the arff file used for the decomposition.</pre>
 *
 * <pre> -T &lt;training pool size&gt;
 *  The number of instances placed in the training pool.
 *  The remainder will be used for testing. (default 100)</pre>
 *
 * <pre> -s &lt;seed&gt;
 *  The random number seed used.</pre>
 *
 * <pre> -x &lt;num&gt;
 *  The number of training repetitions used.
 *  (default 50)</pre>
 *
 * <pre> -D
 *  Turn on debugging output.</pre>
 *
 * <pre> -W &lt;classifier class name&gt;
 *  Full class name of the learner used in the decomposition.
 *  eg: weka.classifiers.bayes.NaiveBayes</pre>
 *
 * <pre>
 * Options specific to learner weka.classifiers.rules.ZeroR:
 * </pre>
 *
 * <pre> -D
 *  If set, classifier is run in debug mode and
 *  may output additional info to the console</pre>
 *
 <!-- options-end -->
 *
 * Options after -- are passed to the designated sub-learner. <p>
 *
 * @author Len Trigg (trigg@cs.waikato.ac.nz)
 * @version $Revision: 6041 $
 */
public class BVDecompose
  implements OptionHandler, TechnicalInformationHandler, RevisionHandler {

  /** Debugging mode, gives extra output if true */
  protected boolean m_Debug;

  /** An instantiated base classifier used for getting and testing options. */
  protected Classifier m_Classifier = new weka.classifiers.rules.ZeroR();

  /** The options to be passed to the base classifier. */
  protected String [] m_ClassifierOptions;

  /** The number of train iterations */
  protected int m_TrainIterations = 50;

  /** The name of the data file used for the decomposition */
  protected String m_DataFileName;

  /** The index of the class attribute */
  protected int m_ClassIndex = -1;

  /** The random number seed */
  protected int m_Seed = 1;

  /** The calculated bias (squared) */
  protected double m_Bias;

  /** The calculated variance */
  protected double m_Variance;

  /** The calculated sigma (squared) */
  protected double m_Sigma;

  /** The error rate */
  protected double m_Error;

  /** The number of instances used in the training pool */
  protected int m_TrainPoolSize = 100;

  /**
   * Returns a string describing this object
   * @return a description of the classifier suitable for
   * displaying in the explorer/experimenter gui
   */
  public String globalInfo() {

    return
        "Class for performing a Bias-Variance decomposition on any classifier "
      + "using the method specified in:\n\n"
      + getTechnicalInformation().toString();
  }

  /**
   * Returns an instance of a TechnicalInformation object, containing
   * detailed information about the technical background of this class,
   * e.g., paper reference or book this class is based on.
   *
   * @return the technical information about this class
   */
  public TechnicalInformation getTechnicalInformation() {
    TechnicalInformation        result;

    result = new TechnicalInformation(Type.INPROCEEDINGS);
    result.setValue(Field.AUTHOR, "Ron Kohavi and David H. Wolpert");
    result.setValue(Field.YEAR, "1996");
    result.setValue(Field.TITLE, "Bias Plus Variance Decomposition for Zero-One Loss Functions");
    result.setValue(Field.BOOKTITLE, "Machine Learning: Proceedings of the Thirteenth International Conference");
    result.setValue(Field.PUBLISHER, "Morgan Kaufmann");
    result.setValue(Field.EDITOR, "Lorenza Saitta");
    result.setValue(Field.PAGES, "275-283");
    result.setValue(Field.PS, "http://robotics.stanford.edu/~ronnyk/biasVar.ps");

    return result;
  }

  /**
   * Returns an enumeration describing the available options.
   *
   * @return an enumeration of all the available options.
   */
  public Enumeration listOptions() {

    Vector newVector = new Vector(7);

    newVector.addElement(new Option(
          "\tThe index of the class attribute.\n"+
          "\t(default last)",
          "c", 1, "-c <class index>"));
    newVector.addElement(new Option(
          "\tThe name of the arff file used for the decomposition.",
          "t", 1, "-t <name of arff file>"));
    newVector.addElement(new Option(
          "\tThe number of instances placed in the training pool.\n"
          + "\tThe remainder will be used for testing. (default 100)",
          "T", 1, "-T <training pool size>"));
    newVector.addElement(new Option(
          "\tThe random number seed used.",
          "s", 1, "-s <seed>"));
    newVector.addElement(new Option(
          "\tThe number of training repetitions used.\n"
          +"\t(default 50)",
          "x", 1, "-x <num>"));
    newVector.addElement(new Option(
          "\tTurn on debugging output.",
          "D", 0, "-D"));
    newVector.addElement(new Option(
          "\tFull class name of the learner used in the decomposition.\n"
          +"\teg: weka.classifiers.bayes.NaiveBayes",
          "W", 1, "-W <classifier class name>"));

    if ((m_Classifier != null) &&
        (m_Classifier instanceof OptionHandler)) {
      newVector.addElement(new Option(
            "",
            "", 0, "\nOptions specific to learner "
            + m_Classifier.getClass().getName()
            + ":"));
      Enumeration enu = ((OptionHandler)m_Classifier).listOptions();
      while (enu.hasMoreElements()) {
        newVector.addElement(enu.nextElement());
      }
    }
    return newVector.elements();
  }

  /**
   * Parses a given list of options. <p/>
   *
   <!-- options-start -->
   * Valid options are: <p/>
   *
   * <pre> -c &lt;class index&gt;
   *  The index of the class attribute.
   *  (default last)</pre>
   *
   * <pre> -t &lt;name of arff file&gt;
   *  The name of the arff file used for the decomposition.</pre>
   *
   * <pre> -T &lt;training pool size&gt;
   *  The number of instances placed in the training pool.
   *  The remainder will be used for testing. (default 100)</pre>
   *
   * <pre> -s &lt;seed&gt;
   *  The random number seed used.</pre>
   *
   * <pre> -x &lt;num&gt;
   *  The number of training repetitions used.
   *  (default 50)</pre>
   *
   * <pre> -D
   *  Turn on debugging output.</pre>
   *
   * <pre> -W &lt;classifier class name&gt;
   *  Full class name of the learner used in the decomposition.
   *  eg: weka.classifiers.bayes.NaiveBayes</pre>
   *
   * <pre>
   * Options specific to learner weka.classifiers.rules.ZeroR:
   * </pre>
   *
   * <pre> -D
   *  If set, classifier is run in debug mode and
   *  may output additional info to the console</pre>
   *
   <!-- options-end -->
   *
   * Options after -- are passed to the designated sub-learner. <p>
   *
   * @param options the list of options as an array of strings
   * @throws Exception if an option is not supported
   */
  public void setOptions(String[] options) throws Exception {

    setDebug(Utils.getFlag('D', options));

    String classIndex = Utils.getOption('c', options);
    if (classIndex.length() != 0) {
      if (classIndex.toLowerCase().equals("last")) {
        setClassIndex(0);
      } else if (classIndex.toLowerCase().equals("first")) {
        setClassIndex(1);
      } else {
        setClassIndex(Integer.parseInt(classIndex));
      }
    } else {
      setClassIndex(0);
    }

    String trainIterations = Utils.getOption('x', options);
    if (trainIterations.length() != 0) {
      setTrainIterations(Integer.parseInt(trainIterations));
    } else {
      setTrainIterations(50);
    }

    String trainPoolSize = Utils.getOption('T', options);
    if (trainPoolSize.length() != 0) {
      setTrainPoolSize(Integer.parseInt(trainPoolSize));
    } else {
      setTrainPoolSize(100);
    }

    String seedString = Utils.getOption('s', options);
    if (seedString.length() != 0) {
      setSeed(Integer.parseInt(seedString));
    } else {
      setSeed(1);
    }

    String dataFile = Utils.getOption('t', options);
    if (dataFile.length() == 0) {
      throw new Exception("An arff file must be specified"
          + " with the -t option.");
    }
    setDataFileName(dataFile);

    String classifierName = Utils.getOption('W', options);
    if (classifierName.length() == 0) {
      throw new Exception("A learner must be specified with the -W option.");
    }
    setClassifier(AbstractClassifier.forName(classifierName,
          Utils.partitionOptions(options)));
  }

  /**
   * Gets the current settings of the CheckClassifier.
   *
   * @return an array of strings suitable for passing to setOptions
   */
  public String [] getOptions() {

    String [] classifierOptions = new String [0];
    if ((m_Classifier != null) &&
        (m_Classifier instanceof OptionHandler)) {
      classifierOptions = ((OptionHandler)m_Classifier).getOptions();
        }
    String [] options = new String [classifierOptions.length + 14];
    int current = 0;
    if (getDebug()) {
      options[current++] = "-D";
    }
    options[current++] = "-c"; options[current++] = "" + getClassIndex();
    options[current++] = "-x"; options[current++] = "" + getTrainIterations();
    options[current++] = "-T"; options[current++] = "" + getTrainPoolSize();
    options[current++] = "-s"; options[current++] = "" + getSeed();
    if (getDataFileName() != null) {
      options[current++] = "-t"; options[current++] = "" + getDataFileName();
    }
    if (getClassifier() != null) {
      options[current++] = "-W";
      options[current++] = getClassifier().getClass().getName();
    }
    options[current++] = "--";
    System.arraycopy(classifierOptions, 0, options, current,
        classifierOptions.length);
    current += classifierOptions.length;
    while (current < options.length) {
      options[current++] = "";
    }
    return options;
  }

  /**
   * Get the number of instances in the training pool.
   *
   * @return number of instances in the training pool.
   */
  public int getTrainPoolSize() {

    return m_TrainPoolSize;
  }

  /**
   * Set the number of instances in the training pool.
   *
   * @param numTrain number of instances in the training pool.
   */
  public void setTrainPoolSize(int numTrain) {

    m_TrainPoolSize = numTrain;
  }

  /**
   * Set the classifiers being analysed
   *
   * @param newClassifier the Classifier to use.
   */
  public void setClassifier(Classifier newClassifier) {

    m_Classifier = newClassifier;
  }

  /**
   * Gets the name of the classifier being analysed
   *
   * @return the classifier being analysed.
   */
  public Classifier getClassifier() {

    return m_Classifier;
  }

  /**
   * Sets debugging mode
   *
   * @param debug true if debug output should be printed
   */
  public void setDebug(boolean debug) {

    m_Debug = debug;
  }

  /**
   * Gets whether debugging is turned on
   *
   * @return true if debugging output is on
   */
  public boolean getDebug() {

    return m_Debug;
  }

  /**
   * Sets the random number seed
   *
   * @param seed the random number seed
   */
  public void setSeed(int seed) {

    m_Seed = seed;
  }

  /**
   * Gets the random number seed
   *
   * @return the random number seed
   */
  public int getSeed() {

    return m_Seed;
  }

  /**
   * Sets the maximum number of boost iterations
   *
   * @param trainIterations the number of boost iterations
   */
  public void setTrainIterations(int trainIterations) {

    m_TrainIterations = trainIterations;
  }

  /**
   * Gets the maximum number of boost iterations
   *
   * @return the maximum number of boost iterations
   */
  public int getTrainIterations() {

    return m_TrainIterations;
  }

  /**
   * Sets the name of the data file used for the decomposition
   *
   * @param dataFileName the data file to use
   */
  public void setDataFileName(String dataFileName) {

    m_DataFileName = dataFileName;
  }

  /**
   * Get the name of the data file used for the decomposition
   *
   * @return the name of the data file
   */
  public String getDataFileName() {

    return m_DataFileName;
  }

  /**
   * Get the index (starting from 1) of the attribute used as the class.
   *
   * @return the index of the class attribute
   */
  public int getClassIndex() {

    return m_ClassIndex + 1;
  }

  /**
   * Sets index of attribute to discretize on
   *
   * @param classIndex the index (starting from 1) of the class attribute
   */
  public void setClassIndex(int classIndex) {

    m_ClassIndex = classIndex - 1;
  }

  /**
   * Get the calculated bias squared
   *
   * @return the bias squared
   */
  public double getBias() {

    return m_Bias;
  }

  /**
   * Get the calculated variance
   *
   * @return the variance
   */
  public double getVariance() {

    return m_Variance;
  }

  /**
   * Get the calculated sigma squared
   *
   * @return the sigma squared
   */
  public double getSigma() {

    return m_Sigma;
  }

  /**
   * Get the calculated error rate
   *
   * @return the error rate
   */
  public double getError() {

    return m_Error;
  }

  /**
   * Carry out the bias-variance decomposition
   *
   * @throws Exception if the decomposition couldn't be carried out
   */
  public void decompose() throws Exception {

    Reader dataReader = new BufferedReader(new FileReader(m_DataFileName));
    Instances data = new Instances(dataReader);

    if (m_ClassIndex < 0) {
      data.setClassIndex(data.numAttributes() - 1);
    } else {
      data.setClassIndex(m_ClassIndex);
    }
    if (data.classAttribute().type() != Attribute.NOMINAL) {
      throw new Exception("Class attribute must be nominal");
    }
    int numClasses = data.numClasses();

    data.deleteWithMissingClass();
    if (data.checkForStringAttributes()) {
      throw new Exception("Can't handle string attributes!");
    }

    if (data.numInstances() < 2 * m_TrainPoolSize) {
      throw new Exception("The dataset must contain at least "
          + (2 * m_TrainPoolSize) + " instances");
    }
    Random random = new Random(m_Seed);
    data.randomize(random);
    Instances trainPool = new Instances(data, 0, m_TrainPoolSize);
    Instances test = new Instances(data, m_TrainPoolSize,
        data.numInstances() - m_TrainPoolSize);
    int numTest = test.numInstances();
    double [][] instanceProbs = new double [numTest][numClasses];

    m_Error = 0;
    for (int i = 0; i < m_TrainIterations; i++) {
      if (m_Debug) {
        System.err.println("Iteration " + (i + 1));
      }
      trainPool.randomize(random);
      Instances train = new Instances(trainPool, 0, m_TrainPoolSize / 2);

      Classifier current = AbstractClassifier.makeCopy(m_Classifier);
      current.buildClassifier(train);

      //// Evaluate the classifier on test, updating BVD stats
      for (int j = 0; j < numTest; j++) {
        int pred = (int)current.classifyInstance(test.instance(j));
        if (pred != test.instance(j).classValue()) {
          m_Error++;
        }
        instanceProbs[j][pred]++;
      }
    }
    m_Error /= (m_TrainIterations * numTest);

    // Average the BV over each instance in test.
    m_Bias = 0;
    m_Variance = 0;
    m_Sigma = 0;
    for (int i = 0; i < numTest; i++) {
      Instance current = test.instance(i);
      double [] predProbs = instanceProbs[i];
      double pActual, pPred;
      double bsum = 0, vsum = 0, ssum = 0;
      for (int j = 0; j < numClasses; j++) {
        pActual = (current.classValue() == j) ? 1 : 0; // Or via 1NN from test data?
        pPred = predProbs[j] / m_TrainIterations;
        bsum += (pActual - pPred) * (pActual - pPred)
          - pPred * (1 - pPred) / (m_TrainIterations - 1);
        vsum += pPred * pPred;
        ssum += pActual * pActual;
      }
      m_Bias += bsum;
      m_Variance += (1 - vsum);
      m_Sigma += (1 - ssum);
    }
    m_Bias /= (2 * numTest);
    m_Variance /= (2 * numTest);
    m_Sigma /= (2 * numTest);

    if (m_Debug) {
      System.err.println("Decomposition finished");
    }
  }


  /**
   * Returns description of the bias-variance decomposition results.
   *
   * @return the bias-variance decomposition results as a string
   */
  public String toString() {

    String result = "\nBias-Variance Decomposition\n";

    if (getClassifier() == null) {
      return "Invalid setup";
    }

    result += "\nClassifier   : " + getClassifier().getClass().getName();
    if (getClassifier() instanceof OptionHandler) {
      result += Utils.joinOptions(((OptionHandler)m_Classifier).getOptions());
    }
    result += "\nData File    : " + getDataFileName();
    result += "\nClass Index  : ";
    if (getClassIndex() == 0) {
      result += "last";
    } else {
      result += getClassIndex();
    }
    result += "\nTraining Pool: " + getTrainPoolSize();
    result += "\nIterations   : " + getTrainIterations();
    result += "\nSeed         : " + getSeed();
    result += "\nError        : " + Utils.doubleToString(getError(), 6, 4);
    result += "\nSigma^2      : " + Utils.doubleToString(getSigma(), 6, 4);
    result += "\nBias^2       : " + Utils.doubleToString(getBias(), 6, 4);
    result += "\nVariance     : " + Utils.doubleToString(getVariance(), 6, 4);

    return result + "\n";
  }

  /**
   * Returns the revision string.
   *
   * @return            the revision
   */
  public String getRevision() {
    return RevisionUtils.extract("$Revision: 6041 $");
  }

  /**
   * Test method for this class
   *
   * @param args the command line arguments
   */
  public static void main(String [] args) {

    try {
      BVDecompose bvd = new BVDecompose();

      try {
        bvd.setOptions(args);
        Utils.checkForRemainingOptions(args);
      } catch (Exception ex) {
        String result = ex.getMessage() + "\nBVDecompose Options:\n\n";
        Enumeration enu = bvd.listOptions();
        while (enu.hasMoreElements()) {
          Option option = (Option) enu.nextElement();
          result += option.synopsis() + "\n" + option.description() + "\n";
        }
        throw new Exception(result);
      }

      bvd.decompose();
      System.out.println(bvd.toString());
    } catch (Exception ex) {
      System.err.println(ex.getMessage());
    }
  }
}