/* * 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. */ /* * PrincipalComponents.java * Copyright (C) 2000 University of Waikato, Hamilton, New Zealand * */ package weka.attributeSelection; import java.util.Enumeration; import java.util.Vector; import weka.core.Attribute; import weka.core.Capabilities; import weka.core.FastVector; import weka.core.Instance; import weka.core.DenseInstance; import weka.core.Instances; import weka.core.Matrix; import weka.core.Option; import weka.core.OptionHandler; import weka.core.RevisionUtils; import weka.core.SparseInstance; import weka.core.Utils; import weka.core.Capabilities.Capability; import weka.filters.Filter; import weka.filters.unsupervised.attribute.NominalToBinary; import weka.filters.unsupervised.attribute.Normalize; import weka.filters.unsupervised.attribute.Remove; import weka.filters.unsupervised.attribute.ReplaceMissingValues; /** * Performs a principal components analysis and transformation of the data. Use in conjunction with a Ranker search. Dimensionality reduction is accomplished by choosing enough eigenvectors to account for some percentage of the variance in the original data---default 0.95 (95%). Attribute noise can be filtered by transforming to the PC space, eliminating some of the worst eigenvectors, and then transforming back to the original space. *

* * Valid options are:

* *

 -D
 *  Don't normalize input data.
* *
 -R
 *  Retain enough PC attributes to account 
 *  for this proportion of variance in the original data.
 *  (default = 0.95)
* *
 -O
 *  Transform through the PC space and 
 *  back to the original space.
* *
 -A
 *  Maximum number of attributes to include in 
 *  transformed attribute names. (-1 = include all)
* * * @author Mark Hall (mhall@cs.waikato.ac.nz) * @author Gabi Schmidberger (gabi@cs.waikato.ac.nz) * @version $Revision: 5987 $ */ public class PrincipalComponents extends UnsupervisedAttributeEvaluator implements AttributeTransformer, OptionHandler { /** for serialization */ static final long serialVersionUID = 3310137541055815078L; /** The data to transform analyse/transform */ private Instances m_trainInstances; /** Keep a copy for the class attribute (if set) */ private Instances m_trainHeader; /** The header for the transformed data format */ private Instances m_transformedFormat; /** The header for data transformed back to the original space */ private Instances m_originalSpaceFormat; /** Data has a class set */ private boolean m_hasClass; /** Class index */ private int m_classIndex; /** Number of attributes */ private int m_numAttribs; /** Number of instances */ private int m_numInstances; /** Correlation matrix for the original data */ private double [][] m_correlation; /** Will hold the unordered linear transformations of the (normalized) original data */ private double [][] m_eigenvectors; /** Eigenvalues for the corresponding eigenvectors */ private double [] m_eigenvalues = null; /** Sorted eigenvalues */ private int [] m_sortedEigens; /** sum of the eigenvalues */ private double m_sumOfEigenValues = 0.0; /** Filters for original data */ private ReplaceMissingValues m_replaceMissingFilter; private Normalize m_normalizeFilter; private NominalToBinary m_nominalToBinFilter; private Remove m_attributeFilter; /** used to remove the class column if a class column is set */ private Remove m_attribFilter; /** The number of attributes in the pc transformed data */ private int m_outputNumAtts = -1; /** normalize the input data? */ private boolean m_normalize = true; /** the amount of varaince to cover in the original data when retaining the best n PC's */ private double m_coverVariance = 0.95; /** transform the data through the pc space and back to the original space ? */ private boolean m_transBackToOriginal = false; /** maximum number of attributes in the transformed attribute name */ private int m_maxAttrsInName = 5; /** holds the transposed eigenvectors for converting back to the original space */ private double [][] m_eTranspose; /** * Returns a string describing this attribute transformer * @return a description of the evaluator suitable for * displaying in the explorer/experimenter gui */ public String globalInfo() { return "Performs a principal components analysis and transformation of " +"the data. Use in conjunction with a Ranker search. Dimensionality " +"reduction is accomplished by choosing enough eigenvectors to " +"account for some percentage of the variance in the original data---" +"default 0.95 (95%). Attribute noise can be filtered by transforming " +"to the PC space, eliminating some of the worst eigenvectors, and " +"then transforming back to the original space."; } /** * Returns an enumeration describing the available options.

* * @return an enumeration of all the available options. **/ public Enumeration listOptions () { Vector newVector = new Vector(3); newVector.addElement(new Option("\tDon't normalize input data." , "D", 0, "-D")); newVector.addElement(new Option("\tRetain enough PC attributes to account " +"\n\tfor this proportion of variance in " +"the original data.\n" + "\t(default = 0.95)", "R",1,"-R")); newVector.addElement(new Option("\tTransform through the PC space and " +"\n\tback to the original space." , "O", 0, "-O")); newVector.addElement(new Option("\tMaximum number of attributes to include in " + "\n\ttransformed attribute names. (-1 = include all)" , "A", 1, "-A")); return newVector.elements(); } /** * Parses a given list of options.

* * Valid options are:

* *

 -D
   *  Don't normalize input data.
* *
 -R
   *  Retain enough PC attributes to account 
   *  for this proportion of variance in the original data.
   *  (default = 0.95)
* *
 -O
   *  Transform through the PC space and 
   *  back to the original space.
* *
 -A
   *  Maximum number of attributes to include in 
   *  transformed attribute names. (-1 = include all)
* * * @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 { resetOptions(); String optionString; optionString = Utils.getOption('R', options); if (optionString.length() != 0) { Double temp; temp = Double.valueOf(optionString); setVarianceCovered(temp.doubleValue()); } optionString = Utils.getOption('A', options); if (optionString.length() != 0) { setMaximumAttributeNames(Integer.parseInt(optionString)); } setNormalize(!Utils.getFlag('D', options)); setTransformBackToOriginal(Utils.getFlag('O', options)); } /** * Reset to defaults */ private void resetOptions() { m_coverVariance = 0.95; m_normalize = true; m_sumOfEigenValues = 0.0; m_transBackToOriginal = false; } /** * Returns the tip text for this property * @return tip text for this property suitable for * displaying in the explorer/experimenter gui */ public String normalizeTipText() { return "Normalize input data."; } /** * Set whether input data will be normalized. * @param n true if input data is to be normalized */ public void setNormalize(boolean n) { m_normalize = n; } /** * Gets whether or not input data is to be normalized * @return true if input data is to be normalized */ public boolean getNormalize() { return m_normalize; } /** * Returns the tip text for this property * @return tip text for this property suitable for * displaying in the explorer/experimenter gui */ public String varianceCoveredTipText() { return "Retain enough PC attributes to account for this proportion of " +"variance."; } /** * Sets the amount of variance to account for when retaining * principal components * @param vc the proportion of total variance to account for */ public void setVarianceCovered(double vc) { m_coverVariance = vc; } /** * Gets the proportion of total variance to account for when * retaining principal components * @return the proportion of variance to account for */ public double getVarianceCovered() { return m_coverVariance; } /** * Returns the tip text for this property * @return tip text for this property suitable for * displaying in the explorer/experimenter gui */ public String maximumAttributeNamesTipText() { return "The maximum number of attributes to include in transformed attribute names."; } /** * Sets maximum number of attributes to include in * transformed attribute names. * @param m the maximum number of attributes */ public void setMaximumAttributeNames(int m) { m_maxAttrsInName = m; } /** * Gets maximum number of attributes to include in * transformed attribute names. * @return the maximum number of attributes */ public int getMaximumAttributeNames() { return m_maxAttrsInName; } /** * Returns the tip text for this property * @return tip text for this property suitable for * displaying in the explorer/experimenter gui */ public String transformBackToOriginalTipText() { return "Transform through the PC space and back to the original space. " +"If only the best n PCs are retained (by setting varianceCovered < 1) " +"then this option will give a dataset in the original space but with " +"less attribute noise."; } /** * Sets whether the data should be transformed back to the original * space * @param b true if the data should be transformed back to the * original space */ public void setTransformBackToOriginal(boolean b) { m_transBackToOriginal = b; } /** * Gets whether the data is to be transformed back to the original * space. * @return true if the data is to be transformed back to the original space */ public boolean getTransformBackToOriginal() { return m_transBackToOriginal; } /** * Gets the current settings of PrincipalComponents * * @return an array of strings suitable for passing to setOptions() */ public String[] getOptions () { String[] options = new String[6]; int current = 0; if (!getNormalize()) { options[current++] = "-D"; } options[current++] = "-R"; options[current++] = ""+getVarianceCovered(); options[current++] = "-A"; options[current++] = ""+getMaximumAttributeNames(); if (getTransformBackToOriginal()) { options[current++] = "-O"; } while (current < options.length) { options[current++] = ""; } return options; } /** * Returns the capabilities of this evaluator. * * @return the capabilities of this evaluator * @see Capabilities */ public Capabilities getCapabilities() { Capabilities result = super.getCapabilities(); result.disableAll(); // attributes result.enable(Capability.NOMINAL_ATTRIBUTES); result.enable(Capability.NUMERIC_ATTRIBUTES); result.enable(Capability.DATE_ATTRIBUTES); result.enable(Capability.MISSING_VALUES); // class result.enable(Capability.NOMINAL_CLASS); result.enable(Capability.NUMERIC_CLASS); result.enable(Capability.DATE_CLASS); result.enable(Capability.MISSING_CLASS_VALUES); result.enable(Capability.NO_CLASS); return result; } /** * Initializes principal components and performs the analysis * @param data the instances to analyse/transform * @throws Exception if analysis fails */ public void buildEvaluator(Instances data) throws Exception { // can evaluator handle data? getCapabilities().testWithFail(data); buildAttributeConstructor(data); } private void buildAttributeConstructor (Instances data) throws Exception { m_eigenvalues = null; m_outputNumAtts = -1; m_attributeFilter = null; m_nominalToBinFilter = null; m_sumOfEigenValues = 0.0; m_trainInstances = new Instances(data); // make a copy of the training data so that we can get the class // column to append to the transformed data (if necessary) m_trainHeader = new Instances(m_trainInstances, 0); m_replaceMissingFilter = new ReplaceMissingValues(); m_replaceMissingFilter.setInputFormat(m_trainInstances); m_trainInstances = Filter.useFilter(m_trainInstances, m_replaceMissingFilter); if (m_normalize) { m_normalizeFilter = new Normalize(); m_normalizeFilter.setInputFormat(m_trainInstances); m_trainInstances = Filter.useFilter(m_trainInstances, m_normalizeFilter); } m_nominalToBinFilter = new NominalToBinary(); m_nominalToBinFilter.setInputFormat(m_trainInstances); m_trainInstances = Filter.useFilter(m_trainInstances, m_nominalToBinFilter); // delete any attributes with only one distinct value or are all missing Vector deleteCols = new Vector(); for (int i=0;i=0) { // get rid of the class column m_hasClass = true; m_classIndex = m_trainInstances.classIndex(); deleteCols.addElement(new Integer(m_classIndex)); } // remove columns from the data if necessary if (deleteCols.size() > 0) { m_attributeFilter = new Remove(); int [] todelete = new int [deleteCols.size()]; for (int i=0;i (m_numAttribs - numVectors - 1); i--) { for (int j = 0; j < m_numAttribs; j++) { orderedVectors[j][m_numAttribs - i] = m_eigenvectors[j][m_sortedEigens[i]]; } } // transpose the matrix int nr = orderedVectors.length; int nc = orderedVectors[0].length; m_eTranspose = new double [nc][nr]; for (int i = 0; i < nc; i++) { for (int j = 0; j < nr; j++) { m_eTranspose[i][j] = orderedVectors[j][i]; } } } } /** * Returns just the header for the transformed data (ie. an empty * set of instances. This is so that AttributeSelection can * determine the structure of the transformed data without actually * having to get all the transformed data through transformedData(). * @return the header of the transformed data. * @throws Exception if the header of the transformed data can't * be determined. */ public Instances transformedHeader() throws Exception { if (m_eigenvalues == null) { throw new Exception("Principal components hasn't been built yet"); } if (m_transBackToOriginal) { return m_originalSpaceFormat; } else { return m_transformedFormat; } } /** * Gets the transformed training data. * @return the transformed training data * @throws Exception if transformed data can't be returned */ public Instances transformedData(Instances data) throws Exception { if (m_eigenvalues == null) { throw new Exception("Principal components hasn't been built yet"); } Instances output = null; if (m_transBackToOriginal) { output = new Instances(m_originalSpaceFormat); } else { output = new Instances(m_transformedFormat); } for (int i = 0; i < data.numInstances(); i++) { Instance converted = convertInstance(data.instance(i)); output.add(converted); } return output; } /** * Evaluates the merit of a transformed attribute. This is defined * to be 1 minus the cumulative variance explained. Merit can't * be meaningfully evaluated if the data is to be transformed back * to the original space. * @param att the attribute to be evaluated * @return the merit of a transformed attribute * @throws Exception if attribute can't be evaluated */ public double evaluateAttribute(int att) throws Exception { if (m_eigenvalues == null) { throw new Exception("Principal components hasn't been built yet!"); } if (m_transBackToOriginal) { return 1.0; // can't evaluate back in the original space! } // return 1-cumulative variance explained for this transformed att double cumulative = 0.0; for (int i = m_numAttribs - 1; i >= m_numAttribs - att - 1; i--) { cumulative += m_eigenvalues[m_sortedEigens[i]]; } return 1.0 - cumulative / m_sumOfEigenValues; } /** * Fill the correlation matrix */ private void fillCorrelation() { m_correlation = new double[m_numAttribs][m_numAttribs]; double [] att1 = new double [m_numInstances]; double [] att2 = new double [m_numInstances]; double corr; for (int i = 0; i < m_numAttribs; i++) { for (int j = 0; j < m_numAttribs; j++) { if (i == j) { m_correlation[i][j] = 1.0; } else { for (int k = 0; k < m_numInstances; k++) { att1[k] = m_trainInstances.instance(k).value(i); att2[k] = m_trainInstances.instance(k).value(j); } corr = Utils.correlation(att1,att2,m_numInstances); m_correlation[i][j] = corr; m_correlation[j][i] = corr; } } } } /** * Return a summary of the analysis * @return a summary of the analysis. */ private String principalComponentsSummary() { StringBuffer result = new StringBuffer(); double cumulative = 0.0; Instances output = null; int numVectors=0; try { output = setOutputFormat(); numVectors = (output.classIndex() < 0) ? output.numAttributes() : output.numAttributes()-1; } catch (Exception ex) { } //tomorrow result.append("Correlation matrix\n"+matrixToString(m_correlation) +"\n\n"); result.append("eigenvalue\tproportion\tcumulative\n"); for (int i = m_numAttribs - 1; i > (m_numAttribs - numVectors - 1); i--) { cumulative+=m_eigenvalues[m_sortedEigens[i]]; result.append(Utils.doubleToString(m_eigenvalues[m_sortedEigens[i]],9,5) +"\t"+Utils. doubleToString((m_eigenvalues[m_sortedEigens[i]] / m_sumOfEigenValues), 9,5) +"\t"+Utils.doubleToString((cumulative / m_sumOfEigenValues),9,5) +"\t"+output.attribute(m_numAttribs - i - 1).name()+"\n"); } result.append("\nEigenvectors\n"); for (int j = 1;j <= numVectors;j++) { result.append(" V"+j+'\t'); } result.append("\n"); for (int j = 0; j < m_numAttribs; j++) { for (int i = m_numAttribs - 1; i > (m_numAttribs - numVectors - 1); i--) { result.append(Utils. doubleToString(m_eigenvectors[j][m_sortedEigens[i]],7,4) +"\t"); } result.append(m_trainInstances.attribute(j).name()+'\n'); } if (m_transBackToOriginal) { result.append("\nPC space transformed back to original space.\n" +"(Note: can't evaluate attributes in the original " +"space)\n"); } return result.toString(); } /** * Returns a description of this attribute transformer * @return a String describing this attribute transformer */ public String toString() { if (m_eigenvalues == null) { return "Principal components hasn't been built yet!"; } else { return "\tPrincipal Components Attribute Transformer\n\n" +principalComponentsSummary(); } } /** * Return a matrix as a String * @param matrix that is decribed as a string * @return a String describing a matrix */ private String matrixToString(double [][] matrix) { StringBuffer result = new StringBuffer(); int last = matrix.length - 1; for (int i = 0; i <= last; i++) { for (int j = 0; j <= last; j++) { result.append(Utils.doubleToString(matrix[i][j],6,2)+" "); if (j == last) { result.append('\n'); } } } return result.toString(); } /** * Convert a pc transformed instance back to the original space * * @param inst the instance to convert * @return the processed instance * @throws Exception if something goes wrong */ private Instance convertInstanceToOriginal(Instance inst) throws Exception { double[] newVals = null; if (m_hasClass) { newVals = new double[m_numAttribs+1]; } else { newVals = new double[m_numAttribs]; } if (m_hasClass) { // class is always appended as the last attribute newVals[m_numAttribs] = inst.value(inst.numAttributes() - 1); } for (int i = 0; i < m_eTranspose[0].length; i++) { double tempval = 0.0; for (int j = 1; j < m_eTranspose.length; j++) { tempval += (m_eTranspose[j][i] * inst.value(j - 1)); } newVals[i] = tempval; } if (inst instanceof SparseInstance) { return new SparseInstance(inst.weight(), newVals); } else { return new DenseInstance(inst.weight(), newVals); } } /** * Transform an instance in original (unormalized) format. Convert back * to the original space if requested. * @param instance an instance in the original (unormalized) format * @return a transformed instance * @throws Exception if instance cant be transformed */ public Instance convertInstance(Instance instance) throws Exception { if (m_eigenvalues == null) { throw new Exception("convertInstance: Principal components not " +"built yet"); } double[] newVals = new double[m_outputNumAtts]; Instance tempInst = (Instance)instance.copy(); if (!instance.dataset().equalHeaders(m_trainHeader)) { throw new Exception("Can't convert instance: header's don't match: " +"PrincipalComponents\n" + instance.dataset().equalHeadersMsg(m_trainHeader)); } m_replaceMissingFilter.input(tempInst); m_replaceMissingFilter.batchFinished(); tempInst = m_replaceMissingFilter.output(); if (m_normalize) { m_normalizeFilter.input(tempInst); m_normalizeFilter.batchFinished(); tempInst = m_normalizeFilter.output(); } m_nominalToBinFilter.input(tempInst); m_nominalToBinFilter.batchFinished(); tempInst = m_nominalToBinFilter.output(); if (m_attributeFilter != null) { m_attributeFilter.input(tempInst); m_attributeFilter.batchFinished(); tempInst = m_attributeFilter.output(); } if (m_hasClass) { newVals[m_outputNumAtts - 1] = instance.value(instance.classIndex()); } double cumulative = 0; for (int i = m_numAttribs - 1; i >= 0; i--) { double tempval = 0.0; for (int j = 0; j < m_numAttribs; j++) { tempval += (m_eigenvectors[j][m_sortedEigens[i]] * tempInst.value(j)); } newVals[m_numAttribs - i - 1] = tempval; cumulative+=m_eigenvalues[m_sortedEigens[i]]; if ((cumulative / m_sumOfEigenValues) >= m_coverVariance) { break; } } if (!m_transBackToOriginal) { if (instance instanceof SparseInstance) { return new SparseInstance(instance.weight(), newVals); } else { return new DenseInstance(instance.weight(), newVals); } } else { if (instance instanceof SparseInstance) { return convertInstanceToOriginal(new SparseInstance(instance.weight(), newVals)); } else { return convertInstanceToOriginal(new DenseInstance(instance.weight(), newVals)); } } } /** * Set up the header for the PC->original space dataset * * @return the output format * @throws Exception if something goes wrong */ private Instances setOutputFormatOriginal() throws Exception { FastVector attributes = new FastVector(); for (int i = 0; i < m_numAttribs; i++) { String att = m_trainInstances.attribute(i).name(); attributes.addElement(new Attribute(att)); } if (m_hasClass) { attributes.addElement(m_trainHeader.classAttribute().copy()); } Instances outputFormat = new Instances(m_trainHeader.relationName()+"->PC->original space", attributes, 0); // set the class to be the last attribute if necessary if (m_hasClass) { outputFormat.setClassIndex(outputFormat.numAttributes()-1); } return outputFormat; } /** * Set the format for the transformed data * @return a set of empty Instances (header only) in the new format * @throws Exception if the output format can't be set */ private Instances setOutputFormat() throws Exception { if (m_eigenvalues == null) { return null; } double cumulative = 0.0; FastVector attributes = new FastVector(); for (int i = m_numAttribs - 1; i >= 0; i--) { StringBuffer attName = new StringBuffer(); // build array of coefficients double[] coeff_mags = new double[m_numAttribs]; for (int j = 0; j < m_numAttribs; j++) coeff_mags[j] = -Math.abs(m_eigenvectors[j][m_sortedEigens[i]]); int num_attrs = (m_maxAttrsInName > 0) ? Math.min(m_numAttribs, m_maxAttrsInName) : m_numAttribs; // this array contains the sorted indices of the coefficients int[] coeff_inds; if (m_numAttribs > 0) { // if m_maxAttrsInName > 0, sort coefficients by decreasing magnitude coeff_inds = Utils.sort(coeff_mags); } else { // if m_maxAttrsInName <= 0, use all coeffs in original order coeff_inds = new int[m_numAttribs]; for (int j=0; j 0 && coeff_value >= 0) attName.append("+"); attName.append(Utils.doubleToString(coeff_value,5,3) +m_trainInstances.attribute(coeff_inds[j]).name()); } if (num_attrs < m_numAttribs) attName.append("..."); attributes.addElement(new Attribute(attName.toString())); cumulative+=m_eigenvalues[m_sortedEigens[i]]; if ((cumulative / m_sumOfEigenValues) >= m_coverVariance) { break; } } if (m_hasClass) { attributes.addElement(m_trainHeader.classAttribute().copy()); } Instances outputFormat = new Instances(m_trainInstances.relationName()+"_principal components", attributes, 0); // set the class to be the last attribute if necessary if (m_hasClass) { outputFormat.setClassIndex(outputFormat.numAttributes()-1); } m_outputNumAtts = outputFormat.numAttributes(); return outputFormat; } /** * Returns the revision string. * * @return the revision */ public String getRevision() { return RevisionUtils.extract("$Revision: 5987 $"); } /** * Main method for testing this class * @param argv should contain the command line arguments to the * evaluator/transformer (see AttributeSelection) */ public static void main(String [] argv) { runEvaluator(new PrincipalComponents(), argv); } }