* @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}
* }
*
*
*
* Valid options are:
*
* -c <class index> * The index of the class attribute. * (default last)* *
-t <name of arff file> * The name of the arff file used for the decomposition.* *
-T <training pool size> * The number of instances placed in the training pool. * The remainder will be used for testing. (default 100)* *
-s <seed> * The random number seed used.* *
-x <num> * The number of training repetitions used. * (default 50)* *
-D * Turn on debugging output.* *
-W <classifier class name> * Full class name of the learner used in the decomposition. * eg: weka.classifiers.bayes.NaiveBayes* *
* Options specific to learner weka.classifiers.rules.ZeroR: ** *
-D * If set, classifier is run in debug mode and * may output additional info to the console* * * Options after -- are passed to the designated sub-learner.
*
* @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
*
* @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());
}
}
}
-c <class index>
* The index of the class attribute.
* (default last)
*
* -t <name of arff file>
* The name of the arff file used for the decomposition.
*
* -T <training pool size>
* The number of instances placed in the training pool.
* The remainder will be used for testing. (default 100)
*
* -s <seed>
* The random number seed used.
*
* -x <num>
* The number of training repetitions used.
* (default 50)
*
* -D
* Turn on debugging output.
*
* -W <classifier class name>
* Full class name of the learner used in the decomposition.
* eg: weka.classifiers.bayes.NaiveBayes
*
*
* Options specific to learner weka.classifiers.rules.ZeroR:
*
*
* -D
* If set, classifier is run in debug mode and
* may output additional info to the console
*
*
* Options after -- are passed to the designated sub-learner.