/* * 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. */ /* * Bagging.java * Copyright (C) 1999 University of Waikato, Hamilton, New Zealand * */ package weka.classifiers.meta; import weka.classifiers.RandomizableIteratedSingleClassifierEnhancer; import weka.classifiers.RandomizableParallelIteratedSingleClassifierEnhancer; import weka.core.AdditionalMeasureProducer; import weka.core.Instance; import weka.core.Instances; import weka.core.Option; import weka.core.Randomizable; import weka.core.RevisionUtils; import weka.core.TechnicalInformation; import weka.core.TechnicalInformationHandler; import weka.core.Utils; import weka.core.WeightedInstancesHandler; import weka.core.TechnicalInformation.Field; import weka.core.TechnicalInformation.Type; import java.util.Enumeration; import java.util.Random; import java.util.Vector; /** * Class for bagging a classifier to reduce variance. Can do classification and regression depending on the base learner.
*
* For more information, see
*
* Leo Breiman (1996). Bagging predictors. Machine Learning. 24(2):123-140. *

* * BibTeX: *

 * @article{Breiman1996,
 *    author = {Leo Breiman},
 *    journal = {Machine Learning},
 *    number = {2},
 *    pages = {123-140},
 *    title = {Bagging predictors},
 *    volume = {24},
 *    year = {1996}
 * }
 * 
*

* * Valid options are:

* *

 -P
 *  Size of each bag, as a percentage of the
 *  training set size. (default 100)
* *
 -O
 *  Calculate the out of bag error.
* *
 -S <num>
 *  Random number seed.
 *  (default 1)
* *
 -I <num>
 *  Number of iterations.
 *  (default 10)
* *
 -D
 *  If set, classifier is run in debug mode and
 *  may output additional info to the console
* *
 -W
 *  Full name of base classifier.
 *  (default: weka.classifiers.trees.REPTree)
* *
 
 * Options specific to classifier weka.classifiers.trees.REPTree:
 * 
* *
 -M <minimum number of instances>
 *  Set minimum number of instances per leaf (default 2).
* *
 -V <minimum variance for split>
 *  Set minimum numeric class variance proportion
 *  of train variance for split (default 1e-3).
* *
 -N <number of folds>
 *  Number of folds for reduced error pruning (default 3).
* *
 -S <seed>
 *  Seed for random data shuffling (default 1).
* *
 -P
 *  No pruning.
* *
 -L
 *  Maximum tree depth (default -1, no maximum)
* * * Options after -- are passed to the designated classifier.

* * @author Eibe Frank (eibe@cs.waikato.ac.nz) * @author Len Trigg (len@reeltwo.com) * @author Richard Kirkby (rkirkby@cs.waikato.ac.nz) * @version $Revision: 5801 $ */ public class Bagging extends RandomizableParallelIteratedSingleClassifierEnhancer implements WeightedInstancesHandler, AdditionalMeasureProducer, TechnicalInformationHandler { /** for serialization */ static final long serialVersionUID = -505879962237199703L; /** The size of each bag sample, as a percentage of the training size */ protected int m_BagSizePercent = 100; /** Whether to calculate the out of bag error */ protected boolean m_CalcOutOfBag = false; /** The out of bag error that has been calculated */ protected double m_OutOfBagError; /** * Constructor. */ public Bagging() { m_Classifier = new weka.classifiers.trees.REPTree(); } /** * Returns a string describing classifier * @return a description suitable for * displaying in the explorer/experimenter gui */ public String globalInfo() { return "Class for bagging a classifier to reduce variance. Can do classification " + "and regression depending on the base learner. \n\n" + "For more information, see\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.ARTICLE); result.setValue(Field.AUTHOR, "Leo Breiman"); result.setValue(Field.YEAR, "1996"); result.setValue(Field.TITLE, "Bagging predictors"); result.setValue(Field.JOURNAL, "Machine Learning"); result.setValue(Field.VOLUME, "24"); result.setValue(Field.NUMBER, "2"); result.setValue(Field.PAGES, "123-140"); return result; } /** * String describing default classifier. * * @return the default classifier classname */ protected String defaultClassifierString() { return "weka.classifiers.trees.REPTree"; } /** * Returns an enumeration describing the available options. * * @return an enumeration of all the available options. */ public Enumeration listOptions() { Vector newVector = new Vector(2); newVector.addElement(new Option( "\tSize of each bag, as a percentage of the\n" + "\ttraining set size. (default 100)", "P", 1, "-P")); newVector.addElement(new Option( "\tCalculate the out of bag error.", "O", 0, "-O")); Enumeration enu = super.listOptions(); while (enu.hasMoreElements()) { newVector.addElement(enu.nextElement()); } return newVector.elements(); } /** * Parses a given list of options.

* * Valid options are:

* *

 -P
   *  Size of each bag, as a percentage of the
   *  training set size. (default 100)
* *
 -O
   *  Calculate the out of bag error.
* *
 -S <num>
   *  Random number seed.
   *  (default 1)
* *
 -I <num>
   *  Number of iterations.
   *  (default 10)
* *
 -D
   *  If set, classifier is run in debug mode and
   *  may output additional info to the console
* *
 -W
   *  Full name of base classifier.
   *  (default: weka.classifiers.trees.REPTree)
* *
 
   * Options specific to classifier weka.classifiers.trees.REPTree:
   * 
* *
 -M <minimum number of instances>
   *  Set minimum number of instances per leaf (default 2).
* *
 -V <minimum variance for split>
   *  Set minimum numeric class variance proportion
   *  of train variance for split (default 1e-3).
* *
 -N <number of folds>
   *  Number of folds for reduced error pruning (default 3).
* *
 -S <seed>
   *  Seed for random data shuffling (default 1).
* *
 -P
   *  No pruning.
* *
 -L
   *  Maximum tree depth (default -1, no maximum)
* * * Options after -- are passed to the designated classifier.

* * @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 { String bagSize = Utils.getOption('P', options); if (bagSize.length() != 0) { setBagSizePercent(Integer.parseInt(bagSize)); } else { setBagSizePercent(100); } setCalcOutOfBag(Utils.getFlag('O', options)); super.setOptions(options); } /** * Gets the current settings of the Classifier. * * @return an array of strings suitable for passing to setOptions */ public String [] getOptions() { String [] superOptions = super.getOptions(); String [] options = new String [superOptions.length + 3]; int current = 0; options[current++] = "-P"; options[current++] = "" + getBagSizePercent(); if (getCalcOutOfBag()) { options[current++] = "-O"; } System.arraycopy(superOptions, 0, options, current, superOptions.length); current += superOptions.length; while (current < options.length) { options[current++] = ""; } return options; } /** * Returns the tip text for this property * @return tip text for this property suitable for * displaying in the explorer/experimenter gui */ public String bagSizePercentTipText() { return "Size of each bag, as a percentage of the training set size."; } /** * Gets the size of each bag, as a percentage of the training set size. * * @return the bag size, as a percentage. */ public int getBagSizePercent() { return m_BagSizePercent; } /** * Sets the size of each bag, as a percentage of the training set size. * * @param newBagSizePercent the bag size, as a percentage. */ public void setBagSizePercent(int newBagSizePercent) { m_BagSizePercent = newBagSizePercent; } /** * Returns the tip text for this property * @return tip text for this property suitable for * displaying in the explorer/experimenter gui */ public String calcOutOfBagTipText() { return "Whether the out-of-bag error is calculated."; } /** * Set whether the out of bag error is calculated. * * @param calcOutOfBag whether to calculate the out of bag error */ public void setCalcOutOfBag(boolean calcOutOfBag) { m_CalcOutOfBag = calcOutOfBag; } /** * Get whether the out of bag error is calculated. * * @return whether the out of bag error is calculated */ public boolean getCalcOutOfBag() { return m_CalcOutOfBag; } /** * Gets the out of bag error that was calculated as the classifier * was built. * * @return the out of bag error */ public double measureOutOfBagError() { return m_OutOfBagError; } /** * Returns an enumeration of the additional measure names. * * @return an enumeration of the measure names */ public Enumeration enumerateMeasures() { Vector newVector = new Vector(1); newVector.addElement("measureOutOfBagError"); return newVector.elements(); } /** * Returns the value of the named measure. * * @param additionalMeasureName the name of the measure to query for its value * @return the value of the named measure * @throws IllegalArgumentException if the named measure is not supported */ public double getMeasure(String additionalMeasureName) { if (additionalMeasureName.equalsIgnoreCase("measureOutOfBagError")) { return measureOutOfBagError(); } else {throw new IllegalArgumentException(additionalMeasureName + " not supported (Bagging)"); } } /** * Creates a new dataset of the same size using random sampling * with replacement according to the given weight vector. The * weights of the instances in the new dataset are set to one. * The length of the weight vector has to be the same as the * number of instances in the dataset, and all weights have to * be positive. * * @param data the data to be sampled from * @param random a random number generator * @param sampled indicating which instance has been sampled * @return the new dataset * @throws IllegalArgumentException if the weights array is of the wrong * length or contains negative weights. */ public final Instances resampleWithWeights(Instances data, Random random, boolean[] sampled) { double[] weights = new double[data.numInstances()]; for (int i = 0; i < weights.length; i++) { weights[i] = data.instance(i).weight(); } Instances newData = new Instances(data, data.numInstances()); if (data.numInstances() == 0) { return newData; } double[] probabilities = new double[data.numInstances()]; double sumProbs = 0, sumOfWeights = Utils.sum(weights); for (int i = 0; i < data.numInstances(); i++) { sumProbs += random.nextDouble(); probabilities[i] = sumProbs; } Utils.normalize(probabilities, sumProbs / sumOfWeights); // Make sure that rounding errors don't mess things up probabilities[data.numInstances() - 1] = sumOfWeights; int k = 0; int l = 0; sumProbs = 0; while ((k < data.numInstances() && (l < data.numInstances()))) { if (weights[l] < 0) { throw new IllegalArgumentException("Weights have to be positive."); } sumProbs += weights[l]; while ((k < data.numInstances()) && (probabilities[k] <= sumProbs)) { newData.add(data.instance(l)); sampled[l] = true; newData.instance(k).setWeight(1); k++; } l++; } return newData; } protected Random m_random; protected boolean[][] m_inBag; protected Instances m_data; /** * Returns a training set for a particular iteration. * * @param iteration the number of the iteration for the requested training set. * @return the training set for the supplied iteration number * @throws Exception if something goes wrong when generating a training set. */ protected synchronized Instances getTrainingSet(int iteration) throws Exception { int bagSize = m_data.numInstances() * m_BagSizePercent / 100; Instances bagData = null; // create the in-bag dataset if (m_CalcOutOfBag) { m_inBag[iteration] = new boolean[m_data.numInstances()]; bagData = resampleWithWeights(m_data, m_random, m_inBag[iteration]); } else { bagData = m_data.resampleWithWeights(m_random); if (bagSize < m_data.numInstances()) { bagData.randomize(m_random); Instances newBagData = new Instances(bagData, 0, bagSize); bagData = newBagData; } } return bagData; } /** * Bagging method. * * @param data the training data to be used for generating the * bagged classifier. * @throws Exception if the classifier could not be built successfully */ public void buildClassifier(Instances data) throws Exception { // can classifier handle the data? getCapabilities().testWithFail(data); // remove instances with missing class m_data = new Instances(data); m_data.deleteWithMissingClass(); super.buildClassifier(m_data); if (m_CalcOutOfBag && (m_BagSizePercent != 100)) { throw new IllegalArgumentException("Bag size needs to be 100% if " + "out-of-bag error is to be calculated!"); } int bagSize = m_data.numInstances() * m_BagSizePercent / 100; m_random = new Random(m_Seed); m_inBag = null; if (m_CalcOutOfBag) m_inBag = new boolean[m_Classifiers.length][]; for (int j = 0; j < m_Classifiers.length; j++) { if (m_Classifier instanceof Randomizable) { ((Randomizable) m_Classifiers[j]).setSeed(m_random.nextInt()); } } buildClassifiers(); // calc OOB error? if (getCalcOutOfBag()) { double outOfBagCount = 0.0; double errorSum = 0.0; boolean numeric = m_data.classAttribute().isNumeric(); for (int i = 0; i < m_data.numInstances(); i++) { double vote; double[] votes; if (numeric) votes = new double[1]; else votes = new double[m_data.numClasses()]; // determine predictions for instance int voteCount = 0; for (int j = 0; j < m_Classifiers.length; j++) { if (m_inBag[j][i]) continue; voteCount++; double pred = m_Classifiers[j].classifyInstance(m_data.instance(i)); if (numeric) votes[0] += pred; else votes[(int) pred]++; } // "vote" if (numeric) { vote = votes[0]; if (voteCount > 0) { vote /= voteCount; // average } } else { vote = Utils.maxIndex(votes); // majority vote } // error for instance outOfBagCount += m_data.instance(i).weight(); if (numeric) { errorSum += StrictMath.abs(vote - m_data.instance(i).classValue()) * m_data.instance(i).weight(); } else { if (vote != m_data.instance(i).classValue()) errorSum += m_data.instance(i).weight(); } } m_OutOfBagError = errorSum / outOfBagCount; } else { m_OutOfBagError = 0; } // save memory m_data = null; } /** * Calculates the class membership probabilities for the given test * instance. * * @param instance the instance to be classified * @return preedicted class probability distribution * @throws Exception if distribution can't be computed successfully */ public double[] distributionForInstance(Instance instance) throws Exception { double [] sums = new double [instance.numClasses()], newProbs; for (int i = 0; i < m_NumIterations; i++) { if (instance.classAttribute().isNumeric() == true) { sums[0] += m_Classifiers[i].classifyInstance(instance); } else { newProbs = m_Classifiers[i].distributionForInstance(instance); for (int j = 0; j < newProbs.length; j++) sums[j] += newProbs[j]; } } if (instance.classAttribute().isNumeric() == true) { sums[0] /= (double)m_NumIterations; return sums; } else if (Utils.eq(Utils.sum(sums), 0)) { return sums; } else { Utils.normalize(sums); return sums; } } /** * Returns description of the bagged classifier. * * @return description of the bagged classifier as a string */ public String toString() { if (m_Classifiers == null) { return "Bagging: No model built yet."; } StringBuffer text = new StringBuffer(); text.append("All the base classifiers: \n\n"); for (int i = 0; i < m_Classifiers.length; i++) text.append(m_Classifiers[i].toString() + "\n\n"); if (m_CalcOutOfBag) { text.append("Out of bag error: " + Utils.doubleToString(m_OutOfBagError, 4) + "\n\n"); } return text.toString(); } /** * Returns the revision string. * * @return the revision */ public String getRevision() { return RevisionUtils.extract("$Revision: 5801 $"); } /** * Main method for testing this class. * * @param argv the options */ public static void main(String [] argv) { runClassifier(new Bagging(), argv); } }