* @article{Friedman2000,
* author = {J. Friedman and T. Hastie and R. Tibshirani},
* journal = {Annals of Statistics},
* number = {2},
* pages = {337-407},
* title = {Additive Logistic Regression: a Statistical View of Boosting},
* volume = {95},
* year = {2000}
* }
*
*
*
* Valid options are:
*
* -P <num> * Percentage of weight mass to base training on. * (default 100, reduce to around 90 speed up)* *
-Q * Use resampling for boosting.* *
-H <num> * Shrinkage parameter. * (default 1)* *
-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.DecisionStump)* *
* Options specific to classifier weka.classifiers.trees.DecisionStump: ** *
-D * If set, classifier is run in debug mode and * may output additional info to the console* * * Options after -- are passed to the designated classifier.
*
* @author Eibe Frank (eibe@cs.waikato.ac.nz)
* @author Len Trigg (trigg@cs.waikato.ac.nz)
* @version $Revision: 6136 $
*/
public class RealAdaBoost
extends RandomizableIteratedSingleClassifierEnhancer
implements WeightedInstancesHandler, TechnicalInformationHandler {
/** for serialization */
static final long serialVersionUID = -7378109809933197974L;
/** The number of successfully generated base classifiers. */
protected int m_NumIterationsPerformed;
/** Weight Threshold. The percentage of weight mass used in training */
protected int m_WeightThreshold = 100;
/** The value of the shrinkage parameter */
protected double m_Shrinkage = 1;
/** Use boosting with reweighting? */
protected boolean m_UseResampling;
/** a ZeroR model in case no model can be built from the data */
protected Classifier m_ZeroR;
/** Sum of weights on training data */
protected double m_SumOfWeights;
/**
* Constructor.
*/
public RealAdaBoost() {
m_Classifier = new weka.classifiers.trees.DecisionStump();
}
/**
* Returns a string describing classifier
* @return a description suitable for
* displaying in the explorer/experimenter gui
*/
public String globalInfo() {
return "Class for boosting a 2-class classifier using the Real Adaboost method.\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, "J. Friedman and T. Hastie and R. Tibshirani");
result.setValue(Field.TITLE, "Additive Logistic Regression: a Statistical View of Boosting");
result.setValue(Field.JOURNAL, "Annals of Statistics");
result.setValue(Field.VOLUME, "95");
result.setValue(Field.NUMBER, "2");
result.setValue(Field.PAGES, "337-407");
result.setValue(Field.YEAR, "2000");
return result;
}
/**
* String describing default classifier.
*
* @return the default classifier classname
*/
protected String defaultClassifierString() {
return "weka.classifiers.trees.DecisionStump";
}
/**
* Select only instances with weights that contribute to
* the specified quantile of the weight distribution
*
* @param data the input instances
* @param quantile the specified quantile eg 0.9 to select
* 90% of the weight mass
* @return the selected instances
*/
protected Instances selectWeightQuantile(Instances data, double quantile) {
int numInstances = data.numInstances();
Instances trainData = new Instances(data, numInstances);
double [] weights = new double [numInstances];
double sumOfWeights = 0;
for(int i = 0; i < numInstances; i++) {
weights[i] = data.instance(i).weight();
sumOfWeights += weights[i];
}
double weightMassToSelect = sumOfWeights * quantile;
int [] sortedIndices = Utils.sort(weights);
// Select the instances
sumOfWeights = 0;
for(int i = numInstances - 1; i >= 0; i--) {
Instance instance = (Instance)data.instance(sortedIndices[i]).copy();
trainData.add(instance);
sumOfWeights += weights[sortedIndices[i]];
if ((sumOfWeights > weightMassToSelect) &&
(i > 0) &&
(weights[sortedIndices[i]] != weights[sortedIndices[i - 1]])) {
break;
}
}
if (m_Debug) {
System.err.println("Selected " + trainData.numInstances()
+ " out of " + numInstances);
}
return trainData;
}
/**
* Returns an enumeration describing the available options.
*
* @return an enumeration of all the available options.
*/
public Enumeration listOptions() {
Vector newVector = new Vector();
newVector.addElement(new Option(
"\tPercentage of weight mass to base training on.\n"
+"\t(default 100, reduce to around 90 speed up)",
"P", 1, "-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 {
String thresholdString = Utils.getOption('P', options);
if (thresholdString.length() != 0) {
setWeightThreshold(Integer.parseInt(thresholdString));
} else {
setWeightThreshold(100);
}
String shrinkageString = Utils.getOption('H', options);
if (shrinkageString.length() != 0) {
setShrinkage(new Double(shrinkageString).
doubleValue());
} else {
setShrinkage(1.0);
}
setUseResampling(Utils.getFlag('Q', options));
super.setOptions(options);
}
/**
* Gets the current settings of the Classifier.
*
* @return an array of strings suitable for passing to setOptions
*/
public String[] getOptions() {
Vector result;
String[] options;
int i;
result = new Vector();
if (getUseResampling())
result.add("-Q");
result.add("-P");
result.add("" + getWeightThreshold());
result.add("-H");
result.add("" + getShrinkage());
options = super.getOptions();
for (i = 0; i < options.length; i++)
result.add(options[i]);
return (String[]) result.toArray(new String[result.size()]);
}
/**
* Returns the tip text for this property
* @return tip text for this property suitable for
* displaying in the explorer/experimenter gui
*/
public String shrinkageTipText() {
return "Shrinkage parameter (use small value like 0.1 to reduce "
+ "overfitting).";
}
/**
* Get the value of Shrinkage.
*
* @return Value of Shrinkage.
*/
public double getShrinkage() {
return m_Shrinkage;
}
/**
* Set the value of Shrinkage.
*
* @param newShrinkage Value to assign to Shrinkage.
*/
public void setShrinkage(double newShrinkage) {
m_Shrinkage = newShrinkage;
}
/**
* Returns the tip text for this property
* @return tip text for this property suitable for
* displaying in the explorer/experimenter gui
*/
public String weightThresholdTipText() {
return "Weight threshold for weight pruning.";
}
/**
* Set weight threshold
*
* @param threshold the percentage of weight mass used for training
*/
public void setWeightThreshold(int threshold) {
m_WeightThreshold = threshold;
}
/**
* Get the degree of weight thresholding
*
* @return the percentage of weight mass used for training
*/
public int getWeightThreshold() {
return m_WeightThreshold;
}
/**
* Returns the tip text for this property
* @return tip text for this property suitable for
* displaying in the explorer/experimenter gui
*/
public String useResamplingTipText() {
return "Whether resampling is used instead of reweighting.";
}
/**
* Set resampling mode
*
* @param r true if resampling should be done
*/
public void setUseResampling(boolean r) {
m_UseResampling = r;
}
/**
* Get whether resampling is turned on
*
* @return true if resampling output is on
*/
public boolean getUseResampling() {
return m_UseResampling;
}
/**
* Returns default capabilities of the classifier.
*
* @return the capabilities of this classifier
*/
public Capabilities getCapabilities() {
Capabilities result = super.getCapabilities();
// class
result.disableAllClasses();
result.disableAllClassDependencies();
if (super.getCapabilities().handles(Capability.BINARY_CLASS))
result.enable(Capability.BINARY_CLASS);
return result;
}
/**
* Boosting method.
*
* @param data the training data to be used for generating the
* boosted classifier.
* @throws Exception if the classifier could not be built successfully
*/
public void buildClassifier(Instances data) throws Exception {
super.buildClassifier(data);
// can classifier handle the data?
getCapabilities().testWithFail(data);
// remove instances with missing class
data = new Instances(data);
data.deleteWithMissingClass();
m_SumOfWeights = data.sumOfWeights();
if ((!m_UseResampling) &&
(m_Classifier instanceof WeightedInstancesHandler)) {
buildClassifierWithWeights(data);
} else {
buildClassifierUsingResampling(data);
}
}
/**
* Boosting method. Boosts using resampling
*
* @param data the training data to be used for generating the
* boosted classifier.
* @throws Exception if the classifier could not be built successfully
*/
protected void buildClassifierUsingResampling(Instances data)
throws Exception {
Instances trainData, sample, training, trainingWeightsNotNormalized;
double sumProbs;
int numInstances = data.numInstances();
Random randomInstance = new Random(m_Seed);
double minLoss = Double.MAX_VALUE;
// Create a copy of the data so that when the weights are diddled
// with it doesn't mess up the weights for anyone else
trainingWeightsNotNormalized = new Instances(data, 0, numInstances);
// Do boostrap iterations
for (m_NumIterationsPerformed = -1; m_NumIterationsPerformed < m_Classifiers.length;
m_NumIterationsPerformed++) {
if (m_Debug) {
System.err.println("Training classifier " + (m_NumIterationsPerformed + 1));
}
training = new Instances(trainingWeightsNotNormalized);
normalizeWeights(training, 1.0);
// Select instances to train the classifier on
if (m_WeightThreshold < 100) {
trainData = selectWeightQuantile(training,
(double)m_WeightThreshold / 100);
} else {
trainData = new Instances(training);
}
// Resample
double[] weights = new double[trainData.numInstances()];
for (int i = 0; i < weights.length; i++) {
weights[i] = trainData.instance(i).weight();
}
sample = trainData.resampleWithWeights(randomInstance, weights);
// Build classifier
if (m_NumIterationsPerformed == -1) {
m_ZeroR = new weka.classifiers.rules.ZeroR();
m_ZeroR.buildClassifier(data);
} else {
m_Classifiers[m_NumIterationsPerformed].buildClassifier(sample);
}
// Update instance weights
setWeights(trainingWeightsNotNormalized, m_NumIterationsPerformed);
// Has progress been made?
double loss = 0;
for (Instance inst : trainingWeightsNotNormalized) {
loss += Math.log(inst.weight());
}
if (m_Debug) {
System.err.println("Current loss on log scale: " + loss);
}
if ((m_NumIterationsPerformed > -1) && (loss > minLoss)) {
if (m_Debug) {
System.err.println("Loss has increased: bailing out.");
}
break;
}
minLoss = loss;
}
}
/**
* Sets the weights for the next iteration.
*
* @param training the training instances
* @throws Exception if something goes wrong
*/
protected void setWeights(Instances training, int iteration)
throws Exception {
for (Instance instance: training) {
double reweight = 1;
double prob = 1, shrinkage = m_Shrinkage;
if (iteration == -1) {
prob = m_ZeroR.distributionForInstance(instance)[0];
shrinkage = 1.0;
} else {
prob = m_Classifiers[iteration].distributionForInstance(instance)[0];
// Make sure that probabilities are never 0 or 1 using ad-hoc smoothing
prob = (m_SumOfWeights * prob + 1) / (m_SumOfWeights + 2);
}
if (instance.classValue() == 1) {
reweight = shrinkage * 0.5 * (Math.log(prob) - Math.log(1 - prob));
} else {
reweight = shrinkage * 0.5 * (Math.log(1 - prob) - Math.log(prob));
}
instance.setWeight(instance.weight() * Math.exp(reweight));
}
}
/**
* Normalize the weights for the next iteration.
*
* @param training the training instances
* @throws Exception if something goes wrong
*/
protected void normalizeWeights(Instances training, double oldSumOfWeights)
throws Exception {
// Renormalize weights
double newSumOfWeights = training.sumOfWeights();
for (Instance instance: training) {
instance.setWeight(instance.weight() * oldSumOfWeights / newSumOfWeights);
}
}
/**
* Boosting method. Boosts any classifier that can handle weighted
* instances.
*
* @param data the training data to be used for generating the
* boosted classifier.
* @throws Exception if the classifier could not be built successfully
*/
protected void buildClassifierWithWeights(Instances data)
throws Exception {
Instances trainData, training, trainingWeightsNotNormalized;
int numInstances = data.numInstances();
Random randomInstance = new Random(m_Seed);
double minLoss = Double.MAX_VALUE;
// Create a copy of the data so that when the weights are diddled
// with it doesn't mess up the weights for anyone else
trainingWeightsNotNormalized = new Instances(data, 0, numInstances);
// Do boostrap iterations
for (m_NumIterationsPerformed = -1; m_NumIterationsPerformed < m_Classifiers.length;
m_NumIterationsPerformed++) {
if (m_Debug) {
System.err.println("Training classifier " + (m_NumIterationsPerformed + 1));
}
training = new Instances(trainingWeightsNotNormalized);
normalizeWeights(training, m_SumOfWeights);
// Select instances to train the classifier on
if (m_WeightThreshold < 100) {
trainData = selectWeightQuantile(training,
(double)m_WeightThreshold / 100);
} else {
trainData = new Instances(training, 0, numInstances);
}
// Build classifier
if (m_NumIterationsPerformed == -1) {
m_ZeroR = new weka.classifiers.rules.ZeroR();
m_ZeroR.buildClassifier(data);
} else {
if (m_Classifiers[m_NumIterationsPerformed] instanceof Randomizable)
((Randomizable) m_Classifiers[m_NumIterationsPerformed]).setSeed(randomInstance.nextInt());
m_Classifiers[m_NumIterationsPerformed].buildClassifier(trainData);
}
// Update instance weights
setWeights(trainingWeightsNotNormalized, m_NumIterationsPerformed);
// Has progress been made?
double loss = 0;
for (Instance inst : trainingWeightsNotNormalized) {
loss += Math.log(inst.weight());
}
if (m_Debug) {
System.err.println("Current loss on log scale: " + loss);
}
if ((m_NumIterationsPerformed > -1) && (loss > minLoss)) {
if (m_Debug) {
System.err.println("Loss has increased: bailing out.");
}
break;
}
minLoss = loss;
}
}
/**
* Calculates the class membership probabilities for the given test instance.
*
* @param instance the instance to be classified
* @return predicted class probability distribution
* @throws Exception if instance could not be classified
* successfully
*/
public double [] distributionForInstance(Instance instance)
throws Exception {
double [] sums = new double [instance.numClasses()];
for (int i = -1; i < m_NumIterationsPerformed; i++) {
double prob = 1, shrinkage = m_Shrinkage;
if (i == -1) {
prob = m_ZeroR.distributionForInstance(instance)[0];
shrinkage = 1.0;
} else {
prob = m_Classifiers[i].distributionForInstance(instance)[0];
// Make sure that probabilities are never 0 or 1 using ad-hoc smoothing
prob = (m_SumOfWeights * prob + 1) / (m_SumOfWeights + 2);
}
sums[0] += shrinkage * 0.5 * (Math.log(prob) - Math.log(1 - prob));
}
sums[1] = -sums[0];
return Utils.logs2probs(sums);
}
/**
* Returns description of the boosted classifier.
*
* @return description of the boosted classifier as a string
*/
public String toString() {
StringBuffer text = new StringBuffer();
if (m_ZeroR == null) {
text.append("No model built yet.\n\n");
} else {
text.append("RealAdaBoost: Base classifiers: \n\n");
text.append(m_ZeroR.toString() + "\n\n");
for (int i = 0; i < m_NumIterationsPerformed ; i++) {
text.append(m_Classifiers[i].toString() + "\n\n");
}
text.append("Number of performed Iterations: "
+ m_NumIterationsPerformed + "\n");
}
return text.toString();
}
/**
* Returns the revision string.
*
* @return the revision
*/
public String getRevision() {
return RevisionUtils.extract("$Revision: 6136 $");
}
/**
* Main method for testing this class.
*
* @param argv the options
*/
public static void main(String [] argv) {
runClassifier(new RealAdaBoost(), argv);
}
}
-P <num>
* Percentage of weight mass to base training on.
* (default 100, reduce to around 90 speed up)
*
* -Q
* Use resampling for boosting.
*
* -H <num>
* Shrinkage parameter.
* (default 1)
*
* -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.DecisionStump)
*
*
* Options specific to classifier weka.classifiers.trees.DecisionStump:
*
*
* -D
* If set, classifier is run in debug mode and
* may output additional info to the console
*
*
* Options after -- are passed to the designated classifier.