/* * 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. */ /* * RegressionByDiscretization.java * Copyright (C) 1999 University of Waikato, Hamilton, New Zealand * */ package weka.classifiers.meta; import weka.classifiers.SingleClassifierEnhancer; import weka.classifiers.IntervalEstimator; import weka.classifiers.ConditionalDensityEstimator; import weka.core.Capabilities; import weka.core.Instance; import weka.core.Instances; import weka.core.Attribute; import weka.core.FastVector; import weka.core.Option; import weka.core.RevisionUtils; import weka.core.Utils; import weka.core.Capabilities.Capability; import weka.core.Tag; import weka.core.SelectedTag; import weka.core.TechnicalInformation; import weka.core.TechnicalInformation.Field; import weka.core.TechnicalInformation.Type; import weka.filters.Filter; import weka.filters.unsupervised.attribute.Discretize; import weka.estimators.UnivariateDensityEstimator; import weka.estimators.UnivariateIntervalEstimator; import weka.estimators.UnivariateQuantileEstimator; import weka.estimators.UnivariateEqualFrequencyHistogramEstimator; import weka.estimators.UnivariateKernelEstimator; import weka.estimators.UnivariateNormalEstimator; import java.util.Enumeration; import java.util.Vector; /** * A regression scheme that employs any classifier on a copy of the data that has the class attribute (equal-width) discretized. The predicted value is the expected value of the mean class value for each discretized interval (based on the predicted probabilities for each interval). *
* * Valid options are: * *-B <int> * Number of bins for equal-width discretization * (default 10). ** *
-E * Whether to delete empty bins after discretization * (default false). ** *
-F * Use equal-frequency instead of equal-width discretization.* *
-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.J48)* *
* Options specific to classifier weka.classifiers.trees.J48: ** *
-U * Use unpruned tree.* *
-C <pruning confidence> * Set confidence threshold for pruning. * (default 0.25)* *
-M <minimum number of instances> * Set minimum number of instances per leaf. * (default 2)* *
-R * Use reduced error pruning.* *
-N <number of folds> * Set number of folds for reduced error * pruning. One fold is used as pruning set. * (default 3)* *
-B * Use binary splits only.* *
-S * Don't perform subtree raising.* *
-L * Do not clean up after the tree has been built.* *
-A * Laplace smoothing for predicted probabilities.* *
-Q <seed> * Seed for random data shuffling (default 1).* * * @author Len Trigg (trigg@cs.waikato.ac.nz) * @author Eibe Frank (eibe@cs.waikato.ac.nz) * @version $Revision: 5925 $ */ public class RegressionByDiscretization extends SingleClassifierEnhancer implements IntervalEstimator, ConditionalDensityEstimator { /** for serialization */ static final long serialVersionUID = 5066426153134050378L; /** The discretization filter. */ protected Discretize m_Discretizer = new Discretize(); /** The number of discretization intervals. */ protected int m_NumBins = 10; /** The mean values for each Discretized class interval. */ protected double [] m_ClassMeans; /** The class counts for each Discretized class interval. */ protected int [] m_ClassCounts; /** Whether to delete empty intervals. */ protected boolean m_DeleteEmptyBins; /** Header of discretized data. */ protected Instances m_DiscretizedHeader = null; /** Use equal-frequency binning */ protected boolean m_UseEqualFrequency = false; /** Whether to minimize absolute error, rather than squared error. */ protected boolean m_MinimizeAbsoluteError = false; /** Use histogram estimator */ public static final int ESTIMATOR_HISTOGRAM = 0; /** filter: Standardize training data */ public static final int ESTIMATOR_KERNEL = 1; /** filter: No normalization/standardization */ public static final int ESTIMATOR_NORMAL = 2; /** The filter to apply to the training data */ public static final Tag [] TAGS_ESTIMATOR = { new Tag(ESTIMATOR_HISTOGRAM, "Histogram density estimator"), new Tag(ESTIMATOR_KERNEL, "Kernel density estimator"), new Tag(ESTIMATOR_NORMAL, "Normal density estimator"), }; /** Which estimator to use (default: histogram) */ protected int m_estimatorType = ESTIMATOR_HISTOGRAM; /** The original target values in the training data */ protected double[] m_OriginalTargetValues = null; /** The converted target values in the training data */ protected int[] m_NewTargetValues = null; /** * Returns a string describing classifier * @return a description suitable for * displaying in the explorer/experimenter gui */ public String globalInfo() { return "A regression scheme that employs any " + "classifier on a copy of the data that has the class attribute " + "discretized. The predicted value is the expected value of the " + "mean class value for each discretized interval (based on the " + "predicted probabilities for each interval). This class now " + "also supports conditional density estimation by building " + "a univariate density estimator from the target values in " + "the training data, weighted by the class probabilities. \n\n" + "For more information on this process, 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.INPROCEEDINGS); result.setValue(Field.AUTHOR, "Eibe Frank and Remco R. Bouckaert"); result.setValue(Field.TITLE, "Conditional Density Estimation with Class Probability Estimators"); result.setValue(Field.BOOKTITLE, "First Asian Conference on Machine Learning"); result.setValue(Field.YEAR, "2009"); result.setValue(Field.PAGES, "65-81"); result.setValue(Field.PUBLISHER, "Springer Verlag"); result.setValue(Field.ADDRESS, "Berlin"); return result; } /** * String describing default classifier. * * @return the default classifier classname */ protected String defaultClassifierString() { return "weka.classifiers.trees.J48"; } /** * Default constructor. */ public RegressionByDiscretization() { m_Classifier = new weka.classifiers.trees.J48(); } /** * Returns default capabilities of the classifier. * * @return the capabilities of this classifier */ public Capabilities getCapabilities() { Capabilities result = super.getCapabilities(); // class result.disableAllClasses(); result.disableAllClassDependencies(); result.enable(Capability.NUMERIC_CLASS); result.enable(Capability.DATE_CLASS); result.setMinimumNumberInstances(2); return result; } /** * Generates the classifier. * * @param instances set of instances serving as training data * @throws Exception if the classifier has not been generated successfully */ public void buildClassifier(Instances instances) throws Exception { // can classifier handle the data? getCapabilities().testWithFail(instances); // remove instances with missing class instances = new Instances(instances); instances.deleteWithMissingClass(); // Discretize the training data m_Discretizer.setIgnoreClass(true); m_Discretizer.setAttributeIndices("" + (instances.classIndex() + 1)); m_Discretizer.setBins(getNumBins()); m_Discretizer.setUseEqualFrequency(getUseEqualFrequency()); m_Discretizer.setInputFormat(instances); Instances newTrain = Filter.useFilter(instances, m_Discretizer); // Should empty bins be deleted? if (m_DeleteEmptyBins) { // Figure out which classes are empty after discretization int numNonEmptyClasses = 0; boolean[] notEmptyClass = new boolean[newTrain.numClasses()]; for (int i = 0; i < newTrain.numInstances(); i++) { if (!notEmptyClass[(int)newTrain.instance(i).classValue()]) { numNonEmptyClasses++; notEmptyClass[(int)newTrain.instance(i).classValue()] = true; } } // Compute new list of non-empty classes and mapping of indices FastVector newClassVals = new FastVector(numNonEmptyClasses); int[] oldIndexToNewIndex = new int[newTrain.numClasses()]; for (int i = 0; i < newTrain.numClasses(); i++) { if (notEmptyClass[i]) { oldIndexToNewIndex[i] = newClassVals.size(); newClassVals.addElement(newTrain.classAttribute().value(i)); } } // Compute new header information Attribute newClass = new Attribute(newTrain.classAttribute().name(), newClassVals); FastVector newAttributes = new FastVector(newTrain.numAttributes()); for (int i = 0; i < newTrain.numAttributes(); i++) { if (i != newTrain.classIndex()) { newAttributes.addElement(newTrain.attribute(i).copy()); } else { newAttributes.addElement(newClass); } } // Create new header and modify instances Instances newTrainTransformed = new Instances(newTrain.relationName(), newAttributes, newTrain.numInstances()); newTrainTransformed.setClassIndex(newTrain.classIndex()); for (int i = 0; i < newTrain.numInstances(); i++) { Instance inst = newTrain.instance(i); newTrainTransformed.add(inst); newTrainTransformed.lastInstance(). setClassValue(oldIndexToNewIndex[(int)inst.classValue()]); } newTrain = newTrainTransformed; } // Store target values, in case a prediction interval or computation of median is required m_OriginalTargetValues = new double[instances.numInstances()]; m_NewTargetValues = new int[instances.numInstances()]; for (int i = 0; i < m_OriginalTargetValues.length; i++) { m_OriginalTargetValues[i] = instances.instance(i).classValue(); m_NewTargetValues[i] = (int)newTrain.instance(i).classValue(); } m_DiscretizedHeader = new Instances(newTrain, 0); int numClasses = newTrain.numClasses(); // Calculate the mean value for each bin of the new class attribute m_ClassMeans = new double [numClasses]; m_ClassCounts = new int [numClasses]; for (int i = 0; i < instances.numInstances(); i++) { Instance inst = newTrain.instance(i); if (!inst.classIsMissing()) { int classVal = (int) inst.classValue(); m_ClassCounts[classVal]++; m_ClassMeans[classVal] += instances.instance(i).classValue(); } } for (int i = 0; i < numClasses; i++) { if (m_ClassCounts[i] > 0) { m_ClassMeans[i] /= m_ClassCounts[i]; } } if (m_Debug) { System.out.println("Bin Means"); System.out.println("=========="); for (int i = 0; i < m_ClassMeans.length; i++) { System.out.println(m_ClassMeans[i]); } System.out.println(); } // Train the sub-classifier m_Classifier.buildClassifier(newTrain); } /** * Get density estimator for given instance. * * @param inst the instance * @return the univariate density estimator * @exception Exception if the estimator can't be computed */ protected UnivariateDensityEstimator getDensityEstimator(Instance instance, boolean print) throws Exception { // Initialize estimator UnivariateDensityEstimator e; if (m_estimatorType == ESTIMATOR_KERNEL) { e = new UnivariateKernelEstimator(); } else if (m_estimatorType == ESTIMATOR_NORMAL) { e = new UnivariateNormalEstimator(); } else { e = new UnivariateEqualFrequencyHistogramEstimator(); // Set the number of bins appropriately ((UnivariateEqualFrequencyHistogramEstimator)e).setNumBins(getNumBins()); // Initialize boundaries of equal frequency estimator for (int i = 0; i < m_OriginalTargetValues.length; i++) { e.addValue(m_OriginalTargetValues[i], 1.0); } // Construct estimator, then initialize statistics, so that only boundaries will be kept ((UnivariateEqualFrequencyHistogramEstimator)e).initializeStatistics(); // Now that boundaries have been determined, we only need to update the bin weights ((UnivariateEqualFrequencyHistogramEstimator)e).setUpdateWeightsOnly(true); } // Make sure structure of class attribute correct Instance newInstance = (Instance)instance.copy(); newInstance.setDataset(m_DiscretizedHeader); double [] probs = m_Classifier.distributionForInstance(newInstance); // Add values to estimator for (int i = 0; i < m_OriginalTargetValues.length; i++) { e.addValue(m_OriginalTargetValues[i], probs[m_NewTargetValues[i]] * m_OriginalTargetValues.length / m_ClassCounts[m_NewTargetValues[i]]); } // Return estimator return e; } /** * Returns an N * 2 array, where N is the number of prediction * intervals. In each row, the first element contains the lower * boundary of the corresponding prediction interval and the second * element the upper boundary. * * @param inst the instance to make the prediction for. * @param confidenceLevel the percentage of cases that the interval should cover. * @return an array of prediction intervals * @exception Exception if the intervals can't be computed */ public double[][] predictIntervals(Instance instance, double confidenceLevel) throws Exception { // Get density estimator UnivariateIntervalEstimator e = (UnivariateIntervalEstimator)getDensityEstimator(instance, false); // Return intervals return e.predictIntervals(confidenceLevel); } /** * Returns natural logarithm of density estimate for given value based on given instance. * * @param inst the instance to make the prediction for. * @param the value to make the prediction for. * @return the natural logarithm of the density estimate * @exception Exception if the intervals can't be computed */ public double logDensity(Instance instance, double value) throws Exception { // Get density estimator UnivariateDensityEstimator e = getDensityEstimator(instance, true); // Return estimate return e.logDensity(value); } /** * Returns a predicted class for the test instance. * * @param instance the instance to be classified * @return predicted class value * @throws Exception if the prediction couldn't be made */ public double classifyInstance(Instance instance) throws Exception { // Make sure structure of class attribute correct Instance newInstance = (Instance)instance.copy(); newInstance.setDataset(m_DiscretizedHeader); double [] probs = m_Classifier.distributionForInstance(newInstance); if (!m_MinimizeAbsoluteError) { // Compute actual prediction double prediction = 0, probSum = 0; for (int j = 0; j < probs.length; j++) { prediction += probs[j] * m_ClassMeans[j]; probSum += probs[j]; } return prediction / probSum; } else { // Get density estimator UnivariateQuantileEstimator e = (UnivariateQuantileEstimator)getDensityEstimator(instance, true); // Return estimate return e.predictQuantile(0.5); } } /** * Returns an enumeration describing the available options. * * @return an enumeration of all the available options. */ public Enumeration listOptions() { Vector newVector = new Vector(5); newVector.addElement(new Option( "\tNumber of bins for equal-width discretization\n" + "\t(default 10).\n", "B", 1, "-B