/* * 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. */ /* * TLD.java * Copyright (C) 2005 University of Waikato, Hamilton, New Zealand * */ package weka.classifiers.mi; import weka.classifiers.RandomizableClassifier; import weka.core.Capabilities; import weka.core.Instance; import weka.core.Instances; import weka.core.MultiInstanceCapabilitiesHandler; import weka.core.Optimization; import weka.core.Option; import weka.core.OptionHandler; import weka.core.RevisionUtils; import weka.core.TechnicalInformation; import weka.core.TechnicalInformationHandler; import weka.core.Utils; import weka.core.Capabilities.Capability; import weka.core.TechnicalInformation.Field; import weka.core.TechnicalInformation.Type; import java.util.Enumeration; import java.util.Random; import java.util.Vector; /** * Two-Level Distribution approach, changes the starting value of the searching algorithm, supplement the cut-off modification and check missing values.
*
* For more information see:
*
* Xin Xu (2003). Statistical learning in multiple instance problem. Hamilton, NZ. *

* * BibTeX: *

 * @mastersthesis{Xu2003,
 *    address = {Hamilton, NZ},
 *    author = {Xin Xu},
 *    note = {0657.594},
 *    school = {University of Waikato},
 *    title = {Statistical learning in multiple instance problem},
 *    year = {2003}
 * }
 * 
*

* * Valid options are:

* *

 -C
 *  Set whether or not use empirical
 *  log-odds cut-off instead of 0
* *
 -R <numOfRuns>
 *  Set the number of multiple runs 
 *  needed for searching the MLE.
* *
 -S <num>
 *  Random number seed.
 *  (default 1)
* *
 -D
 *  If set, classifier is run in debug mode and
 *  may output additional info to the console
* * * @author Eibe Frank (eibe@cs.waikato.ac.nz) * @author Xin Xu (xx5@cs.waikato.ac.nz) * @version $Revision: 5481 $ */ public class TLD extends RandomizableClassifier implements OptionHandler, MultiInstanceCapabilitiesHandler, TechnicalInformationHandler { /** for serialization */ static final long serialVersionUID = 6657315525171152210L; /** The mean for each attribute of each positive exemplar */ protected double[][] m_MeanP = null; /** The variance for each attribute of each positive exemplar */ protected double[][] m_VarianceP = null; /** The mean for each attribute of each negative exemplar */ protected double[][] m_MeanN = null; /** The variance for each attribute of each negative exemplar */ protected double[][] m_VarianceN = null; /** The effective sum of weights of each positive exemplar in each dimension*/ protected double[][] m_SumP = null; /** The effective sum of weights of each negative exemplar in each dimension*/ protected double[][] m_SumN = null; /** The parameters to be estimated for each positive exemplar*/ protected double[] m_ParamsP = null; /** The parameters to be estimated for each negative exemplar*/ protected double[] m_ParamsN = null; /** The dimension of each exemplar, i.e. (numAttributes-2) */ protected int m_Dimension = 0; /** The class label of each exemplar */ protected double[] m_Class = null; /** The number of class labels in the data */ protected int m_NumClasses = 2; /** The very small number representing zero */ static public double ZERO = 1.0e-6; /** The number of runs to perform */ protected int m_Run = 1; protected double m_Cutoff; protected boolean m_UseEmpiricalCutOff = false; /** * Returns a string describing this filter * * @return a description of the filter suitable for * displaying in the explorer/experimenter gui */ public String globalInfo() { return "Two-Level Distribution approach, changes the starting value of " + "the searching algorithm, supplement the cut-off modification and " + "check missing values.\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.MASTERSTHESIS); result.setValue(Field.AUTHOR, "Xin Xu"); result.setValue(Field.YEAR, "2003"); result.setValue(Field.TITLE, "Statistical learning in multiple instance problem"); result.setValue(Field.SCHOOL, "University of Waikato"); result.setValue(Field.ADDRESS, "Hamilton, NZ"); result.setValue(Field.NOTE, "0657.594"); return result; } /** * Returns default capabilities of the classifier. * * @return the capabilities of this classifier */ public Capabilities getCapabilities() { Capabilities result = super.getCapabilities(); result.disableAll(); // attributes result.enable(Capability.NOMINAL_ATTRIBUTES); result.enable(Capability.RELATIONAL_ATTRIBUTES); result.enable(Capability.MISSING_VALUES); // class result.enable(Capability.BINARY_CLASS); result.enable(Capability.MISSING_CLASS_VALUES); // other result.enable(Capability.ONLY_MULTIINSTANCE); return result; } /** * Returns the capabilities of this multi-instance classifier for the * relational data. * * @return the capabilities of this object * @see Capabilities */ public Capabilities getMultiInstanceCapabilities() { Capabilities result = super.getCapabilities(); result.disableAll(); // attributes result.enable(Capability.NUMERIC_ATTRIBUTES); result.enable(Capability.MISSING_VALUES); // class result.disableAllClasses(); result.enable(Capability.NO_CLASS); return result; } /** * * @param exs the training exemplars * @throws Exception if the model cannot be built properly */ public void buildClassifier(Instances exs)throws Exception{ // can classifier handle the data? getCapabilities().testWithFail(exs); // remove instances with missing class exs = new Instances(exs); exs.deleteWithMissingClass(); int numegs = exs.numInstances(); m_Dimension = exs.attribute(1).relation(). numAttributes(); Instances pos = new Instances(exs, 0), neg = new Instances(exs, 0); for(int u=0; u1) meanVarP[w] = meanVarP[w]/(numExsP[w]-1.0) - pSumVal[w]*numExsP[w]/(numExsP[w]-1.0); if(numExsN[w]>1) meanVarN[w] = meanVarN[w]/(numExsN[w]-1.0) - nSumVal[w]*numExsN[w]/(numExsN[w]-1.0); varMeanP[w] /= numExsP[w]; varMeanN[w] /= numExsN[w]; } //Bounds and parameter values for each run double[][] bounds = new double[2][4]; double[] pThisParam = new double[4], nThisParam = new double[4]; // Initial values for parameters double a, b, w, m; // Optimize for one dimension for (int x=0; x < m_Dimension; x++){ if (getDebug()) System.err.println("\n\n!!!!!!!!!!!!!!!!!!!!!!???Dimension #"+x); // Positive examplars: first run a = (maxVarsP[x]>ZERO) ? maxVarsP[x]:1.0; if (varMeanP[x]<=ZERO) varMeanP[x] = ZERO; // modified by LinDong (09/2005) b = a/varMeanP[x]+2.0; // a/(b-2) = E(\sigma^2) w = meanVarP[x]/varMeanP[x]; // E[var(\mu)] = w*E[\sigma^2] if(w<=ZERO) w=1.0; m = pSumVal[x]; pThisParam[0] = a; // a pThisParam[1] = b; // b pThisParam[2] = w; // w pThisParam[3] = m; // m // Negative examplars: first run a = (maxVarsN[x]>ZERO) ? maxVarsN[x]:1.0; if (varMeanN[x]<=ZERO) varMeanN[x] = ZERO; // modified by LinDong (09/2005) b = a/varMeanN[x]+2.0; // a/(b-2) = E(\sigma^2) w = meanVarN[x]/varMeanN[x]; // E[var(\mu)] = w*E[\sigma^2] if(w<=ZERO) w=1.0; m = nSumVal[x]; nThisParam[0] = a; // a nThisParam[1] = b; // b nThisParam[2] = w; // w nThisParam[3] = m; // m // Bound constraints bounds[0][0] = ZERO; // a > 0 bounds[0][1] = 2.0+ZERO; // b > 2 bounds[0][2] = ZERO; // w > 0 bounds[0][3] = Double.NaN; for(int t=0; t<4; t++){ bounds[1][t] = Double.NaN; m_ParamsP[4*x+t] = pThisParam[t]; m_ParamsN[4*x+t] = nThisParam[t]; } double pminVal=Double.MAX_VALUE, nminVal=Double.MAX_VALUE; Random whichEx = new Random(m_Seed); TLD_Optm pOp=null, nOp=null; boolean isRunValid = true; double[] sumP=new double[pnum], meanP=new double[pnum], varP=new double[pnum]; double[] sumN=new double[nnum], meanN=new double[nnum], varN=new double[nnum]; // One dimension for(int p=0; p=neg[nOrder[n]]); n++, fstAccu++); if(n>=nNum){ // totally seperate m_Cutoff = (neg[nOrder[nNum-1]]+pos[pOrder[0]])/2.0; //m_Cutoff = neg[nOrder[nNum-1]]; return; } count=n; while((p=neg[nOrder[n]]){ // Neg has less log-odds fstAccu += 1.0; split=neg[nOrder[n]]; n++; } else{ sndAccu -= 1.0; split=pos[pOrder[p]]; p++; } count++; if((fstAccu+sndAccu > maxAccu) || ((fstAccu+sndAccu == maxAccu) && (Math.abs(split)")); Enumeration enu = super.listOptions(); while (enu.hasMoreElements()) { result.addElement(enu.nextElement()); } return result.elements(); } /** * Parses a given list of options.

* * Valid options are:

* *

 -C
   *  Set whether or not use empirical
   *  log-odds cut-off instead of 0
* *
 -R <numOfRuns>
   *  Set the number of multiple runs 
   *  needed for searching the MLE.
* *
 -S <num>
   *  Random number seed.
   *  (default 1)
* *
 -D
   *  If set, classifier is run in debug mode and
   *  may output additional info to the console
* * * @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)); setUsingCutOff(Utils.getFlag('C', options)); String runString = Utils.getOption('R', options); if (runString.length() != 0) setNumRuns(Integer.parseInt(runString)); else setNumRuns(1); 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(); options = super.getOptions(); for (i = 0; i < options.length; i++) result.add(options[i]); if (getDebug()) result.add("-D"); if (getUsingCutOff()) result.add("-C"); result.add("-R"); result.add("" + getNumRuns()); 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 numRunsTipText() { return "The number of runs to perform."; } /** * Sets the number of runs to perform. * * @param numRuns the number of runs to perform */ public void setNumRuns(int numRuns) { m_Run = numRuns; } /** * Returns the number of runs to perform. * * @return the number of runs to perform */ public int getNumRuns() { return m_Run; } /** * Returns the tip text for this property * * @return tip text for this property suitable for * displaying in the explorer/experimenter gui */ public String usingCutOffTipText() { return "Whether to use an empirical cutoff."; } /** * Sets whether to use an empirical cutoff. * * @param cutOff whether to use an empirical cutoff */ public void setUsingCutOff (boolean cutOff) { m_UseEmpiricalCutOff = cutOff; } /** * Returns whether an empirical cutoff is used * * @return true if an empirical cutoff is used */ public boolean getUsingCutOff() { return m_UseEmpiricalCutOff; } /** * Returns the revision string. * * @return the revision */ public String getRevision() { return RevisionUtils.extract("$Revision: 5481 $"); } /** * Main method for testing. * * @param args the options for the classifier */ public static void main(String[] args) { runClassifier(new TLD(), args); } } class TLD_Optm extends Optimization { private double[] num; private double[] sSq; private double[] xBar; public void setNum(double[] n) {num = n;} public void setSSquare(double[] s){sSq = s;} public void setXBar(double[] x){xBar = x;} /** * Compute Ln[Gamma(b+0.5)] - Ln[Gamma(b)] * * @param b the value in the above formula * @return the result */ public static double diffLnGamma(double b){ double[] coef= {76.18009172947146, -86.50532032941677, 24.01409824083091, -1.231739572450155, 0.1208650973866179e-2, -0.5395239384953e-5}; double rt = -0.5; rt += (b+1.0)*Math.log(b+6.0) - (b+0.5)*Math.log(b+5.5); double series1=1.000000000190015, series2=1.000000000190015; for(int i=0; i<6; i++){ series1 += coef[i]/(b+1.5+(double)i); series2 += coef[i]/(b+1.0+(double)i); } rt += Math.log(series1*b)-Math.log(series2*(b+0.5)); return rt; } /** * Compute dLn[Gamma(x+0.5)]/dx - dLn[Gamma(x)]/dx * * @param x the value in the above formula * @return the result */ protected double diffFstDervLnGamma(double x){ double rt=0, series=1.0;// Just make it >0 for(int i=0;series>=m_Zero*1e-3;i++){ series = 0.5/((x+(double)i)*(x+(double)i+0.5)); rt += series; } return rt; } /** * Compute {Ln[Gamma(x+0.5)]}'' - {Ln[Gamma(x)]}'' * * @param x the value in the above formula * @return the result */ protected double diffSndDervLnGamma(double x){ double rt=0, series=1.0;// Just make it >0 for(int i=0;series>=m_Zero*1e-3;i++){ series = (x+(double)i+0.25)/ ((x+(double)i)*(x+(double)i)*(x+(double)i+0.5)*(x+(double)i+0.5)); rt -= series; } return rt; } /** * Implement this procedure to evaluate objective * function to be minimized */ protected double objectiveFunction(double[] x){ int numExs = num.length; double NLL = 0; // Negative Log-Likelihood double a=x[0], b=x[1], w=x[2], m=x[3]; for(int j=0; j < numExs; j++){ if(Double.isNaN(xBar[j])) continue; // All missing values NLL += 0.5*(b+num[j])* Math.log((1.0+num[j]*w)*(a+sSq[j]) + num[j]*(xBar[j]-m)*(xBar[j]-m)); if(Double.isNaN(NLL) && m_Debug){ System.err.println("???????????1: "+a+" "+b+" "+w+" "+m +"|x-: "+xBar[j] + "|n: "+num[j] + "|S^2: "+sSq[j]); System.exit(1); } // Doesn't affect optimization //NLL += 0.5*num[j]*Math.log(Math.PI); NLL -= 0.5*(b+num[j]-1.0)*Math.log(1.0+num[j]*w); if(Double.isNaN(NLL) && m_Debug){ System.err.println("???????????2: "+a+" "+b+" "+w+" "+m +"|x-: "+xBar[j] + "|n: "+num[j] + "|S^2: "+sSq[j]); System.exit(1); } int halfNum = ((int)num[j])/2; for(int z=1; z<=halfNum; z++) NLL -= Math.log(0.5*b+0.5*num[j]-(double)z); if(0.5*num[j] > halfNum) // num[j] is odd NLL -= diffLnGamma(0.5*b); if(Double.isNaN(NLL) && m_Debug){ System.err.println("???????????3: "+a+" "+b+" "+w+" "+m +"|x-: "+xBar[j] + "|n: "+num[j] + "|S^2: "+sSq[j]); System.exit(1); } NLL -= 0.5*Math.log(a)*b; if(Double.isNaN(NLL) && m_Debug){ System.err.println("???????????4:"+a+" "+b+" "+w+" "+m); System.exit(1); } } if(m_Debug) System.err.println("?????????????5: "+NLL); if(Double.isNaN(NLL)) System.exit(1); return NLL; } /** * Subclass should implement this procedure to evaluate gradient * of the objective function */ protected double[] evaluateGradient(double[] x){ double[] g = new double[x.length]; int numExs = num.length; double a=x[0],b=x[1],w=x[2],m=x[3]; double da=0.0, db=0.0, dw=0.0, dm=0.0; for(int j=0; j < numExs; j++){ if(Double.isNaN(xBar[j])) continue; // All missing values double denorm = (1.0+num[j]*w)*(a+sSq[j]) + num[j]*(xBar[j]-m)*(xBar[j]-m); da += 0.5*(b+num[j])*(1.0+num[j]*w)/denorm-0.5*b/a; db += 0.5*Math.log(denorm) - 0.5*Math.log(1.0+num[j]*w) - 0.5*Math.log(a); int halfNum = ((int)num[j])/2; for(int z=1; z<=halfNum; z++) db -= 1.0/(b+num[j]-2.0*(double)z); if(num[j]/2.0 > halfNum) // num[j] is odd db -= 0.5*diffFstDervLnGamma(0.5*b); dw += 0.5*(b+num[j])*(a+sSq[j])*num[j]/denorm - 0.5*(b+num[j]-1.0)*num[j]/(1.0+num[j]*w); dm += num[j]*(b+num[j])*(m-xBar[j])/denorm; } g[0] = da; g[1] = db; g[2] = dw; g[3] = dm; return g; } /** * Subclass should implement this procedure to evaluate second-order * gradient of the objective function */ protected double[] evaluateHessian(double[] x, int index){ double[] h = new double[x.length]; // # of exemplars, # of dimensions // which dimension and which variable for 'index' int numExs = num.length; double a,b,w,m; // Take the 2nd-order derivative switch(index){ case 0: // a a=x[0];b=x[1];w=x[2];m=x[3]; for(int j=0; j < numExs; j++){ if(Double.isNaN(xBar[j])) continue; //All missing values double denorm = (1.0+num[j]*w)*(a+sSq[j]) + num[j]*(xBar[j]-m)*(xBar[j]-m); h[0] += 0.5*b/(a*a) - 0.5*(b+num[j])*(1.0+num[j]*w)*(1.0+num[j]*w) /(denorm*denorm); h[1] += 0.5*(1.0+num[j]*w)/denorm - 0.5/a; h[2] += 0.5*num[j]*num[j]*(b+num[j])* (xBar[j]-m)*(xBar[j]-m)/(denorm*denorm); h[3] -= num[j]*(b+num[j])*(m-xBar[j]) *(1.0+num[j]*w)/(denorm*denorm); } break; case 1: // b a=x[0];b=x[1];w=x[2];m=x[3]; for(int j=0; j < numExs; j++){ if(Double.isNaN(xBar[j])) continue; //All missing values double denorm = (1.0+num[j]*w)*(a+sSq[j]) + num[j]*(xBar[j]-m)*(xBar[j]-m); h[0] += 0.5*(1.0+num[j]*w)/denorm - 0.5/a; int halfNum = ((int)num[j])/2; for(int z=1; z<=halfNum; z++) h[1] += 1.0/((b+num[j]-2.0*(double)z)*(b+num[j]-2.0*(double)z)); if(num[j]/2.0 > halfNum) // num[j] is odd h[1] -= 0.25*diffSndDervLnGamma(0.5*b); h[2] += 0.5*(a+sSq[j])*num[j]/denorm - 0.5*num[j]/(1.0+num[j]*w); h[3] += num[j]*(m-xBar[j])/denorm; } break; case 2: // w a=x[0];b=x[1];w=x[2];m=x[3]; for(int j=0; j < numExs; j++){ if(Double.isNaN(xBar[j])) continue; //All missing values double denorm = (1.0+num[j]*w)*(a+sSq[j]) + num[j]*(xBar[j]-m)*(xBar[j]-m); h[0] += 0.5*num[j]*num[j]*(b+num[j])* (xBar[j]-m)*(xBar[j]-m)/(denorm*denorm); h[1] += 0.5*(a+sSq[j])*num[j]/denorm - 0.5*num[j]/(1.0+num[j]*w); h[2] += 0.5*(b+num[j]-1.0)*num[j]*num[j]/ ((1.0+num[j]*w)*(1.0+num[j]*w)) - 0.5*(b+num[j])*(a+sSq[j])*(a+sSq[j])* num[j]*num[j]/(denorm*denorm); h[3] -= num[j]*num[j]*(b+num[j])* (m-xBar[j])*(a+sSq[j])/(denorm*denorm); } break; case 3: // m a=x[0];b=x[1];w=x[2];m=x[3]; for(int j=0; j < numExs; j++){ if(Double.isNaN(xBar[j])) continue; //All missing values double denorm = (1.0+num[j]*w)*(a+sSq[j]) + num[j]*(xBar[j]-m)*(xBar[j]-m); h[0] -= num[j]*(b+num[j])*(m-xBar[j]) *(1.0+num[j]*w)/(denorm*denorm); h[1] += num[j]*(m-xBar[j])/denorm; h[2] -= num[j]*num[j]*(b+num[j])* (m-xBar[j])*(a+sSq[j])/(denorm*denorm); h[3] += num[j]*(b+num[j])* ((1.0+num[j]*w)*(a+sSq[j])- num[j]*(m-xBar[j])*(m-xBar[j])) /(denorm*denorm); } } return h; } /** * Returns the revision string. * * @return the revision */ public String getRevision() { return RevisionUtils.extract("$Revision: 5481 $"); } }