📄 logitboost.java
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bestNumIterations = j; } } if (m_Debug) { System.err.println("Best result for " + bestNumIterations + " iterations: " + bestResult); } } // Build classifier on all the data int numInstances = data.numInstances(); double [][] trainFs = new double [numInstances][m_NumClasses]; double [][] trainYs = new double [numInstances][m_NumClasses]; for (int j = 0; j < m_NumClasses; j++) { for (int i = 0, k = 0; i < numInstances; i++, k++) { trainYs[i][j] = (data.instance(k).classValue() == j) ? 1.0 - m_Offset: 0.0 + (m_Offset / (double)m_NumClasses); } } // Make class numeric data.setClassIndex(-1); data.deleteAttributeAt(classIndex); data.insertAttributeAt(new Attribute("'pseudo class'"), classIndex); data.setClassIndex(classIndex); m_NumericClassData = new Instances(data, 0); // Perform iterations double[][] probs = initialProbs(numInstances); double logLikelihood = logLikelihood(trainYs, probs); m_NumGenerated = 0; if (m_Debug) { System.err.println("Avg. log-likelihood: " + logLikelihood); } double sumOfWeights = data.sumOfWeights(); for (int j = 0; j < bestNumIterations; j++) { double previousLoglikelihood = logLikelihood; performIteration(trainYs, trainFs, probs, data, sumOfWeights); logLikelihood = logLikelihood(trainYs, probs); if (m_Debug) { System.err.println("Avg. log-likelihood: " + logLikelihood); } if (Math.abs(previousLoglikelihood - logLikelihood) < m_Precision) { return; } } } /** * Gets the intial class probabilities. * * @param numInstances the number of instances * @return the initial class probabilities */ private double[][] initialProbs(int numInstances) { double[][] probs = new double[numInstances][m_NumClasses]; for (int i = 0; i < numInstances; i++) { for (int j = 0 ; j < m_NumClasses; j++) { probs[i][j] = 1.0 / m_NumClasses; } } return probs; } /** * Computes loglikelihood given class values * and estimated probablities. * * @param trainYs class values * @param probs estimated probabilities * @return the computed loglikelihood */ private double logLikelihood(double[][] trainYs, double[][] probs) { double logLikelihood = 0; for (int i = 0; i < trainYs.length; i++) { for (int j = 0; j < m_NumClasses; j++) { if (trainYs[i][j] == 1.0 - m_Offset) { logLikelihood -= Math.log(probs[i][j]); } } } return logLikelihood / (double)trainYs.length; } /** * Performs one boosting iteration. * * @param trainYs class values * @param trainFs F scores * @param probs probabilities * @param data the data to run the iteration on * @param origSumOfWeights the original sum of weights * @throws Exception in case base classifiers run into problems */ private void performIteration(double[][] trainYs, double[][] trainFs, double[][] probs, Instances data, double origSumOfWeights) throws Exception { if (m_Debug) { System.err.println("Training classifier " + (m_NumGenerated + 1)); } // Build the new models for (int j = 0; j < m_NumClasses; j++) { if (m_Debug) { System.err.println("\t...for class " + (j + 1) + " (" + m_ClassAttribute.name() + "=" + m_ClassAttribute.value(j) + ")"); } // Make copy because we want to save the weights Instances boostData = new Instances(data); // Set instance pseudoclass and weights for (int i = 0; i < probs.length; i++) { // Compute response and weight double p = probs[i][j]; double z, actual = trainYs[i][j]; if (actual == 1 - m_Offset) { z = 1.0 / p; if (z > Z_MAX) { // threshold z = Z_MAX; } } else { z = -1.0 / (1.0 - p); if (z < -Z_MAX) { // threshold z = -Z_MAX; } } double w = (actual - p) / z; // Set values for instance Instance current = boostData.instance(i); current.setValue(boostData.classIndex(), z); current.setWeight(current.weight() * w); } // Scale the weights (helps with some base learners) double sumOfWeights = boostData.sumOfWeights(); double scalingFactor = (double)origSumOfWeights / sumOfWeights; for (int i = 0; i < probs.length; i++) { Instance current = boostData.instance(i); current.setWeight(current.weight() * scalingFactor); } // Select instances to train the classifier on Instances trainData = boostData; if (m_WeightThreshold < 100) { trainData = selectWeightQuantile(boostData, (double)m_WeightThreshold / 100); } else { if (m_UseResampling) { double[] weights = new double[boostData.numInstances()]; for (int kk = 0; kk < weights.length; kk++) { weights[kk] = boostData.instance(kk).weight(); } trainData = boostData.resampleWithWeights(m_RandomInstance, weights); } } // Build the classifier m_Classifiers[j][m_NumGenerated].buildClassifier(trainData); } // Evaluate / increment trainFs from the classifier for (int i = 0; i < trainFs.length; i++) { double [] pred = new double [m_NumClasses]; double predSum = 0; for (int j = 0; j < m_NumClasses; j++) { pred[j] = m_Shrinkage * m_Classifiers[j][m_NumGenerated] .classifyInstance(data.instance(i)); predSum += pred[j]; } predSum /= m_NumClasses; for (int j = 0; j < m_NumClasses; j++) { trainFs[i][j] += (pred[j] - predSum) * (m_NumClasses - 1) / m_NumClasses; } } m_NumGenerated++; // Compute the current probability estimates for (int i = 0; i < trainYs.length; i++) { probs[i] = probs(trainFs[i]); } } /** * Returns the array of classifiers that have been built. * * @return the built classifiers */ public Classifier[][] classifiers() { Classifier[][] classifiers = new Classifier[m_NumClasses][m_NumGenerated]; for (int j = 0; j < m_NumClasses; j++) { for (int i = 0; i < m_NumGenerated; i++) { classifiers[j][i] = m_Classifiers[j][i]; } } return classifiers; } /** * Computes probabilities from F scores * * @param Fs the F scores * @return the computed probabilities */ private double[] probs(double[] Fs) { double maxF = -Double.MAX_VALUE; for (int i = 0; i < Fs.length; i++) { if (Fs[i] > maxF) { maxF = Fs[i]; } } double sum = 0; double[] probs = new double[Fs.length]; for (int i = 0; i < Fs.length; i++) { probs[i] = Math.exp(Fs[i] - maxF); sum += probs[i]; } Utils.normalize(probs, sum); return probs; } /** * 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 { instance = (Instance)instance.copy(); instance.setDataset(m_NumericClassData); double [] pred = new double [m_NumClasses]; double [] Fs = new double [m_NumClasses]; for (int i = 0; i < m_NumGenerated; i++) { double predSum = 0; for (int j = 0; j < m_NumClasses; j++) { pred[j] = m_Classifiers[j][i].classifyInstance(instance); predSum += pred[j]; } predSum /= m_NumClasses; for (int j = 0; j < m_NumClasses; j++) { Fs[j] += (pred[j] - predSum) * (m_NumClasses - 1) / m_NumClasses; } } return probs(Fs); } /** * Returns the boosted model as Java source code. * * @param className the classname in the generated code * @return the tree as Java source code * @throws Exception if something goes wrong */ public String toSource(String className) throws Exception { if (m_NumGenerated == 0) { throw new Exception("No model built yet"); } if (!(m_Classifiers[0][0] instanceof Sourcable)) { throw new Exception("Base learner " + m_Classifier.getClass().getName() + " is not Sourcable"); } StringBuffer text = new StringBuffer("class "); text.append(className).append(" {\n\n"); text.append(" private static double RtoP(double []R, int j) {\n"+ " double Rcenter = 0;\n"+ " for (int i = 0; i < R.length; i++) {\n"+ " Rcenter += R[i];\n"+ " }\n"+ " Rcenter /= R.length;\n"+ " double Rsum = 0;\n"+ " for (int i = 0; i < R.length; i++) {\n"+ " Rsum += Math.exp(R[i] - Rcenter);\n"+ " }\n"+ " return Math.exp(R[j]) / Rsum;\n"+ " }\n\n"); text.append(" public static double classify(Object [] i) {\n" + " double [] d = distribution(i);\n" + " double maxV = d[0];\n" + " int maxI = 0;\n"+ " for (int j = 1; j < " + m_NumClasses + "; j++) {\n"+ " if (d[j] > maxV) { maxV = d[j]; maxI = j; }\n"+ " }\n return (double) maxI;\n }\n\n"); text.append(" public static double [] distribution(Object [] i) {\n"); text.append(" double [] Fs = new double [" + m_NumClasses + "];\n"); text.append(" double [] Fi = new double [" + m_NumClasses + "];\n"); text.append(" double Fsum;\n"); for (int i = 0; i < m_NumGenerated; i++) { text.append(" Fsum = 0;\n"); for (int j = 0; j < m_NumClasses; j++) { text.append(" Fi[" + j + "] = " + className + '_' +j + '_' + i + ".classify(i); Fsum += Fi[" + j + "];\n"); } text.append(" Fsum /= " + m_NumClasses + ";\n"); text.append(" for (int j = 0; j < " + m_NumClasses + "; j++) {"); text.append(" Fs[j] += (Fi[j] - Fsum) * " + (m_NumClasses - 1) + " / " + m_NumClasses + "; }\n"); } text.append(" double [] dist = new double [" + m_NumClasses + "];\n" + " for (int j = 0; j < " + m_NumClasses + "; j++) {\n"+ " dist[j] = RtoP(Fs, j);\n"+ " }\n return dist;\n"); text.append(" }\n}\n"); for (int i = 0; i < m_Classifiers.length; i++) { for (int j = 0; j < m_Classifiers[i].length; j++) { text.append(((Sourcable)m_Classifiers[i][j]) .toSource(className + '_' + i + '_' + j)); } } return text.toString(); } /** * Returns description of the boosted classifier. * * @return description of the boosted classifier as a string */ public String toString() { StringBuffer text = new StringBuffer(); if (m_NumGenerated == 0) { text.append("LogitBoost: No model built yet."); // text.append(m_Classifiers[0].toString()+"\n"); } else { text.append("LogitBoost: Base classifiers and their weights: \n"); for (int i = 0; i < m_NumGenerated; i++) { text.append("\nIteration "+(i+1)); for (int j = 0; j < m_NumClasses; j++) { text.append("\n\tClass " + (j + 1) + " (" + m_ClassAttribute.name() + "=" + m_ClassAttribute.value(j) + ")\n\n" + m_Classifiers[j][i].toString() + "\n"); } } text.append("Number of performed iterations: " + m_NumGenerated + "\n"); } return text.toString(); } /** * Main method for testing this class. * * @param argv the options */ public static void main(String [] argv) { runClassifier(new LogitBoost(), argv); }}
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