📄 principalcomponents.java
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double [][] orderedVectors = new double [m_eigenvectors.length][numVectors + 1]; // try converting back to the original space for (int i = m_numAttribs - 1; i > (m_numAttribs - numVectors - 1); i--) { for (int j = 0; j < m_numAttribs; j++) { orderedVectors[j][m_numAttribs - i] = m_eigenvectors[j][m_sortedEigens[i]]; } } // transpose the matrix int nr = orderedVectors.length; int nc = orderedVectors[0].length; m_eTranspose = new double [nc][nr]; for (int i = 0; i < nc; i++) { for (int j = 0; j < nr; j++) { m_eTranspose[i][j] = orderedVectors[j][i]; } } } } /** * Returns just the header for the transformed data (ie. an empty * set of instances. This is so that AttributeSelection can * determine the structure of the transformed data without actually * having to get all the transformed data through getTransformedData(). * @return the header of the transformed data. * @exception Exception if the header of the transformed data can't * be determined. */ public Instances transformedHeader() throws Exception { if (m_eigenvalues == null) { throw new Exception("Principal components hasn't been built yet"); } if (m_transBackToOriginal) { return m_originalSpaceFormat; } else { return m_transformedFormat; } } /** * Gets the transformed training data. * @return the transformed training data * @exception Exception if transformed data can't be returned */ public Instances transformedData() throws Exception { if (m_eigenvalues == null) { throw new Exception("Principal components hasn't been built yet"); } Instances output; if (m_transBackToOriginal) { output = new Instances(m_originalSpaceFormat); } else { output = new Instances(m_transformedFormat); } for (int i=0;i<m_trainCopy.numInstances();i++) { Instance converted = convertInstance(m_trainCopy.instance(i)); output.add(converted); } return output; } /** * Evaluates the merit of a transformed attribute. This is defined * to be 1 minus the cumulative variance explained. Merit can't * be meaningfully evaluated if the data is to be transformed back * to the original space. * @param att the attribute to be evaluated * @return the merit of a transformed attribute * @exception Exception if attribute can't be evaluated */ public double evaluateAttribute(int att) throws Exception { if (m_eigenvalues == null) { throw new Exception("Principal components hasn't been built yet!"); } if (m_transBackToOriginal) { return 1.0; // can't evaluate back in the original space! } // return 1-cumulative variance explained for this transformed att double cumulative = 0.0; for (int i = m_numAttribs - 1; i >= m_numAttribs - att - 1; i--) { cumulative += m_eigenvalues[m_sortedEigens[i]]; } return 1.0 - cumulative / m_sumOfEigenValues; } /** * Fill the correlation matrix */ private void fillCorrelation() { m_correlation = new double[m_numAttribs][m_numAttribs]; double [] att1 = new double [m_numInstances]; double [] att2 = new double [m_numInstances]; double corr; for (int i = 0; i < m_numAttribs; i++) { for (int j = 0; j < m_numAttribs; j++) { if (i == j) { m_correlation[i][j] = 1.0; } else { for (int k = 0; k < m_numInstances; k++) { att1[k] = m_trainInstances.instance(k).value(i); att2[k] = m_trainInstances.instance(k).value(j); } corr = Utils.correlation(att1,att2,m_numInstances); m_correlation[i][j] = corr; m_correlation[i][j] = corr; } } } } /** * Return a summary of the analysis * @return a summary of the analysis. */ private String principalComponentsSummary() { StringBuffer result = new StringBuffer(); double cumulative = 0.0; Instances output = null; int numVectors=0; try { output = setOutputFormat(); numVectors = (output.classIndex() < 0) ? output.numAttributes() : output.numAttributes()-1; } catch (Exception ex) { } //tomorrow result.append("Correlation matrix\n"+matrixToString(m_correlation) +"\n\n"); result.append("eigenvalue\tproportion\tcumulative\n"); for (int i = m_numAttribs - 1; i > (m_numAttribs - numVectors - 1); i--) { cumulative+=m_eigenvalues[m_sortedEigens[i]]; result.append(Utils.doubleToString(m_eigenvalues[m_sortedEigens[i]],9,5) +"\t"+Utils. doubleToString((m_eigenvalues[m_sortedEigens[i]] / m_sumOfEigenValues), 9,5) +"\t"+Utils.doubleToString((cumulative / m_sumOfEigenValues),9,5) +"\t"+output.attribute(m_numAttribs - i - 1).name()+"\n"); } result.append("\nEigenvectors\n"); for (int j = 1;j <= numVectors;j++) { result.append(" V"+j+'\t'); } result.append("\n"); for (int j = 0; j < m_numAttribs; j++) { for (int i = m_numAttribs - 1; i > (m_numAttribs - numVectors - 1); i--) { result.append(Utils. doubleToString(m_eigenvectors[j][m_sortedEigens[i]],7,4) +"\t"); } result.append(m_trainInstances.attribute(j).name()+'\n'); } if (m_transBackToOriginal) { result.append("\nPC space transformed back to original space.\n" +"(Note: can't evaluate attributes in the original " +"space)\n"); } return result.toString(); } /** * Returns a description of this attribute transformer * @return a String describing this attribute transformer */ public String toString() { if (m_eigenvalues == null) { return "Principal components hasn't been built yet!"; } else { return "\tPrincipal Components Attribute Transformer\n\n" +principalComponentsSummary(); } } /** * Return a matrix as a String * @param matrix that is decribed as a string * @return a String describing a matrix */ private String matrixToString(double [][] matrix) { StringBuffer result = new StringBuffer(); int last = matrix.length - 1; for (int i = 0; i <= last; i++) { for (int j = 0; j <= last; j++) { result.append(Utils.doubleToString(matrix[i][j],6,2)+" "); if (j == last) { result.append('\n'); } } } return result.toString(); } /** * Convert a pc transformed instance back to the original space */ private Instance convertInstanceToOriginal(Instance inst) throws Exception { double[] newVals = null; if (m_hasClass) { newVals = new double[m_numAttribs+1]; } else { newVals = new double[m_numAttribs]; } if (m_hasClass) { // class is always appended as the last attribute newVals[m_numAttribs] = inst.value(inst.numAttributes() - 1); } for (int i = 0; i < m_eTranspose[0].length; i++) { double tempval = 0.0; for (int j = 1; j < m_eTranspose.length; j++) { tempval += (m_eTranspose[j][i] * inst.value(j - 1)); } newVals[i] = tempval; } if (inst instanceof SparseInstance) { return new SparseInstance(inst.weight(), newVals); } else { return new Instance(inst.weight(), newVals); } } /** * Transform an instance in original (unormalized) format. Convert back * to the original space if requested. * @param instance an instance in the original (unormalized) format * @return a transformed instance * @exception Exception if instance cant be transformed */ public Instance convertInstance(Instance instance) throws Exception { if (m_eigenvalues == null) { throw new Exception("convertInstance: Principal components not " +"built yet"); } double[] newVals = new double[m_outputNumAtts]; Instance tempInst = (Instance)instance.copy(); if (!instance.equalHeaders(m_trainCopy.instance(0))) { throw new Exception("Can't convert instance: header's don't match: " +"PrincipalComponents"); } m_replaceMissingFilter.input(tempInst); m_replaceMissingFilter.batchFinished(); tempInst = m_replaceMissingFilter.output(); if (m_normalize) { m_normalizeFilter.input(tempInst); m_normalizeFilter.batchFinished(); tempInst = m_normalizeFilter.output(); } m_nominalToBinFilter.input(tempInst); m_nominalToBinFilter.batchFinished(); tempInst = m_nominalToBinFilter.output(); if (m_attributeFilter != null) { m_attributeFilter.input(tempInst); m_attributeFilter.batchFinished(); tempInst = m_attributeFilter.output(); } if (m_hasClass) { newVals[m_outputNumAtts - 1] = instance.value(instance.classIndex()); } double cumulative = 0; for (int i = m_numAttribs - 1; i >= 0; i--) { double tempval = 0.0; for (int j = 0; j < m_numAttribs; j++) { tempval += (m_eigenvectors[j][m_sortedEigens[i]] * tempInst.value(j)); } newVals[m_numAttribs - i - 1] = tempval; cumulative+=m_eigenvalues[m_sortedEigens[i]]; if ((cumulative / m_sumOfEigenValues) >= m_coverVariance) { break; } } if (!m_transBackToOriginal) { if (instance instanceof SparseInstance) { return new SparseInstance(instance.weight(), newVals); } else { return new Instance(instance.weight(), newVals); } } else { if (instance instanceof SparseInstance) { return convertInstanceToOriginal(new SparseInstance(instance.weight(), newVals)); } else { return convertInstanceToOriginal(new Instance(instance.weight(), newVals)); } } } /** * Set up the header for the PC->original space dataset */ private Instances setOutputFormatOriginal() throws Exception { FastVector attributes = new FastVector(); for (int i = 0; i < m_numAttribs; i++) { String att = m_trainInstances.attribute(i).name(); attributes.addElement(new Attribute(att)); } if (m_hasClass) { attributes.addElement(m_trainCopy.classAttribute().copy()); } Instances outputFormat = new Instances(m_trainCopy.relationName()+"->PC->original space", attributes, 0); // set the class to be the last attribute if necessary if (m_hasClass) { outputFormat.setClassIndex(outputFormat.numAttributes()-1); } return outputFormat; } /** * Set the format for the transformed data * @return a set of empty Instances (header only) in the new format * @exception Exception if the output format can't be set */ private Instances setOutputFormat() throws Exception { if (m_eigenvalues == null) { return null; } double cumulative = 0.0; FastVector attributes = new FastVector(); for (int i = m_numAttribs - 1; i >= 0; i--) { StringBuffer attName = new StringBuffer(); for (int j = 0; j < m_numAttribs; j++) { attName.append(Utils. doubleToString(m_eigenvectors[j][m_sortedEigens[i]], 5,3) +m_trainInstances.attribute(j).name()); if (j != m_numAttribs - 1) { if (m_eigenvectors[j+1][m_sortedEigens[i]] >= 0) { attName.append("+"); } } } attributes.addElement(new Attribute(attName.toString())); cumulative+=m_eigenvalues[m_sortedEigens[i]]; if ((cumulative / m_sumOfEigenValues) >= m_coverVariance) { break; } } if (m_hasClass) { attributes.addElement(m_trainCopy.classAttribute().copy()); } Instances outputFormat = new Instances(m_trainInstances.relationName()+"_principal components", attributes, 0); // set the class to be the last attribute if necessary if (m_hasClass) { outputFormat.setClassIndex(outputFormat.numAttributes()-1); } m_outputNumAtts = outputFormat.numAttributes(); return outputFormat; } /** * Main method for testing this class * @param argv should contain the command line arguments to the * evaluator/transformer (see AttributeSelection) */ public static void main(String [] argv) { try { System.out.println(AttributeSelection. SelectAttributes(new PrincipalComponents(), argv)); } catch (Exception e) { e.printStackTrace(); System.out.println(e.getMessage()); } } }
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