SHOGUN
4.1.0
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Template class CFeatureSelection, base class for all feature selection preprocessors which select a subset of features (dimensions in the feature matrix) to achieve a specified number of dimensions, m_target_dim from a given set of features. This class showcases all feature selection algorithms via a generic interface. Supported algorithms are specified by the enum EFeatureSelectionAlgorithm which can be set via set_algorithm() call. Supported wrapper algorithms are.
Since all these algorithm cannot be applied for all the feature selection approaches, the method set_algorithm() is kept abstract which is defined in the subclasses as appropriate.
The apply() method acts as a wrapper which decides which above methods to call based on the algorithm specified by m_algorithm. This method makes a deep copy of the original feature object using CSGObject::clone and then performs feature selection on it. The actual memory requirement depends on how copying a dimension subset is handled in CFeatures::copy_dimension_subset implementation.
For computing the measures that are used to rank the features for feature selection task, it relies on an abstract method compute_measures() which is defined in the subclasses.
Due to the difference in the measure, the removal policy for features can be different which is specified by the EFeatureRemovalPolicy enum and can be set by set_policy() call. The supported policies are
Note that not all policies can be adapted for a specific feature seleciton approaches. In general, in classes where feature selection is performed by removing the features which correspond to lowest measure, the policies shogun::N_SMALLEST and shogun::PERCENTILE_SMALLEST are appropriate. When features corresponding to highest measures are removed (e.g. training error in a cross-validation scenario), shogun::N_LARGEST and shogun::PERCENTILE_LARGEST are applicable. Therefore, set_policy() is kept abstract and subclasses define this to allow specific policies to be set.
Removal of features in each iteration is handled by an abstract method remove_feats() that removes a set of features at once based on the ranks of the features on the measure. Internally this method also updates a subset stack to keep track of the selected features. After calling apply(), the indices of the original features that are selected can be obtained by calling get_selected_feats() method. Please note that the selected features are always kept in the original order.
Some of the methods are for internal purpose and are not exposed to the public API. For example,
在文件 FeatureSelection.h 第 139 行定义.
Public 属性 | |
SGIO * | io |
Parallel * | parallel |
Version * | version |
Parameter * | m_parameters |
Parameter * | m_model_selection_parameters |
Parameter * | m_gradient_parameters |
ParameterMap * | m_parameter_map |
uint32_t | m_hash |
Protected 成员函数 | |
virtual CFeatures * | apply_backward_elimination (CFeatures *features) |
virtual void | precompute () |
virtual void | adapt_params (CFeatures *features) |
index_t | get_num_features (CFeatures *features) const |
virtual TParameter * | migrate (DynArray< TParameter * > *param_base, const SGParamInfo *target) |
virtual void | one_to_one_migration_prepare (DynArray< TParameter * > *param_base, const SGParamInfo *target, TParameter *&replacement, TParameter *&to_migrate, char *old_name=NULL) |
virtual void | load_serializable_pre () throw (ShogunException) |
virtual void | load_serializable_post () throw (ShogunException) |
virtual void | save_serializable_pre () throw (ShogunException) |
virtual void | save_serializable_post () throw (ShogunException) |
Protected 属性 | |
index_t | m_target_dim |
EFeatureSelectionAlgorithm | m_algorithm |
EFeatureRemovalPolicy | m_policy |
index_t | m_num_remove |
CLabels * | m_labels |
CSubsetStack * | m_subset |
Default constructor
在文件 FeatureSelection.cpp 第 43 行定义.
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Destructor
在文件 FeatureSelection.cpp 第 73 行定义.
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Tunes the parameters which are required to compute the measure based on current features. Overridden in the subclasses. Here it does nothing.
features | the features based on which parameters are needed to be tuned for computing measures |
在文件 FeatureSelection.cpp 第 219 行定义.
Generic interface for applying the feature selection preprocessor. Acts as a wrapper which decides which actual method to call based on the algorithm specified.
features | the input features |
实现了 CPreprocessor.
在文件 FeatureSelection.cpp 第 173 行定义.
Applies backward elimination algorithm for performing feature selection. After performing necessary precomputing (defined by subclasses), it iteratively eliminates a number of features based on a measure until target dimension is reached.
features | the input features |
在文件 FeatureSelection.cpp 第 87 行定义.
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Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.
dict | dictionary of parameters to be built. |
在文件 SGObject.cpp 第 1244 行定义.
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Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.
在文件 SGObject.cpp 第 1361 行定义.
Abstract method that is defined in the subclasses to compute the measures for the provided features based on which feature selection is performed.
features | the features on which the measure has to be computed |
idx | the index that decides which features should we compute the measure on |
在 CDependenceMaximization 内被实现.
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A deep copy. All the instance variables will also be copied.
在文件 SGObject.cpp 第 200 行定义.
Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!
May be overwritten but please do with care! Should not be necessary in most cases.
other | object to compare with |
accuracy | accuracy to use for comparison (optional) |
tolerant | allows linient check on float equality (within accuracy) |
在文件 SGObject.cpp 第 1265 行定义.
EFeatureSelectionAlgorithm get_algorithm | ( | ) | const |
在文件 FeatureSelection.cpp 第 283 行定义.
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实现了 CPreprocessor.
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CLabels * get_labels | ( | ) | const |
在文件 FeatureSelection.cpp 第 315 行定义.
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在文件 SGObject.cpp 第 1136 行定义.
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Returns description of a given parameter string, if it exists. SG_ERROR otherwise
param_name | name of the parameter |
在文件 SGObject.cpp 第 1160 行定义.
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Returns index of model selection parameter with provided index
param_name | name of model selection parameter |
在文件 SGObject.cpp 第 1173 行定义.
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实现了 CSGObject.
被 CDependenceMaximization, CBAHSIC , 以及 CKernelDependenceMaximization 重载.
在文件 FeatureSelection.h 第 254 行定义.
Returns the number of features of the provided feature object. Since the number of features doesn't make sense for all types of features, this helper method checks whether obtaining a num_features is possible and then calls get_num_features() on those features after proper type-cast
features | the feature object |
在文件 FeatureSelection.cpp 第 241 行定义.
index_t get_num_remove | ( | ) | const |
在文件 FeatureSelection.cpp 第 301 行定义.
EFeatureRemovalPolicy get_policy | ( | ) | const |
在文件 FeatureSelection.cpp 第 289 行定义.
在文件 FeatureSelection.cpp 第 224 行定义.
index_t get_target_dim | ( | ) | const |
在文件 FeatureSelection.cpp 第 277 行定义.
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initialize preprocessor with features
在 CPCA, CDependenceMaximization, CRandomFourierGaussPreproc, CHomogeneousKernelMap, CDimensionReductionPreprocessor, CDecompressString< ST >, CKernelPCA, CPNorm, CLogPlusOne, CNormOne, CRescaleFeatures, CPruneVarSubMean, CSumOne, CSortWordString , 以及 CSortUlongString 内被实现.
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If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.
generic | set to the type of the generic if returning TRUE |
在文件 SGObject.cpp 第 298 行定义.
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maps all parameters of this instance to the provided file version and loads all parameter data from the file into an array, which is sorted (basically calls load_file_parameter(...) for all parameters and puts all results into a sorted array)
file_version | parameter version of the file |
current_version | version from which mapping begins (you want to use Version::get_version_parameter() for this in most cases) |
file | file to load from |
prefix | prefix for members |
在文件 SGObject.cpp 第 705 行定义.
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loads some specified parameters from a file with a specified version The provided parameter info has a version which is recursively mapped until the file parameter version is reached. Note that there may be possibly multiple parameters in the mapping, therefore, a set of TParameter instances is returned
param_info | information of parameter |
file_version | parameter version of the file, must be <= provided parameter version |
file | file to load from |
prefix | prefix for members |
在文件 SGObject.cpp 第 546 行定义.
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Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!
file | where to load from |
prefix | prefix for members |
param_version | (optional) a parameter version different to (this is mainly for testing, better do not use) |
在文件 SGObject.cpp 第 375 行定义.
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Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.
ShogunException | will be thrown if an error occurs. |
被 CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel , 以及 CExponentialKernel 重载.
在文件 SGObject.cpp 第 1063 行定义.
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Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.
ShogunException | will be thrown if an error occurs. |
被 CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.
在文件 SGObject.cpp 第 1058 行定义.
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Takes a set of TParameter instances (base) with a certain version and a set of target parameter infos and recursively maps the base level wise to the current version using CSGObject::migrate(...). The base is replaced. After this call, the base version containing parameters should be of same version/type as the initial target parameter infos. Note for this to work, the migrate methods and all the internal parameter mappings have to match
param_base | set of TParameter instances that are mapped to the provided target parameter infos |
base_version | version of the parameter base |
target_param_infos | set of SGParamInfo instances that specify the target parameter base |
在文件 SGObject.cpp 第 743 行定义.
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creates a new TParameter instance, which contains migrated data from the version that is provided. The provided parameter data base is used for migration, this base is a collection of all parameter data of the previous version. Migration is done FROM the data in param_base TO the provided param info Migration is always one version step. Method has to be implemented in subclasses, if no match is found, base method has to be called.
If there is an element in the param_base which equals the target, a copy of the element is returned. This represents the case when nothing has changed and therefore, the migrate method is not overloaded in a subclass
param_base | set of TParameter instances to use for migration |
target | parameter info for the resulting TParameter |
在文件 SGObject.cpp 第 950 行定义.
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This method prepares everything for a one-to-one parameter migration. One to one here means that only ONE element of the parameter base is needed for the migration (the one with the same name as the target). Data is allocated for the target (in the type as provided in the target SGParamInfo), and a corresponding new TParameter instance is written to replacement. The to_migrate pointer points to the single needed TParameter instance needed for migration. If a name change happened, the old name may be specified by old_name. In addition, the m_delete_data flag of to_migrate is set to true. So if you want to migrate data, the only thing to do after this call is converting the data in the m_parameter fields. If unsure how to use - have a look into an example for this. (base_migration_type_conversion.cpp for example)
param_base | set of TParameter instances to use for migration |
target | parameter info for the resulting TParameter |
replacement | (used as output) here the TParameter instance which is returned by migration is created into |
to_migrate | the only source that is used for migration |
old_name | with this parameter, a name change may be specified |
在文件 SGObject.cpp 第 890 行定义.
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在文件 SGObject.cpp 第 264 行定义.
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Performs the tasks which can be computed beforehand before the actual algorithm begins. This method is overridden in the subclasses. Here it does nothing.
被 CKernelDependenceMaximization 重载.
在文件 FeatureSelection.cpp 第 214 行定义.
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prints all parameter registered for model selection and their type
在文件 SGObject.cpp 第 1112 行定义.
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Abstract method which is defined in the subclasses to handle the removal of features based on removal policy (see class documentation). This also updates the subset internally for selected features.
features | the features object from which specific features has to be removed |
argsorted | the argsorted features based on their measures, entry at 0 being the index of the feature corresponding to the smallest measure. |
在 CDependenceMaximization 内被实现.
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Save this object to file.
file | where to save the object; will be closed during returning if PREFIX is an empty string. |
prefix | prefix for members |
param_version | (optional) a parameter version different to (this is mainly for testing, better do not use) |
在文件 SGObject.cpp 第 316 行定义.
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protectedvirtualinherited |
Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.
ShogunException | will be thrown if an error occurs. |
被 CKernel 重载.
在文件 SGObject.cpp 第 1073 行定义.
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protectedvirtualinherited |
Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.
ShogunException | will be thrown if an error occurs. |
被 CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool > , 以及 CDynamicObjectArray 重载.
在文件 SGObject.cpp 第 1068 行定义.
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Abstract method which is overridden in the subclasses to set accepted feature selection algorithm
algorithm | the feature selection algorithm to use |
在 CDependenceMaximization, CKernelDependenceMaximization , 以及 CBAHSIC 内被实现.
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在文件 SGObject.cpp 第 42 行定义.
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在文件 SGObject.cpp 第 47 行定义.
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在文件 SGObject.cpp 第 52 行定义.
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在文件 SGObject.cpp 第 57 行定义.
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在文件 SGObject.cpp 第 62 行定义.
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在文件 SGObject.cpp 第 67 行定义.
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在文件 SGObject.cpp 第 72 行定义.
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在文件 SGObject.cpp 第 77 行定义.
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在文件 SGObject.cpp 第 82 行定义.
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在文件 SGObject.cpp 第 87 行定义.
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在文件 SGObject.cpp 第 92 行定义.
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在文件 SGObject.cpp 第 97 行定义.
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在文件 SGObject.cpp 第 102 行定义.
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在文件 SGObject.cpp 第 107 行定义.
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在文件 SGObject.cpp 第 112 行定义.
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set generic type to T
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Setter for labels. This method may be overridden in subclasses if necessary to set some additional parameters associated with it. For example, in CDependenceMaximization, we need a feature instance of the labels which is used in the estimator. So this method is overridden there to internally convert the labels to a dense feature object in this set call only
labels | the labels |
被 CDependenceMaximization 重载.
在文件 FeatureSelection.cpp 第 307 行定义.
void set_num_remove | ( | index_t | num_remove | ) |
Use this method to set the number or percentile of features to be removed in each iteration.
num_remove | number or percentage of features to be removed in each iteration |
在文件 FeatureSelection.cpp 第 295 行定义.
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Abstract method which is overridden in the subclasses to set accepted feature removal policies based on the measure they use
policy | the feature removal policy |
在 CDependenceMaximization 内被实现.
void set_target_dim | ( | index_t | target_dim | ) |
target_dim | the target dimension to achieve |
在文件 FeatureSelection.cpp 第 271 行定义.
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A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.
被 CGaussianKernel 重载.
在文件 SGObject.cpp 第 194 行定义.
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unset generic type
this has to be called in classes specializing a template class
在文件 SGObject.cpp 第 305 行定义.
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Updates the hash of current parameter combination
在文件 SGObject.cpp 第 250 行定义.
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io
在文件 SGObject.h 第 496 行定义.
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Wrapper algorithm for feature selection
在文件 FeatureSelection.h 第 302 行定义.
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parameters wrt which we can compute gradients
在文件 SGObject.h 第 511 行定义.
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Hash of parameter values
在文件 SGObject.h 第 517 行定义.
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The labels for the feature vectors
在文件 FeatureSelection.h 第 316 行定义.
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model selection parameters
在文件 SGObject.h 第 508 行定义.
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Number or percentage of features to be removed. When the policy is set as shogun::N_SMALLEST or shogun::N_LARGEST, this number decides how many features in an iteration. For shogun::PERCENTILE_SMALLEST or shogun::PERCENTILE_LARGEST, this decides the percentage of current number of features to be removed in each iteration
在文件 FeatureSelection.h 第 313 行定义.
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map for different parameter versions
在文件 SGObject.h 第 514 行定义.
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parameters
在文件 SGObject.h 第 505 行定义.
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Feature removal policy
在文件 FeatureSelection.h 第 305 行定义.
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The indices of features that are selected
在文件 FeatureSelection.h 第 319 行定义.
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Target dimension
在文件 FeatureSelection.h 第 299 行定义.
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parallel
在文件 SGObject.h 第 499 行定义.
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version
在文件 SGObject.h 第 502 行定义.