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/*
* File: VectorThresholdVarianceLearner.java
* Authors: Justin Basilico
* Company: Sandia National Laboratories
* Project: Cognitive Foundry
*
* Copyright November 30, 2007, Sandia Corporation. Under the terms of Contract
* DE-AC04-94AL85000, there is a non-exclusive license for use of this work by
* or on behalf of the U.S. Government. Export of this program may require a
* license from the United States Government. See CopyrightHistory.txt for
* complete details.
*
*/
package gov.sandia.cognition.learning.algorithm.tree;
import gov.sandia.cognition.learning.data.DatasetUtil;
import gov.sandia.cognition.learning.data.InputOutputPair;
import gov.sandia.cognition.learning.function.categorization.VectorElementThresholdCategorizer;
import gov.sandia.cognition.math.matrix.Vector;
import gov.sandia.cognition.math.matrix.Vectorizable;
import gov.sandia.cognition.statistics.distribution.UnivariateGaussian;
import gov.sandia.cognition.util.AbstractCloneableSerializable;
import gov.sandia.cognition.util.ArgumentChecker;
import gov.sandia.cognition.util.DefaultPair;
import gov.sandia.cognition.util.DefaultWeightedValue;
import java.util.ArrayList;
import java.util.Collection;
import java.util.Collections;
/**
* The {@code VectorThresholdVarianceLearner} computes the best threshold over
* a dataset of vectors using the reduction in variance to determine the
* optimal index and threshold. This is an implementation of what is used in
* the CART regression tree algorithm.
*
* @author Justin Basilico
* @since 2.0
*/
public class VectorThresholdVarianceLearner
extends AbstractCloneableSerializable
implements VectorThresholdLearner
{
// TODO: Eventually merge some of the duplicate code with AbstractVectorThresholdMaximumGainLearner.
// -- jbasilico (2015-04-02)
/** The default value for the minimum split size is {@value}. */
public static final int DEFAULT_MIN_SPLIT_SIZE = 1;
/** The threshold for allowing a split to be made, determined by how many
* instances fall in each left or right sides of the split. Both sides
* must have at least this number of instances. Must be positive. */
protected int minSplitSize;
/** The array of 0-based dimensions to consider in the input. Null means
* all dimensions are considered. */
protected int[] dimensionsToConsider;
/**
* Creates a new {@code VectorThresholdVarianceLearner}.
*/
public VectorThresholdVarianceLearner()
{
this(DEFAULT_MIN_SPLIT_SIZE, null);
}
/**
* Creates a new {@code VectorThresholdVarianceLearner}
*
* @param minSplitSize
* The minimum split size. Must be positive.
*/
public VectorThresholdVarianceLearner(
final int minSplitSize)
{
this(minSplitSize, null);
}
/**
* Creates a new {@code VectorThresholdVarianceLearner}.
*
* @param minSplitSize
* The minimum split size. Must be positive.
* @param dimensionsToConsider
* The array of vector dimensions to consider. Null means all of them
* are considered.
*/
public VectorThresholdVarianceLearner(
final int minSplitSize,
final int... dimensionsToConsider)
{
super();
this.setMinSplitSize(minSplitSize);
this.setDimensionsToConsider(dimensionsToConsider);
}
/**
* Learns a VectorElementThresholdCategorizer from the given data by
* picking the vector element and threshold that best maximizes information
* gain.
*
* @param data
* The data to learn from.
* @return
* The learned threshold categorizer, or none if there is no good
* categorizer.
*/
@Override
public VectorElementThresholdCategorizer learn(
final Collection> data)
{
// Each split needs to have at least the minimum on each side.
if (data == null || data.size() < 2 * this.minSplitSize)
{
// Nothing to learn.
return null;
}
// Compute the base variance.
final double baseVariance = DatasetUtil.computeOutputVariance(data);
// Figure out the dimensionality of the data.
final int dimensionality = DatasetUtil.getInputDimensionality(data);
// Go through all the dimensions to find the one with the best gain and
// the best threshold.
double bestGain = -1.0;
int bestIndex = -1;
double bestThreshold = 0.0;
final int dimensionsCount = this.dimensionsToConsider == null ?
dimensionality : this.dimensionsToConsider.length;
for (int i = 0; i < dimensionsCount; i++)
{
final int index = this.dimensionsToConsider == null ?
i : this.dimensionsToConsider[i];
// Compute the best gain-threshold pair for the given dimension of
// the data.
final DefaultPair gainThresholdPair =
this.computeBestGainThreshold(data, index, baseVariance);
if ( gainThresholdPair == null )
{
// There was no gain-threshold pair that created a threshold.
continue;
}
// Get the gain from the pair.
final double gain = gainThresholdPair.getFirst();
// Determine if this is the best gain seen.
if ( bestIndex == -1 || gain > bestGain )
{
// This is the best gain, so store the gain, threshold, and
// index.
final double threshold = gainThresholdPair.getSecond();
bestGain = gain;
bestIndex = index;
bestThreshold = threshold;
}
}
if ( bestIndex < 0 )
{
// There was no dimension that provided any information gain for
// the data, so no decision function can be made.
return null;
}
else
{
// Create the decision function for the best gain.
return new VectorElementThresholdCategorizer(
bestIndex, bestThreshold);
}
}
/**
* Computes the best information gain-threshold pair for the given
* dimension on the given data. It does this by sorting the data according
* to the dimension and then walking the sorted values to find the one that
* has the best threshold.
*
*
* @param data The data to use.
* @param dimension The dimension to compute the best threshold over.
* @param baseVariance The variance of the data.
* @return
* The pair containing the best information gain found along this
* dimension and the corresponding threshold.
*/
public DefaultPair computeBestGainThreshold(
final Collection
>
data,
final int dimension,
final double baseVariance)
{
// To compute the gain we will sort all of the values along the given
// dimension and then walk along the values to determine the best
// threshold.
// The first step is to create a list of (value, output) pairs. Note
// that the value is stored as the weight in the pair and the output
// is called the value. Unfortuate terminology but that is the easiest
// existing data structure to use.
final int totalCount = data.size();
// Need enough data for there to have the minimum split size on each
// side.
if (totalCount < 2 * this.minSplitSize)
{
return null;
}
final ArrayList> values =
new ArrayList<>(totalCount);
for (InputOutputPair example : data)
{
// Add this example to the list.
final Vector input = example.getInput().convertToVector();
final Double value = Double.valueOf(input.getElement(dimension));
final Double output = example.getOutput();
values.add(new DefaultWeightedValue<>(output, value));
}
// Sort the list in ascending order by value.
Collections.sort(values,
DefaultWeightedValue.WeightComparator.getInstance());
// Get the smallest and largest values. We've made sure that indxing is
// fine by checking above the minimum split size (which must be
// positive).
final double smallestValue = values.get(0).getWeight();
final double largestValue = values.get(totalCount - 1).getWeight();
// If all the values on this dimension are the same then there is
// nothing to split on.
if (smallestValue >= largestValue)
{
// All of the values are the same.
return null;
}
// In order to find the best split we are going to keep track of the
// distributions of each label on each side of the threshold. This means
// that we maintain two univariate gaussian distribution objects.
// To start with all of the examples are on the positive side of
// the split, so we initialize the base counts (all the data points)
// and the negative counts with nothing.
final UnivariateGaussian.SufficientStatistic positiveGaussian =
new UnivariateGaussian.SufficientStatistic();
final UnivariateGaussian.SufficientStatistic negativeGaussian =
new UnivariateGaussian.SufficientStatistic();
for (DefaultWeightedValue valueLabel : values)
{
final double label = valueLabel.getValue();
positiveGaussian.update(label);
}
// We are going to loop over all the values to compute the best gain
// and the best threshold.
double bestGain = 0.0;
double bestTieBreaker = 0.0;
double bestThreshold = 0.0;
// We need to keep track of the previous value for two reasons:
// 1) To determine if we've already tested the value, since we loop
// over a >= threshold.
// 2) So that the threshold can be computed to be half way between
// two values.
double previousValue = 0.0;
final int maxIndex = totalCount - this.minSplitSize;
boolean splitFound = false;
for (int i = 0; i <= maxIndex; i++)
{
final DefaultWeightedValue valueLabel = values.get(i);
final double value = valueLabel.getWeight();
final double label = valueLabel.getValue();
if (i < this.minSplitSize)
{
// We are going to loop over a threshold value that is >=
// to handle equivalent values properly. However, we also need
// to ignore the first minSplitSize values.
bestThreshold = value;
}
else if (value != previousValue)
{
// Evaluate this threshold.
// Compute the total positive and negative at this point.
final int numNegative = i;
final int numPositive = totalCount - i;
// Compute variance of the negatives.
final double varianceNegative =
negativeGaussian.getSampleVariance();
// Compute the mean and variance of the positives.
final double variancePositive =
positiveGaussian.getSampleVariance();
// Compute the proportion of positives and negatives.
final double proportionPositive = (double) numPositive / totalCount;
final double proportionNegative = (double) numNegative / totalCount;
// Compute the gain.
final double gain = baseVariance
- proportionPositive * variancePositive
- proportionNegative * varianceNegative;
if (gain >= bestGain)
{
// This is our tiebreaker criteria for the case where the
// gains are equal. It means that we prefer ties that are
// more balanced in how they split (50%/50% being optimal).
final double tieBreaker = 1.0
- Math.abs(proportionPositive - proportionNegative);
if (gain > bestGain || tieBreaker > bestTieBreaker)
{
// For the decision threshold we actually want to pick
// the point that is half way between the current value
// and the previous value. Hopefully this will be more
// robust than using just the value itself.
final double threshold =
(value + previousValue) / 2.0;
bestGain = gain;
bestTieBreaker = tieBreaker;
bestThreshold = threshold;
splitFound = true;
}
}
}
// else - This threshold was equal to the previous one. Since we
// use a >= cutting criteria,
// For the next loop we remove the label from the positive side
// and add it to the negative side of the threshold.
positiveGaussian.remove(label);
negativeGaussian.update(label);
// Store this value as the previous value.
previousValue = value;
}
// No proper threshold found.
if (!splitFound)
{
return null;
}
// Return the pair containing the best gain and best threshold found.
return new DefaultPair<>(bestGain, bestThreshold);
}
@Override
public int[] getDimensionsToConsider()
{
return this.dimensionsToConsider;
}
@Override
public void setDimensionsToConsider(
final int... dimensionsToConsider)
{
this.dimensionsToConsider = dimensionsToConsider;
}
/**
* Gets the minimum split size. This is the minimum number of examples
* that can fall on either side of the split for it to be valid. If there
* is not at least twice this number of examples in the input data, then
* no split is returned.
*
* @return
* The minimum split size. Must be positive.
*/
public int getMinSplitSize()
{
return this.minSplitSize;
}
/**
* Sets the minimum split size. This is the minimum number of examples
* that can fall on either side of the split for it to be valid. If there
* is not at least twice this number of examples in the input data, then
* no split is returned.
*
* @param minSplitSize
* The minimum split size. Must be positive.
*/
public void setMinSplitSize(
final int minSplitSize)
{
ArgumentChecker.assertIsPositive("minSplitSize", minSplitSize);
this.minSplitSize = minSplitSize;
}
}