@Override
public double predict(Example example) throws OperatorException {
int i = 0;
double distance = intercept;
// using kernel for distance calculation
double[] values = new double[example.getAttributes().size()];
for (Attribute currentAttribute : example.getAttributes()) {
values[i] = example.getValue(currentAttribute);
i++;
}
distance += kernel.calculateDistance(values, coefficients);
if (getLabel().isNominal()) {
int positiveMapping = getLabel().getMapping().mapString(classPositive);
int negativeMapping = getLabel().getMapping().mapString(classNegative);
boolean isApplying = example.getAttributes().getPredictedLabel() != null;
if (isApplying) {
example.setConfidence(classPositive, 1.0d / (1.0d + java.lang.Math.exp(-distance)));
example.setConfidence(classNegative, 1.0d / (1.0d + java.lang.Math.exp(distance)));
}
if (distance < 0) {
return negativeMapping;
} else {
return positiveMapping;
}
} else {
return distance;
}
}
public void apply(Example example) {
if (applicable(example)) {
double weight = 1.0d;
if (example.getAttributes().getWeight() != null) {
weight = example.getWeight();
}
coveredWeight += weight;
if (example.getLabel()
== example.getAttributes().getLabel().getMapping().getPositiveIndex()) {
positiveWeight += weight;
}
}
}
@Override
public PerformanceVector evaluateIndividual(Individual individual) {
double[] beta = individual.getValues();
double fitness = 0.0d;
for (Example example : exampleSet) {
double eta = 0.0d;
int i = 0;
for (Attribute attribute : example.getAttributes()) {
double value = example.getValue(attribute);
eta += beta[i] * value;
i++;
}
if (addIntercept) {
eta += beta[beta.length - 1];
}
double pi = Math.exp(eta) / (1 + Math.exp(eta));
double classValue = example.getValue(label);
double currentFitness = classValue * Math.log(pi) + (1 - classValue) * Math.log(1 - pi);
double weightValue = 1.0d;
if (weight != null) weightValue = example.getValue(weight);
fitness += weightValue * currentFitness;
}
PerformanceVector performanceVector = new PerformanceVector();
performanceVector.addCriterion(
new EstimatedPerformance("log_reg_fitness", fitness, exampleSet.size(), false));
return performanceVector;
}
public double[] vectorSubtraction(Example x, double[] y) {
if (x.getAttributes().size() != y.length) {
throw new RuntimeException(
"Cannot substract vectors: incompatible numbers of attributes ("
+ x.getAttributes().size()
+ " != "
+ y.length
+ ")!");
}
double[] result = new double[x.getAttributes().size()];
int i = 0;
for (Attribute att : x.getAttributes()) {
result[i] = x.getValue(att) - y[i];
i++;
}
return result;
}
/** Returns true if the label was not defined. */
@Override
public boolean conditionOk(Example example) {
if (Double.isNaN(example.getValue(example.getAttributes().getLabel()))) {
return true;
} else {
return false;
}
}
public Model learn(ExampleSet exampleSet) throws OperatorException {
double value = 0.0;
double[] confidences = null;
int method = getParameterAsInt(PARAMETER_METHOD);
Attribute label = exampleSet.getAttributes().getLabel();
if ((label.isNominal()) && ((method == MEDIAN) || (method == AVERAGE))) {
logWarning(
"Cannot use method '" + METHODS[method] + "' for nominal labels: changing to 'mode'!");
method = MODE;
} else if ((!label.isNominal()) && (method == MODE)) {
logWarning(
"Cannot use method '"
+ METHODS[method]
+ "' for numerical labels: changing to 'average'!");
method = AVERAGE;
}
switch (method) {
case MEDIAN:
double[] labels = new double[exampleSet.size()];
Iterator<Example> r = exampleSet.iterator();
int counter = 0;
while (r.hasNext()) {
Example example = r.next();
labels[counter++] = example.getValue(example.getAttributes().getLabel());
}
java.util.Arrays.sort(labels);
value = labels[exampleSet.size() / 2];
break;
case AVERAGE:
exampleSet.recalculateAttributeStatistics(label);
value = exampleSet.getStatistics(label, Statistics.AVERAGE);
break;
case MODE:
exampleSet.recalculateAttributeStatistics(label);
value = exampleSet.getStatistics(label, Statistics.MODE);
confidences = new double[label.getMapping().size()];
for (int i = 0; i < confidences.length; i++) {
confidences[i] =
exampleSet.getStatistics(label, Statistics.COUNT, label.getMapping().mapIndex(i))
/ exampleSet.size();
}
break;
case CONSTANT:
value = getParameterAsDouble(PARAMETER_CONSTANT);
break;
case ATTRIBUTE:
return new AttributeDefaultModel(
exampleSet, getParameterAsString(PARAMETER_ATTRIBUTE_NAME));
default:
// cannot happen
throw new OperatorException("DefaultLearner: Unknown default method '" + method + "'!");
}
log(
"Default value is '"
+ (label.isNominal() ? label.getMapping().mapIndex((int) value) : value + "")
+ "'.");
return new DefaultModel(exampleSet, value, confidences);
}
private double[] getExampleValues(Example example) {
Attributes attributes = example.getAttributes();
double[] attributeValues = new double[attributes.size()];
int i = 0;
for (Attribute attribute : attributes) {
attributeValues[i] = example.getValue(attribute);
i++;
}
return attributeValues;
}
private double[] estimateVariance() {
double[] beta = getBestValuesEver();
Matrix hessian = new Matrix(beta.length, beta.length);
for (Example example : exampleSet) {
double[] values = new double[beta.length];
double eta = 0.0d;
int j = 0;
for (Attribute attribute : example.getAttributes()) {
double value = example.getValue(attribute);
values[j] = value;
eta += beta[j] * value;
j++;
}
if (addIntercept) {
values[beta.length - 1] = 1.0d;
eta += beta[beta.length - 1];
}
double pi = Math.exp(eta) / (1 + Math.exp(eta));
double weightValue = 1.0d;
if (weight != null) weightValue = example.getValue(weight);
for (int x = 0; x < beta.length; x++) {
for (int y = 0; y < beta.length; y++) {
// sum is second derivative of log likelihood function
double h = hessian.get(x, y) - values[x] * values[y] * weightValue * pi * (1 - pi);
hessian.set(x, y, h);
}
}
}
double[] variance = new double[beta.length];
Matrix varianceCovarianceMatrix = null;
try {
// asymptotic variance-covariance matrix is inverse of hessian matrix
varianceCovarianceMatrix = hessian.inverse();
} catch (Exception e) {
logging.logWarning("could not determine variance-covariance matrix, hessian is singular");
for (int j = 0; j < beta.length; j++) {
variance[j] = Double.NaN;
}
return variance;
}
for (int j = 0; j < beta.length; j++) {
// get diagonal elements
variance[j] = Math.abs(varianceCovarianceMatrix.get(j, j));
}
return variance;
}
@Override
protected void createMatrices() {
List<Attribute> attributes = new ArrayList<Attribute>(exampleSet.getAttributes().size());
for (Attribute attribute : exampleSet.getAttributes()) {
attributes.add((Attribute) attribute.clone());
}
MemoryExampleTable table = new MemoryExampleTable(attributes);
for (int x = 0; x < dimensions[0]; x++) {
for (int y = 0; y < dimensions[1]; y++) {
DataRow row = new DoubleArrayDataRow(net.getNodeWeights(new int[] {x, y}));
table.addDataRow(row);
}
}
ExampleSet set = table.createExampleSet();
this.classificationMatrix = new double[dimensions[0]][dimensions[1]];
try {
set = model.apply(set);
Iterator<Example> exampleIterator = set.iterator();
for (int x = 0; x < dimensions[0]; x++) {
for (int y = 0; y < dimensions[1]; y++) {
Example example = exampleIterator.next();
classificationMatrix[x][y] =
example.getValue(example.getAttributes().getPredictedLabel());
}
}
} catch (OperatorException e) {
// LogService.getGlobal().log("Cannot use Model for prediction of node label: " +
// e.getMessage(), LogService.WARNING);
LogService.getRoot()
.log(
Level.WARNING,
"com.rapidminer.operator.visualization.SOMModelPlotter.using_model_for_prediction_error"
+ e.getMessage());
}
super.createMatrices();
}
public boolean test(Example example) {
return example.getValue(example.getAttributes().get(getAttributeName())) <= value;
}
private boolean containsNAN(Example e) {
for (Attribute attribute : e.getAttributes()) {
if (Double.isNaN(e.getValue(attribute))) return true;
}
return false;
}
public PerformanceVector getPerformance() {
double[] beta = getBestValuesEver();
double numberOfSlopes = addIntercept ? beta.length - 1 : beta.length;
double logLikelihood = getBestFitnessEver();
double restrictedLogLikelihood = 0.0d;
double minusTwoLogLikelihood = 0.0d;
double modelChiSquared = 0.0d;
double goodnessOfFit = 0.0d;
double coxSnellRSquared = 0.0d;
double nagelkerkeRSquared = 0.0d;
double mcfaddenRSquared = 0.0d;
double AIC = 0.0d;
double BIC = 0.0d;
double weightSum = 0.0d;
double positiveSum = 0.0d;
for (Example example : exampleSet) {
double eta = 0.0d;
int i = 0;
for (Attribute attribute : example.getAttributes()) {
double value = example.getValue(attribute);
eta += beta[i] * value;
i++;
}
if (addIntercept) {
eta += beta[beta.length - 1];
}
double pi = Math.exp(eta) / (1 + Math.exp(eta));
double classValue = example.getValue(label);
double currentFit = (classValue - pi) * (classValue - pi) / (pi * (1 - pi));
double weightValue = 1.0d;
if (weight != null) weightValue = example.getValue(weight);
weightSum += weightValue;
positiveSum += weightValue * classValue;
goodnessOfFit += weightValue * currentFit;
}
double pi0 = positiveSum / weightSum;
if (addIntercept) {
restrictedLogLikelihood = weightSum * (pi0 * Math.log(pi0) + (1 - pi0) * Math.log(1 - pi0));
} else {
restrictedLogLikelihood = weightSum * Math.log(0.5);
}
minusTwoLogLikelihood = -2 * logLikelihood;
modelChiSquared = 2 * (logLikelihood - restrictedLogLikelihood);
coxSnellRSquared =
1 - Math.pow(Math.exp(restrictedLogLikelihood) / Math.exp(logLikelihood), 2 / weightSum);
nagelkerkeRSquared =
coxSnellRSquared / (1 - Math.pow(Math.exp(restrictedLogLikelihood), 2 / weightSum));
mcfaddenRSquared = 1 - logLikelihood / restrictedLogLikelihood;
AIC = -2 * logLikelihood + 2 * (numberOfSlopes + 1);
BIC = -2 * logLikelihood + Math.log(weightSum) * (numberOfSlopes + 1);
PerformanceVector estimatedPerformance = new PerformanceVector();
estimatedPerformance.addCriterion(
new EstimatedPerformance("log_likelihood", logLikelihood, exampleSet.size(), false));
estimatedPerformance.addCriterion(
new EstimatedPerformance(
"restricted_log_likelihood", restrictedLogLikelihood, exampleSet.size(), false));
estimatedPerformance.addCriterion(
new EstimatedPerformance(
"-2_log_likelihood", minusTwoLogLikelihood, exampleSet.size(), true));
estimatedPerformance.addCriterion(
new EstimatedPerformance("model_chi_squared", modelChiSquared, exampleSet.size(), false));
estimatedPerformance.addCriterion(
new EstimatedPerformance("goodness_of_fit", goodnessOfFit, exampleSet.size(), false));
estimatedPerformance.addCriterion(
new EstimatedPerformance(
"cox_snell_r_squared", coxSnellRSquared, exampleSet.size(), false));
estimatedPerformance.addCriterion(
new EstimatedPerformance(
"nagelkerke_r_squared", nagelkerkeRSquared, exampleSet.size(), false));
estimatedPerformance.addCriterion(
new EstimatedPerformance("mcfadden_r_squared", mcfaddenRSquared, exampleSet.size(), false));
estimatedPerformance.addCriterion(
new EstimatedPerformance("AIC", AIC, exampleSet.size(), true));
estimatedPerformance.addCriterion(
new EstimatedPerformance("BIC", BIC, exampleSet.size(), true));
estimatedPerformance.setMainCriterionName("AIC");
return estimatedPerformance;
}