@Override
public void doWork() throws OperatorException {
ExampleSet exampleSetOriginal = exampleSetInput.getData(ExampleSet.class);
ExampleSet exampleSet = (ExampleSet) exampleSetOriginal.clone();
int numberOfAttributes = exampleSet.getAttributes().size();
Attributes attributes = exampleSet.getAttributes();
int maxNumberOfAttributes =
Math.min(getParameterAsInt(PARAMETER_MAX_ATTRIBUTES), numberOfAttributes - 1);
int maxNumberOfFails = getParameterAsInt(PARAMETER_ALLOWED_CONSECUTIVE_FAILS);
int behavior = getParameterAsInt(PARAMETER_STOPPING_BEHAVIOR);
boolean useRelativeIncrease =
(behavior == WITH_DECREASE_EXCEEDS)
? getParameterAsBoolean(PARAMETER_USE_RELATIVE_DECREASE)
: false;
double maximalDecrease = 0;
if (useRelativeIncrease)
maximalDecrease =
useRelativeIncrease
? getParameterAsDouble(PARAMETER_MAX_RELATIVE_DECREASE)
: getParameterAsDouble(PARAMETER_MAX_ABSOLUT_DECREASE);
double alpha =
(behavior == WITH_DECREASE_SIGNIFICANT) ? getParameterAsDouble(PARAMETER_ALPHA) : 0d;
// remembering attributes and removing all from example set
Attribute[] attributeArray = new Attribute[numberOfAttributes];
int i = 0;
Iterator<Attribute> iterator = attributes.iterator();
while (iterator.hasNext()) {
Attribute attribute = iterator.next();
attributeArray[i] = attribute;
i++;
}
boolean[] selected = new boolean[numberOfAttributes];
Arrays.fill(selected, true);
boolean earlyAbort = false;
List<Integer> speculativeList = new ArrayList<Integer>(maxNumberOfFails);
int numberOfFails = maxNumberOfFails;
currentNumberOfFeatures = numberOfAttributes;
currentAttributes = attributes;
PerformanceVector lastPerformance = getPerformance(exampleSet);
PerformanceVector bestPerformanceEver = lastPerformance;
for (i = 0; i < maxNumberOfAttributes && !earlyAbort; i++) {
// setting values for logging
currentNumberOfFeatures = numberOfAttributes - i - 1;
// performing a round
int bestIndex = 0;
PerformanceVector currentBestPerformance = null;
for (int current = 0; current < numberOfAttributes; current++) {
if (selected[current]) {
// switching off
attributes.remove(attributeArray[current]);
currentAttributes = attributes;
// evaluate performance
PerformanceVector performance = getPerformance(exampleSet);
if (currentBestPerformance == null || performance.compareTo(currentBestPerformance) > 0) {
bestIndex = current;
currentBestPerformance = performance;
}
// switching on
attributes.addRegular(attributeArray[current]);
currentAttributes = null; // removing reference
}
}
double currentFitness = currentBestPerformance.getMainCriterion().getFitness();
if (i != 0) {
double lastFitness = lastPerformance.getMainCriterion().getFitness();
// switch stopping behavior
switch (behavior) {
case WITH_DECREASE:
if (lastFitness >= currentFitness) earlyAbort = true;
break;
case WITH_DECREASE_EXCEEDS:
if (useRelativeIncrease) {
// relative increase testing
if (currentFitness < lastFitness - Math.abs(lastFitness * maximalDecrease))
earlyAbort = true;
} else {
// absolute increase testing
if (currentFitness < lastFitness - maximalDecrease) earlyAbort = true;
}
break;
case WITH_DECREASE_SIGNIFICANT:
AnovaCalculator calculator = new AnovaCalculator();
calculator.setAlpha(alpha);
PerformanceCriterion pc = currentBestPerformance.getMainCriterion();
calculator.addGroup(pc.getAverageCount(), pc.getAverage(), pc.getVariance());
pc = lastPerformance.getMainCriterion();
calculator.addGroup(pc.getAverageCount(), pc.getAverage(), pc.getVariance());
SignificanceTestResult result;
try {
result = calculator.performSignificanceTest();
} catch (SignificanceCalculationException e) {
throw new UserError(this, 920, e.getMessage());
}
if (lastFitness > currentFitness && result.getProbability() < alpha) earlyAbort = true;
}
}
if (earlyAbort) {
// check if there are some free tries left
if (numberOfFails == 0) {
break;
}
numberOfFails--;
speculativeList.add(bestIndex);
earlyAbort = false;
// needs performance increase compared to better performance of current and last!
if (currentBestPerformance.compareTo(lastPerformance) > 0)
lastPerformance = currentBestPerformance;
} else {
// resetting maximal number of fails.
numberOfFails = maxNumberOfFails;
speculativeList.clear();
lastPerformance = currentBestPerformance;
bestPerformanceEver = currentBestPerformance;
}
// switching best index off
attributes.remove(attributeArray[bestIndex]);
selected[bestIndex] = false;
}
// add predictively removed attributes: speculative execution did not yield good result
for (Integer removeIndex : speculativeList) {
selected[removeIndex] = true;
attributes.addRegular(attributeArray[removeIndex]);
}
AttributeWeights weights = new AttributeWeights();
i = 0;
for (Attribute attribute : attributeArray) {
if (selected[i]) weights.setWeight(attribute.getName(), 1d);
else weights.setWeight(attribute.getName(), 0d);
i++;
}
exampleSetOutput.deliver(exampleSet);
performanceOutput.deliver(bestPerformanceEver);
weightsOutput.deliver(weights);
}
// start
@Override
public void doWork() throws OperatorException {
getParametersToOptimize();
if (numberOfCombinations <= 1) {
throw new UserError(this, 922);
}
int ifExceedsRegion = getParameterAsInt(PARAMETER_IF_EXCEEDS_REGION);
int ifExceedsRange = getParameterAsInt(PARAMETER_IF_EXCEEDS_RANGE);
// sort parameter values
String[] valuesToSort;
String s;
double val1;
double val2;
int ind1;
int ind2;
for (int index = 0; index < numberOfParameters; index++) {
valuesToSort = values[index];
// straight-insertion-sort of valuesToSort
for (ind1 = 0; ind1 < valuesToSort.length; ind1++) {
val1 = Double.parseDouble(valuesToSort[ind1]);
for (ind2 = ind1 + 1; ind2 < valuesToSort.length; ind2++) {
val2 = Double.parseDouble(valuesToSort[ind2]);
if (val1 > val2) {
s = valuesToSort[ind1];
valuesToSort[ind1] = valuesToSort[ind2];
valuesToSort[ind2] = s;
val1 = val2;
}
}
}
}
int[] bestIndex = new int[numberOfParameters];
ParameterSet[] allParameters = new ParameterSet[numberOfCombinations];
int paramIndex = 0;
// Test all parameter combinations
best = null;
// init operator progress (+ 1 for work after loop)
getProgress().setTotal(allParameters.length + 1);
while (true) {
getLogger().fine("Using parameter set");
// set all parameter values
for (int j = 0; j < operators.length; j++) {
operators[j].getParameters().setParameter(parameters[j], values[j][currentIndex[j]]);
getLogger().fine(operators[j] + "." + parameters[j] + " = " + values[j][currentIndex[j]]);
}
PerformanceVector performance = getPerformanceVector();
String[] currentValues = new String[parameters.length];
for (int j = 0; j < parameters.length; j++) {
currentValues[j] = values[j][currentIndex[j]];
}
allParameters[paramIndex] =
new ParameterSet(operators, parameters, currentValues, performance);
if (best == null || performance.compareTo(best.getPerformance()) > 0) {
best = allParameters[paramIndex];
// bestIndex = currentIndex;
for (int j = 0; j < numberOfParameters; j++) {
bestIndex[j] = currentIndex[j];
}
}
getProgress().step();
// next parameter values
int k = 0;
boolean ok = true;
while (!(++currentIndex[k] < values[k].length)) {
currentIndex[k] = 0;
k++;
if (k >= currentIndex.length) {
ok = false;
break;
}
}
if (!ok) {
break;
}
paramIndex++;
}
// start quadratic optimization
int nrParameters = 0;
for (int i = 0; i < numberOfParameters; i++) {
if (values[i].length > 2) {
log("Param " + i + ", bestI = " + bestIndex[i]);
nrParameters++;
if (bestIndex[i] == 0) {
bestIndex[i]++;
}
if (bestIndex[i] == values[i].length - 1) {
bestIndex[i]--;
}
} else {
getLogger().warning("Parameter " + parameters[i] + " has less than 3 values, skipped.");
}
}
if (nrParameters > 3) {
getLogger()
.warning("Optimization not recommended for more than 3 values. Check results carefully!");
}
if (nrParameters > 0) {
// Designmatrix A fuer den 3^nrParameters-Plan aufstellen,
// A*x=y loesen lassen
// x = neue Parameter
// check, ob neuen Parameter in zulaessigem Bereich
// - Okay, wenn in Kubus von 3^k-Plan
// - Warnung wenn in gegebenem Parameter-Bereich
// - Fehler sonst
int threetok = 1;
for (int i = 0; i < nrParameters; i++) {
threetok *= 3;
}
log("Optimising " + nrParameters + " parameters");
Matrix designMatrix =
new Matrix(threetok, nrParameters + nrParameters * (nrParameters + 1) / 2 + 1);
Matrix y = new Matrix(threetok, 1);
paramIndex = 0;
for (int i = numberOfParameters - 1; i >= 0; i--) {
if (values[i].length > 2) {
currentIndex[i] = bestIndex[i] - 1;
} else {
currentIndex[i] = bestIndex[i];
}
paramIndex = paramIndex * values[i].length + currentIndex[i];
}
int row = 0;
int c;
while (row < designMatrix.getRowDimension()) {
y.set(row, 0, allParameters[paramIndex].getPerformance().getMainCriterion().getFitness());
designMatrix.set(row, 0, 1.0);
c = 1;
// compute A
for (int i = 0; i < nrParameters; i++) {
if (values[i].length > 2) {
designMatrix.set(row, c, Double.parseDouble(values[i][currentIndex[i]]));
c++;
}
}
// compute C
for (int i = 0; i < nrParameters; i++) {
if (values[i].length > 2) {
for (int j = i + 1; j < nrParameters; j++) {
if (values[j].length > 2) {
designMatrix.set(
row,
c,
Double.parseDouble(values[i][currentIndex[i]])
* Double.parseDouble(values[j][currentIndex[j]]));
c++;
}
}
}
}
// compute Q:
for (int i = 0; i < nrParameters; i++) {
if (values[i].length > 2) {
designMatrix.set(
row,
c,
Double.parseDouble(values[i][currentIndex[i]])
* Double.parseDouble(values[i][currentIndex[i]]));
c++;
}
}
// update currentIndex and paramIndex
int k = 0;
c = 1;
while (k < numberOfParameters) {
if (values[k].length > 2) {
currentIndex[k]++;
paramIndex += c;
if (currentIndex[k] > bestIndex[k] + 1) {
currentIndex[k] = bestIndex[k] - 1;
paramIndex -= 3 * c;
c *= values[k].length;
k++;
} else {
break;
}
} else {
c *= values[k].length;
k++;
}
}
row++;
}
// compute Designmatrix
Matrix beta = designMatrix.solve(y);
for (int i = 0; i < designMatrix.getColumnDimension(); i++) {
logWarning(" -- Writing " + beta.get(i, 0) + " at position " + i + " in vector b");
}
// generate Matrix P~
Matrix p = new Matrix(nrParameters, nrParameters);
int betapos = nrParameters + 1;
for (int j = 0; j < nrParameters - 1; j++) {
for (int i = 1 + j; i < nrParameters; i++) {
p.set(i, j, beta.get(betapos, 0) * 0.5);
p.set(j, i, beta.get(betapos, 0) * 0.5);
betapos++;
}
}
for (int i = 0; i < nrParameters; i++) {
p.set(i, i, beta.get(betapos, 0));
betapos++;
}
// generate Matrix y~
Matrix y2 = new Matrix(nrParameters, 1);
for (int i = 0; i < nrParameters; i++) {
y2.set(i, 0, beta.get(i + 1, 0));
}
y2 = y2.times(-0.5);
// get stationary point x
Matrix x = new Matrix(nrParameters, 1);
try {
x = p.solve(y2);
} catch (RuntimeException e) {
logWarning("Quadratic optimization failed. (invalid matrix)");
}
String[] Qvalues = new String[numberOfParameters];
int pc = 0;
boolean ok = true;
for (int j = 0; j < numberOfParameters; j++) {
if (values[j].length > 2) {
if (x.get(pc, 0) > Double.parseDouble(values[j][bestIndex[j] + 1])
|| x.get(pc, 0) < Double.parseDouble(values[j][bestIndex[j] - 1])) {
logWarning(
"Parameter "
+ parameters[j]
+ " exceeds region of interest ("
+ x.get(pc, 0)
+ ")");
if (ifExceedsRegion == CLIP) {
// clip to bound
if (x.get(pc, 0) > Double.parseDouble(values[j][bestIndex[j] + 1])) {
x.set(pc, 0, Double.parseDouble(values[j][bestIndex[j] + 1]));
} else {
x.set(pc, 0, Double.parseDouble(values[j][bestIndex[j] - 1]));
}
;
} else if (ifExceedsRegion == FAIL) {
ok = false;
}
}
if (x.get(pc, 0) < Double.parseDouble(values[j][0])
|| x.get(pc, 0) > Double.parseDouble(values[j][values[j].length - 1])) {
logWarning("Parameter " + parameters[j] + " exceeds range (" + x.get(pc, 0) + ")");
if (ifExceedsRange == IGNORE) {
// ignore error
logWarning(" but no measures taken. Check parameters manually!");
} else if (ifExceedsRange == CLIP) {
// clip to bound
if (x.get(pc, 0) > Double.parseDouble(values[j][0])) {
x.set(pc, 0, Double.parseDouble(values[j][0]));
} else {
x.set(pc, 0, Double.parseDouble(values[j][values[j].length - 1]));
}
;
} else {
ok = false;
}
}
Qvalues[j] = x.get(pc, 0) + "";
pc++;
} else {
Qvalues[j] = values[j][bestIndex[j]];
}
}
getLogger().info("Optimised parameter set:");
for (int j = 0; j < operators.length; j++) {
operators[j].getParameters().setParameter(parameters[j], Qvalues[j]);
getLogger().info(" " + operators[j] + "." + parameters[j] + " = " + Qvalues[j]);
}
if (ok) {
PerformanceVector qPerformance = super.getPerformanceVector();
log("Old: " + best.getPerformance().getMainCriterion().getFitness());
log("New: " + qPerformance.getMainCriterion().getFitness());
if (qPerformance.compareTo(best.getPerformance()) > 0) {
best = new ParameterSet(operators, parameters, Qvalues, qPerformance);
// log
log("Optimised parameter set does increase the performance");
} else {
// different log
log("Could not increase performance by quadratic optimization");
}
} else {
// not ok
getLogger()
.warning("Parameters outside admissible range, not using optimised parameter set.");
}
} else {
// Warning: no parameters to optimize
getLogger().warning("No parameters to optimize");
}
// end quadratic optimization
deliver(best);
getProgress().complete();
}
