/* * Licensed to the Apache Software Foundation (ASF) under one * or more contributor license agreements. See the NOTICE file * distributed with this work for additional information * regarding copyright ownership. The ASF licenses this file * to you under the Apache License, Version 2.0 (the * "License"); you may not use this file except in compliance * with the License. You may obtain a copy of the License at * * http://www.apache.org/licenses/LICENSE-2.0 * * Unless required by applicable law or agreed to in writing, * software distributed under the License is distributed on an * "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY * KIND, either express or implied. See the License for the * specific language governing permissions and limitations * under the License. */ package hivemall.classifier; import hivemall.model.FeatureValue; import hivemall.model.IWeightValue; import hivemall.model.PredictionResult; import hivemall.model.WeightValue.WeightValueWithCovar; import hivemall.utils.math.StatsUtils; import javax.annotation.Nonnull; import org.apache.commons.cli.CommandLine; import org.apache.commons.cli.Options; import org.apache.hadoop.hive.ql.exec.Description; import org.apache.hadoop.hive.ql.exec.UDFArgumentException; import org.apache.hadoop.hive.serde2.objectinspector.ObjectInspector; import org.apache.hadoop.hive.serde2.objectinspector.StructObjectInspector; /** * Confidence-weighted linear classification. * * <pre> * [1] Mark Dredze, Koby Crammer and Fernando Pereira. "Confidence-weighted linear classification", * In Proc. ICML, pp.264-271, 2008. * </pre> * * @link http://dl.acm.org/citation.cfm?id=1390190 */ @Description( name = "train_cw", value = "_FUNC_(list<string|int|bigint> features, int label [, const string options])" + " - Returns a relation consists of <string|int|bigint feature, float weight, float covar>", extended = "Build a prediction model by Confidence-Weighted (CW) binary classifier") public final class ConfidenceWeightedUDTF extends BinaryOnlineClassifierUDTF { /** confidence parameter phi */ protected float phi; @Override public StructObjectInspector initialize(ObjectInspector[] argOIs) throws UDFArgumentException { final int numArgs = argOIs.length; if (numArgs != 2 && numArgs != 3) { throw new UDFArgumentException( "ConfidenceWeightedUDTF takes 2 or 3 arguments: List<String|Int|BitInt> features, Int label [, constant String options]"); } return super.initialize(argOIs); } @Override protected boolean useCovariance() { return true; } @Override protected Options getOptions() { Options opts = super.getOptions(); opts.addOption("phi", "confidence", true, "Confidence parameter [default 1.0]"); opts.addOption("eta", "hyper_c", true, "Confidence hyperparameter eta in range (0.5, 1] [default 0.85]"); return opts; } @Override protected CommandLine processOptions(ObjectInspector[] argOIs) throws UDFArgumentException { final CommandLine cl = super.processOptions(argOIs); float phi = 1.f; if (cl != null) { String phi_str = cl.getOptionValue("phi"); if (phi_str == null) { String eta_str = cl.getOptionValue("eta"); if (eta_str != null) { double eta = Double.parseDouble(eta_str); if (eta <= 0.5 || eta > 1) { throw new UDFArgumentException( "Confidence hyperparameter eta must be in range (0.5, 1]: " + eta_str); } phi = (float) StatsUtils.probit(eta, 5d); } } else { phi = Float.parseFloat(phi_str); } } this.phi = phi; return cl; } @Override protected void train(@Nonnull final FeatureValue[] features, int label) { final int y = label > 0 ? 1 : -1; PredictionResult margin = calcScoreAndVariance(features); float gamma = getGamma(margin, y); if (gamma > 0.f) {// alpha = max(0, gamma) float coeff = gamma * y; update(features, coeff, gamma); } } protected final float getGamma(PredictionResult margin, int y) { float score = margin.getScore() * y; float var = margin.getVariance(); float b = 1.f + 2.f * phi * score; float gamma_numer = -b + (float) Math.sqrt(b * b - 8.f * phi * (score - phi * var)); float gamma_denom = 4.f * phi * var; if (gamma_denom == 0.f) {// avoid divide-by-zero return 0.f; } return gamma_numer / gamma_denom; } @Override protected void update(@Nonnull final FeatureValue[] features, final float coeff, final float alpha) { for (FeatureValue f : features) { if (f == null) { continue; } final Object k = f.getFeature(); final float v = f.getValueAsFloat(); IWeightValue old_w = model.get(k); IWeightValue new_w = getNewWeight(old_w, v, coeff, alpha, phi); model.set(k, new_w); } } private static IWeightValue getNewWeight(final IWeightValue old, final float x, final float coeff, final float alpha, final float phi) { final float old_w, old_cov; if (old == null) { old_w = 0.f; old_cov = 1.f; } else { old_w = old.get(); old_cov = old.getCovariance(); } float new_w = old_w + (coeff * old_cov * x); float new_cov = 1.f / (1.f / old_cov + (2.f * alpha * phi * x * x)); return new WeightValueWithCovar(new_w, new_cov); } }