/* * RapidMiner * * Copyright (C) 2001-2008 by Rapid-I and the contributors * * Complete list of developers available at our web site: * * http://rapid-i.com * * This program is free software: you can redistribute it and/or modify * it under the terms of the GNU Affero General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU Affero General Public License for more details. * * You should have received a copy of the GNU Affero General Public License * along with this program. If not, see http://www.gnu.org/licenses/. */ package com.rapidminer.operator.learner.igss.utility; import com.rapidminer.operator.learner.igss.hypothesis.Hypothesis; /** The utility function Squared. * * @author Dirk Dach * @version $Id: Squared.java,v 1.3 2008/05/09 19:23:24 ingomierswa Exp $ */ public class Squared extends AbstractUtility { /** Constructs a new Squared with the given default probability.*/ public Squared (double[] priors,int large) { super(priors,large); } /** Calculates the utility for the given number of examples,positive examples and hypothesis.*/ public double utility (double totalWeight, double totalPositiveWeight, Hypothesis hypo) { double g=hypo.getCoveredWeight()/totalWeight; double p=hypo.getPositiveWeight()/hypo.getCoveredWeight(); if (hypo.getPrediction()==Hypothesis.POSITIVE_CLASS) { return g*g*(p-this.priors[Hypothesis.POSITIVE_CLASS]); } else { return g*g*(p-this.priors[Hypothesis.NEGATIVE_CLASS]); } } /** Calculate confidence intervall without a specific rule. */ public double conf (double totalWeight, double delta) { double inverseNormal=inverseNormal(1-delta/2); return 3.0d/(2.0d*Math.sqrt(totalWeight))*inverseNormal + (totalWeight+Math.sqrt(totalWeight))/(4.0d*totalWeight*Math.sqrt(totalWeight))*Math.pow(inverseNormal,2.0d) + Math.pow(inverseNormal,3.0d)/(8.0d*totalWeight*Math.sqrt(totalWeight)); } /** Calculate confidence intervall for a specific rule.*/ public double conf (double totalWeight, double totalPositiveWeight, Hypothesis hypo, double delta) { double g=hypo.getCoveredWeight()/totalWeight; double p=hypo.getPositiveWeight()/hypo.getCoveredWeight(); double sg=variance(g,totalWeight); double sp=variance(p,hypo.getCoveredWeight()); double inverseNormal=inverseNormal(1.0d-delta/2.0d); return 2.0d*sg*inverseNormal+sg*sg*Math.pow(inverseNormal,2.0d) + sp*inverseNormal+ 2.0d*sg*sp*Math.pow(inverseNormal,2.0d) + sp*sg*sg*Math.pow(inverseNormal,3.0d); } /** Calculates the variance for a binomial distribution. */ private double variance(double p, double totalWeight) { return (p*(1-p))/totalWeight; } /** Calculate confidence intervall without a specific rule for small m. */ public double confSmallM (double totalWeight, double delta) { double term=Math.log(4.0d/delta)/(2.0d*totalWeight); return Math.pow(term,1.5d) + 3.0d*term + 3.0d*Math.sqrt(term); } /** Returns an upper bound for the utility of refinements for the given hypothesis. */ public double getUpperBound(double totalWeight, double totalPositiveWeight, Hypothesis hypo, double delta) { double p0; if (hypo.getPrediction()==Hypothesis.POSITIVE_CLASS) { p0=this.priors[Hypothesis.POSITIVE_CLASS]; } else { p0=this.priors[Hypothesis.NEGATIVE_CLASS]; } Utility cov=new Coverage(this.priors,this.large); Hypothesis h=hypo.clone(); h.setCoveredWeight(hypo.getPositiveWeight()); // all fp become tn double g=cov.utility(totalWeight,totalPositiveWeight,h); double conf=cov.confidenceIntervall(totalWeight,delta); return ((g+conf)*(g+conf)*(1.0d-p0)); } }