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* 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
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*
* http://www.apache.org/licenses/LICENSE-2.0
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* Unless required by applicable law or agreed to in writing, software
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package org.apache.mahout.classifier.sgd;
import com.google.common.base.Charsets;
import com.google.common.base.Splitter;
import com.google.common.collect.Iterables;
import com.google.common.collect.Lists;
import com.google.common.io.Resources;
import org.apache.mahout.common.RandomUtils;
import org.apache.mahout.math.DenseVector;
import org.apache.mahout.math.Matrix;
import org.apache.mahout.math.Vector;
import org.apache.mahout.vectorizer.encoders.Dictionary;
import org.junit.Assert;
import org.junit.Test;
import org.slf4j.Logger;
import org.slf4j.LoggerFactory;
import java.io.ByteArrayInputStream;
import java.io.ByteArrayOutputStream;
import java.io.DataInputStream;
import java.io.DataOutputStream;
import java.io.IOException;
import java.lang.reflect.Field;
import java.util.Collections;
import java.util.List;
import java.util.Random;
public final class OnlineLogisticRegressionTest extends OnlineBaseTest {
private static final Logger logger = LoggerFactory.getLogger(OnlineLogisticRegressionTest.class);
/**
* The CrossFoldLearner is probably the best learner to use for new applications.
*
* @throws IOException If test resources aren't readable.
*/
@Test
public void crossValidation() throws IOException {
Vector target = readStandardData();
CrossFoldLearner lr = new CrossFoldLearner(5, 2, 8, new L1())
.lambda(1 * 1.0e-3)
.learningRate(50);
train(getInput(), target, lr);
System.out.printf("%.2f %.5f\n", lr.auc(), lr.logLikelihood());
test(getInput(), target, lr, 0.05, 0.3);
}
@Test
public void crossValidatedAuc() throws IOException {
RandomUtils.useTestSeed();
Random gen = RandomUtils.getRandom();
Matrix data = readCsv("cancer.csv");
CrossFoldLearner lr = new CrossFoldLearner(5, 2, 10, new L1())
.stepOffset(10)
.decayExponent(0.7)
.lambda(1 * 1.0e-3)
.learningRate(5);
int k = 0;
int[] ordering = permute(gen, data.numRows());
for (int epoch = 0; epoch < 100; epoch++) {
for (int row : ordering) {
lr.train(row, (int) data.get(row, 9), data.viewRow(row));
System.out.printf("%d,%d,%.3f\n", epoch, k++, lr.auc());
}
assertEquals(1, lr.auc(), 0.2);
}
assertEquals(1, lr.auc(), 0.1);
}
/**
* Verifies that a classifier with known coefficients does the right thing.
*/
@Test
public void testClassify() {
OnlineLogisticRegression lr = new OnlineLogisticRegression(3, 2, new L2(1));
// set up some internal coefficients as if we had learned them
lr.setBeta(0, 0, -1);
lr.setBeta(1, 0, -2);
// zero vector gives no information. All classes are equal.
Vector v = lr.classify(new DenseVector(new double[]{0, 0}));
assertEquals(1 / 3.0, v.get(0), 1.0e-8);
assertEquals(1 / 3.0, v.get(1), 1.0e-8);
v = lr.classifyFull(new DenseVector(new double[]{0, 0}));
assertEquals(1.0, v.zSum(), 1.0e-8);
assertEquals(1 / 3.0, v.get(0), 1.0e-8);
assertEquals(1 / 3.0, v.get(1), 1.0e-8);
assertEquals(1 / 3.0, v.get(2), 1.0e-8);
// weights for second vector component are still zero so all classifications are equally likely
v = lr.classify(new DenseVector(new double[]{0, 1}));
assertEquals(1 / 3.0, v.get(0), 1.0e-3);
assertEquals(1 / 3.0, v.get(1), 1.0e-3);
v = lr.classifyFull(new DenseVector(new double[]{0, 1}));
assertEquals(1.0, v.zSum(), 1.0e-8);
assertEquals(1 / 3.0, v.get(0), 1.0e-3);
assertEquals(1 / 3.0, v.get(1), 1.0e-3);
assertEquals(1 / 3.0, v.get(2), 1.0e-3);
// but the weights on the first component are non-zero
v = lr.classify(new DenseVector(new double[]{1, 0}));
assertEquals(Math.exp(-1) / (1 + Math.exp(-1) + Math.exp(-2)), v.get(0), 1.0e-8);
assertEquals(Math.exp(-2) / (1 + Math.exp(-1) + Math.exp(-2)), v.get(1), 1.0e-8);
v = lr.classifyFull(new DenseVector(new double[]{1, 0}));
assertEquals(1.0, v.zSum(), 1.0e-8);
assertEquals(1 / (1 + Math.exp(-1) + Math.exp(-2)), v.get(0), 1.0e-8);
assertEquals(Math.exp(-1) / (1 + Math.exp(-1) + Math.exp(-2)), v.get(1), 1.0e-8);
assertEquals(Math.exp(-2) / (1 + Math.exp(-1) + Math.exp(-2)), v.get(2), 1.0e-8);
lr.setBeta(0, 1, 1);
v = lr.classifyFull(new DenseVector(new double[]{1, 1}));
assertEquals(1.0, v.zSum(), 1.0e-8);
assertEquals(Math.exp(0) / (1 + Math.exp(0) + Math.exp(-2)), v.get(1), 1.0e-3);
assertEquals(Math.exp(-2) / (1 + Math.exp(0) + Math.exp(-2)), v.get(2), 1.0e-3);
assertEquals(1 / (1 + Math.exp(0) + Math.exp(-2)), v.get(0), 1.0e-3);
lr.setBeta(1, 1, 3);
v = lr.classifyFull(new DenseVector(new double[]{1, 1}));
assertEquals(1.0, v.zSum(), 1.0e-8);
assertEquals(Math.exp(0) / (1 + Math.exp(0) + Math.exp(1)), v.get(1), 1.0e-8);
assertEquals(Math.exp(1) / (1 + Math.exp(0) + Math.exp(1)), v.get(2), 1.0e-8);
assertEquals(1 / (1 + Math.exp(0) + Math.exp(1)), v.get(0), 1.0e-8);
}
@Test
public void iris() throws IOException {
// this test trains a 3-way classifier on the famous Iris dataset.
// a similar exercise can be accomplished in R using this code:
// library(nnet)
// correct = rep(0,100)
// for (j in 1:100) {
// i = order(runif(150))
// train = iris[i[1:100],]
// test = iris[i[101:150],]
// m = multinom(Species ~ Sepal.Length + Sepal.Width + Petal.Length + Petal.Width, train)
// correct[j] = mean(predict(m, newdata=test) == test$Species)
// }
// hist(correct)
//
// Note that depending on the training/test split, performance can be better or worse.
// There is about a 5% chance of getting accuracy < 90% and about 20% chance of getting accuracy
// of 100%
//
// This test uses a deterministic split that is neither outstandingly good nor bad
RandomUtils.useTestSeed();
Splitter onComma = Splitter.on(",");
// read the data
List<String> raw = Resources.readLines(Resources.getResource("iris.csv"), Charsets.UTF_8);
// holds features
List<Vector> data = Lists.newArrayList();
// holds target variable
List<Integer> target = Lists.newArrayList();
// for decoding target values
Dictionary dict = new Dictionary();
// for permuting data later
List<Integer> order = Lists.newArrayList();
for (String line : raw.subList(1, raw.size())) {
// order gets a list of indexes
order.add(order.size());
// parse the predictor variables
Vector v = new DenseVector(5);
v.set(0, 1);
int i = 1;
Iterable<String> values = onComma.split(line);
for (String value : Iterables.limit(values, 4)) {
v.set(i++, Double.parseDouble(value));
}
data.add(v);
// and the target
target.add(dict.intern(Iterables.get(values, 4)));
}
// randomize the order ... original data has each species all together
// note that this randomization is deterministic
Random random = RandomUtils.getRandom();
Collections.shuffle(order, random);
// select training and test data
List<Integer> train = order.subList(0, 100);
List<Integer> test = order.subList(100, 150);
logger.warn("Training set = {}", train);
logger.warn("Test set = {}", test);
// now train many times and collect information on accuracy each time
int[] correct = new int[test.size() + 1];
for (int run = 0; run < 200; run++) {
OnlineLogisticRegression lr = new OnlineLogisticRegression(3, 5, new L2(1));
// 30 training passes should converge to > 95% accuracy nearly always but never to 100%
for (int pass = 0; pass < 30; pass++) {
Collections.shuffle(train, random);
for (int k : train) {
lr.train(target.get(k), data.get(k));
}
}
// check the accuracy on held out data
int x = 0;
int[] count = new int[3];
for (Integer k : test) {
int r = lr.classifyFull(data.get(k)).maxValueIndex();
count[r]++;
x += r == target.get(k) ? 1 : 0;
}
correct[x]++;
}
// verify we never saw worse than 95% correct,
for (int i = 0; i < Math.floor(0.95 * test.size()); i++) {
assertEquals(String.format("%d trials had unacceptable accuracy of only %.0f%%: ", correct[i], 100.0 * i / test.size()), 0, correct[i]);
}
// nor perfect
assertEquals(String.format("%d trials had unrealistic accuracy of 100%%", correct[test.size() - 1]), 0, correct[test.size()]);
}
@Test
public void testTrain() throws Exception {
Vector target = readStandardData();
// lambda here needs to be relatively small to avoid swamping the actual signal, but can be
// larger than usual because the data are dense. The learning rate doesn't matter too much
// for this example, but should generally be < 1
// --passes 1 --rate 50 --lambda 0.001 --input sgd-y.csv --features 21 --output model --noBias
// --target y --categories 2 --predictors V2 V3 V4 V5 V6 V7 --types n
OnlineLogisticRegression lr = new OnlineLogisticRegression(2, 8, new L1())
.lambda(1 * 1.0e-3)
.learningRate(50);
train(getInput(), target, lr);
test(getInput(), target, lr, 0.05, 0.3);
}
/**
* Test for Serialization/DeSerialization
*
*/
@Test
public void testSerializationAndDeSerialization() throws Exception {
OnlineLogisticRegression lr = new OnlineLogisticRegression(2, 8, new L1())
.lambda(1 * 1.0e-3)
.stepOffset(11)
.alpha(0.01)
.learningRate(50)
.decayExponent(-0.02);
lr.close();
byte[] output;
try (ByteArrayOutputStream byteArrayOutputStream = new ByteArrayOutputStream();
DataOutputStream dataOutputStream = new DataOutputStream(byteArrayOutputStream)) {
PolymorphicWritable.write(dataOutputStream, lr);
output = byteArrayOutputStream.toByteArray();
}
OnlineLogisticRegression read;
try (ByteArrayInputStream byteArrayInputStream = new ByteArrayInputStream(output);
DataInputStream dataInputStream = new DataInputStream(byteArrayInputStream)) {
read = PolymorphicWritable.read(dataInputStream, OnlineLogisticRegression.class);
}
//lambda
Assert.assertEquals((1.0e-3), read.getLambda(), 1.0e-7);
// Reflection to get private variables
//stepOffset
Field stepOffset = lr.getClass().getDeclaredField("stepOffset");
stepOffset.setAccessible(true);
int stepOffsetVal = (Integer) stepOffset.get(lr);
Assert.assertEquals(11, stepOffsetVal);
//decayFactor (alpha)
Field decayFactor = lr.getClass().getDeclaredField("decayFactor");
decayFactor.setAccessible(true);
double decayFactorVal = (Double) decayFactor.get(lr);
Assert.assertEquals(0.01, decayFactorVal, 1.0e-7);
//learning rate (mu0)
Field mu0 = lr.getClass().getDeclaredField("mu0");
mu0.setAccessible(true);
double mu0Val = (Double) mu0.get(lr);
Assert.assertEquals(50, mu0Val, 1.0e-7);
//forgettingExponent (decayExponent)
Field forgettingExponent = lr.getClass().getDeclaredField("forgettingExponent");
forgettingExponent.setAccessible(true);
double forgettingExponentVal = (Double) forgettingExponent.get(lr);
Assert.assertEquals(-0.02, forgettingExponentVal, 1.0e-7);
}
}