/* * RapidMiner * * Copyright (C) 2001-2011 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.features.weighting; import java.util.List; import com.rapidminer.example.Attribute; import com.rapidminer.example.AttributeWeights; import com.rapidminer.example.ExampleSet; import com.rapidminer.example.set.AttributeWeightedExampleSet; import com.rapidminer.operator.OperatorChain; import com.rapidminer.operator.OperatorDescription; import com.rapidminer.operator.OperatorException; import com.rapidminer.operator.ValueDouble; import com.rapidminer.operator.performance.PerformanceVector; import com.rapidminer.operator.ports.InputPort; import com.rapidminer.operator.ports.OutputPort; import com.rapidminer.operator.ports.PortPairExtender; import com.rapidminer.operator.ports.metadata.GenerateNewMDRule; import com.rapidminer.operator.ports.metadata.SubprocessTransformRule; import com.rapidminer.parameter.ParameterType; import com.rapidminer.parameter.ParameterTypeBoolean; import com.rapidminer.parameter.ParameterTypeDouble; import com.rapidminer.parameter.ParameterTypeInt; import com.rapidminer.parameter.UndefinedParameterError; import com.rapidminer.parameter.conditions.BooleanParameterCondition; import com.rapidminer.tools.RandomGenerator; import com.rapidminer.tools.math.optimization.Optimization; import com.rapidminer.tools.math.optimization.ec.pso.PSOOptimization; /** * This operator performs the weighting of features with a particle swarm approach. * * @author Ingo Mierswa */ public class PSOWeighting extends OperatorChain { /** The parameter name for "Activates the normalization of all weights." */ public static final String PARAMETER_NORMALIZE_WEIGHTS = "normalize_weights"; /** The parameter name for "Number of individuals per generation." */ public static final String PARAMETER_POPULATION_SIZE = "population_size"; /** The parameter name for "Number of generations after which to terminate the algorithm." */ public static final String PARAMETER_MAXIMUM_NUMBER_OF_GENERATIONS = "maximum_number_of_generations"; public static final String PARAMETER_USE_EARLY_STOPPING = "use_early_stopping"; /** * The parameter name for "Stop criterion: Stop after n generations without improval of the performance (-1: * perform all generations)." */ public static final String PARAMETER_GENERATIONS_WITHOUT_IMPROVAL = "generations_without_improval"; /** The parameter name for "The (initial) weight for the old weighting." */ public static final String PARAMETER_INERTIA_WEIGHT = "inertia_weight"; /** The parameter name for "The weight for the individual's best position during run." */ public static final String PARAMETER_LOCAL_BEST_WEIGHT = "local_best_weight"; /** The parameter name for "The weight for the population's best position during run." */ public static final String PARAMETER_GLOBAL_BEST_WEIGHT = "global_best_weight"; /** The parameter name for "If set to true the inertia weight is improved during run." */ public static final String PARAMETER_DYNAMIC_INERTIA_WEIGHT = "dynamic_inertia_weight"; /** The parameter name for "The lower bound for the weights." */ public static final String PARAMETER_MIN_WEIGHT = "min_weight"; /** The parameter name for "The upper bound for the weights." */ public static final String PARAMETER_MAX_WEIGHT = "max_weight"; private final InputPort exampleSetInput = getInputPorts().createPort("example set", ExampleSet.class); private final OutputPort weightsOutput = getOutputPorts().createPort("weights"); private final OutputPort exampleSetOutput = getOutputPorts().createPort("example set"); private final OutputPort performanceOutput = getOutputPorts().createPort("performance"); private final InputPort performanceInnerSink = getSubprocess(0).getInnerSinks().createPort("performance", PerformanceVector.class); private final OutputPort exampleSetInnerSource = getSubprocess(0).getInnerSources().createPort("example set"); private final PortPairExtender inputExtender = new PortPairExtender("input", getInputPorts(), getSubprocess(0).getInnerSources()); /** The optimization class. */ private static class PSOWeightingOptimization extends PSOOptimization { private final PSOWeighting op; public PSOWeightingOptimization(PSOWeighting op, int individualSize, RandomGenerator random) throws UndefinedParameterError { super(op.getParameterAsInt(PARAMETER_POPULATION_SIZE), individualSize, op.getParameterAsInt(PARAMETER_MAXIMUM_NUMBER_OF_GENERATIONS), op.getParameterAsBoolean(PARAMETER_USE_EARLY_STOPPING) ? op.getParameterAsInt(PARAMETER_GENERATIONS_WITHOUT_IMPROVAL) : -1, op.getParameterAsDouble(PARAMETER_INERTIA_WEIGHT), op.getParameterAsDouble(PARAMETER_LOCAL_BEST_WEIGHT), op.getParameterAsDouble(PARAMETER_GLOBAL_BEST_WEIGHT), op.getParameterAsDouble(PARAMETER_MIN_WEIGHT), op.getParameterAsDouble(PARAMETER_MAX_WEIGHT), op.getParameterAsBoolean(PARAMETER_DYNAMIC_INERTIA_WEIGHT), random); this.op = op; } /** * Uses the inner operators of the weighting operator to determine the best weights. */ @Override public PerformanceVector evaluateIndividual(double[] individual) throws OperatorException { return op.evaluateIndividual(individual); } @Override public void nextIteration() throws OperatorException { super.nextIteration(); op.inApplyLoop(); } } private Optimization optimization; private ExampleSet exampleSet; public PSOWeighting(OperatorDescription description) { super(description, "Performance Evaluation"); inputExtender.start(); getTransformer().addPassThroughRule(exampleSetInput, exampleSetInnerSource); getTransformer().addRule(inputExtender.makePassThroughRule()); getTransformer().addRule(new SubprocessTransformRule(getSubprocess(0))); getTransformer().addPassThroughRule(performanceInnerSink, performanceOutput); getTransformer().addPassThroughRule(exampleSetInput, exampleSetOutput); getTransformer().addRule(new GenerateNewMDRule(weightsOutput, AttributeWeights.class)); addValue(new ValueDouble("generation", "The number of the current generation.") { @Override public double getDoubleValue() { return optimization.getGeneration(); } }); addValue(new ValueDouble("performance", "The performance of the current generation (main criterion).") { @Override public double getDoubleValue() { return optimization.getBestFitnessInGeneration(); } }); addValue(new ValueDouble("best", "The performance of the best individual ever (main criterion).") { @Override public double getDoubleValue() { return optimization.getBestFitnessEver(); } }); } @Override public void doWork() throws OperatorException { // optimization this.exampleSet = exampleSetInput.getData(); this.optimization = new PSOWeightingOptimization(this, this.exampleSet.getAttributes().size(), RandomGenerator.getRandomGenerator(this)); this.optimization.optimize(); // create and return result double[] globalBestWeights = optimization.getBestValuesEver(); AttributeWeightedExampleSet result = createWeightedExampleSet(globalBestWeights); AttributeWeights weights = new AttributeWeights(); int index = 0; for (Attribute attribute : result.getAttributes()) { weights.setWeight(attribute.getName(), globalBestWeights[index++]); } // normalize if (getParameterAsBoolean(PARAMETER_NORMALIZE_WEIGHTS)) { weights.normalize(); } exampleSetOutput.deliver(exampleSet); weightsOutput.deliver(weights); performanceOutput.deliver(optimization.getBestPerformanceEver()); } private PerformanceVector evaluateIndividual(double[] individual) throws OperatorException { // check if all weights are zero boolean onlyZeros = true; for (int i = 0; i < individual.length; i++) { if (individual[i] != 0.0d) { onlyZeros = false; break; } } if (onlyZeros) return null; // use inner validation for performance estimation AttributeWeightedExampleSet evaluationSet = createWeightedExampleSet(individual).createCleanClone(); exampleSetInnerSource.deliver(evaluationSet); inputExtender.passDataThrough(); getSubprocess(0).execute(); return performanceInnerSink.getData(); } private AttributeWeightedExampleSet createWeightedExampleSet(double[] weights) { AttributeWeightedExampleSet result = new AttributeWeightedExampleSet(exampleSet, null); int index = 0; for (Attribute attribute : exampleSet.getAttributes()) { result.setWeight(attribute, weights[index++]); } return result; } @Override public List<ParameterType> getParameterTypes() { List<ParameterType> types = super.getParameterTypes(); types.add(new ParameterTypeBoolean(PARAMETER_NORMALIZE_WEIGHTS, "Activates the normalization of all weights.", false)); ParameterType type = new ParameterTypeInt(PARAMETER_POPULATION_SIZE, "Number of individuals per generation.", 1, Integer.MAX_VALUE, 5); type.setExpert(false); types.add(type); type = new ParameterTypeInt(PARAMETER_MAXIMUM_NUMBER_OF_GENERATIONS, "Number of generations after which to terminate the algorithm.", 1, Integer.MAX_VALUE, 30); type.setExpert(false); types.add(type); types.add(new ParameterTypeBoolean(PARAMETER_USE_EARLY_STOPPING, "Enables early stopping. If unchecked, always the maximum number of generations is performed.", false)); type = (new ParameterTypeInt(PARAMETER_GENERATIONS_WITHOUT_IMPROVAL, "Stop criterion: Stop after n generations without improval of the performance.", 1, Integer.MAX_VALUE, 2)); type.registerDependencyCondition(new BooleanParameterCondition(this, PARAMETER_USE_EARLY_STOPPING, true, true)); type.setExpert(false); types.add(type); types.add(new ParameterTypeDouble(PARAMETER_INERTIA_WEIGHT, "The (initial) weight for the old weighting.", 0.0d, Double.POSITIVE_INFINITY, 1.0d)); types.add(new ParameterTypeDouble(PARAMETER_LOCAL_BEST_WEIGHT, "The weight for the individual's best position during run.", 0.0d, Double.POSITIVE_INFINITY, 1.0d)); types.add(new ParameterTypeDouble(PARAMETER_GLOBAL_BEST_WEIGHT, "The weight for the population's best position during run.", 0.0d, Double.POSITIVE_INFINITY, 1.0d)); types.add(new ParameterTypeBoolean(PARAMETER_DYNAMIC_INERTIA_WEIGHT, "If set to true the inertia weight is improved during run.", true)); types.add(new ParameterTypeDouble(PARAMETER_MIN_WEIGHT, "The lower bound for the weights.", Double.NEGATIVE_INFINITY, Double.POSITIVE_INFINITY, 0.0d)); types.add(new ParameterTypeDouble(PARAMETER_MAX_WEIGHT, "The upper bound for the weights.", Double.NEGATIVE_INFINITY, Double.POSITIVE_INFINITY, 1.0d)); types.addAll(RandomGenerator.getRandomGeneratorParameters(this)); return types; } }