/* * 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.learner.bayes; import java.util.List; import Jama.Matrix; import com.rapidminer.example.Attribute; import com.rapidminer.example.ExampleSet; import com.rapidminer.example.set.SplittedExampleSet; import com.rapidminer.operator.OperatorDescription; import com.rapidminer.parameter.ParameterType; import com.rapidminer.parameter.ParameterTypeDouble; import com.rapidminer.parameter.UndefinedParameterError; import com.rapidminer.tools.math.MathFunctions; import com.rapidminer.tools.math.matrix.CovarianceMatrix; /** * <p>This is a regularized discriminant analysis (RDA) which is a generalization of the LDA or QDA. * Both algorithms are special cases of this algorithm, using parameter alpha = 1 respectively alpha = 0.</p> * * @author Sebastian Land */ public class RegularizedDiscriminantAnalysis extends LinearDiscriminantAnalysis { public static final String PARAMETER_ALPHA = "alpha"; public RegularizedDiscriminantAnalysis(OperatorDescription description) { super(description); } @Override protected Matrix[] getInverseCovarianceMatrices(ExampleSet exampleSet, String[] labels) throws UndefinedParameterError { double alpha = getParameterAsDouble(PARAMETER_ALPHA); Matrix[] globalInverseCovariances = super.getInverseCovarianceMatrices(exampleSet, labels); Matrix[] classInverseCovariances = new Matrix[labels.length]; Attribute labelAttribute = exampleSet.getAttributes().getLabel(); SplittedExampleSet labelSet = SplittedExampleSet.splitByAttribute(exampleSet, exampleSet.getAttributes().getLabel()); int labelIndex = 0; for (String label: labels) { // select appropriate subset for (int i = 0; i < labels.length; i++) { labelSet.selectSingleSubset(i); if (labelSet.getExample(0).getNominalValue(labelAttribute).equals(label)) break; } // calculate inverse matrix Matrix inverse = MathFunctions.invertMatrix(CovarianceMatrix.getCovarianceMatrix(labelSet)); classInverseCovariances[labelIndex] = inverse; labelIndex++; } // weighting of the matrices Matrix[] regularizedMatrices = new Matrix[classInverseCovariances.length]; for (int i = 0; i < labels.length; i++) { regularizedMatrices[i] = globalInverseCovariances[i].times(alpha).plus(classInverseCovariances[i].times(1d - alpha)); } return classInverseCovariances; } @Override protected DiscriminantModel getModel(ExampleSet exampleSet, String[] labels, Matrix[] meanVectors, Matrix[] inverseCovariances, double[] aprioriProbabilities) throws UndefinedParameterError { return new DiscriminantModel(exampleSet, labels, meanVectors, inverseCovariances, aprioriProbabilities, getParameterAsDouble(PARAMETER_ALPHA)); } @Override public List<ParameterType> getParameterTypes() { List<ParameterType> list = super.getParameterTypes(); list.add(new ParameterTypeDouble(PARAMETER_ALPHA, "This is the strength of regularization. 1: Only global covariance is used, 0: Only per class covariance is used.", 0d, 1d, 0.5d, false)); return list; } }