/*
* 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.functions;
import java.util.Iterator;
import java.util.LinkedList;
import java.util.List;
import Jama.Matrix;
import com.rapidminer.example.Attribute;
import com.rapidminer.example.AttributeRole;
import com.rapidminer.example.Example;
import com.rapidminer.example.ExampleSet;
import com.rapidminer.operator.Model;
import com.rapidminer.operator.OperatorCapability;
import com.rapidminer.operator.OperatorDescription;
import com.rapidminer.operator.OperatorException;
import com.rapidminer.operator.annotation.ResourceConsumptionEstimator;
import com.rapidminer.operator.learner.AbstractLearner;
import com.rapidminer.operator.learner.PredictionModel;
import com.rapidminer.parameter.ParameterType;
import com.rapidminer.parameter.ParameterTypeBoolean;
import com.rapidminer.parameter.ParameterTypeDouble;
import com.rapidminer.tools.OperatorResourceConsumptionHandler;
/**
* This operator performs a vector linear regression. It regresses all regular
* attributes upon a vector of labels. The attributes forming the vector have
* to be marked as special, the special role names of all label attributes have
* to start with <code>label</code>.
*
* TODO: Adapt meta data of model, but needs change of complete construction...
*
* @author Tobias Malbrecht
*/
public class VectorLinearRegression extends AbstractLearner {
public static final String PARAMETER_USE_BIAS = "use_bias";
public static final String PARAMETER_RIDGE = "ridge";
public VectorLinearRegression(OperatorDescription description) {
super(description);
}
public Model learn(ExampleSet exampleSet) throws OperatorException {
boolean useBias = getParameterAsBoolean(PARAMETER_USE_BIAS);
double ridge = getParameterAsDouble(PARAMETER_RIDGE);
List<Attribute> labels = new LinkedList<Attribute>();
for (Iterator<AttributeRole> roleIterator = exampleSet.getAttributes().allAttributeRoles(); roleIterator.hasNext(); ) {
AttributeRole role = roleIterator.next();
if (role.getSpecialName() != null && role.getSpecialName().startsWith("label")) {
labels.add(role.getAttribute());
}
}
int biasOffset = useBias ? 1 : 0;
int width = exampleSet.getAttributes().size() + 1;
Matrix x = new Matrix(exampleSet.size(), width);
Matrix y = new Matrix(exampleSet.size(), labels.size());
int j = 0;
for (Example example : exampleSet) {
if (useBias) {
x.set(j, 0, 1);
}
int i = biasOffset;
for (Attribute attribute : exampleSet.getAttributes()) {
x.set(j, i, example.getValue(attribute));
i++;
}
int k = 0;
for (Attribute label : labels) {
y.set(j, k, example.getValue(label));
k++;
}
j++;
}
int numberOfColumns = x.getColumnDimension();
Matrix xTransposed = x.transpose();
Matrix result = null;
boolean finished = false;
while (!finished) {
Matrix xTx = xTransposed.times(x);
for (int i = 0; i < numberOfColumns; i++)
xTx.set(i, i, xTx.get(i, i) + ridge);
Matrix xTy = xTransposed.times(y);
try {
result = xTx.solve(xTy);
finished = true;
} catch (Exception ex) {
ridge *= 10;
finished = false;
}
}
String[] labelNames = new String[labels.size()];
for (int i = 0; i < labels.size(); i++) {
labelNames[i] = labels.get(i).getName();
}
return new VectorRegressionModel(exampleSet, labelNames, result, useBias);
}
@Override
public Class<? extends PredictionModel> getModelClass() {
return VectorRegressionModel.class;
}
public boolean supportsCapability(OperatorCapability lc) {
if (lc.equals(OperatorCapability.NUMERICAL_ATTRIBUTES))
return true;
if (lc.equals(OperatorCapability.NUMERICAL_LABEL))
return true;
if (lc == OperatorCapability.WEIGHTED_EXAMPLES)
return false;
return false;
}
@Override
public List<ParameterType> getParameterTypes() {
List<ParameterType> types = super.getParameterTypes();
types.add(new ParameterTypeBoolean(PARAMETER_USE_BIAS, "Indicates if an intercept value should be calculated.", true));
types.add(new ParameterTypeDouble(PARAMETER_RIDGE, "The ridge parameter.", 0, Double.POSITIVE_INFINITY, 1.0E-8));
return types;
}
@Override
public ResourceConsumptionEstimator getResourceConsumptionEstimator() {
return OperatorResourceConsumptionHandler.getResourceConsumptionEstimator(getExampleSetInputPort(), VectorLinearRegression.class, null);
}
}