/* * 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.visualization; import java.util.HashMap; import java.util.LinkedList; import java.util.List; import java.util.Map; import com.rapidminer.example.ExampleSet; import com.rapidminer.example.set.SplittedExampleSet; import com.rapidminer.operator.Model; import com.rapidminer.operator.OperatorCapability; import com.rapidminer.operator.OperatorChain; import com.rapidminer.operator.OperatorDescription; import com.rapidminer.operator.OperatorException; import com.rapidminer.operator.OperatorVersion; import com.rapidminer.operator.UserError; import com.rapidminer.operator.learner.CapabilityProvider; import com.rapidminer.operator.learner.PredictionModel; import com.rapidminer.operator.ports.InputPort; import com.rapidminer.operator.ports.InputPortExtender; import com.rapidminer.operator.ports.OutputPort; import com.rapidminer.operator.ports.OutputPortExtender; import com.rapidminer.operator.ports.metadata.CapabilityPrecondition; import com.rapidminer.operator.ports.metadata.GenerateNewMDRule; import com.rapidminer.operator.ports.metadata.Precondition; import com.rapidminer.operator.ports.metadata.PredictionModelMetaData; import com.rapidminer.operator.ports.metadata.SimplePrecondition; import com.rapidminer.operator.ports.metadata.SubprocessTransformRule; import com.rapidminer.parameter.ParameterType; import com.rapidminer.parameter.ParameterTypeBoolean; import com.rapidminer.parameter.ParameterTypeCategory; import com.rapidminer.parameter.ParameterTypeDouble; import com.rapidminer.parameter.ParameterTypeInt; import com.rapidminer.parameter.UndefinedParameterError; import com.rapidminer.tools.RandomGenerator; import com.rapidminer.tools.math.ROCBias; import com.rapidminer.tools.math.ROCData; import com.rapidminer.tools.math.ROCDataGenerator; /** * This operator uses its inner operators (each of those must produce a model) and * calculates the ROC curve for each of them. All ROC curves together are * plotted in the same plotter. The comparison is based on the average values of a * k-fold cross validation. Alternatively, this operator can use an internal split * into a test and a training set from the given data set. * * Please note that a former predicted label of the given example set will be removed during * the application of this operator. * * @author Ingo Mierswa */ public class ROCBasedComparisonOperator extends OperatorChain implements CapabilityProvider { /** The parameter name for the number of folds. */ public static final String PARAMETER_NUMBER_OF_FOLDS = "number_of_folds"; /** The parameter name for "Relative size of the training set" */ public static final String PARAMETER_SPLIT_RATIO = "split_ratio"; /** * The parameter name for "Defines the sampling type of the cross validation (linear = consecutive subsets, shuffled = random * subsets, stratified = random subsets with class distribution kept constant)" */ public static final String PARAMETER_SAMPLING_TYPE = "sampling_type"; /** Indicates if example weights should be used. */ public static final String PARAMETER_USE_EXAMPLE_WEIGHTS = "use_example_weights"; private final InputPort exampleSetInput = getInputPorts().createPort("example set", ExampleSet.class); private final OutputPort exampleSetOutput = getOutputPorts().createPort("exampleSet"); private final OutputPort rocComparisonOutput = getOutputPorts().createPort("rocComparison"); private final OutputPortExtender trainingSetExtender = new OutputPortExtender("train", getSubprocess(0).getInnerSources()); private final InputPortExtender modelExtender = new InputPortExtender("model", getSubprocess(0).getInnerSinks()) { @Override public Precondition makePrecondition(InputPort inputPort) { return new SimplePrecondition(inputPort, new PredictionModelMetaData(PredictionModel.class), false); } }; public ROCBasedComparisonOperator(OperatorDescription description) { super(description, "Model Generation"); trainingSetExtender.start(); modelExtender.start(); exampleSetInput.addPrecondition(new CapabilityPrecondition(this, exampleSetInput)); getTransformer().addRule(trainingSetExtender.makePassThroughRule(exampleSetInput)); getTransformer().addPassThroughRule(exampleSetInput, exampleSetOutput); getTransformer().addRule(new SubprocessTransformRule(getSubprocess(0))); getTransformer().addRule(new GenerateNewMDRule(rocComparisonOutput, ROCComparison.class)); } @Override public void doWork() throws OperatorException { ExampleSet exampleSet = exampleSetInput.getData(); if (exampleSet.getAttributes().getLabel() == null) { throw new UserError(this, 105); } if (!exampleSet.getAttributes().getLabel().isNominal()) { throw new UserError(this, 101, "ROC Comparison", exampleSet.getAttributes().getLabel()); } if (exampleSet.getAttributes().getLabel().getMapping().getValues().size() != 2) { throw new UserError(this, 114, "ROC Comparison", exampleSet.getAttributes().getLabel()); } Map<String, List<ROCData>> rocData = new HashMap<String, List<ROCData>>(); int numberOfFolds = getParameterAsInt(PARAMETER_NUMBER_OF_FOLDS); ExampleSet clone = (ExampleSet) exampleSet.clone(); if (numberOfFolds < 0) { double splitRatio = getParameterAsDouble(PARAMETER_SPLIT_RATIO); SplittedExampleSet eSet = new SplittedExampleSet(clone, splitRatio, getParameterAsInt(PARAMETER_SAMPLING_TYPE), getParameterAsBoolean(RandomGenerator.PARAMETER_USE_LOCAL_RANDOM_SEED), getParameterAsInt(RandomGenerator.PARAMETER_LOCAL_RANDOM_SEED), getCompatibilityLevel().isAtMost(SplittedExampleSet.VERSION_SAMPLING_CHANGED)); // apply subprocess to generate all models eSet.selectSingleSubset(0); trainingSetExtender.deliverToAll(eSet, false); getSubprocess(0).execute(); List<Model> models = modelExtender.getData(true); // apply models on test set eSet.selectSingleSubset(1); for (Model model : models) { ExampleSet resultSet = model.apply(eSet); if (resultSet.getAttributes().getPredictedLabel() == null) { throw new UserError(this, 107); } // calculate ROC values ROCDataGenerator rocDataGenerator = new ROCDataGenerator(1.0d, 1.0d); ROCData rocPoints = rocDataGenerator.createROCData(resultSet, getParameterAsBoolean(PARAMETER_USE_EXAMPLE_WEIGHTS), ROCBias.getROCBiasParameter(this)); List<ROCData> dataList = new LinkedList<ROCData>(); dataList.add(rocPoints); rocData.put(model.getSource(), dataList); // remove predicted label PredictionModel.removePredictedLabel(resultSet); } } else { SplittedExampleSet eSet = new SplittedExampleSet(clone, numberOfFolds, getParameterAsInt(PARAMETER_SAMPLING_TYPE), getParameterAsBoolean(RandomGenerator.PARAMETER_USE_LOCAL_RANDOM_SEED), getParameterAsInt(RandomGenerator.PARAMETER_LOCAL_RANDOM_SEED), getCompatibilityLevel().isAtMost(SplittedExampleSet.VERSION_SAMPLING_CHANGED)); PredictionModel.removePredictedLabel(eSet); for (int iteration = 0; iteration < numberOfFolds; iteration++) { eSet.selectAllSubsetsBut(iteration); trainingSetExtender.deliverToAll(eSet, false); getSubprocess(0).execute(); // apply all models List<Model> models = modelExtender.getData(true); for (Model model : models) { eSet.selectSingleSubset(iteration); ExampleSet resultSet = model.apply(eSet); if (resultSet.getAttributes().getPredictedLabel() == null) { throw new UserError(this, 107); } // calculate ROC values ROCDataGenerator rocDataGenerator = new ROCDataGenerator(1.0d, 1.0d); ROCData rocPoints = rocDataGenerator.createROCData(resultSet, getParameterAsBoolean(PARAMETER_USE_EXAMPLE_WEIGHTS), ROCBias.getROCBiasParameter(this)); List<ROCData> dataList = rocData.get(model.getSource()); if (dataList == null) { dataList = new LinkedList<ROCData>(); rocData.put(model.getSource(), dataList); } dataList.add(rocPoints); // remove predicted label PredictionModel.removePredictedLabel(resultSet); } inApplyLoop(); } } exampleSetOutput.deliver(exampleSet); rocComparisonOutput.deliver(new ROCComparison(rocData)); } @Override public List<ParameterType> getParameterTypes() { List<ParameterType> types = super.getParameterTypes(); ParameterType type = new ParameterTypeInt(PARAMETER_NUMBER_OF_FOLDS, "The number of folds used for a cross validation evaluation (-1: use simple split ratio).", -1, Integer.MAX_VALUE, 10); type.setExpert(false); types.add(type); types.add(new ParameterTypeDouble(PARAMETER_SPLIT_RATIO, "Relative size of the training set", 0.0d, 1.0d, 0.7d)); types.add(new ParameterTypeCategory(PARAMETER_SAMPLING_TYPE, "Defines the sampling type of the cross validation (linear = consecutive subsets, shuffled = random subsets, stratified = random subsets with class distribution kept constant)", SplittedExampleSet.SAMPLING_NAMES, SplittedExampleSet.STRATIFIED_SAMPLING)); types.addAll(RandomGenerator.getRandomGeneratorParameters(this)); types.add(new ParameterTypeBoolean(PARAMETER_USE_EXAMPLE_WEIGHTS, "Indicates if example weights should be regarded (use weight 1 for each example otherwise).", true)); types.add(ROCBias.makeParameterType()); return types; } @Override public boolean supportsCapability(OperatorCapability capability) { switch (capability) { case NO_LABEL: return false; case NUMERICAL_LABEL: try { return getParameterAsInt(PARAMETER_SAMPLING_TYPE) != SplittedExampleSet.STRATIFIED_SAMPLING; } catch (UndefinedParameterError e) { return false; } default: return true; } } @Override public OperatorVersion[] getIncompatibleVersionChanges() { return new OperatorVersion[] { SplittedExampleSet.VERSION_SAMPLING_CHANGED }; } }