File size: 33,389 Bytes
bb654c7 |
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 52 53 54 55 56 57 58 59 60 61 62 63 64 65 66 67 68 69 70 71 72 73 74 75 76 77 78 79 80 81 82 83 84 85 86 87 88 89 90 91 92 93 94 95 96 97 98 99 100 101 102 103 104 105 106 107 108 109 110 111 112 113 114 115 116 117 118 119 120 121 122 123 124 125 126 127 128 129 130 131 132 133 134 135 136 137 138 139 140 141 142 143 144 145 146 147 148 149 150 151 152 153 154 155 156 157 158 159 160 161 162 163 164 165 166 167 168 169 170 171 172 173 174 175 176 177 178 179 180 181 182 183 184 185 186 187 188 189 190 191 192 193 194 195 196 197 198 199 200 201 202 203 204 205 206 207 208 209 210 211 212 213 214 215 216 217 218 219 220 221 222 223 224 225 226 227 228 229 230 231 232 233 234 235 236 237 238 239 240 241 242 243 244 245 246 247 248 249 250 251 252 253 254 255 256 257 258 259 260 261 262 263 264 265 266 267 268 269 270 271 272 273 274 275 276 277 278 279 280 281 282 283 284 285 286 287 288 289 290 291 292 293 294 295 296 297 298 299 300 301 302 303 304 305 306 307 308 309 310 311 312 313 314 315 316 317 318 319 320 321 322 323 324 325 326 327 328 329 330 331 332 333 334 335 336 337 338 339 340 341 342 343 344 345 346 347 348 349 350 351 352 353 354 355 356 357 358 359 360 361 362 363 364 365 366 367 368 369 370 371 372 373 374 375 376 377 378 379 380 381 382 383 384 385 386 387 388 389 390 391 392 393 394 395 396 397 398 399 400 401 402 403 404 405 406 407 408 409 410 411 412 413 414 415 416 417 418 419 420 421 422 423 424 425 426 427 428 429 430 431 432 433 434 435 436 437 438 439 440 441 442 443 444 445 446 447 448 449 450 451 452 453 454 455 456 457 458 459 460 461 462 463 464 465 466 467 468 469 470 471 472 473 474 475 476 477 478 479 480 481 482 483 484 485 486 487 488 489 490 491 492 493 494 495 496 497 498 499 500 501 502 503 504 505 506 507 508 509 510 511 512 513 514 515 516 517 518 519 520 521 522 523 524 525 526 527 528 529 530 531 532 533 534 535 536 537 538 539 540 541 542 543 544 545 546 547 548 549 550 551 552 553 554 555 556 557 558 559 560 561 562 563 564 565 566 567 568 569 570 571 572 573 574 575 576 577 578 579 580 581 582 583 584 585 586 587 588 589 590 591 592 593 594 595 596 597 598 599 600 601 602 603 604 605 606 607 608 609 610 611 612 613 614 615 616 617 618 619 620 621 622 623 624 625 626 627 628 629 630 631 632 633 634 635 636 637 638 639 640 641 642 643 644 645 646 647 648 649 650 651 652 653 654 655 656 657 658 659 660 661 662 663 664 665 666 667 668 669 670 671 672 673 674 675 676 677 678 679 680 681 682 683 684 685 686 687 688 689 690 691 692 693 694 695 696 697 698 699 700 701 702 703 704 705 706 707 708 709 710 711 712 713 714 715 716 717 718 719 720 721 722 723 724 725 726 727 728 729 730 731 732 733 734 735 736 737 738 739 740 741 742 743 744 745 746 747 748 749 750 751 752 753 754 755 756 757 758 759 760 761 762 763 764 765 766 767 768 769 770 771 772 773 774 775 776 777 778 779 780 781 782 783 784 785 786 787 788 789 790 791 792 793 794 795 796 797 798 799 800 801 802 803 804 805 806 807 808 809 810 811 812 813 814 815 816 817 818 819 820 821 822 823 824 825 826 827 828 829 830 831 832 833 834 835 836 837 838 839 840 841 842 843 844 845 846 847 848 849 850 851 852 853 854 855 856 857 858 859 860 861 862 863 864 865 866 867 868 869 870 871 872 873 874 875 876 877 878 879 880 881 882 883 884 885 886 887 888 889 890 891 892 893 894 895 896 897 898 899 900 901 902 903 904 905 906 907 908 909 910 911 912 913 914 915 916 917 918 919 920 921 922 923 924 925 926 927 928 929 930 931 932 933 934 935 936 937 938 939 940 941 942 943 944 945 946 947 948 949 950 951 952 953 954 955 956 957 958 959 960 961 962 963 964 965 966 967 968 969 970 971 972 973 974 975 976 977 978 979 980 981 982 983 984 985 986 987 988 989 990 991 992 993 994 995 996 997 998 999 1000 1001 1002 1003 1004 1005 1006 1007 1008 1009 1010 1011 1012 1013 1014 1015 1016 1017 1018 1019 1020 1021 1022 1023 1024 1025 1026 1027 1028 1029 1030 1031 1032 1033 1034 1035 1036 1037 1038 1039 1040 1041 1042 1043 1044 1045 1046 1047 1048 1049 1050 1051 1052 1053 1054 1055 1056 1057 1058 1059 1060 1061 1062 1063 1064 1065 1066 1067 1068 1069 1070 1071 1072 1073 1074 1075 1076 1077 1078 1079 1080 1081 1082 1083 1084 1085 1086 1087 1088 1089 1090 1091 1092 1093 1094 1095 1096 1097 1098 1099 1100 1101 1102 1103 1104 1105 1106 1107 1108 1109 1110 1111 1112 1113 1114 1115 1116 1117 1118 1119 1120 1121 1122 1123 1124 1125 1126 1127 |
/*
* This program is free software; you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation; either version 2 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 General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with this program; if not, write to the Free Software
* Foundation, Inc., 675 Mass Ave, Cambridge, MA 02139, USA.
*/
/*
* MLPClassifier.java
* Copyright (C) 2012 University of Waikato, Hamilton, New Zealand
*/
package weka.classifiers.functions;
import java.util.Arrays;
import java.util.Collections;
import java.util.Enumeration;
import java.util.HashSet;
import java.util.Random;
import java.util.Set;
import java.util.Vector;
import java.util.concurrent.Callable;
import java.util.concurrent.ExecutorService;
import java.util.concurrent.Executors;
import java.util.concurrent.Future;
import weka.classifiers.Classifier;
import weka.classifiers.RandomizableClassifier;
import weka.core.Capabilities;
import weka.core.Capabilities.Capability;
import weka.core.ConjugateGradientOptimization;
import weka.core.Instance;
import weka.core.Instances;
import weka.core.Optimization;
import weka.core.Option;
import weka.core.RevisionUtils;
import weka.core.Utils;
import weka.core.WeightedInstancesHandler;
import weka.filters.Filter;
import weka.filters.unsupervised.attribute.NominalToBinary;
import weka.filters.unsupervised.attribute.RemoveUseless;
import weka.filters.unsupervised.attribute.ReplaceMissingValues;
import weka.filters.unsupervised.attribute.Standardize;
/**
* <!-- globalinfo-start --> Trains a multilayer perceptron with one hidden
* layer using WEKA's Optimization class by minimizing the squared error plus a
* quadratic penalty with the BFGS method. Note that all attributes are
* standardized. There are several parameters. The ridge parameter is used to
* determine the penalty on the size of the weights. The number of hidden units
* can also be specified. Note that large numbers produce long training times.
* Finally, it is possible to use conjugate gradient descent rather than BFGS
* updates, which may be faster for cases with many parameters. To improve
* speed, an approximate version of the logistic function is used as the
* activation function. Also, if delta values in the backpropagation step are
* within the user-specified tolerance, the gradient is not updated for that
* particular instance, which saves some additional time. Paralled calculation
* of squared error and gradient is possible when multiple CPU cores are
* present. Data is split into batches and processed in separate threads in this
* case. Note that this only improves runtime for larger datasets. Nominal
* attributes are processed using the unsupervised NominalToBinary filter and
* missing values are replaced globally using ReplaceMissingValues.
* <p/>
* <!-- globalinfo-end -->
*
* <!-- options-start --> Valid options are:
* <p/>
*
* <pre>
* -N <int>
* Number of hidden units (default is 2).
* </pre>
*
* <pre>
* -R <double>
* Ridge factor for quadratic penalty on weights (default is 0.01).
* </pre>
*
* <pre>
* -O <double>
* Tolerance parameter for delta values (default is 1.0e-6).
* </pre>
*
* <pre>
* -G
* Use conjugate gradient descent (recommended for many attributes).
* </pre>
*
* <pre>
* -P <int>
* The size of the thread pool, for example, the number of cores in the CPU. (default 1)
* </pre>
*
* <pre>
* -E <int>
* The number of threads to use, which should be >= size of thread pool. (default 1)
* </pre>
*
* <pre>
* -S <num>
* Random number seed.
* (default 1)
* </pre>
*
* <!-- options-end -->
*
* @author Eibe Frank (eibe@cs.waikato.ac.nz)
* @version $Revision: 10949 $
*/
public class MLPClassifier extends RandomizableClassifier implements WeightedInstancesHandler {
/** For serialization */
private static final long serialVersionUID = -3297474276438394644L;
/**
* Returns default capabilities of the classifier.
*
* @return the capabilities of this classifier
*/
@Override
public Capabilities getCapabilities() {
Capabilities result = super.getCapabilities();
result.disableAll();
// attributes
result.enable(Capability.NOMINAL_ATTRIBUTES);
result.enable(Capability.NUMERIC_ATTRIBUTES);
result.enable(Capability.DATE_ATTRIBUTES);
result.enable(Capability.MISSING_VALUES);
// class
result.enable(Capability.NOMINAL_CLASS);
result.enable(Capability.MISSING_CLASS_VALUES);
return result;
}
/**
* Simple wrapper class needed to use the BFGS method implemented in
* weka.core.Optimization.
*/
protected class OptEng extends Optimization {
/**
* Returns the squared error given parameter values x.
*/
@Override
protected double objectiveFunction(double[] x) {
m_MLPParameters = x;
return calculateSE();
}
/**
* Returns the gradient given parameter values x.
*/
@Override
protected double[] evaluateGradient(double[] x) {
m_MLPParameters = x;
return calculateGradient();
}
/**
* The revision string.
*/
@Override
public String getRevision() {
return RevisionUtils.extract("$Revision: 10949 $");
}
}
/**
* Simple wrapper class needed to use the CGD method implemented in
* weka.core.ConjugateGradientOptimization.
*/
protected class OptEngCGD extends ConjugateGradientOptimization {
/**
* Returns the squared error given parameter values x.
*/
@Override
protected double objectiveFunction(double[] x) {
m_MLPParameters = x;
return calculateSE();
}
/**
* Returns the gradient given parameter values x.
*/
@Override
protected double[] evaluateGradient(double[] x) {
m_MLPParameters = x;
return calculateGradient();
}
/**
* The revision string.
*/
@Override
public String getRevision() {
return RevisionUtils.extract("$Revision: 10949 $");
}
}
// The number of hidden units
protected int m_numUnits = 2;
// The class index of the dataset
protected int m_classIndex = -1;
// A reference to the actual data
protected Instances m_data = null;
// The number of classes in the data
protected int m_numClasses = -1;
// The number of attributes in the data
protected int m_numAttributes = -1;
// The parameter vector
protected double[] m_MLPParameters = null;
// Offset for output unit parameters
protected int OFFSET_WEIGHTS = -1;
// Offset for parameters of hidden units
protected int OFFSET_ATTRIBUTE_WEIGHTS = -1;
// The ridge parameter
protected double m_ridge = 0.01;
// Whether to use conjugate gradient descent rather than BFGS updates
protected boolean m_useCGD = false;
// Tolerance parameter for delta values
protected double m_tolerance = 1.0e-6;
// The number of threads to use to calculate gradient and squared error
protected int m_numThreads = 1;
// The size of the thread pool
protected int m_poolSize = 1;
// The standardization filer
protected Filter m_Filter = null;
// An attribute filter
protected RemoveUseless m_AttFilter;
// The filter used to make attributes numeric.
protected NominalToBinary m_NominalToBinary;
// The filter used to get rid of missing values.
protected ReplaceMissingValues m_ReplaceMissingValues;
// a ZeroR model in case no model can be built from the data
protected Classifier m_ZeroR;
// Thread pool
protected transient ExecutorService m_Pool = null;
/**
* Method used to pre-process the data, perform clustering, and set the
* initial parameter vector.
*/
protected Instances initializeClassifier(Instances data) throws Exception {
// can classifier handle the data?
getCapabilities().testWithFail(data);
data = new Instances(data);
data.deleteWithMissingClass();
// Make sure data is shuffled
Random random = new Random(m_Seed);
if (data.numInstances() > 1) {
random = data.getRandomNumberGenerator(m_Seed);
}
data.randomize(random);
// Replace missing values
m_ReplaceMissingValues = new ReplaceMissingValues();
m_ReplaceMissingValues.setInputFormat(data);
data = Filter.useFilter(data, m_ReplaceMissingValues);
// Remove useless attributes
m_AttFilter = new RemoveUseless();
m_AttFilter.setInputFormat(data);
data = Filter.useFilter(data, m_AttFilter);
// only class? -> build ZeroR model
if (data.numAttributes() == 1) {
System.err
.println("Cannot build model (only class attribute present in data after removing useless attributes!), "
+ "using ZeroR model instead!");
m_ZeroR = new weka.classifiers.rules.ZeroR();
m_ZeroR.buildClassifier(data);
return null;
} else {
m_ZeroR = null;
}
// Transform nominal attributes
m_NominalToBinary = new NominalToBinary();
m_NominalToBinary.setInputFormat(data);
data = Filter.useFilter(data, m_NominalToBinary);
// Standardize data
m_Filter = new Standardize();
m_Filter.setInputFormat(data);
data = Filter.useFilter(data, m_Filter);
m_classIndex = data.classIndex();
m_numClasses = data.numClasses();
m_numAttributes = data.numAttributes();
// Set up array
OFFSET_WEIGHTS = 0;
OFFSET_ATTRIBUTE_WEIGHTS = (m_numUnits + 1) * m_numClasses;
m_MLPParameters = new double[OFFSET_ATTRIBUTE_WEIGHTS + m_numUnits
* m_numAttributes];
// Initialize parameters
for (int j = 0; j < m_numClasses; j++) {
int offsetOW = OFFSET_WEIGHTS + (j * (m_numUnits + 1));
for (int i = 0; i < m_numUnits; i++) {
m_MLPParameters[offsetOW + i] = 0.1 * random.nextGaussian();
}
m_MLPParameters[offsetOW + m_numUnits] = 0.1 * random.nextGaussian();
}
for (int i = 0; i < m_numUnits; i++) {
int offsetW = OFFSET_ATTRIBUTE_WEIGHTS + (i * m_numAttributes);
for (int j = 0; j < m_numAttributes; j++) {
m_MLPParameters[offsetW + j] = 0.1 * random.nextGaussian();
}
}
return data;
}
/**
* Builds the MLP network classifier based on the given dataset.
*/
@Override
public void buildClassifier(Instances data) throws Exception {
// Set up the initial arrays
m_data = initializeClassifier(data);
if (m_data == null) {
return;
}
// Initialise thread pool
m_Pool = Executors.newFixedThreadPool(m_poolSize);
// Apply optimization class to train the network
Optimization opt = null;
if (!m_useCGD) {
opt = new OptEng();
} else {
opt = new OptEngCGD();
}
opt.setDebug(m_Debug);
// No constraints
double[][] b = new double[2][m_MLPParameters.length];
for (int i = 0; i < 2; i++) {
for (int j = 0; j < m_MLPParameters.length; j++) {
b[i][j] = Double.NaN;
}
}
m_MLPParameters = opt.findArgmin(m_MLPParameters, b);
while (m_MLPParameters == null) {
m_MLPParameters = opt.getVarbValues();
if (m_Debug) {
System.out.println("First set of iterations finished, not enough!");
}
m_MLPParameters = opt.findArgmin(m_MLPParameters, b);
}
if (m_Debug) {
System.out.println("SE (normalized space) after optimization: "
+ opt.getMinFunction());
}
m_data = new Instances(m_data, 0); // Save memory
// Shut down thread pool
m_Pool.shutdown();
}
/**
* Calculates the (penalized) squared error based on the current parameter
* vector.
*/
protected double calculateSE() {
// Set up result set, and chunk size
int chunksize = m_data.numInstances() / m_numThreads;
Set<Future<Double>> results = new HashSet<Future<Double>>();
// For each thread
for (int j = 0; j < m_numThreads; j++) {
// Determine batch to be processed
final int lo = j * chunksize;
final int hi = (j < m_numThreads - 1) ? (lo + chunksize) : m_data
.numInstances();
// Create and submit new job, where each instance in batch is processed
Future<Double> futureSE = m_Pool.submit(new Callable<Double>() {
@Override
public Double call() {
final double[] outputs = new double[m_numUnits];
double SE = 0;
for (int k = lo; k < hi; k++) {
final Instance inst = m_data.instance(k);
// Calculate necessary input/output values and error term
calculateOutputs(inst, outputs, null);
// For all class values
for (int i = 0; i < m_numClasses; i++) {
// Get target (make them slightly different from 0/1 for better
// convergence)
final double target = ((int) inst.value(m_classIndex) == i) ? 0.99
: 0.01;
// Add to squared error
final double err = getOutput(i, outputs, null) - target;
SE += inst.weight() * err * err;
}
}
return SE;
}
});
results.add(futureSE);
}
// Calculate SE
double SE = 0;
try {
for (Future<Double> futureSE : results) {
SE += futureSE.get();
}
} catch (Exception e) {
System.out.println("Squared error could not be calculated.");
}
// Calculate sum of squared weights, excluding bias
double squaredSumOfWeights = 0;
for (int i = 0; i < m_numClasses; i++) {
int offsetOW = OFFSET_WEIGHTS + (i * (m_numUnits + 1));
for (int k = 0; k < m_numUnits; k++) {
squaredSumOfWeights += m_MLPParameters[offsetOW + k]
* m_MLPParameters[offsetOW + k];
}
}
for (int k = 0; k < m_numUnits; k++) {
int offsetW = OFFSET_ATTRIBUTE_WEIGHTS + k * m_numAttributes;
for (int j = 0; j < m_classIndex; j++) {
squaredSumOfWeights += m_MLPParameters[offsetW + j]
* m_MLPParameters[offsetW + j];
}
for (int j = m_classIndex + 1; j < m_numAttributes; j++) {
squaredSumOfWeights += m_MLPParameters[offsetW + j]
* m_MLPParameters[offsetW + j];
}
}
return ((m_ridge * squaredSumOfWeights) + (0.5 * SE))
/ m_data.sumOfWeights();
}
/**
* Calculates the gradient based on the current parameter vector.
*/
protected double[] calculateGradient() {
// Set up result set, and chunk size
int chunksize = m_data.numInstances() / m_numThreads;
Set<Future<double[]>> results = new HashSet<Future<double[]>>();
// For each thread
for (int j = 0; j < m_numThreads; j++) {
// Determine batch to be processed
final int lo = j * chunksize;
final int hi = (j < m_numThreads - 1) ? (lo + chunksize) : m_data
.numInstances();
// Create and submit new job, where each instance in batch is processed
Future<double[]> futureGrad = m_Pool.submit(new Callable<double[]>() {
@Override
public double[] call() {
final double[] outputs = new double[m_numUnits];
final double[] deltaHidden = new double[m_numUnits];
final double[] sigmoidDerivativeOutput = new double[1];
final double[] sigmoidDerivativesHidden = new double[m_numUnits];
final double[] localGrad = new double[m_MLPParameters.length];
for (int k = lo; k < hi; k++) {
final Instance inst = m_data.instance(k);
calculateOutputs(inst, outputs, sigmoidDerivativesHidden);
updateGradient(localGrad, inst, outputs, sigmoidDerivativeOutput,
deltaHidden);
updateGradientForHiddenUnits(localGrad, inst,
sigmoidDerivativesHidden, deltaHidden);
}
return localGrad;
}
});
results.add(futureGrad);
}
// Calculate final gradient
double[] grad = new double[m_MLPParameters.length];
try {
for (Future<double[]> futureGrad : results) {
double[] lg = futureGrad.get();
for (int i = 0; i < lg.length; i++) {
grad[i] += lg[i];
}
}
} catch (Exception e) {
System.out.println("Gradient could not be calculated.");
}
// For all network weights, perform weight decay
for (int i = 0; i < m_numClasses; i++) {
int offsetOW = OFFSET_WEIGHTS + (i * (m_numUnits + 1));
for (int k = 0; k < m_numUnits; k++) {
grad[offsetOW + k] += m_ridge * 2 * m_MLPParameters[offsetOW + k];
}
}
for (int k = 0; k < m_numUnits; k++) {
int offsetW = OFFSET_ATTRIBUTE_WEIGHTS + k * m_numAttributes;
for (int j = 0; j < m_classIndex; j++) {
grad[offsetW + j] += m_ridge * 2 * m_MLPParameters[offsetW + j];
}
for (int j = m_classIndex + 1; j < m_numAttributes; j++) {
grad[offsetW + j] += m_ridge * 2 * m_MLPParameters[offsetW + j];
}
}
double factor = 1.0 / m_data.sumOfWeights();
for (int i = 0; i < grad.length; i++) {
grad[i] *= factor;
}
return grad;
}
/**
* Update the gradient for the weights in the output layer.
*/
protected void updateGradient(double[] grad, Instance inst, double[] outputs,
double[] sigmoidDerivativeOutput, double[] deltaHidden) {
// Initialise deltaHidden
Arrays.fill(deltaHidden, 0.0);
// For all output units
for (int j = 0; j < m_numClasses; j++) {
// Get output from output unit j
double pred = getOutput(j, outputs, sigmoidDerivativeOutput);
// Get target (make them slightly different from 0/1 for better
// convergence)
double target = ((int) inst.value(m_classIndex) == j) ? 0.99 : 0.01;
// Calculate delta from output unit
double deltaOut = inst.weight() * (pred - target) * sigmoidDerivativeOutput[0];
// Go to next output unit if update too small
if (deltaOut <= m_tolerance && deltaOut >= -m_tolerance) {
continue;
}
// Establish offset
int offsetOW = OFFSET_WEIGHTS + (j * (m_numUnits + 1));
// Update deltaHidden
for (int i = 0; i < m_numUnits; i++) {
deltaHidden[i] += deltaOut * m_MLPParameters[offsetOW + i];
}
// Update gradient for output weights
for (int i = 0; i < m_numUnits; i++) {
grad[offsetOW + i] += deltaOut * outputs[i];
}
// Update gradient for bias
grad[offsetOW + m_numUnits] += deltaOut;
}
}
/**
* Update the gradient for the weights in the hidden layer.
*/
protected void updateGradientForHiddenUnits(double[] grad, Instance inst,
double[] sigmoidDerivativesHidden, double[] deltaHidden) {
// Finalize deltaHidden
for (int i = 0; i < m_numUnits; i++) {
deltaHidden[i] *= sigmoidDerivativesHidden[i];
}
// Update gradient for hidden units
for (int i = 0; i < m_numUnits; i++) {
// Skip calculations if update too small
if (deltaHidden[i] <= m_tolerance && deltaHidden[i] >= -m_tolerance) {
continue;
}
// Update gradient for all weights, including bias at classIndex
int offsetW = OFFSET_ATTRIBUTE_WEIGHTS + i * m_numAttributes;
for (int l = 0; l < m_classIndex; l++) {
grad[offsetW + l] += deltaHidden[i] * inst.value(l);
}
grad[offsetW + m_classIndex] += deltaHidden[i];
for (int l = m_classIndex + 1; l < m_numAttributes; l++) {
grad[offsetW + l] += deltaHidden[i] * inst.value(l);
}
}
}
/**
* Calculates the array of outputs of the hidden units. Also calculates
* derivatives if d != null.
*/
protected void calculateOutputs(Instance inst, double[] o, double[] d) {
for (int i = 0; i < m_numUnits; i++) {
int offsetW = OFFSET_ATTRIBUTE_WEIGHTS + i * m_numAttributes;
double sum = 0;
for (int j = 0; j < m_classIndex; j++) {
sum += inst.value(j) * m_MLPParameters[offsetW + j];
}
sum += m_MLPParameters[offsetW + m_classIndex];
for (int j = m_classIndex + 1; j < m_numAttributes; j++) {
sum += inst.value(j) * m_MLPParameters[offsetW + j];
}
o[i] = sigmoid(-sum, d, i);
}
}
/**
* Calculates the output of output unit based on the given hidden layer
* outputs. Also calculates the derivative if d != null.
*/
protected double getOutput(int unit, double[] outputs, double[] d) {
int offsetOW = OFFSET_WEIGHTS + (unit * (m_numUnits + 1));
double result = 0;
for (int i = 0; i < m_numUnits; i++) {
result += m_MLPParameters[offsetOW + i] * outputs[i];
}
result += m_MLPParameters[offsetOW + m_numUnits];
return sigmoid(-result, d, 0);
}
/**
* Computes approximate sigmoid function. Derivative is stored in second
* argument at given index if d != null.
*/
protected double sigmoid(double x, double[] d, int index) {
// Compute approximate sigmoid
double y = 1.0 + x / 4096.0;
x = y * y;
x *= x;
x *= x;
x *= x;
x *= x;
x *= x;
x *= x;
x *= x;
x *= x;
x *= x;
x *= x;
x *= x;
double output = 1.0 / (1.0 + x);
// Compute derivative if desired
if (d != null) {
d[index] = output * (1.0 - output) / y;
}
return output;
}
/**
* Calculates the output of the network after the instance has been piped
* through the fliters to replace missing values, etc.
*/
@Override
public double[] distributionForInstance(Instance inst) throws Exception {
m_ReplaceMissingValues.input(inst);
inst = m_ReplaceMissingValues.output();
m_AttFilter.input(inst);
inst = m_AttFilter.output();
// default model?
if (m_ZeroR != null) {
return m_ZeroR.distributionForInstance(inst);
}
m_NominalToBinary.input(inst);
inst = m_NominalToBinary.output();
m_Filter.input(inst);
inst = m_Filter.output();
double[] dist = new double[m_numClasses];
double[] outputs = new double[m_numUnits];
calculateOutputs(inst, outputs, null);
for (int i = 0; i < m_numClasses; i++) {
dist[i] = getOutput(i, outputs, null);
if (dist[i] < 0) {
dist[i] = 0;
} else if (dist[i] > 1) {
dist[i] = 1;
}
}
Utils.normalize(dist);
return dist;
}
/**
* This will return a string describing the classifier.
*
* @return The string.
*/
public String globalInfo() {
return "Trains a multilayer perceptron with one hidden layer using WEKA's Optimization class"
+ " by minimizing the squared error plus a quadratic penalty with the BFGS method."
+ " Note that all attributes are standardized. There are several parameters. The"
+ " ridge parameter is used to determine the penalty on the size of the weights. The"
+ " number of hidden units can also be specified. Note that large"
+ " numbers produce long training times. Finally, it is possible to use conjugate gradient"
+ " descent rather than BFGS updates, which may be faster for cases with many parameters."
+ " To improve speed, an approximate version of the logistic function is used as the"
+ " activation function. Also, if delta values in the backpropagation step are "
+ " within the user-specified tolerance, the gradient is not updated for that"
+ " particular instance, which saves some additional time. Paralled calculation"
+ " of squared error and gradient is possible when multiple CPU cores are present."
+ " Data is split into batches and processed in separate threads in this case."
+ " Note that this only improves runtime for larger datasets."
+ " Nominal attributes are processed using the unsupervised"
+ " NominalToBinary filter and missing values are replaced globally"
+ " using ReplaceMissingValues.";
}
/**
* @return a string to describe the option
*/
public String toleranceTipText() {
return "The tolerance parameter for the delta values.";
}
/**
* Gets the tolerance parameter for the delta values.
*/
public double getTolerance() {
return m_tolerance;
}
/**
* Sets the tolerance parameter for the delta values.
*/
public void setTolerance(double newTolerance) {
m_tolerance = newTolerance;
}
/**
* @return a string to describe the option
*/
public String numFunctionsTipText() {
return "The number of hidden units to use.";
}
/**
* Gets the number of functions.
*/
public int getNumFunctions() {
return m_numUnits;
}
/**
* Sets the number of functions.
*/
public void setNumFunctions(int newNumFunctions) {
m_numUnits = newNumFunctions;
}
/**
* @return a string to describe the option
*/
public String ridgeTipText() {
return "The ridge penalty factor for the quadratic penalty on the weights.";
}
/**
* Gets the value of the ridge parameter.
*/
public double getRidge() {
return m_ridge;
}
/**
* Sets the value of the ridge parameter.
*/
public void setRidge(double newRidge) {
m_ridge = newRidge;
}
/**
* @return a string to describe the option
*/
public String useCGDTipText() {
return "Whether to use conjugate gradient descent (potentially useful for many parameters).";
}
/**
* Gets whether to use CGD.
*/
public boolean getUseCGD() {
return m_useCGD;
}
/**
* Sets whether to use CGD.
*/
public void setUseCGD(boolean newUseCGD) {
m_useCGD = newUseCGD;
}
/**
* @return a string to describe the option
*/
public String numThreadsTipText() {
return "The number of threads to use, which should be >= size of thread pool.";
}
/**
* Gets the number of threads.
*/
public int getNumThreads() {
return m_numThreads;
}
/**
* Sets the number of threads
*/
public void setNumThreads(int nT) {
m_numThreads = nT;
}
/**
* @return a string to describe the option
*/
public String poolSizeTipText() {
return "The size of the thread pool, for example, the number of cores in the CPU.";
}
/**
* Gets the number of threads.
*/
public int getPoolSize() {
return m_poolSize;
}
/**
* Sets the number of threads
*/
public void setPoolSize(int nT) {
m_poolSize = nT;
}
/**
* Returns an enumeration describing the available options.
*
* @return an enumeration of all the available options.
*/
@Override
public Enumeration<Option> listOptions() {
Vector<Option> newVector = new Vector<Option>(6);
newVector.addElement(new Option(
"\tNumber of hidden units (default is 2).\n", "N", 1, "-N <int>"));
newVector.addElement(new Option(
"\tRidge factor for quadratic penalty on weights (default is 0.01).\n",
"R", 1, "-R <double>"));
newVector.addElement(new Option(
"\tTolerance parameter for delta values (default is 1.0e-6).\n", "O", 1,
"-O <double>"));
newVector.addElement(new Option(
"\tUse conjugate gradient descent (recommended for many attributes).\n",
"G", 0, "-G"));
newVector.addElement(new Option(
"\t" + poolSizeTipText() + " (default 1)\n", "P", 1, "-P <int>"));
newVector.addElement(new Option("\t" + numThreadsTipText()
+ " (default 1)\n", "E", 1, "-E <int>"));
newVector.addAll(Collections.list(super.listOptions()));
return newVector.elements();
}
/**
* Parses a given list of options.
* <p/>
*
* <!-- options-start --> Valid options are:
* <p/>
*
* <pre>
* -N <int>
* Number of hidden units (default is 2).
* </pre>
*
* <pre>
* -R <double>
* Ridge factor for quadratic penalty on weights (default is 0.01).
* </pre>
*
* <pre>
* -O <double>
* Tolerance parameter for delta values (default is 1.0e-6).
* </pre>
*
* <pre>
* -G
* Use conjugate gradient descent (recommended for many attributes).
* </pre>
*
* <pre>
* -P <int>
* The size of the thread pool, for example, the number of cores in the CPU. (default 1)
* </pre>
*
* <pre>
* -E <int>
* The number of threads to use, which should be >= size of thread pool. (default 1)
* </pre>
*
* <pre>
* -S <num>
* Random number seed.
* (default 1)
* </pre>
*
* <!-- options-end -->
*
* Options after -- are passed to the designated classifier.
* <p>
*
* @param options the list of options as an array of strings
* @throws Exception if an option is not supported
*/
@Override
public void setOptions(String[] options) throws Exception {
String numFunctions = Utils.getOption('N', options);
if (numFunctions.length() != 0) {
setNumFunctions(Integer.parseInt(numFunctions));
} else {
setNumFunctions(2);
}
String Ridge = Utils.getOption('R', options);
if (Ridge.length() != 0) {
setRidge(Double.parseDouble(Ridge));
} else {
setRidge(0.01);
}
String Tolerance = Utils.getOption('O', options);
if (Tolerance.length() != 0) {
setTolerance(Double.parseDouble(Tolerance));
} else {
setTolerance(1.0e-6);
}
m_useCGD = Utils.getFlag('G', options);
String PoolSize = Utils.getOption('P', options);
if (PoolSize.length() != 0) {
setPoolSize(Integer.parseInt(PoolSize));
} else {
setPoolSize(1);
}
String NumThreads = Utils.getOption('E', options);
if (NumThreads.length() != 0) {
setNumThreads(Integer.parseInt(NumThreads));
} else {
setNumThreads(1);
}
super.setOptions(options);
Utils.checkForRemainingOptions(options);
}
/**
* Gets the current settings of the Classifier.
*
* @return an array of strings suitable for passing to setOptions
*/
@Override
public String[] getOptions() {
Vector<String> options = new Vector<String>();
options.add("-N");
options.add("" + getNumFunctions());
options.add("-R");
options.add("" + getRidge());
options.add("-O");
options.add("" + getTolerance());
if (m_useCGD) {
options.add("-G");
}
options.add("-P");
options.add("" + getPoolSize());
options.add("-E");
options.add("" + getNumThreads());
Collections.addAll(options, super.getOptions());
return options.toArray(new String[0]);
}
/**
* Outputs the network as a string.
*/
@Override
public String toString() {
if (m_ZeroR != null) {
return m_ZeroR.toString();
}
if (m_MLPParameters == null) {
return "Classifier not built yet.";
}
String s = "MLPClassifier with ridge value " + getRidge() + " and "
+ getNumFunctions() + " hidden units (useCGD=" + getUseCGD() + ")\n\n";
for (int i = 0; i < m_numUnits; i++) {
for (int j = 0; j < m_numClasses; j++) {
s += "Output unit " + j + " weight for hidden unit " + i + ": "
+ m_MLPParameters[OFFSET_WEIGHTS + j * (m_numUnits + 1) + i] + "\n";
}
s += "\nHidden unit " + i + " weights:\n\n";
for (int j = 0; j < m_numAttributes; j++) {
if (j != m_classIndex) {
s += m_MLPParameters[OFFSET_ATTRIBUTE_WEIGHTS + (i * m_numAttributes)
+ j]
+ " " + m_data.attribute(j).name() + "\n";
}
}
s += "\nHidden unit "
+ i
+ " bias: "
+ m_MLPParameters[OFFSET_ATTRIBUTE_WEIGHTS
+ (i * m_numAttributes + m_classIndex)] + "\n\n";
}
for (int j = 0; j < m_numClasses; j++) {
s += "Output unit " + j + " bias: "
+ m_MLPParameters[OFFSET_WEIGHTS + j * (m_numUnits + 1) + m_numUnits]
+ "\n";
}
return s;
}
/**
* Main method to run the code from the command-line using the standard WEKA
* options.
*/
public static void main(String[] argv) {
runClassifier(new MLPClassifier(), argv);
}
}
|