Examples with DecreasingVectorIter de.lmu.ifi.dbs.elki.evaluation.scores.adapter.DecreasingVectorIter used on opensource projects

Example 1 with DecreasingVectorIter

use of de.lmu.ifi.dbs.elki.evaluation.scores.adapter.DecreasingVectorIter in project elki by elki-project.

the class VisualizePairwiseGainMatrix method run.

@Override
public void run() {
    final Database database = inputstep.getDatabase();
    ResultHierarchy hier = database.getHierarchy();
    Relation<NumberVector> relation = database.getRelation(TypeUtil.NUMBER_VECTOR_FIELD);
    final Relation<String> labels = DatabaseUtil.guessLabelRepresentation(database);
    final DBID firstid = DBIDUtil.deref(labels.iterDBIDs());
    final String firstlabel = labels.get(firstid);
    if (!firstlabel.matches(".*by.?label.*")) {
        throw new AbortException("No 'by label' reference outlier found, which is needed for weighting!");
    }
    relation = GreedyEnsembleExperiment.applyPrescaling(prescaling, relation, firstid);
    // Dimensionality and reference vector
    final int dim = RelationUtil.dimensionality(relation);
    final NumberVector refvec = relation.get(firstid);
    // Build the truth vector
    VectorNonZero pos = new VectorNonZero(refvec);
    ArrayModifiableDBIDs ids = DBIDUtil.newArray(relation.getDBIDs());
    ids.remove(firstid);
    ids.sort();
    final int size = ids.size();
    double[][] data = new double[size][size];
    DoubleMinMax minmax = new DoubleMinMax(), commax = new DoubleMinMax();
    {
        FiniteProgress prog = LOG.isVerbose() ? new FiniteProgress("Computing ensemble gain.", size * (size + 1) >> 1, LOG) : null;
        // Vote combination buffer.
        double[] buf = new double[2];
        int a = 0;
        for (DBIDIter id = ids.iter(); id.valid(); id.advance(), a++) {
            final NumberVector veca = relation.get(id);
            // Direct AUC score:
            {
                double auc = ROCEvaluation.computeROCAUC(pos, new DecreasingVectorIter(veca));
                data[a][a] = auc;
                // minmax.put(auc);
                LOG.incrementProcessed(prog);
            }
            // Compare to others, exploiting symmetry
            DBIDArrayIter id2 = ids.iter();
            id2.seek(a + 1);
            for (int b = a + 1; b < size; b++, id2.advance()) {
                final NumberVector vecb = relation.get(id2);
                double[] combined = new double[dim];
                for (int d = 0; d < dim; d++) {
                    buf[0] = veca.doubleValue(d);
                    buf[1] = vecb.doubleValue(d);
                    combined[d] = voting.combine(buf);
                }
                double auc = ROCEvaluation.computeROCAUC(pos, new DecreasingVectorIter(DoubleVector.wrap(combined)));
                // logger.verbose(auc + " " + labels.get(ids.get(a)) + " " +
                // labels.get(ids.get(b)));
                data[a][b] = auc;
                data[b][a] = auc;
                commax.put(data[a][b]);
                // minmax.put(auc);
                LOG.incrementProcessed(prog);
            }
        }
        LOG.ensureCompleted(prog);
    }
    for (int a = 0; a < size; a++) {
        for (int b = a + 1; b < size; b++) {
            double ref = Math.max(data[a][a], data[b][b]);
            data[a][b] = (data[a][b] - ref) / (1 - ref);
            data[b][a] = (data[b][a] - ref) / (1 - ref);
            // logger.verbose(data[a][b] + " " + labels.get(ids.get(a)) + " " +
            // labels.get(ids.get(b)));
            minmax.put(data[a][b]);
        }
    }
    for (int a = 0; a < size; a++) {
        data[a][a] = 0;
    }
    LOG.verbose("Gain: " + minmax.toString() + " AUC: " + commax.toString());
    boolean hasneg = (minmax.getMin() < -1E-3);
    LinearScaling scale;
    if (!hasneg) {
        scale = LinearScaling.fromMinMax(0., minmax.getMax());
    } else {
        scale = LinearScaling.fromMinMax(0.0, Math.max(minmax.getMax(), -minmax.getMin()));
    }
    scale = LinearScaling.fromMinMax(0., .5);
    BufferedImage img = new BufferedImage(size, size, BufferedImage.TYPE_INT_RGB);
    for (int x = 0; x < size; x++) {
        for (int y = x; y < size; y++) {
            double val = data[x][y];
            val = Math.max(-1, Math.min(1., scale.getScaled(val)));
            // Compute color:
            final int col;
            {
                if (val >= 0) {
                    int ival = 0xFF & (int) (255 * val);
                    col = 0xff000000 | (ival << 8);
                } else {
                    int ival = 0xFF & (int) (255 * -val);
                    col = 0xff000000 | (ival << 16);
                }
            }
            img.setRGB(x, y, col);
            img.setRGB(y, x, col);
        }
    }
    SimilarityMatrix smat = new ComputeSimilarityMatrixImage.SimilarityMatrix(img, relation, ids);
    hier.add(database, smat);
    VisualizerContext context = vispar.newContext(hier, smat);
    // Attach visualizers to results
    SimilarityMatrixVisualizer factory = new SimilarityMatrixVisualizer();
    factory.processNewResult(context, database);
    VisualizationTree.findVis(context).filter(VisualizationTask.class).forEach(task -> {
        if (task.getFactory() == factory) {
            showVisualization(context, factory, task);
        }
    });
}

Example 2 with DecreasingVectorIter

use of de.lmu.ifi.dbs.elki.evaluation.scores.adapter.DecreasingVectorIter in project elki by elki-project.

the class EvaluatePrecomputedOutlierScores method processRow.

private void processRow(PrintStream fout, NumberVector vec, String label) {
    if (checkForNaNs(vec)) {
        LOG.warning("NaN value encountered in vector " + label);
        return;
    }
    if (positive == null) {
        if (!label.matches("bylabel")) {
            throw new AbortException("No 'by label' reference outlier found, which is needed for evaluation!");
        }
        positive = new VectorNonZero(vec);
        endcg = NDCGEvaluation.STATIC.expected(positive.numPositive(), positive.getDimensionality());
        return;
    }
    AbstractVectorIter iter = reverse.matcher(label).find() ? new IncreasingVectorIter(vec) : new DecreasingVectorIter(vec);
    double rate = positive.numPositive() / (double) positive.getDimensionality();
    double auc = ROCEvaluation.STATIC.evaluate(positive, iter.seek(0));
    double avep = AveragePrecisionEvaluation.STATIC.evaluate(positive, iter.seek(0));
    double rprecision = PrecisionAtKEvaluation.RPRECISION.evaluate(positive, iter.seek(0));
    double maxf1 = MaximumF1Evaluation.STATIC.evaluate(positive, iter.seek(0));
    double dcg = DCGEvaluation.STATIC.evaluate(positive, iter.seek(0));
    double ndcg = NDCGEvaluation.STATIC.evaluate(positive, iter.seek(0));
    double adjauc = 2 * auc - 1;
    double adjrprecision = (rprecision - rate) / (1 - rate);
    double adjavep = (avep - rate) / (1 - rate);
    double adjmaxf1 = (maxf1 - rate) / (1 - rate);
    double adjdcg = (ndcg - endcg) / (1 - endcg);
    final int p = label.lastIndexOf('-');
    String prefix = label.substring(0, p);
    int k = Integer.valueOf(label.substring(p + 1));
    // Write CSV
    if (name != null) {
        fout.append('"').append(name).append("\",");
    }
    fout.append('"').append(prefix).append('"');
    fout.append(',').append(Integer.toString(k));
    fout.append(',').append(Double.toString(auc));
    fout.append(',').append(Double.toString(avep));
    fout.append(',').append(Double.toString(rprecision));
    fout.append(',').append(Double.toString(maxf1));
    fout.append(',').append(Double.toString(dcg));
    fout.append(',').append(Double.toString(ndcg));
    fout.append(',').append(Double.toString(adjauc));
    fout.append(',').append(Double.toString(adjavep));
    fout.append(',').append(Double.toString(adjrprecision));
    fout.append(',').append(Double.toString(adjmaxf1));
    fout.append(',').append(Double.toString(adjdcg));
    fout.append('\n');
}

Example 3 with DecreasingVectorIter

use of de.lmu.ifi.dbs.elki.evaluation.scores.adapter.DecreasingVectorIter in project elki by elki-project.

the class GreedyEnsembleExperiment method run.

@Override
public void run() {
    // Note: the database contains the *result vectors*, not the original data.
    final Database database = inputstep.getDatabase();
    Relation<NumberVector> relation = database.getRelation(TypeUtil.NUMBER_VECTOR_FIELD);
    final Relation<String> labels = DatabaseUtil.guessLabelRepresentation(database);
    final DBID firstid = DBIDUtil.deref(labels.iterDBIDs());
    final String firstlabel = labels.get(firstid);
    if (!firstlabel.matches("bylabel")) {
        throw new AbortException("No 'by label' reference outlier found, which is needed for weighting!");
    }
    relation = applyPrescaling(prescaling, relation, firstid);
    final int numcand = relation.size() - 1;
    // Dimensionality and reference vector
    final int dim = RelationUtil.dimensionality(relation);
    final NumberVector refvec = relation.get(firstid);
    // Build the positive index set for ROC AUC.
    VectorNonZero positive = new VectorNonZero(refvec);
    final int desired_outliers = (int) (rate * dim);
    int union_outliers = 0;
    final int[] outliers_seen = new int[dim];
    // Merge the top-k for each ensemble member, until we have enough
    // candidates.
    {
        int k = 0;
        ArrayList<DecreasingVectorIter> iters = new ArrayList<>(numcand);
        if (minvote >= numcand) {
            minvote = Math.max(1, numcand - 1);
        }
        for (DBIDIter iditer = relation.iterDBIDs(); iditer.valid(); iditer.advance()) {
            // Skip "by label", obviously
            if (DBIDUtil.equal(firstid, iditer)) {
                continue;
            }
            iters.add(new DecreasingVectorIter(relation.get(iditer)));
        }
        loop: while (union_outliers < desired_outliers) {
            for (DecreasingVectorIter iter : iters) {
                if (!iter.valid()) {
                    LOG.warning("Union_outliers=" + union_outliers + " < desired_outliers=" + desired_outliers + " minvote=" + minvote);
                    break loop;
                }
                int cur = iter.dim();
                outliers_seen[cur] += 1;
                if (outliers_seen[cur] == minvote) {
                    union_outliers += 1;
                }
                iter.advance();
            }
            k++;
        }
        LOG.verbose("Merged top " + k + " outliers to: " + union_outliers + " outliers (desired: at least " + desired_outliers + ")");
    }
    // Build the final weight vector.
    final double[] estimated_weights = new double[dim];
    final double[] estimated_truth = new double[dim];
    updateEstimations(outliers_seen, union_outliers, estimated_weights, estimated_truth);
    DoubleVector estimated_truth_vec = DoubleVector.wrap(estimated_truth);
    PrimitiveDistanceFunction<NumberVector> wdist = getDistanceFunction(estimated_weights);
    PrimitiveDistanceFunction<NumberVector> tdist = wdist;
    // Build the naive ensemble:
    final double[] naiveensemble = new double[dim];
    {
        double[] buf = new double[numcand];
        for (int d = 0; d < dim; d++) {
            int i = 0;
            for (DBIDIter iditer = relation.iterDBIDs(); iditer.valid(); iditer.advance()) {
                if (DBIDUtil.equal(firstid, iditer)) {
                    continue;
                }
                final NumberVector vec = relation.get(iditer);
                buf[i] = vec.doubleValue(d);
                i++;
            }
            naiveensemble[d] = voting.combine(buf, i);
            if (Double.isNaN(naiveensemble[d])) {
                LOG.warning("NaN after combining: " + FormatUtil.format(buf) + " i=" + i + " " + voting.toString());
            }
        }
    }
    DoubleVector naivevec = DoubleVector.wrap(naiveensemble);
    // Compute single AUC scores and estimations.
    // Remember the method most similar to the estimation
    double bestauc = 0.0;
    String bestaucstr = "";
    double bestcost = Double.POSITIVE_INFINITY;
    String bestcoststr = "";
    DBID bestid = null;
    double bestest = Double.POSITIVE_INFINITY;
    {
        final double[] greedyensemble = new double[dim];
        // Compute individual scores
        for (DBIDIter iditer = relation.iterDBIDs(); iditer.valid(); iditer.advance()) {
            if (DBIDUtil.equal(firstid, iditer)) {
                continue;
            }
            // fout.append(labels.get(id));
            final NumberVector vec = relation.get(iditer);
            singleEnsemble(greedyensemble, vec);
            double auc = ROCEvaluation.computeROCAUC(positive, new DecreasingVectorIter(DoubleVector.wrap(greedyensemble)));
            double estimated = wdist.distance(DoubleVector.wrap(greedyensemble), estimated_truth_vec);
            double cost = tdist.distance(DoubleVector.wrap(greedyensemble), refvec);
            LOG.verbose("ROC AUC: " + auc + " estimated " + estimated + " cost " + cost + " " + labels.get(iditer));
            if (auc > bestauc) {
                bestauc = auc;
                bestaucstr = labels.get(iditer);
            }
            if (cost < bestcost) {
                bestcost = cost;
                bestcoststr = labels.get(iditer);
            }
            if (estimated < bestest || bestid == null) {
                bestest = estimated;
                bestid = DBIDUtil.deref(iditer);
            }
        }
    }
    // Initialize ensemble with "best" method
    if (prescaling != null) {
        LOG.verbose("Input prescaling: " + prescaling);
    }
    LOG.verbose("Distance function: " + wdist);
    LOG.verbose("Ensemble voting: " + voting);
    if (scaling != null) {
        LOG.verbose("Ensemble rescaling: " + scaling);
    }
    LOG.verbose("Initial estimation of outliers: " + union_outliers);
    LOG.verbose("Initializing ensemble with: " + labels.get(bestid));
    ModifiableDBIDs ensemble = DBIDUtil.newArray(bestid);
    ModifiableDBIDs enscands = DBIDUtil.newHashSet(relation.getDBIDs());
    ModifiableDBIDs dropped = DBIDUtil.newHashSet(relation.size());
    dropped.add(firstid);
    enscands.remove(bestid);
    enscands.remove(firstid);
    final double[] greedyensemble = new double[dim];
    singleEnsemble(greedyensemble, relation.get(bestid));
    // Greedily grow the ensemble
    final double[] testensemble = new double[dim];
    while (enscands.size() > 0) {
        NumberVector greedyvec = DoubleVector.wrap(greedyensemble);
        final double oldd = wdist.distance(estimated_truth_vec, greedyvec);
        final int heapsize = enscands.size();
        ModifiableDoubleDBIDList heap = DBIDUtil.newDistanceDBIDList(heapsize);
        double[] tmp = new double[dim];
        for (DBIDIter iter = enscands.iter(); iter.valid(); iter.advance()) {
            final NumberVector vec = relation.get(iter);
            singleEnsemble(tmp, vec);
            double diversity = wdist.distance(DoubleVector.wrap(greedyensemble), greedyvec);
            heap.add(diversity, iter);
        }
        heap.sort();
        for (DoubleDBIDListMIter it = heap.iter(); heap.size() > 0; it.remove()) {
            // Last
            it.seek(heap.size() - 1);
            enscands.remove(it);
            final NumberVector vec = relation.get(it);
            // Build combined ensemble.
            {
                double[] buf = new double[ensemble.size() + 1];
                for (int i = 0; i < dim; i++) {
                    int j = 0;
                    for (DBIDIter iter = ensemble.iter(); iter.valid(); iter.advance()) {
                        buf[j] = relation.get(iter).doubleValue(i);
                        j++;
                    }
                    buf[j] = vec.doubleValue(i);
                    testensemble[i] = voting.combine(buf, j + 1);
                }
            }
            applyScaling(testensemble, scaling);
            NumberVector testvec = DoubleVector.wrap(testensemble);
            double newd = wdist.distance(estimated_truth_vec, testvec);
            // labels.get(bestadd));
            if (newd < oldd) {
                System.arraycopy(testensemble, 0, greedyensemble, 0, dim);
                ensemble.add(it);
                // Recompute heap
                break;
            } else {
                dropped.add(it);
                // logger.verbose("Discarding: " + labels.get(bestadd));
                if (refine_truth) {
                    // Update target vectors and weights
                    ArrayList<DecreasingVectorIter> iters = new ArrayList<>(numcand);
                    for (DBIDIter iditer = relation.iterDBIDs(); iditer.valid(); iditer.advance()) {
                        // Skip "by label", obviously
                        if (DBIDUtil.equal(firstid, iditer) || dropped.contains(iditer)) {
                            continue;
                        }
                        iters.add(new DecreasingVectorIter(relation.get(iditer)));
                    }
                    if (minvote >= iters.size()) {
                        minvote = iters.size() - 1;
                    }
                    union_outliers = 0;
                    Arrays.fill(outliers_seen, 0);
                    while (union_outliers < desired_outliers) {
                        for (DecreasingVectorIter iter : iters) {
                            if (!iter.valid()) {
                                break;
                            }
                            int cur = iter.dim();
                            if (outliers_seen[cur] == 0) {
                                outliers_seen[cur] = 1;
                            } else {
                                outliers_seen[cur] += 1;
                            }
                            if (outliers_seen[cur] == minvote) {
                                union_outliers += 1;
                            }
                            iter.advance();
                        }
                    }
                    LOG.warning("New num outliers: " + union_outliers);
                    updateEstimations(outliers_seen, union_outliers, estimated_weights, estimated_truth);
                    estimated_truth_vec = DoubleVector.wrap(estimated_truth);
                }
            }
        }
    }
    // Build the improved ensemble:
    StringBuilder greedylbl = new StringBuilder();
    {
        for (DBIDIter iter = ensemble.iter(); iter.valid(); iter.advance()) {
            if (greedylbl.length() > 0) {
                greedylbl.append(' ');
            }
            greedylbl.append(labels.get(iter));
        }
    }
    DoubleVector greedyvec = DoubleVector.wrap(greedyensemble);
    if (refine_truth) {
        LOG.verbose("Estimated outliers remaining: " + union_outliers);
    }
    LOG.verbose("Greedy ensemble (" + ensemble.size() + "): " + greedylbl.toString());
    LOG.verbose("Best single ROC AUC: " + bestauc + " (" + bestaucstr + ")");
    LOG.verbose("Best single cost:    " + bestcost + " (" + bestcoststr + ")");
    // Evaluate the naive ensemble and the "shrunk" ensemble
    double naiveauc, naivecost;
    {
        naiveauc = ROCEvaluation.computeROCAUC(positive, new DecreasingVectorIter(naivevec));
        naivecost = tdist.distance(naivevec, refvec);
        LOG.verbose("Naive ensemble AUC:   " + naiveauc + " cost: " + naivecost);
        LOG.verbose("Naive ensemble Gain:  " + gain(naiveauc, bestauc, 1) + " cost gain: " + gain(naivecost, bestcost, 0));
    }
    double greedyauc, greedycost;
    {
        greedyauc = ROCEvaluation.computeROCAUC(positive, new DecreasingVectorIter(greedyvec));
        greedycost = tdist.distance(greedyvec, refvec);
        LOG.verbose("Greedy ensemble AUC:  " + greedyauc + " cost: " + greedycost);
        LOG.verbose("Greedy ensemble Gain to best:  " + gain(greedyauc, bestauc, 1) + " cost gain: " + gain(greedycost, bestcost, 0));
        LOG.verbose("Greedy ensemble Gain to naive: " + gain(greedyauc, naiveauc, 1) + " cost gain: " + gain(greedycost, naivecost, 0));
    }
    {
        MeanVariance meanauc = new MeanVariance();
        MeanVariance meancost = new MeanVariance();
        HashSetModifiableDBIDs candidates = DBIDUtil.newHashSet(relation.getDBIDs());
        candidates.remove(firstid);
        for (int i = 0; i < 1000; i++) {
            // Build the improved ensemble:
            final double[] randomensemble = new double[dim];
            {
                DBIDs random = DBIDUtil.randomSample(candidates, ensemble.size(), (long) i);
                double[] buf = new double[random.size()];
                for (int d = 0; d < dim; d++) {
                    int j = 0;
                    for (DBIDIter iter = random.iter(); iter.valid(); iter.advance()) {
                        assert (!DBIDUtil.equal(firstid, iter));
                        final NumberVector vec = relation.get(iter);
                        buf[j] = vec.doubleValue(d);
                        j++;
                    }
                    randomensemble[d] = voting.combine(buf, j);
                }
            }
            applyScaling(randomensemble, scaling);
            NumberVector randomvec = DoubleVector.wrap(randomensemble);
            double auc = ROCEvaluation.computeROCAUC(positive, new DecreasingVectorIter(randomvec));
            meanauc.put(auc);
            double cost = tdist.distance(randomvec, refvec);
            meancost.put(cost);
        }
        LOG.verbose("Random ensemble AUC:  " + meanauc.getMean() + " + stddev: " + meanauc.getSampleStddev() + " = " + (meanauc.getMean() + meanauc.getSampleStddev()));
        LOG.verbose("Random ensemble Gain: " + gain(meanauc.getMean(), bestauc, 1));
        LOG.verbose("Greedy improvement:   " + (greedyauc - meanauc.getMean()) / meanauc.getSampleStddev() + " standard deviations.");
        LOG.verbose("Random ensemble Cost: " + meancost.getMean() + " + stddev: " + meancost.getSampleStddev() + " = " + (meancost.getMean() + meanauc.getSampleStddev()));
        LOG.verbose("Random ensemble Gain: " + gain(meancost.getMean(), bestcost, 0));
        LOG.verbose("Greedy improvement:   " + (meancost.getMean() - greedycost) / meancost.getSampleStddev() + " standard deviations.");
        LOG.verbose("Naive ensemble Gain to random: " + gain(naiveauc, meanauc.getMean(), 1) + " cost gain: " + gain(naivecost, meancost.getMean(), 0));
        LOG.verbose("Random ensemble Gain to naive: " + gain(meanauc.getMean(), naiveauc, 1) + " cost gain: " + gain(meancost.getMean(), naivecost, 0));
        LOG.verbose("Greedy ensemble Gain to random: " + gain(greedyauc, meanauc.getMean(), 1) + " cost gain: " + gain(greedycost, meancost.getMean(), 0));
    }
}