use of org.knime.base.node.mine.regression.logistic.learner4.data.TrainingRow.FeatureIterator in project knime-core by knime.
the class IrlsLearner method fillXFromRow.
private static void fillXFromRow(final RealMatrix x, final ClassificationTrainingRow row) {
FeatureIterator iter = row.getFeatureIterator();
boolean hasNext = iter.next();
for (int i = 0; i < x.getColumnDimension(); i++) {
double val = 0.0;
if (hasNext && iter.getFeatureIndex() == i) {
val = iter.getFeatureValue();
hasNext = iter.next();
}
x.setEntry(0, i, val);
}
}
use of org.knime.base.node.mine.regression.logistic.learner4.data.TrainingRow.FeatureIterator in project knime-core by knime.
the class IrlsLearner method irlsRls.
/**
* Do an irls step. The result is stored in beta.
*
* @param data over trainings data.
* @param beta parameter vector
* @param rC regressors count
* @param tcC target category count
* @throws CanceledExecutionException when method is cancelled
*/
private void irlsRls(final TrainingData<ClassificationTrainingRow> data, final RealMatrix beta, final int rC, final int tcC, final ExecutionMonitor exec) throws CanceledExecutionException {
long rowCount = 0;
int dim = (rC + 1) * (tcC - 1);
RealMatrix xTwx = MatrixUtils.createRealMatrix(dim, dim);
RealMatrix xTyu = MatrixUtils.createRealMatrix(dim, 1);
double[] eBetaTx = new double[tcC - 1];
double[] pi = new double[tcC - 1];
final long totalRowCount = data.getRowCount();
for (ClassificationTrainingRow row : data) {
rowCount++;
exec.checkCanceled();
exec.setProgress(rowCount / (double) totalRowCount, "Row " + rowCount + "/" + totalRowCount);
for (int k = 0; k < tcC - 1; k++) {
double z = 0.0;
for (FeatureIterator iter = row.getFeatureIterator(); iter.next(); ) {
double featureVal = iter.getFeatureValue();
int featureIdx = iter.getFeatureIndex();
z += featureVal * beta.getEntry(0, k * (rC + 1) + featureIdx);
}
eBetaTx[k] = Math.exp(z);
}
double sumEBetaTx = 0;
for (int k = 0; k < tcC - 1; k++) {
sumEBetaTx += eBetaTx[k];
}
for (int k = 0; k < tcC - 1; k++) {
double pik = eBetaTx[k] / (1 + sumEBetaTx);
pi[k] = pik;
}
// fill xTwx (aka the hessian of the loglikelihood)
for (FeatureIterator outer = row.getFeatureIterator(); outer.next(); ) {
int i = outer.getFeatureIndex();
double outerVal = outer.getFeatureValue();
for (FeatureIterator inner = outer.spawn(); inner.next(); ) {
int ii = inner.getFeatureIndex();
double innerVal = inner.getFeatureValue();
for (int k = 0; k < tcC - 1; k++) {
for (int kk = k; kk < tcC - 1; kk++) {
int o1 = k * (rC + 1);
int o2 = kk * (rC + 1);
double v = xTwx.getEntry(o1 + i, o2 + ii);
if (k == kk) {
double w = pi[k] * (1 - pi[k]);
v += outerVal * w * innerVal;
assert o1 == o2;
} else {
double w = -pi[k] * pi[kk];
v += outerVal * w * innerVal;
}
xTwx.setEntry(o1 + i, o2 + ii, v);
xTwx.setEntry(o1 + ii, o2 + i, v);
if (k != kk) {
xTwx.setEntry(o2 + ii, o1 + i, v);
xTwx.setEntry(o2 + i, o1 + ii, v);
}
}
}
}
}
int g = row.getCategory();
// fill matrix xTyu
for (FeatureIterator iter = row.getFeatureIterator(); iter.next(); ) {
int idx = iter.getFeatureIndex();
double val = iter.getFeatureValue();
for (int k = 0; k < tcC - 1; k++) {
int o = k * (rC + 1);
double v = xTyu.getEntry(o + idx, 0);
double y = k == g ? 1 : 0;
v += (y - pi[k]) * val;
xTyu.setEntry(o + idx, 0, v);
}
}
}
// currently not used but could become interesting in the future
// if (m_penaltyTerm > 0.0) {
// RealMatrix stdError = getStdErrorMatrix(xTwx);
// // do not penalize the constant terms
// for (int i = 0; i < tcC - 1; i++) {
// stdError.setEntry(i * (rC + 1), i * (rC + 1), 0);
// }
// xTwx = xTwx.add(stdError.scalarMultiply(-0.00001));
// }
exec.checkCanceled();
b = xTwx.multiply(beta.transpose()).add(xTyu);
A = xTwx;
if (rowCount < A.getColumnDimension()) {
// but it's important to ensure this property
throw new IllegalStateException("The dataset must have at least " + A.getColumnDimension() + " rows, but it has only " + rowCount + " rows. It is recommended to use a " + "larger dataset in order to increase accuracy.");
}
DecompositionSolver solver = new SingularValueDecomposition(A).getSolver();
RealMatrix betaNew = solver.solve(b);
beta.setSubMatrix(betaNew.transpose().getData(), 0, 0);
}
use of org.knime.base.node.mine.regression.logistic.learner4.data.TrainingRow.FeatureIterator in project knime-core by knime.
the class AbstractWeightMatrix method update.
/**
* {@inheritDoc}
*/
@Override
public void update(final WeightVectorConsumer2 func, final boolean includeIntercept, final TrainingRow row) {
boolean updateIntercept = m_fitIntercept && includeIntercept;
// use the feature iterator to efficiently traverse the row
for (FeatureIterator iter = row.getFeatureIterator(); iter.next(); ) {
int i = iter.getFeatureIndex();
double featureValue = iter.getFeatureValue();
if (!updateIntercept && i == 0) {
// omit intercept term
continue;
}
for (int c = 0; c < m_data.length; c++) {
applyFunc(c, i, featureValue, func);
}
}
}
use of org.knime.base.node.mine.regression.logistic.learner4.data.TrainingRow.FeatureIterator in project knime-core by knime.
the class LazySagUpdater method update.
/**
* {@inheritDoc}
*/
@Override
public void update(final T x, final double[] sig, final WeightMatrix<T> beta, final double stepSize, final int iteration) {
int id = x.getId();
if (!m_seen.get(id)) {
m_seen.set(id);
m_covered++;
}
// update gradient sum
for (FeatureIterator iter = x.getFeatureIterator(); iter.next(); ) {
int idx = iter.getFeatureIndex();
double val = iter.getFeatureValue();
for (int c = 0; c < m_nCats; c++) {
double newD = val * (sig[c] - m_gradientMemory[c][id]);
assert Double.isFinite(newD);
m_gradientSum[c][idx] += newD;
}
}
// update gradient memory
for (int c = 0; c < m_nCats; c++) {
m_gradientMemory[c][id] = sig[c];
}
double prev = iteration == 0 ? 0 : m_cummulativeSum[iteration - 1];
double scale = beta.getScale();
m_cummulativeSum[iteration] = prev + stepSize / (scale * m_covered);
// the intersect is not scaled!
m_intersectStepSize = stepSize / m_covered;
}
use of org.knime.base.node.mine.regression.logistic.learner4.data.TrainingRow.FeatureIterator in project knime-core by knime.
the class LineSearchLearningRateStrategy method calculateSquaredNorm.
private double calculateSquaredNorm(final T row) {
double norm = 0.0;
// row.getFeature(0) returns always a 1 for the intercept term
FeatureIterator iter = row.getFeatureIterator();
iter.next();
while (iter.next()) {
double fet = iter.getFeatureValue();
norm += fet * fet;
}
return norm;
}
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