fselector 0.1.0
Sign up to get free protection for your applications and to get access to all the features.
- data/LICENSE +21 -0
- data/README.md +195 -0
- data/lib/fselector.rb +41 -0
- data/lib/fselector/algo_continuous/PMetric.rb +51 -0
- data/lib/fselector/algo_continuous/ReliefF_c.rb +190 -0
- data/lib/fselector/algo_continuous/Relief_c.rb +150 -0
- data/lib/fselector/algo_continuous/TScore.rb +52 -0
- data/lib/fselector/algo_continuous/discretizer.rb +219 -0
- data/lib/fselector/algo_continuous/normalizer.rb +59 -0
- data/lib/fselector/algo_discrete/Accuracy.rb +35 -0
- data/lib/fselector/algo_discrete/AccuracyBalanced.rb +37 -0
- data/lib/fselector/algo_discrete/BiNormalSeparation.rb +45 -0
- data/lib/fselector/algo_discrete/ChiSquaredTest.rb +69 -0
- data/lib/fselector/algo_discrete/CorrelationCoefficient.rb +42 -0
- data/lib/fselector/algo_discrete/DocumentFrequency.rb +36 -0
- data/lib/fselector/algo_discrete/F1Measure.rb +41 -0
- data/lib/fselector/algo_discrete/FishersExactTest.rb +47 -0
- data/lib/fselector/algo_discrete/GMean.rb +37 -0
- data/lib/fselector/algo_discrete/GSSCoefficient.rb +43 -0
- data/lib/fselector/algo_discrete/GiniIndex.rb +44 -0
- data/lib/fselector/algo_discrete/InformationGain.rb +96 -0
- data/lib/fselector/algo_discrete/MatthewsCorrelationCoefficient.rb +45 -0
- data/lib/fselector/algo_discrete/McNemarsTest.rb +57 -0
- data/lib/fselector/algo_discrete/MutualInformation.rb +42 -0
- data/lib/fselector/algo_discrete/OddsRatio.rb +46 -0
- data/lib/fselector/algo_discrete/OddsRatioNumerator.rb +41 -0
- data/lib/fselector/algo_discrete/Power.rb +46 -0
- data/lib/fselector/algo_discrete/Precision.rb +31 -0
- data/lib/fselector/algo_discrete/ProbabilityRatio.rb +41 -0
- data/lib/fselector/algo_discrete/Random.rb +40 -0
- data/lib/fselector/algo_discrete/ReliefF_d.rb +173 -0
- data/lib/fselector/algo_discrete/Relief_d.rb +135 -0
- data/lib/fselector/algo_discrete/Sensitivity.rb +38 -0
- data/lib/fselector/algo_discrete/Specificity.rb +35 -0
- data/lib/fselector/base.rb +322 -0
- data/lib/fselector/base_continuous.rb +25 -0
- data/lib/fselector/base_discrete.rb +355 -0
- data/lib/fselector/ensemble.rb +181 -0
- data/lib/fselector/fileio.rb +455 -0
- data/lib/fselector/util.rb +707 -0
- metadata +86 -0
@@ -0,0 +1,25 @@
|
|
1
|
+
require File.expand_path(File.dirname(__FILE__) + '/algo_continuous/normalizer.rb')
|
2
|
+
require File.expand_path(File.dirname(__FILE__) + '/algo_continuous/discretizer.rb')
|
3
|
+
#
|
4
|
+
# FSelector: a Ruby gem for feature selection and ranking
|
5
|
+
#
|
6
|
+
module FSelector
|
7
|
+
#
|
8
|
+
# base ranking algorithm for handling continous feature
|
9
|
+
#
|
10
|
+
class BaseContinuous < Base
|
11
|
+
# include normalizer
|
12
|
+
include Normalizer
|
13
|
+
# include discretilizer
|
14
|
+
include Discretilizer
|
15
|
+
|
16
|
+
# initialize from an existing data structure
|
17
|
+
def initialize(data=nil)
|
18
|
+
super(data)
|
19
|
+
end
|
20
|
+
|
21
|
+
|
22
|
+
end # class
|
23
|
+
|
24
|
+
|
25
|
+
end # module
|
@@ -0,0 +1,355 @@
|
|
1
|
+
#
|
2
|
+
# FSelector: a Ruby gem for feature selection and ranking
|
3
|
+
#
|
4
|
+
module FSelector
|
5
|
+
#
|
6
|
+
# base ranking alogrithm for handling discrete feature
|
7
|
+
#
|
8
|
+
# 2 x 2 contingency table
|
9
|
+
#
|
10
|
+
# c c'
|
11
|
+
# ---------
|
12
|
+
# f | A | B | A+B
|
13
|
+
# |---|---|
|
14
|
+
# f' | C | D | C+D
|
15
|
+
# ---------
|
16
|
+
# A+C B+D N = A+B+C+D
|
17
|
+
#
|
18
|
+
# P(f) = (A+B)/N
|
19
|
+
# P(f') = (C+D)/N
|
20
|
+
# P(c) = (A+C)/N
|
21
|
+
# P(c') = (B+D)/N
|
22
|
+
# P(f,c) = A/N
|
23
|
+
# P(f,c') = B/N
|
24
|
+
# P(f',c) = C/N
|
25
|
+
# P(f',c') = D/N
|
26
|
+
#
|
27
|
+
class BaseDiscrete < Base
|
28
|
+
# initialize from an existing data structure
|
29
|
+
def initialize(data=nil)
|
30
|
+
super(data)
|
31
|
+
end
|
32
|
+
|
33
|
+
private
|
34
|
+
|
35
|
+
# count of sample (i.e. 'A' or CT00) that
|
36
|
+
# contains feature (f = v) and belongs to class (k)
|
37
|
+
def get_Av(f, k, v)
|
38
|
+
@Av ||= calc_Av
|
39
|
+
a = @Av[k][f][v]
|
40
|
+
|
41
|
+
# add 0.5 to avoid any ZERO in denominator or numerator
|
42
|
+
#a+=0.5 if a.zero?
|
43
|
+
|
44
|
+
a
|
45
|
+
end
|
46
|
+
|
47
|
+
|
48
|
+
# pre-compute 'A' or CT00
|
49
|
+
# feature (f) has categorical values
|
50
|
+
def calc_Av
|
51
|
+
results = {}
|
52
|
+
|
53
|
+
each_class do |k1|
|
54
|
+
results[k1] = {}
|
55
|
+
|
56
|
+
each_feature do |f|
|
57
|
+
results[k1][f] = {}
|
58
|
+
|
59
|
+
get_feature_values(f).each do |v|
|
60
|
+
count = 0.0
|
61
|
+
|
62
|
+
each_sample do |k2, s|
|
63
|
+
if k2 == k1
|
64
|
+
count += 1 if s.has_key? f and s[f] == v
|
65
|
+
end
|
66
|
+
end
|
67
|
+
|
68
|
+
results[k1][f][v] = count
|
69
|
+
end
|
70
|
+
end
|
71
|
+
end
|
72
|
+
|
73
|
+
results
|
74
|
+
|
75
|
+
end
|
76
|
+
|
77
|
+
|
78
|
+
# count of sample (i.e. 'B' or CT01) that
|
79
|
+
# contains feature (f = v) but does not belong to class (k)
|
80
|
+
def get_Bv(f, k, v)
|
81
|
+
@Bv ||= calc_Bv
|
82
|
+
b = @Bv[k][f][v]
|
83
|
+
|
84
|
+
# add 0.5 to avoid any ZERO in denominator or numerator
|
85
|
+
#b+=0.5 if b.zero?
|
86
|
+
|
87
|
+
b
|
88
|
+
end
|
89
|
+
|
90
|
+
|
91
|
+
# pre-compute 'B' or CT01
|
92
|
+
# feature (f) has categorical values
|
93
|
+
def calc_Bv
|
94
|
+
results = {}
|
95
|
+
|
96
|
+
each_class do |k1|
|
97
|
+
results[k1] = {}
|
98
|
+
|
99
|
+
each_feature do |f|
|
100
|
+
results[k1][f] = {}
|
101
|
+
|
102
|
+
get_feature_values(f).each do |v|
|
103
|
+
count = 0.0
|
104
|
+
|
105
|
+
each_sample do |k2, s|
|
106
|
+
if k2 != k1
|
107
|
+
count += 1 if s.has_key? f and s[f] == v
|
108
|
+
end
|
109
|
+
end
|
110
|
+
|
111
|
+
results[k1][f][v] = count
|
112
|
+
end
|
113
|
+
end
|
114
|
+
end
|
115
|
+
|
116
|
+
results
|
117
|
+
end
|
118
|
+
|
119
|
+
|
120
|
+
# count of sample (i.e. 'C' or CT10) that
|
121
|
+
# does not contain feature (f != v) but belongs to class (k)
|
122
|
+
def get_Cv(f, k, v)
|
123
|
+
@Cv ||= calc_Cv
|
124
|
+
c = @Cv[k][f][v]
|
125
|
+
|
126
|
+
# add 0.5 to avoid any ZERO in denominator or numerator
|
127
|
+
#c+=0.5 if c.zero?
|
128
|
+
|
129
|
+
c
|
130
|
+
end
|
131
|
+
|
132
|
+
|
133
|
+
# pre-compute 'C' or CT10
|
134
|
+
# feature (f) has categorical values
|
135
|
+
def calc_Cv
|
136
|
+
results = {}
|
137
|
+
|
138
|
+
each_class do |k1|
|
139
|
+
results[k1] = {}
|
140
|
+
|
141
|
+
each_feature do |f|
|
142
|
+
results[k1][f] = {}
|
143
|
+
|
144
|
+
get_feature_values(f).each do |v|
|
145
|
+
count = 0.0
|
146
|
+
|
147
|
+
each_sample do |k2, s|
|
148
|
+
if k2 == k1
|
149
|
+
count += 1 if not s.has_key? f or s[f] != v
|
150
|
+
end
|
151
|
+
end
|
152
|
+
|
153
|
+
results[k1][f][v] = count
|
154
|
+
end
|
155
|
+
end
|
156
|
+
end
|
157
|
+
|
158
|
+
results
|
159
|
+
end
|
160
|
+
|
161
|
+
|
162
|
+
# count of sample (i.e. 'D' or CT11) that
|
163
|
+
# does not contain feature (f) and does not belong to class (c)
|
164
|
+
def get_Dv(f, k, v)
|
165
|
+
@Dv ||= calc_Dv
|
166
|
+
d = @Dv[k][f][v]
|
167
|
+
|
168
|
+
# add 0.5 to avoid any ZERO in denominator or numerator
|
169
|
+
#d+=0.5 if d.zero?
|
170
|
+
|
171
|
+
d
|
172
|
+
end
|
173
|
+
|
174
|
+
|
175
|
+
# pre-compute 'D' or CT11
|
176
|
+
# feature (f) has categorical values
|
177
|
+
def calc_Dv
|
178
|
+
results = {}
|
179
|
+
|
180
|
+
each_class do |k1|
|
181
|
+
results[k1] = {}
|
182
|
+
|
183
|
+
each_feature do |f|
|
184
|
+
results[k1][f] = {}
|
185
|
+
|
186
|
+
get_feature_values(f).each do |v|
|
187
|
+
count = 0.0
|
188
|
+
|
189
|
+
each_sample do |k2, s|
|
190
|
+
if k2 != k1
|
191
|
+
count += 1 if not s.has_key? f or s[f] != v
|
192
|
+
end
|
193
|
+
end
|
194
|
+
|
195
|
+
results[k1][f][v] = count
|
196
|
+
end
|
197
|
+
end
|
198
|
+
end
|
199
|
+
|
200
|
+
results
|
201
|
+
end
|
202
|
+
|
203
|
+
|
204
|
+
# count of sample (i.e. 'A') that
|
205
|
+
# contains feature (f) and belongs to class (k)
|
206
|
+
def get_A(f, k)
|
207
|
+
@A ||= calc_A
|
208
|
+
a = @A[k][f]
|
209
|
+
|
210
|
+
# add 0.5 to avoid any ZERO in denominator or numerator
|
211
|
+
a+=0.5 if a.zero?
|
212
|
+
|
213
|
+
a
|
214
|
+
end
|
215
|
+
|
216
|
+
|
217
|
+
# pre-compute 'A'
|
218
|
+
def calc_A
|
219
|
+
results = {}
|
220
|
+
|
221
|
+
each_class do |k1|
|
222
|
+
results[k1] = {}
|
223
|
+
|
224
|
+
each_feature do |f|
|
225
|
+
count = 0.0
|
226
|
+
|
227
|
+
each_sample do |k2, s|
|
228
|
+
if k2 == k1
|
229
|
+
count += 1 if s.has_key? f
|
230
|
+
end
|
231
|
+
end
|
232
|
+
|
233
|
+
results[k1][f] = count
|
234
|
+
end
|
235
|
+
end
|
236
|
+
|
237
|
+
results
|
238
|
+
end
|
239
|
+
|
240
|
+
|
241
|
+
# count of sample (i.e. 'B') that
|
242
|
+
# contains feature (f) but does not belong to class (k)
|
243
|
+
def get_B(f, k)
|
244
|
+
@B ||= calc_B
|
245
|
+
b = @B[k][f]
|
246
|
+
|
247
|
+
# add 0.5 to avoid any ZERO in denominator or numerator
|
248
|
+
b+=0.5 if b.zero?
|
249
|
+
|
250
|
+
b
|
251
|
+
end
|
252
|
+
|
253
|
+
|
254
|
+
# pre-compute 'B'
|
255
|
+
def calc_B
|
256
|
+
results = {}
|
257
|
+
|
258
|
+
each_class do |k1|
|
259
|
+
results[k1] = {}
|
260
|
+
|
261
|
+
each_feature do |f|
|
262
|
+
count = 0.0
|
263
|
+
|
264
|
+
each_sample do |k2, s|
|
265
|
+
if k2 != k1
|
266
|
+
count += 1 if s.has_key? f
|
267
|
+
end
|
268
|
+
end
|
269
|
+
|
270
|
+
results[k1][f] = count
|
271
|
+
end
|
272
|
+
end
|
273
|
+
|
274
|
+
results
|
275
|
+
end
|
276
|
+
|
277
|
+
|
278
|
+
# count of sample (i.e. 'C') that
|
279
|
+
# does not contain feature (f) but belongs to class (k)
|
280
|
+
def get_C(f, k)
|
281
|
+
@C ||= calc_C
|
282
|
+
c = @C[k][f]
|
283
|
+
|
284
|
+
# add 0.5 to avoid any ZERO in denominator or numerator
|
285
|
+
c+=0.5 if c.zero?
|
286
|
+
|
287
|
+
c
|
288
|
+
end
|
289
|
+
|
290
|
+
|
291
|
+
# pre-compute 'C'
|
292
|
+
def calc_C
|
293
|
+
results = {}
|
294
|
+
|
295
|
+
each_class do |k1|
|
296
|
+
results[k1] = {}
|
297
|
+
|
298
|
+
each_feature do |f|
|
299
|
+
count = 0.0
|
300
|
+
|
301
|
+
each_sample do |k2, s|
|
302
|
+
if k2 == k1
|
303
|
+
count += 1 if not s.has_key? f
|
304
|
+
end
|
305
|
+
end
|
306
|
+
|
307
|
+
results[k1][f] = count
|
308
|
+
end
|
309
|
+
end
|
310
|
+
|
311
|
+
results
|
312
|
+
end
|
313
|
+
|
314
|
+
|
315
|
+
# count of sample (i.e. 'D') that
|
316
|
+
# does not contain feature (f) and does not belong to class (c)
|
317
|
+
def get_D(f, k)
|
318
|
+
@D ||= calc_D
|
319
|
+
d = @D[k][f]
|
320
|
+
|
321
|
+
# add 0.5 to avoid any ZERO in denominator or numerator
|
322
|
+
d+=0.5 if d.zero?
|
323
|
+
|
324
|
+
d
|
325
|
+
end
|
326
|
+
|
327
|
+
|
328
|
+
# pre-compute 'D'
|
329
|
+
def calc_D
|
330
|
+
results = {}
|
331
|
+
|
332
|
+
each_class do |k1|
|
333
|
+
results[k1] = {}
|
334
|
+
|
335
|
+
each_feature do |f|
|
336
|
+
count = 0.0
|
337
|
+
|
338
|
+
each_sample do |k2, s|
|
339
|
+
if k2 != k1
|
340
|
+
count += 1 if not s.has_key? f
|
341
|
+
end
|
342
|
+
end
|
343
|
+
|
344
|
+
results[k1][f] = count
|
345
|
+
end
|
346
|
+
end
|
347
|
+
|
348
|
+
results
|
349
|
+
end
|
350
|
+
|
351
|
+
|
352
|
+
end # class
|
353
|
+
|
354
|
+
|
355
|
+
end # module
|
@@ -0,0 +1,181 @@
|
|
1
|
+
#
|
2
|
+
# FSelector: a Ruby gem for feature selection and ranking
|
3
|
+
#
|
4
|
+
module FSelector
|
5
|
+
# select feature by an ensemble of ranking algorithms
|
6
|
+
class Ensemble < Base
|
7
|
+
# new()
|
8
|
+
#
|
9
|
+
# @param [Array] rankers multiple feature ranking algorithms
|
10
|
+
def initialize(*algos)
|
11
|
+
super(nil)
|
12
|
+
|
13
|
+
@algos = []
|
14
|
+
algos.each do |r|
|
15
|
+
@algos << r
|
16
|
+
end
|
17
|
+
end
|
18
|
+
|
19
|
+
|
20
|
+
#
|
21
|
+
# reload set\_data
|
22
|
+
#
|
23
|
+
# @note all algos share the same data structure
|
24
|
+
#
|
25
|
+
def set_data(data)
|
26
|
+
super
|
27
|
+
|
28
|
+
@algos.each do |r|
|
29
|
+
r.set_data(data)
|
30
|
+
end
|
31
|
+
end
|
32
|
+
|
33
|
+
|
34
|
+
#
|
35
|
+
# reload get\_feature\_scores
|
36
|
+
#
|
37
|
+
def get_feature_scores
|
38
|
+
return @scores if @scores
|
39
|
+
|
40
|
+
abort "[#{__FILE__}@#{__LINE__}]: "+
|
41
|
+
"please call one consensus scoring method first!"
|
42
|
+
end
|
43
|
+
|
44
|
+
|
45
|
+
#
|
46
|
+
# reload get\_feature\_ranks
|
47
|
+
#
|
48
|
+
def get_feature_ranks
|
49
|
+
return @ranks if @ranks
|
50
|
+
|
51
|
+
abort "[#{__FILE__}@#{__LINE__}]: "+
|
52
|
+
"please call one consensus ranking method first!"
|
53
|
+
end
|
54
|
+
|
55
|
+
|
56
|
+
# ensemble based on score
|
57
|
+
#
|
58
|
+
# @param [Method] by_what by what criterion that ensemble
|
59
|
+
# score should be obtained from those of individual algorithms
|
60
|
+
# allowed values are:
|
61
|
+
# receiver.method(:by\_min) # by min rank
|
62
|
+
# receiver.method(:by\_max) # by max rank
|
63
|
+
# receiver.method(:by\_ave) # by ave rank
|
64
|
+
# @param [Integer] norm normalization
|
65
|
+
# :min\_max, score scaled to [0, 1]
|
66
|
+
# :zscore, score converted to zscore
|
67
|
+
#
|
68
|
+
# @note scores from different algos are usually incompatible with
|
69
|
+
# each other, we have to normalize it first
|
70
|
+
#
|
71
|
+
def ensemble_by_score(by_what=method(:by_max), norm=:min_max)
|
72
|
+
@algos.each do |r|
|
73
|
+
if norm == :min_max
|
74
|
+
normalize_min_max!(r)
|
75
|
+
elsif norm == :zscore
|
76
|
+
normalize_zscore!(r)
|
77
|
+
else
|
78
|
+
abort "[#{__FILE__}@#{__LINE__}]: "+
|
79
|
+
"invalid normalizer, only :min_max and :zscore supported!"
|
80
|
+
end
|
81
|
+
end
|
82
|
+
|
83
|
+
@scores = {}
|
84
|
+
|
85
|
+
each_feature do |f|
|
86
|
+
@scores[f] = {}
|
87
|
+
@scores[f][:BEST] = by_what.call(
|
88
|
+
@algos.collect { |r| r.get_feature_scores[f][:BEST] }
|
89
|
+
)
|
90
|
+
end
|
91
|
+
end
|
92
|
+
|
93
|
+
|
94
|
+
# ensemble based on rank
|
95
|
+
#
|
96
|
+
# @param [Method] by_what by what criterion that ensemble
|
97
|
+
# rank should be obtained from those of individual algorithms
|
98
|
+
# allowed values are:
|
99
|
+
# method(:by\_min) # by min rank
|
100
|
+
# method(:by\_max) # by max rank
|
101
|
+
# method(:by\_ave) # by ave rank
|
102
|
+
#
|
103
|
+
def ensemble_by_rank(by_what=method(:by_min))
|
104
|
+
ranks = {}
|
105
|
+
|
106
|
+
each_feature do |f|
|
107
|
+
ranks[f] = by_what.call(
|
108
|
+
@algos.collect { |r| r.get_feature_ranks[f] }
|
109
|
+
)
|
110
|
+
end
|
111
|
+
|
112
|
+
new_ranks = {}
|
113
|
+
|
114
|
+
sorted_features = ranks.keys.sort do |x, y|
|
115
|
+
ranks[x] <=> ranks[y]
|
116
|
+
end
|
117
|
+
sorted_features.each_with_index do |sf, si|
|
118
|
+
new_ranks[sf] = si+1
|
119
|
+
end
|
120
|
+
|
121
|
+
@ranks = new_ranks
|
122
|
+
end
|
123
|
+
|
124
|
+
|
125
|
+
# by average value of an array
|
126
|
+
def by_ave(arr)
|
127
|
+
arr.ave if arr.class == Array
|
128
|
+
end
|
129
|
+
|
130
|
+
|
131
|
+
# by min value of an array
|
132
|
+
def by_min(arr)
|
133
|
+
arr.min if arr.class == Array
|
134
|
+
end
|
135
|
+
|
136
|
+
|
137
|
+
# by max value of an array
|
138
|
+
def by_max(arr)
|
139
|
+
arr.max if arr.class == Array
|
140
|
+
end
|
141
|
+
|
142
|
+
private
|
143
|
+
|
144
|
+
#
|
145
|
+
# normalize feature scores of each individual alogrithm (r)
|
146
|
+
# by scaling to [0, 1]
|
147
|
+
#
|
148
|
+
# @note original scores will be altered in place
|
149
|
+
#
|
150
|
+
def normalize_min_max!(r)
|
151
|
+
scores = r.get_feature_scores
|
152
|
+
scores_best = scores.collect { |f, ks| ks[:BEST] }
|
153
|
+
min, max = scores_best.min, scores_best.max
|
154
|
+
|
155
|
+
scores.each do |f, ks|
|
156
|
+
ks[:BEST] = (ks[:BEST]-min) / (max-min)
|
157
|
+
end
|
158
|
+
end
|
159
|
+
|
160
|
+
|
161
|
+
#
|
162
|
+
# normalize feature scores of each individual alogrithm (r)
|
163
|
+
# by z-score
|
164
|
+
#
|
165
|
+
# @note original scores will be altered in place
|
166
|
+
#
|
167
|
+
def normalize_zscore!(r)
|
168
|
+
scores = r.get_feature_scores
|
169
|
+
scores_best = scores.collect { |f, ks| ks[:BEST] }
|
170
|
+
ave, sd = scores_best.ave, scores_best.sd
|
171
|
+
|
172
|
+
scores.each do |f, ks|
|
173
|
+
ks[:BEST] = (ks[:BEST]-ave) / sd
|
174
|
+
end
|
175
|
+
end
|
176
|
+
|
177
|
+
|
178
|
+
end # class
|
179
|
+
|
180
|
+
|
181
|
+
end # module
|