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Diffstat (limited to 'FEAST/FSToolbox/mRMR_D.c')
| -rw-r--r-- | FEAST/FSToolbox/mRMR_D.c | 170 |
1 files changed, 170 insertions, 0 deletions
diff --git a/FEAST/FSToolbox/mRMR_D.c b/FEAST/FSToolbox/mRMR_D.c new file mode 100644 index 0000000..3eeb2a4 --- /dev/null +++ b/FEAST/FSToolbox/mRMR_D.c @@ -0,0 +1,170 @@ +/******************************************************************************* +** mRMR_D.c implements the minimum Relevance Maximum Redundancy criterion +** using the difference variant, from +** +** "Feature Selection Based on Mutual Information: Criteria of Max-Dependency, Max-Relevance, and Min-Redundancy" +** H. Peng et al. IEEE PAMI (2005) +** +** Initial Version - 13/06/2008 +** Updated - 23/06/2011 +** +** Author - Adam Pocock +** +** Part of the Feature Selection Toolbox, please reference +** "Conditional Likelihood Maximisation: A Unifying Framework for Mutual +** Information Feature Selection" +** G. Brown, A. Pocock, M.-J. Zhao, M. Lujan +** Journal of Machine Learning Research (JMLR), 2011 +** +** Please check www.cs.manchester.ac.uk/~gbrown/fstoolbox for updates. +** +** Copyright (c) 2010-2011, A. Pocock, G. Brown, The University of Manchester +** All rights reserved. +** +** Redistribution and use in source and binary forms, with or without modification, +** are permitted provided that the following conditions are met: +** +** - Redistributions of source code must retain the above copyright notice, this +** list of conditions and the following disclaimer. +** - Redistributions in binary form must reproduce the above copyright notice, +** this list of conditions and the following disclaimer in the documentation +** and/or other materials provided with the distribution. +** - Neither the name of The University of Manchester nor the names of its +** contributors may be used to endorse or promote products derived from this +** software without specific prior written permission. +** +** THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND +** ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED +** WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE +** DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE FOR +** ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES +** (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; +** LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON +** ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT +** (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS +** SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. +** +*******************************************************************************/ + +#include "FSAlgorithms.h" +#include "FSToolbox.h" + +/* MIToolbox includes */ +#include "MutualInformation.h" + +double* mRMR_D(int k, int noOfSamples, int noOfFeatures, double *featureMatrix, double *classColumn, double *outputFeatures) +{ + double **feature2D = (double**) CALLOC_FUNC(noOfFeatures,sizeof(double*)); + /*holds the class MI values*/ + double *classMI = (double *)CALLOC_FUNC(noOfFeatures,sizeof(double)); + int *selectedFeatures = (int *)CALLOC_FUNC(noOfFeatures,sizeof(int)); + /*holds the intra feature MI values*/ + int sizeOfMatrix = k*noOfFeatures; + double *featureMIMatrix = (double *)CALLOC_FUNC(sizeOfMatrix,sizeof(double)); + + double maxMI = 0.0; + int maxMICounter = -1; + + /*init variables*/ + + double score, currentScore, totalFeatureMI; + int currentHighestFeature; + + int arrayPosition, i, j, x; + + for(j = 0; j < noOfFeatures; j++) + { + feature2D[j] = featureMatrix + (int)j*noOfSamples; + } + + for (i = 0; i < sizeOfMatrix;i++) + { + featureMIMatrix[i] = -1; + }/*for featureMIMatrix - blank to -1*/ + + + for (i = 0; i < noOfFeatures;i++) + { + classMI[i] = calculateMutualInformation(feature2D[i], classColumn, noOfSamples); + if (classMI[i] > maxMI) + { + maxMI = classMI[i]; + maxMICounter = i; + }/*if bigger than current maximum*/ + }/*for noOfFeatures - filling classMI*/ + + selectedFeatures[maxMICounter] = 1; + outputFeatures[0] = maxMICounter; + + /************* + ** Now we have populated the classMI array, and selected the highest + ** MI feature as the first output feature + ** Now we move into the mRMR-D algorithm + *************/ + + for (i = 1; i < k; i++) + { + /**************************************************** + ** to ensure it selects some features + **if this is zero then it will not pick features where the redundancy is greater than the + **relevance + ****************************************************/ + score = -HUGE_VAL; + currentHighestFeature = 0; + currentScore = 0.0; + totalFeatureMI = 0.0; + + for (j = 0; j < noOfFeatures; j++) + { + /*if we haven't selected j*/ + if (selectedFeatures[j] == 0) + { + currentScore = classMI[j]; + totalFeatureMI = 0.0; + + for (x = 0; x < i; x++) + { + arrayPosition = x*noOfFeatures + j; + if (featureMIMatrix[arrayPosition] == -1) + { + /*work out intra MI*/ + + /*double calculateMutualInformation(double *firstVector, double *secondVector, int vectorLength);*/ + featureMIMatrix[arrayPosition] = calculateMutualInformation(feature2D[(int) outputFeatures[x]], feature2D[j], noOfSamples); + } + + totalFeatureMI += featureMIMatrix[arrayPosition]; + }/*for the number of already selected features*/ + + currentScore -= (totalFeatureMI/i); + if (currentScore > score) + { + score = currentScore; + currentHighestFeature = j; + } + }/*if j is unselected*/ + }/*for number of features*/ + + selectedFeatures[currentHighestFeature] = 1; + outputFeatures[i] = currentHighestFeature; + + }/*for the number of features to select*/ + + for (i = 0; i < k; i++) + { + outputFeatures[i] += 1; /*C indexes from 0 not 1*/ + }/*for number of selected features*/ + + FREE_FUNC(classMI); + FREE_FUNC(feature2D); + FREE_FUNC(featureMIMatrix); + FREE_FUNC(selectedFeatures); + + classMI = NULL; + feature2D = NULL; + featureMIMatrix = NULL; + selectedFeatures = NULL; + + return outputFeatures; +}/*mRMR(int,int,int,double[][],double[],double[])*/ + |