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+/*******************************************************************************
+** Demonstration feature selection algorithm - MATLAB r2009a
+**
+** Initial Version - 13/06/2008
+** Updated - 07/07/2010
+** based on mRMR_D.m
+**
+** Minimum Relevance Maximum Redundancy
+** in
+** "Feature Selection Based on Mutual Information: Criteria of Max-Dependency, Max-Relevance, and Min-Redundancy"
+** H. Peng et al. (2005)
+**
+** Author - Adam Pocock
+** Demonstration code for MIToolbox
+*******************************************************************************/
+
+#include "mex.h"
+#include "MutualInformation.h"
+
+void mRMRCalculation(int k, int noOfSamples, int noOfFeatures,double *featureMatrix, double *classColumn, double *outputFeatures)
+{
+ double **feature2D = (double**) mxCalloc(noOfFeatures,sizeof(double*));
+ /*holds the class MI values*/
+ double *classMI = (double *)mxCalloc(noOfFeatures,sizeof(double));
+ int *selectedFeatures = (int *)mxCalloc(noOfFeatures,sizeof(int));
+ /*holds the intra feature MI values*/
+ int sizeOfMatrix = k*noOfFeatures;
+ double *featureMIMatrix = (double *)mxCalloc(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 = -1000.0;
+ 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*/
+
+}/*mRMRCalculation(double[][],double[])*/
+
+/*entry point for the mex call
+**nlhs - number of outputs
+**plhs - pointer to array of outputs
+**nrhs - number of inputs
+**prhs - pointer to array of inputs
+*/
+void mexFunction(int nlhs, mxArray *plhs[], int nrhs, const mxArray *prhs[])
+{
+ /*************************************************************
+ ** this function takes 3 arguments:
+ ** k = number of features to select,
+ ** featureMatrix[][] = matrix of features
+ ** classColumn[] = targets
+ ** the arguments should all be discrete integers.
+ ** and has one output:
+ ** selectedFeatures[] of size k
+ *************************************************************/
+
+ int k, numberOfFeatures, numberOfSamples, numberOfTargets;
+ double *featureMatrix, *targets, *output;
+
+
+ if (nlhs != 1)
+ {
+ printf("Incorrect number of output arguments");
+ }/*if not 1 output*/
+ if (nrhs != 3)
+ {
+ printf("Incorrect number of input arguments");
+ }/*if not 3 inputs*/
+
+ /*get the number of features to select, cast out as it is a double*/
+ k = (int) mxGetScalar(prhs[0]);
+
+ numberOfFeatures = mxGetN(prhs[1]);
+ numberOfSamples = mxGetM(prhs[1]);
+
+ numberOfTargets = mxGetM(prhs[2]);
+
+ if (numberOfTargets != numberOfSamples)
+ {
+ printf("Number of targets must match number of samples\n");
+ printf("Number of targets = %d, Number of Samples = %d, Number of Features = %d\n",numberOfTargets,numberOfSamples,numberOfFeatures);
+
+ plhs[0] = mxCreateDoubleMatrix(0,0,mxREAL);
+ }/*if size mismatch*/
+ else
+ {
+
+ featureMatrix = mxGetPr(prhs[1]);
+ targets = mxGetPr(prhs[2]);
+
+ plhs[0] = mxCreateDoubleMatrix(k,1,mxREAL);
+ output = (double *)mxGetPr(plhs[0]);
+
+ /*void mRMRCalculation(int k, int noOfSamples, int noOfFeatures,double *featureMatrix, double *classColumn, double *outputFeatures)*/
+ mRMRCalculation(k,numberOfSamples,numberOfFeatures,featureMatrix,targets,output);
+ }
+
+ return;
+}/*mexFunction()*/