/******************************************************************************* ** 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[])*/