/******************************************************************************* ** 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()*/