''' The FEAST module provides an interface between the C-library for feature selection to Python. References: 1) G. Brown, A. Pocock, M.-J. Zhao, and M. Lujan, "Conditional likelihood maximization: A unifying framework for information theoretic feature selection," Journal of Machine Learning Research, vol. 13, pp. 27-66, 2012. ''' __author__ = "Calvin Morrison" __copyright__ = "Copyright 2013, EESI Laboratory" __credits__ = ["Calvin Morrison", "Gregory Ditzler"] __license__ = "GPL" __version__ = "0.2.0" __maintainer__ = "Calvin Morrison" __email__ = "mutantturkey@gmail.com" __status__ = "Release" import numpy as np import ctypes as c try: libFSToolbox = c.CDLL("libFSToolbox.so"); except: raise Exception("Error: could not load libFSToolbox.so") def BetaGamma(data, labels, n_select, beta=1.0, gamma=1.0): ''' This algorithm implements conditional mutual information feature select, such that beta and gamma control the weight attached to the redundant mutual and conditional mutual information, respectively. @param data: data in a Numpy array such that len(data) = n_observations, and len(data.transpose()) = n_features (REQUIRED) @type data: ndarray @param labels: labels represented in a numpy list with n_observations as the number of elements. That is len(labels) = len(data) = n_observations. (REQUIRED) @type labels: ndarray @param n_select: number of features to select. (REQUIRED) @type n_select: integer @param beta: penalty attacted to I(X_j;X_k) @type beta: float between 0 and 1.0 @param gamma: positive weight attached to the conditional redundancy term I(X_k;X_j|Y) @type gamma: float between 0 and 1.0 @return:selected_features - returns a list containing the features in the order they were selected. @rtype: ndarray ''' data, labels = check_data(data, labels) # python values n_observations, n_features = data.shape output = np.zeros(n_select) # cast as C types c_n_observations = c.c_int(n_observations) c_n_select = c.c_int(n_select) c_n_features = c.c_int(n_features) c_beta = c.c_double(beta) c_gamma = c.c_double(gamma) libFSToolbox.BetaGamma.restype = c.POINTER(c.c_double * n_select) features = libFSToolbox.BetaGamma(c_n_select, c_n_observations, c_n_features, data.ctypes.data_as(c.POINTER(c.c_double)), labels.ctypes.data_as(c.POINTER(c.c_double)), output.ctypes.data_as(c.POINTER(c.c_double)), c_beta, c_gamma ) # turn our output into a list selected_features = [] for i in features.contents: # recall that feast was implemented with Matlab in mind, so the # authors assumed the indexing started a one; however, in Python # the indexing starts at zero. selected_features.append(i - 1) return selected_features def CIFE(data, labels, n_select): ''' This function implements the Condred feature selection algorithm. beta = 1; gamma = 1; @param data: A Numpy array such that len(data) = n_observations, and len(data.transpose()) = n_features @type data: ndarray @param labels: labels represented in a numpy list with n_observations as the number of elements. That is len(labels) = len(data) = n_observations. @type labels: ndarray @param n_select: number of features to select. @type n_select: integer @return selected_features: returns a list containing the features in the order they were selected. @return type: ndarray ''' return BetaGamma(data, labels, n_select, beta=1.0, gamma=1.0) def CMIM(data, labels, n_select): ''' CMIM(data, labels, n_select) This function implements the conditional mutual information maximization feature selection algorithm. Note that this implementation does not allow for the weighting of the redundancy terms that BetaGamma will allow you to do. Input :data - data in a Numpy array such that len(data) = n_observations, and len(data.transpose()) = n_features (REQUIRED) :labels - labels represented in a numpy list with n_observations as the number of elements. That is len(labels) = len(data) = n_observations. (REQUIRED) :n_select - number of features to select. (REQUIRED) Output :selected_features - returns a list containing the features in the order they were selected. ''' data, labels = check_data(data, labels) # python values n_observations, n_features = data.shape output = np.zeros(n_select) # cast as C types c_n_observations = c.c_int(n_observations) c_n_select = c.c_int(n_select) c_n_features = c.c_int(n_features) libFSToolbox.CMIM.restype = c.POINTER(c.c_double * n_select) features = libFSToolbox.CMIM(c_n_select, c_n_observations, c_n_features, data.ctypes.data_as(c.POINTER(c.c_double)), labels.ctypes.data_as(c.POINTER(c.c_double)), output.ctypes.data_as(c.POINTER(c.c_double)) ) # turn our output into a list selected_features = [] for i in features.contents: # recall that feast was implemented with Matlab in mind, so the # authors assumed the indexing started a one; however, in Python # the indexing starts at zero. selected_features.append(i - 1) return selected_features def CondMI(data, labels, n_select): ''' CondMI(data, labels, n_select) This function implements the conditional mutual information maximization feature selection algorithm. Input :data - data in a Numpy array such that len(data) = n_observations, and len(data.transpose()) = n_features (REQUIRED) :labels - labels represented in a numpy list with n_observations as the number of elements. That is len(labels) = len(data) = n_observations. (REQUIRED) :n_select - number of features to select. (REQUIRED) Output :selected_features - returns a list containing the features in the order they were selected. ''' data, labels = check_data(data, labels) # python values n_observations, n_features = data.shape output = np.zeros(n_select) # cast as C types c_n_observations = c.c_int(n_observations) c_n_select = c.c_int(n_select) c_n_features = c.c_int(n_features) libFSToolbox.CondMI.restype = c.POINTER(c.c_double * n_select) features = libFSToolbox.CondMI(c_n_select, c_n_observations, c_n_features, data.ctypes.data_as(c.POINTER(c.c_double)), labels.ctypes.data_as(c.POINTER(c.c_double)), output.ctypes.data_as(c.POINTER(c.c_double)) ) # turn our output into a list selected_features = [] for i in features.contents: # recall that feast was implemented with Matlab in mind, so the # authors assumed the indexing started a one; however, in Python # the indexing starts at zero. selected_features.append(i - 1) return selected_features def Condred(data, labels, n_select): ''' Condred(data, labels, n_select) This function implements the Condred feature selection algorithm. beta = 0; gamma = 1; Input :data - data in a Numpy array such that len(data) = n_observations, and len(data.transpose()) = n_features (REQUIRED) :labels - labels represented in a numpy list with n_observations as the number of elements. That is len(labels) = len(data) = n_observations. (REQUIRED) :n_select - number of features to select. (REQUIRED) Output :selected_features - returns a list containing the features in the order they were selected. ''' data, labels = check_data(data, labels) return BetaGamma(data, labels, n_select, beta=0.0, gamma=1.0) def DISR(data, labels, n_select): ''' DISR(data, labels, n_select) This function implements the double input symmetrical relevance feature selection algorithm. Input :data - data in a Numpy array such that len(data) = n_observations, and len(data.transpose()) = n_features (REQUIRED) :labels - labels represented in a numpy list with n_observations as the number of elements. That is len(labels) = len(data) = n_observations. (REQUIRED) :n_select - number of features to select. (REQUIRED) Output :selected_features - returns a list containing the features in the order they were selected. ''' data, labels = check_data(data, labels) # python values n_observations, n_features = data.shape output = np.zeros(n_select) # cast as C types c_n_observations = c.c_int(n_observations) c_n_select = c.c_int(n_select) c_n_features = c.c_int(n_features) libFSToolbox.DISR.restype = c.POINTER(c.c_double * n_select) features = libFSToolbox.DISR(c_n_select, c_n_observations, c_n_features, data.ctypes.data_as(c.POINTER(c.c_double)), labels.ctypes.data_as(c.POINTER(c.c_double)), output.ctypes.data_as(c.POINTER(c.c_double)) ) # turn our output into a list selected_features = [] for i in features.contents: # recall that feast was implemented with Matlab in mind, so the # authors assumed the indexing started a one; however, in Python # the indexing starts at zero. selected_features.append(i - 1) return selected_features def ICAP(data, labels, n_select): ''' ICAP(data, labels, n_select) This function implements the interaction capping feature selection algorithm. Input :data - data in a Numpy array such that len(data) = n_observations, and len(data.transpose()) = n_features (REQUIRED) :labels - labels represented in a numpy list with n_observations as the number of elements. That is len(labels) = len(data) = n_observations. (REQUIRED) :n_select - number of features to select. (REQUIRED) Output :selected_features - returns a list containing the features in the order they were selected. ''' data, labels = check_data(data, labels) # python values n_observations, n_features = data.shape output = np.zeros(n_select) # cast as C types c_n_observations = c.c_int(n_observations) c_n_select = c.c_int(n_select) c_n_features = c.c_int(n_features) libFSToolbox.ICAP.restype = c.POINTER(c.c_double * n_select) features = libFSToolbox.ICAP(c_n_select, c_n_observations, c_n_features, data.ctypes.data_as(c.POINTER(c.c_double)), labels.ctypes.data_as(c.POINTER(c.c_double)), output.ctypes.data_as(c.POINTER(c.c_double)) ) # turn our output into a list selected_features = [] for i in features.contents: # recall that feast was implemented with Matlab in mind, so the # authors assumed the indexing started a one; however, in Python # the indexing starts at zero. selected_features.append(i - 1) return selected_features def JMI(data, labels, n_select): ''' JMI(data, labels, n_select) This function implements the joint mutual information feature selection algorithm. Input :data - data in a Numpy array such that len(data) = n_observations, and len(data.transpose()) = n_features (REQUIRED) :labels - labels represented in a numpy list with n_observations as the number of elements. That is len(labels) = len(data) = n_observations. (REQUIRED) :n_select - number of features to select. (REQUIRED) Output :selected_features - returns a list containing the features in the order they were selected. ''' data, labels = check_data(data, labels) # python values n_observations, n_features = data.shape output = np.zeros(n_select) # cast as C types c_n_observations = c.c_int(n_observations) c_n_select = c.c_int(n_select) c_n_features = c.c_int(n_features) libFSToolbox.JMI.restype = c.POINTER(c.c_double * n_select) features = libFSToolbox.JMI(c_n_select, c_n_observations, c_n_features, data.ctypes.data_as(c.POINTER(c.c_double)), labels.ctypes.data_as(c.POINTER(c.c_double)), output.ctypes.data_as(c.POINTER(c.c_double)) ) # turn our output into a list selected_features = [] for i in features.contents: # recall that feast was implemented with Matlab in mind, so the # authors assumed the indexing started a one; however, in Python # the indexing starts at zero. selected_features.append(i - 1) return selected_features def MIFS(data, labels, n_select): ''' MIFS(data, labels, n_select) This function implements the MIFS algorithm. beta = 1; gamma = 0; Input :data - data in a Numpy array such that len(data) = n_observations, and len(data.transpose()) = n_features (REQUIRED) :labels - labels represented in a numpy list with n_observations as the number of elements. That is len(labels) = len(data) = n_observations. (REQUIRED) :n_select - number of features to select. (REQUIRED) Output :selected_features - returns a list containing the features in the order they were selected. ''' return BetaGamma(data, labels, n_select, beta=0.0, gamma=0.0) def MIM(data, labels, n_select): ''' MIM(data, labels, n_select) This function implements the MIM algorithm. beta = 0; gamma = 0; Input :data - data in a Numpy array such that len(data) = n_observations, and len(data.transpose()) = n_features (REQUIRED) :labels - labels represented in a numpy list with n_observations as the number of elements. That is len(labels) = len(data) = n_observations. (REQUIRED) :n_select - number of features to select. (REQUIRED) Output :selected_features - returns a list containing the features in the order they were selected. ''' data, labels = check_data(data, labels) return BetaGamma(data, labels, n_select, beta=0.0, gamma=0.0) def mRMR(data, labels, n_select): ''' mRMR(data, labels, n_select) This funciton implements the max-relevance min-redundancy feature selection algorithm. Input :data - data in a Numpy array such that len(data) = n_observations, and len(data.transpose()) = n_features (REQUIRED) :labels - labels represented in a numpy list with n_observations as the number of elements. That is len(labels) = len(data) = n_observations. (REQUIRED) :n_select - number of features to select. (REQUIRED) Output :selected_features - returns a list containing the features in the order they were selected. ''' data, labels = check_data(data, labels) # python values n_observations, n_features = data.shape output = np.zeros(n_select) # cast as C types c_n_observations = c.c_int(n_observations) c_n_select = c.c_int(n_select) c_n_features = c.c_int(n_features) libFSToolbox.mRMR_D.restype = c.POINTER(c.c_double * n_select) features = libFSToolbox.mRMR_D(c_n_select, c_n_observations, c_n_features, data.ctypes.data_as(c.POINTER(c.c_double)), labels.ctypes.data_as(c.POINTER(c.c_double)), output.ctypes.data_as(c.POINTER(c.c_double)) ) # turn our output into a list selected_features = [] for i in features.contents: # recall that feast was implemented with Matlab in mind, so the # authors assumed the indexing started a one; however, in Python # the indexing starts at zero. selected_features.append(i - 1) return selected_features def check_data(data, labels): ''' check_data(data, labels) Check dimensions of the data and the labels. Raise and exception if there is a problem. Data and Labels are automatically cast as doubles before calling the feature selection functions Input :data :labels Output :data :labels ''' if isinstance(data, np.ndarray) is False: raise Exception("data must be an numpy ndarray.") if isinstance(labels, np.ndarray) is False: raise Exception("labels must be an numpy ndarray.") if len(data) != len(labels): raise Exception("data and labels must be the same length") return 1.0*data, 1.0*labels