void makeSimplePage(std::string iVar="puppi*ptodRSO",std::string iCut="(pt > 1. && dr > 0.2 )") {
TTree *lTree = load("output/OutputTmp.root");
float lMin = 1e9;
float lMax = -1e9;
float lVar = 0;
/*
lTree->SetBranchAddress(iVar.c_str(),&lVar);
for(int i0 = 0; i0 < lTree->GetEntries(); i0++) {
lTree->GetEntry(i0);
if(lVar < lMin) lMin = lVar;
if(lVar > lMax) lMax = lVar;
}
*/
lMin = -5; lMax = 200;
TH1F* lH = new TH1F("A","A",100,lMin,lMax); lH ->SetLineColor(kBlue); lH ->SetLineWidth(2);
TH1F* lHPU = new TH1F("B","B",100,lMin,lMax); lHPU ->SetLineColor(kRed); lHPU ->SetLineWidth(2);
TH1F* lH1 = new TH1F("C","C",100,lMin,lMax); lH1 ->SetLineColor(kBlue); lH1 ->SetLineWidth(2); lH1 ->SetLineStyle(kDashed);
TH1F* lHPU1 = new TH1F("D","D",100,lMin,lMax); lHPU1->SetLineColor(kRed); lHPU1->SetLineWidth(2); lHPU1->SetLineStyle(kDashed);
lTree->Draw((iVar+">>A").c_str() ,(iCut+"*(pu == 0)").c_str());
lTree->Draw((iVar+">>B").c_str() ,(iCut+"*(pu > 0)").c_str());
lTree->Draw((iVar+">>C").c_str() ,(iCut+"*(pu == 0 && charge == 0)").c_str());
lTree->Draw((iVar+">>D").c_str() ,(iCut+"*(pu > 0 && charge == 0)").c_str());
lH->GetXaxis()->SetTitle((getName(iVar)).c_str());
TCanvas *lCan = new TCanvas("A","A",800,600);
lH ->Draw();
lHPU ->Draw("sames");
lH1 ->Draw("sames");
lHPU1->Draw("sames");
//lCan->SaveAs((iVar+".png").c_str());
TCanvas *lCan = new TCanvas("B","B",800,600);
roc(lHPU1,lH1);
}
TEST_F(LinkPredictionGTest, testROCMetric) {
ROCMetric roc(G);
std::pair<std::vector<double>, std::vector<double>> curve = roc.getCurve(predictions);
double auc = roc.getAreaUnderCurve();
EXPECT_EQ(auc, 0.8125);
EXPECT_EQ(0, curve.first[0]); EXPECT_EQ(0.5, curve.second[0]);
EXPECT_EQ(0.25, curve.first[1]); EXPECT_EQ(0.5, curve.second[1]);
EXPECT_EQ(0.5, curve.first[2]); EXPECT_EQ(1, curve.second[2]);
EXPECT_EQ(0.75, curve.first[3]); EXPECT_EQ(1, curve.second[3]);
EXPECT_EQ(1, curve.first[4]); EXPECT_EQ(1, curve.second[4]);
}
//ag_merge [-n _start_N_value_] [-a _start_alpha_value_] -d _directory1_ _directory2_ [_directory3_]
//[_directory4_] ...
int main(int argc, char* argv[])
{
try{
//0. Set log file
LogStream clog;
LogStream::init(true);
clog << "\n-----\nag_merge ";
for(int argNo = 1; argNo < argc; argNo++)
clog << argv[argNo] << " ";
clog << "\n\n";
//1. Set input parameters from command line
int startTiGN = 1;
double startAlpha = 0.5;
int firstDirNo = 0;
stringv args(argc);
for(int argNo = 0; argNo < argc; argNo++)
args[argNo] = string(argv[argNo]);
//parse and save input parameters
for(int argNo = 1; argNo < argc; argNo += 2)
{
if(!args[argNo].compare("-n"))
startTiGN = atoiExt(argv[argNo + 1]);
else if(!args[argNo].compare("-a"))
startAlpha = atofExt(argv[argNo + 1]);
else if(!args[argNo].compare("-d"))
{
firstDirNo = argNo + 1;
break;
}
else
throw INPUT_ERR;
}
//check that there are at least two directories
if(argc < (firstDirNo + 2))
throw INPUT_ERR;
//convert names of input directories to strings and check that they exist
int folderN = argc - firstDirNo;
stringv folders(folderN);
for(int argNo = firstDirNo; argNo < argc; argNo++)
{
folders[argNo - firstDirNo] = string(argv[argNo]);
struct stat status;
if((stat(argv[argNo], &status) != 0) || !(status.st_mode & S_IFDIR))
throw DIR_ERR;
}
//1.a) delete all temp files from the previous run and create a directory AGTemp
#ifdef _WIN32 //in windows
CreateDirectory("AGTemp", NULL);
#else // in linux
system("rm -rf ./AGTemp/");
system("mkdir ./AGTemp/");
#endif
//2. Set parameters from AGTemp/params.txt from the first directory
TrainInfo ti; //set of model parameters in the current directory
double prevBest; //best value of performance achieved on the previous run
fstream fparam;
string paramPathName = folders[0] + "/AGTemp/params.txt";
fparam.open(paramPathName.c_str(), ios_base::in);
string modeStr, metric;
fparam >> ti.seed >> ti.trainFName >> ti.validFName >> ti.attrFName >> ti.minAlpha >> ti.maxTiGN
>> ti.bagN >> modeStr >> metric;
//modeStr should be "fast" or "slow" or "layered"
if(modeStr.compare("fast") == 0)
ti.mode = FAST;
else if(modeStr.compare("slow") == 0)
ti.mode = SLOW;
else if(modeStr.compare("layered") == 0)
ti.mode = LAYERED;
else
throw TEMP_ERR;
//metric should be "roc" or "rms"
if(metric.compare("rms") == 0)
ti.rms = true;
else if(metric.compare("roc") == 0)
ti.rms = false;
else
throw TEMP_ERR;
if(fparam.fail())
throw TEMP_ERR;
fparam.close();
fparam.clear();
//read best value of performance on previous run
fstream fbest;
double stub;
int itemN; // number of data points in the train set, need to calculate possible values of alpha
string fbestPathName = folders[0] + "/AGTemp/best.txt";
fbest.open(fbestPathName.c_str(), ios_base::in);
fbest >> prevBest >> stub >> stub >> stub >> itemN;
if(fbest.fail())
throw TEMP_ERR;
fbest.close();
int alphaN = getAlphaN(ti.minAlpha, itemN); //number of different alpha values
int tigNN = getTiGNN(ti.maxTiGN);
//direction of initialization (1 - up, 0 - right), used in fast mode only
doublevv dir(tigNN, doublev(alphaN, 0));
//outer array: column (by TiGN)
//middle array: row (by alpha)
//direction of initialization (1 - up, 0 - right), collects average in the slow mode
doublevv dirStat(tigNN, doublev(alphaN, 0));
if(ti.mode == FAST)
{//read part of the directions table from file
fstream fdir;
string fdirPathName = folders[0] + "/AGTemp/dir.txt";
fdir.open(fdirPathName.c_str(), ios_base::in);
for(int tigNNo = 0; tigNNo < tigNN; tigNNo++)
for(int alphaNo = 0; alphaNo < alphaN; alphaNo++)
fdir >> dir[tigNNo][alphaNo];
if(fdir.fail())
throw TEMP_ERR;
fdir.close();
}
//3. Read main parameters from all other directories and check that they match
int allBagN = ti.bagN;
intv bagNs(folderN, 0);
bagNs[0] = ti.bagN;
intv prevBagNs(folderN + 1, 0); //sums of bagNs of all previous directories
prevBagNs[1] = ti.bagN;
int lastSeed = ti.seed;
for(int folderNo = 1; folderNo < folderN; folderNo++)
{
TrainInfo extraTI; //set of model parameters in the additional directory
string fparamPathName = folders[folderNo] + "/AGTemp/params.txt";
fparam.open(fparamPathName.c_str(), ios_base::in);
fparam >> extraTI.seed >> extraTI.trainFName >> extraTI.validFName >> extraTI.attrFName
>> extraTI.minAlpha >> extraTI.maxTiGN >> extraTI.bagN;
if(fparam.fail())
{
clog << fparamPathName << '\n';
throw TEMP_ERR;
}
fparam.close();
if((ti.minAlpha != extraTI.minAlpha) || (ti.maxTiGN != extraTI.maxTiGN))
{
clog << fparamPathName << '\n';
throw MERGE_MISMATCH_ERR;
}
if(extraTI.seed == ti.seed)
throw SAME_SEED_ERR;
if(folderNo == (folderN - 1))
lastSeed = extraTI.seed;
allBagN += extraTI.bagN;
bagNs[folderNo] = extraTI.bagN;
prevBagNs[folderNo + 1] = allBagN;
string fdirStatPathName = folders[folderNo] + "/AGTemp/dirstat.txt";
fstream fdirStat;
fdirStat.open("./AGTemp/dirstat.txt", ios_base::in);
for(int alphaNo = 0; alphaNo < alphaN; alphaNo++)
for(int tigNNo = 0; tigNNo < tigNN; tigNNo++)
{
double ds;
fdirStat >> ds;
dirStat[tigNNo][alphaNo] += ds * extraTI.bagN;
}
}
//4. Load data
INDdata data("", ti.validFName.c_str(), "", ti.attrFName.c_str());
CGrove::setData(data);
CTreeNode::setData(data);
doublev validTar;
int validN = data.getTargets(validTar, VALID);
clog << "Alpha = " << ti.minAlpha << "\nN = " << ti.maxTiGN << "\n"
<< allBagN << " bagging iterations\n";
if(ti.mode == FAST)
clog << "fast mode\n\n";
else if(ti.mode == SLOW)
clog << "slow mode\n\n";
else //if(ti.mode == LAYERED)
clog << "layered mode\n\n";
//5. Initialize some internal process variables
//surfaces of performance values for validation set.
//Always calculate rms (for convergence analysis), if needed, calculate roc
doublevvv rmsV(tigNN, doublevv(alphaN, doublev(allBagN, 0)));
doublevvv rocV;
if(!ti.rms)
rocV.resize(tigNN, doublevv(alphaN, doublev(allBagN, 0)));
//outer array: column (by TiGN)
//middle array: row (by alpha)
//inner array: bagging iterations. Performance is kept for all iterations to create bagging curves
//sums of predictions for each data point (raw material to calculate performance)
doublevvv predsumsV(tigNN, doublevv(alphaN, doublev(validN, 0)));
//outer array: column (by TiGN)
//middle array: row (by alpha)
//inner array: data points in the validation set
//6. Read and merge models from the directories
int startAlphaNo = getAlphaN(startAlpha, itemN) - 1;
int startTiGNNo = getTiGNN(startTiGN) - 1;
for(int alphaNo = startAlphaNo; alphaNo < alphaN; alphaNo++)
{
double alpha;
if(alphaNo < alphaN - 1)
alpha = alphaVal(alphaNo);
else //this is a special case because minAlpha can be zero
alpha = ti.minAlpha;
cout << "Merging models with alpha = " << alpha << endl;
for(int tigNNo = startTiGNNo; tigNNo < tigNN; tigNNo++)
{
int tigN = tigVal(tigNNo); //number of trees in the current grove
//temp file in the extra directory that keeps models corresponding to alpha and tigN
string prefix = string("/AGTemp/ag.a.")
+ alphaToStr(alpha)
+ ".n."
+ itoa(tigN, 10);
string tempFName = prefix + ".tmp";
//this will kill the pre-existing file in the output directory
fstream fsave((string(".") + tempFName).c_str(), ios_base::binary | ios_base::out);
for(int folderNo = 0; folderNo < folderN; folderNo++)
{
string inTempFName = folders[folderNo] + tempFName;
fstream ftemp((inTempFName).c_str(), ios_base::binary | ios_base::in);
if(ftemp.fail())
{
clog << inTempFName << '\n';
throw TEMP_ERR;
}
//merge all extra models with the same (alpha, tigN) parameter values into existing models
for(int bagNo = prevBagNs[folderNo]; bagNo < prevBagNs[folderNo + 1]; bagNo++)
{
//retrieve next grove
CGrove extraGrove(alpha, tigN);
try{
extraGrove.load(ftemp);
}catch(TE_ERROR err){
clog << inTempFName << '\n';
throw err;
}
//add the loaded grove to a model file with alpha and tigN values in the name
extraGrove.save((string(".") + tempFName).c_str());
//generate predictions and performance for validation set
doublev predictions(validN);
for(int itemNo = 0; itemNo < validN; itemNo++)
{
predsumsV[tigNNo][alphaNo][itemNo] += extraGrove.predict(itemNo, VALID);
predictions[itemNo] = predsumsV[tigNNo][alphaNo][itemNo] / (bagNo + 1);
}
if(bagNo == allBagN - 1)
{
string predsFName = prefix + ".preds.txt";
fstream fpreds((string(".") + predsFName).c_str(), ios_base::out);
for(int itemNo = 0; itemNo < validN; itemNo++)
fpreds << predictions[itemNo] << endl;
fpreds.close();
}
rmsV[tigNNo][alphaNo][bagNo] = rmse(predictions, validTar);
if(!ti.rms)
rocV[tigNNo][alphaNo][bagNo] = roc(predictions, validTar);
}// end for(int bagNo = ti.bagN; bagNo < ti.bagN + extraTI.bagN; bagNo++)
ftemp.close();
}//end for(int folderNo = 0; folderNo < folderN; folderNo++)
}//end for(int tigNNo = 0; tigNNo < tigNN; tigNNo++)
}//end for(int alphaNo = 0; alphaNo < alphaN; alphaNo++)
//4. Output
ti.bagN = allBagN;
ti.seed = lastSeed;
if(ti.rms)
trainOut(ti, dir, rmsV, rmsV, predsumsV, itemN, dirStat, startAlphaNo, startTiGNNo);
else
trainOut(ti, dir, rmsV, rocV, predsumsV, itemN, dirStat, startAlphaNo, startTiGNNo);
}catch(TE_ERROR err){
int main(int argc, char* argv[])
{
try{
//1. Analyze input parameters
//convert input parameters to string from char*
stringv args(argc);
for(int argNo = 0; argNo < argc; argNo++)
args[argNo] = string(argv[argNo]);
//check that the number of arguments is even (flags + value pairs)
if(argc % 2 == 0)
throw INPUT_ERR;
#ifndef _WIN32
int threadN = 6; //number of threads
#endif
TrainInfo ti; //model training parameters
int topAttrN = 0; //how many top attributes to output and keep in the cut data
//(0 = do not do feature selection)
//(-1 = output all available features)
//parse and save input parameters
//indicators of presence of required flags in the input
bool hasTrain = false;
bool hasVal = false;
bool hasAttr = false;
int treeN = 100;
double shrinkage = 0.01;
double subsample = -1;
for(int argNo = 1; argNo < argc; argNo += 2)
{
if(!args[argNo].compare("-t"))
{
ti.trainFName = args[argNo + 1];
hasTrain = true;
}
else if(!args[argNo].compare("-v"))
{
ti.validFName = args[argNo + 1];
hasVal = true;
}
else if(!args[argNo].compare("-r"))
{
ti.attrFName = args[argNo + 1];
hasAttr = true;
}
else if(!args[argNo].compare("-a"))
ti.alpha = atofExt(argv[argNo + 1]);
else if(!args[argNo].compare("-n"))
treeN = atoiExt(argv[argNo + 1]);
else if(!args[argNo].compare("-i"))
ti.seed = atoiExt(argv[argNo + 1]);
else if(!args[argNo].compare("-k"))
topAttrN = atoiExt(argv[argNo + 1]);
else if(!args[argNo].compare("-sh"))
shrinkage = atofExt(argv[argNo + 1]);
else if(!args[argNo].compare("-sub"))
subsample = atofExt(argv[argNo + 1]);
else if(!args[argNo].compare("-c"))
{
if(!args[argNo + 1].compare("roc"))
ti.rms = false;
else if(!args[argNo + 1].compare("rms"))
ti.rms = true;
else
throw INPUT_ERR;
}
else if(!args[argNo].compare("-h"))
#ifndef _WIN32
threadN = atoiExt(argv[argNo + 1]);
#else
throw WIN_ERR;
#endif
else
throw INPUT_ERR;
}//end for(int argNo = 1; argNo < argc; argNo += 2) //parse and save input parameters
if(!(hasTrain && hasVal && hasAttr))
throw INPUT_ERR;
if((ti.alpha < 0) || (ti.alpha > 1))
throw ALPHA_ERR;
//1.a) Set log file
LogStream clog;
LogStream::init(true);
clog << "\n-----\ngbt_train ";
for(int argNo = 1; argNo < argc; argNo++)
clog << argv[argNo] << " ";
clog << "\n\n";
//1.b) Initialize random number generator.
srand(ti.seed);
//2. Load data
INDdata data(ti.trainFName.c_str(), ti.validFName.c_str(), ti.testFName.c_str(),
ti.attrFName.c_str());
CTree::setData(data);
CTreeNode::setData(data);
//2.a) Start thread pool
#ifndef _WIN32
TThreadPool pool(threadN);
CTree::setPool(pool);
#endif
//------------------
int attrN = data.getAttrN();
if(topAttrN == -1)
topAttrN = attrN;
idpairv attrCounts; //counts of attribute importance
bool doFS = (topAttrN != 0); //whether feature selection is requested
if(doFS)
{//initialize attrCounts
attrCounts.resize(attrN);
for(int attrNo = 0; attrNo < attrN; attrNo++)
{
attrCounts[attrNo].first = attrNo; //number of attribute
attrCounts[attrNo].second = 0; //counts
}
}
fstream frmscurve("boosting_rms.txt", ios_base::out); //bagging curve (rms)
frmscurve.close();
fstream froccurve;
if(!ti.rms)
{
froccurve.open("boosting_roc.txt", ios_base::out); //bagging curve (roc)
froccurve.close();
}
doublev validTar;
int validN = data.getTargets(validTar, VALID);
doublev trainTar;
int trainN = data.getTargets(trainTar, TRAIN);
int sampleN;
if(subsample == -1)
sampleN = trainN;
else
sampleN = (int) (trainN * subsample);
doublev validPreds(validN, 0);
doublev trainPreds(trainN, 0);
for(int treeNo = 0; treeNo < treeN; treeNo++)
{
if(treeNo % 10 == 0)
cout << "\titeration " << treeNo + 1 << " out of " << treeN << endl;
if(subsample == -1)
data.newBag();
else
data.newSample(sampleN);
CTree tree(ti.alpha);
tree.setRoot();
tree.resetRoot(trainPreds);
idpairv stub;
tree.grow(doFS, attrCounts);
//update predictions
for(int itemNo = 0; itemNo < trainN; itemNo++)
trainPreds[itemNo] += shrinkage * tree.predict(itemNo, TRAIN);
for(int itemNo = 0; itemNo < validN; itemNo++)
validPreds[itemNo] += shrinkage * tree.predict(itemNo, VALID);
//output
frmscurve.open("boosting_rms.txt", ios_base::out | ios_base::app);
frmscurve << rmse(validPreds, validTar) << endl;
frmscurve.close();
if(!ti.rms)
{
froccurve.open("boosting_roc.txt", ios_base::out | ios_base::app);
froccurve << roc(validPreds, validTar) << endl;
froccurve.close();
}
}
//output feature selection results
if(doFS)
{
sort(attrCounts.begin(), attrCounts.end(), idGreater);
if(topAttrN > attrN)
topAttrN = attrN;
fstream ffeatures("feature_scores.txt", ios_base::out);
ffeatures << "Top " << topAttrN << " features\n";
for(int attrNo = 0; attrNo < topAttrN; attrNo++)
ffeatures << data.getAttrName(attrCounts[attrNo].first) << "\t"
<< attrCounts[attrNo].second / ti.bagN / trainN << "\n";
ffeatures << "\n\nColumn numbers (beginning with 1)\n";
for(int attrNo = 0; attrNo < topAttrN; attrNo++)
ffeatures << data.getColNo(attrCounts[attrNo].first) + 1 << " ";
ffeatures << "\nLabel column number: " << data.getTarColNo() + 1;
ffeatures.close();
//output new attribute file
for(int attrNo = topAttrN; attrNo < attrN; attrNo++)
data.ignoreAttr(attrCounts[attrNo].first);
data.outAttr(ti.attrFName);
}
//output predictions
fstream fpreds;
fpreds.open("preds.txt", ios_base::out);
for(int itemNo = 0; itemNo < validN; itemNo++)
fpreds << validPreds[itemNo] << endl;
fpreds.close();
//------------------
}catch(TE_ERROR err){
int main(int argc, char* argv[])
{
try{
//1. Analyze input parameters
//convert input parameters to string from char*
stringv args(argc);
for(int argNo = 0; argNo < argc; argNo++)
args[argNo] = string(argv[argNo]);
//check that the number of arguments is even (flags + value pairs)
if(argc % 2 == 0)
throw INPUT_ERR;
#ifndef _WIN32
int threadN = 6; //number of threads
#endif
TrainInfo ti; //model training parameters
string modelFName = "model.bin"; //name of the output file for the model
int topAttrN = 0; //how many top attributes to output and keep in the cut data
//(0 = do not do feature selection)
//(-1 = output all available features)
bool doOut = true; //whether to output log information to stdout
//parse and save input parameters
//indicators of presence of required flags in the input
bool hasTrain = false;
bool hasVal = false;
bool hasAttr = false;
for(int argNo = 1; argNo < argc; argNo += 2)
{
if(!args[argNo].compare("-t"))
{
ti.trainFName = args[argNo + 1];
hasTrain = true;
}
else if(!args[argNo].compare("-v"))
{
ti.validFName = args[argNo + 1];
hasVal = true;
}
else if(!args[argNo].compare("-r"))
{
ti.attrFName = args[argNo + 1];
hasAttr = true;
}
else if(!args[argNo].compare("-a"))
ti.alpha = atofExt(argv[argNo + 1]);
else if(!args[argNo].compare("-b"))
ti.bagN = atoiExt(argv[argNo + 1]);
else if(!args[argNo].compare("-i"))
ti.seed = atoiExt(argv[argNo + 1]);
else if(!args[argNo].compare("-k"))
topAttrN = atoiExt(argv[argNo + 1]);
else if(!args[argNo].compare("-m"))
{
modelFName = args[argNo + 1];
if(modelFName.empty())
throw EMPTY_MODEL_NAME_ERR;
}
else if(!args[argNo].compare("-l"))
{
if(!args[argNo + 1].compare("log"))
doOut = true;
else if(!args[argNo + 1].compare("nolog"))
doOut = false;
else
throw INPUT_ERR;
}
else if(!args[argNo].compare("-c"))
{
if(!args[argNo + 1].compare("roc"))
ti.rms = false;
else if(!args[argNo + 1].compare("rms"))
ti.rms = true;
else
throw INPUT_ERR;
}
else if(!args[argNo].compare("-h"))
#ifndef _WIN32
threadN = atoiExt(argv[argNo + 1]);
#else
throw WIN_ERR;
#endif
else
throw INPUT_ERR;
}//end for(int argNo = 1; argNo < argc; argNo += 2) //parse and save input parameters
if(!(hasTrain && hasVal && hasAttr))
throw INPUT_ERR;
if((ti.alpha < 0) || (ti.alpha > 1))
throw ALPHA_ERR;
//1.a) Set log file
LogStream clog;
LogStream::init(doOut);
clog << "\n-----\nbt_train ";
for(int argNo = 1; argNo < argc; argNo++)
clog << argv[argNo] << " ";
clog << "\n\n";
//1.b) Initialize random number generator.
srand(ti.seed);
//2. Load data
INDdata data(ti.trainFName.c_str(), ti.validFName.c_str(), ti.testFName.c_str(),
ti.attrFName.c_str());
CTree::setData(data);
CTreeNode::setData(data);
//2.a) Start thread pool
#ifndef _WIN32
TThreadPool pool(threadN);
CTree::setPool(pool);
#endif
//3. Train models
doublev validTar;
int validN = data.getTargets(validTar, VALID);
int itemN = data.getTrainN();
//adjust minAlpha, if needed
double newAlpha = adjustAlpha(ti.alpha, itemN);
if(ti.alpha != newAlpha)
{
if(newAlpha == 0)
clog << "Warning: due to small train set size value of alpha was changed to 0";
else
clog << "Warning: alpha value was rounded to the closest valid value " << newAlpha;
clog << ".\n\n";
ti.alpha = newAlpha;
}
clog << "Alpha = " << ti.alpha << "\n"
<< ti.bagN << " bagging iterations\n";
doublev rmsV(ti.bagN, 0); //bagging curve of rms values for validation set
doublev rocV;
if(!ti.rms)
rocV.resize(ti.bagN, 0); //bagging curve of roc values for validation set
doublev predsumsV(validN, 0); //sums of predictions for each data point
int attrN = data.getAttrN();
if(topAttrN == -1)
topAttrN = attrN;
idpairv attrCounts; //counts of attribute importance
bool doFS = (topAttrN != 0); //whether feature selection is requested
if(doFS)
{//initialize attrCounts
attrCounts.resize(attrN);
for(int attrNo = 0; attrNo < attrN; attrNo++)
{
attrCounts[attrNo].first = attrNo; //number of attribute
attrCounts[attrNo].second = 0; //counts
}
}
fstream fmodel(modelFName.c_str(), ios_base::binary | ios_base::out);
//header for compatibility with Additive Groves model
AG_TRAIN_MODE modeStub = SLOW;
fmodel.write((char*) &modeStub, sizeof(enum AG_TRAIN_MODE));
int tigNStub = 1;
fmodel.write((char*) &tigNStub, sizeof(int));
fmodel.write((char*) &ti.alpha, sizeof(double));
fmodel.close();
fstream fbagrms("bagging_rms.txt", ios_base::out); //bagging curve (rms)
fbagrms.close();
fstream fbagroc;
if(!ti.rms)
{
fbagroc.open("bagging_roc.txt", ios_base::out); //bagging curve (roc)
fbagroc.close();
}
//make bags, build trees, collect predictions
for(int bagNo = 0; bagNo < ti.bagN; bagNo++)
{
if(doOut)
cout << "Iteration " << bagNo + 1 << " out of " << ti.bagN << endl;
data.newBag();
CTree tree(ti.alpha);
tree.setRoot();
tree.grow(doFS, attrCounts);
tree.save(modelFName.c_str());
//generate predictions for validation set
doublev predictions(validN);
for(int itemNo = 0; itemNo < validN; itemNo++)
{
predsumsV[itemNo] += tree.predict(itemNo, VALID);
predictions[itemNo] = predsumsV[itemNo] / (bagNo + 1);
}
rmsV[bagNo] = rmse(predictions, validTar);
if(!ti.rms)
rocV[bagNo] = roc(predictions, validTar);
//output an element of bagging curve
fbagrms.open("bagging_rms.txt", ios_base::out | ios_base::app);
fbagrms << rmsV[bagNo] << endl;
fbagrms.close();
//same for roc, if needed
if(!ti.rms)
{
fbagroc.open("bagging_roc.txt", ios_base::out | ios_base::app);
fbagroc << rocV[bagNo] << endl;
fbagroc.close();
}
}
if(doFS) //sort attributes by counts
sort(attrCounts.begin(), attrCounts.end(), idGreater);
//4. Output
//output results and recommendations
if(ti.rms)
clog << "RMSE on validation set = " << rmsV[ti.bagN - 1] << "\n";
else
clog << "ROC on validation set = " << rocV[ti.bagN - 1] << "\n";
//analyze whether more bagging should be recommended based on the curve in the best point
if(moreBag(rmsV))
{
int recBagN = ti.bagN + 100;
clog << "\nRecommendation: a greater number of bagging iterations might produce a better model.\n"
<< "Suggested action: bt_train -b " << recBagN << "\n";
}
else
clog << "\nThe bagging curve shows good convergence. \n";
clog << "\n";
//standard output in case of turned off log output: final performance on validation set only
if(!doOut)
if(ti.rms)
cout << rmsV[ti.bagN - 1] << endl;
else
cout << rocV[ti.bagN - 1] << endl;
//output feature selection results
if(doFS)
{
if(topAttrN > attrN)
topAttrN = attrN;
fstream ffeatures("feature_scores.txt", ios_base::out);
ffeatures << "Top " << topAttrN << " features\n";
for(int attrNo = 0; attrNo < topAttrN; attrNo++)
ffeatures << data.getAttrName(attrCounts[attrNo].first) << "\t"
<< attrCounts[attrNo].second / ti.bagN / itemN << "\n";
ffeatures << "\n\nColumn numbers (beginning with 1)\n";
for(int attrNo = 0; attrNo < topAttrN; attrNo++)
ffeatures << data.getColNo(attrCounts[attrNo].first) + 1 << " ";
ffeatures << "\nLabel column number: " << data.getTarColNo() + 1;
ffeatures.close();
//output new attribute file
for(int attrNo = topAttrN; attrNo < attrN; attrNo++)
data.ignoreAttr(attrCounts[attrNo].first);
data.outAttr(ti.attrFName);
}
}catch(TE_ERROR err){