// Copyright 2015 Georg-August-Universität Göttingen, Germany // // Licensed under the Apache License, Version 2.0 (the "License"); // you may not use this file except in compliance with the License. // You may obtain a copy of the License at // // http://www.apache.org/licenses/LICENSE-2.0 // // Unless required by applicable law or agreed to in writing, software // distributed under the License is distributed on an "AS IS" BASIS, // WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. // See the License for the specific language governing permissions and // limitations under the License. package de.ugoe.cs.cpdp.dataselection; import org.apache.commons.collections4.list.SetUniqueList; import org.apache.commons.math3.linear.BlockRealMatrix; import org.apache.commons.math3.linear.LUDecomposition; import org.apache.commons.math3.linear.RealMatrix; import org.apache.commons.math3.stat.correlation.Covariance; import de.ugoe.cs.cpdp.util.WekaUtils; import weka.core.Instances; /** *
* Uses the Mahalanobis distance for outlier removal. All instances that are epsilon times the * distance are removed. The default for epsilon is 3.0. *
* * @author Steffen Herbold */ public class MahalanobisOutlierRemoval implements IPointWiseDataselectionStrategy, ISetWiseDataselectionStrategy { /** * Distance outside which entities are removed as outliers. */ private double epsilon = 3.0d; /** * Sets epsilon. Default is 3.0. * * @see de.ugoe.cs.cpdp.IParameterizable#setParameter(java.lang.String) */ @Override public void setParameter(String parameters) { if (parameters != null && parameters != "") { epsilon = Double.parseDouble(parameters); } } /* * (non-Javadoc) * * @see de.ugoe.cs.cpdp.dataselection.ISetWiseDataselectionStrategy#apply(weka.core.Instances, * org.apache.commons.collections4.list.SetUniqueList) */ @Override public void apply(Instances testdata, SetUniqueList* removes all instances, whose Mahalanobi distance to the mean of the data is greater than * epsilon. *
* * @param data * data where the outliers are removed */ private void applyMahalanobisDistancesRemoval(Instances data) { RealMatrix values = new BlockRealMatrix(data.size(), data.numAttributes() - 1); for (int i = 0; i < data.size(); i++) { values.setRow(i, WekaUtils.instanceValues(data.get(i))); } RealMatrix inverseCovariance = new LUDecomposition(new Covariance(values).getCovarianceMatrix()).getSolver() .getInverse(); // create mean vector double[] meanValues = new double[data.numAttributes() - 1]; int k = 0; for (int j = 0; j < data.numAttributes(); j++) { if (j != data.classIndex()) { meanValues[k] = data.attributeStats(j).numericStats.mean; k++; } } for (int i = data.size() - 1; i >= 0; i--) { double distance = mahalanobisDistance(inverseCovariance, WekaUtils.instanceValues(data.get(i)), meanValues); if (distance > epsilon) { data.remove(i); } } } /** ** Calculates the Mahalanobis distance between two vectors for a given inverse covariance * matric. *
* * @param inverseCovariance * @param vector1 * @param vector2 * @return */ private double mahalanobisDistance(RealMatrix inverseCovariance, double[] vector1, double[] vector2) { RealMatrix x = new BlockRealMatrix(1, vector1.length); x.setRow(0, vector1); RealMatrix y = new BlockRealMatrix(1, vector2.length); y.setRow(0, vector2); RealMatrix deltaxy = x.subtract(y); return Math .sqrt(deltaxy.multiply(inverseCovariance).multiply(deltaxy.transpose()).getEntry(0, 0)); } }