// 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.dataprocessing;
import java.util.Arrays;
import java.util.logging.Level;
import org.ojalgo.matrix.PrimitiveMatrix;
import org.ojalgo.matrix.jama.JamaEigenvalue;
import org.ojalgo.matrix.jama.JamaEigenvalue.General;
import org.ojalgo.scalar.ComplexNumber;
import org.ojalgo.access.Access2D.Builder;
import org.ojalgo.array.Array1D;
import de.ugoe.cs.cpdp.util.SortUtils;
import de.ugoe.cs.util.console.Console;
import weka.core.Attribute;
import weka.core.Instance;
import weka.core.Instances;
/**
*
* TCA with a linear kernel after Pan et al. (Domain Adaptation via Transfer Component Analysis) and
* used for defect prediction by Nam et al. (Transfer Defect Learning)
*
*
* TODO comment class
* @author Steffen Herbold
*/
public class TransferComponentAnalysis implements IProcessesingStrategy {
int reducedDimension = 5;
@Override
public void setParameter(String parameters) {
}
@Override
public void apply(Instances testdata, Instances traindata) {
applyTCA(testdata, traindata);
}
private double linearKernel(Instance x1, Instance x2) {
double value = 0.0d;
for (int j = 0; j < x1.numAttributes(); j++) {
if (j != x1.classIndex()) {
value += x1.value(j) * x2.value(j);
}
}
return value;
}
private void applyTCA(Instances testdata, Instances traindata) {
final int sizeTest = testdata.numInstances();
final int sizeTrain = traindata.numInstances();
final PrimitiveMatrix kernelMatrix = buildKernel(testdata, traindata);
final PrimitiveMatrix kernelNormMatrix = buildKernelNormMatrix(sizeTest, sizeTrain); // L in
// the
// paper
final PrimitiveMatrix centerMatrix = buildCenterMatrix(sizeTest, sizeTrain); // H in the
// paper
final double mu = 1.0; // default from the MATLAB implementation
final PrimitiveMatrix muMatrix = buildMuMatrix(sizeTest, sizeTrain, mu);
PrimitiveMatrix.FACTORY.makeEye(sizeTest + sizeTrain, sizeTest + sizeTrain);
Console.traceln(Level.FINEST,
"creating optimization matrix (dimension " + (sizeTest + sizeTrain) + ")");
final PrimitiveMatrix optimizationProblem = kernelMatrix.multiplyRight(kernelNormMatrix)
.multiplyRight(kernelMatrix).add(muMatrix).invert().multiplyRight(kernelMatrix)
.multiplyRight(centerMatrix).multiplyRight(kernelMatrix);
Console.traceln(Level.FINEST,
"optimization matrix created, now solving eigenvalue problem");
General eigenvalueDecomposition = new JamaEigenvalue.General();
eigenvalueDecomposition.compute(optimizationProblem);
Console.traceln(Level.FINEST, "eigenvalue problem solved");
Array1D eigenvaluesArray = eigenvalueDecomposition.getEigenvalues();
System.out.println(eigenvaluesArray.length);
final Double[] eigenvalues = new Double[(int) eigenvaluesArray.length];
final int[] index = new int[(int) eigenvaluesArray.length];
// create kernel transformation matrix from eigenvectors
for (int i = 0; i < eigenvaluesArray.length; i++) {
eigenvalues[i] = eigenvaluesArray.doubleValue(i);
index[i] = i;
}
SortUtils.quicksort(eigenvalues, index);
final PrimitiveMatrix transformedKernel = kernelMatrix.multiplyRight(eigenvalueDecomposition
.getV().selectColumns(Arrays.copyOfRange(index, 0, reducedDimension)));
// update testdata and traindata
for (int j = testdata.numAttributes() - 1; j >= 0; j--) {
if (j != testdata.classIndex()) {
testdata.deleteAttributeAt(j);
traindata.deleteAttributeAt(j);
}
}
for (int j = 0; j < reducedDimension; j++) {
testdata.insertAttributeAt(new Attribute("kerneldim" + j), 1);
traindata.insertAttributeAt(new Attribute("kerneldim" + j), 1);
}
for (int i = 0; i < sizeTrain; i++) {
for (int j = 0; j < reducedDimension; j++) {
traindata.instance(i).setValue(j + 1, transformedKernel.get(i, j));
}
}
for (int i = 0; i < sizeTest; i++) {
for (int j = 0; j < reducedDimension; j++) {
testdata.instance(i).setValue(j + 1, transformedKernel.get(i + sizeTrain, j));
}
}
}
private PrimitiveMatrix buildKernel(Instances testdata, Instances traindata) {
final int kernelDim = traindata.numInstances() + testdata.numInstances();
Builder kernelBuilder = PrimitiveMatrix.getBuilder(kernelDim, kernelDim);
// built upper left quadrant (source, source)
for (int i = 0; i < traindata.numInstances(); i++) {
for (int j = 0; j < traindata.numInstances(); j++) {
kernelBuilder.set(i, j, linearKernel(traindata.get(i), traindata.get(j)));
}
}
// built upper right quadrant (source, target)
for (int i = 0; i < traindata.numInstances(); i++) {
for (int j = 0; j < testdata.numInstances(); j++) {
kernelBuilder.set(i, j + traindata.numInstances(),
linearKernel(traindata.get(i), testdata.get(j)));
}
}
// built lower left quadrant (target, source)
for (int i = 0; i < testdata.numInstances(); i++) {
for (int j = 0; j < traindata.numInstances(); j++) {
kernelBuilder.set(i + traindata.numInstances(), j,
linearKernel(testdata.get(i), traindata.get(j)));
}
}
// built lower right quadrant (target, target)
for (int i = 0; i < testdata.numInstances(); i++) {
for (int j = 0; j < testdata.numInstances(); j++) {
kernelBuilder.set(i + traindata.numInstances(), j + traindata.numInstances(),
linearKernel(testdata.get(i), testdata.get(j)));
}
}
return kernelBuilder.build();
}
private PrimitiveMatrix buildKernelNormMatrix(final int dimTest, final int sizeTrain) {
final double trainSquared = 1.0 / (sizeTrain * (double) sizeTrain);
final double testSquared = 1.0 / (dimTest * (double) dimTest);
final double trainTest = -1.0 / (sizeTrain * (double) dimTest);
Builder kernelNormBuilder =
PrimitiveMatrix.getBuilder(sizeTrain + dimTest, sizeTrain + dimTest);
// built upper left quadrant (source, source)
for (int i = 0; i < sizeTrain; i++) {
for (int j = 0; j < sizeTrain; j++) {
kernelNormBuilder.set(i, j, trainSquared);
}
}
// built upper right quadrant (source, target)
for (int i = 0; i < sizeTrain; i++) {
for (int j = 0; j < dimTest; j++) {
kernelNormBuilder.set(i, j + sizeTrain, trainTest);
}
}
// built lower left quadrant (target, source)
for (int i = 0; i < dimTest; i++) {
for (int j = 0; j < sizeTrain; j++) {
kernelNormBuilder.set(i + sizeTrain, j, trainTest);
}
}
// built lower right quadrant (target, target)
for (int i = 0; i < dimTest; i++) {
for (int j = 0; j < dimTest; j++) {
kernelNormBuilder.set(i + sizeTrain, j + sizeTrain, testSquared);
}
}
return kernelNormBuilder.build();
}
private PrimitiveMatrix buildCenterMatrix(final int sizeTest, final int sizeTrain) {
Builder centerMatrix =
PrimitiveMatrix.getBuilder(sizeTest + sizeTrain, sizeTest + sizeTrain);
for (int i = 0; i < centerMatrix.countRows(); i++) {
centerMatrix.set(i, i, -1.0 / (sizeTest + sizeTrain));
}
return centerMatrix.build();
}
private PrimitiveMatrix buildMuMatrix(final int sizeTest,
final int sizeTrain,
final double mu)
{
Builder muMatrix =
PrimitiveMatrix.getBuilder(sizeTest + sizeTrain, sizeTest + sizeTrain);
for (int i = 0; i < muMatrix.countRows(); i++) {
muMatrix.set(i, i, mu);
}
return muMatrix.build();
}
}