# TODO install R packages kernlab, caret, doMC, class, e1071 # log transform activities (create new dataset) # scale, normalize features, might not be necessary # http://stats.stackexchange.com/questions/19216/variables-are-often-adjusted-e-g-standardised-before-making-a-model-when-is # http://stats.stackexchange.com/questions/7112/when-and-how-to-use-standardized-explanatory-variables-in-linear-regression # zero-order correlation and the semi-partial correlation # seems to be necessary for svm # http://stats.stackexchange.com/questions/77876/why-would-scaling-features-decrease-svm-performance?lq=1 # http://stackoverflow.com/questions/15436367/svm-scaling-input-values # use lasso or elastic net?? # select relevant features # remove features with a single value # remove correlated features # remove features not correlated with endpoint module OpenTox module Algorithm class Regression def self.weighted_average compound, params weighted_sum = 0.0 sim_sum = 0.0 neighbors = params[:neighbors] neighbors.each do |row| n,sim,acts = row acts.each do |act| weighted_sum += sim*Math.log10(act) sim_sum += sim end end confidence = sim_sum*neighbors.size.to_f/params[:training_dataset_size] sim_sum == 0 ? prediction = nil : prediction = 10**(weighted_sum/sim_sum) {:value => prediction,:confidence => confidence} end def self.local_linear_regression compound, neighbors p neighbors.size return nil unless neighbors.size > 0 features = neighbors.collect{|n| Compound.find(n.first).fp4}.flatten.uniq p features training_data = Array.new(neighbors.size){Array.new(features.size,0)} neighbors.each_with_index do |n,i| #p n.first neighbor = Compound.find n.first features.each_with_index do |f,j| training_data[i][j] = 1 if neighbor.fp4.include? f end end p training_data R.assign "activities", neighbors.collect{|n| n[2].median} R.assign "features", training_data R.eval "model <- lm(activities ~ features)" R.eval "summary <- summary(model)" p R.summary compound_features = features.collect{|f| compound.fp4.include? f ? 1 : 0} R.assign "compound_features", compound_features R.eval "prediction <- predict(model,compound_features)" p R.prediction end def self.weighted_average_with_relevant_fingerprints neighbors weighted_sum = 0.0 sim_sum = 0.0 fingerprint_features = [] neighbors.each do |row| n,sim,acts = row neighbor = Compound.find n fingerprint_features += neighbor.fp4 end fingerprint_features.uniq! p fingerprint_features =begin p n acts.each do |act| weighted_sum += sim*Math.log10(act) sim_sum += sim end end =end confidence = sim_sum/neighbors.size.to_f sim_sum == 0 ? prediction = nil : prediction = 10**(weighted_sum/sim_sum) {:value => prediction,:confidence => confidence} end # Local support vector regression from neighbors # @param [Hash] params Keys `:props, :activities, :sims, :min_train_performance` are required # @return [Numeric] A prediction value. def self.local_svm_regression neighbors, params={:min_train_performance => 0.1} confidence = 0.0 prediction = nil $logger.debug "Local SVM." props = neighbors.collect{|row| row[3] } neighbors.shift activities = neighbors.collect{|n| n[2]} prediction = self.local_svm_prop( props, activities, params[:min_train_performance]) # params[:props].nil? signals non-prop setting prediction = nil if (!prediction.nil? && prediction.infinite?) $logger.debug "Prediction: '#{prediction}' ('#{prediction.class}')." if prediction confidence = get_confidence({:sims => neighbors.collect{|n| n[1]}, :activities => activities}) else confidence = nil if prediction.nil? end [prediction, confidence] end # Local support vector prediction from neighbors. # Uses propositionalized setting. # Not to be called directly (use local_svm_regression or local_svm_classification). # @param [Array] props, propositionalization of neighbors and query structure e.g. [ Array_for_q, two-nested-Arrays_for_n ] # @param [Array] activities, activities for neighbors. # @param [Float] min_train_performance, parameter to control censoring # @return [Numeric] A prediction value. def self.local_svm_prop(props, activities, min_train_performance) $logger.debug "Local SVM (Propositionalization / Kernlab Kernel)." n_prop = props[1..-1] # is a matrix, i.e. two nested Arrays. q_prop = props[0] # is an Array. prediction = nil if activities.uniq.size == 1 prediction = activities[0] else t = Time.now #$logger.debug gram_matrix.to_yaml #@r = RinRuby.new(true,false) # global R instance leads to Socket errors after a large number of requests @r = Rserve::Connection.new#(true,false) # global R instance leads to Socket errors after a large number of requests rs = [] ["caret", "doMC", "class"].each do |lib| #raise "failed to load R-package #{lib}" unless @r.void_eval "suppressPackageStartupMessages(library('#{lib}'))" rs << "suppressPackageStartupMessages(library('#{lib}'))" end #@r.eval "registerDoMC()" # switch on parallel processing rs << "registerDoMC()" # switch on parallel processing #@r.eval "set.seed(1)" rs << "set.seed(1)" $logger.debug "Loading R packages: #{Time.now-t}" t = Time.now p n_prop begin # set data rs << "n_prop <- c(#{n_prop.flatten.join(',')})" rs << "n_prop <- c(#{n_prop.flatten.join(',')})" rs << "n_prop_x_size <- c(#{n_prop.size})" rs << "n_prop_y_size <- c(#{n_prop[0].size})" rs << "y <- c(#{activities.join(',')})" rs << "q_prop <- c(#{q_prop.join(',')})" rs << "y = matrix(y)" rs << "prop_matrix = matrix(n_prop, n_prop_x_size, n_prop_y_size, byrow=T)" rs << "q_prop = matrix(q_prop, 1, n_prop_y_size, byrow=T)" $logger.debug "Setting R data: #{Time.now-t}" t = Time.now # prepare data rs << " weights=NULL if (!(class(y) == 'numeric')) { y = factor(y) weights=unlist(as.list(prop.table(table(y)))) weights=(weights-1)^2 } " rs << " rem = nearZeroVar(prop_matrix) if (length(rem) > 0) { prop_matrix = prop_matrix[,-rem,drop=F] q_prop = q_prop[,-rem,drop=F] } rem = findCorrelation(cor(prop_matrix)) if (length(rem) > 0) { prop_matrix = prop_matrix[,-rem,drop=F] q_prop = q_prop[,-rem,drop=F] } " #p @r.eval("y").to_ruby #p "weights" #p @r.eval("weights").to_ruby $logger.debug "Preparing R data: #{Time.now-t}" t = Time.now # model + support vectors #train_success = @r.eval <<-EOR rs << ' model = train(prop_matrix,y, method="svmRadial", preProcess=c("center", "scale"), class.weights=weights, trControl=trainControl(method="LGOCV",number=10), tuneLength=8 ) perf = ifelse ( class(y)!="numeric", max(model$results$Accuracy), model$results[which.min(model$results$RMSE),]$Rsquared ) ' File.open("/tmp/r.r","w+"){|f| f.puts rs.join("\n")} p rs.join("\n") p `Rscript /tmp/r.r` =begin @r.void_eval <<-EOR model = train(prop_matrix,y, method="svmRadial", #preProcess=c("center", "scale"), #class.weights=weights, #trControl=trainControl(method="LGOCV",number=10), #tuneLength=8 ) perf = ifelse ( class(y)!='numeric', max(model$results$Accuracy), model$results[which.min(model$results$RMSE),]$Rsquared ) EOR =end $logger.debug "Creating R SVM model: #{Time.now-t}" t = Time.now if train_success # prediction @r.eval "predict(model,q_prop); p = predict(model,q_prop)" # kernlab bug: predict twice #@r.eval "p = predict(model,q_prop)" # kernlab bug: predict twice @r.eval "if (class(y)!='numeric') p = as.character(p)" prediction = @r.p # censoring prediction = nil if ( @r.perf.nan? || @r.perf < min_train_performance.to_f ) prediction = nil if prediction =~ /NA/ $logger.debug "Performance: '#{sprintf("%.2f", @r.perf)}'" else $logger.debug "Model creation failed." prediction = nil end $logger.debug "R Prediction: #{Time.now-t}" rescue Exception => e $logger.debug "#{e.class}: #{e.message}" $logger.debug "Backtrace:\n\t#{e.backtrace.join("\n\t")}" ensure #puts @r.inspect #TODO: broken pipe #@r.quit # free R end end prediction end end end end