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# 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 neighbors
weighted_sum = 0.0
sim_sum = 0.0
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
sim_sum == 0 ? prediction = nil : prediction = 10**(weighted_sum/sim_sum)
[prediction,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
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