#! /usr/bin/python import numpy import scipy.special import sys import os sys.path.append(os.path.join(os.path.abspath(os.path.dirname(__file__)),os.pardir)) import helperFunctions class Reweighter: def __init__(self, sigmaN = 0.00178, configFile=None): self.sigmaN = helperFunctions.getConfig(configFile, 'reweighting', 'sigmaN', sigmaN, 'float', True) self.invCreg = [] self.w = [] # .shape = (feat dim, number of unique classes) self.X = [] self.y = [] def checkModel(self): if not numpy.all(numpy.isfinite(self.invCreg)): raise Exception('not numpy.all(numpy.isfinite(self.invCreg))') if not numpy.all(numpy.isfinite(self.w)): raise Exception('not numpy.all(numpy.isfinite(self.w))') if not numpy.all(numpy.isfinite(self.X)): raise Exception('not numpy.all(numpy.isfinite(self.X))') if not numpy.all(numpy.isfinite(self.y)): raise Exception('not numpy.all(numpy.isfinite(self.y))') # X.shape = (number of samples, feat dim), y.shape = (number of samples, 1) def train(self, X, y): # save stuff self.X = X self.y = numpy.asmatrix(y == -1, dtype=numpy.int)*2 - 1 # calculate inverse of C_reg self.invCreg = numpy.linalg.inv((self.X.T*self.X) + numpy.identity(self.X.shape[1])*self.sigmaN) # calculate w self.w = self.invCreg*self.X.T*self.y self.checkModel() # x.shape = (1, feat dim), y.shape = (1, 1) def update(self, x, y): # relabel relY = numpy.asmatrix(y == -1, dtype=numpy.int)*2 - 1 # update w and C_reg tmpVec = self.invCreg*x.T tmpScalar = 1.0 + x*tmpVec self.w = self.w + tmpVec*((relY - x*self.w)/tmpScalar) self.invCreg = self.invCreg - ((tmpVec*tmpVec.T)/tmpScalar) # update samples self.X = numpy.append(self.X, x, axis=0) self.y = numpy.append(self.y, relY, axis=0) self.checkModel() # X.shape = (number of samples, feat dim) def infer(self, x): pred = numpy.asmatrix(x*self.w) if not numpy.all(numpy.isfinite(pred)): raise Exception('not numpy.all(numpy.isfinite(pred))') return pred # X.shape = (number of samples, feat dim) def calcSigmaF(self, x): sigmaF = numpy.sum(numpy.multiply(x,(self.sigmaN*self.invCreg*x.T).T),axis=1) if not numpy.all(numpy.isfinite(sigmaF)): raise Exception('not numpy.all(numpy.isfinite(sigmaF))') return sigmaF # X.shape = (number of samples, feat dim) def reweight(self, alScores, x): clsScores = self.infer(x) var = self.calcSigmaF(x) probs = 0.5 - 0.5*scipy.special.erf(clsScores*(-1)/numpy.sqrt(2*var)) newAlScores = numpy.multiply(alScores,(1 - probs)) if not numpy.all(numpy.isfinite(newAlScores)): raise Exception('not numpy.all(numpy.isfinite(newAlScores))') return newAlScores