pyHSICLasso is a package of the Hilbert Schmidt Independence Criterion Lasso (HSIC Lasso), which is a nonlinear feature selection method considering the nonlinear input and output relationship. HSIC Lasso can be regarded as a convex variant of widely used minimum redundancy maximum relevance (mRMR) feature selection algorithm.
- Can find nonlinearly related features efficiently.
- Can find non-redundant features.
- Can obtain a globally optimal solution.
- Can deal with both regression and classification problems through kernels.
The goal of supervised feature selection is to find a subset of input features that are responsible for predicting output values. By using this, you can supplement the dependence of nonlinear input and output and you can calculate the optimal solution efficiently for high dimensional problem. The effectiveness are demonstrated through feature selection experiments for classification and regression with thousands of features. Finding a subset of features in high-dimensional supervised learning is an important problem with many real- world applications such as gene selection from microarray data, document categorization, and prosthesis control.
$ pip install -r requirements.txt
$ python setup.py installor
$ pip install pyHSICLassoFirst, pyHSICLasso provides the single entry point as class HSICLasso()
This class has the following methods.
- input
- regression
- classification
- dump
- plot_path
- plot_dendrogram
- plot_heatmap
- get_features
- get_features_neighbors
- get_index
- get_index_score
- get_index_neighbors
- get_index_neighbors_score
The input format corresponds to the following formats.
- MATLAB file (.mat)
- .csv
- .tsv
- python's list
- numpy's ndarray
When using .mat, .csv, .tsv, we support pandas dataframe.
The rows of the dataframe are sample number. The output variable should have class tag.
If you wish to use your own tag, you need to specify the output variables by list (output_list=['tag'])
The remaining columns are values of each features. The following is a sample data (csv format).
class,v1,v2,v3,v4,v5,v6,v7,v8,v9,v10
-1,2,0,0,0,-2,0,-2,0,2,0
1,2,2,0,0,-2,0,0,0,2,0
...
When using python's list or numpy's ndarray, Let each index be sample number, let values of each features for X[ind] and classification value for Y[ind].
For multi-variate output cases, you can specify the output by using the list (output_list). See Sample code for details.
HSIC Lasso scales well with respect to the number of features d. However, the vanilla HSIC Lasso requires O(dn^2) memory space and may run out the memory if the number of samples n is more than 1000. In such case, we can use the block HSIC Lasso which requires only O(dnBM) space, where B << n is the block parameter and M is the permutation parameter to stabilize the final result. This can be done by specifying B and M parameters in the regression or classification function. Our recommendation would be B=20 and M=3.
>>> from pyHSICLasso import HSICLasso
>>> hsic_lasso = HSICLasso()
>>> hsic_lasso.input("data.mat")
>>> hsic_lasso.input("data.csv")
>>> hsic_lasso.input("data.tsv")
>>> hsic_lasso.input([[1, 1, 1], [2, 2, 2]], [0, 1])
>>> hsic_lasso.input(np.array([[1, 1, 1], [2, 2, 2]]), np.array([0, 1]))You can specify the number of subset of feature selections with arguments regression and classification.
>>> hsic_lasso.regression(5)
>>> hsic_lasso.classification(10)About output method, it is possible to select plots on the graph, details of the analysis result, output of the feature index.
>>> hsic_lasso.plot()
# plot the graph
>>> hsic_lasso.dump()
============================================== HSICLasso : Result ==================================================
| Order | Feature | Score | Top-5 Related Feature (Relatedness Score) |
| 1 | 1100 | 1.000 | 100 (0.979), 385 (0.104), 1762 (0.098), 762 (0.098), 1385 (0.097)|
| 2 | 100 | 0.537 | 1100 (0.979), 385 (0.100), 1762 (0.095), 762 (0.094), 1385 (0.092)|
| 3 | 200 | 0.336 | 1200 (0.979), 264 (0.094), 1482 (0.094), 1264 (0.093), 482 (0.091)|
| 4 | 1300 | 0.140 | 300 (0.984), 1041 (0.107), 1450 (0.104), 1869 (0.102), 41 (0.101)|
| 5 | 300 | 0.033 | 1300 (0.984), 1041 (0.110), 41 (0.106), 1450 (0.100), 1869 (0.099)|
>>> hsic_lasso.get_index()
[1099, 99, 199, 1299, 299]
>>> hsic_lasso.get_index_score()
array([0.09723658, 0.05218047, 0.03264885, 0.01360242, 0.00319763])
>>> hsic_lasso.get_features()
['1100', '100', '200', '1300', '300']
>>> hsic_lasso.get_index_neighbors(feat_index=0,num_neighbors=5)
[99, 384, 1761, 761, 1384]
>>> hsic_lasso.get_features_neighbors(feat_index=0,num_neighbors=5)
['100', '385', '1762', '762', '1385']
>>> hsic_lasso.get_index_neighbors_score(feat_index=0,num_neighbors=5)
array([0.9789888 , 0.10350618, 0.09757666, 0.09751763, 0.09678892])
- Yamada, M., Tang, J., Lugo-Martinez, J., Hodzic, E., Shrestha, R., Saha, A., Ouyang, H., Yin, D., Mamitsuka, H., Sahinalp, C., Radivojac, P., Menczer, F., & Chang, Y. Ultra High-Dimensional Nonlinear Feature Selection for Big Biological Data. IEEE Transactions on Knowledge and Data Engineering (TKDE), pp.1352-1365, 2018.
- Yamada, M., Jitkrittum, W., Sigal, L., Xing, E. P. & Sugiyama, M. High-Dimensional Feature Selection by Feature-Wise Kernelized Lasso. Neural Computation, vol.26, no.1, pp.185-207, 2014.
Name : Makoto Yamada, Héctor Climente-González
E-mail : [email protected]
Name : Hirotaka Suetake
E-mail : [email protected]