MovingAverageVMatrix.cc

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// -*- C++ -*-

// MovingAverageVMatrix.cc
//
// Copyright (C) 2004 Yoshua Bengio 
// 
// Redistribution and use in source and binary forms, with or without
// modification, are permitted provided that the following conditions are met:
// 
//  1. Redistributions of source code must retain the above copyright
//     notice, this list of conditions and the following disclaimer.
// 
//  2. Redistributions in binary form must reproduce the above copyright
//     notice, this list of conditions and the following disclaimer in the
//     documentation and/or other materials provided with the distribution.
// 
//  3. The name of the authors may not be used to endorse or promote
//     products derived from this software without specific prior written
//     permission.
// 
// THIS SOFTWARE IS PROVIDED BY THE AUTHORS ``AS IS'' AND ANY EXPRESS OR
// IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES
// OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN
// NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL,
// SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED
// TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
// PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
// LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
// NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
// SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
// 
// This file is part of the PLearn library. For more information on the PLearn
// library, go to the PLearn Web site at www.plearn.org

/* *******************************************************      
   * $Id: MovingAverageVMatrix.cc,v 1.2 2004/06/29 19:52:56 tihocan Exp $
   ******************************************************* */

// Authors: Yoshua Bengio

#include "MovingAverageVMatrix.h"

namespace PLearn {
using namespace std;


MovingAverageVMatrix::MovingAverageVMatrix()
  :inherited(), centered_windows(true)
  /* ### Initialise all fields to their default value */
{
  // ...

  // ### You may or may not want to call build_() to finish building the object
  // build_();
}

PLEARN_IMPLEMENT_OBJECT(MovingAverageVMatrix, "Perform moving average of given columns", 
                        "The user specifies one or more columns and for each such <column-name>\n"
                        "a moving average window size: a ma<windowsize>-<column-name> column is\n"
                        "created which will contain at row t the moving average from row t-<windowsize>+1\n"
                        "to t inclusively of <column-name>.\n");

void MovingAverageVMatrix::getNewRow(int i, Vec& v) const
{
  source->getRow(i,sourcerow);
  int max_target = centered_windows?min(i+max_window_size/2,length()-1):i;
  if (is_missing(sums(max_target,0)))
  {
    int k=max_target-1;
    while (k>=0 && is_missing(sums(k,0))) k--;
    if (k<0)
    {
      k=0;
      source->getRow(k,previous_sourcerow);
      for (int j=0;j<columns.length();j++)
      {
        real new_value = previous_sourcerow[columns[j]];
        if (is_missing(new_value))
        {
          sums(k,j) = 0;
          ma(k,j) = MISSING_VALUE;
        }
        else
        {
          sums(k,j) = new_value;
          nnonmissing(k,j) = 1;
          ma(k,j) = new_value;
        }
      }
    }
    for (;k<max_target;k++)
    {
      source->getRow(k+1,previous_sourcerow);
      for (int j=0;j<columns.length();j++)
      {
        real new_value = previous_sourcerow[columns[j]];
        if (!is_missing(new_value))
        {
          sums(k+1,j) = sums(k,j) + new_value;
          nnonmissing(k+1,j) = nnonmissing(k,j) + 1;
        }
        else sums(k+1,j) = sums(k,j);
        int delta = k+1-window_sizes[j];
        int n_at_window_start = (delta>=0)?nnonmissing(delta,j):0;
        int n = nnonmissing(k+1,j) - n_at_window_start;
        if (n>0)
        {
          if (delta>=0)
            ma(k+1,j) = (sums(k+1,j) - sums(delta,j))/n;
          else
            ma(k+1,j) = sums(k+1,j)/n;
        }
        else
          ma(k+1,j) = MISSING_VALUE;
      }
    }
  }
  for (int j=0;j<columns_to_average.length();j++)
  {
    int target = centered_windows?min(i+window_sizes[j]/2,length()-1):i;
    row[sourcerow.length()+j]=ma(target,j);
  }
  v << row;
}

void MovingAverageVMatrix::declareOptions(OptionList& ol)
{
  // ### Declare all of this object's options here
  // ### For the "flags" of each option, you should typically specify  
  // ### one of OptionBase::buildoption, OptionBase::learntoption or 
  // ### OptionBase::tuningoption. Another possible flag to be combined with
  // ### is OptionBase::nosave

  declareOption(ol, "columns_to_average", &MovingAverageVMatrix::columns_to_average, OptionBase::buildoption,
                "Names of the columns to average.");

  declareOption(ol, "window_sizes", &MovingAverageVMatrix::window_sizes, OptionBase::buildoption,
                "Sizes (in number of rows) of the moving average windows for each column to average.");

  declareOption(ol, "centered_windows", &MovingAverageVMatrix::centered_windows, OptionBase::buildoption,
                "Wether or not to center the window around the current example or to average only over previous examples");

  // Now call the parent class' declareOptions
  inherited::declareOptions(ol);
}

void MovingAverageVMatrix::build_()
{
  int nc=columns_to_average.length();
  if (source)
  {
    row.resize(source->width()+nc);
    sourcerow = row.subVec(0,source->width());
    previous_sourcerow.resize(source->width());
    columns.resize(nc);
    max_window_size=0;
    if (window_sizes.length()!=nc)
      PLERROR("MovingAverageVMatrix: the window_sizes option should have the same length as the columns_to_average option (got %d and %d)",
              window_sizes.length(),nc);
    for (int j=0;j<nc;j++)
    {
      if ((columns[j] = source->fieldIndex(columns_to_average[j])) == -1)
        PLERROR("MovingAverageVMatrix: provided field name %s not found in source VMatrix",columns_to_average[j].c_str());
      if (window_sizes[j]>max_window_size)
        max_window_size=window_sizes[j];
    }

    setMtime(max(getMtime(),source->getMtime()));

    // copy length and width from source if not set
    if(length_<0)
      length_ = source->length();
    if(width_<0)
      width_ = source->width() + nc;

    sums.resize(length_,nc);
    sums.fill(MISSING_VALUE);
    nnonmissing.resize(length_,nc);
    nnonmissing.clear();
    ma.resize(length_,nc);
    ma.fill(MISSING_VALUE);

    // copy fieldnames from source if not set and they look good
    if(!hasFieldInfos() && source->hasFieldInfos() )
    {
      Array<VMField>& sinfo = source->getFieldInfos();
      int w=sinfo.size();
      sinfo.resize(w+nc);
      for (int j=0;j<nc;j++)
      {
        sinfo[w+j]=sinfo[columns[j]];
        sinfo[w+j].name = "ma"+tostring(window_sizes[j])+"-"+sinfo[w+j].name;
      }
      setFieldInfos(sinfo);
    }
  }
}

// ### Nothing to add here, simply calls build_
void MovingAverageVMatrix::build()
{
  inherited::build();
  build_();
}

void MovingAverageVMatrix::makeDeepCopyFromShallowCopy(map<const void*, void*>& copies)
{
  inherited::makeDeepCopyFromShallowCopy(copies);

  deepCopyField(columns, copies);
  deepCopyField(columns_to_average, copies);
  deepCopyField(sums, copies);
  deepCopyField(window_sizes, copies);

}

} // end of namespace PLearn

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