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56 changes: 46 additions & 10 deletions msvmRFE.R
Original file line number Diff line number Diff line change
Expand Up @@ -12,7 +12,7 @@ svmRFE.wrap <- function(test.fold, X, ...) {
return(list(feature.ids=features.ranked, train.data.ids=row.names(train.data), test.data.ids=row.names(test.data)))
}

svmRFE <- function(X, k=1, halve.above=5000) {
svmRFE <- function(X, k=1, halve.above=5000,...) {
# Feature selection with Multiple SVM Recursive Feature Elimination (RFE) algorithm
n = ncol(X) - 1

Expand Down Expand Up @@ -54,7 +54,9 @@ svmRFE <- function(X, k=1, halve.above=5000) {
}

# Rank the features
ranking = sort(c, index.return=T)$ix
rankingCriteria = 0
for(i in 1:ncol(c))rankingCriteria[i] = mean(c[,i])
ranking = sort(rankingCriteria, index.return=T)$ix
if(length(i.surviving) == 1) {
ranking = 1
}
Expand Down Expand Up @@ -86,15 +88,39 @@ svmRFE <- function(X, k=1, halve.above=5000) {
return (ranked.list)
}

getWeights <- function(test.fold, X) {
# Fit a linear SVM model and obtain feature weights
train.data = X
if(!is.null(test.fold)) train.data = X[-test.fold, ]

svm.weights<-function(model){
w=0
if(model$nclasses==2){
w=t(model$coefs)%*%model$SV
}else{ #when we deal with OVO svm classification
## compute start-index
start <- c(1, cumsum(model$nSV)+1)
start <- start[-length(start)]

svmModel = svm(train.data[, -1], train.data[, 1], cost=10, cachesize=500,
scale=F, type="C-classification", kernel="linear")
calcw <- function (i,j) {
## ranges for class i and j:
ri <- start[i] : (start[i] + model$nSV[i] - 1)
rj <- start[j] : (start[j] + model$nSV[j] - 1)

## coefs for (i,j):
coef1 <- model$coefs[ri, j-1]
coef2 <- model$coefs[rj, i]
## return w values:
w=t(coef1)%*%model$SV[ri,]+t(coef2)%*%model$SV[rj,]
return(w)
}

t(svmModel$coefs) %*% svmModel$SV
W=NULL
for (i in 1 : (model$nclasses - 1)){
for (j in (i + 1) : model$nclasses){
wi=calcw(i,j)
W=rbind(W,wi)
}
}
w=W
}
return(w)
}

WriteFeatures <- function(results, input, save=T, file='features_ranked.txt') {
Expand Down Expand Up @@ -140,4 +166,14 @@ PlotErrors <- function(errors, errors2=NULL, no.info=0.5, ylim=range(c(errors, e
AddLine(errors)
if(!is.null(errors2)) AddLine(errors2, 'gray30')
abline(h=no.info, lty=3)
}
}

getWeights <- function(test.fold, X) {
# Fit a linear SVM model and obtain feature weights
train.data = X
if(!is.null(test.fold)) train.data = X[-test.fold, ]

svmModel = svm(train.data[, -1], train.data[, 1], cost=10, cachesize=500,
scale=F, type="C-classification", kernel="linear")
return(svm.weights(svmModel))
}