pyHSICLasso

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pyHSICLasso is a package of the Hilbert Schmidt Independence Criterion Lasso (HSIC Lasso), which is a black box (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.

Advantage of HSIC Lasso

Feature Selection

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.

Install

$ pip install -r requirements.txt
$ python setup.py install

or 

$ pip install pyHSICLasso

Usage

First, pyHSICLasso provides the single entry point as class HSICLasso()

This class has the following methods.

The input format corresponds to the following formats.

Input file

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
...

For multi-variate output cases, you can specify the output by using the list (output_list). See Sample code for details.

Save results to a csv file

If you want to save the feature selection results in csv file, please call the following function:

>>> hsic_lasso.save_param()

To get rid of specific covariates effect

In biology applications, we may want to get rid of the effect of some covariates such as gender and/or age. In such cases, we can pre-specify the covariates X in classification or regression functions as

>>> hsic_lasso.regression(5,covars=X)

>>> hsic_lasso.classification(10,covars=X)

Please check the example/sample_covars.py for details.

To handle large number of samples

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. Currently, the default parameters are B=20 and M=3, respectively. If you wish to use the vanilla HSIC Lasso, please use B=0 and M=1.

Example

>>> 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(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 andclassification.

>>> 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. Note, to run the dump() function, it needs at least 5 features in the dataset.

>>> 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])

>>> hsic_lasso.save_param() #Save selected features and its neighbors

References

Algorithms

Theory

Real applications

Contributors

Developers

Name : Makoto Yamada (Kyoto University/RIKEN AIP), Héctor Climente-González (Institut Curie)

E-mail : makoto.yamada@riken.jp

Distributor

Name : Hirotaka Suetake (RIKEN AIP)

E-mail : hirotaka.suetake@riken.jp