using System;
using System.Collections.Generic;
using System.Linq;
using Microsoft.ML;
 
namespace Samples.Dynamic.Trainers.Regression
{
    public static class PermutationFeatureImportance
    {
        public static void Example()
        {
            // Create a new context for ML.NET operations. It can be used for
            // exception tracking and logging, as a catalog of available operations
            // and as the source of randomness.
            var mlContext = new MLContext(seed: 1);
 
            // Create sample data.
            var samples = GenerateData();
 
            // Load the sample data as an IDataView.
            var data = mlContext.Data.LoadFromEnumerable(samples);
 
            // Define a training pipeline that concatenates features into a vector,
            // normalizes them, and then trains a linear model.
            var featureColumns = new string[] { nameof(Data.Feature1),
                nameof(Data.Feature2) };
 
            var pipeline = mlContext.Transforms.Concatenate(
                "Features",
                featureColumns)
                .Append(mlContext.Transforms.NormalizeMinMax("Features"))
                .Append(mlContext.Regression.Trainers.Ols());
 
            // Fit the pipeline to the data.
            var model = pipeline.Fit(data);
 
            // Transform the dataset.
            var transformedData = model.Transform(data);
 
            // Extract the predictor.
            var linearPredictor = model.LastTransformer;
 
            // Compute the permutation metrics for the linear model using the
            // normalized data.
            var permutationMetrics = mlContext.Regression
                .PermutationFeatureImportance(
                linearPredictor, transformedData, permutationCount: 30);
 
            // Now let's look at which features are most important to the model
            // overall. Get the feature indices sorted by their impact on RMSE.
            var sortedIndices = permutationMetrics
                .Select((metrics, index) => new
                {
                    index,
                    metrics.RootMeanSquaredError
                })
 
                .OrderByDescending(feature => Math.Abs(
                    feature.RootMeanSquaredError.Mean))
 
                .Select(feature => feature.index);
 
            Console.WriteLine("Feature\tModel Weight\tChange in RMSE\t95%" +
                "Confidence in the Mean Change in RMSE");
 
            var rmse = permutationMetrics.Select(x => x.RootMeanSquaredError)
                .ToArray();
 
            foreach (int i in sortedIndices)
            {
                Console.WriteLine("{0}\t{1:0.00}\t{2:G4}\t{3:G4}",
                    featureColumns[i],
                    linearPredictor.Model.Weights[i],
                    rmse[i].Mean,
                    1.96 * rmse[i].StandardError);
            }
 
            // Expected output:
            //  Feature    Model Weight Change in RMSE  95% Confidence in the Mean Change in RMSE
            //  Feature2        9.00        4.009       0.008304
            //  Feature1        4.48        1.901       0.003351
        }
 
        private class Data
        {
            public float Label { get; set; }
 
            public float Feature1 { get; set; }
 
            public float Feature2 { get; set; }
        }
 
        /// <summary>
        /// Generate an enumerable of Data objects, creating the label as a simple
        /// linear combination of the features.
        /// </summary>
        /// <param name="nExamples">The number of examples.</param>
        /// <param name="bias">The bias, or offset, in the calculation of the label.
        /// </param>
        /// <param name="weight1">The weight to multiply the first feature with to
        /// compute the label.</param>
        /// <param name="weight2">The weight to multiply the second feature with to
        /// compute the label.</param>
        /// <param name="seed">The seed for generating feature values and label
        /// noise.</param>
        /// <returns>An enumerable of Data objects.</returns>
        private static IEnumerable<Data> GenerateData(int nExamples = 10000,
            double bias = 0, double weight1 = 1, double weight2 = 2, int seed = 1)
        {
            var rng = new Random(seed);
            for (int i = 0; i < nExamples; i++)
            {
                var data = new Data
                {
                    Feature1 = (float)(rng.Next(10) * (rng.NextDouble() - 0.5)),
                    Feature2 = (float)(rng.Next(10) * (rng.NextDouble() - 0.5)),
                };
 
                // Create a noisy label.
                data.Label = (float)(bias + weight1 * data.Feature1 + weight2 *
                    data.Feature2 + rng.NextDouble() - 0.5);
                yield return data;
            }
        }
    }
}