multithreaded_mrmr.py

import threading
import time
import ref_4_mifs as mifs
from sklearn.externals import joblib
def SelectSubSetmRMR(vectors, classes, useMethod='MRMR'):#, numOfFeatures=500):
	X = vectors
	y = classes
	# define MI_FS feature selection method
	feat_selector = mifs.MutualInformationFeatureSelector(method=useMethod) #n_features=numOfFeatures)

	# find all relevant features
	feat_selector.fit(X, y)

	# check selected features
	feat_selector.support_

	# check ranking of features
	return feat_selector.ranking_

"""
TEST PROGRAM
"""
from GlobalUtils import *
import scipy
from MachineSpecificSettings import Settings
import scipy.io
import numpy
from DataSetLoaderLib import DataSetLoader
import csv



values=[]
class myThread (threading.Thread):
    def __init__(self, threadID, name,add_by, variables,targets):
        threading.Thread.__init__(self)
        self.threadID = threadID
        self.name = name
        self.variables=variables
        self.targets=targets
        self.add_by=add_by
    def run(self):
		threadLock.acquire()
		try:
			useMethod = 'MRMR'
			print "Starting " + self.name
			print self.add_by
			x=SelectSubSetmRMR(self.variables, self.targets, useMethod)
        		for i in x:
				if i+self.add_by>=545089:
					i+=1
				values.append(i+self.add_by)
			joblib.dump(values,'selected_indices'+'_'+useMethod+'.joblib.pkl', compress=9) 
		except:
			print "Error Occured"        	
		threadLock.release()
		print len(values)
        	print "Exiting " + self.name
		return
		

threads=[]

d = DataSetLoader();
G = d.LoadDataSet("B_train");
targets = d.LoadDataSetClasses("B_train");

print "Dataset loaded"

G=numpy.asarray(G)
targets =numpy.asarray(targets )
threadLock = threading.Lock()
print G.shape
vals=649
original=649
for i in range(0,1547):
    print "vals= "+str(vals)+"\n"
    # Create new threads
    thread = myThread(i, "Thread-"+str(i),vals-original,G[:,vals-original:vals],targets)
    
    # Add threads to thread list
    threads.append(thread)
    vals+=original
# Wait for all threads to complete
for t in threads:
    # Start new Threads
    t.start()
    t.join()
#Saving the selected_indices



print "Exiting Main Thread"