Пример #1
0
def test_add_features_with_index():
    X, y = make_classification(n_samples=1000,
                               n_features=100,
                               n_informative=2,
                               n_redundant=0,
                               n_repeated=0,
                               n_classes=2,
                               n_clusters_per_class=1,
                               weights=None,
                               class_sep=1.0,
                               hypercube=True,
                               scale=2.0,
                               shuffle=True,
                               random_state=0)
    X_og = X.copy()
    index = [0, 8, 9, 20]
    X_two_less = np.delete(X_og, index, axis=1)
    nb = CustomNaiveBayes(encode_data=True)
    nb.fit(X_two_less, y)
    nb.add_features(X_og[:, index], y, index=index)
    independent = nb.indepent_term_
    smoothed_log_counts_ = nb.smoothed_log_counts_
    added = nb.predict_proba(X)

    nb.fit(X, y)
    og = nb.predict_proba(X)
    assert np.allclose(nb.indepent_term_, independent)
    assert np.allclose(nb.smoothed_log_counts_, smoothed_log_counts_)
    assert np.allclose(og, added)
Пример #2
0
class PazzaniWrapperNB(PazzaniWrapper):
    ''''Optimized version of Pazzani's wrapper for the Naive Bayes classifier.
        LOO cross validation
        Update, add, delete features
    '''
    def __init__(self, seed=None, strategy="BSEJ", verbose=0):
        super().__init__(seed=seed,
                         strategy=strategy,
                         verbose=verbose,
                         cv=None)

    def _generate_neighbors_bsej(self, current_columns, X):
        if X.shape[1] > 1:
            for column_to_drop in range(X.shape[1]):
                new_columns = current_columns.copy()
                del new_columns[column_to_drop]
                yield new_columns, column_to_drop, None, True  # Updated column list, columns to remove, columns to add, delete?
            for features in combinations(np.arange(X.shape[1]), 2):
                new_col_name = flatten([
                    current_columns[features[0]], current_columns[features[1]]
                ])
                new_columns = current_columns.copy()
                new_columns.append(tuple(new_col_name))
                columns_to_drop = sorted(features, reverse=True)
                del new_columns[columns_to_drop[0]]
                del new_columns[columns_to_drop[1]]

                combined_columns = combine_columns(X, list(features))
                yield new_columns, list(
                    columns_to_drop), combined_columns, False

    def fit_bsej(self, X, y):
        self.evaluate = memoize(_evaluate, attribute_to_cache="columns")
        current_best = X.copy()
        current_columns = deque(range(X.shape[1]))
        best_score = self.evaluate(self.classifier,
                                   current_best,
                                   y,
                                   columns=current_columns,
                                   fit=True)
        stop = False
        while not stop:
            update = False
            stop = True
            if self.verbose:
                print("Current Best: ", current_columns, " Score: ",
                      best_score)
            for new_columns, columns_to_delete, columns_to_add, delete in self._generate_neighbors_bsej(
                    current_columns, current_best):
                if delete:
                    action = "DELETE"
                    # Update classifier and get validation result
                    self.classifier.remove_feature(columns_to_delete)
                    neighbor = np.delete(current_best,
                                         columns_to_delete,
                                         axis=1)
                    score = self.evaluate(self.classifier,
                                          neighbor,
                                          y,
                                          columns=new_columns,
                                          fit=False)

                    # Restore the column for the next iteration
                    self.classifier.add_features(
                        current_best[:, columns_to_delete].reshape(-1, 1),
                        y,
                        index=[columns_to_delete])
                else:
                    action = "ADD"
                    self.classifier.add_features(columns_to_add, y)
                    self.classifier.remove_feature(columns_to_delete[0])
                    self.classifier.remove_feature(columns_to_delete[1])

                    neighbor = np.delete(current_best,
                                         columns_to_delete,
                                         axis=1)
                    neighbor = np.concatenate([neighbor, columns_to_add],
                                              axis=1)

                    score = self.evaluate(self.classifier,
                                          neighbor,
                                          y,
                                          columns=new_columns,
                                          fit=False)
                    if self.classifier.n_features_ == 1:
                        # We reverse it for insert order
                        self.classifier.add_features(
                            current_best[:, columns_to_delete], y)
                        self.classifier.remove_feature(0)
                    else:
                        self.classifier.remove_feature(neighbor.shape[1] - 1)
                        # We reverse it for insert order
                        self.classifier.add_features(
                            current_best[:, columns_to_delete],
                            y,
                            index=columns_to_delete)

                if self.verbose == 2:
                    print("\tNeighbor: ", new_columns, " Score: ", score)
                if score > best_score:
                    stop = False
                    best_columns = new_columns
                    best_action = action
                    best_score = score
                    best_columns_to_delete = columns_to_delete
                    update = True
                    if best_action == "ADD":
                        best_columns_to_add = columns_to_add
                    if score == 1.0:
                        stop = True
                        break
            if update:
                current_columns = best_columns
                if best_action == "DELETE":
                    current_best = np.delete(current_best,
                                             best_columns_to_delete,
                                             axis=1)
                    # Update best
                    self.classifier.remove_feature(best_columns_to_delete)
                else:
                    current_best = np.delete(current_best,
                                             best_columns_to_delete,
                                             axis=1)
                    current_best = np.concatenate(
                        [current_best, best_columns_to_add], axis=1)
                    # Update classifier
                    self.classifier.add_features(best_columns_to_add, y)
                    self.classifier.remove_feature(best_columns_to_delete[0])
                    self.classifier.remove_feature(best_columns_to_delete[1])

        if self.verbose:
            print("Final best: ", list(current_columns), " Score: ",
                  best_score)
        self.features_ = current_columns
        self.feature_transformer = lambda X: join_columns(
            X, columns=self.features_)
        model = self.classifier.fit(self.feature_transformer(X), y)
        return self

    def _generate_neighbors_fssj(self, current_columns, individual,
                                 original_data, available_columns):
        if available_columns:
            for index, col in enumerate(available_columns):
                new_columns = current_columns.copy()
                new_columns.append(col)
                new_available_columns = available_columns.copy()
                del new_available_columns[index]
                column_to_add = original_data[:, col].reshape(-1, 1)
                column_to_delete = None
                # New columns, Availables,ColumnToDelete,ColumnToAdd,Delete?
                yield new_columns, new_available_columns, column_to_delete, column_to_add, False
        if individual is not None and individual.shape[
                1] > 0 and available_columns:
            for features_index in product(np.arange(len(available_columns)),
                                          np.arange(len(current_columns))):
                features = available_columns[
                    features_index[0]], current_columns[features_index[1]]
                new_col_name = flatten([features[0], features[1]])

                new_available_columns = available_columns.copy()
                del new_available_columns[features_index[0]]

                new_columns = current_columns.copy()
                new_columns.append(tuple(new_col_name))
                del new_columns[features_index[1]]

                separated_columns = np.concatenate([
                    original_data[:, features[0]].reshape(-1, 1),
                    individual[:, features_index[1]].reshape(-1, 1)
                ],
                                                   axis=1)
                if isinstance(features[1], tuple):
                    features = list(features)
                    features[1] = list(features[1])
                    features = tuple(features)
                column_to_delete = features_index[1]
                combined_columns = combine_columns(separated_columns)
                column_to_add = combined_columns
                yield new_columns, new_available_columns, column_to_delete, column_to_add, True

    def fit_fssj(self, X, y):
        self.evaluate = memoize(_evaluate, attribute_to_cache="columns")
        current_best = None
        current_columns = deque()
        available_columns = list(range(X.shape[1]))
        best_score = -float("inf")
        stop = False
        while not stop:
            update = False
            stop = True
            # self.classifier.encode_data=True
            if self.verbose:
                print("Current Best: ", current_columns, " Score: ",
                      best_score, "Available columns: ", available_columns)
            for new_columns, new_available_columns, column_to_delete, column_to_add, delete in self._generate_neighbors_fssj(
                    current_columns=current_columns,
                    individual=current_best,
                    original_data=X,
                    available_columns=available_columns):
                if delete:
                    action = "JOIN"
                    # Update classifier and get validation result
                    self.classifier.add_features(column_to_add, y)
                    self.classifier.remove_feature(column_to_delete)

                    neighbor = np.concatenate([current_best, column_to_add],
                                              axis=1)
                    neighbor = np.delete(neighbor, column_to_delete, axis=1)
                    score = self.evaluate(self.classifier,
                                          neighbor,
                                          y,
                                          columns=new_columns,
                                          fit=False)

                    # Restore the column for the next iteration
                    if neighbor.shape[1] == 1:
                        self.classifier.fit(current_best, y)
                    else:
                        self.classifier.remove_feature(neighbor.shape[1] - 1)
                        self.classifier.add_features(
                            current_best[:, column_to_delete].reshape(-1, 1),
                            y,
                            index=[column_to_delete])

                else:
                    action = "ADD"
                    if current_best is None:
                        neighbor = column_to_add
                        self.classifier.fit(neighbor, y)
                    else:
                        neighbor = np.concatenate(
                            [current_best, column_to_add], axis=1)
                        self.classifier.add_features(column_to_add, y)

                    score = self.evaluate(self.classifier,
                                          neighbor,
                                          y,
                                          columns=new_columns,
                                          fit=False)

                    if current_best is None:
                        self.classifier = NaiveBayes(encode_data=True)
                    else:
                        self.classifier.remove_feature(neighbor.shape[1] - 1)

                if self.verbose == 2:
                    print("\tNeighbour: ", new_columns, " Score: ", score,
                          "Available columns: ", new_available_columns)

                if score > best_score:
                    stop = False
                    best_columns = new_columns
                    best_available_columns = new_available_columns
                    best_action = action
                    best_score = score
                    best_column_to_delete = column_to_delete
                    best_column_to_add = column_to_add
                    update = True
                    if score == 1.0:
                        stop = True
                        break
            if update:
                current_columns = best_columns
                available_columns = best_available_columns
                if best_action == "JOIN":
                    self.classifier.add_features(best_column_to_add, y)
                    self.classifier.remove_feature(best_column_to_delete)

                    current_best = np.concatenate(
                        [current_best, best_column_to_add], axis=1)
                    current_best = np.delete(current_best,
                                             best_column_to_delete,
                                             axis=1)
                else:
                    if current_best is None:
                        current_best = best_column_to_add
                        self.classifier.fit(current_best, y)
                    else:
                        current_best = np.concatenate(
                            [current_best, best_column_to_add], axis=1)
                        self.classifier.add_features(best_column_to_add, y)

        if self.verbose:
            print("Final best: ", list(current_columns), " Score: ",
                  best_score)
        self.features_ = current_columns
        self.feature_transformer = lambda X: join_columns(
            X, columns=self.features_)
        model = self.classifier.fit(self.feature_transformer(X), y)
        return self

    def evaluate(self, classifier, X, y, fit=True, columns=None):
        return _evaluate(classifier, X, y, fit=True, columns=None)
Пример #3
0
class RankerLogicalFeatureConstructor(TransformerMixin, ClassifierMixin,
                                      BaseEstimator):
    """First proposal: Hybrid-Ranker Wrapper.

    Build a ranking based on Symmetrical Uncertainty (SU) of every possible logical feature of depth 1
    (1 operator, 2 operands), using XOR, AND and OR operator. The steps are:
        - Find out combinations of values in database of every pair of features Xi, Xj:
            - Example: 
                - Xi = [1,2,3,2]
                - Xj = ['a','b','c','a']
                Possible combinations:
                    [(1,'a'),(2,'b'),(3,'c'),(2,'a')]
        - Apply operator to every combination:
            - Example: 
                - Xi = [1,2,3,2]
                - Xj = ['a','b','c','a']
                Possible combinations:
                    [(1,'a','AND'),(2,'b','AND'),(3,'c','AND'),(2,'a','AND'),
                    (1,'a','OR'),(2,'b','OR'),(3,'c','OR'),(2,'a','OR'),
                    (1,'a','XOR'),(2,'b','XOR'),(3,'c','XOR'),(2,'a','XOR')]
        - Add original variables to the list
        - Evaluate SU for every value in the list, and rank them
        - Go over the list following one of the two strategies proposed and evaluate 
          the subset based on a leave-one-out cross-validation with the NaiveBayes classifier.

    Parameters
    ----------
    strategy : str {eager,skip}
        After the ranking is built if the eager strategy is chosen we stop considering attributes
        when there is no improvement from one iteration to the next

    block_size : int, default=1
        Number of features that are added in each iteration

    encode_data : boolean
        Whether or not to encode the received data. If set to false the classifier 
        expects data to be encoded with an ordinal encoder.

    verbose : {boolean,int}
        If set to true it displays information of the remaining time 
        and inside variables.

    operators : array-like, deafult = ("XOR","AND","OR")
        Operators used for the constructed features.

    max_features : int, deafult = inf
        Maximum number of features to include in the selected subset

    max_iterations : int, deafult = inf
        Maximum number of iterations in the wrapper step.

    use_graph : bool, default = False 
        Generate Ranking from features obtained from the pruned-graph of the ACO algorithm.
        (Experimentation not carried out)

    use_initials: bool, default = False
        Force the set of initial features in the final solution. The set if trimmed with a backward elimination before-hand.

    Attributes
    ----------
    feature_encoder_ : CustomOrdinalFeatureEncoder or None
        Encodes data in ordinal way with unseen values handling if encode_data is set to True.

    class_encoder_ : LabelEncoder or None
        Encodes Data in ordinal way for the class if encode_data is set to True.

    all_feature_constructors: array-like
        List of FeatureConstructor objects with all the possible logical 
        features

    symmetrical_uncertainty_rank: array-like
        SU for every feature in all_feature_constructors

    rank : array-like
        Array of indexes corresponding to the sorted SU rank (in descending order).

    final_feature_constructors:
        Selected feature subset (list of constructors)

    classifier: NaiveBayes
        Classifier used in the wrapper and to perform predictions after fitting.

    """
    def __init__(self,
                 strategy="eager",
                 block_size=10,
                 encode_data=True,
                 n_intervals=5,
                 verbose=0,
                 operators=("AND", "OR", "XOR"),
                 max_features=float("inf"),
                 max_iterations=float("inf"),
                 metric="accuracy",
                 use_initials=False,
                 max_err=0,
                 prune=None,
                 use_graph=False):
        self.strategy = strategy
        self.block_size = max(block_size, 1)
        self.encode_data = encode_data
        self.verbose = verbose
        self.operators = operators
        self.max_features = max_features
        self.max_iterations = max_iterations
        self.n_intervals = n_intervals
        self.metric = metric
        self.max_err = max_err
        self.use_initials = use_initials
        self.prune = prune
        self.use_graph = use_graph

        allowed_strategies = ("eager", "skip")
        if self.strategy not in allowed_strategies:
            raise ValueError("Unknown operator type: %s, expected one of %s." %
                             (self.strategy, allowed_strategies))

    def fit(self, X, y):
        # Parse input
        if isinstance(y, pd.DataFrame):
            y = y.to_numpy()
        if self.encode_data:
            self.feature_encoder_ = CustomOrdinalFeatureEncoder(
                n_intervals=self.n_intervals)
            self.class_encoder_ = CustomLabelEncoder()
            X = self.feature_encoder_.fit_transform(X)
            y = self.class_encoder_.fit_transform(y)

        if isinstance(X, pd.DataFrame):
            X = X.to_numpy()
        check_X_y(X, y)

        # Reset the stored results for new fit
        self.reset_evaluation()

        # Generate rank
        if self.use_graph:
            # Construct the minimum graph and create rank
            graph = AntFeatureGraphMI(seed=None, connections=1).compute_graph(
                X, y, ("AND", "OR", "XOR"))
            self.all_feature_constructors = graph.get_rank()
        elif self.prune is not None:
            # Construct the rank with pruning by selecting pais that maximise SU(X_iX_j,Y)
            feature_combinations = list(
                combinations(list(range(X.shape[1])),
                             2)) + [(i, i) for i in range(X.shape[1])]
            rank_pairs = [
                symmetrical_uncertainty_two_variables(X[:, i], X[:, j], y)
                for i, j in feature_combinations
            ]
            rank_pairs_index = np.argsort(rank_pairs)[::-1]

            # Create the unsorted list
            self.all_feature_constructors = []
            for index in rank_pairs_index[:self.prune]:
                i, j = feature_combinations[index]
                if i == j:
                    from tfg.feature_construction import create_feature
                    self.all_feature_constructors.extend([
                        create_feature("OR", [(i, n), (i, m)])
                        for n, m in combinations(np.unique(X[:, i]), 2)
                    ])
                else:
                    self.all_feature_constructors.extend(
                        construct_features(X[:, [i, j]],
                                           operators=self.operators,
                                           same_feature=False))
        else:
            # Create the unsorted list of all features
            self.all_feature_constructors = construct_features(
                X, operators=self.operators)
        if self.verbose:
            print(
                f"Total number of constructed features: {len(self.all_feature_constructors)}"
            )
        self.all_feature_constructors.extend(
            [DummyFeatureConstructor(j) for j in range(X.shape[1])])
        self.symmetrical_uncertainty_rank = []

        # Sort the ranking
        for feature_constructor in self.all_feature_constructors:
            feature = feature_constructor.transform(X)
            su = symmetrical_uncertainty(f1=feature.flatten(), f2=y)
            self.symmetrical_uncertainty_rank.append(su)

        # Store the descending order index
        self.rank = np.argsort(self.symmetrical_uncertainty_rank)[::-1]

        # If the initial variables are
        if self.use_initials:
            classifier = NaiveBayes(encode_data=False,
                                    n_intervals=self.n_intervals,
                                    metric=self.metric)
            classifier.fit(X, y)
            current_features = [
                DummyFeatureConstructor(j) for j in range(X.shape[1])
            ]

            # Store the backward result to reuse it for other executions
            self.initial_backward_features = backward_search(
                X, y, current_features, classifier)

        # Feature Subset Selection (FSS) from the rank
        self.filter_features(X, y)
        return self

    def predict(self, X):
        X, _ = self.transform(X)
        if self.encode_data:
            return self.class_encoder_.inverse_transform(
                self.classifier.predict(X))
        return self.classifier.predict(X)

    def reset_evaluation(self):
        # Reset the memoize evaluations
        self.evaluate_leave_one_out_cross_val = memoize(evaluate_leave_one_out)

    def predict_proba(self, X):
        X, _ = self.transform(X)
        return self.classifier.predict_proba(X)

    def score(self, X, y):
        X, y = self.transform(X, y)
        return self.classifier.score(X, y)

    def filter_features(self, X, y):
        '''After the rank is built this perform the greedy wrapper search'''
        check_is_fitted(self)
        self.classifier = NaiveBayes(encode_data=False,
                                     n_intervals=self.n_intervals,
                                     metric=self.metric)
        current_score = np.NINF
        first_iteration = True
        current_features = []
        current_data = None
        if self.use_initials:
            # Original Features have already been taken into account
            rank_iter = filter(
                lambda x: not isinstance(self.all_feature_constructors[x],
                                         DummyFeatureConstructor),
                iter(self.rank))

            # Deep copy to avoid issues when modifying the list
            current_features = deepcopy(self.initial_backward_features)
            current_data = np.concatenate(
                [f.transform(X) for f in current_features], axis=1)

            # Get initial LOO score
            current_score = self.evaluate_leave_one_out_cross_val(
                self.classifier, current_features, current_data, y, fit=True)
        else:
            # Iterator over the sorted list of indexes
            rank_iter = iter(self.rank)

        if self.verbose:
            progress_bar = tqdm(total=len(self.rank),
                                bar_format='{l_bar}{bar:20}{r_bar}{bar:-10b}')

        iteration = 0
        iterations_without_improvements = 0

        # Loop for including {block size} elements at a time
        # Rank is an iterator, so the for loop is not sequential!
        for feature_constructor_index in rank_iter:
            iteration += 1
            if self.verbose:
                progress_bar.set_postfix({
                    "n_features": len(current_features),
                    "score": current_score
                })
                progress_bar.update(1)
                progress_bar.refresh()

            # Add block size features
            new_X = [
                self.all_feature_constructors[feature_constructor_index].
                transform(X)
            ]
            selected_features = [
                self.all_feature_constructors[feature_constructor_index]
            ]
            for _ in range(self.block_size - 1):
                try:
                    index = next(rank_iter)
                    selected_features.append(
                        self.all_feature_constructors[index])
                    new_X.append(
                        self.all_feature_constructors[index].transform(X))
                    if self.verbose:
                        progress_bar.update(1)
                        progress_bar.refresh()
                except:
                    # Block size does not divide the number of elements in the rank. The search is halted
                    break

            # Evaluate features
            new_X = np.concatenate(new_X, axis=1)
            if iteration == 1 and not self.use_initials:
                current_data = new_X
                current_score = self.evaluate_leave_one_out_cross_val(
                    self.classifier,
                    selected_features,
                    current_data,
                    y,
                    fit=True)
                current_features = selected_features
                first_iteration = False
                if self.max_iterations <= iteration or (
                        len(current_features) +
                        self.block_size) > self.max_features:
                    break
                continue
            data = np.concatenate([current_data, new_X], axis=1)
            self.classifier.add_features(new_X, y)
            # LOO evaluation
            score = self.evaluate_leave_one_out_cross_val(self.classifier,
                                                          current_features +
                                                          selected_features,
                                                          data,
                                                          y,
                                                          fit=False)
            if score > current_score:
                current_score = score
                current_data = data
                current_features.extend(selected_features)
                iterations_without_improvements = 0
            else:
                iterations_without_improvements += 1
                # Remove last added block
                for feature_index_to_remove in range(
                        data.shape[1], data.shape[1] - new_X.shape[1], -1):
                    self.classifier.remove_feature(feature_index_to_remove - 1)
                if self.strategy == "eager" and self.max_err < iterations_without_improvements:
                    # Stops as soon as no impovement
                    break

            if self.max_iterations <= iteration or (
                    len(current_features) +
                    self.block_size) > self.max_features:
                break
        if self.verbose:
            progress_bar.close()
            print(
                f"\nFinal number of included features: {len(current_features)} - Final Score: {current_score}"
            )
        self.final_feature_constructors = current_features
        return self

    def transform(self, X, y=None):
        check_is_fitted(self)
        if isinstance(y, pd.DataFrame):
            y = y.to_numpy()
        if self.encode_data:
            X = self.feature_encoder_.transform(X)
            if y is not None:
                y = self.class_encoder_.transform(y)
        if isinstance(X, pd.DataFrame):
            X = X.to_numpy()
        new_X = []
        for feature_constructor in self.final_feature_constructors:
            new_X.append(feature_constructor.transform(X))
        return np.concatenate(new_X, axis=1), y
Пример #4
0
    def explore(self, X, y, graph, random_generator, parallel, max_errors=0):
        '''
        Search method that follows the following steps:
            1. The initial node is connected to all the others (roulette wheel selection is performed)
            2. There are 2 type of nodes (corresponding to an original feature (2.1) or corresponding to a value of a feature (2.2)):
                2.1. If the selected node is an original feature we add it to the selected subset and go to step 3.
                2.2. If the selected node is part of a logical feature then we select another node (the CONSTRUCTION step will not return full original features)
            3. Compute the score
                3.1. If it improves the previous one
                    3.1.1 Add the feature to the current subset
                    3.1.2 Update the score
                    3.1.3 Select another node (SELECTION step) 
                    3.1.4 Go to step 2
                3.2. If not, the exploration ends

        Note: Threading does not speed up the calculations as they are CPU bound and in python only I/O operations will benefit from this parallelism
              GPU improvement would reduce the time of the exploration.
        '''
        self.step = math.ceil(math.log2(X.shape[1]))
        self.current_features = []
        selected_nodes = set()
        constructed_nodes = set()
        classifier = NaiveBayes(encode_data=False, metric=self.metric)
        current_score = np.NINF
        score = 0
        if self.use_initials:
            self.current_features = [
                DummyFeatureConstructor(j) for j in range(X.shape[1])
            ]
            classifier.fit(X, y)
            current_transformed_features_numpy = np.concatenate(
                [f.transform(X) for f in self.current_features], axis=1)
            score = self.evaluate_loo(self.current_features, classifier,
                                      current_transformed_features_numpy, y)
            current_score = score
            selected_nodes.update(graph.get_original_ids())
        if len(self.current_features) == 0:
            current_transformed_features_numpy = None

        initial, pheromones, heuristics = graph.get_initial_nodes(
            selected_nodes)

        probabilities = self.compute_probability(pheromones, heuristics)
        index = self.choose_next(probabilities, random_generator)
        node_id, selected_node = initial[index]

        # SU variable contains the MIFS-SU for the selected variable
        current_su = 0
        su = heuristics[index]

        is_fitted = self.use_initials
        feature_constructor = None
        n_errors = 0
        number_steps = 1
        while True:
            current_score = score
            if selected_node[1] is None:
                # Original Feature
                feature_constructor = DummyFeatureConstructor(selected_node[0])
                selected_nodes.add(node_id)
            else:
                # Need to construct next feature and compute heuristic value for the feature to replace temporal su from half-var
                neighbours, pheromones = graph.get_neighbours(
                    selected_node, constructed_nodes, step="CONSTRUCTION")

                if len(neighbours) == 0:
                    break
                if self.beta != 0:
                    if parallel:
                        with concurrent.futures.ThreadPoolExecutor(
                        ) as executor:
                            futures = []
                            for neighbour in neighbours:
                                futures.append(
                                    executor.submit(
                                        self.compute_neighbour_sufs,
                                        neighbour=neighbour,
                                        transformed_features=
                                        current_transformed_features_numpy,
                                        constructors=self.current_features,
                                        selected_node=selected_node,
                                        current_su=current_su,
                                        X=X,
                                        y=y))
                            concurrent.futures.wait(
                                futures,
                                timeout=None,
                                return_when='ALL_COMPLETED')
                            su = [future.result() for future in futures]
                    else:
                        su = [
                            self.compute_neighbour_sufs(
                                neighbour=neighbour,
                                transformed_features=
                                current_transformed_features_numpy,
                                selected_node=selected_node,
                                constructors=self.current_features,
                                current_su=current_su,
                                X=X,
                                y=y) for neighbour in neighbours
                        ]
                else:
                    #Avoid unnecessary evaluation
                    su = np.ones(len(neighbours))

                probabilities = self.compute_probability(
                    pheromones, np.array(su))
                index = self.choose_next(probabilities, random_generator)

                su = su[index]
                feature_constructor = create_feature(
                    neighbours[index][2],
                    [selected_node, neighbours[index][1]])
                constructed_nodes.add(
                    frozenset(
                        (node_id, neighbours[index][0], neighbours[index][2])))
                node_id, selected_node = neighbours[index][:2]

            # Assess new feature
            transformed_feature = feature_constructor.transform(X)
            if is_fitted:
                classifier.add_features(transformed_feature, y)
            else:
                classifier.fit(transformed_feature, y)
                is_fitted = True
            if current_transformed_features_numpy is None:
                current_transformed_features_numpy = transformed_feature
            else:
                current_transformed_features_numpy = append_column_to_numpy(
                    current_transformed_features_numpy, transformed_feature)
            if number_steps >= self.step:
                score = self.evaluate_loo(
                    self.current_features + [feature_constructor], classifier,
                    current_transformed_features_numpy, y)
                if score <= current_score:
                    if n_errors >= max_errors:
                        break
                    else:
                        n_errors += 1
                else:
                    n_errors = 0
                number_steps = 0
            else:
                number_steps += 1
            current_su = su
            self.current_features.append(feature_constructor)
            current_score = score
            # Select next
            neighbours, pheromones = graph.get_neighbours(selected_node,
                                                          selected_nodes,
                                                          step="SELECTION")

            # Compute heuristic
            su = []
            if len(neighbours) == 0:
                break
            if self.beta != 0:
                for neighbour, pheromone in zip(neighbours, pheromones):
                    if neighbour[1][1] is None:
                        # Original variable
                        su.append(
                            self.compute_sufs_cached(
                                current_su,
                                current_transformed_features_numpy,
                                X[:, neighbour[1][0]],
                                self.current_features,
                                DummyFeatureConstructor(neighbour[1][0]),
                                y,
                                minimum=0))
                    else:
                        # This is a temporal variable that will not be finally selected but only used to calculate the heuristic
                        su.append(
                            self.compute_sufs_cached(
                                current_su,
                                current_transformed_features_numpy,
                                X[:, neighbour[1][0]] == neighbour[1][1],
                                self.current_features,
                                FeatureOperand(feature_index=neighbour[1][0],
                                               value=neighbour[1][1]),
                                y,
                                minimum=0))

            else:
                su = np.ones(len(neighbours))
            probabilities = self.compute_probability(pheromones, np.array(su))
            index = self.choose_next(probabilities, random_generator)

            su = su[index]
            node_id, selected_node = neighbours[index][:2]
        if current_transformed_features_numpy.shape[1] > len(
                self.current_features):
            current_transformed_features_numpy = np.delete(
                current_transformed_features_numpy, -1, axis=1)
        self.final_score = self.evaluate_loo(
            self.current_features, classifier,
            current_transformed_features_numpy, y)

        return self.final_score