eps 0.3.1 → 0.3.2

checksums.yaml

@@ -1,7 +1,7 @@
 ---
 SHA256:
-  metadata.gz: a59850fe508d404a023145710505e721f1bfc24935a30a090aee09d179887d3a
-  data.tar.gz: 8218bc5bb63ee5ebbd23a8e9a129bcd76789b1f6bb628d57b015f1d5740183ac
+  metadata.gz: 50f5a4273111ebc5ba1265d07d4e925d770006fce330b01cfbe4fe97221548d9
+  data.tar.gz: a785ca5533618243b933248ef2f418c5d0d048d8ff1051c9a2e7fae5f8c87ba3
 SHA512:
-  metadata.gz: db1011e9228763dc0a98e1e57d1c9e18a297d362cea18b33bf8eeffecce853ea49d4273ae4e782a6de2be37711e9e6373810e5517558248489e696b477c0848b
-  data.tar.gz: 6b9f52453be9d2ad7a29a4703508763988447de64a7599c53f9b9d3b0135e105130aba3c2679fed17ea60ba7242b6bd0d3cac9c5c2b796fe93f9009f0bbbcb30
+  metadata.gz: 3adffd0fbb0d16163a06720adfd97a83c6bf4bf2554e30b3a6f3599828511834826477a8296f93720c3efd52d19ca412e8b7695b013a4e7361073e3c5bcf5ee5
+  data.tar.gz: 69847d6d49742f61b3b4fac6e9298e5c954d4cc22e5302b716f258e6190f71df4eee1820e844c4159e1fdf99385a36c2cb697065e78d5f6557c6d1dbca70f9de

data/CHANGELOG.md

@@ -1,7 +1,12 @@
+## 0.3.2 (2019-12-08)
+
+- Added support for GSLR
+
 ## 0.3.1 (2019-12-06)
 
 - Added `weight` option for LightGBM and linear regression
 - Added `intercept` option for linear regression
+- Added LightGBM evaluator safety check
 - Fixed `Unknown label` error for LightGBM
 - Fixed error message for unstable solutions with linear regression
 

data/README.md

@@ -355,6 +355,8 @@ Eps supports:
 
 ### Linear Regression
 
+#### Performance
+
 To speed up training on large datasets with linear regression, [install GSL](https://www.gnu.org/software/gsl/). With Homebrew, you can use:
 
 ```sh
@@ -364,11 +366,13 @@ brew install gsl
 Then, add this line to your application’s Gemfile:
 
 ```ruby
-gem 'gsl', group: :development
+gem 'gslr', group: :development
 ```
 
 It only needs to be available in environments used to build the model.
 
+#### Options
+
 By default, an intercept is included. Disable this with:
 
 ```ruby

data/lib/eps/linear_regression.rb

@@ -50,17 +50,35 @@ module Eps
 
       x = data.map_rows(&:to_a)
 
+      gsl =
+        if options.key?(:gsl)
+          options[:gsl]
+        elsif defined?(GSL)
+          true
+        elsif defined?(GSLR)
+          :gslr
+        else
+          false
+        end
+
       intercept = @options.key?(:intercept) ? @options[:intercept] : true
-      if intercept
+      if intercept && gsl != :gslr
         data.size.times do |i|
           x[i].unshift(1)
         end
       end
 
-      gsl = options.key?(:gsl) ? options[:gsl] : defined?(GSL)
-
       v3 =
-        if gsl
+        if gsl == :gslr
+          model = GSLR::OLS.new(intercept: intercept)
+          model.fit(x, data.label, weight: data.weight)
+
+          @covariance = model.covariance
+
+          coefficients = model.coefficients.dup
+          coefficients.unshift(model.intercept) if intercept
+          coefficients
+        elsif gsl
           x = GSL::Matrix.alloc(*x)
           y = GSL::Vector.alloc(data.label)
           w = GSL::Vector.alloc(data.weight) if data.weight
@@ -196,7 +214,11 @@ module Eps
 
     def diagonal
       @diagonal ||= begin
-        if covariance.respond_to?(:each)
+        if covariance.is_a?(Array)
+          covariance.size.times.map do |i|
+            covariance[i][i]
+          end
+        elsif covariance.respond_to?(:each)
           d = covariance.each(:diagonal).to_a
           @removed.each do |i|
             d.insert(i, 0)

data/lib/eps/version.rb

@@ -1,3 +1,3 @@
 module Eps
-  VERSION = "0.3.1"
+  VERSION = "0.3.2"
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: eps
 version: !ruby/object:Gem::Version
-  version: 0.3.1
+  version: 0.3.2
 platform: ruby
 authors:
 - Andrew Kane
 autorequire: 
 bindir: bin
 cert_chain: []
-date: 2019-12-06 00:00:00.000000000 Z
+date: 2019-12-09 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: lightgbm