eps 0.3.9 → 0.4.0
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- checksums.yaml +4 -4
- data/CHANGELOG.md +6 -0
- data/README.md +2 -2
- data/lib/eps/data_frame.rb +6 -3
- data/lib/eps/linear_regression.rb +5 -28
- data/lib/eps/version.rb +1 -1
- metadata +4 -4
checksums.yaml
CHANGED
@@ -1,7 +1,7 @@
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---
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SHA256:
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metadata.gz:
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data.tar.gz:
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metadata.gz: ed82418a666490dc6683d0b1258c2dbc7451d86e9421bc5e1581a216e9b48a6f
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data.tar.gz: d725f5e8f826f6e875aa06811a2d6cbf1fcbffd32073324eb43b32d6e99040eb
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SHA512:
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metadata.gz:
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data.tar.gz:
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metadata.gz: e3a8e472c998061e3a493ea2b2762a12747bac71d5544ca818bf69f50ac5e4c12cd7a2e0c5a8b767667c92238bbda54e7ef800f740210088fc982bfa84afa7a2
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data.tar.gz: 2cdb0dda86b60c80a4a7fc4ad0fabafab71e57cfef8cdef349a190da4501e3105c1032b68f64c4196c99df1157da1a068d3bf6831b129b1544f925e371d924da
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data/CHANGELOG.md
CHANGED
data/README.md
CHANGED
@@ -14,7 +14,7 @@ Check out [this post](https://ankane.org/rails-meet-data-science) for more info
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Add this line to your application’s Gemfile:
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```ruby
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-
gem
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+
gem "eps"
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```
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On Mac, also install OpenMP:
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@@ -388,7 +388,7 @@ brew install gsl
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Then, add this line to your application’s Gemfile:
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```ruby
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gem
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gem "gslr", group: :development
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```
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It only needs to be available in environments used to build the model.
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data/lib/eps/data_frame.rb
CHANGED
@@ -85,6 +85,8 @@ module Eps
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finish -= 1 if rows.exclude_end?
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rows = Range.new(rows.begin, size - 1) if finish >= size - 1
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end
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elsif rows.is_a?(Integer)
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rows = [rows]
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end
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if cols
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@@ -118,10 +120,11 @@ module Eps
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cols.each do |c|
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raise "Undefined column: #{c}" unless columns.include?(c)
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-
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col = columns[c]
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df.columns[c] = rows.map { |i| col[i] }
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end
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-
df.label =
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df.weight =
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df.label = rows.map { |i| label[i] } if label
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df.weight = rows.map { |i| weight[i] } if weight
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singular ? df.columns[cols[0]] : df
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end
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@@ -37,8 +37,7 @@ module Eps
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str
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end
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-
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-
def _train(**options)
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def _train(intercept: true, gsl: nil)
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raise "Target must be numeric" if @target_type != "numeric"
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check_missing_value(@train_set)
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check_missing_value(@validation_set) if @validation_set
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@@ -51,26 +50,16 @@ module Eps
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x = data.map_rows(&:to_a)
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-
gsl =
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-
if options.key?(:gsl)
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options[:gsl]
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elsif defined?(GSL)
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true
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elsif defined?(GSLR)
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:gslr
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else
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false
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end
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gsl = defined?(GSLR) if gsl.nil?
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-
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if intercept && gsl != :gslr
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if intercept && !gsl
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data.size.times do |i|
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x[i].unshift(1)
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end
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end
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v3 =
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if gsl
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if gsl
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model = GSLR::OLS.new(intercept: intercept)
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model.fit(x, data.label, weight: data.weight)
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@@ -79,12 +68,6 @@ module Eps
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coefficients = model.coefficients.dup
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coefficients.unshift(model.intercept) if intercept
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coefficients
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elsif gsl
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x = GSL::Matrix.alloc(*x)
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y = GSL::Vector.alloc(data.label)
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w = GSL::Vector.alloc(data.weight) if data.weight
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c, @covariance, _, _ = w ? GSL::MultiFit.wlinear(x, w, y) : GSL::MultiFit.linear(x, y)
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c.to_a
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else
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x = Matrix.rows(x)
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y = Matrix.column_vector(data.label)
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@@ -195,13 +178,7 @@ module Eps
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def p_value
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@p_value ||= begin
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Hash[@coefficients.map do |k, _|
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tp =
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if @gsl
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GSL::Cdf.tdist_P(t_value[k].abs, degrees_of_freedom)
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else
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Eps::Statistics.tdist_p(t_value[k].abs, degrees_of_freedom)
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end
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tp = Eps::Statistics.tdist_p(t_value[k].abs, degrees_of_freedom)
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[k, 2 * (1 - tp)]
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end]
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end
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data/lib/eps/version.rb
CHANGED
metadata
CHANGED
@@ -1,14 +1,14 @@
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--- !ruby/object:Gem::Specification
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name: eps
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version: !ruby/object:Gem::Version
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version: 0.
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version: 0.4.0
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platform: ruby
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authors:
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- Andrew Kane
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autorequire:
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bindir: bin
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cert_chain: []
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date:
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+
date: 2022-09-02 00:00:00.000000000 Z
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dependencies:
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- !ruby/object:Gem::Dependency
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name: lightgbm
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@@ -80,14 +80,14 @@ required_ruby_version: !ruby/object:Gem::Requirement
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requirements:
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- - ">="
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- !ruby/object:Gem::Version
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version: '2.
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version: '2.7'
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required_rubygems_version: !ruby/object:Gem::Requirement
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requirements:
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- - ">="
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- !ruby/object:Gem::Version
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version: '0'
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requirements: []
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rubygems_version: 3.
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rubygems_version: 3.3.7
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signing_key:
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specification_version: 4
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summary: Machine learning for Ruby. Supports regression (linear regression) and classification
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