numo-liblinear 1.1.2 → 2.0.0

data/ext/numo/liblinear/liblinearext.hpp

@@ -0,0 +1,636 @@
+/**
+ * Copyright (c) 2019-2022 Atsushi Tatsuma
+ * All rights reserved.
+ *
+ * Redistribution and use in source and binary forms, with or without
+ * modification, are permitted provided that the following conditions are met:
+ *
+ * * Redistributions of source code must retain the above copyright notice, this
+ *   list of conditions and the following disclaimer.
+ *
+ * * Redistributions in binary form must reproduce the above copyright notice,
+ *   this list of conditions and the following disclaimer in the documentation
+ *   and/or other materials provided with the distribution.
+ *
+ * * Neither the name of the copyright holder nor the names of its
+ *   contributors may be used to endorse or promote products derived from
+ *   this software without specific prior written permission.
+ *
+ * THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
+ * AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
+ * IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+ * DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
+ * FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
+ * DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
+ * SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
+ * CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
+ * OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
+ * OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+ */
+
+#ifndef LIBLINEAREXT_HPP
+#define LIBLINEAREXT_HPP 1
+
+#include <cmath>
+#include <cstring>
+
+#include <ruby.h>
+
+#include <numo/narray.h>
+#include <numo/template.h>
+
+#include <linear.h>
+
+typedef struct model LibLinearModel;
+typedef struct feature_node LibLinearNode;
+typedef struct parameter LibLinearParameter;
+typedef struct problem LibLinearProblem;
+
+void printNull(const char* s) {}
+
+/** CONVERTERS */
+VALUE convertVectorXiToNArray(const int* const arr, const int size) {
+  size_t shape[1] = {(size_t)size};
+  VALUE vec_val = rb_narray_new(numo_cInt32, 1, shape);
+  int32_t* vec_ptr = (int32_t*)na_get_pointer_for_write(vec_val);
+  for (int i = 0; i < size; i++) vec_ptr[i] = (int32_t)arr[i];
+  return vec_val;
+}
+
+int* convertNArrayToVectorXi(VALUE vec_val) {
+  if (NIL_P(vec_val)) return NULL;
+
+  narray_t* vec_nary;
+  GetNArray(vec_val, vec_nary);
+  const size_t n_elements = NA_SHAPE(vec_nary)[0];
+
+  int* arr = ALLOC_N(int, n_elements);
+  const int32_t* const vec_pt = (int32_t*)na_get_pointer_for_read(vec_val);
+  for (size_t i = 0; i < n_elements; i++) arr[i] = (int)vec_pt[i];
+
+  RB_GC_GUARD(vec_val);
+
+  return arr;
+}
+
+VALUE convertVectorXdToNArray(const double* const arr, const int size) {
+  size_t shape[1] = {(size_t)size};
+  VALUE vec_val = rb_narray_new(numo_cDFloat, 1, shape);
+  double* vec_ptr = (double*)na_get_pointer_for_write(vec_val);
+  memcpy(vec_ptr, arr, size * sizeof(double));
+  return vec_val;
+}
+
+double* convertNArrayToVectorXd(VALUE vec_val) {
+  if (NIL_P(vec_val)) return NULL;
+
+  narray_t* vec_nary;
+  GetNArray(vec_val, vec_nary);
+  const size_t n_elements = NA_SHAPE(vec_nary)[0];
+  double* arr = ALLOC_N(double, n_elements);
+  const double* const vec_ptr = (double*)na_get_pointer_for_read(vec_val);
+  memcpy(arr, vec_ptr, n_elements * sizeof(double));
+
+  RB_GC_GUARD(vec_val);
+
+  return arr;
+}
+
+VALUE convertMatrixXdToNArray(const double* const* mat, const int n_rows, const int n_cols) {
+  size_t shape[2] = {(size_t)n_rows, (size_t)n_cols};
+  VALUE mat_val = rb_narray_new(numo_cDFloat, 2, shape);
+  double* mat_ptr = (double*)na_get_pointer_for_write(mat_val);
+  for (int i = 0; i < n_rows; i++) memcpy(&mat_ptr[i * n_cols], mat[i], n_cols * sizeof(double));
+  return mat_val;
+}
+
+double** convertNArrayToMatrixXd(VALUE mat_val) {
+  if (NIL_P(mat_val)) return NULL;
+
+  narray_t* mat_nary;
+  GetNArray(mat_val, mat_nary);
+  const size_t n_rows = NA_SHAPE(mat_nary)[0];
+  const size_t n_cols = NA_SHAPE(mat_nary)[1];
+  const double* const mat_ptr = (double*)na_get_pointer_for_read(mat_val);
+  double** mat = ALLOC_N(double*, n_rows);
+  for (size_t i = 0; i < n_rows; i++) {
+    mat[i] = ALLOC_N(double, n_cols);
+    memcpy(mat[i], &mat_ptr[i * n_cols], n_cols * sizeof(double));
+  }
+
+  RB_GC_GUARD(mat_val);
+
+  return mat;
+}
+
+LibLinearNode* convertVectorXdToLibLinearNode(const double* const arr, const int size) {
+  int n_nonzero_elements = 0;
+  for (int i = 0; i < size; i++) {
+    if (arr[i] != 0.0) n_nonzero_elements++;
+  }
+
+  LibLinearNode* node = ALLOC_N(LibLinearNode, n_nonzero_elements + 1);
+  for (int i = 0, j = 0; i < size; i++) {
+    if (arr[i] != 0.0) {
+      node[j].index = i + 1;
+      node[j].value = arr[i];
+      j++;
+    }
+  }
+  node[n_nonzero_elements].index = -1;
+  node[n_nonzero_elements].value = 0.0;
+
+  return node;
+}
+
+LibLinearModel* convertHashToLibLinearModel(VALUE model_hash) {
+  LibLinearModel* model = ALLOC(LibLinearModel);
+  VALUE el;
+  el = rb_hash_aref(model_hash, ID2SYM(rb_intern("nr_class")));
+  model->nr_class = !NIL_P(el) ? NUM2INT(el) : 0;
+  el = rb_hash_aref(model_hash, ID2SYM(rb_intern("nr_feature")));
+  model->nr_feature = !NIL_P(el) ? NUM2INT(el) : 0;
+  el = rb_hash_aref(model_hash, ID2SYM(rb_intern("w")));
+  model->w = convertNArrayToVectorXd(el);
+  el = rb_hash_aref(model_hash, ID2SYM(rb_intern("label")));
+  model->label = convertNArrayToVectorXi(el);
+  el = rb_hash_aref(model_hash, ID2SYM(rb_intern("bias")));
+  model->bias = NUM2DBL(el);
+  el = rb_hash_aref(model_hash, ID2SYM(rb_intern("rho")));
+  model->rho = NUM2DBL(el);
+  return model;
+}
+
+VALUE convertLibLinearModelToHash(const LibLinearModel* const model) {
+  const int n_cols = model->nr_class > 2 ? model->nr_class : 1;
+  const int n_rows = model->nr_feature;
+  VALUE model_hash = rb_hash_new();
+  rb_hash_aset(model_hash, ID2SYM(rb_intern("nr_class")), INT2NUM(model->nr_class));
+  rb_hash_aset(model_hash, ID2SYM(rb_intern("nr_feature")), INT2NUM(model->nr_feature));
+  rb_hash_aset(model_hash, ID2SYM(rb_intern("w")), model->w ? convertVectorXdToNArray(model->w, n_rows * n_cols) : Qnil);
+  rb_hash_aset(model_hash, ID2SYM(rb_intern("label")),
+               model->label ? convertVectorXiToNArray(model->label, model->nr_class) : Qnil);
+  rb_hash_aset(model_hash, ID2SYM(rb_intern("bias")), DBL2NUM(model->bias));
+  rb_hash_aset(model_hash, ID2SYM(rb_intern("rho")), DBL2NUM(model->rho));
+  return model_hash;
+}
+
+LibLinearParameter* convertHashToLibLinearParameter(VALUE param_hash) {
+  LibLinearParameter* param = ALLOC(LibLinearParameter);
+  VALUE el;
+  el = rb_hash_aref(param_hash, ID2SYM(rb_intern("solver_type")));
+  param->solver_type = !NIL_P(el) ? NUM2INT(el) : L2R_L2LOSS_SVC_DUAL;
+  el = rb_hash_aref(param_hash, ID2SYM(rb_intern("eps")));
+  if (!NIL_P(el)) {
+    param->eps = NUM2DBL(el);
+  } else {
+    switch (param->solver_type) {
+    case L2R_LR:
+    case L2R_L2LOSS_SVC:
+      param->eps = 0.01;
+      break;
+    case L2R_L2LOSS_SVR:
+      param->eps = 0.0001;
+      break;
+    case L2R_L2LOSS_SVC_DUAL:
+    case L2R_L1LOSS_SVC_DUAL:
+    case MCSVM_CS:
+    case L2R_LR_DUAL:
+      param->eps = 0.1;
+      break;
+    case L1R_L2LOSS_SVC:
+    case L1R_LR:
+      param->eps = 0.01;
+      break;
+    case L2R_L1LOSS_SVR_DUAL:
+    case L2R_L2LOSS_SVR_DUAL:
+      param->eps = 0.1;
+      break;
+    case ONECLASS_SVM:
+      param->eps = 0.01;
+      break;
+    }
+  }
+  el = rb_hash_aref(param_hash, ID2SYM(rb_intern("C")));
+  param->C = !NIL_P(el) ? NUM2DBL(el) : 1;
+  el = rb_hash_aref(param_hash, ID2SYM(rb_intern("nr_weight")));
+  param->nr_weight = !NIL_P(el) ? NUM2INT(el) : 0;
+  el = rb_hash_aref(param_hash, ID2SYM(rb_intern("weight_label")));
+  param->weight_label = NULL;
+  if (!NIL_P(el)) {
+    param->weight_label = ALLOC_N(int, param->nr_weight);
+    memcpy(param->weight_label, (int32_t*)na_get_pointer_for_read(el), param->nr_weight * sizeof(int32_t));
+  }
+  el = rb_hash_aref(param_hash, ID2SYM(rb_intern("weight")));
+  param->weight = NULL;
+  if (!NIL_P(el)) {
+    param->weight = ALLOC_N(double, param->nr_weight);
+    memcpy(param->weight, (double*)na_get_pointer_for_read(el), param->nr_weight * sizeof(double));
+  }
+  el = rb_hash_aref(param_hash, ID2SYM(rb_intern("p")));
+  param->p = !NIL_P(el) ? NUM2DBL(el) : 0.1;
+  el = rb_hash_aref(param_hash, ID2SYM(rb_intern("nu")));
+  param->nu = !NIL_P(el) ? NUM2DBL(el) : 0.5;
+  el = rb_hash_aref(param_hash, ID2SYM(rb_intern("init_sol")));
+  param->init_sol = !NIL_P(el) ? convertNArrayToVectorXd(el) : NULL;
+  param->regularize_bias = 1;
+  return param;
+}
+
+VALUE convertLibLinearParameterToHash(const LibLinearParameter* const param) {
+  VALUE param_hash = rb_hash_new();
+  rb_hash_aset(param_hash, ID2SYM(rb_intern("solver_type")), INT2NUM(param->solver_type));
+  rb_hash_aset(param_hash, ID2SYM(rb_intern("eps")), DBL2NUM(param->eps));
+  rb_hash_aset(param_hash, ID2SYM(rb_intern("C")), DBL2NUM(param->C));
+  rb_hash_aset(param_hash, ID2SYM(rb_intern("nr_weight")), INT2NUM(param->nr_weight));
+  rb_hash_aset(param_hash, ID2SYM(rb_intern("weight_label")),
+               param->weight_label ? convertVectorXiToNArray(param->weight_label, param->nr_weight) : Qnil);
+  rb_hash_aset(param_hash, ID2SYM(rb_intern("weight")),
+               param->weight ? convertVectorXdToNArray(param->weight, param->nr_weight) : Qnil);
+  rb_hash_aset(param_hash, ID2SYM(rb_intern("p")), DBL2NUM(param->p));
+  rb_hash_aset(param_hash, ID2SYM(rb_intern("nu")), DBL2NUM(param->nu));
+  rb_hash_aset(param_hash, ID2SYM(rb_intern("init_sol")), Qnil);
+  return param_hash;
+}
+
+LibLinearProblem* convertDatasetToLibLinearProblem(VALUE x_val, VALUE y_val) {
+  narray_t* x_nary;
+  GetNArray(x_val, x_nary);
+  const int n_samples = (int)NA_SHAPE(x_nary)[0];
+  const int n_features = (int)NA_SHAPE(x_nary)[1];
+  const double* const x_ptr = (double*)na_get_pointer_for_read(x_val);
+  const double* const y_ptr = (double*)na_get_pointer_for_read(y_val);
+
+  LibLinearProblem* problem = ALLOC(LibLinearProblem);
+  problem->bias = -1;
+  problem->n = n_features;
+  problem->l = n_samples;
+  problem->x = ALLOC_N(LibLinearNode*, n_samples);
+  problem->y = ALLOC_N(double, n_samples);
+
+  int last_feature_id = 0;
+  bool is_padded = false;
+  for (int i = 0; i < n_samples; i++) {
+    int n_nonzero_features = 0;
+    for (int j = 0; j < n_features; j++) {
+      if (x_ptr[i * n_features + j] != 0.0) {
+        n_nonzero_features++;
+        last_feature_id = j + 1;
+      }
+    }
+    if (!is_padded && last_feature_id == n_features) is_padded = true;
+    if (is_padded) {
+      problem->x[i] = ALLOC_N(struct feature_node, n_nonzero_features + 1);
+    } else {
+      problem->x[i] = ALLOC_N(struct feature_node, n_nonzero_features + 2);
+    }
+    for (int j = 0, k = 0; j < n_features; j++) {
+      if (x_ptr[i * n_features + j] != 0.0) {
+        problem->x[i][k].index = j + 1;
+        problem->x[i][k].value = x_ptr[i * n_features + j];
+        k++;
+      }
+    }
+    if (is_padded) {
+      problem->x[i][n_nonzero_features].index = -1;
+      problem->x[i][n_nonzero_features].value = 0.0;
+    } else {
+      problem->x[i][n_nonzero_features].index = n_features;
+      problem->x[i][n_nonzero_features].value = 0.0;
+      problem->x[i][n_nonzero_features + 1].index = -1;
+      problem->x[i][n_nonzero_features + 1].value = 0.0;
+    }
+    problem->y[i] = y_ptr[i];
+  }
+
+  RB_GC_GUARD(x_val);
+  RB_GC_GUARD(y_val);
+
+  return problem;
+}
+
+/** UTILITIES */
+bool isSingleOutputModel(LibLinearModel* model) { return (model->nr_class == 2 && model->param.solver_type != MCSVM_CS); }
+
+bool isProbabilisticModel(LibLinearModel* model) {
+  return (model->param.solver_type == L2R_LR || model->param.solver_type == L1R_LR || model->param.solver_type == L2R_LR_DUAL);
+}
+
+void deleteLibLinearModel(LibLinearModel* model) {
+  if (model) {
+    xfree(model->w);
+    model->w = NULL;
+    xfree(model->label);
+    model->label = NULL;
+    xfree(model);
+    model = NULL;
+  }
+}
+
+void deleteLibLinearParameter(LibLinearParameter* param) {
+  if (param) {
+    if (param->weight_label) {
+      xfree(param->weight_label);
+      param->weight_label = NULL;
+    }
+    if (param->weight) {
+      xfree(param->weight);
+      param->weight = NULL;
+    }
+    if (param->init_sol) {
+      xfree(param->init_sol);
+      param->init_sol = NULL;
+    }
+    xfree(param);
+    param = NULL;
+  }
+}
+
+void deleteLibLinearProblem(LibLinearProblem* problem) {
+  if (problem) {
+    if (problem->x) {
+      for (int i = 0; i < problem->l; i++) {
+        if (problem->x[i]) {
+          xfree(problem->x[i]);
+          problem->x[i] = NULL;
+        }
+      }
+      xfree(problem->x);
+      problem->x = NULL;
+    }
+    if (problem->y) {
+      xfree(problem->y);
+      problem->y = NULL;
+    }
+    xfree(problem);
+    problem = NULL;
+  }
+}
+
+/** MODULE FUNCTIONS */
+static VALUE numo_liblinear_train(VALUE self, VALUE x_val, VALUE y_val, VALUE param_hash) {
+  if (CLASS_OF(x_val) != numo_cDFloat) x_val = rb_funcall(numo_cDFloat, rb_intern("cast"), 1, x_val);
+  if (CLASS_OF(y_val) != numo_cDFloat) y_val = rb_funcall(numo_cDFloat, rb_intern("cast"), 1, y_val);
+  if (!RTEST(nary_check_contiguous(x_val))) x_val = nary_dup(x_val);
+  if (!RTEST(nary_check_contiguous(y_val))) y_val = nary_dup(y_val);
+
+  narray_t* x_nary;
+  narray_t* y_nary;
+  GetNArray(x_val, x_nary);
+  GetNArray(y_val, y_nary);
+  if (NA_NDIM(x_nary) != 2) {
+    rb_raise(rb_eArgError, "Expect samples to be 2-D array.");
+    return Qnil;
+  }
+  if (NA_NDIM(y_nary) != 1) {
+    rb_raise(rb_eArgError, "Expect label or target values to be 1-D arrray.");
+    return Qnil;
+  }
+  if (NA_SHAPE(x_nary)[0] != NA_SHAPE(y_nary)[0]) {
+    rb_raise(rb_eArgError, "Expect to have the same number of samples for samples and labels.");
+    return Qnil;
+  }
+
+  VALUE random_seed = rb_hash_aref(param_hash, ID2SYM(rb_intern("random_seed")));
+  if (!NIL_P(random_seed)) srand(NUM2UINT(random_seed));
+
+  LibLinearParameter* param = convertHashToLibLinearParameter(param_hash);
+  LibLinearProblem* problem = convertDatasetToLibLinearProblem(x_val, y_val);
+
+  const char* err_msg = check_parameter(problem, param);
+  if (err_msg) {
+    deleteLibLinearProblem(problem);
+    deleteLibLinearParameter(param);
+    rb_raise(rb_eArgError, "Invalid LIBLINEAR parameter is given: %s", err_msg);
+    return Qnil;
+  }
+
+  VALUE verbose = rb_hash_aref(param_hash, ID2SYM(rb_intern("verbose")));
+  if (!RTEST(verbose)) set_print_string_function(printNull);
+
+  LibLinearModel* model = train(problem, param);
+  VALUE model_hash = convertLibLinearModelToHash(model);
+  free_and_destroy_model(&model);
+
+  deleteLibLinearProblem(problem);
+  deleteLibLinearParameter(param);
+
+  RB_GC_GUARD(x_val);
+  RB_GC_GUARD(y_val);
+
+  return model_hash;
+}
+
+static VALUE numo_liblinear_cross_validation(VALUE self, VALUE x_val, VALUE y_val, VALUE param_hash, VALUE nr_folds) {
+  if (CLASS_OF(x_val) != numo_cDFloat) x_val = rb_funcall(numo_cDFloat, rb_intern("cast"), 1, x_val);
+  if (CLASS_OF(y_val) != numo_cDFloat) y_val = rb_funcall(numo_cDFloat, rb_intern("cast"), 1, y_val);
+  if (!RTEST(nary_check_contiguous(x_val))) x_val = nary_dup(x_val);
+  if (!RTEST(nary_check_contiguous(y_val))) y_val = nary_dup(y_val);
+
+  narray_t* x_nary;
+  narray_t* y_nary;
+  GetNArray(x_val, x_nary);
+  GetNArray(y_val, y_nary);
+  if (NA_NDIM(x_nary) != 2) {
+    rb_raise(rb_eArgError, "Expect samples to be 2-D array.");
+    return Qnil;
+  }
+  if (NA_NDIM(y_nary) != 1) {
+    rb_raise(rb_eArgError, "Expect label or target values to be 1-D arrray.");
+    return Qnil;
+  }
+  if (NA_SHAPE(x_nary)[0] != NA_SHAPE(y_nary)[0]) {
+    rb_raise(rb_eArgError, "Expect to have the same number of samples for samples and labels.");
+    return Qnil;
+  }
+
+  VALUE random_seed = rb_hash_aref(param_hash, ID2SYM(rb_intern("random_seed")));
+  if (!NIL_P(random_seed)) srand(NUM2UINT(random_seed));
+
+  LibLinearParameter* param = convertHashToLibLinearParameter(param_hash);
+  LibLinearProblem* problem = convertDatasetToLibLinearProblem(x_val, y_val);
+
+  const char* err_msg = check_parameter(problem, param);
+  if (err_msg) {
+    deleteLibLinearProblem(problem);
+    deleteLibLinearParameter(param);
+    rb_raise(rb_eArgError, "Invalid LIBLINEAR parameter is given: %s", err_msg);
+    return Qnil;
+  }
+
+  size_t t_shape[1] = {(size_t)(problem->l)};
+  VALUE t_val = rb_narray_new(numo_cDFloat, 1, t_shape);
+  double* t_ptr = (double*)na_get_pointer_for_write(t_val);
+
+  VALUE verbose = rb_hash_aref(param_hash, ID2SYM(rb_intern("verbose")));
+  if (!RTEST(verbose)) set_print_string_function(printNull);
+
+  const int n_folds = NUM2INT(nr_folds);
+  cross_validation(problem, param, n_folds, t_ptr);
+
+  deleteLibLinearProblem(problem);
+  deleteLibLinearParameter(param);
+
+  RB_GC_GUARD(x_val);
+  RB_GC_GUARD(y_val);
+
+  return t_val;
+}
+
+static VALUE numo_liblinear_predict(VALUE self, VALUE x_val, VALUE param_hash, VALUE model_hash) {
+  if (CLASS_OF(x_val) != numo_cDFloat) x_val = rb_funcall(numo_cDFloat, rb_intern("cast"), 1, x_val);
+  if (!RTEST(nary_check_contiguous(x_val))) x_val = nary_dup(x_val);
+
+  narray_t* x_nary;
+  GetNArray(x_val, x_nary);
+  if (NA_NDIM(x_nary) != 2) {
+    rb_raise(rb_eArgError, "Expect samples to be 2-D array.");
+    return Qnil;
+  }
+
+  LibLinearParameter* param = convertHashToLibLinearParameter(param_hash);
+  LibLinearModel* model = convertHashToLibLinearModel(model_hash);
+  model->param = *param;
+
+  const int n_samples = (int)NA_SHAPE(x_nary)[0];
+  const int n_features = (int)NA_SHAPE(x_nary)[1];
+  size_t y_shape[1] = {(size_t)n_samples};
+  VALUE y_val = rb_narray_new(numo_cDFloat, 1, y_shape);
+  double* y_ptr = (double*)na_get_pointer_for_write(y_val);
+  const double* const x_ptr = (double*)na_get_pointer_for_read(x_val);
+  for (int i = 0; i < n_samples; i++) {
+    LibLinearNode* x_nodes = convertVectorXdToLibLinearNode(&x_ptr[i * n_features], n_features);
+    y_ptr[i] = predict(model, x_nodes);
+    xfree(x_nodes);
+  }
+
+  deleteLibLinearModel(model);
+  deleteLibLinearParameter(param);
+
+  RB_GC_GUARD(x_val);
+
+  return y_val;
+}
+
+static VALUE numo_liblinear_decision_function(VALUE self, VALUE x_val, VALUE param_hash, VALUE model_hash) {
+  if (CLASS_OF(x_val) != numo_cDFloat) x_val = rb_funcall(numo_cDFloat, rb_intern("cast"), 1, x_val);
+  if (!RTEST(nary_check_contiguous(x_val))) x_val = nary_dup(x_val);
+
+  narray_t* x_nary;
+  GetNArray(x_val, x_nary);
+  if (NA_NDIM(x_nary) != 2) {
+    rb_raise(rb_eArgError, "Expect samples to be 2-D array.");
+    return Qnil;
+  }
+
+  LibLinearParameter* param = convertHashToLibLinearParameter(param_hash);
+  LibLinearModel* model = convertHashToLibLinearModel(model_hash);
+  model->param = *param;
+
+  const int n_samples = (int)NA_SHAPE(x_nary)[0];
+  const int n_features = (int)NA_SHAPE(x_nary)[1];
+  const int y_cols = isSingleOutputModel(model) ? 1 : model->nr_class;
+  size_t y_shape[2] = {(size_t)n_samples, (size_t)y_cols};
+  const int n_dims = isSingleOutputModel(model) ? 1 : 2;
+  VALUE y_val = rb_narray_new(numo_cDFloat, n_dims, y_shape);
+  const double* const x_ptr = (double*)na_get_pointer_for_read(x_val);
+  double* y_ptr = (double*)na_get_pointer_for_write(y_val);
+
+  for (int i = 0; i < n_samples; i++) {
+    LibLinearNode* x_nodes = convertVectorXdToLibLinearNode(&x_ptr[i * n_features], n_features);
+    predict_values(model, x_nodes, &y_ptr[i * y_cols]);
+    xfree(x_nodes);
+  }
+
+  deleteLibLinearModel(model);
+  deleteLibLinearParameter(param);
+
+  RB_GC_GUARD(x_val);
+
+  return y_val;
+}
+
+static VALUE numo_liblinear_predict_proba(VALUE self, VALUE x_val, VALUE param_hash, VALUE model_hash) {
+  narray_t* x_nary;
+  GetNArray(x_val, x_nary);
+  if (NA_NDIM(x_nary) != 2) {
+    rb_raise(rb_eArgError, "Expect samples to be 2-D array.");
+    return Qnil;
+  }
+
+  LibLinearParameter* param = convertHashToLibLinearParameter(param_hash);
+  LibLinearModel* model = convertHashToLibLinearModel(model_hash);
+  model->param = *param;
+
+  if (!isProbabilisticModel(model)) {
+    deleteLibLinearModel(model);
+    deleteLibLinearParameter(param);
+    return Qnil;
+  }
+
+  if (CLASS_OF(x_val) != numo_cDFloat) x_val = rb_funcall(numo_cDFloat, rb_intern("cast"), 1, x_val);
+  if (!RTEST(nary_check_contiguous(x_val))) x_val = nary_dup(x_val);
+
+  const int n_samples = (int)NA_SHAPE(x_nary)[0];
+  const int n_features = (int)NA_SHAPE(x_nary)[1];
+  size_t y_shape[2] = {(size_t)n_samples, (size_t)(model->nr_class)};
+  VALUE y_val = rb_narray_new(numo_cDFloat, 2, y_shape);
+  const double* const x_ptr = (double*)na_get_pointer_for_read(x_val);
+  double* y_ptr = (double*)na_get_pointer_for_write(y_val);
+  for (int i = 0; i < n_samples; i++) {
+    LibLinearNode* x_nodes = convertVectorXdToLibLinearNode(&x_ptr[i * n_features], n_features);
+    predict_probability(model, x_nodes, &y_ptr[i * model->nr_class]);
+    xfree(x_nodes);
+  }
+
+  deleteLibLinearModel(model);
+  deleteLibLinearParameter(param);
+
+  RB_GC_GUARD(x_val);
+
+  return y_val;
+}
+
+static VALUE numo_liblinear_load_model(VALUE self, VALUE filename) {
+  const char* const filename_ = StringValuePtr(filename);
+  LibLinearModel* model = load_model(filename_);
+  if (model == NULL) {
+    rb_raise(rb_eIOError, "Failed to load file '%s'", filename_);
+    return Qnil;
+  }
+
+  VALUE param_hash = convertLibLinearParameterToHash(&(model->param));
+  VALUE model_hash = convertLibLinearModelToHash(model);
+  free_and_destroy_model(&model);
+
+  VALUE res = rb_ary_new2(2);
+  rb_ary_store(res, 0, param_hash);
+  rb_ary_store(res, 1, model_hash);
+
+  RB_GC_GUARD(filename);
+
+  return res;
+}
+
+static VALUE numo_liblinear_save_model(VALUE self, VALUE filename, VALUE param_hash, VALUE model_hash) {
+  LibLinearParameter* param = convertHashToLibLinearParameter(param_hash);
+  LibLinearModel* model = convertHashToLibLinearModel(model_hash);
+  model->param = *param;
+
+  const char* const filename_ = StringValuePtr(filename);
+  const int res = save_model(filename_, model);
+
+  deleteLibLinearModel(model);
+  deleteLibLinearParameter(param);
+
+  if (res < 0) {
+    rb_raise(rb_eIOError, "Failed to save file '%s'", filename_);
+    return Qfalse;
+  }
+
+  RB_GC_GUARD(filename);
+
+  return Qtrue;
+}
+
+#endif /* LIBLINEAREXT_HPP */

data/ext/numo/liblinear/src/COPYRIGHT

@@ -0,0 +1,31 @@
+
+Copyright (c) 2007-2019 The LIBLINEAR Project.
+All rights reserved.
+
+Redistribution and use in source and binary forms, with or without
+modification, are permitted provided that the following conditions
+are met:
+
+1. Redistributions of source code must retain the above copyright
+notice, this list of conditions and the following disclaimer.
+
+2. Redistributions in binary form must reproduce the above copyright
+notice, this list of conditions and the following disclaimer in the
+documentation and/or other materials provided with the distribution.
+
+3. Neither name of copyright holders nor the names of its contributors
+may be used to endorse or promote products derived from this software
+without specific prior written permission.
+
+
+THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS
+``AS IS'' AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT
+LIMITED TO, THE IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR
+A PARTICULAR PURPOSE ARE DISCLAIMED.  IN NO EVENT SHALL THE REGENTS OR
+CONTRIBUTORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL,
+EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED TO,
+PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR
+PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF
+LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
+NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.

data/lib/numo/liblinear/version.rb

@@ -3,6 +3,6 @@
 module Numo
   module Liblinear
     # The version of Numo::Liblienar you are using.
-    VERSION = '1.1.2'
+    VERSION = '2.0.0'
   end
 end