rumale-kernel_approximation 0.24.0
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- checksums.yaml +7 -0
- data/LICENSE.txt +27 -0
- data/README.md +34 -0
- data/lib/rumale/kernel_approximation/nystroem.rb +130 -0
- data/lib/rumale/kernel_approximation/rbf.rb +96 -0
- data/lib/rumale/kernel_approximation/version.rb +10 -0
- data/lib/rumale/kernel_approximation.rb +7 -0
- metadata +86 -0
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data/LICENSE.txt
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Copyright (c) 2022 Atsushi Tatsuma
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All rights reserved.
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Redistribution and use in source and binary forms, with or without
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modification, are permitted provided that the following conditions are met:
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* Redistributions of source code must retain the above copyright notice, this
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list of conditions and the following disclaimer.
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* Redistributions in binary form must reproduce the above copyright notice,
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this list of conditions and the following disclaimer in the documentation
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and/or other materials provided with the distribution.
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* Neither the name of the copyright holder nor the names of its
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contributors may be used to endorse or promote products derived from
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this software without specific prior written permission.
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THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
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FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
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DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
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SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
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CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
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OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
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OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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data/README.md
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# Rumale::KernelApproximation
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[](https://badge.fury.io/rb/rumale-kernel_approximation)
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[](https://github.com/yoshoku/rumale/blob/main/rumale-kernel_approximation/LICENSE.txt)
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[](https://yoshoku.github.io/rumale/doc/Rumale/KernelApproximation.html)
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Rumale is a machine learning library in Ruby.
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Rumale::KernelApproximation provides kernel approximation algorithms,
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such as RBF feature mapping and Nystroem method,
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with Rumale interface.
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## Installation
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Add this line to your application's Gemfile:
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```ruby
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gem 'rumale-kernel_approximation'
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```
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And then execute:
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$ bundle install
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Or install it yourself as:
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$ gem install rumale-kernel_approximation
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## Documentation
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- [Rumale API Documentation - KernelApproximation](https://yoshoku.github.io/rumale/doc/Rumale/KernelApproximation.html)
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## License
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The gem is available as open source under the terms of the [BSD-3-Clause License](https://opensource.org/licenses/BSD-3-Clause).
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# frozen_string_literal: true
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require 'rumale/base/estimator'
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require 'rumale/base/transformer'
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require 'rumale/pairwise_metric'
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require 'rumale/validation'
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module Rumale
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module KernelApproximation
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# Nystroem is a class that implements feature mapping with Nystroem method.
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#
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# @example
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# require 'numo/linalg/autoloader'
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# require 'rumale/kernel_approximation/nystroem'
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#
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# transformer = Rumale::KernelApproximation::Nystroem.new(kernel: 'rbf', gamma: 1, n_components: 128, random_seed: 1)
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# new_training_samples = transformer.fit_transform(training_samples)
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# new_testing_samples = transformer.transform(testing_samples)
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#
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# *Reference*
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# - Yang, T., Li, Y., Mahdavi, M., Jin, R., and Zhou, Z-H., "Nystrom Method vs Random Fourier Features: A Theoretical and Empirical Comparison," Advances in NIPS'12, Vol. 1, pp. 476--484, 2012.
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class Nystroem < ::Rumale::Base::Estimator
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include ::Rumale::Base::Transformer
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# Returns the randomly sampled training data for feature mapping.
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# @return [Numo::DFloat] (shape: n_components, n_features])
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attr_reader :components
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# Returns the indices sampled training data.
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# @return [Numo::Int32] (shape: [n_components])
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attr_reader :component_indices
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# Returns the normalizing factors.
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# @return [Numo::DFloat] (shape: [n_components, n_components])
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attr_reader :normalizer
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# Return the random generator for transformation.
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# @return [Random]
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attr_reader :rng
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# Create a new transformer for mapping to kernel feature space with Nystrom method.
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#
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# @param kernel [String] The type of kernel function ('rbf', 'linear', 'poly', and 'sigmoid)
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# @param gamma [Float] The gamma parameter in rbf/poly/sigmoid kernel function.
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# @param degree [Integer] The degree parameter in polynomial kernel function.
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# @param coef [Float] The coefficient in poly/sigmoid kernel function.
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# @param n_components [Integer] The number of dimensions of the kernel feature space.
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# @param random_seed [Integer] The seed value using to initialize the random generator.
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def initialize(kernel: 'rbf', gamma: 1, degree: 3, coef: 1, n_components: 100, random_seed: nil)
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super()
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@params = {
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kernel: kernel,
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gamma: gamma,
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degree: degree,
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coef: coef,
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n_components: n_components,
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random_seed: (random_seed || srand)
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}
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@rng = Random.new(@params[:random_seed])
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end
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# Fit the model with given training data.
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#
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# @overload fit(x) -> Nystroem
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# @param x [Numo::NArray] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
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# @return [Nystroem] The learned transformer itself.
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def fit(x, _y = nil)
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x = ::Rumale::Validation.check_convert_sample_array(x)
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raise 'Nystroem#fit requires Numo::Linalg but that is not loaded.' unless enable_linalg?(warning: false)
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# initialize some variables.
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sub_rng = @rng.dup
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n_samples = x.shape[0]
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n_components = [1, [@params[:n_components], n_samples].min].max
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# random sampling.
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@component_indices = Numo::Int32.cast(Array(0...n_samples).shuffle(random: sub_rng)[0...n_components])
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@components = x[@component_indices, true].dup
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# calculate normalizing factor.
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kernel_mat = kernel_mat(@components)
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eig_vals, eig_vecs = Numo::Linalg.eigh(kernel_mat)
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la = eig_vals.class.maximum(eig_vals.reverse, 1e-12)
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u = eig_vecs.reverse(1)
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@normalizer = u.dot((1.0 / Numo::NMath.sqrt(la)).diag)
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self
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end
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# Fit the model with training data, and then transform them with the learned model.
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#
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# @overload fit_transform(x) -> Numo::DFloat
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
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# @return [Numo::DFloat] (shape: [n_samples, n_components]) The transformed data
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def fit_transform(x, _y = nil)
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x = ::Rumale::Validation.check_convert_sample_array(x)
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fit(x).transform(x)
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end
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# Transform the given data with the learned model.
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#
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The data to be transformed with the learned model.
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# @return [Numo::DFloat] (shape: [n_samples, n_components]) The transformed data.
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def transform(x)
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x = ::Rumale::Validation.check_convert_sample_array(x)
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z = kernel_mat(x, @components)
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z.dot(@normalizer)
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end
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private
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def kernel_mat(x, y = nil)
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case @params[:kernel]
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when 'rbf'
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::Rumale::PairwiseMetric.rbf_kernel(x, y, @params[:gamma])
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when 'poly'
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::Rumale::PairwiseMetric.polynomial_kernel(x, y, @params[:degree], @params[:gamma], @params[:coef])
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when 'sigmoid'
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::Rumale::PairwiseMetric.sigmoid_kernel(x, y, @params[:gamma], @params[:coef])
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when 'linear'
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::Rumale::PairwiseMetric.linear_kernel(x, y)
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else
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raise ArgumentError, "Expect kernel parameter to be given 'rbf', 'linear', 'poly', or 'sigmoid'."
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end
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end
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end
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end
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end
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# frozen_string_literal: true
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require 'rumale/base/estimator'
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require 'rumale/base/transformer'
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require 'rumale/utils'
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require 'rumale/validation'
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module Rumale
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module KernelApproximation
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# Class for RBF kernel feature mapping.
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#
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# @example
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# require 'rumale/kernel_approximation/rbf'
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#
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# transformer = Rumale::KernelApproximation::RBF.new(gamma: 1.0, n_components: 128, random_seed: 1)
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# new_training_samples = transformer.fit_transform(training_samples)
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# new_testing_samples = transformer.transform(testing_samples)
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#
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# *Refernce*:
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# - Rahimi, A., and Recht, B., "Random Features for Large-Scale Kernel Machines," Proc. NIPS'07, pp.1177--1184, 2007.
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class RBF < ::Rumale::Base::Estimator
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include ::Rumale::Base::Transformer
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# Return the random matrix for transformation.
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# @return [Numo::DFloat] (shape: [n_features, n_components])
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attr_reader :random_mat
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# Return the random vector for transformation.
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# @return [Numo::DFloat] (shape: [n_components])
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attr_reader :random_vec
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# Return the random generator for transformation.
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# @return [Random]
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attr_reader :rng
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# Create a new transformer for mapping to RBF kernel feature space.
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#
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# @param gamma [Float] The parameter of RBF kernel: exp(-gamma * x^2).
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# @param n_components [Integer] The number of dimensions of the RBF kernel feature space.
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# @param random_seed [Integer] The seed value using to initialize the random generator.
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def initialize(gamma: 1.0, n_components: 128, random_seed: nil)
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super()
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@params = {
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gamma: gamma,
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n_components: n_components,
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random_seed: (random_seed || srand)
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}
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@rng = Random.new(@params[:random_seed])
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end
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# Fit the model with given training data.
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#
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# @overload fit(x) -> RBF
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# @param x [Numo::NArray] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
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# This method uses only the number of features of the data.
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# @return [RBF] The learned transformer itself.
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def fit(x, _y = nil)
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x = ::Rumale::Validation.check_convert_sample_array(x)
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n_features = x.shape[1]
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sub_rng = @rng.dup
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@params[:n_components] = 2 * n_features if @params[:n_components] <= 0
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@random_mat = ::Rumale::Utils.rand_normal([n_features, @params[:n_components]], sub_rng) * (2.0 * @params[:gamma])**0.5
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n_half_components = @params[:n_components] / 2
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@random_vec = Numo::DFloat.zeros(@params[:n_components] - n_half_components).concatenate(
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Numo::DFloat.ones(n_half_components) * (0.5 * Math::PI)
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)
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self
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end
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# Fit the model with training data, and then transform them with the learned model.
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#
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# @overload fit_transform(x) -> Numo::DFloat
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
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# @return [Numo::DFloat] (shape: [n_samples, n_components]) The transformed data
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def fit_transform(x, _y = nil)
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x = ::Rumale::Validation.check_convert_sample_array(x)
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fit(x).transform(x)
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end
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# Transform the given data with the learned model.
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#
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# @overload transform(x) -> Numo::DFloat
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The data to be transformed with the learned model.
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# @return [Numo::DFloat] (shape: [n_samples, n_components]) The transformed data.
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def transform(x)
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x = ::Rumale::Validation.check_convert_sample_array(x)
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n_samples, = x.shape
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projection = x.dot(@random_mat) + @random_vec.tile(n_samples, 1)
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Numo::NMath.sin(projection) * ((2.0 / @params[:n_components])**0.5)
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end
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end
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end
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end
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metadata
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--- !ruby/object:Gem::Specification
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name: rumale-kernel_approximation
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version: !ruby/object:Gem::Version
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version: 0.24.0
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platform: ruby
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authors:
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- yoshoku
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autorequire:
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bindir: exe
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cert_chain: []
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date: 2022-12-31 00:00:00.000000000 Z
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dependencies:
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- !ruby/object:Gem::Dependency
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name: numo-narray
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requirement: !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: 0.9.1
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type: :runtime
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prerelease: false
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version_requirements: !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: 0.9.1
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- !ruby/object:Gem::Dependency
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|
+
name: rumale-core
|
29
|
+
requirement: !ruby/object:Gem::Requirement
|
30
|
+
requirements:
|
31
|
+
- - "~>"
|
32
|
+
- !ruby/object:Gem::Version
|
33
|
+
version: 0.24.0
|
34
|
+
type: :runtime
|
35
|
+
prerelease: false
|
36
|
+
version_requirements: !ruby/object:Gem::Requirement
|
37
|
+
requirements:
|
38
|
+
- - "~>"
|
39
|
+
- !ruby/object:Gem::Version
|
40
|
+
version: 0.24.0
|
41
|
+
description: |
|
42
|
+
Rumale::KernelApproximation provides kernel approximation algorithms,
|
43
|
+
such as RBF feature mapping and Nystroem method,
|
44
|
+
with Rumale interface.
|
45
|
+
email:
|
46
|
+
- yoshoku@outlook.com
|
47
|
+
executables: []
|
48
|
+
extensions: []
|
49
|
+
extra_rdoc_files: []
|
50
|
+
files:
|
51
|
+
- LICENSE.txt
|
52
|
+
- README.md
|
53
|
+
- lib/rumale/kernel_approximation.rb
|
54
|
+
- lib/rumale/kernel_approximation/nystroem.rb
|
55
|
+
- lib/rumale/kernel_approximation/rbf.rb
|
56
|
+
- lib/rumale/kernel_approximation/version.rb
|
57
|
+
homepage: https://github.com/yoshoku/rumale
|
58
|
+
licenses:
|
59
|
+
- BSD-3-Clause
|
60
|
+
metadata:
|
61
|
+
homepage_uri: https://github.com/yoshoku/rumale
|
62
|
+
source_code_uri: https://github.com/yoshoku/rumale/tree/main/rumale-kernel_approximation
|
63
|
+
changelog_uri: https://github.com/yoshoku/rumale/blob/main/CHANGELOG.md
|
64
|
+
documentation_uri: https://yoshoku.github.io/rumale/doc/
|
65
|
+
rubygems_mfa_required: 'true'
|
66
|
+
post_install_message:
|
67
|
+
rdoc_options: []
|
68
|
+
require_paths:
|
69
|
+
- lib
|
70
|
+
required_ruby_version: !ruby/object:Gem::Requirement
|
71
|
+
requirements:
|
72
|
+
- - ">="
|
73
|
+
- !ruby/object:Gem::Version
|
74
|
+
version: '0'
|
75
|
+
required_rubygems_version: !ruby/object:Gem::Requirement
|
76
|
+
requirements:
|
77
|
+
- - ">="
|
78
|
+
- !ruby/object:Gem::Version
|
79
|
+
version: '0'
|
80
|
+
requirements: []
|
81
|
+
rubygems_version: 3.3.26
|
82
|
+
signing_key:
|
83
|
+
specification_version: 4
|
84
|
+
summary: Rumale::KernelApproximation provides kernel approximation algorithms with
|
85
|
+
Rumale interface.
|
86
|
+
test_files: []
|