rumale-linear_model 0.24.0 → 0.26.0

data/lib/rumale/linear_model/linear_regression.rb

@@ -2,21 +2,21 @@
 
 require 'lbfgsb'
 
+require 'rumale/base/estimator'
 require 'rumale/base/regressor'
 require 'rumale/validation'
-require 'rumale/linear_model/base_sgd'
+
+require_relative 'base_estimator'
 
 module Rumale
   module LinearModel
     # LinearRegression is a class that implements ordinary least square linear regression
-    # with stochastic gradient descent (SGD) optimization,
-    # singular value decomposition (SVD), or L-BFGS optimization.
+    # with singular value decomposition (SVD) or L-BFGS optimization.
     #
     # @example
     #   require 'rumale/linear_model/linear_regression'
     #
-    #   estimator =
-    #     Rumale::LinearModel::LinearRegression.new(max_iter: 1000, batch_size: 20, random_seed: 1)
+    #   estimator = Rumale::LinearModel::LinearRegression.new
     #   estimator.fit(training_samples, traininig_values)
     #   results = estimator.predict(testing_samples)
     #
@@ -27,70 +27,38 @@ module Rumale
     #   estimator = Rumale::LinearModel::LinearRegression.new(solver: 'svd')
     #   estimator.fit(training_samples, traininig_values)
     #   results = estimator.predict(testing_samples)
-    #
-    # *Reference*
-    # - Bottou, L., "Large-Scale Machine Learning with Stochastic Gradient Descent," Proc. COMPSTAT'10, pp. 177--186, 2010.
-    class LinearRegression < BaseSGD
-      include ::Rumale::Base::Regressor
-
-      # Return the weight vector.
-      # @return [Numo::DFloat] (shape: [n_outputs, n_features])
-      attr_reader :weight_vec
-
-      # Return the bias term (a.k.a. intercept).
-      # @return [Numo::DFloat] (shape: [n_outputs])
-      attr_reader :bias_term
-
-      # Return the random generator for random sampling.
-      # @return [Random]
-      attr_reader :rng
+    class LinearRegression < Rumale::LinearModel::BaseEstimator
+      include Rumale::Base::Regressor
 
       # Create a new ordinary least square linear regressor.
       #
-      # @param learning_rate [Float] The initial value of learning rate.
-      #   The learning rate decreases as the iteration proceeds according to the equation: learning_rate / (1 + decay * t).
-      #   If solver is not 'sgd', this parameter is ignored.
-      # @param decay [Float] The smoothing parameter for decreasing learning rate as the iteration proceeds.
-      #   If nil is given, the decay sets to 'learning_rate'.
-      #   If solver is not 'sgd', this parameter is ignored.
-      # @param momentum [Float] The momentum factor.
-      #   If solver is not 'sgd', this parameter is ignored.
       # @param fit_bias [Boolean] The flag indicating whether to fit the bias term.
       # @param bias_scale [Float] The scale of the bias term.
       # @param max_iter [Integer] The maximum number of epochs that indicates
       #   how many times the whole data is given to the training process.
       #   If solver is 'svd', this parameter is ignored.
-      # @param batch_size [Integer] The size of the mini batches.
-      #   If solver is not 'sgd', this parameter is ignored.
       # @param tol [Float] The tolerance of loss for terminating optimization.
       #   If solver is 'svd', this parameter is ignored.
-      # @param solver [String] The algorithm to calculate weights. ('auto', 'sgd', 'svd' or 'lbfgs').
+      # @param solver [String] The algorithm to calculate weights. ('auto', 'svd' or 'lbfgs').
       #   'auto' chooses the 'svd' solver if Numo::Linalg is loaded. Otherwise, it chooses the 'lbfgs' solver.
-      #   'sgd' uses the stochastic gradient descent optimization.
       #   'svd' performs singular value decomposition of samples.
       #   'lbfgs' uses the L-BFGS method for optimization.
-      # @param n_jobs [Integer] The number of jobs for running the fit method in parallel.
-      #   If nil is given, the method does not execute in parallel.
-      #   If zero or less is given, it becomes equal to the number of processors.
-      #   This parameter is ignored if the Parallel gem is not loaded or solver is not 'sgd'.
       # @param verbose [Boolean] The flag indicating whether to output loss during iteration.
       #   If solver is 'svd', this parameter is ignored.
-      # @param random_seed [Integer] The seed value using to initialize the random generator.
-      def initialize(learning_rate: 0.01, decay: nil, momentum: 0.9,
-                     fit_bias: true, bias_scale: 1.0, max_iter: 1000, batch_size: 50, tol: 1e-4,
-                     solver: 'auto',
-                     n_jobs: nil, verbose: false, random_seed: nil)
+      def initialize(fit_bias: true, bias_scale: 1.0, max_iter: 1000, tol: 1e-4, solver: 'auto', verbose: false)
         super()
-        @params.merge!(method(:initialize).parameters.to_h { |_t, arg| [arg, binding.local_variable_get(arg)] })
+        @params = {
+          fit_bias: fit_bias,
+          bias_scale: bias_scale,
+          max_iter: max_iter,
+          tol: tol,
+          verbose: verbose
+        }
         @params[:solver] = if solver == 'auto'
                              enable_linalg?(warning: false) ? 'svd' : 'lbfgs'
                            else
-                             solver.match?(/^svd$|^sgd$|^lbfgs$/) ? solver : 'lbfgs'
+                             solver.match?(/^svd$|^lbfgs$/) ? solver : 'lbfgs'
                            end
-        @params[:decay] ||= @params[:learning_rate]
-        @params[:random_seed] ||= srand
-        @rng = Random.new(@params[:random_seed])
-        @loss_func = ::Rumale::LinearModel::Loss::MeanSquaredError.new
       end
 
       # Fit the model with given training data.
@@ -99,17 +67,15 @@ module Rumale
       # @param y [Numo::DFloat] (shape: [n_samples, n_outputs]) The target values to be used for fitting the model.
       # @return [LinearRegression] The learned regressor itself.
       def fit(x, y)
-        x = ::Rumale::Validation.check_convert_sample_array(x)
-        y = ::Rumale::Validation.check_convert_target_value_array(y)
-        ::Rumale::Validation.check_sample_size(x, y)
-
-        if @params[:solver] == 'svd' && enable_linalg?(warning: false)
-          fit_svd(x, y)
-        elsif @params[:solver] == 'lbfgs'
-          fit_lbfgs(x, y)
-        else
-          fit_sgd(x, y)
-        end
+        x = Rumale::Validation.check_convert_sample_array(x)
+        y = Rumale::Validation.check_convert_target_value_array(y)
+        Rumale::Validation.check_sample_size(x, y)
+
+        @weight_vec, @bias_term = if @params[:solver] == 'svd' && enable_linalg?(warning: false)
+                                    partial_fit_svd(x, y)
+                                  else
+                                    partial_fit_lbfgs(x, y)
+                                  end
 
         self
       end
@@ -119,21 +85,22 @@ module Rumale
       # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the values.
       # @return [Numo::DFloat] (shape: [n_samples, n_outputs]) Predicted values per sample.
       def predict(x)
-        x = ::Rumale::Validation.check_convert_sample_array(x)
+        x = Rumale::Validation.check_convert_sample_array(x)
 
         x.dot(@weight_vec.transpose) + @bias_term
       end
 
       private
 
-      def fit_svd(x, y)
+      def partial_fit_svd(x, y)
         x = expand_feature(x) if fit_bias?
         w = Numo::Linalg.pinv(x, driver: 'svd').dot(y)
-        @weight_vec, @bias_term = single_target?(y) ? split_weight(w) : split_weight_mult(w)
+        w = w.transpose.dup unless single_target?(y)
+        split_weight(w)
       end
 
-      def fit_lbfgs(x, y)
-        fnc = proc do |w, x, y| # rubocop:disable Lint/ShadowingOuterLocalVariable
+      def partial_fit_lbfgs(base_x, base_y)
+        fnc = proc do |w, x, y|
           n_samples, n_features = x.shape
           w = w.reshape(y.shape[1], n_features) unless y.shape[1].nil?
           z = x.dot(w.transpose)
@@ -143,57 +110,25 @@ module Rumale
           [loss, gradient.flatten.dup]
         end
 
-        x = expand_feature(x) if fit_bias?
+        base_x = expand_feature(base_x) if fit_bias?
 
-        n_features = x.shape[1]
-        n_outputs = single_target?(y) ? 1 : y.shape[1]
+        n_features = base_x.shape[1]
+        n_outputs = single_target?(base_y) ? 1 : base_y.shape[1]
+        w_init = Numo::DFloat.zeros(n_outputs * n_features)
 
         res = Lbfgsb.minimize(
-          fnc: fnc, jcb: true, x_init: init_weight(n_features, n_outputs), args: [x, y],
+          fnc: fnc, jcb: true, x_init: w_init, args: [base_x, base_y],
           maxiter: @params[:max_iter], factr: @params[:tol] / Lbfgsb::DBL_EPSILON,
           verbose: @params[:verbose] ? 1 : -1
         )
 
-        @weight_vec, @bias_term =
-          if single_target?(y)
-            split_weight(res[:x])
-          else
-            split_weight_mult(res[:x].reshape(n_outputs, n_features).transpose)
-          end
-      end
-
-      def fit_sgd(x, y)
-        if single_target?(y)
-          @weight_vec, @bias_term = partial_fit(x, y)
-        else
-          n_outputs = y.shape[1]
-          n_features = x.shape[1]
-          @weight_vec = Numo::DFloat.zeros(n_outputs, n_features)
-          @bias_term = Numo::DFloat.zeros(n_outputs)
-          if enable_parallel?
-            models = parallel_map(n_outputs) { |n| partial_fit(x, y[true, n]) }
-            n_outputs.times { |n| @weight_vec[n, true], @bias_term[n] = models[n] }
-          else
-            n_outputs.times { |n| @weight_vec[n, true], @bias_term[n] = partial_fit(x, y[true, n]) }
-          end
-        end
+        w = single_target?(base_y) ? res[:x] : res[:x].reshape(n_outputs, n_features)
+        split_weight(w)
       end
 
       def single_target?(y)
         y.ndim == 1
       end
-
-      def init_weight(n_features, n_outputs)
-        Rumale::Utils.rand_normal([n_outputs, n_features], @rng.dup).flatten.dup
-      end
-
-      def split_weight_mult(w)
-        if fit_bias?
-          [w[0...-1, true].dup, w[-1, true].dup]
-        else
-          [w.dup, Numo::DFloat.zeros(w.shape[1])]
-        end
-      end
     end
   end
 end

data/lib/rumale/linear_model/logistic_regression.rb

@@ -2,16 +2,15 @@
 
 require 'lbfgsb'
 
-require 'rumale/base/classifier'
 require 'rumale/utils'
 require 'rumale/validation'
-require 'rumale/linear_model/base_sgd'
+require 'rumale/base/classifier'
+
+require_relative 'base_estimator'
 
 module Rumale
   module LinearModel
-    # LogisticRegression is a class that implements Logistic Regression.
-    # In multiclass classification problem, it uses one-vs-the-rest strategy for the sgd solver
-    # and multinomial logistic regression for the lbfgs solver.
+    # LogisticRegression is a class that implements (multinomial) Logistic Regression.
     #
     # @note
     #   Rumale::SVM provides Logistic Regression based on LIBLINEAR.
@@ -21,88 +20,42 @@ module Rumale
     # @example
     #   require 'rumale/linear_model/logistic_regression'
     #
-    #   estimator =
-    #     Rumale::LinearModel::LogisticRegression.new(reg_param: 1.0, random_seed: 1)
+    #   estimator = Rumale::LinearModel::LogisticRegression.new(reg_param: 1.0)
     #   estimator.fit(training_samples, traininig_labels)
     #   results = estimator.predict(testing_samples)
-    #
-    # *Reference*
-    # - Shalev-Shwartz, S., Singer, Y., Srebro, N., and Cotter, A., "Pegasos: Primal Estimated sub-GrAdient SOlver for SVM," Mathematical Programming, vol. 127 (1), pp. 3--30, 2011.
-    # - Tsuruoka, Y., Tsujii, J., and Ananiadou, S., "Stochastic Gradient Descent Training for L1-regularized Log-linear Models with Cumulative Penalty," Proc. ACL'09, pp. 477--485, 2009.
-    # - Bottou, L., "Large-Scale Machine Learning with Stochastic Gradient Descent," Proc. COMPSTAT'10, pp. 177--186, 2010.
-    class LogisticRegression < BaseSGD # rubocop:disable Metrics/ClassLength
-      include ::Rumale::Base::Classifier
-
-      # Return the weight vector for Logistic Regression.
-      # @return [Numo::DFloat] (shape: [n_classes, n_features])
-      attr_reader :weight_vec
-
-      # Return the bias term (a.k.a. intercept) for Logistic Regression.
-      # @return [Numo::DFloat] (shape: [n_classes])
-      attr_reader :bias_term
+    class LogisticRegression < Rumale::LinearModel::BaseEstimator
+      include Rumale::Base::Classifier
 
       # Return the class labels.
       # @return [Numo::Int32] (shape: [n_classes])
       attr_reader :classes
 
-      # Return the random generator for performing random sampling.
-      # @return [Random]
-      attr_reader :rng
-
       # Create a new classifier with Logisitc Regression.
       #
-      # @param learning_rate [Float] The initial value of learning rate.
-      #   The learning rate decreases as the iteration proceeds according to the equation: learning_rate / (1 + decay * t).
-      #   If solver = 'lbfgs', this parameter is ignored.
-      # @param decay [Float] The smoothing parameter for decreasing learning rate as the iteration proceeds.
-      #   If nil is given, the decay sets to 'reg_param * learning_rate'.
-      #   If solver = 'lbfgs', this parameter is ignored.
-      # @param momentum [Float] The momentum factor.
-      #   If solver = 'lbfgs', this parameter is ignored.
-      # @param penalty [String] The regularization type to be used ('l1', 'l2', and 'elasticnet').
-      #   If solver = 'lbfgs', only 'l2' can be selected for this parameter.
-      # @param l1_ratio [Float] The elastic-net type regularization mixing parameter.
-      #   If penalty set to 'l2' or 'l1', this parameter is ignored.
-      #   If l1_ratio = 1, the regularization is similar to Lasso.
-      #   If l1_ratio = 0, the regularization is similar to Ridge.
-      #   If 0 < l1_ratio < 1, the regularization is a combination of L1 and L2.
-      #   If solver = 'lbfgs', this parameter is ignored.
       # @param reg_param [Float] The regularization parameter.
       # @param fit_bias [Boolean] The flag indicating whether to fit the bias term.
       # @param bias_scale [Float] The scale of the bias term.
       #   If fit_bias is true, the feature vector v becoms [v; bias_scale].
       # @param max_iter [Integer] The maximum number of epochs that indicates
       #   how many times the whole data is given to the training process.
-      # @param batch_size [Integer] The size of the mini batches.
-      #   If solver = 'lbfgs', this parameter is ignored.
       # @param tol [Float] The tolerance of loss for terminating optimization.
-      #   If solver = 'lbfgs', this value is given as tol / Lbfgsb::DBL_EPSILON to the factr argument of Lbfgsb.minimize method.
-      # @param solver [String] The algorithm for optimization. ('lbfgs' or 'sgd').
-      #   'lbfgs' uses the L-BFGS with lbfgs.rb gem.
-      #   'sgd' uses the stochastic gradient descent optimization.
-      # @param n_jobs [Integer] The number of jobs for running the fit and predict methods in parallel.
+      # @param n_jobs [Integer] The number of jobs for running the predict methods in parallel.
       #   If nil is given, the methods do not execute in parallel.
       #   If zero or less is given, it becomes equal to the number of processors.
-      #   This parameter is ignored if the Parallel gem is not loaded or the solver is 'lbfgs'.
+      #   This parameter is ignored if the Parallel gem is not loaded.
       # @param verbose [Boolean] The flag indicating whether to output loss during iteration.
-      #   If solver = 'lbfgs' and true is given, 'iterate.dat' file is generated by lbfgsb.rb.
-      # @param random_seed [Integer] The seed value using to initialize the random generator.
-      def initialize(learning_rate: 0.01, decay: nil, momentum: 0.9,
-                     penalty: 'l2', reg_param: 1.0, l1_ratio: 0.5,
-                     fit_bias: true, bias_scale: 1.0,
-                     max_iter: 1000, batch_size: 50, tol: 1e-4,
-                     solver: 'lbfgs',
-                     n_jobs: nil, verbose: false, random_seed: nil)
-        raise ArgumentError, "The 'lbfgs' solver supports only 'l2' penalties." if solver == 'lbfgs' && penalty != 'l2'
-
+      #   'iterate.dat' file is generated by lbfgsb.rb.
+      def initialize(reg_param: 1.0, fit_bias: true, bias_scale: 1.0, max_iter: 1000, tol: 1e-4, n_jobs: nil, verbose: false)
         super()
-        @params.merge!(method(:initialize).parameters.to_h { |_t, arg| [arg, binding.local_variable_get(arg)] })
-        @params[:solver] = solver == 'sgd' ? 'sgd' : 'lbfgs'
-        @params[:decay] ||= @params[:reg_param] * @params[:learning_rate]
-        @params[:random_seed] ||= srand
-        @rng = Random.new(@params[:random_seed])
-        @penalty_type = @params[:penalty]
-        @loss_func = ::Rumale::LinearModel::Loss::LogLoss.new
+        @params = {
+          reg_param: reg_param,
+          fit_bias: fit_bias,
+          bias_scale: bias_scale,
+          max_iter: max_iter,
+          tol: tol,
+          n_jobs: n_jobs,
+          verbose: verbose
+        }
       end
 
       # Fit the model with given training data.
@@ -111,16 +64,12 @@ module Rumale
       # @param y [Numo::Int32] (shape: [n_samples]) The labels to be used for fitting the model.
       # @return [LogisticRegression] The learned classifier itself.
       def fit(x, y)
-        x = ::Rumale::Validation.check_convert_sample_array(x)
-        y = ::Rumale::Validation.check_convert_label_array(y)
-        ::Rumale::Validation.check_sample_size(x, y)
+        x = Rumale::Validation.check_convert_sample_array(x)
+        y = Rumale::Validation.check_convert_label_array(y)
+        Rumale::Validation.check_sample_size(x, y)
 
         @classes = Numo::Int32[*y.to_a.uniq.sort]
-        if @params[:solver] == 'sgd'
-          fit_sgd(x, y)
-        else
-          fit_lbfgs(x, y)
-        end
+        @weight_vec, @bias_term = partial_fit(x, y)
 
         self
       end
@@ -130,7 +79,7 @@ module Rumale
       # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to compute the scores.
       # @return [Numo::DFloat] (shape: [n_samples, n_classes]) Confidence score per sample.
       def decision_function(x)
-        x = ::Rumale::Validation.check_convert_sample_array(x)
+        x = Rumale::Validation.check_convert_sample_array(x)
 
         x.dot(@weight_vec.transpose) + @bias_term
       end
@@ -140,7 +89,7 @@ module Rumale
       # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels.
       # @return [Numo::Int32] (shape: [n_samples]) Predicted class label per sample.
       def predict(x)
-        x = ::Rumale::Validation.check_convert_sample_array(x)
+        x = Rumale::Validation.check_convert_sample_array(x)
 
         n_samples, = x.shape
         decision_values = predict_proba(x)
@@ -157,7 +106,7 @@ module Rumale
       # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the probailities.
       # @return [Numo::DFloat] (shape: [n_samples, n_classes]) Predicted probability of each class per sample.
       def predict_proba(x)
-        x = ::Rumale::Validation.check_convert_sample_array(x)
+        x = Rumale::Validation.check_convert_sample_array(x)
 
         proba = 1.0 / (Numo::NMath.exp(-decision_function(x)) + 1.0)
         return (proba.transpose / proba.sum(axis: 1)).transpose.dup if multiclass_problem?
@@ -171,11 +120,7 @@ module Rumale
 
       private
 
-      def multiclass_problem?
-        @classes.size > 2
-      end
-
-      def fit_lbfgs(base_x, base_y) # rubocop:disable Metrics/AbcSize, Metrics/MethodLength
+      def partial_fit(base_x, base_y) # rubocop:disable Metrics/AbcSize, Metrics/MethodLength
         if multiclass_problem?
           fnc = proc do |w, x, y, a|
             n_features = x.shape[1]
@@ -199,20 +144,13 @@ module Rumale
           n_features = base_x.shape[1]
           w_init = Numo::DFloat.zeros(n_classes * n_features)
 
-          verbose = @params[:verbose] ? 1 : -1
           res = Lbfgsb.minimize(
             fnc: fnc, jcb: true, x_init: w_init, args: [base_x, onehot_y, @params[:reg_param]],
-            maxiter: @params[:max_iter], factr: @params[:tol] / Lbfgsb::DBL_EPSILON, verbose: verbose
+            maxiter: @params[:max_iter], factr: @params[:tol] / Lbfgsb::DBL_EPSILON,
+            verbose: @params[:verbose] ? 1 : -1
           )
 
-          if fit_bias?
-            weight = res[:x].reshape(n_classes, n_features)
-            @weight_vec = weight[true, 0...-1].dup
-            @bias_term = weight[true, -1].dup
-          else
-            @weight_vec = res[:x].reshape(n_classes, n_features)
-            @bias_term = Numo::DFloat.zeros(n_classes)
-          end
+          split_weight(res[:x].reshape(n_classes, n_features))
         else
           fnc = proc do |w, x, y, a|
             z = 1 + Numo::NMath.exp(-y * x.dot(w))
@@ -227,39 +165,18 @@ module Rumale
           n_features = base_x.shape[1]
           w_init = Numo::DFloat.zeros(n_features)
 
-          verbose = @params[:verbose] ? 1 : -1
           res = Lbfgsb.minimize(
             fnc: fnc, jcb: true, x_init: w_init, args: [base_x, bin_y, @params[:reg_param]],
-            maxiter: @params[:max_iter], factr: @params[:tol] / Lbfgsb::DBL_EPSILON, verbose: verbose
+            maxiter: @params[:max_iter], factr: @params[:tol] / Lbfgsb::DBL_EPSILON,
+            verbose: @params[:verbose] ? 1 : -1
           )
 
-          @weight_vec, @bias_term = split_weight(res[:x])
+          split_weight(res[:x])
         end
       end
 
-      def fit_sgd(x, y)
-        if multiclass_problem?
-          n_classes = @classes.size
-          n_features = x.shape[1]
-          @weight_vec = Numo::DFloat.zeros(n_classes, n_features)
-          @bias_term = Numo::DFloat.zeros(n_classes)
-          if enable_parallel?
-            models = parallel_map(n_classes) do |n|
-              bin_y = Numo::Int32.cast(y.eq(@classes[n])) * 2 - 1
-              partial_fit(x, bin_y)
-            end
-            n_classes.times { |n| @weight_vec[n, true], @bias_term[n] = models[n] }
-          else
-            n_classes.times do |n|
-              bin_y = Numo::Int32.cast(y.eq(@classes[n])) * 2 - 1
-              @weight_vec[n, true], @bias_term[n] = partial_fit(x, bin_y)
-            end
-          end
-        else
-          negative_label = @classes[0]
-          bin_y = Numo::Int32.cast(y.ne(negative_label)) * 2 - 1
-          @weight_vec, @bias_term = partial_fit(x, bin_y)
-        end
+      def multiclass_problem?
+        @classes.size > 2
       end
     end
   end

data/lib/rumale/linear_model/nnls.rb

@@ -2,10 +2,11 @@
 
 require 'lbfgsb'
 
-require 'rumale/base/estimator'
 require 'rumale/base/regressor'
 require 'rumale/validation'
 
+require_relative 'base_estimator'
+
 module Rumale
   module LinearModel
     # NNLS is a class that implements non-negative least squares regression.
@@ -14,29 +15,17 @@ module Rumale
     # @example
     #   require 'rumale/linear_model/nnls'
     #
-    #   estimator = Rumale::LinearModel::NNLS.new(reg_param: 0.01, random_seed: 1)
+    #   estimator = Rumale::LinearModel::NNLS.new(reg_param: 0.01)
     #   estimator.fit(training_samples, traininig_values)
     #   results = estimator.predict(testing_samples)
     #
-    class NNLS < ::Rumale::Base::Estimator
-      include ::Rumale::Base::Regressor
-
-      # Return the weight vector.
-      # @return [Numo::DFloat] (shape: [n_outputs, n_features])
-      attr_reader :weight_vec
-
-      # Return the bias term (a.k.a. intercept).
-      # @return [Numo::DFloat] (shape: [n_outputs])
-      attr_reader :bias_term
+    class NNLS < Rumale::LinearModel::BaseEstimator
+      include Rumale::Base::Regressor
 
       # Returns the number of iterations when converged.
       # @return [Integer]
       attr_reader :n_iter
 
-      # Return the random generator for initializing weight.
-      # @return [Random]
-      attr_reader :rng
-
       # Create a new regressor with non-negative least squares method.
       #
       # @param reg_param [Float] The regularization parameter for L2 regularization term.
@@ -47,9 +36,7 @@ module Rumale
       # @param tol [Float] The tolerance of loss for terminating optimization.
       #   If solver = 'svd', this parameter is ignored.
       # @param verbose [Boolean] The flag indicating whether to output loss during iteration.
-      # @param random_seed [Integer] The seed value using to initialize the random generator.
-      def initialize(reg_param: 1.0, fit_bias: true, bias_scale: 1.0,
-                     max_iter: 1000, tol: 1e-4, verbose: false, random_seed: nil)
+      def initialize(reg_param: 1.0, fit_bias: true, bias_scale: 1.0, max_iter: 1000, tol: 1e-4, verbose: false)
         super()
         @params = {
           reg_param: reg_param,
@@ -57,10 +44,8 @@ module Rumale
           bias_scale: bias_scale,
           max_iter: max_iter,
           tol: tol,
-          verbose: verbose,
-          random_seed: random_seed || srand
+          verbose: verbose
         }
-        @rng = Random.new(@params[:random_seed])
       end
 
       # Fit the model with given training data.
@@ -69,17 +54,16 @@ module Rumale
       # @param y [Numo::DFloat] (shape: [n_samples, n_outputs]) The target values to be used for fitting the model.
       # @return [NonneagtiveLeastSquare] The learned regressor itself.
       def fit(x, y)
-        x = ::Rumale::Validation.check_convert_sample_array(x)
-        y = ::Rumale::Validation.check_convert_target_value_array(y)
-        ::Rumale::Validation.check_sample_size(x, y)
+        x = Rumale::Validation.check_convert_sample_array(x)
+        y = Rumale::Validation.check_convert_target_value_array(y)
+        Rumale::Validation.check_sample_size(x, y)
 
         x = expand_feature(x) if fit_bias?
 
         n_features = x.shape[1]
         n_outputs = single_target?(y) ? 1 : y.shape[1]
 
-        w_init = ::Rumale::Utils.rand_normal([n_outputs, n_features], @rng.dup).flatten.dup
-        w_init[w_init.lt(0)] = 0
+        w_init = Numo::DFloat.zeros(n_outputs * n_features)
         bounds = Numo::DFloat.zeros(n_outputs * n_features, 2)
         bounds.shape[0].times { |n| bounds[n, 1] = Float::INFINITY }
 
@@ -89,15 +73,8 @@ module Rumale
         )
 
         @n_iter = res[:n_iter]
-        w = single_target?(y) ? res[:x] : res[:x].reshape(n_outputs, n_features).transpose
-
-        if fit_bias?
-          @weight_vec = single_target?(y) ? w[0...-1].dup : w[0...-1, true].dup
-          @bias_term = single_target?(y) ? w[-1] : w[-1, true].dup
-        else
-          @weight_vec = w.dup
-          @bias_term = single_target?(y) ? 0 : Numo::DFloat.zeros(y.shape[1])
-        end
+        w = single_target?(y) ? res[:x] : res[:x].reshape(n_outputs, n_features)
+        @weight_vec, @bias_term = split_weight(w)
 
         self
       end
@@ -107,7 +84,7 @@ module Rumale
       # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the values.
       # @return [Numo::DFloat] (shape: [n_samples, n_outputs]) Predicted values per sample.
       def predict(x)
-        x = ::Rumale::Validation.check_convert_sample_array(x)
+        x = Rumale::Validation.check_convert_sample_array(x)
 
         x.dot(@weight_vec.transpose) + @bias_term
       end
@@ -124,15 +101,6 @@ module Rumale
         [loss, gradient.flatten.dup]
       end
 
-      def expand_feature(x)
-        n_samples = x.shape[0]
-        Numo::NArray.hstack([x, Numo::DFloat.ones([n_samples, 1]) * @params[:bias_scale]])
-      end
-
-      def fit_bias?
-        @params[:fit_bias] == true
-      end
-
       def single_target?(y)
         y.ndim == 1
       end