rumale-linear_model 0.24.0

data/lib/rumale/linear_model/ridge.rb

@@ -0,0 +1,206 @@
+# frozen_string_literal: true
+
+require 'lbfgsb'
+
+require 'rumale/base/regressor'
+require 'rumale/validation'
+require 'rumale/linear_model/base_sgd'
+
+module Rumale
+  module LinearModel
+    # Ridge is a class that implements Ridge Regression
+    # with stochastic gradient descent (SGD) optimization,
+    # singular value decomposition (SVD), or L-BFGS optimization.
+    #
+    # @example
+    #   require 'rumale/linear_model/ridge'
+    #
+    #   estimator =
+    #     Rumale::LinearModel::Ridge.new(reg_param: 0.1, max_iter: 1000, batch_size: 20, random_seed: 1)
+    #   estimator.fit(training_samples, traininig_values)
+    #   results = estimator.predict(testing_samples)
+    #
+    #   # If Numo::Linalg is installed, you can specify 'svd' for the solver option.
+    #   require 'numo/linalg/autoloader'
+    #   require 'rumale/linear_model/ridge'
+    #
+    #   estimator = Rumale::LinearModel::Ridge.new(reg_param: 0.1, 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 Ridge < 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
+
+      # Create a new Ridge 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 'reg_param * 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 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.
+      # @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').
+      #   '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,
+                     reg_param: 1.0, 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)
+        super()
+        @params.merge!(method(:initialize).parameters.to_h { |_t, arg| [arg, binding.local_variable_get(arg)] })
+        @params[:solver] = if solver == 'auto'
+                             enable_linalg?(warning: false) ? 'svd' : 'lbfgs'
+                           else
+                             solver.match?(/^svd$|^sgd$|^lbfgs$/) ? solver : 'lbfgs'
+                           end
+        @params[:decay] ||= @params[:reg_param] * @params[:learning_rate]
+        @params[:random_seed] ||= srand
+        @rng = Random.new(@params[:random_seed])
+        @penalty_type = L2_PENALTY
+        @loss_func = ::Rumale::LinearModel::Loss::MeanSquaredError.new
+      end
+
+      # Fit the model with given training data.
+      #
+      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
+      # @param y [Numo::DFloat] (shape: [n_samples, n_outputs]) The target values to be used for fitting the model.
+      # @return [Ridge] 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
+
+        self
+      end
+
+      # Predict values for samples.
+      #
+      # @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.dot(@weight_vec.transpose) + @bias_term
+      end
+
+      private
+
+      def fit_svd(x, y)
+        x = expand_feature(x) if fit_bias?
+
+        s, u, vt = Numo::Linalg.svd(x, driver: 'sdd', job: 'S')
+        d = (s / (s**2 + @params[:reg_param])).diag
+        w = vt.transpose.dot(d).dot(u.transpose).dot(y)
+
+        @weight_vec, @bias_term = single_target?(y) ? split_weight(w) : split_weight_mult(w)
+      end
+
+      def fit_lbfgs(x, y)
+        fnc = proc do |w, x, y, a| # rubocop:disable Lint/ShadowingOuterLocalVariable
+          n_samples, n_features = x.shape
+          w = w.reshape(y.shape[1], n_features) unless y.shape[1].nil?
+          z = x.dot(w.transpose)
+          d = z - y
+          loss = (d**2).sum.fdiv(n_samples) + a * (w * w).sum
+          gradient = 2.fdiv(n_samples) * d.transpose.dot(x) + 2.0 * a * w
+          [loss, gradient.flatten.dup]
+        end
+
+        x = expand_feature(x) if fit_bias?
+
+        n_features = x.shape[1]
+        n_outputs = single_target?(y) ? 1 : y.shape[1]
+
+        res = Lbfgsb.minimize(
+          fnc: fnc, jcb: true, x_init: init_weight(n_features, n_outputs), args: [x, y, @params[:reg_param]],
+          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
+      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/svc.rb

@@ -0,0 +1,203 @@
+# frozen_string_literal: true
+
+require 'rumale/base/classifier'
+require 'rumale/linear_model/base_sgd'
+require 'rumale/probabilistic_output'
+require 'rumale/validation'
+
+module Rumale
+  # This module consists of the classes that implement generalized linear models.
+  module LinearModel
+    # SVC is a class that implements Support Vector Classifier
+    # with stochastic gradient descent optimization.
+    # For multiclass classification problem, it uses one-vs-the-rest strategy.
+    #
+    # @note
+    #   Rumale::SVM provides linear support vector classifier based on LIBLINEAR.
+    #   If you prefer execution speed, you should use Rumale::SVM::LinearSVC.
+    #   https://github.com/yoshoku/rumale-svm
+    #
+    # @example
+    #   require 'rumale/linear_model/svc'
+    #
+    #   estimator =
+    #     Rumale::LinearModel::SVC.new(reg_param: 1.0, max_iter: 1000, batch_size: 50, random_seed: 1)
+    #   estimator.fit(training_samples, traininig_labels)
+    #   results = estimator.predict(testing_samples)
+    #
+    # *Reference*
+    # - Shalev-Shwartz, S., and Singer, Y., "Pegasos: Primal Estimated sub-GrAdient SOlver for SVM," Proc. ICML'07, pp. 807--814, 2007.
+    # - 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 SVC < BaseSGD
+      include ::Rumale::Base::Classifier
+
+      # Return the weight vector for SVC.
+      # @return [Numo::DFloat] (shape: [n_classes, n_features])
+      attr_reader :weight_vec
+
+      # Return the bias term (a.k.a. intercept) for SVC.
+      # @return [Numo::DFloat] (shape: [n_classes])
+      attr_reader :bias_term
+
+      # 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 Support Vector Machine by the SGD optimization.
+      #
+      # @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).
+      # @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'.
+      # @param momentum [Float] The momentum factor.
+      # @param penalty [String] The regularization type to be used ('l1', 'l2', and 'elasticnet').
+      # @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.
+      # @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.
+      # @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.
+      # @param tol [Float] The tolerance of loss for terminating optimization.
+      # @param probability [Boolean] The flag indicating whether to perform probability estimation.
+      # @param n_jobs [Integer] The number of jobs for running the fit and 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.
+      # @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(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,
+                     probability: false,
+                     n_jobs: nil, verbose: false, random_seed: nil)
+        super()
+        @params.merge!(method(:initialize).parameters.to_h { |_t, arg| [arg, binding.local_variable_get(arg)] })
+        @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::HingeLoss.new
+      end
+
+      # Fit the model with given training data.
+      #
+      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
+      # @param y [Numo::Int32] (shape: [n_samples]) The labels to be used for fitting the model.
+      # @return [SVC] 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)
+
+        @classes = Numo::Int32[*y.to_a.uniq.sort]
+
+        if multiclass_problem?
+          n_classes = @classes.size
+          n_features = x.shape[1]
+          # initialize model.
+          @weight_vec = Numo::DFloat.zeros(n_classes, n_features)
+          @bias_term = Numo::DFloat.zeros(n_classes)
+          @prob_param = Numo::DFloat.zeros(n_classes, 2)
+          # fit model.
+          models = if enable_parallel?
+                     parallel_map(n_classes) do |n|
+                       bin_y = Numo::Int32.cast(y.eq(@classes[n])) * 2 - 1
+                       partial_fit(x, bin_y)
+                     end
+                   else
+                     Array.new(n_classes) do |n|
+                       bin_y = Numo::Int32.cast(y.eq(@classes[n])) * 2 - 1
+                       partial_fit(x, bin_y)
+                     end
+                   end
+          # store model.
+          models.each_with_index { |model, n| @weight_vec[n, true], @bias_term[n], @prob_param[n, true] = model }
+        else
+          negative_label = @classes[0]
+          bin_y = Numo::Int32.cast(y.ne(negative_label)) * 2 - 1
+          @weight_vec, @bias_term, @prob_param = partial_fit(x, bin_y)
+        end
+
+        self
+      end
+
+      # Calculate confidence scores for samples.
+      #
+      # @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.dot(@weight_vec.transpose) + @bias_term
+      end
+
+      # Predict class labels for samples.
+      #
+      # @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)
+
+        n_samples = x.shape[0]
+        predicted = if multiclass_problem?
+                      decision_values = decision_function(x)
+                      if enable_parallel?
+                        parallel_map(n_samples) { |n| @classes[decision_values[n, true].max_index] }
+                      else
+                        Array.new(n_samples) { |n| @classes[decision_values[n, true].max_index] }
+                      end
+                    else
+                      decision_values = decision_function(x).ge(0.0).to_a
+                      Array.new(n_samples) { |n| @classes[decision_values[n]] }
+                    end
+        Numo::Int32.asarray(predicted)
+      end
+
+      # Predict probability for samples.
+      #
+      # @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)
+
+        if multiclass_problem?
+          probs = 1.0 / (Numo::NMath.exp(@prob_param[true, 0] * decision_function(x) + @prob_param[true, 1]) + 1.0)
+          (probs.transpose / probs.sum(axis: 1)).transpose.dup
+        else
+          n_samples, = x.shape
+          probs = Numo::DFloat.zeros(n_samples, 2)
+          probs[true, 1] = 1.0 / (Numo::NMath.exp(@prob_param[0] * decision_function(x) + @prob_param[1]) + 1.0)
+          probs[true, 0] = 1.0 - probs[true, 1]
+          probs
+        end
+      end
+
+      private
+
+      def partial_fit(x, bin_y)
+        w, b = super
+        p = if @params[:probability]
+              ::Rumale::ProbabilisticOutput.fit_sigmoid(x.dot(w.transpose) + b, bin_y)
+            else
+              Numo::DFloat[1, 0]
+            end
+        [w, b, p]
+      end
+
+      def multiclass_problem?
+        @classes.size > 2
+      end
+    end
+  end
+end

data/lib/rumale/linear_model/svr.rb

@@ -0,0 +1,126 @@
+# frozen_string_literal: true
+
+require 'rumale/base/regressor'
+require 'rumale/validation'
+require 'rumale/linear_model/base_sgd'
+
+module Rumale
+  module LinearModel
+    # SVR is a class that implements Support Vector Regressor
+    # with stochastic gradient descent optimization.
+    #
+    # @note
+    #   Rumale::SVM provides linear and kernel support vector regressor based on LIBLINEAR and LIBSVM.
+    #   If you prefer execution speed, you should use Rumale::SVM::LinearSVR.
+    #   https://github.com/yoshoku/rumale-svm
+    #
+    # @example
+    #   require 'rumale/linear_model/svr'
+    #
+    #   estimator =
+    #     Rumale::LinearModel::SVR.new(reg_param: 1.0, epsilon: 0.1, max_iter: 1000, batch_size: 50, random_seed: 1)
+    #   estimator.fit(training_samples, traininig_target_values)
+    #   results = estimator.predict(testing_samples)
+    #
+    # *Reference*
+    # - Shalev-Shwartz, S., and Singer, Y., "Pegasos: Primal Estimated sub-GrAdient SOlver for SVM," Proc. ICML'07, pp. 807--814, 2007.
+    # - 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 SVR < BaseSGD
+      include ::Rumale::Base::Regressor
+
+      # Return the weight vector for SVR.
+      # @return [Numo::DFloat] (shape: [n_outputs, n_features])
+      attr_reader :weight_vec
+
+      # Return the bias term (a.k.a. intercept) for SVR.
+      # @return [Numo::DFloat] (shape: [n_outputs])
+      attr_reader :bias_term
+
+      # Return the random generator for performing random sampling.
+      # @return [Random]
+      attr_reader :rng
+
+      # Create a new regressor with Support Vector Machine by the SGD optimization.
+      #
+      # @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).
+      # @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'.
+      # @param momentum [Float] The momentum factor.
+      # @param penalty [String] The regularization type to be used ('l1', 'l2', and 'elasticnet').
+      # @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.
+      # @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.
+      # @param epsilon [Float] The margin of tolerance.
+      # @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.
+      # @param tol [Float] The tolerance of loss for terminating 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.
+      # @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(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,
+                     epsilon: 0.1,
+                     max_iter: 1000, batch_size: 50, tol: 1e-4,
+                     n_jobs: nil, verbose: false, random_seed: nil)
+        super()
+        @params.merge!(method(:initialize).parameters.to_h { |_t, arg| [arg, binding.local_variable_get(arg)] })
+        @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::EpsilonInsensitive.new(epsilon: @params[:epsilon])
+      end
+
+      # Fit the model with given training data.
+      #
+      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
+      # @param y [Numo::DFloat] (shape: [n_samples, n_outputs]) The target values to be used for fitting the model.
+      # @return [SVR] 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)
+
+        n_outputs = y.shape[1].nil? ? 1 : y.shape[1]
+        n_features = x.shape[1]
+
+        if n_outputs > 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
+        else
+          @weight_vec, @bias_term = partial_fit(x, y)
+        end
+
+        self
+      end
+
+      # Predict values for samples.
+      #
+      # @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.dot(@weight_vec.transpose) + @bias_term
+      end
+    end
+  end
+end

data/lib/rumale/linear_model/version.rb

@@ -0,0 +1,10 @@
+# frozen_string_literal: true
+
+# Rumale is a machine learning library in Ruby.
+module Rumale
+  # This module consists of the classes that implement generalized linear models.
+  module LinearModel
+    # @!visibility private
+    VERSION = '0.24.0'
+  end
+end

data/lib/rumale/linear_model.rb

@@ -0,0 +1,14 @@
+# frozen_string_literal: true
+
+require 'numo/narray'
+
+require_relative 'linear_model/base_sgd'
+require_relative 'linear_model/elastic_net'
+require_relative 'linear_model/lasso'
+require_relative 'linear_model/linear_regression'
+require_relative 'linear_model/logistic_regression'
+require_relative 'linear_model/nnls'
+require_relative 'linear_model/ridge'
+require_relative 'linear_model/svc'
+require_relative 'linear_model/svr'
+require_relative 'linear_model/version'

metadata

@@ -0,0 +1,106 @@
+--- !ruby/object:Gem::Specification
+name: rumale-linear_model
+version: !ruby/object:Gem::Version
+  version: 0.24.0
+platform: ruby
+authors:
+- yoshoku
+autorequire:
+bindir: exe
+cert_chain: []
+date: 2022-12-31 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: lbfgsb
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: 0.3.0
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: 0.3.0
+- !ruby/object:Gem::Dependency
+  name: numo-narray
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: 0.9.1
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: 0.9.1
+- !ruby/object:Gem::Dependency
+  name: rumale-core
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 0.24.0
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: 0.24.0
+description: |
+  Rumale::LinearModel provides linear model algorithms,
+  such as Logistic Regression, Support Vector Machine, Lasso, and Ridge Regression
+  with Rumale interface.
+email:
+- yoshoku@outlook.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- LICENSE.txt
+- README.md
+- lib/rumale/linear_model.rb
+- lib/rumale/linear_model/base_sgd.rb
+- lib/rumale/linear_model/elastic_net.rb
+- lib/rumale/linear_model/lasso.rb
+- lib/rumale/linear_model/linear_regression.rb
+- lib/rumale/linear_model/logistic_regression.rb
+- lib/rumale/linear_model/nnls.rb
+- lib/rumale/linear_model/ridge.rb
+- lib/rumale/linear_model/svc.rb
+- lib/rumale/linear_model/svr.rb
+- lib/rumale/linear_model/version.rb
+homepage: https://github.com/yoshoku/rumale
+licenses:
+- BSD-3-Clause
+metadata:
+  homepage_uri: https://github.com/yoshoku/rumale
+  source_code_uri: https://github.com/yoshoku/rumale/tree/main/rumale-linear_model
+  changelog_uri: https://github.com/yoshoku/rumale/blob/main/CHANGELOG.md
+  documentation_uri: https://yoshoku.github.io/rumale/doc/
+  rubygems_mfa_required: 'true'
+post_install_message:
+rdoc_options: []
+require_paths:
+- lib
+required_ruby_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+required_rubygems_version: !ruby/object:Gem::Requirement
+  requirements:
+  - - ">="
+    - !ruby/object:Gem::Version
+      version: '0'
+requirements: []
+rubygems_version: 3.3.26
+signing_key:
+specification_version: 4
+summary: Rumale::LinearModel provides linear model algorithms with Rumale interface.
+test_files: []