rumale-svm 0.1.0
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- checksums.yaml +7 -0
- data/.coveralls.yml +1 -0
- data/.gitignore +18 -0
- data/.rspec +3 -0
- data/.travis.yml +13 -0
- data/CODE_OF_CONDUCT.md +74 -0
- data/Gemfile +4 -0
- data/LICENSE.txt +27 -0
- data/README.md +92 -0
- data/Rakefile +6 -0
- data/bin/console +14 -0
- data/bin/setup +8 -0
- data/lib/rumale/svm.rb +11 -0
- data/lib/rumale/svm/linear_svc.rb +238 -0
- data/lib/rumale/svm/linear_svr.rb +150 -0
- data/lib/rumale/svm/logistic_regression.rb +190 -0
- data/lib/rumale/svm/nu_svc.rb +193 -0
- data/lib/rumale/svm/nu_svr.rb +156 -0
- data/lib/rumale/svm/one_class_svm.rb +150 -0
- data/lib/rumale/svm/svc.rb +194 -0
- data/lib/rumale/svm/svr.rb +160 -0
- data/lib/rumale/svm/version.rb +10 -0
- data/rumale-svm.gemspec +40 -0
- metadata +171 -0
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# frozen_string_literal: true
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require 'numo/libsvm'
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require 'rumale/base/base_estimator'
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require 'rumale/base/regressor'
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module Rumale
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module SVM
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# LinearSVR is a class that provides Support Vector Regressor in LIBLINEAR with Rumale interface.
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#
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# @example
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# estimator = Rumale::SVM::LinearSVR.new(reg_param: 1.0, random_seed: 1)
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# estimator.fit(training_samples, traininig_target_values)
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# results = estimator.predict(testing_samples)
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class LinearSVR
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include Base::BaseEstimator
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include Base::Regressor
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# Return the weight vector for LinearSVR.
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# @return [Numo::DFloat] (shape: [n_classes, n_features])
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attr_reader :weight_vec
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# Return the bias term (a.k.a. intercept) for LinearSVR.
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# @return [Numo::DFloat] (shape: [n_classes])
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attr_reader :bias_term
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# Create a new regressor with Support Vector Regressor.
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#
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# @param loss [String] The type of loss function ('squared_epsilon_insensitive' or 'epsilon_insensitive').
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# @param dual [Boolean] The flag indicating whether to solve dual optimization problem.
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# When n_samples > n_features, dual = false is more preferable.
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# This parameter is ignored if loss = 'epsilon_insensitive'.
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# @param reg_param [Float] The regularization parameter.
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# @param epsilon [Float] The epsilon parameter in loss function of espsilon-svr.
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# @param fit_bias [Boolean] The flag indicating whether to fit the bias term.
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# @param bias_scale [Float] The scale of the bias term.
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# This parameter is ignored if fit_bias = false.
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# @param tol [Float] The tolerance of termination criterion.
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# @param verbose [Boolean] The flag indicating whether to output learning process message
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# @param random_seed [Integer/Nil] The seed value using to initialize the random generator.
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def initialize(loss: 'squared_epsilon_insensitive', dual: true, reg_param: 1.0, epsilon: 0.1,
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fit_bias: true, bias_scale: 1.0, tol: 1e-3, verbose: false, random_seed: nil)
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check_params_string(loss: loss)
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check_params_float(reg_param: reg_param, epsilon: epsilon, bias_scale: bias_scale, tol: tol)
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check_params_boolean(dual: dual, fit_bias: fit_bias, verbose: verbose)
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check_params_type_or_nil(Integer, random_seed: random_seed)
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@params = {}
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@params[:loss] = loss == 'epsilon_insensitive' ? 'epsilon_insensitive' : 'squared_epsilon_insensitive'
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@params[:dual] = dual
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@params[:reg_param] = reg_param
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@params[:epsilon] = epsilon
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@params[:fit_bias] = fit_bias
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@params[:bias_scale] = bias_scale
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@params[:tol] = tol
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@params[:verbose] = verbose
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@params[:random_seed] = random_seed
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@model = nil
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@weight_vec = nil
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@bias_term = nil
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end
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# Fit the model with given training data.
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#
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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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# @param y [Numo::DFloat] (shape: [n_samples]) The target values to be used for fitting the model.
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# @return [LinearSVR] The learned regressor itself.
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def fit(x, y)
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check_sample_array(x)
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check_tvalue_array(y)
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check_sample_tvalue_size(x, y)
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xx = fit_bias? ? expand_feature(x) : x
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@model = Numo::Liblinear.train(xx, y, liblinear_params)
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@weight_vec, @bias_term = weight_and_bias(@model[:w])
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self
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end
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# Predict values for samples.
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#
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels.
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# @return [Numo::DFloat] (shape: [n_samples]) Predicted value per sample.
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def predict(x)
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check_sample_array(x)
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xx = fit_bias? ? expand_feature(x) : x
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Numo::Liblinear.predict(xx, liblinear_params, @model)
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end
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# Dump marshal data.
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# @return [Hash] The marshal data about LinearSVR.
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def marshal_dump
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{ params: @params,
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model: @model,
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weight_vec: @weight_vec,
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bias_term: @bias_term }
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end
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# Load marshal data.
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# @return [nil]
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def marshal_load(obj)
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@params = obj[:params]
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@model = obj[:model]
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@weight_vec = obj[:weight_vec]
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@bias_term = obj[:bias_term]
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nil
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end
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private
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def expand_feature(x)
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n_samples = x.shape[0]
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Numo::NArray.hstack([x, Numo::DFloat.ones([n_samples, 1]) * bias_scale])
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end
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def weight_and_bias(base_weight)
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bias_vec = 0.0
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weight_mat = base_weight.dup
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if fit_bias?
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bias_vec = weight_mat[-1]
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weight_mat = weight_mat[0...-1].dup
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end
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[weight_mat, bias_vec]
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end
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def liblinear_params
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res = {}
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res[:solver_type] = solver_type
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res[:eps] = @params[:tol]
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res[:C] = @params[:reg_param]
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res[:p] = @params[:epsilon]
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res[:verbose] = @params[:verbose]
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res[:random_seed] = @params[:random_seed]
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res
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end
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def solver_type
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return Numo::Liblinear::SolverType::L2R_L1LOSS_SVR_DUAL if @params[:loss] == 'epsilon_insensitive'
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return Numo::Liblinear::SolverType::L2R_L2LOSS_SVR_DUAL if @params[:dual]
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Numo::Liblinear::SolverType::L2R_L2LOSS_SVR
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end
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def fit_bias?
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@params[:fit_bias]
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end
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def bias_scale
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@params[:bias_scale]
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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 'numo/liblinear'
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require 'rumale/base/base_estimator'
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require 'rumale/base/classifier'
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module Rumale
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module SVM
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# LogisticRegression is a class that provides Logistic Regression in LIBLINEAR with Rumale interface
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#
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# @example
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# estimator = Rumale::SVM::LogisticRegression.new(penalty: 'l2', dual: false, reg_param: 1.0, random_seed: 1)
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# estimator.fit(training_samples, traininig_labels)
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# results = estimator.predict(testing_samples)
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class LogisticRegression
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include Base::BaseEstimator
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include Base::Classifier
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# Return the weight vector for LogisticRegression.
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# @return [Numo::DFloat] (shape: [n_classes, n_features])
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attr_reader :weight_vec
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# Return the bias term (a.k.a. intercept) for LogisticRegression.
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# @return [Numo::DFloat] (shape: [n_classes])
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attr_reader :bias_term
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# Create a new classifier with Logistic Regression.
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#
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# @param penalty [String] The type of norm used in the penalization ('l2' or 'l1').
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# @param dual [Boolean] The flag indicating whether to solve dual optimization problem.
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# When n_samples > n_features, dual = false is more preferable.
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# This parameter is ignored if penalty = 'l1'.
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# @param reg_param [Float] The regularization parameter.
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# @param fit_bias [Boolean] The flag indicating whether to fit the bias term.
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# @param bias_scale [Float] The scale of the bias term.
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# This parameter is ignored if fit_bias = false.
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# @param tol [Float] The tolerance of termination criterion.
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# @param verbose [Boolean] The flag indicating whether to output learning process message
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# @param random_seed [Integer/Nil] The seed value using to initialize the random generator.
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def initialize(penalty: 'l2', dual: true, reg_param: 1.0,
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fit_bias: true, bias_scale: 1.0,
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tol: 1e-3, verbose: false, random_seed: nil)
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check_params_string(penalty: penalty)
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check_params_float(reg_param: reg_param, bias_scale: bias_scale, tol: tol)
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check_params_boolean(dual: dual, fit_bias: fit_bias, verbose: verbose)
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check_params_type_or_nil(Integer, random_seed: random_seed)
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@params = {}
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@params[:penalty] = penalty == 'l1' ? 'l1' : 'l2'
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@params[:dual] = dual
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@params[:reg_param] = reg_param
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@params[:fit_bias] = fit_bias
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@params[:bias_scale] = bias_scale
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@params[:tol] = tol
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@params[:verbose] = verbose
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@params[:random_seed] = random_seed
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@model = nil
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@weight_vec = nil
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@bias_term = nil
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end
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# Fit the model with given training data.
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#
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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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# @param y [Numo::Int32] (shape: [n_samples]) The labels to be used for fitting the model.
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# @return [LogisticRegression] The learned classifier itself.
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def fit(x, y)
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check_sample_array(x)
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check_label_array(y)
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check_sample_label_size(x, y)
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xx = fit_bias? ? expand_feature(x) : x
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@model = Numo::Liblinear.train(xx, y, liblinear_params)
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@weight_vec, @bias_term = weight_and_bias(@model[:w])
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self
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end
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# Calculate confidence scores for samples.
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#
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to compute the scores.
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# @return [Numo::DFloat] (shape: [n_samples, n_classes]) Confidence score per sample.
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def decision_function(x)
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check_sample_array(x)
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xx = fit_bias? ? expand_feature(x) : x
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Numo::Liblinear.decision_function(xx, liblinear_params, @model)
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end
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# Predict class labels for samples.
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#
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels.
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# @return [Numo::Int32] (shape: [n_samples]) Predicted class label per sample.
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def predict(x)
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check_sample_array(x)
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xx = fit_bias? ? expand_feature(x) : x
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Numo::Int32.cast(Numo::Liblinear.predict(xx, liblinear_params, @model))
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end
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# Predict class probability for samples.
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# This method works correctly only if the probability parameter is true.
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#
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the probailities.
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# @return [Numo::DFloat] (shape: [n_samples, n_classes]) Predicted probability of each class per sample.
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def predict_proba(x)
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check_sample_array(x)
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xx = fit_bias? ? expand_feature(x) : x
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Numo::Liblinear.predict_proba(xx, liblinear_params, @model)
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end
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# Dump marshal data.
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# @return [Hash] The marshal data about LogisticRegression.
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def marshal_dump
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{ params: @params,
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model: @model,
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weight_vec: @weight_vec,
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bias_term: @bias_term }
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end
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# Load marshal data.
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# @return [nil]
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def marshal_load(obj)
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@params = obj[:params]
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@model = obj[:model]
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@weight_vec = obj[:weight_vec]
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@bias_term = obj[:bias_term]
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nil
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end
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private
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def expand_feature(x)
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n_samples = x.shape[0]
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Numo::NArray.hstack([x, Numo::DFloat.ones([n_samples, 1]) * bias_scale])
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end
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def weight_and_bias(base_weight)
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if binary_class?
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bias_vec = 0.0
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weight_mat = base_weight.dup
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if fit_bias?
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bias_vec = weight_mat[-1]
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weight_mat = weight_mat[0...-1].dup
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end
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else
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bias_vec = Numo::DFloat.zeros(n_classes)
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weight_mat = base_weight.reshape(n_features, n_classes).transpose.dup
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if fit_bias?
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bias_vec = weight_mat[true, -1].dup
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weight_mat = weight_mat[true, 0...-1].dup
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end
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end
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[weight_mat, bias_vec]
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end
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def liblinear_params
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res = {}
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res[:solver_type] = solver_type
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res[:eps] = @params[:tol]
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res[:C] = @params[:reg_param]
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res[:verbose] = @params[:verbose]
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res[:random_seed] = @params[:random_seed]
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res
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end
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def solver_type
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return Numo::Liblinear::SolverType::L1R_LR if @params[:penalty] == 'l1'
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return Numo::Liblinear::SolverType::L2R_LR_DUAL if @params[:dual]
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Numo::Liblinear::SolverType::L2R_LR
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end
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def binary_class?
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@model[:nr_class] == 2
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end
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def fit_bias?
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@params[:fit_bias]
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end
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def bias_scale
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@params[:bias_scale]
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end
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def n_classes
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@model[:nr_class]
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end
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def n_features
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@model[:nr_feature]
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end
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end
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end
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end
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@@ -0,0 +1,193 @@
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# frozen_string_literal: true
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require 'numo/libsvm'
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require 'rumale/base/base_estimator'
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require 'rumale/base/classifier'
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module Rumale
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module SVM
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# NuSVC is a class that provides Kernel Nu-Support Vector Classifier in LIBSVM with Rumale interface.
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#
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# @example
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# estimator = Rumale::SVM::NuSVC.new(nu: 0.5, kernel: 'rbf', gamma: 10.0, random_seed: 1)
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# estimator.fit(training_samples, traininig_labels)
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# results = estimator.predict(testing_samples)
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class NuSVC
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include Base::BaseEstimator
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include Base::Classifier
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# Create a new classifier with Kernel Nu-Support Vector Classifier.
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#
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# @param nu [Float] The regularization parameter. The interval of nu is (0, 1].
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# @param kernel [String] The type of kernel function ('rbf', 'linear', 'poly', 'sigmoid', and 'precomputed').
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# @param degree [Integer] The degree parameter in polynomial kernel function.
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# @param gamma [Float] The gamma parameter in rbf/poly/sigmoid kernel function.
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# @param coef0 [Float] The coefficient in poly/sigmoid kernel function.
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# @param shrinking [Boolean] The flag indicating whether to use the shrinking heuristics.
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# @param probability [Boolean] The flag indicating whether to train the parameter for probability estimation.
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# @param cache_size [Float] The cache memory size in MB.
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# @param tol [Float] The tolerance of termination criterion.
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# @param verbose [Boolean] The flag indicating whether to output learning process message
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# @param random_seed [Integer/Nil] The seed value using to initialize the random generator.
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def initialize(nu: 0.5, kernel: 'rbf', degree: 3, gamma: 1.0, coef0: 0.0,
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shrinking: true, probability: true, cache_size: 200.0, tol: 1e-3, verbose: false, random_seed: nil)
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check_params_float(nu: nu, gamma: gamma, coef0: coef0, cache_size: cache_size, tol: tol)
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check_params_integer(degree: degree)
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check_params_boolean(shrinking: shrinking, probability: probability, verbose: verbose)
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check_params_type_or_nil(Integer, random_seed: random_seed)
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@params = {}
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@params[:nu] = nu
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@params[:kernel] = kernel
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@params[:degree] = degree
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@params[:gamma] = gamma
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@params[:coef0] = coef0
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@params[:shrinking] = shrinking
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@params[:probability] = probability
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@params[:cache_size] = cache_size
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@params[:tol] = tol
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@params[:verbose] = verbose
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@params[:random_seed] = random_seed
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@model = nil
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end
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# Fit the model with given training data.
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#
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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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# If the kernel is 'precomputed', x must be a square distance matrix (shape: [n_samples, n_samples]).
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# @param y [Numo::Int32] (shape: [n_samples]) The labels to be used for fitting the model.
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# @return [NuSVC] The learned classifier itself.
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def fit(x, y)
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check_sample_array(x)
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check_label_array(y)
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check_sample_label_size(x, y)
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xx = precomputed_kernel? ? add_index_col(x) : x
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@model = Numo::Libsvm.train(xx, y, libsvm_params)
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self
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end
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+
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# Calculate confidence scores for samples.
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#
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to compute the scores.
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# If the kernel is 'precomputed', the shape of x must be [n_samples, n_training_samples].
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# @return [Numo::DFloat] (shape: [n_samples, n_classes]) Confidence score per sample.
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73
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+
def decision_function(x)
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+
check_sample_array(x)
|
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+
xx = precomputed_kernel? ? add_index_col(x) : x
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Numo::Libsvm.decision_function(xx, libsvm_params, @model)
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end
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+
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# Predict class labels for samples.
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#
|
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels.
|
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+
# If the kernel is 'precomputed', the shape of x must be [n_samples, n_training_samples].
|
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|
+
# @return [Numo::Int32] (shape: [n_samples]) Predicted class label per sample.
|
84
|
+
def predict(x)
|
85
|
+
check_sample_array(x)
|
86
|
+
xx = precomputed_kernel? ? add_index_col(x) : x
|
87
|
+
Numo::Int32.cast(Numo::Libsvm.predict(xx, libsvm_params, @model))
|
88
|
+
end
|
89
|
+
|
90
|
+
# Predict class probability for samples.
|
91
|
+
# This method works correctly only if the probability parameter is true.
|
92
|
+
#
|
93
|
+
# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the probailities.
|
94
|
+
# If the kernel is 'precomputed', the shape of x must be [n_samples, n_training_samples].
|
95
|
+
# @return [Numo::DFloat] (shape: [n_samples, n_classes]) Predicted probability of each class per sample.
|
96
|
+
def predict_proba(x)
|
97
|
+
check_sample_array(x)
|
98
|
+
xx = precomputed_kernel? ? add_index_col(x) : x
|
99
|
+
Numo::Libsvm.predict_proba(xx, libsvm_params, @model)
|
100
|
+
end
|
101
|
+
|
102
|
+
# Dump marshal data.
|
103
|
+
# @return [Hash] The marshal data about NuSVC.
|
104
|
+
def marshal_dump
|
105
|
+
{ params: @params,
|
106
|
+
model: @model }
|
107
|
+
end
|
108
|
+
|
109
|
+
# Load marshal data.
|
110
|
+
# @return [nil]
|
111
|
+
def marshal_load(obj)
|
112
|
+
@params = obj[:params]
|
113
|
+
@model = obj[:model]
|
114
|
+
nil
|
115
|
+
end
|
116
|
+
|
117
|
+
# Return the indices of support vectors.
|
118
|
+
# @return [Numo::Int32] (shape: [n_support_vectors])
|
119
|
+
def support
|
120
|
+
@model[:sv_indices]
|
121
|
+
end
|
122
|
+
|
123
|
+
# Return the support_vectors.
|
124
|
+
# @return [Numo::DFloat] (shape: [n_support_vectors, n_features])
|
125
|
+
def support_vectors
|
126
|
+
precomputed_kernel? ? del_index_col(@model[:SV]) : @model[:SV]
|
127
|
+
end
|
128
|
+
|
129
|
+
# Return the number of support vectors for each class.
|
130
|
+
# @return [Numo::Int32] (shape: [n_classes])
|
131
|
+
def n_support
|
132
|
+
@model[:nSV]
|
133
|
+
end
|
134
|
+
|
135
|
+
# Return the coefficients of the support vector in decision function.
|
136
|
+
# @return [Numo::DFloat] (shape: [n_classes - 1, n_support_vectors])
|
137
|
+
def duel_coef
|
138
|
+
@model[:sv_coef]
|
139
|
+
end
|
140
|
+
|
141
|
+
# Return the intercepts in decision function.
|
142
|
+
# @return [Numo::DFloat] (shape: [n_classes * (n_classes - 1) / 2])
|
143
|
+
def intercept
|
144
|
+
@model[:rho]
|
145
|
+
end
|
146
|
+
|
147
|
+
# Return the probability parameter alpha.
|
148
|
+
# @return [Numo::DFloat] (shape: [n_classes * (n_classes - 1) / 2])
|
149
|
+
def prob_a
|
150
|
+
@model[:probA]
|
151
|
+
end
|
152
|
+
|
153
|
+
# Return the probability parameter beta.
|
154
|
+
# @return [Numo::DFloat] (shape: [n_classes * (n_classes - 1) / 2])
|
155
|
+
def prob_b
|
156
|
+
@model[:probB]
|
157
|
+
end
|
158
|
+
|
159
|
+
private
|
160
|
+
|
161
|
+
def add_index_col(x)
|
162
|
+
idx = Numo::Int32.new(x.shape[0]).seq + 1
|
163
|
+
Numo::NArray.hstack([idx.expand_dims(1), x])
|
164
|
+
end
|
165
|
+
|
166
|
+
def del_index_col(x)
|
167
|
+
x[true, 1..-1].dup
|
168
|
+
end
|
169
|
+
|
170
|
+
def precomputed_kernel?
|
171
|
+
@params[:kernel] == 'precomputed'
|
172
|
+
end
|
173
|
+
|
174
|
+
def libsvm_params
|
175
|
+
res = @params.merge(svm_type: Numo::Libsvm::SvmType::C_SVC)
|
176
|
+
res[:kernel_type] = case res.delete(:kernel)
|
177
|
+
when 'linear'
|
178
|
+
Numo::Libsvm::KernelType::LINEAR
|
179
|
+
when 'poly'
|
180
|
+
Numo::Libsvm::KernelType::POLY
|
181
|
+
when 'sigmoid'
|
182
|
+
Numo::Libsvm::KernelType::SIGMOID
|
183
|
+
when 'precomputed'
|
184
|
+
Numo::Libsvm::KernelType::PRECOMPUTED
|
185
|
+
else
|
186
|
+
Numo::Libsvm::KernelType::RBF
|
187
|
+
end
|
188
|
+
res[:eps] = res.delete(:tol)
|
189
|
+
res
|
190
|
+
end
|
191
|
+
end
|
192
|
+
end
|
193
|
+
end
|