rumale-svm 0.1.0

data/lib/rumale/svm/nu_svr.rb

@@ -0,0 +1,156 @@
+# frozen_string_literal: true
+
+require 'numo/libsvm'
+require 'rumale/base/base_estimator'
+require 'rumale/base/regressor'
+
+module Rumale
+  module SVM
+    # NuSVR is a class that provides Kernel Nu-Support Vector Regressor in LIBSVM with Rumale interface.
+    #
+    # @example
+    #   estimator = Rumale::SVM::NuSVR.new(nu: 0.5, kernel: 'rbf', gamma: 10.0, random_seed: 1)
+    #   estimator.fit(training_samples, traininig_target_values)
+    #   results = estimator.predict(testing_samples)
+    class NuSVR
+      include Base::BaseEstimator
+      include Base::Regressor
+
+      # Create a new regressor with Kernel Nu-Support Vector Regressor.
+      #
+      # @param nu [Float] The regularization parameter. The interval of nu is (0, 1].
+      # @param kernel [String] The type of kernel function ('rbf', 'linear', 'poly', 'sigmoid', and 'precomputed').
+      # @param degree [Integer] The degree parameter in polynomial kernel function.
+      # @param gamma [Float] The gamma parameter in rbf/poly/sigmoid kernel function.
+      # @param coef0 [Float] The coefficient in poly/sigmoid kernel function.
+      # @param shrinking [Boolean] The flag indicating whether to use the shrinking heuristics.
+      # @param cache_size [Float] The cache memory size in MB.
+      # @param tol [Float] The tolerance of termination criterion.
+      # @param verbose [Boolean] The flag indicating whether to output learning process message
+      # @param random_seed [Integer/Nil] The seed value using to initialize the random generator.
+      def initialize(nu: 0.5, kernel: 'rbf', degree: 3, gamma: 1.0, coef0: 0.0,
+                     shrinking: true, cache_size: 200.0, tol: 1e-3, verbose: false, random_seed: nil)
+        check_params_float(nu: nu, gamma: gamma, coef0: coef0, cache_size: cache_size, tol: tol)
+        check_params_integer(degree: degree)
+        check_params_boolean(shrinking: shrinking, verbose: verbose)
+        check_params_type_or_nil(Integer, random_seed: random_seed)
+        @params = {}
+        @params[:nu] = nu
+        @params[:kernel] = kernel
+        @params[:degree] = degree
+        @params[:gamma] = gamma
+        @params[:coef0] = coef0
+        @params[:shrinking] = shrinking
+        @params[:cache_size] = cache_size
+        @params[:tol] = tol
+        @params[:verbose] = verbose
+        @params[:random_seed] = random_seed
+        @model = nil
+      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.
+      #   If the kernel is 'precomputed', x must be a square distance matrix (shape: [n_samples, n_samples]).
+      # @param y [Numo::DFloat] (shape: [n_samples]) The target values to be used for fitting the model.
+      # @return [NuSVR] The learned regressor itself.
+      def fit(x, y)
+        check_sample_array(x)
+        check_tvalue_array(y)
+        check_sample_tvalue_size(x, y)
+        xx = precomputed_kernel? ? add_index_col(x) : x
+        @model = Numo::Libsvm.train(xx, y, libsvm_params)
+        self
+      end
+
+      # Predict values for samples.
+      #
+      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels.
+      #   If the kernel is 'precomputed', the shape of x must be [n_samples, n_training_samples].
+      # @return [Numo::DFloat] (shape: [n_samples]) Predicted value per sample.
+      def predict(x)
+        check_sample_array(x)
+        xx = precomputed_kernel? ? add_index_col(x) : x
+        Numo::Libsvm.predict(xx, libsvm_params, @model)
+      end
+
+      # Dump marshal data.
+      # @return [Hash] The marshal data about SVR.
+      def marshal_dump
+        { params: @params,
+          model: @model }
+      end
+
+      # Load marshal data.
+      # @return [nil]
+      def marshal_load(obj)
+        @params = obj[:params]
+        @model = obj[:model]
+        nil
+      end
+
+      # Return the indices of support vectors.
+      # @return [Numo::Int32] (shape: [n_support_vectors])
+      def support
+        @model[:sv_indices]
+      end
+
+      # Return the support_vectors.
+      # @return [Numo::DFloat] (shape: [n_support_vectors, n_features])
+      def support_vectors
+        precomputed_kernel? ? del_index_col(@model[:SV]) : @model[:SV]
+      end
+
+      # Return the number of support vectors.
+      # @return [Integer]
+      def n_support
+        support.size
+      end
+
+      # Return the coefficients of the support vector in decision function.
+      # @return [Numo::DFloat] (shape: [1, n_support_vectors])
+      def duel_coef
+        @model[:sv_coef]
+      end
+
+      # Return the intercepts in decision function.
+      # @return [Numo::DFloat] (shape: [1])
+      def intercept
+        @model[:rho]
+      end
+
+      private
+
+      def add_index_col(x)
+        idx = Numo::Int32.new(x.shape[0]).seq + 1
+        Numo::NArray.hstack([idx.expand_dims(1), x])
+      end
+
+      def del_index_col(x)
+        x[true, 1..-1].dup
+      end
+
+      def precomputed_kernel?
+        @params[:kernel] == 'precomputed'
+      end
+
+      def libsvm_params
+        res = @params.merge(svm_type: Numo::Libsvm::SvmType::EPSILON_SVR)
+        res[:kernel_type] = case res.delete(:kernel)
+                            when 'linear'
+                              Numo::Libsvm::KernelType::LINEAR
+                            when 'poly'
+                              Numo::Libsvm::KernelType::POLY
+                            when 'sigmoid'
+                              Numo::Libsvm::KernelType::SIGMOID
+                            when 'precomputed'
+                              Numo::Libsvm::KernelType::PRECOMPUTED
+                            else
+                              Numo::Libsvm::KernelType::RBF
+                            end
+        res[:eps] = res.delete(:tol)
+        res
+      end
+    end
+  end
+end

data/lib/rumale/svm/one_class_svm.rb

@@ -0,0 +1,150 @@
+# frozen_string_literal: true
+
+require 'numo/libsvm'
+require 'rumale/base/base_estimator'
+require 'rumale/validation'
+
+module Rumale
+  module SVM
+    # OneClassSVM is a class that provides One-class Support Vector Machine in LIBSVM with Rumale interface.
+    #
+    # @example
+    #   estimator = Rumale::SVM::OneClassSVM.new(nu: 0.5, kernel: 'rbf', gamma: 10.0, random_seed: 1)
+    #   estimator.fit(training_samples, traininig_labels)
+    #   results = estimator.predict(testing_samples)
+    class OneClassSVM
+      include Base::BaseEstimator
+      include Validation
+
+      # Create a new estimator with One-class Support Vector Machine.
+      #
+      # @param nu [Float] The regularization parameter. The interval of nu is (0, 1].
+      # @param kernel [String] The type of kernel function ('rbf', 'linear', 'poly', 'sigmoid', and 'precomputed').
+      # @param degree [Integer] The degree parameter in polynomial kernel function.
+      # @param gamma [Float] The gamma parameter in rbf/poly/sigmoid kernel function.
+      # @param coef0 [Float] The coefficient in poly/sigmoid kernel function.
+      # @param shrinking [Boolean] The flag indicating whether to use the shrinking heuristics.
+      # @param cache_size [Float] The cache memory size in MB.
+      # @param tol [Float] The tolerance of termination criterion.
+      # @param verbose [Boolean] The flag indicating whether to output learning process message
+      # @param random_seed [Integer/Nil] The seed value using to initialize the random generator.
+      def initialize(nu: 1.0, kernel: 'rbf', degree: 3, gamma: 1.0, coef0: 0.0,
+                     shrinking: true, cache_size: 200.0, tol: 1e-3, verbose: false, random_seed: nil)
+        check_params_float(nu: nu, gamma: gamma, coef0: coef0, cache_size: cache_size, tol: tol)
+        check_params_integer(degree: degree)
+        check_params_boolean(shrinking: shrinking, verbose: verbose)
+        check_params_type_or_nil(Integer, random_seed: random_seed)
+        @params = {}
+        @params[:nu] = nu
+        @params[:kernel] = kernel
+        @params[:degree] = degree
+        @params[:gamma] = gamma
+        @params[:coef0] = coef0
+        @params[:shrinking] = shrinking
+        @params[:cache_size] = cache_size
+        @params[:tol] = tol
+        @params[:verbose] = verbose
+        @params[:random_seed] = random_seed
+        @model = nil
+      end
+
+      # Fit the model with given training data.
+      #
+      # @overload fit(x) -> OneClassSVM
+      #   @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
+      #     If the kernel is 'precomputed', x must be a square distance matrix (shape: [n_samples, n_samples]).
+      # @return [OneClassSVM] The learned estimator itself.
+      def fit(x, _y = nil)
+        check_sample_array(x)
+        dummy = Numo::DFloat.ones(x.shape[0])
+        @model = Numo::Libsvm.train(x, dummy, libsvm_params)
+        self
+      end
+
+      # Calculate confidence scores for samples.
+      #
+      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to compute the scores.
+      #   If the kernel is 'precomputed', the shape of x must be [n_samples, n_training_samples].
+      # @return [Numo::DFloat] (shape: [n_samples, n_classes]) Confidence score per sample.
+      def decision_function(x)
+        check_sample_array(x)
+        Numo::Libsvm.decision_function(x, libsvm_params, @model)
+      end
+
+      # Predict class labels for samples.
+      #
+      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels.
+      #   If the kernel is 'precomputed', the shape of x must be [n_samples, n_training_samples].
+      # @return [Numo::Int32] (shape: [n_samples]) Predicted label per sample.
+      def predict(x)
+        check_sample_array(x)
+        Numo::Int32.cast(Numo::Libsvm.predict(x, libsvm_params, @model))
+      end
+
+      # Dump marshal data.
+      # @return [Hash] The marshal data about SVC.
+      def marshal_dump
+        { params: @params,
+          model: @model }
+      end
+
+      # Load marshal data.
+      # @return [nil]
+      def marshal_load(obj)
+        @params = obj[:params]
+        @model = obj[:model]
+        nil
+      end
+
+      # Return the indices of support vectors.
+      # @return [Numo::Int32] (shape: [n_support_vectors])
+      def support
+        @model[:sv_indices]
+      end
+
+      # Return the support_vectors.
+      # @return [Numo::DFloat] (shape: [n_support_vectors, n_features])
+      def support_vectors
+        @model[:SV]
+      end
+
+      # Return the number of support vectors.
+      # @return [Integer]
+      def n_support
+        @model[:sv_indices].size
+      end
+
+      # Return the coefficients of the support vector in decision function.
+      # @return [Numo::DFloat] (shape: [1, n_support_vectors])
+      def duel_coef
+        @model[:sv_coef]
+      end
+
+      # Return the intercepts in decision function.
+      # @return [Numo::DFloat] (shape: [1])
+      def intercept
+        @model[:rho]
+      end
+
+      private
+
+      def libsvm_params
+        res = @params.merge(svm_type: Numo::Libsvm::SvmType::ONE_CLASS)
+        res[:kernel_type] = case res.delete(:kernel)
+                            when 'linear'
+                              Numo::Libsvm::KernelType::LINEAR
+                            when 'poly'
+                              Numo::Libsvm::KernelType::POLY
+                            when 'sigmoid'
+                              Numo::Libsvm::KernelType::SIGMOID
+                            when 'precomputed'
+                              Numo::Libsvm::KernelType::PRECOMPUTED
+                            else
+                              Numo::Libsvm::KernelType::RBF
+                            end
+        res[:eps] = res.delete(:tol)
+        res
+      end
+    end
+  end
+end

data/lib/rumale/svm/svc.rb

@@ -0,0 +1,194 @@
+# frozen_string_literal: true
+
+require 'numo/libsvm'
+require 'rumale/base/base_estimator'
+require 'rumale/base/classifier'
+
+module Rumale
+  module SVM
+    # SVC is a class that provides Kernel C-Support Vector Classifier in LIBSVM with Rumale interface.
+    #
+    # @example
+    #   estimator = Rumale::SVM::SVC.new(reg_param: 1.0, kernel: 'rbf', gamma: 10.0, random_seed: 1)
+    #   estimator.fit(training_samples, traininig_labels)
+    #   results = estimator.predict(testing_samples)
+    class SVC
+      include Base::BaseEstimator
+      include Base::Classifier
+
+      # Create a new classifier with Kernel C-Support Vector Classifier.
+      #
+      # @param reg_param [Float] The regularization parameter.
+      # @param kernel [String] The type of kernel function ('rbf', 'linear', 'poly', 'sigmoid', and 'precomputed').
+      # @param degree [Integer] The degree parameter in polynomial kernel function.
+      # @param gamma [Float] The gamma parameter in rbf/poly/sigmoid kernel function.
+      # @param coef0 [Float] The coefficient in poly/sigmoid kernel function.
+      # @param shrinking [Boolean] The flag indicating whether to use the shrinking heuristics.
+      # @param probability [Boolean] The flag indicating whether to train the parameter for probability estimation.
+      # @param cache_size [Float] The cache memory size in MB.
+      # @param tol [Float] The tolerance of termination criterion.
+      # @param verbose [Boolean] The flag indicating whether to output learning process message
+      # @param random_seed [Integer/Nil] The seed value using to initialize the random generator.
+      def initialize(reg_param: 1.0, kernel: 'rbf', degree: 3, gamma: 1.0, coef0: 0.0,
+                     shrinking: true, probability: true, cache_size: 200.0, tol: 1e-3, verbose: false, random_seed: nil)
+        check_params_float(reg_param: reg_param, gamma: gamma, coef0: coef0, cache_size: cache_size, tol: tol)
+        check_params_integer(degree: degree)
+        check_params_boolean(shrinking: shrinking, probability: probability, verbose: verbose)
+        check_params_type_or_nil(Integer, random_seed: random_seed)
+        @params = {}
+        @params[:reg_param] = reg_param
+        @params[:kernel] = kernel
+        @params[:degree] = degree
+        @params[:gamma] = gamma
+        @params[:coef0] = coef0
+        @params[:shrinking] = shrinking
+        @params[:probability] = probability
+        @params[:cache_size] = cache_size
+        @params[:tol] = tol
+        @params[:verbose] = verbose
+        @params[:random_seed] = random_seed
+        @model = nil
+      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.
+      #   If the kernel is 'precomputed', x must be a square distance matrix (shape: [n_samples, n_samples]).
+      # @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)
+        check_sample_array(x)
+        check_label_array(y)
+        check_sample_label_size(x, y)
+        xx = precomputed_kernel? ? add_index_col(x) : x
+        @model = Numo::Libsvm.train(xx, y, libsvm_params)
+        self
+      end
+
+      # Calculate confidence scores for samples.
+      #
+      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to compute the scores.
+      #   If the kernel is 'precomputed', the shape of x must be [n_samples, n_training_samples].
+      # @return [Numo::DFloat] (shape: [n_samples, n_classes]) Confidence score per sample.
+      def decision_function(x)
+        check_sample_array(x)
+        xx = precomputed_kernel? ? add_index_col(x) : x
+        Numo::Libsvm.decision_function(xx, libsvm_params, @model)
+      end
+
+      # Predict class labels for samples.
+      #
+      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels.
+      #   If the kernel is 'precomputed', the shape of x must be [n_samples, n_training_samples].
+      # @return [Numo::Int32] (shape: [n_samples]) Predicted class label per sample.
+      def predict(x)
+        check_sample_array(x)
+        xx = precomputed_kernel? ? add_index_col(x) : x
+        Numo::Int32.cast(Numo::Libsvm.predict(xx, libsvm_params, @model))
+      end
+
+      # Predict class probability for samples.
+      # This method works correctly only if the probability parameter is true.
+      #
+      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the probailities.
+      #   If the kernel is 'precomputed', the shape of x must be [n_samples, n_training_samples].
+      # @return [Numo::DFloat] (shape: [n_samples, n_classes]) Predicted probability of each class per sample.
+      def predict_proba(x)
+        check_sample_array(x)
+        xx = precomputed_kernel? ? add_index_col(x) : x
+        Numo::Libsvm.predict_proba(xx, libsvm_params, @model)
+      end
+
+      # Dump marshal data.
+      # @return [Hash] The marshal data about SVC.
+      def marshal_dump
+        { params: @params,
+          model: @model }
+      end
+
+      # Load marshal data.
+      # @return [nil]
+      def marshal_load(obj)
+        @params = obj[:params]
+        @model = obj[:model]
+        nil
+      end
+
+      # Return the indices of support vectors.
+      # @return [Numo::Int32] (shape: [n_support_vectors])
+      def support
+        @model[:sv_indices]
+      end
+
+      # Return the support_vectors.
+      # @return [Numo::DFloat] (shape: [n_support_vectors, n_features])
+      def support_vectors
+        precomputed_kernel? ? del_index_col(@model[:SV]) : @model[:SV]
+      end
+
+      # Return the number of support vectors for each class.
+      # @return [Numo::Int32] (shape: [n_classes])
+      def n_support
+        @model[:nSV]
+      end
+
+      # Return the coefficients of the support vector in decision function.
+      # @return [Numo::DFloat] (shape: [n_classes - 1, n_support_vectors])
+      def duel_coef
+        @model[:sv_coef]
+      end
+
+      # Return the intercepts in decision function.
+      # @return [Numo::DFloat] (shape: [n_classes * (n_classes - 1) / 2])
+      def intercept
+        @model[:rho]
+      end
+
+      # Return the probability parameter alpha.
+      # @return [Numo::DFloat] (shape: [n_classes * (n_classes - 1) / 2])
+      def prob_a
+        @model[:probA]
+      end
+
+      # Return the probability parameter beta.
+      # @return [Numo::DFloat] (shape: [n_classes * (n_classes - 1) / 2])
+      def prob_b
+        @model[:probB]
+      end
+
+      private
+
+      def add_index_col(x)
+        idx = Numo::Int32.new(x.shape[0]).seq + 1
+        Numo::NArray.hstack([idx.expand_dims(1), x])
+      end
+
+      def del_index_col(x)
+        x[true, 1..-1].dup
+      end
+
+      def precomputed_kernel?
+        @params[:kernel] == 'precomputed'
+      end
+
+      def libsvm_params
+        res = @params.merge(svm_type: Numo::Libsvm::SvmType::C_SVC)
+        res[:kernel_type] = case res.delete(:kernel)
+                            when 'linear'
+                              Numo::Libsvm::KernelType::LINEAR
+                            when 'poly'
+                              Numo::Libsvm::KernelType::POLY
+                            when 'sigmoid'
+                              Numo::Libsvm::KernelType::SIGMOID
+                            when 'precomputed'
+                              Numo::Libsvm::KernelType::PRECOMPUTED
+                            else
+                              Numo::Libsvm::KernelType::RBF
+                            end
+        res[:C] = res.delete(:reg_param)
+        res[:eps] = res.delete(:tol)
+        res
+      end
+    end
+  end
+end