rumale-svm 0.1.0

data/lib/rumale/svm/svr.rb

@@ -0,0 +1,160 @@
+# frozen_string_literal: true
+
+require 'numo/libsvm'
+require 'rumale/base/base_estimator'
+require 'rumale/base/regressor'
+
+module Rumale
+  module SVM
+    # SVR is a class that provides Kernel Epsilon-Support Vector Regressor in LIBSVM with Rumale interface.
+    #
+    # @example
+    #   estimator = Rumale::SVM::SVR.new(reg_param: 1.0, kernel: 'rbf', gamma: 10.0, random_seed: 1)
+    #   estimator.fit(training_samples, traininig_target_values)
+    #   results = estimator.predict(testing_samples)
+    class SVR
+      include Base::BaseEstimator
+      include Base::Regressor
+
+      # Create a new regressor with Kernel Epsilon-Support Vector Regressor.
+      #
+      # @param reg_param [Float] The regularization parameter.
+      # @param epsilon [Float] The epsilon parameter in loss function of espsilon-svr.
+      # @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(reg_param: 1.0, epsilon: 0.1, 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(reg_param: reg_param, epsilon: epsilon, 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[:reg_param] = reg_param
+        @params[:epsilon] = epsilon
+        @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 [SVR] 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[:C] = res.delete(:reg_param)
+        res[:p] = res.delete(:epsilon)
+        res[:eps] = res.delete(:tol)
+        res
+      end
+    end
+  end
+end

data/lib/rumale/svm/version.rb

@@ -0,0 +1,10 @@
+# frozen_string_literal: true
+
+# Rumale is a machine learning library in Ruby.
+module Rumale
+  # This module consists of Rumale interfaces for suppor vector machine algorithms with LIBSVM and LIBLINEAR.
+  module SVM
+    # The version of Rumale-SVM you are using.
+    VERSION = '0.1.0'
+  end
+end

data/rumale-svm.gemspec

@@ -0,0 +1,40 @@
+lib = File.expand_path('lib', __dir__)
+$LOAD_PATH.unshift(lib) unless $LOAD_PATH.include?(lib)
+require 'rumale/svm/version'
+
+Gem::Specification.new do |spec|
+  spec.name          = 'rumale-svm'
+  spec.version       = Rumale::SVM::VERSION
+  spec.authors       = ['yoshoku']
+  spec.email         = ['yoshoku@outlook.com']
+
+  spec.summary       = <<~MSG
+    Rumale-SVM provides support vector machine algorithms of LIBSVM and LIBLINEAR with Rumale interface.
+  MSG
+  spec.description = <<~MSG
+    Rumale-SVM provides support vector machine algorithms of LIBSVM and LIBLINEAR with Rumale interface.
+  MSG
+  spec.homepage = 'https://github.com/yoshoku/rumale-svm'
+
+  spec.metadata['homepage_uri'] = spec.homepage
+  spec.metadata['source_code_uri'] = 'https://github.com/yoshoku/rumale-svm'
+  spec.metadata['changelog_uri'] = 'https://github.com/yoshoku/rumale-svm/blob/master/CHANGELOG.md'
+  spec.metadata['documentation_uri'] = 'https://yoshoku.github.io/rumale-svm/doc/'
+
+  # Specify which files should be added to the gem when it is released.
+  # The `git ls-files -z` loads the files in the RubyGem that have been added into git.
+  spec.files = Dir.chdir(File.expand_path(__dir__)) do
+    `git ls-files -z`.split("\x0").reject { |f| f.match(%r{^(test|spec|features)/}) }
+  end
+  spec.bindir        = 'exe'
+  spec.executables   = spec.files.grep(%r{^exe/}) { |f| File.basename(f) }
+  spec.require_paths = ['lib']
+
+  spec.add_runtime_dependency 'numo-liblinear', '~> 1.0'
+  spec.add_runtime_dependency 'numo-libsvm', '~> 1.0'
+  spec.add_runtime_dependency 'rumale'
+  spec.add_development_dependency 'bundler', '~> 2.0'
+  spec.add_development_dependency 'coveralls', '~> 0.8'
+  spec.add_development_dependency 'rake', '~> 10.0'
+  spec.add_development_dependency 'rspec', '~> 3.0'
+end

metadata

@@ -0,0 +1,171 @@
+--- !ruby/object:Gem::Specification
+name: rumale-svm
+version: !ruby/object:Gem::Version
+  version: 0.1.0
+platform: ruby
+authors:
+- yoshoku
+autorequire: 
+bindir: exe
+cert_chain: []
+date: 2019-10-22 00:00:00.000000000 Z
+dependencies:
+- !ruby/object:Gem::Dependency
+  name: numo-liblinear
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.0'
+- !ruby/object:Gem::Dependency
+  name: numo-libsvm
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '1.0'
+- !ruby/object:Gem::Dependency
+  name: rumale
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: bundler
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '2.0'
+- !ruby/object:Gem::Dependency
+  name: coveralls
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.8'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '0.8'
+- !ruby/object:Gem::Dependency
+  name: rake
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '10.0'
+- !ruby/object:Gem::Dependency
+  name: rspec
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+  type: :development
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - "~>"
+      - !ruby/object:Gem::Version
+        version: '3.0'
+description: 'Rumale-SVM provides support vector machine algorithms of LIBSVM and
+  LIBLINEAR with Rumale interface.
+
+  '
+email:
+- yoshoku@outlook.com
+executables: []
+extensions: []
+extra_rdoc_files: []
+files:
+- ".coveralls.yml"
+- ".gitignore"
+- ".rspec"
+- ".travis.yml"
+- CODE_OF_CONDUCT.md
+- Gemfile
+- LICENSE.txt
+- README.md
+- Rakefile
+- bin/console
+- bin/setup
+- lib/rumale/svm.rb
+- lib/rumale/svm/linear_svc.rb
+- lib/rumale/svm/linear_svr.rb
+- lib/rumale/svm/logistic_regression.rb
+- lib/rumale/svm/nu_svc.rb
+- lib/rumale/svm/nu_svr.rb
+- lib/rumale/svm/one_class_svm.rb
+- lib/rumale/svm/svc.rb
+- lib/rumale/svm/svr.rb
+- lib/rumale/svm/version.rb
+- rumale-svm.gemspec
+homepage: https://github.com/yoshoku/rumale-svm
+licenses: []
+metadata:
+  homepage_uri: https://github.com/yoshoku/rumale-svm
+  source_code_uri: https://github.com/yoshoku/rumale-svm
+  changelog_uri: https://github.com/yoshoku/rumale-svm/blob/master/CHANGELOG.md
+  documentation_uri: https://yoshoku.github.io/rumale-svm/doc/
+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: []
+rubyforge_project: 
+rubygems_version: 2.6.14.4
+signing_key: 
+specification_version: 4
+summary: Rumale-SVM provides support vector machine algorithms of LIBSVM and LIBLINEAR
+  with Rumale interface.
+test_files: []