rumale-svm 0.7.0 → 0.9.0
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- checksums.yaml +4 -4
- data/CHANGELOG.md +7 -1
- data/LICENSE.txt +1 -1
- data/README.md +1 -6
- data/lib/rumale/svm/linear_one_class_svm.rb +8 -13
- data/lib/rumale/svm/linear_svc.rb +14 -17
- data/lib/rumale/svm/linear_svr.rb +10 -13
- data/lib/rumale/svm/locally_linear_svc.rb +261 -0
- data/lib/rumale/svm/logistic_regression.rb +13 -17
- data/lib/rumale/svm/nu_svc.rb +14 -17
- data/lib/rumale/svm/nu_svr.rb +10 -13
- data/lib/rumale/svm/one_class_svm.rb +11 -17
- data/lib/rumale/svm/svc.rb +14 -17
- data/lib/rumale/svm/svr.rb +10 -14
- data/lib/rumale/svm/version.rb +2 -2
- data/lib/rumale/svm.rb +1 -0
- metadata +8 -13
checksums.yaml
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SHA256:
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metadata.gz:
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metadata.gz: 3f2ff48c445b9b5cfc804a17acb3f0c2563512eca01482c81c18fa8e662f9855e45abaede8ab5d7a8b087de84c131f2863f730d0313374b6af97480509fdd18f
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data.tar.gz: 53747b28e162327cb11a9a5db9343d6baaad09e636909d8149c8ced58ba930a757b6251252968ddc7a7187c651abc56fb0ed046fde3ec6fcdc6a0d718404f420
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data/CHANGELOG.md
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# 0.9.0
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- Add Rumale::SVM::LocallyLinearSVC that is classifier with locally linear support vector machine.
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# 0.8.0
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- Refactor to support the new Rumale API.
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# 0.7.0
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- Support for probabilistic outputs with Rumale::SVM::OneClassSVM.
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- Update numo-libsvm depedency to v2.1 or higher.
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- Update numo-libsvm and numo-liblinear depedency to v2.0 or higher.
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# 0.5.1
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-
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- Refactor specs and config files.
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# 0.5.0
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- Add type declaration files.
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data/LICENSE.txt
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data/README.md
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# Rumale::SVM
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[![Build Status](https://github.com/yoshoku/rumale-svm/workflows/build/badge.svg)](https://github.com/yoshoku/rumale-svm/actions?query=workflow%3Abuild)
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[![Coverage Status](https://coveralls.io/repos/github/yoshoku/rumale-svm/badge.svg?branch=main)](https://coveralls.io/github/yoshoku/rumale-svm?branch=main)
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[![Gem Version](https://badge.fury.io/rb/rumale-svm.svg)](https://badge.fury.io/rb/rumale-svm)
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[![BSD 3-Clause License](https://img.shields.io/badge/License-BSD%203--Clause-orange.svg)](https://github.com/yoshoku/rumale-svm/blob/main/LICENSE.txt)
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[![Documentation](https://img.shields.io/badge/api-reference-blue.svg)](https://yoshoku.github.io/rumale-svm/doc/)
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Rumale::SVM provides support vector machine algorithms
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Rumale::SVM provides support vector machine algorithms using
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[LIBSVM](https://www.csie.ntu.edu.tw/~cjlin/libsvm/) and [LIBLINEAR](https://www.csie.ntu.edu.tw/~cjlin/liblinear/)
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with [Rumale](https://github.com/yoshoku/rumale) interface.
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Many machine learning libraries use LIBSVM and LIBLINEAR as background libraries of support vector machine algorithms.
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On the other hand, Rumale implements support vector machine algorithms based on the mini-batch stochastic gradient descent method
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implemented in Ruby.
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Rumale::SVM adds the functions of support vector machine similar to general machine learning libraries to Rumale.
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## Installation
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# frozen_string_literal: true
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require 'numo/liblinear'
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require 'rumale/base/
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require 'rumale/base/estimator'
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require 'rumale/validation'
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module Rumale
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# estimator = Rumale::SVM::LinearOneClassSVM.new(nu: 0.05, 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 LinearOneClassSVM
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include Base::BaseEstimator
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include Validation
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-
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class LinearOneClassSVM < Rumale::Base::Estimator
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# Return the weight vector for LinearOneClassSVM.
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# @return [Numo::DFloat] (shape: [n_features])
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attr_reader :weight_vec
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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: 0.05, reg_param: 1.0, tol: 1e-3, verbose: false, random_seed: nil)
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-
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check_params_boolean(verbose: verbose)
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check_params_numeric_or_nil(random_seed: random_seed)
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super()
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@params = {}
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@params[:nu] = nu.to_f
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@params[:reg_param] = reg_param.to_f
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#
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# @return [LinearOneClassSVM] The learned estimator itself.
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def fit(x, _y = nil)
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x = check_convert_sample_array(x)
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x = Rumale::Validation.check_convert_sample_array(x)
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dummy = Numo::DFloat.ones(x.shape[0])
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@model = Numo::Liblinear.train(x, dummy, liblinear_params)
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@weight_vec = @model[:w].dup
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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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raise "#{self.class.name}
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x = check_convert_sample_array(x)
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raise "#{self.class.name}##{__method__} expects to be called after training the model with the fit method." unless trained?
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x = Rumale::Validation.check_convert_sample_array(x)
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Numo::Liblinear.decision_function(x, liblinear_params, @model)
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end
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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 label per sample.
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def predict(x)
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raise "#{self.class.name}
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x = check_convert_sample_array(x)
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raise "#{self.class.name}##{__method__} expects to be called after training the model with the fit method." unless trained?
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x = Rumale::Validation.check_convert_sample_array(x)
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Numo::Int32.cast(Numo::Liblinear.predict(x, liblinear_params, @model))
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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/
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require 'rumale/base/estimator'
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require 'rumale/base/classifier'
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require 'rumale/probabilistic_output'
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require 'rumale/validation'
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module Rumale
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module SVM
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# estimator = Rumale::SVM::LinearSVC.new(penalty: 'l2', loss: 'squared_hinge', 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 LinearSVC
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include Base::
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include Base::Classifier
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class LinearSVC < Rumale::Base::Estimator
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include Rumale::Base::Classifier
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# Return the weight vector for LinearSVC.
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# @return [Numo::DFloat] (shape: [n_classes, n_features])
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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', loss: 'squared_hinge', dual: true, reg_param: 1.0,
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fit_bias: true, bias_scale: 1.0, probability: false, tol: 1e-3, verbose: false, random_seed: nil)
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-
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check_params_numeric(reg_param: reg_param, bias_scale: bias_scale, tol: tol)
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check_params_boolean(dual: dual, fit_bias: fit_bias, probability: probability, verbose: verbose)
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check_params_numeric_or_nil(random_seed: random_seed)
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super()
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@params = {}
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@params[:penalty] = penalty == 'l1' ? 'l1' : 'l2'
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@params[:loss] = loss == 'hinge' ? 'hinge' : 'squared_hinge'
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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 [LinearSVC] The learned classifier itself.
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def fit(x, y)
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x = check_convert_sample_array(x)
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y = check_convert_label_array(y)
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-
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x = Rumale::Validation.check_convert_sample_array(x)
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y = Rumale::Validation.check_convert_label_array(y)
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Rumale::Validation.check_sample_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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# @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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raise "#{self.class.name}
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x = check_convert_sample_array(x)
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raise "#{self.class.name}##{__method__} expects to be called after training the model with the fit method." unless trained?
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x = Rumale::Validation.check_convert_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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# @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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raise "#{self.class.name}
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x = check_convert_sample_array(x)
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raise "#{self.class.name}##{__method__} expects to be called after training the model with the fit method." unless trained?
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x = Rumale::Validation.check_convert_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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# @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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raise "#{self.class.name}
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x = check_convert_sample_array(x)
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raise "#{self.class.name}##{__method__} expects to be called after training the model with the fit method." unless trained?
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x = Rumale::Validation.check_convert_sample_array(x)
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if binary_class?
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probs = Numo::DFloat.zeros(x.shape[0], 2)
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probs[true, 0] = 1.0 / (Numo::NMath.exp(@prob_param[0] * decision_function(x) + @prob_param[1]) + 1.0)
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# frozen_string_literal: true
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require 'numo/libsvm'
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require 'rumale/base/
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require 'rumale/base/estimator'
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require 'rumale/base/regressor'
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require 'rumale/validation'
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module Rumale
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module SVM
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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::
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include Base::Regressor
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class LinearSVR < Rumale::Base::Estimator
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include Rumale::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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# @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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-
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check_params_numeric(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_numeric_or_nil(random_seed: random_seed)
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super()
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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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# @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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x = check_convert_sample_array(x)
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y =
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-
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x = Rumale::Validation.check_convert_sample_array(x)
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y = Rumale::Validation.check_convert_target_value_array(y)
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Rumale::Validation.check_sample_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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# @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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raise "#{self.class.name}
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x = check_convert_sample_array(x)
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raise "#{self.class.name}##{__method__} expects to be called after training the model with the fit method." unless trained?
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x = Rumale::Validation.check_convert_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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# frozen_string_literal: true
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require 'rumale/base/estimator'
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require 'rumale/base/classifier'
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require 'rumale/pairwise_metric'
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require 'rumale/utils'
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require 'rumale/validation'
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module Rumale
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module SVM
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# LocallyLinearSVC is a class that implements Locally Linear Support Vector Classifier with the squared hinge loss.
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# This classifier requires Numo::Linalg (or Numo::TinyLinalg) and Lbfgsb gems,
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# but they are listed in the runtime dependencies of Rumale::SVM.
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# Therefore, you should install and load Numo::Linalg and Lbfgsb gems explicitly to use this classifier.
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#
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# @example
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# require 'numo/linalg/autoloader'
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# require 'lbfgsb'
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# require 'rumale/svm'
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#
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# estimator = Rumale::SVM::LocallyLinearSVC.new(reg_param: 1.0, n_anchors: 128)
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# estimator.fit(training_samples, traininig_labels)
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# results = estimator.predict(testing_samples)
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#
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# *Reference*
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# - Ladicky, L., and Torr, P H.S., "Locally Linear Support Vector Machines," Proc. ICML'11, pp. 985--992, 2011.
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class LocallyLinearSVC < Rumale::Base::Estimator
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+
include Rumale::Base::Classifier
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+
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# Return the class labels.
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# @return [Numo::Int32] (size: n_classes)
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+
attr_reader :classes
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+
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34
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+
# Return the anchor vectors.
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# @return [Numo::DFloat] (shape: [n_anchors, n_features])
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attr_reader :anchors
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+
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+
# Return the weight vector.
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# @return [Numo::DFloat] (shape: [n_classes, n_anchors, n_features])
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+
attr_reader :weight_vec
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+
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# Return the bias term (a.k.a. intercept).
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# @return [Numo::DFloat] (shape: [n_classes, n_anchors])
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+
attr_reader :bias_term
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45
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+
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46
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+
# Create a new classifier with Locally Linear Support Vector Machine.
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+
#
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# @param reg_param [Float] The regularization parameter for weight vector.
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+
# @param reg_param_local [Float] The regularization parameter for local coordinate.
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50
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+
# @param max_iter [Integer] The maximum number of iterations.
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51
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+
# @param tol [Float] The tolerance of termination criterion for finding anchors with k-means algorithm.
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# @param n_anchors [Integer] The number of anchors.
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# @param n_neighbors [Integer] The number of neighbors.
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+
# @param fit_bias [Boolean] The flag indicating whether to fit bias term.
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+
# @param bias_scale [Float] The scale parameter for bias term.
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+
# @param random_seed [Integer] The seed value using to initialize the random generator.
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+
def initialize(reg_param: 1.0, reg_param_local: 1e-4, max_iter: 100, tol: 1e-4,
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n_anchors: 128, n_neighbors: 10, fit_bias: true, bias_scale: 1.0, random_seed: nil)
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raise 'LocallyLinearSVC requires Numo::Linalg but that is not loaded' unless enable_linalg?(warning: false)
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+
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super()
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@params = {
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reg_param: reg_param,
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reg_param_local: reg_param_local,
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+
max_iter: max_iter,
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+
n_anchors: n_anchors,
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+
tol: tol,
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+
n_neighbors: n_neighbors,
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fit_bias: fit_bias,
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+
bias_scale: bias_scale,
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71
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+
random_seed: random_seed || srand
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72
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+
}
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73
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+
@rng = Random.new(@params[:random_seed])
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74
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+
end
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+
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76
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+
# Fit the model with given training data.
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+
#
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78
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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 [LocallyLinearSVC] The learned classifier itself.
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81
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+
def fit(x, y)
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x = Rumale::Validation.check_convert_sample_array(x)
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y = Rumale::Validation.check_convert_label_array(y)
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+
Rumale::Validation.check_sample_size(x, y)
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raise 'LocallyLinearSVC#fit requires Lbfgsb but that is not loaded' unless defined?(Lbfgsb)
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+
|
87
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+
@classes = Numo::Int32[*y.to_a.uniq.sort]
|
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+
|
89
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+
find_anchors(x)
|
90
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+
n_samples, n_features = x.shape
|
91
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+
@coeff = Numo::DFloat.zeros(n_samples, @params[:n_anchors])
|
92
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+
n_samples.times do |i|
|
93
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+
xi = x[i, true]
|
94
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+
@coeff[i, true] = local_coordinates(xi)
|
95
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+
end
|
96
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+
|
97
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+
x = expand_feature(x) if fit_bias?
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98
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+
|
99
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+
if multiclass_problem?
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100
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+
n_classes = @classes.size
|
101
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+
@weight_vec = Numo::DFloat.zeros(n_classes, @params[:n_anchors], n_features)
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102
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+
@bias_term = Numo::DFloat.zeros(n_classes, @params[:n_anchors])
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103
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+
n_classes.times do |n|
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104
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+
bin_y = Numo::Int32.cast(y.eq(@classes[n])) * 2 - 1
|
105
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+
w, b = partial_fit(x, bin_y)
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+
@weight_vec[n, true, true] = w
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107
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+
@bias_term[n, true] = b
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108
|
+
end
|
109
|
+
else
|
110
|
+
negative_label = @classes[0]
|
111
|
+
bin_y = Numo::Int32.cast(y.ne(negative_label)) * 2 - 1
|
112
|
+
@weight_vec, @bias_term = partial_fit(x, bin_y)
|
113
|
+
end
|
114
|
+
|
115
|
+
self
|
116
|
+
end
|
117
|
+
|
118
|
+
# Calculate confidence scores for samples.
|
119
|
+
#
|
120
|
+
# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to compute the scores.
|
121
|
+
# @return [Numo::DFloat] (shape: [n_samples, n_classes]) Confidence score per sample.
|
122
|
+
def decision_function(x)
|
123
|
+
x = Rumale::Validation.check_convert_sample_array(x)
|
124
|
+
n_samples = x.shape[0]
|
125
|
+
|
126
|
+
if multiclass_problem?
|
127
|
+
n_classes = @classes.size
|
128
|
+
df = Numo::DFloat.zeros(n_samples, n_classes)
|
129
|
+
n_samples.times do |i|
|
130
|
+
xi = x[i, true]
|
131
|
+
coeff = local_coordinates(xi)
|
132
|
+
n_classes.times do |j|
|
133
|
+
df[i, j] = coeff.dot(@weight_vec[j, true, true]).dot(xi) + coeff.dot(@bias_term[j, true])
|
134
|
+
end
|
135
|
+
end
|
136
|
+
else
|
137
|
+
df = Numo::DFloat.zeros(n_samples)
|
138
|
+
n_samples.times do |i|
|
139
|
+
xi = x[i, true]
|
140
|
+
coeff = local_coordinates(xi)
|
141
|
+
df[i] = coeff.dot(@weight_vec).dot(xi) + coeff.dot(@bias_term)
|
142
|
+
end
|
143
|
+
end
|
144
|
+
df
|
145
|
+
end
|
146
|
+
|
147
|
+
# Predict class labels for samples.
|
148
|
+
#
|
149
|
+
# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels.
|
150
|
+
# @return [Numo::Int32] (shape: [n_samples]) Predicted class label per sample.
|
151
|
+
def predict(x)
|
152
|
+
x = Rumale::Validation.check_convert_sample_array(x)
|
153
|
+
n_samples = x.shape[0]
|
154
|
+
|
155
|
+
if multiclass_problem?
|
156
|
+
df = decision_function(x)
|
157
|
+
predicted = Array.new(n_samples) { |n| @classes[df[n, true].max_index] }
|
158
|
+
else
|
159
|
+
df = decision_function(x).ge(0.0).to_a
|
160
|
+
predicted = Array.new(n_samples) { |n| @classes[df[n]] }
|
161
|
+
end
|
162
|
+
Numo::Int32.asarray(predicted)
|
163
|
+
end
|
164
|
+
|
165
|
+
private
|
166
|
+
|
167
|
+
def partial_fit(base_x, bin_y) # rubocop:disable Metrics/AbcSize
|
168
|
+
fnc = proc do |w, x, y, coeff, reg_param|
|
169
|
+
n_anchors = coeff.shape[1]
|
170
|
+
n_samples, n_features = x.shape
|
171
|
+
w = w.reshape(n_anchors, n_features)
|
172
|
+
z = (coeff * x.dot(w.transpose)).sum(axis: 1)
|
173
|
+
t = 1 - y * z
|
174
|
+
indices = t.gt(0)
|
175
|
+
grad = reg_param * w
|
176
|
+
if indices.count.positive?
|
177
|
+
sx = x[indices, true]
|
178
|
+
sy = y[indices]
|
179
|
+
sc = coeff[indices, true]
|
180
|
+
sz = z[indices]
|
181
|
+
grad += 2.fdiv(n_samples) * (sc.transpose * (sz - sy)).dot(sx)
|
182
|
+
end
|
183
|
+
loss = 0.5 * reg_param * w.dot(w.transpose).trace + (x.class.maximum(0, t)**2).sum.fdiv(n_samples)
|
184
|
+
[loss, grad.reshape(n_anchors * n_features)]
|
185
|
+
end
|
186
|
+
|
187
|
+
n_features = base_x.shape[1]
|
188
|
+
sub_rng = @rng.dup
|
189
|
+
w_init = 2.0 * ::Rumale::Utils.rand_uniform(@params[:n_anchors] * n_features, sub_rng) - 1.0
|
190
|
+
|
191
|
+
res = Lbfgsb.minimize(
|
192
|
+
fnc: fnc, jcb: true, x_init: w_init, args: [base_x, bin_y, @coeff, @params[:reg_param]],
|
193
|
+
maxiter: @params[:max_iter], factr: @params[:tol] / Lbfgsb::DBL_EPSILON,
|
194
|
+
verbose: @params[:verbose] ? 1 : -1
|
195
|
+
)
|
196
|
+
|
197
|
+
w = res[:x].reshape(@params[:n_anchors], n_features)
|
198
|
+
|
199
|
+
if fit_bias?
|
200
|
+
[w[true, 0...-1].dup, w[true, -1].dup]
|
201
|
+
else
|
202
|
+
[w, Numo::DFloat.zeros(@params[:n_anchors])]
|
203
|
+
end
|
204
|
+
end
|
205
|
+
|
206
|
+
def local_coordinates(xi)
|
207
|
+
neighbor_ids = find_neighbors(xi)
|
208
|
+
diff = @anchors[neighbor_ids, true] - xi
|
209
|
+
gram_mat = diff.dot(diff.transpose)
|
210
|
+
gram_mat[gram_mat.diag_indices] += @params[:reg_param_local].fdiv(@params[:n_neighbors]) * gram_mat.trace
|
211
|
+
local_coeff = Numo::Linalg.solve(gram_mat, Numo::DFloat.ones(@params[:n_neighbors]))
|
212
|
+
local_coeff /= local_coeff.sum # + 1e-8
|
213
|
+
coeff = Numo::DFloat.zeros(@params[:n_anchors])
|
214
|
+
coeff[neighbor_ids] = local_coeff
|
215
|
+
coeff
|
216
|
+
end
|
217
|
+
|
218
|
+
def find_neighbors(xi)
|
219
|
+
diff = @anchors - xi
|
220
|
+
dist = (diff**2).sum(axis: 1)
|
221
|
+
dist.sort_index.to_a[0...@params[:n_neighbors]]
|
222
|
+
end
|
223
|
+
|
224
|
+
def find_anchors(x)
|
225
|
+
n_samples = x.shape[0]
|
226
|
+
sub_rng = @rng.dup
|
227
|
+
rand_id = Array.new(@params[:n_anchors]) { |_v| sub_rng.rand(0...n_samples) }
|
228
|
+
@anchors = x[rand_id, true].dup
|
229
|
+
|
230
|
+
@params[:max_iter].times do |_t|
|
231
|
+
center_ids = assign_anchors(x)
|
232
|
+
old_anchors = @anchors.dup
|
233
|
+
@params[:n_anchors].times do |n|
|
234
|
+
assigned_bits = center_ids.eq(n)
|
235
|
+
@anchors[n, true] = x[assigned_bits.where, true].mean(axis: 0) if assigned_bits.count.positive?
|
236
|
+
end
|
237
|
+
error = Numo::NMath.sqrt(((old_anchors - @anchors)**2).sum(axis: 1)).mean
|
238
|
+
break if error <= @params[:tol]
|
239
|
+
end
|
240
|
+
end
|
241
|
+
|
242
|
+
def assign_anchors(x)
|
243
|
+
distance_matrix = ::Rumale::PairwiseMetric.euclidean_distance(x, @anchors)
|
244
|
+
distance_matrix.min_index(axis: 1) - Numo::Int32[*0.step(distance_matrix.size - 1, @anchors.shape[0])]
|
245
|
+
end
|
246
|
+
|
247
|
+
def fit_bias?
|
248
|
+
@params[:fit_bias] == true
|
249
|
+
end
|
250
|
+
|
251
|
+
def expand_feature(x)
|
252
|
+
n_samples = x.shape[0]
|
253
|
+
Numo::NArray.hstack([x, Numo::DFloat.ones([n_samples, 1]) * @params[:bias_scale]])
|
254
|
+
end
|
255
|
+
|
256
|
+
def multiclass_problem?
|
257
|
+
@classes.size > 2
|
258
|
+
end
|
259
|
+
end
|
260
|
+
end
|
261
|
+
end
|
@@ -1,7 +1,7 @@
|
|
1
1
|
# frozen_string_literal: true
|
2
2
|
|
3
3
|
require 'numo/liblinear'
|
4
|
-
require 'rumale/base/
|
4
|
+
require 'rumale/base/estimator'
|
5
5
|
require 'rumale/base/classifier'
|
6
6
|
|
7
7
|
module Rumale
|
@@ -12,9 +12,8 @@ module Rumale
|
|
12
12
|
# estimator = Rumale::SVM::LogisticRegression.new(penalty: 'l2', dual: false, reg_param: 1.0, random_seed: 1)
|
13
13
|
# estimator.fit(training_samples, traininig_labels)
|
14
14
|
# results = estimator.predict(testing_samples)
|
15
|
-
class LogisticRegression
|
16
|
-
include Base::
|
17
|
-
include Base::Classifier
|
15
|
+
class LogisticRegression < Rumale::Base::Estimator
|
16
|
+
include Rumale::Base::Classifier
|
18
17
|
|
19
18
|
# Return the weight vector for LogisticRegression.
|
20
19
|
# @return [Numo::DFloat] (shape: [n_classes, n_features])
|
@@ -39,10 +38,7 @@ module Rumale
|
|
39
38
|
# @param random_seed [Integer/Nil] The seed value using to initialize the random generator.
|
40
39
|
def initialize(penalty: 'l2', dual: true, reg_param: 1.0,
|
41
40
|
fit_bias: true, bias_scale: 1.0, tol: 1e-3, verbose: false, random_seed: nil)
|
42
|
-
|
43
|
-
check_params_numeric(reg_param: reg_param, bias_scale: bias_scale, tol: tol)
|
44
|
-
check_params_boolean(dual: dual, fit_bias: fit_bias, verbose: verbose)
|
45
|
-
check_params_numeric_or_nil(random_seed: random_seed)
|
41
|
+
super()
|
46
42
|
@params = {}
|
47
43
|
@params[:penalty] = penalty == 'l1' ? 'l1' : 'l2'
|
48
44
|
@params[:dual] = dual
|
@@ -60,9 +56,9 @@ module Rumale
|
|
60
56
|
# @param y [Numo::Int32] (shape: [n_samples]) The labels to be used for fitting the model.
|
61
57
|
# @return [LogisticRegression] The learned classifier itself.
|
62
58
|
def fit(x, y)
|
63
|
-
x = check_convert_sample_array(x)
|
64
|
-
y = check_convert_label_array(y)
|
65
|
-
|
59
|
+
x = Rumale::Validation.check_convert_sample_array(x)
|
60
|
+
y = Rumale::Validation.check_convert_label_array(y)
|
61
|
+
Rumale::Validation.check_sample_size(x, y)
|
66
62
|
xx = fit_bias? ? expand_feature(x) : x
|
67
63
|
@model = Numo::Liblinear.train(xx, y, liblinear_params)
|
68
64
|
@weight_vec, @bias_term = weight_and_bias(@model[:w])
|
@@ -74,8 +70,8 @@ module Rumale
|
|
74
70
|
# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to compute the scores.
|
75
71
|
# @return [Numo::DFloat] (shape: [n_samples, n_classes]) Confidence score per sample.
|
76
72
|
def decision_function(x)
|
77
|
-
raise "#{self.class.name}
|
78
|
-
x = check_convert_sample_array(x)
|
73
|
+
raise "#{self.class.name}##{__method__} expects to be called after training the model with the fit method." unless trained?
|
74
|
+
x = Rumale::Validation.check_convert_sample_array(x)
|
79
75
|
xx = fit_bias? ? expand_feature(x) : x
|
80
76
|
Numo::Liblinear.decision_function(xx, liblinear_params, @model)
|
81
77
|
end
|
@@ -85,8 +81,8 @@ module Rumale
|
|
85
81
|
# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels.
|
86
82
|
# @return [Numo::Int32] (shape: [n_samples]) Predicted class label per sample.
|
87
83
|
def predict(x)
|
88
|
-
raise "#{self.class.name}
|
89
|
-
x = check_convert_sample_array(x)
|
84
|
+
raise "#{self.class.name}##{__method__} expects to be called after training the model with the fit method." unless trained?
|
85
|
+
x = Rumale::Validation.check_convert_sample_array(x)
|
90
86
|
xx = fit_bias? ? expand_feature(x) : x
|
91
87
|
Numo::Int32.cast(Numo::Liblinear.predict(xx, liblinear_params, @model))
|
92
88
|
end
|
@@ -97,8 +93,8 @@ module Rumale
|
|
97
93
|
# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the probailities.
|
98
94
|
# @return [Numo::DFloat] (shape: [n_samples, n_classes]) Predicted probability of each class per sample.
|
99
95
|
def predict_proba(x)
|
100
|
-
raise "#{self.class.name}
|
101
|
-
x = check_convert_sample_array(x)
|
96
|
+
raise "#{self.class.name}##{__method__} expects to be called after training the model with the fit method." unless trained?
|
97
|
+
x = Rumale::Validation.check_convert_sample_array(x)
|
102
98
|
xx = fit_bias? ? expand_feature(x) : x
|
103
99
|
Numo::Liblinear.predict_proba(xx, liblinear_params, @model)
|
104
100
|
end
|
data/lib/rumale/svm/nu_svc.rb
CHANGED
@@ -1,8 +1,9 @@
|
|
1
1
|
# frozen_string_literal: true
|
2
2
|
|
3
3
|
require 'numo/libsvm'
|
4
|
-
require 'rumale/base/
|
4
|
+
require 'rumale/base/estimator'
|
5
5
|
require 'rumale/base/classifier'
|
6
|
+
require 'rumale/validation'
|
6
7
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7
8
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module Rumale
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8
9
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module SVM
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@@ -12,9 +13,8 @@ module Rumale
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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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15
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-
class NuSVC
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16
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-
include Base::
|
17
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-
include Base::Classifier
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16
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+
class NuSVC < Rumale::Base::Estimator
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+
include Rumale::Base::Classifier
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18
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# Create a new classifier with Kernel Nu-Support Vector Classifier.
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20
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#
|
@@ -31,10 +31,7 @@ module Rumale
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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)
|
34
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-
|
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-
check_params_string(kernel: kernel)
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-
check_params_boolean(shrinking: shrinking, probability: probability, verbose: verbose)
|
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-
check_params_numeric_or_nil(random_seed: random_seed)
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+
super()
|
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@params = {}
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@params[:nu] = nu.to_f
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@params[:kernel] = kernel
|
@@ -56,9 +53,9 @@ module Rumale
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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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55
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def fit(x, y)
|
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-
x = check_convert_sample_array(x)
|
60
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-
y = check_convert_label_array(y)
|
61
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-
|
56
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+
x = Rumale::Validation.check_convert_sample_array(x)
|
57
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+
y = Rumale::Validation.check_convert_label_array(y)
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+
Rumale::Validation.check_sample_size(x, y)
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59
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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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61
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self
|
@@ -70,8 +67,8 @@ module Rumale
|
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# If the kernel is 'precomputed', the shape of x must be [n_samples, n_training_samples].
|
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68
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# @return [Numo::DFloat] (shape: [n_samples, n_classes]) Confidence score per sample.
|
72
69
|
def decision_function(x)
|
73
|
-
raise "#{self.class.name}
|
74
|
-
x = check_convert_sample_array(x)
|
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+
raise "#{self.class.name}##{__method__} expects to be called after training the model with the fit method." unless trained?
|
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|
+
x = Rumale::Validation.check_convert_sample_array(x)
|
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72
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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
|
@@ -82,8 +79,8 @@ module Rumale
|
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# If the kernel is 'precomputed', the shape of x must be [n_samples, n_training_samples].
|
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80
|
# @return [Numo::Int32] (shape: [n_samples]) Predicted class label per sample.
|
84
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|
def predict(x)
|
85
|
-
raise "#{self.class.name}
|
86
|
-
x = check_convert_sample_array(x)
|
82
|
+
raise "#{self.class.name}##{__method__} expects to be called after training the model with the fit method." unless trained?
|
83
|
+
x = Rumale::Validation.check_convert_sample_array(x)
|
87
84
|
xx = precomputed_kernel? ? add_index_col(x) : x
|
88
85
|
Numo::Int32.cast(Numo::Libsvm.predict(xx, libsvm_params, @model))
|
89
86
|
end
|
@@ -95,8 +92,8 @@ module Rumale
|
|
95
92
|
# If the kernel is 'precomputed', the shape of x must be [n_samples, n_training_samples].
|
96
93
|
# @return [Numo::DFloat] (shape: [n_samples, n_classes]) Predicted probability of each class per sample.
|
97
94
|
def predict_proba(x)
|
98
|
-
raise "#{self.class.name}
|
99
|
-
x = check_convert_sample_array(x)
|
95
|
+
raise "#{self.class.name}##{__method__} expects to be called after training the model with the fit method." unless trained?
|
96
|
+
x = Rumale::Validation.check_convert_sample_array(x)
|
100
97
|
xx = precomputed_kernel? ? add_index_col(x) : x
|
101
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|
Numo::Libsvm.predict_proba(xx, libsvm_params, @model)
|
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|
end
|
data/lib/rumale/svm/nu_svr.rb
CHANGED
@@ -1,8 +1,9 @@
|
|
1
1
|
# frozen_string_literal: true
|
2
2
|
|
3
3
|
require 'numo/libsvm'
|
4
|
-
require 'rumale/base/
|
4
|
+
require 'rumale/base/estimator'
|
5
5
|
require 'rumale/base/regressor'
|
6
|
+
require 'rumale/validation'
|
6
7
|
|
7
8
|
module Rumale
|
8
9
|
module SVM
|
@@ -12,9 +13,8 @@ module Rumale
|
|
12
13
|
# estimator = Rumale::SVM::NuSVR.new(nu: 0.5, kernel: 'rbf', gamma: 10.0, random_seed: 1)
|
13
14
|
# estimator.fit(training_samples, traininig_target_values)
|
14
15
|
# results = estimator.predict(testing_samples)
|
15
|
-
class NuSVR
|
16
|
-
include Base::
|
17
|
-
include Base::Regressor
|
16
|
+
class NuSVR < Rumale::Base::Estimator
|
17
|
+
include Rumale::Base::Regressor
|
18
18
|
|
19
19
|
# Create a new regressor with Kernel Nu-Support Vector Regressor.
|
20
20
|
#
|
@@ -30,10 +30,7 @@ module Rumale
|
|
30
30
|
# @param random_seed [Integer/Nil] The seed value using to initialize the random generator.
|
31
31
|
def initialize(nu: 0.5, kernel: 'rbf', degree: 3, gamma: 1.0, coef0: 0.0,
|
32
32
|
shrinking: true, cache_size: 200.0, tol: 1e-3, verbose: false, random_seed: nil)
|
33
|
-
|
34
|
-
check_params_string(kernel: kernel)
|
35
|
-
check_params_boolean(shrinking: shrinking, verbose: verbose)
|
36
|
-
check_params_numeric_or_nil(random_seed: random_seed)
|
33
|
+
super()
|
37
34
|
@params = {}
|
38
35
|
@params[:nu] = nu.to_f
|
39
36
|
@params[:kernel] = kernel
|
@@ -54,9 +51,9 @@ module Rumale
|
|
54
51
|
# @param y [Numo::DFloat] (shape: [n_samples]) The target values to be used for fitting the model.
|
55
52
|
# @return [NuSVR] The learned regressor itself.
|
56
53
|
def fit(x, y)
|
57
|
-
x = check_convert_sample_array(x)
|
58
|
-
y =
|
59
|
-
|
54
|
+
x = Rumale::Validation.check_convert_sample_array(x)
|
55
|
+
y = Rumale::Validation.check_convert_target_value_array(y)
|
56
|
+
Rumale::Validation.check_sample_size(x, y)
|
60
57
|
xx = precomputed_kernel? ? add_index_col(x) : x
|
61
58
|
@model = Numo::Libsvm.train(xx, y, libsvm_params)
|
62
59
|
self
|
@@ -68,8 +65,8 @@ module Rumale
|
|
68
65
|
# If the kernel is 'precomputed', the shape of x must be [n_samples, n_training_samples].
|
69
66
|
# @return [Numo::DFloat] (shape: [n_samples]) Predicted value per sample.
|
70
67
|
def predict(x)
|
71
|
-
raise "#{self.class.name}
|
72
|
-
x = check_convert_sample_array(x)
|
68
|
+
raise "#{self.class.name}##{__method__} expects to be called after training the model with the fit method." unless trained?
|
69
|
+
x = Rumale::Validation.check_convert_sample_array(x)
|
73
70
|
xx = precomputed_kernel? ? add_index_col(x) : x
|
74
71
|
Numo::Libsvm.predict(xx, libsvm_params, @model)
|
75
72
|
end
|
@@ -1,7 +1,7 @@
|
|
1
1
|
# frozen_string_literal: true
|
2
2
|
|
3
3
|
require 'numo/libsvm'
|
4
|
-
require 'rumale/base/
|
4
|
+
require 'rumale/base/estimator'
|
5
5
|
require 'rumale/validation'
|
6
6
|
|
7
7
|
module Rumale
|
@@ -12,10 +12,7 @@ module Rumale
|
|
12
12
|
# estimator = Rumale::SVM::OneClassSVM.new(nu: 0.5, kernel: 'rbf', gamma: 10.0, random_seed: 1)
|
13
13
|
# estimator.fit(training_samples, traininig_labels)
|
14
14
|
# results = estimator.predict(testing_samples)
|
15
|
-
class OneClassSVM
|
16
|
-
include Base::BaseEstimator
|
17
|
-
include Validation
|
18
|
-
|
15
|
+
class OneClassSVM < Rumale::Base::Estimator
|
19
16
|
# Create a new estimator with One-class Support Vector Machine.
|
20
17
|
#
|
21
18
|
# @param nu [Float] The regularization parameter. The interval of nu is (0, 1].
|
@@ -31,10 +28,7 @@ module Rumale
|
|
31
28
|
# @param random_seed [Integer/Nil] The seed value using to initialize the random generator.
|
32
29
|
def initialize(nu: 1.0, kernel: 'rbf', degree: 3, gamma: 1.0, coef0: 0.0,
|
33
30
|
shrinking: true, probability: true, cache_size: 200.0, tol: 1e-3, verbose: false, random_seed: nil)
|
34
|
-
|
35
|
-
check_params_string(kernel: kernel)
|
36
|
-
check_params_boolean(shrinking: shrinking, probability: probability, verbose: verbose)
|
37
|
-
check_params_numeric_or_nil(random_seed: random_seed)
|
31
|
+
super()
|
38
32
|
@params = {}
|
39
33
|
@params[:nu] = nu.to_f
|
40
34
|
@params[:kernel] = kernel
|
@@ -56,7 +50,7 @@ module Rumale
|
|
56
50
|
# If the kernel is 'precomputed', x must be a square distance matrix (shape: [n_samples, n_samples]).
|
57
51
|
# @return [OneClassSVM] The learned estimator itself.
|
58
52
|
def fit(x, _y = nil)
|
59
|
-
x = check_convert_sample_array(x)
|
53
|
+
x = Rumale::Validation.check_convert_sample_array(x)
|
60
54
|
dummy = Numo::DFloat.ones(x.shape[0])
|
61
55
|
@model = Numo::Libsvm.train(x, dummy, libsvm_params)
|
62
56
|
self
|
@@ -68,8 +62,8 @@ module Rumale
|
|
68
62
|
# If the kernel is 'precomputed', the shape of x must be [n_samples, n_training_samples].
|
69
63
|
# @return [Numo::DFloat] (shape: [n_samples, n_classes]) Confidence score per sample.
|
70
64
|
def decision_function(x)
|
71
|
-
raise "#{self.class.name}
|
72
|
-
x = check_convert_sample_array(x)
|
65
|
+
raise "#{self.class.name}##{__method__} expects to be called after training the model with the fit method." unless trained?
|
66
|
+
x = Rumale::Validation.check_convert_sample_array(x)
|
73
67
|
Numo::Libsvm.decision_function(x, libsvm_params, @model)
|
74
68
|
end
|
75
69
|
|
@@ -79,8 +73,8 @@ module Rumale
|
|
79
73
|
# If the kernel is 'precomputed', the shape of x must be [n_samples, n_training_samples].
|
80
74
|
# @return [Numo::Int32] (shape: [n_samples]) Predicted label per sample.
|
81
75
|
def predict(x)
|
82
|
-
raise "#{self.class.name}
|
83
|
-
x = check_convert_sample_array(x)
|
76
|
+
raise "#{self.class.name}##{__method__} expects to be called after training the model with the fit method." unless trained?
|
77
|
+
x = Rumale::Validation.check_convert_sample_array(x)
|
84
78
|
Numo::Int32.cast(Numo::Libsvm.predict(x, libsvm_params, @model))
|
85
79
|
end
|
86
80
|
|
@@ -91,9 +85,9 @@ module Rumale
|
|
91
85
|
# If the kernel is 'precomputed', the shape of x must be [n_samples, n_training_samples].
|
92
86
|
# @return [Numo::DFloat] (shape: [n_samples, n_classes]) Predicted probability of each class per sample.
|
93
87
|
def predict_proba(x)
|
94
|
-
raise "#{self.class.name}
|
95
|
-
raise "#{self.class.name}
|
96
|
-
x = check_convert_sample_array(x)
|
88
|
+
raise "#{self.class.name}##{__method__} expects to be called after training the model with the fit method." unless trained?
|
89
|
+
raise "#{self.class.name}##{__method__} expects to be called after training the probablity parameters." unless trained_probs?
|
90
|
+
x = Rumale::Validation.check_convert_sample_array(x)
|
97
91
|
Numo::Libsvm.predict_proba(x, libsvm_params, @model)
|
98
92
|
end
|
99
93
|
|
data/lib/rumale/svm/svc.rb
CHANGED
@@ -1,8 +1,9 @@
|
|
1
1
|
# frozen_string_literal: true
|
2
2
|
|
3
3
|
require 'numo/libsvm'
|
4
|
-
require 'rumale/base/
|
4
|
+
require 'rumale/base/estimator'
|
5
5
|
require 'rumale/base/classifier'
|
6
|
+
require 'rumale/validation'
|
6
7
|
|
7
8
|
module Rumale
|
8
9
|
module SVM
|
@@ -12,9 +13,8 @@ module Rumale
|
|
12
13
|
# estimator = Rumale::SVM::SVC.new(reg_param: 1.0, kernel: 'rbf', gamma: 10.0, random_seed: 1)
|
13
14
|
# estimator.fit(training_samples, traininig_labels)
|
14
15
|
# results = estimator.predict(testing_samples)
|
15
|
-
class SVC
|
16
|
-
include Base::
|
17
|
-
include Base::Classifier
|
16
|
+
class SVC < Rumale::Base::Estimator
|
17
|
+
include Rumale::Base::Classifier
|
18
18
|
|
19
19
|
# Create a new classifier with Kernel C-Support Vector Classifier.
|
20
20
|
#
|
@@ -31,10 +31,7 @@ module Rumale
|
|
31
31
|
# @param random_seed [Integer/Nil] The seed value using to initialize the random generator.
|
32
32
|
def initialize(reg_param: 1.0, kernel: 'rbf', degree: 3, gamma: 1.0, coef0: 0.0,
|
33
33
|
shrinking: true, probability: true, cache_size: 200.0, tol: 1e-3, verbose: false, random_seed: nil)
|
34
|
-
|
35
|
-
check_params_string(kernel: kernel)
|
36
|
-
check_params_boolean(shrinking: shrinking, probability: probability, verbose: verbose)
|
37
|
-
check_params_numeric_or_nil(random_seed: random_seed)
|
34
|
+
super()
|
38
35
|
@params = {}
|
39
36
|
@params[:reg_param] = reg_param.to_f
|
40
37
|
@params[:kernel] = kernel
|
@@ -56,9 +53,9 @@ module Rumale
|
|
56
53
|
# @param y [Numo::Int32] (shape: [n_samples]) The labels to be used for fitting the model.
|
57
54
|
# @return [SVC] The learned classifier itself.
|
58
55
|
def fit(x, y)
|
59
|
-
x = check_convert_sample_array(x)
|
60
|
-
y = check_convert_label_array(y)
|
61
|
-
|
56
|
+
x = Rumale::Validation.check_convert_sample_array(x)
|
57
|
+
y = Rumale::Validation.check_convert_label_array(y)
|
58
|
+
Rumale::Validation.check_sample_size(x, y)
|
62
59
|
xx = precomputed_kernel? ? add_index_col(x) : x
|
63
60
|
@model = Numo::Libsvm.train(xx, y, libsvm_params)
|
64
61
|
self
|
@@ -70,8 +67,8 @@ module Rumale
|
|
70
67
|
# If the kernel is 'precomputed', the shape of x must be [n_samples, n_training_samples].
|
71
68
|
# @return [Numo::DFloat] (shape: [n_samples, n_classes]) Confidence score per sample.
|
72
69
|
def decision_function(x)
|
73
|
-
raise "#{self.class.name}
|
74
|
-
x = check_convert_sample_array(x)
|
70
|
+
raise "#{self.class.name}##{__method__} expects to be called after training the model with the fit method." unless trained?
|
71
|
+
x = Rumale::Validation.check_convert_sample_array(x)
|
75
72
|
xx = precomputed_kernel? ? add_index_col(x) : x
|
76
73
|
Numo::Libsvm.decision_function(xx, libsvm_params, @model)
|
77
74
|
end
|
@@ -82,8 +79,8 @@ module Rumale
|
|
82
79
|
# If the kernel is 'precomputed', the shape of x must be [n_samples, n_training_samples].
|
83
80
|
# @return [Numo::Int32] (shape: [n_samples]) Predicted class label per sample.
|
84
81
|
def predict(x)
|
85
|
-
raise "#{self.class.name}
|
86
|
-
x = check_convert_sample_array(x)
|
82
|
+
raise "#{self.class.name}##{__method__} expects to be called after training the model with the fit method." unless trained?
|
83
|
+
x = Rumale::Validation.check_convert_sample_array(x)
|
87
84
|
xx = precomputed_kernel? ? add_index_col(x) : x
|
88
85
|
Numo::Int32.cast(Numo::Libsvm.predict(xx, libsvm_params, @model))
|
89
86
|
end
|
@@ -95,8 +92,8 @@ module Rumale
|
|
95
92
|
# If the kernel is 'precomputed', the shape of x must be [n_samples, n_training_samples].
|
96
93
|
# @return [Numo::DFloat] (shape: [n_samples, n_classes]) Predicted probability of each class per sample.
|
97
94
|
def predict_proba(x)
|
98
|
-
raise "#{self.class.name}
|
99
|
-
x = check_convert_sample_array(x)
|
95
|
+
raise "#{self.class.name}##{__method__} expects to be called after training the model with the fit method." unless trained?
|
96
|
+
x = Rumale::Validation.check_convert_sample_array(x)
|
100
97
|
xx = precomputed_kernel? ? add_index_col(x) : x
|
101
98
|
Numo::Libsvm.predict_proba(xx, libsvm_params, @model)
|
102
99
|
end
|
data/lib/rumale/svm/svr.rb
CHANGED
@@ -1,8 +1,9 @@
|
|
1
1
|
# frozen_string_literal: true
|
2
2
|
|
3
3
|
require 'numo/libsvm'
|
4
|
-
require 'rumale/base/
|
4
|
+
require 'rumale/base/estimator'
|
5
5
|
require 'rumale/base/regressor'
|
6
|
+
require 'rumale/validation'
|
6
7
|
|
7
8
|
module Rumale
|
8
9
|
module SVM
|
@@ -12,9 +13,8 @@ module Rumale
|
|
12
13
|
# estimator = Rumale::SVM::SVR.new(reg_param: 1.0, kernel: 'rbf', gamma: 10.0, random_seed: 1)
|
13
14
|
# estimator.fit(training_samples, traininig_target_values)
|
14
15
|
# results = estimator.predict(testing_samples)
|
15
|
-
class SVR
|
16
|
-
include Base::
|
17
|
-
include Base::Regressor
|
16
|
+
class SVR < Rumale::Base::Estimator
|
17
|
+
include Rumale::Base::Regressor
|
18
18
|
|
19
19
|
# Create a new regressor with Kernel Epsilon-Support Vector Regressor.
|
20
20
|
#
|
@@ -31,11 +31,7 @@ module Rumale
|
|
31
31
|
# @param random_seed [Integer/Nil] The seed value using to initialize the random generator.
|
32
32
|
def initialize(reg_param: 1.0, epsilon: 0.1, kernel: 'rbf', degree: 3, gamma: 1.0, coef0: 0.0,
|
33
33
|
shrinking: true, cache_size: 200.0, tol: 1e-3, verbose: false, random_seed: nil)
|
34
|
-
|
35
|
-
cache_size: cache_size, tol: tol)
|
36
|
-
check_params_string(kernel: kernel)
|
37
|
-
check_params_boolean(shrinking: shrinking, verbose: verbose)
|
38
|
-
check_params_numeric_or_nil(random_seed: random_seed)
|
34
|
+
super()
|
39
35
|
@params = {}
|
40
36
|
@params[:reg_param] = reg_param.to_f
|
41
37
|
@params[:epsilon] = epsilon.to_f
|
@@ -57,9 +53,9 @@ module Rumale
|
|
57
53
|
# @param y [Numo::DFloat] (shape: [n_samples]) The target values to be used for fitting the model.
|
58
54
|
# @return [SVR] The learned regressor itself.
|
59
55
|
def fit(x, y)
|
60
|
-
x = check_convert_sample_array(x)
|
61
|
-
y =
|
62
|
-
|
56
|
+
x = Rumale::Validation.check_convert_sample_array(x)
|
57
|
+
y = Rumale::Validation.check_convert_target_value_array(y)
|
58
|
+
Rumale::Validation.check_sample_size(x, y)
|
63
59
|
xx = precomputed_kernel? ? add_index_col(x) : x
|
64
60
|
@model = Numo::Libsvm.train(xx, y, libsvm_params)
|
65
61
|
self
|
@@ -71,8 +67,8 @@ module Rumale
|
|
71
67
|
# If the kernel is 'precomputed', the shape of x must be [n_samples, n_training_samples].
|
72
68
|
# @return [Numo::DFloat] (shape: [n_samples]) Predicted value per sample.
|
73
69
|
def predict(x)
|
74
|
-
raise "#{self.class.name}
|
75
|
-
x = check_convert_sample_array(x)
|
70
|
+
raise "#{self.class.name}##{__method__} expects to be called after training the model with the fit method." unless trained?
|
71
|
+
x = Rumale::Validation.check_convert_sample_array(x)
|
76
72
|
xx = precomputed_kernel? ? add_index_col(x) : x
|
77
73
|
Numo::Libsvm.predict(xx, libsvm_params, @model)
|
78
74
|
end
|
data/lib/rumale/svm/version.rb
CHANGED
@@ -2,9 +2,9 @@
|
|
2
2
|
|
3
3
|
# Rumale is a machine learning library in Ruby.
|
4
4
|
module Rumale
|
5
|
-
# This module consists of Rumale interfaces for suppor vector machine algorithms
|
5
|
+
# This module consists of Rumale interfaces for suppor vector machine algorithms using LIBSVM and LIBLINEAR.
|
6
6
|
module SVM
|
7
7
|
# The version of Rumale::SVM you are using.
|
8
|
-
VERSION = '0.
|
8
|
+
VERSION = '0.9.0'
|
9
9
|
end
|
10
10
|
end
|
data/lib/rumale/svm.rb
CHANGED
metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: rumale-svm
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 0.
|
4
|
+
version: 0.9.0
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- yoshoku
|
8
8
|
autorequire:
|
9
9
|
bindir: exe
|
10
10
|
cert_chain: []
|
11
|
-
date:
|
11
|
+
date: 2023-11-25 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: numo-liblinear
|
@@ -39,13 +39,10 @@ dependencies:
|
|
39
39
|
- !ruby/object:Gem::Version
|
40
40
|
version: '2.1'
|
41
41
|
- !ruby/object:Gem::Dependency
|
42
|
-
name: rumale
|
42
|
+
name: rumale-core
|
43
43
|
requirement: !ruby/object:Gem::Requirement
|
44
44
|
requirements:
|
45
45
|
- - "~>"
|
46
|
-
- !ruby/object:Gem::Version
|
47
|
-
version: '0.14'
|
48
|
-
- - "<"
|
49
46
|
- !ruby/object:Gem::Version
|
50
47
|
version: '0.24'
|
51
48
|
type: :runtime
|
@@ -53,13 +50,10 @@ dependencies:
|
|
53
50
|
version_requirements: !ruby/object:Gem::Requirement
|
54
51
|
requirements:
|
55
52
|
- - "~>"
|
56
|
-
- !ruby/object:Gem::Version
|
57
|
-
version: '0.14'
|
58
|
-
- - "<"
|
59
53
|
- !ruby/object:Gem::Version
|
60
54
|
version: '0.24'
|
61
|
-
description: 'Rumale::SVM provides support vector machine algorithms
|
62
|
-
LIBLINEAR with Rumale interface.
|
55
|
+
description: 'Rumale::SVM provides support vector machine algorithms using LIBSVM
|
56
|
+
and LIBLINEAR with Rumale interface.
|
63
57
|
|
64
58
|
'
|
65
59
|
email:
|
@@ -75,6 +69,7 @@ files:
|
|
75
69
|
- lib/rumale/svm/linear_one_class_svm.rb
|
76
70
|
- lib/rumale/svm/linear_svc.rb
|
77
71
|
- lib/rumale/svm/linear_svr.rb
|
72
|
+
- lib/rumale/svm/locally_linear_svc.rb
|
78
73
|
- lib/rumale/svm/logistic_regression.rb
|
79
74
|
- lib/rumale/svm/nu_svc.rb
|
80
75
|
- lib/rumale/svm/nu_svr.rb
|
@@ -116,9 +111,9 @@ required_rubygems_version: !ruby/object:Gem::Requirement
|
|
116
111
|
- !ruby/object:Gem::Version
|
117
112
|
version: '0'
|
118
113
|
requirements: []
|
119
|
-
rubygems_version: 3.
|
114
|
+
rubygems_version: 3.4.20
|
120
115
|
signing_key:
|
121
116
|
specification_version: 4
|
122
|
-
summary: Rumale::SVM provides support vector machine algorithms
|
117
|
+
summary: Rumale::SVM provides support vector machine algorithms using LIBSVM and LIBLINEAR
|
123
118
|
with Rumale interface.
|
124
119
|
test_files: []
|