rumale-svm 0.6.0 → 0.7.0

checksums.yaml

@@ -1,7 +1,7 @@
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data/CHANGELOG.md

@@ -1,3 +1,7 @@
+# 0.7.0
+- Support for probabilistic outputs with Rumale::SVM::OneClassSVM.
+- Update numo-libsvm depedency to v2.1 or higher.
+
 # 0.6.0
 - Update numo-libsvm and numo-liblinear depedency to v2.0 or higher.
 

data/lib/rumale/svm/one_class_svm.rb

@@ -24,15 +24,16 @@ module Rumale
       # @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(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)
+                     shrinking: true, probability: true, cache_size: 200.0, tol: 1e-3, verbose: false, random_seed: nil)
         check_params_numeric(nu: nu, degree: degree, gamma: gamma, coef0: coef0, cache_size: cache_size, tol: tol)
         check_params_string(kernel: kernel)
-        check_params_boolean(shrinking: shrinking, verbose: verbose)
+        check_params_boolean(shrinking: shrinking, probability: probability, verbose: verbose)
         check_params_numeric_or_nil(random_seed: random_seed)
         @params = {}
         @params[:nu] = nu.to_f
@@ -41,6 +42,7 @@ module Rumale
         @params[:gamma] = gamma.to_f
         @params[:coef0] = coef0.to_f
         @params[:shrinking] = shrinking
+        @params[:probability] = probability
         @params[:cache_size] = cache_size.to_f
         @params[:tol] = tol.to_f
         @params[:verbose] = verbose
@@ -82,6 +84,19 @@ module Rumale
         Numo::Int32.cast(Numo::Libsvm.predict(x, 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)
+        raise "#{self.class.name}\##{__method__} expects to be called after training the model with the fit method." unless trained?
+        raise "#{self.class.name}\##{__method__} expects to be called after training the probablity parameters." unless trained_probs?
+        x = check_convert_sample_array(x)
+        Numo::Libsvm.predict_proba(x, libsvm_params, @model)
+      end
+
       # Dump marshal data.
       # @return [Hash] The marshal data about SVC.
       def marshal_dump
@@ -150,6 +165,10 @@ module Rumale
       def trained?
         !@model.nil?
       end
+
+      def trained_probs?
+        @model[:prob_density_marks].is_a?(Numo::NArray)
+      end
     end
   end
 end

data/lib/rumale/svm/version.rb

@@ -5,6 +5,6 @@ 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 = '0.6.0'
+    VERSION = '0.7.0'
   end
 end

data/sig/rumale/svm/one_class_svm.rbs

@@ -10,6 +10,7 @@ module Rumale
       def fit: (Numo::DFloat x, ?untyped? _y) -> OneClassSVM
       def decision_function: (Numo::DFloat x) -> Numo::DFloat
       def predict: (Numo::DFloat x) -> Numo::Int32
+      def predict_proba: (Numo::DFloat x) -> Numo::DFloat
       def marshal_dump: () -> { params: Hash[Symbol, untyped], model: untyped }
       def marshal_load: (Hash[Symbol, untyped] obj) -> void
       def support: () -> Numo::Int32

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: rumale-svm
 version: !ruby/object:Gem::Version
-  version: 0.6.0
+  version: 0.7.0
 platform: ruby
 authors:
 - yoshoku
 autorequire:
 bindir: exe
 cert_chain: []
-date: 2022-05-15 00:00:00.000000000 Z
+date: 2022-10-15 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: numo-liblinear
@@ -30,14 +30,14 @@ dependencies:
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '2.0'
+        version: '2.1'
   type: :runtime
   prerelease: false
   version_requirements: !ruby/object:Gem::Requirement
     requirements:
     - - "~>"
       - !ruby/object:Gem::Version
-        version: '2.0'
+        version: '2.1'
 - !ruby/object:Gem::Dependency
   name: rumale
   requirement: !ruby/object:Gem::Requirement
@@ -116,7 +116,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.2.33
+rubygems_version: 3.3.7
 signing_key:
 specification_version: 4
 summary: Rumale::SVM provides support vector machine algorithms of LIBSVM and LIBLINEAR