rumale-tree 0.24.0
Sign up to get free protection for your applications and to get access to all the features.
- checksums.yaml +7 -0
- data/LICENSE.txt +27 -0
- data/README.md +33 -0
- data/ext/rumale/tree/ext.c +575 -0
- data/ext/rumale/tree/ext.h +12 -0
- data/ext/rumale/tree/extconf.rb +32 -0
- data/lib/rumale/tree/base_decision_tree.rb +154 -0
- data/lib/rumale/tree/decision_tree_classifier.rb +148 -0
- data/lib/rumale/tree/decision_tree_regressor.rb +113 -0
- data/lib/rumale/tree/extra_tree_classifier.rb +89 -0
- data/lib/rumale/tree/extra_tree_regressor.rb +80 -0
- data/lib/rumale/tree/gradient_tree_regressor.rb +192 -0
- data/lib/rumale/tree/node.rb +39 -0
- data/lib/rumale/tree/version.rb +10 -0
- data/lib/rumale/tree.rb +11 -0
- metadata +93 -0
checksums.yaml
ADDED
@@ -0,0 +1,7 @@
|
|
1
|
+
---
|
2
|
+
SHA256:
|
3
|
+
metadata.gz: 5f7d402d2787e61a76bc2d22d19da29e1b8c1bd7ecfcee07621152a3c6e262ec
|
4
|
+
data.tar.gz: e5578f0c6fa00b775b9bc652a2721913bd5a767fbc01d9c70e585715f9693935
|
5
|
+
SHA512:
|
6
|
+
metadata.gz: 959421ae6500dfd8ddde1f19e19dcca84b3b53d6473be79c3b789176554d43c68c90869c49edabf8bfab726e88e596ffadfbd180ff309d234d1176dc99bc2168
|
7
|
+
data.tar.gz: a2558f3ce63f88deef4cf82c562a87914c06b83381ffbc9911b0778e01a13efb9a2147d1a6dad7a97e9e31299c93906d9c9959075dc2a96e81d58ed3f7c6e00d
|
data/LICENSE.txt
ADDED
@@ -0,0 +1,27 @@
|
|
1
|
+
Copyright (c) 2022 Atsushi Tatsuma
|
2
|
+
All rights reserved.
|
3
|
+
|
4
|
+
Redistribution and use in source and binary forms, with or without
|
5
|
+
modification, are permitted provided that the following conditions are met:
|
6
|
+
|
7
|
+
* Redistributions of source code must retain the above copyright notice, this
|
8
|
+
list of conditions and the following disclaimer.
|
9
|
+
|
10
|
+
* Redistributions in binary form must reproduce the above copyright notice,
|
11
|
+
this list of conditions and the following disclaimer in the documentation
|
12
|
+
and/or other materials provided with the distribution.
|
13
|
+
|
14
|
+
* Neither the name of the copyright holder nor the names of its
|
15
|
+
contributors may be used to endorse or promote products derived from
|
16
|
+
this software without specific prior written permission.
|
17
|
+
|
18
|
+
THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
|
19
|
+
AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
|
20
|
+
IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
|
21
|
+
DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
|
22
|
+
FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
|
23
|
+
DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
|
24
|
+
SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
|
25
|
+
CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
|
26
|
+
OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
|
27
|
+
OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
|
data/README.md
ADDED
@@ -0,0 +1,33 @@
|
|
1
|
+
# Rumale::Tree
|
2
|
+
|
3
|
+
[![Gem Version](https://badge.fury.io/rb/rumale-tree.svg)](https://badge.fury.io/rb/rumale-tree)
|
4
|
+
[![BSD 3-Clause License](https://img.shields.io/badge/License-BSD%203--Clause-orange.svg)](https://github.com/yoshoku/rumale/blob/main/rumale-tree/LICENSE.txt)
|
5
|
+
[![Documentation](https://img.shields.io/badge/api-reference-blue.svg)](https://yoshoku.github.io/rumale/doc/Rumale/Tree.html)
|
6
|
+
|
7
|
+
Rumale is a machine learning library in Ruby.
|
8
|
+
Rumale::Tree provides classifier and regression based on decision tree algorithms
|
9
|
+
with Rumale interface.
|
10
|
+
|
11
|
+
## Installation
|
12
|
+
|
13
|
+
Add this line to your application's Gemfile:
|
14
|
+
|
15
|
+
```ruby
|
16
|
+
gem 'rumale-tree'
|
17
|
+
```
|
18
|
+
|
19
|
+
And then execute:
|
20
|
+
|
21
|
+
$ bundle install
|
22
|
+
|
23
|
+
Or install it yourself as:
|
24
|
+
|
25
|
+
$ gem install rumale-tree
|
26
|
+
|
27
|
+
## Documentation
|
28
|
+
|
29
|
+
- [Rumale API Documentation - Tree](https://yoshoku.github.io/rumale/doc/Rumale/Tree.html)
|
30
|
+
|
31
|
+
## License
|
32
|
+
|
33
|
+
The gem is available as open source under the terms of the [BSD-3-Clause License](https://opensource.org/licenses/BSD-3-Clause).
|
@@ -0,0 +1,575 @@
|
|
1
|
+
#include "ext.h"
|
2
|
+
|
3
|
+
double* alloc_dbl_array(const long n_dimensions) {
|
4
|
+
double* arr = ALLOC_N(double, n_dimensions);
|
5
|
+
memset(arr, 0, n_dimensions * sizeof(double));
|
6
|
+
return arr;
|
7
|
+
}
|
8
|
+
|
9
|
+
double calc_gini_coef(double* histogram, const long n_elements, const long n_classes) {
|
10
|
+
double gini = 0.0;
|
11
|
+
|
12
|
+
for (long i = 0; i < n_classes; i++) {
|
13
|
+
double el = histogram[i] / n_elements;
|
14
|
+
gini += el * el;
|
15
|
+
}
|
16
|
+
|
17
|
+
return 1.0 - gini;
|
18
|
+
}
|
19
|
+
|
20
|
+
double calc_entropy(double* histogram, const long n_elements, const long n_classes) {
|
21
|
+
double entropy = 0.0;
|
22
|
+
|
23
|
+
for (long i = 0; i < n_classes; i++) {
|
24
|
+
double el = histogram[i] / n_elements;
|
25
|
+
entropy += el * log(el + 1.0);
|
26
|
+
}
|
27
|
+
|
28
|
+
return -entropy;
|
29
|
+
}
|
30
|
+
|
31
|
+
VALUE
|
32
|
+
calc_mean_vec(double* sum_vec, const long n_dimensions, const long n_elements) {
|
33
|
+
VALUE mean_vec = rb_ary_new2(n_dimensions);
|
34
|
+
|
35
|
+
for (long i = 0; i < n_dimensions; i++) {
|
36
|
+
rb_ary_store(mean_vec, i, DBL2NUM(sum_vec[i] / n_elements));
|
37
|
+
}
|
38
|
+
|
39
|
+
return mean_vec;
|
40
|
+
}
|
41
|
+
|
42
|
+
double calc_vec_mae(VALUE vec_a, VALUE vec_b) {
|
43
|
+
const long n_dimensions = RARRAY_LEN(vec_a);
|
44
|
+
double sum = 0.0;
|
45
|
+
|
46
|
+
for (long i = 0; i < n_dimensions; i++) {
|
47
|
+
double diff = NUM2DBL(rb_ary_entry(vec_a, i)) - NUM2DBL(rb_ary_entry(vec_b, i));
|
48
|
+
sum += fabs(diff);
|
49
|
+
}
|
50
|
+
|
51
|
+
return sum / n_dimensions;
|
52
|
+
}
|
53
|
+
|
54
|
+
double calc_vec_mse(VALUE vec_a, VALUE vec_b) {
|
55
|
+
const long n_dimensions = RARRAY_LEN(vec_a);
|
56
|
+
double sum = 0.0;
|
57
|
+
|
58
|
+
for (long i = 0; i < n_dimensions; i++) {
|
59
|
+
double diff = NUM2DBL(rb_ary_entry(vec_a, i)) - NUM2DBL(rb_ary_entry(vec_b, i));
|
60
|
+
sum += diff * diff;
|
61
|
+
}
|
62
|
+
|
63
|
+
return sum / n_dimensions;
|
64
|
+
}
|
65
|
+
|
66
|
+
double calc_mae(VALUE target_vecs, VALUE mean_vec) {
|
67
|
+
const long n_elements = RARRAY_LEN(target_vecs);
|
68
|
+
double sum = 0.0;
|
69
|
+
|
70
|
+
for (long i = 0; i < n_elements; i++) {
|
71
|
+
sum += calc_vec_mae(rb_ary_entry(target_vecs, i), mean_vec);
|
72
|
+
}
|
73
|
+
|
74
|
+
return sum / n_elements;
|
75
|
+
}
|
76
|
+
|
77
|
+
double calc_mse(VALUE target_vecs, VALUE mean_vec) {
|
78
|
+
const long n_elements = RARRAY_LEN(target_vecs);
|
79
|
+
double sum = 0.0;
|
80
|
+
|
81
|
+
for (long i = 0; i < n_elements; i++) {
|
82
|
+
sum += calc_vec_mse(rb_ary_entry(target_vecs, i), mean_vec);
|
83
|
+
}
|
84
|
+
|
85
|
+
return sum / n_elements;
|
86
|
+
}
|
87
|
+
|
88
|
+
double calc_impurity_cls(const char* criterion, double* histogram, const long n_elements, const long n_classes) {
|
89
|
+
if (strcmp(criterion, "entropy") == 0) {
|
90
|
+
return calc_entropy(histogram, n_elements, n_classes);
|
91
|
+
}
|
92
|
+
return calc_gini_coef(histogram, n_elements, n_classes);
|
93
|
+
}
|
94
|
+
|
95
|
+
double calc_impurity_reg(const char* criterion, VALUE target_vecs, double* sum_vec) {
|
96
|
+
const long n_elements = RARRAY_LEN(target_vecs);
|
97
|
+
const long n_dimensions = RARRAY_LEN(rb_ary_entry(target_vecs, 0));
|
98
|
+
VALUE mean_vec = calc_mean_vec(sum_vec, n_dimensions, n_elements);
|
99
|
+
|
100
|
+
if (strcmp(criterion, "mae") == 0) {
|
101
|
+
return calc_mae(target_vecs, mean_vec);
|
102
|
+
}
|
103
|
+
return calc_mse(target_vecs, mean_vec);
|
104
|
+
}
|
105
|
+
|
106
|
+
void add_sum_vec(double* sum_vec, VALUE target) {
|
107
|
+
const long n_dimensions = RARRAY_LEN(target);
|
108
|
+
|
109
|
+
for (long i = 0; i < n_dimensions; i++) {
|
110
|
+
sum_vec[i] += NUM2DBL(rb_ary_entry(target, i));
|
111
|
+
}
|
112
|
+
}
|
113
|
+
|
114
|
+
void sub_sum_vec(double* sum_vec, VALUE target) {
|
115
|
+
const long n_dimensions = RARRAY_LEN(target);
|
116
|
+
|
117
|
+
for (long i = 0; i < n_dimensions; i++) {
|
118
|
+
sum_vec[i] -= NUM2DBL(rb_ary_entry(target, i));
|
119
|
+
}
|
120
|
+
}
|
121
|
+
|
122
|
+
/**
|
123
|
+
* @!visibility private
|
124
|
+
*/
|
125
|
+
typedef struct {
|
126
|
+
char* criterion;
|
127
|
+
long n_classes;
|
128
|
+
double impurity;
|
129
|
+
} split_opts_cls;
|
130
|
+
|
131
|
+
/**
|
132
|
+
* @!visibility private
|
133
|
+
*/
|
134
|
+
static void iter_find_split_params_cls(na_loop_t const* lp) {
|
135
|
+
const int32_t* o = (int32_t*)NDL_PTR(lp, 0);
|
136
|
+
const double* f = (double*)NDL_PTR(lp, 1);
|
137
|
+
const int32_t* y = (int32_t*)NDL_PTR(lp, 2);
|
138
|
+
const long n_elements = NDL_SHAPE(lp, 0)[0];
|
139
|
+
const char* criterion = ((split_opts_cls*)lp->opt_ptr)->criterion;
|
140
|
+
const long n_classes = ((split_opts_cls*)lp->opt_ptr)->n_classes;
|
141
|
+
const double w_impurity = ((split_opts_cls*)lp->opt_ptr)->impurity;
|
142
|
+
double* params = (double*)NDL_PTR(lp, 3);
|
143
|
+
long curr_pos = 0;
|
144
|
+
long next_pos = 0;
|
145
|
+
long n_l_elements = 0;
|
146
|
+
long n_r_elements = n_elements;
|
147
|
+
double curr_el = f[o[0]];
|
148
|
+
double last_el = f[o[n_elements - 1]];
|
149
|
+
double next_el;
|
150
|
+
double l_impurity;
|
151
|
+
double r_impurity;
|
152
|
+
double gain;
|
153
|
+
double* l_histogram = alloc_dbl_array(n_classes);
|
154
|
+
double* r_histogram = alloc_dbl_array(n_classes);
|
155
|
+
|
156
|
+
/* Initialize optimal parameters. */
|
157
|
+
params[0] = 0.0; /* left impurity */
|
158
|
+
params[1] = w_impurity; /* right impurity */
|
159
|
+
params[2] = curr_el; /* threshold */
|
160
|
+
params[3] = 0.0; /* gain */
|
161
|
+
|
162
|
+
/* Initialize child node variables. */
|
163
|
+
for (long i = 0; i < n_elements; i++) {
|
164
|
+
r_histogram[y[o[i]]] += 1.0;
|
165
|
+
}
|
166
|
+
|
167
|
+
/* Find optimal parameters. */
|
168
|
+
while (curr_pos < n_elements && curr_el != last_el) {
|
169
|
+
next_el = f[o[next_pos]];
|
170
|
+
while (next_pos < n_elements && next_el == curr_el) {
|
171
|
+
l_histogram[y[o[next_pos]]] += 1;
|
172
|
+
n_l_elements++;
|
173
|
+
r_histogram[y[o[next_pos]]] -= 1;
|
174
|
+
n_r_elements--;
|
175
|
+
next_pos++;
|
176
|
+
next_el = f[o[next_pos]];
|
177
|
+
}
|
178
|
+
/* Calculate gain of new split. */
|
179
|
+
l_impurity = calc_impurity_cls(criterion, l_histogram, n_l_elements, n_classes);
|
180
|
+
r_impurity = calc_impurity_cls(criterion, r_histogram, n_r_elements, n_classes);
|
181
|
+
gain = w_impurity - (n_l_elements * l_impurity + n_r_elements * r_impurity) / n_elements;
|
182
|
+
/* Update optimal parameters. */
|
183
|
+
if (gain > params[3]) {
|
184
|
+
params[0] = l_impurity;
|
185
|
+
params[1] = r_impurity;
|
186
|
+
params[2] = 0.5 * (curr_el + next_el);
|
187
|
+
params[3] = gain;
|
188
|
+
}
|
189
|
+
if (next_pos == n_elements) break;
|
190
|
+
curr_pos = next_pos;
|
191
|
+
curr_el = f[o[curr_pos]];
|
192
|
+
}
|
193
|
+
|
194
|
+
xfree(l_histogram);
|
195
|
+
xfree(r_histogram);
|
196
|
+
}
|
197
|
+
|
198
|
+
/**
|
199
|
+
* @!visibility private
|
200
|
+
* Find for split point with maximum information gain.
|
201
|
+
*
|
202
|
+
* @overload find_split_params(criterion, impurity, order, features, labels, n_classes) -> Array<Float>
|
203
|
+
*
|
204
|
+
* @param criterion [String] The function to evaluate spliting point. Supported criteria are 'gini' and 'entropy'.
|
205
|
+
* @param impurity [Float] The impurity of whole dataset.
|
206
|
+
* @param order [Numo::Int32] (shape: [n_elements]) The element indices sorted according to feature values.
|
207
|
+
* @param features [Numo::DFloat] (shape: [n_elements]) The feature values.
|
208
|
+
* @param labels [Numo::Int32] (shape: [n_elements]) The labels.
|
209
|
+
* @param n_classes [Integer] The number of classes.
|
210
|
+
* @return [Array<Float>] The array consists of optimal parameters including impurities of child nodes, threshold, and gain.
|
211
|
+
*/
|
212
|
+
static VALUE find_split_params_cls(VALUE self, VALUE criterion, VALUE impurity, VALUE order, VALUE features, VALUE labels,
|
213
|
+
VALUE n_classes) {
|
214
|
+
ndfunc_arg_in_t ain[3] = {{numo_cInt32, 1}, {numo_cDFloat, 1}, {numo_cInt32, 1}};
|
215
|
+
size_t out_shape[1] = {4};
|
216
|
+
ndfunc_arg_out_t aout[1] = {{numo_cDFloat, 1, out_shape}};
|
217
|
+
ndfunc_t ndf = {(na_iter_func_t)iter_find_split_params_cls, NO_LOOP, 3, 1, ain, aout};
|
218
|
+
split_opts_cls opts = {StringValuePtr(criterion), NUM2LONG(n_classes), NUM2DBL(impurity)};
|
219
|
+
VALUE params = na_ndloop3(&ndf, &opts, 3, order, features, labels);
|
220
|
+
VALUE results = rb_ary_new2(4);
|
221
|
+
double* params_ptr = (double*)na_get_pointer_for_read(params);
|
222
|
+
rb_ary_store(results, 0, DBL2NUM(params_ptr[0]));
|
223
|
+
rb_ary_store(results, 1, DBL2NUM(params_ptr[1]));
|
224
|
+
rb_ary_store(results, 2, DBL2NUM(params_ptr[2]));
|
225
|
+
rb_ary_store(results, 3, DBL2NUM(params_ptr[3]));
|
226
|
+
RB_GC_GUARD(params);
|
227
|
+
RB_GC_GUARD(criterion);
|
228
|
+
return results;
|
229
|
+
}
|
230
|
+
|
231
|
+
/**
|
232
|
+
* @!visibility private
|
233
|
+
*/
|
234
|
+
typedef struct {
|
235
|
+
char* criterion;
|
236
|
+
double impurity;
|
237
|
+
} split_opts_reg;
|
238
|
+
|
239
|
+
/**
|
240
|
+
* @!visibility private
|
241
|
+
*/
|
242
|
+
static void iter_find_split_params_reg(na_loop_t const* lp) {
|
243
|
+
const int32_t* o = (int32_t*)NDL_PTR(lp, 0);
|
244
|
+
const double* f = (double*)NDL_PTR(lp, 1);
|
245
|
+
const double* y = (double*)NDL_PTR(lp, 2);
|
246
|
+
const long n_elements = NDL_SHAPE(lp, 0)[0];
|
247
|
+
const long n_outputs = NDL_SHAPE(lp, 2)[1];
|
248
|
+
const char* criterion = ((split_opts_reg*)lp->opt_ptr)->criterion;
|
249
|
+
const double w_impurity = ((split_opts_reg*)lp->opt_ptr)->impurity;
|
250
|
+
double* params = (double*)NDL_PTR(lp, 3);
|
251
|
+
long curr_pos = 0;
|
252
|
+
long next_pos = 0;
|
253
|
+
long n_l_elements = 0;
|
254
|
+
long n_r_elements = n_elements;
|
255
|
+
double curr_el = f[o[0]];
|
256
|
+
double last_el = f[o[n_elements - 1]];
|
257
|
+
double next_el;
|
258
|
+
double l_impurity;
|
259
|
+
double r_impurity;
|
260
|
+
double gain;
|
261
|
+
double* l_sum_vec = alloc_dbl_array(n_outputs);
|
262
|
+
double* r_sum_vec = alloc_dbl_array(n_outputs);
|
263
|
+
double target_var;
|
264
|
+
VALUE l_target_vecs = rb_ary_new();
|
265
|
+
VALUE r_target_vecs = rb_ary_new();
|
266
|
+
VALUE target;
|
267
|
+
|
268
|
+
/* Initialize optimal parameters. */
|
269
|
+
params[0] = 0.0; /* left impurity */
|
270
|
+
params[1] = w_impurity; /* right impurity */
|
271
|
+
params[2] = curr_el; /* threshold */
|
272
|
+
params[3] = 0.0; /* gain */
|
273
|
+
|
274
|
+
/* Initialize child node variables. */
|
275
|
+
for (long i = 0; i < n_elements; i++) {
|
276
|
+
target = rb_ary_new2(n_outputs);
|
277
|
+
for (long j = 0; j < n_outputs; j++) {
|
278
|
+
target_var = y[o[i] * n_outputs + j];
|
279
|
+
rb_ary_store(target, j, DBL2NUM(target_var));
|
280
|
+
r_sum_vec[j] += target_var;
|
281
|
+
}
|
282
|
+
rb_ary_push(r_target_vecs, target);
|
283
|
+
}
|
284
|
+
|
285
|
+
/* Find optimal parameters. */
|
286
|
+
while (curr_pos < n_elements && curr_el != last_el) {
|
287
|
+
next_el = f[o[next_pos]];
|
288
|
+
while (next_pos < n_elements && next_el == curr_el) {
|
289
|
+
target = rb_ary_shift(r_target_vecs);
|
290
|
+
n_r_elements--;
|
291
|
+
sub_sum_vec(r_sum_vec, target);
|
292
|
+
rb_ary_push(l_target_vecs, target);
|
293
|
+
n_l_elements++;
|
294
|
+
add_sum_vec(l_sum_vec, target);
|
295
|
+
next_pos++;
|
296
|
+
next_el = f[o[next_pos]];
|
297
|
+
}
|
298
|
+
/* Calculate gain of new split. */
|
299
|
+
l_impurity = calc_impurity_reg(criterion, l_target_vecs, l_sum_vec);
|
300
|
+
r_impurity = calc_impurity_reg(criterion, r_target_vecs, r_sum_vec);
|
301
|
+
gain = w_impurity - (n_l_elements * l_impurity + n_r_elements * r_impurity) / n_elements;
|
302
|
+
/* Update optimal parameters. */
|
303
|
+
if (gain > params[3]) {
|
304
|
+
params[0] = l_impurity;
|
305
|
+
params[1] = r_impurity;
|
306
|
+
params[2] = 0.5 * (curr_el + next_el);
|
307
|
+
params[3] = gain;
|
308
|
+
}
|
309
|
+
if (next_pos == n_elements) break;
|
310
|
+
curr_pos = next_pos;
|
311
|
+
curr_el = f[o[curr_pos]];
|
312
|
+
}
|
313
|
+
|
314
|
+
xfree(l_sum_vec);
|
315
|
+
xfree(r_sum_vec);
|
316
|
+
}
|
317
|
+
|
318
|
+
/**
|
319
|
+
* @!visibility private
|
320
|
+
* Find for split point with maximum information gain.
|
321
|
+
*
|
322
|
+
* @overload find_split_params(criterion, impurity, order, features, targets) -> Array<Float>
|
323
|
+
*
|
324
|
+
* @param criterion [String] The function to evaluate spliting point. Supported criteria are 'mae' and 'mse'.
|
325
|
+
* @param impurity [Float] The impurity of whole dataset.
|
326
|
+
* @param order [Numo::Int32] (shape: [n_samples]) The element indices sorted according to feature values in ascending order.
|
327
|
+
* @param features [Numo::DFloat] (shape: [n_samples]) The feature values.
|
328
|
+
* @param targets [Numo::DFloat] (shape: [n_samples, n_outputs]) The target values.
|
329
|
+
* @return [Array<Float>] The array consists of optimal parameters including impurities of child nodes, threshold, and gain.
|
330
|
+
*/
|
331
|
+
static VALUE find_split_params_reg(VALUE self, VALUE criterion, VALUE impurity, VALUE order, VALUE features, VALUE targets) {
|
332
|
+
ndfunc_arg_in_t ain[3] = {{numo_cInt32, 1}, {numo_cDFloat, 1}, {numo_cDFloat, 2}};
|
333
|
+
size_t out_shape[1] = {4};
|
334
|
+
ndfunc_arg_out_t aout[1] = {{numo_cDFloat, 1, out_shape}};
|
335
|
+
ndfunc_t ndf = {(na_iter_func_t)iter_find_split_params_reg, NO_LOOP, 3, 1, ain, aout};
|
336
|
+
split_opts_reg opts = {StringValuePtr(criterion), NUM2DBL(impurity)};
|
337
|
+
VALUE params = na_ndloop3(&ndf, &opts, 3, order, features, targets);
|
338
|
+
VALUE results = rb_ary_new2(4);
|
339
|
+
double* params_ptr = (double*)na_get_pointer_for_read(params);
|
340
|
+
rb_ary_store(results, 0, DBL2NUM(params_ptr[0]));
|
341
|
+
rb_ary_store(results, 1, DBL2NUM(params_ptr[1]));
|
342
|
+
rb_ary_store(results, 2, DBL2NUM(params_ptr[2]));
|
343
|
+
rb_ary_store(results, 3, DBL2NUM(params_ptr[3]));
|
344
|
+
RB_GC_GUARD(params);
|
345
|
+
RB_GC_GUARD(criterion);
|
346
|
+
return results;
|
347
|
+
}
|
348
|
+
|
349
|
+
/**
|
350
|
+
* @!visibility private
|
351
|
+
*/
|
352
|
+
static void iter_find_split_params_grad_reg(na_loop_t const* lp) {
|
353
|
+
const int32_t* o = (int32_t*)NDL_PTR(lp, 0);
|
354
|
+
const double* f = (double*)NDL_PTR(lp, 1);
|
355
|
+
const double* g = (double*)NDL_PTR(lp, 2);
|
356
|
+
const double* h = (double*)NDL_PTR(lp, 3);
|
357
|
+
const double s_grad = ((double*)lp->opt_ptr)[0];
|
358
|
+
const double s_hess = ((double*)lp->opt_ptr)[1];
|
359
|
+
const double reg_lambda = ((double*)lp->opt_ptr)[2];
|
360
|
+
const long n_elements = NDL_SHAPE(lp, 0)[0];
|
361
|
+
double* params = (double*)NDL_PTR(lp, 4);
|
362
|
+
long curr_pos = 0;
|
363
|
+
long next_pos = 0;
|
364
|
+
double curr_el = f[o[0]];
|
365
|
+
double last_el = f[o[n_elements - 1]];
|
366
|
+
double next_el;
|
367
|
+
double l_grad = 0.0;
|
368
|
+
double l_hess = 0.0;
|
369
|
+
double r_grad;
|
370
|
+
double r_hess;
|
371
|
+
double threshold = curr_el;
|
372
|
+
double gain_max = 0.0;
|
373
|
+
double gain;
|
374
|
+
|
375
|
+
/* Find optimal parameters. */
|
376
|
+
while (curr_pos < n_elements && curr_el != last_el) {
|
377
|
+
next_el = f[o[next_pos]];
|
378
|
+
while (next_pos < n_elements && next_el == curr_el) {
|
379
|
+
l_grad += g[o[next_pos]];
|
380
|
+
l_hess += h[o[next_pos]];
|
381
|
+
next_pos++;
|
382
|
+
next_el = f[o[next_pos]];
|
383
|
+
}
|
384
|
+
/* Calculate gain of new split. */
|
385
|
+
r_grad = s_grad - l_grad;
|
386
|
+
r_hess = s_hess - l_hess;
|
387
|
+
gain = (l_grad * l_grad) / (l_hess + reg_lambda) + (r_grad * r_grad) / (r_hess + reg_lambda) -
|
388
|
+
(s_grad * s_grad) / (s_hess + reg_lambda);
|
389
|
+
/* Update optimal parameters. */
|
390
|
+
if (gain > gain_max) {
|
391
|
+
threshold = 0.5 * (curr_el + next_el);
|
392
|
+
gain_max = gain;
|
393
|
+
}
|
394
|
+
if (next_pos == n_elements) {
|
395
|
+
break;
|
396
|
+
}
|
397
|
+
curr_pos = next_pos;
|
398
|
+
curr_el = f[o[curr_pos]];
|
399
|
+
}
|
400
|
+
|
401
|
+
params[0] = threshold;
|
402
|
+
params[1] = gain_max;
|
403
|
+
}
|
404
|
+
|
405
|
+
/**
|
406
|
+
* @!visibility private
|
407
|
+
* Find for split point with maximum information gain.
|
408
|
+
*
|
409
|
+
* @overload find_split_params(order, features, gradients, hessians, sum_gradient, sum_hessian, reg_lambda) -> Array<Float>
|
410
|
+
* @param order [Numo::Int32] (shape: [n_elements]) The element indices sorted according to feature values.
|
411
|
+
* @param features [Numo::DFloat] (shape: [n_elements]) The feature values.
|
412
|
+
* @param gradients [Numo::DFloat] (shape: [n_elements]) The gradient values.
|
413
|
+
* @param hessians [Numo::DFloat] (shape: [n_elements]) The hessian values.
|
414
|
+
* @param sum_gradient [Float] The sum of gradient values.
|
415
|
+
* @param sum_hessian [Float] The sum of hessian values.
|
416
|
+
* @param reg_lambda [Float] The L2 regularization term on weight.
|
417
|
+
* @return [Array<Float>] The array consists of optimal parameters including threshold and gain.
|
418
|
+
*/
|
419
|
+
static VALUE find_split_params_grad_reg(VALUE self, VALUE order, VALUE features, VALUE gradients, VALUE hessians,
|
420
|
+
VALUE sum_gradient, VALUE sum_hessian, VALUE reg_lambda) {
|
421
|
+
ndfunc_arg_in_t ain[4] = {{numo_cInt32, 1}, {numo_cDFloat, 1}, {numo_cDFloat, 1}, {numo_cDFloat, 1}};
|
422
|
+
size_t out_shape[1] = {2};
|
423
|
+
ndfunc_arg_out_t aout[1] = {{numo_cDFloat, 1, out_shape}};
|
424
|
+
ndfunc_t ndf = {(na_iter_func_t)iter_find_split_params_grad_reg, NO_LOOP, 4, 1, ain, aout};
|
425
|
+
double opts[3] = {NUM2DBL(sum_gradient), NUM2DBL(sum_hessian), NUM2DBL(reg_lambda)};
|
426
|
+
VALUE params = na_ndloop3(&ndf, opts, 4, order, features, gradients, hessians);
|
427
|
+
VALUE results = rb_ary_new2(2);
|
428
|
+
double* params_ptr = (double*)na_get_pointer_for_read(params);
|
429
|
+
rb_ary_store(results, 0, DBL2NUM(params_ptr[0]));
|
430
|
+
rb_ary_store(results, 1, DBL2NUM(params_ptr[1]));
|
431
|
+
RB_GC_GUARD(params);
|
432
|
+
return results;
|
433
|
+
}
|
434
|
+
|
435
|
+
/**
|
436
|
+
* @!visibility private
|
437
|
+
*/
|
438
|
+
typedef struct {
|
439
|
+
char* criterion;
|
440
|
+
long n_classes;
|
441
|
+
} node_impurity_cls_opts;
|
442
|
+
|
443
|
+
/**
|
444
|
+
* @!visibility private
|
445
|
+
*/
|
446
|
+
static void iter_node_impurity_cls(na_loop_t const* lp) {
|
447
|
+
const int32_t* y = (int32_t*)NDL_PTR(lp, 0);
|
448
|
+
const char* criterion = ((node_impurity_cls_opts*)lp->opt_ptr)->criterion;
|
449
|
+
const long n_classes = ((node_impurity_cls_opts*)lp->opt_ptr)->n_classes;
|
450
|
+
const long n_elements = NDL_SHAPE(lp, 0)[0];
|
451
|
+
double* ret = (double*)NDL_PTR(lp, 1);
|
452
|
+
double* histogram = alloc_dbl_array(n_classes);
|
453
|
+
for (long i = 0; i < n_elements; i++) histogram[y[i]] += 1;
|
454
|
+
*ret = calc_impurity_cls(criterion, histogram, n_elements, n_classes);
|
455
|
+
xfree(histogram);
|
456
|
+
}
|
457
|
+
|
458
|
+
/**
|
459
|
+
* @!visibility private
|
460
|
+
* Calculate impurity based on criterion.
|
461
|
+
*
|
462
|
+
* @overload node_impurity(criterion, y, n_classes) -> Float
|
463
|
+
*
|
464
|
+
* @param criterion [String] The function to calculate impurity. Supported criteria are 'gini' and 'entropy'.
|
465
|
+
* @param y [Numo::Int32] (shape: [n_samples]) The labels.
|
466
|
+
* @param n_classes [Integer] The number of classes.
|
467
|
+
* @return [Float] impurity
|
468
|
+
*/
|
469
|
+
static VALUE node_impurity_cls(VALUE self, VALUE criterion, VALUE y, VALUE n_classes) {
|
470
|
+
ndfunc_arg_in_t ain[1] = {{numo_cInt32, 1}};
|
471
|
+
ndfunc_arg_out_t aout[1] = {{numo_cDFloat, 0}};
|
472
|
+
ndfunc_t ndf = {(na_iter_func_t)iter_node_impurity_cls, NDF_EXTRACT, 1, 1, ain, aout};
|
473
|
+
node_impurity_cls_opts opts = {StringValuePtr(criterion), NUM2LONG(n_classes)};
|
474
|
+
VALUE ret = na_ndloop3(&ndf, &opts, 1, y);
|
475
|
+
RB_GC_GUARD(criterion);
|
476
|
+
return ret;
|
477
|
+
}
|
478
|
+
|
479
|
+
/**
|
480
|
+
* @!visibility private
|
481
|
+
*/
|
482
|
+
static void iter_check_same_label(na_loop_t const* lp) {
|
483
|
+
const int32_t* y = (int32_t*)NDL_PTR(lp, 0);
|
484
|
+
const long n_elements = NDL_SHAPE(lp, 0)[0];
|
485
|
+
int32_t* ret = (int32_t*)NDL_PTR(lp, 1);
|
486
|
+
*ret = 1;
|
487
|
+
if (n_elements > 0) {
|
488
|
+
int32_t label = y[0];
|
489
|
+
for (long i = 0; i < n_elements; i++) {
|
490
|
+
if (y[i] != label) {
|
491
|
+
*ret = 0;
|
492
|
+
break;
|
493
|
+
}
|
494
|
+
}
|
495
|
+
}
|
496
|
+
}
|
497
|
+
|
498
|
+
/**
|
499
|
+
* @!visibility private
|
500
|
+
* Check all elements have the save value.
|
501
|
+
*
|
502
|
+
* @overload check_same_label(y) -> Boolean
|
503
|
+
*
|
504
|
+
* @param y [Numo::Int32] (shape: [n_samples]) The labels.
|
505
|
+
* @return [Boolean]
|
506
|
+
*/
|
507
|
+
static VALUE check_same_label(VALUE self, VALUE y) {
|
508
|
+
ndfunc_arg_in_t ain[1] = {{numo_cInt32, 1}};
|
509
|
+
ndfunc_arg_out_t aout[1] = {{numo_cInt32, 0}};
|
510
|
+
ndfunc_t ndf = {(na_iter_func_t)iter_check_same_label, NDF_EXTRACT, 1, 1, ain, aout};
|
511
|
+
VALUE ret = na_ndloop(&ndf, 1, y);
|
512
|
+
return (NUM2INT(ret) == 1 ? Qtrue : Qfalse);
|
513
|
+
}
|
514
|
+
|
515
|
+
/**
|
516
|
+
* @!visibility private
|
517
|
+
* Calculate impurity based on criterion.
|
518
|
+
*
|
519
|
+
* @overload node_impurity(criterion, y) -> Float
|
520
|
+
*
|
521
|
+
* @param criterion [String] The function to calculate impurity. Supported criteria are 'mae' and 'mse'.
|
522
|
+
* @param y [Array<Float>] (shape: [n_samples, n_outputs]) The taget values.
|
523
|
+
* @return [Float] impurity
|
524
|
+
*/
|
525
|
+
static VALUE node_impurity_reg(VALUE self, VALUE criterion, VALUE y) {
|
526
|
+
const long n_elements = RARRAY_LEN(y);
|
527
|
+
const long n_outputs = RARRAY_LEN(rb_ary_entry(y, 0));
|
528
|
+
double* sum_vec = alloc_dbl_array(n_outputs);
|
529
|
+
VALUE target_vecs = rb_ary_new();
|
530
|
+
|
531
|
+
for (long i = 0; i < n_elements; i++) {
|
532
|
+
VALUE target = rb_ary_entry(y, i);
|
533
|
+
add_sum_vec(sum_vec, target);
|
534
|
+
rb_ary_push(target_vecs, target);
|
535
|
+
}
|
536
|
+
|
537
|
+
VALUE ret = DBL2NUM(calc_impurity_reg(StringValuePtr(criterion), target_vecs, sum_vec));
|
538
|
+
xfree(sum_vec);
|
539
|
+
RB_GC_GUARD(criterion);
|
540
|
+
return ret;
|
541
|
+
}
|
542
|
+
|
543
|
+
void Init_ext(void) {
|
544
|
+
VALUE rb_mRumale = rb_define_module("Rumale");
|
545
|
+
VALUE rb_mTree = rb_define_module_under(rb_mRumale, "Tree");
|
546
|
+
|
547
|
+
/**
|
548
|
+
* Document-module: Rumale::Tree::ExtDecisionTreeClassifier
|
549
|
+
* @!visibility private
|
550
|
+
* The mixin module consisting of extension method for DecisionTreeClassifier class.
|
551
|
+
* This module is used internally.
|
552
|
+
*/
|
553
|
+
VALUE rb_mExtDTreeCls = rb_define_module_under(rb_mTree, "ExtDecisionTreeClassifier");
|
554
|
+
/**
|
555
|
+
* Document-module: Rumale::Tree::ExtDecisionTreeRegressor
|
556
|
+
* @!visibility private
|
557
|
+
* The mixin module consisting of extension method for DecisionTreeRegressor class.
|
558
|
+
* This module is used internally.
|
559
|
+
*/
|
560
|
+
VALUE rb_mExtDTreeReg = rb_define_module_under(rb_mTree, "ExtDecisionTreeRegressor");
|
561
|
+
/**
|
562
|
+
* Document-module: Rumale::Tree::ExtGradientTreeRegressor
|
563
|
+
* @!visibility private
|
564
|
+
* The mixin module consisting of extension method for GradientTreeRegressor class.
|
565
|
+
* This module is used internally.
|
566
|
+
*/
|
567
|
+
VALUE rb_mExtGTreeReg = rb_define_module_under(rb_mTree, "ExtGradientTreeRegressor");
|
568
|
+
|
569
|
+
rb_define_private_method(rb_mExtDTreeCls, "find_split_params", find_split_params_cls, 6);
|
570
|
+
rb_define_private_method(rb_mExtDTreeReg, "find_split_params", find_split_params_reg, 5);
|
571
|
+
rb_define_private_method(rb_mExtGTreeReg, "find_split_params", find_split_params_grad_reg, 7);
|
572
|
+
rb_define_private_method(rb_mExtDTreeCls, "node_impurity", node_impurity_cls, 3);
|
573
|
+
rb_define_private_method(rb_mExtDTreeCls, "stop_growing?", check_same_label, 1);
|
574
|
+
rb_define_private_method(rb_mExtDTreeReg, "node_impurity", node_impurity_reg, 2);
|
575
|
+
}
|
@@ -0,0 +1,32 @@
|
|
1
|
+
# frozen_string_literal: true
|
2
|
+
|
3
|
+
require 'mkmf'
|
4
|
+
require 'numo/narray'
|
5
|
+
|
6
|
+
$LOAD_PATH.each do |lp|
|
7
|
+
if File.exist?(File.join(lp, 'numo/numo/narray.h'))
|
8
|
+
$INCFLAGS = "-I#{lp}/numo #{$INCFLAGS}"
|
9
|
+
break
|
10
|
+
end
|
11
|
+
end
|
12
|
+
|
13
|
+
abort 'numo/narray.h not found.' unless have_header('numo/narray.h')
|
14
|
+
|
15
|
+
if RUBY_PLATFORM =~ /mswin|cygwin|mingw/
|
16
|
+
$LOAD_PATH.each do |lp|
|
17
|
+
if File.exist?(File.join(lp, 'numo/libnarray.a'))
|
18
|
+
$LDFLAGS = "-L#{lp}/numo #{$LDFLAGS}"
|
19
|
+
break
|
20
|
+
end
|
21
|
+
end
|
22
|
+
|
23
|
+
abort 'libnarray.a not found.' unless have_library('narray', 'nary_new')
|
24
|
+
end
|
25
|
+
|
26
|
+
if RUBY_PLATFORM.match?(/darwin/) && Gem::Version.new('3.1.0') <= Gem::Version.new(RUBY_VERSION)
|
27
|
+
if try_link('int main(void){return 0;}', '-Wl,-undefined,dynamic_lookup')
|
28
|
+
$LDFLAGS << ' -Wl,-undefined,dynamic_lookup'
|
29
|
+
end
|
30
|
+
end
|
31
|
+
|
32
|
+
create_makefile('rumale/tree/ext')
|