rumale 0.14.1 → 0.14.2
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- checksums.yaml +4 -4
- data/CHANGELOG.md +4 -0
- data/ext/rumale/rumale.c +3 -567
- data/ext/rumale/rumale.h +2 -5
- data/ext/rumale/tree.c +567 -0
- data/ext/rumale/tree.h +12 -0
- data/lib/rumale/version.rb +1 -1
- metadata +4 -2
checksums.yaml
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@@ -1,7 +1,7 @@
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SHA1:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 7fed739280b26a4afad6081eb1bb32fef9d5292f
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data.tar.gz: 757d76214e895fd1dfebdf03b79be2e71b60a8e0
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SHA512:
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metadata.gz:
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metadata.gz: c76042f5fbaa269884191bd6856674fcf8c89f499d68e0cd4c5e653bdb16a041a647e25d5b2592d7fd840fe55a7da45c195b58cebaa8d81ca8b957088c2e97b9
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data.tar.gz: a7d8220b679419e3f875e910b44a446dc571dee34e5a44296ef1a3506a65d18c96997d0f979a8ffb0d5195aabd5113ad301c9f9d60a6ea791ca02841be33669c
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data/CHANGELOG.md
CHANGED
data/ext/rumale/rumale.c
CHANGED
@@ -1,574 +1,10 @@
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1
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#include "rumale.h"
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VALUE
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create_zero_vector(const long n_dimensions)
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{
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long i;
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VALUE vec = rb_ary_new2(n_dimensions);
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for (i = 0; i < n_dimensions; i++) {
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rb_ary_store(vec, i, DBL2NUM(0));
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}
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return vec;
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}
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double
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calc_gini_coef(VALUE histogram, const long n_elements)
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{
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long i;
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double el;
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double gini = 0.0;
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const long n_classes = RARRAY_LEN(histogram);
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for (i = 0; i < n_classes; i++) {
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el = NUM2DBL(rb_ary_entry(histogram, i)) / n_elements;
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gini += el * el;
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}
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return 1.0 - gini;
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}
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double
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calc_entropy(VALUE histogram, const long n_elements)
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{
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long i;
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double el;
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double entropy = 0.0;
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const long n_classes = RARRAY_LEN(histogram);
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for (i = 0; i < n_classes; i++) {
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el = NUM2DBL(rb_ary_entry(histogram, i)) / n_elements;
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entropy += el * log(el + 1.0);
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}
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return -entropy;
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}
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VALUE
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calc_mean_vec(VALUE sum_vec, const long n_elements)
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{
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long i;
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const long n_dimensions = RARRAY_LEN(sum_vec);
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VALUE mean_vec = rb_ary_new2(n_dimensions);
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for (i = 0; i < n_dimensions; i++) {
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rb_ary_store(mean_vec, i, DBL2NUM(NUM2DBL(rb_ary_entry(sum_vec, i)) / n_elements));
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}
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return mean_vec;
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}
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-
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double
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calc_vec_mae(VALUE vec_a, VALUE vec_b)
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{
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long i;
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const long n_dimensions = RARRAY_LEN(vec_a);
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double sum = 0.0;
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double diff;
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for (i = 0; i < n_dimensions; i++) {
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diff = NUM2DBL(rb_ary_entry(vec_a, i)) - NUM2DBL(rb_ary_entry(vec_b, i));
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sum += fabs(diff);
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}
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return sum / n_dimensions;
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}
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double
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calc_vec_mse(VALUE vec_a, VALUE vec_b)
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80
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{
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81
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long i;
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82
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const long n_dimensions = RARRAY_LEN(vec_a);
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double sum = 0.0;
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double diff;
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for (i = 0; i < n_dimensions; i++) {
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diff = NUM2DBL(rb_ary_entry(vec_a, i)) - NUM2DBL(rb_ary_entry(vec_b, i));
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sum += diff * diff;
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}
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return sum / n_dimensions;
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}
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double
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calc_mae(VALUE target_vecs, VALUE sum_vec)
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{
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long i;
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const long n_elements = RARRAY_LEN(target_vecs);
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double sum = 0.0;
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VALUE mean_vec = calc_mean_vec(sum_vec, n_elements);
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for (i = 0; i < n_elements; i++) {
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sum += calc_vec_mae(rb_ary_entry(target_vecs, i), mean_vec);
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}
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return sum / n_elements;
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}
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double
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calc_mse(VALUE target_vecs, VALUE sum_vec)
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{
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112
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long i;
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const long n_elements = RARRAY_LEN(target_vecs);
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double sum = 0.0;
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VALUE mean_vec = calc_mean_vec(sum_vec, n_elements);
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for (i = 0; i < n_elements; i++) {
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sum += calc_vec_mse(rb_ary_entry(target_vecs, i), mean_vec);
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}
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return sum / n_elements;
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}
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double
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calc_impurity_cls(const char* criterion, VALUE histogram, const long n_elements)
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{
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if (strcmp(criterion, "entropy") == 0) {
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return calc_entropy(histogram, n_elements);
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}
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return calc_gini_coef(histogram, n_elements);
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}
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double
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calc_impurity_reg(const char* criterion, VALUE target_vecs, VALUE sum_vec)
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{
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if (strcmp(criterion, "mae") == 0) {
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return calc_mae(target_vecs, sum_vec);
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}
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return calc_mse(target_vecs, sum_vec);
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}
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void
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143
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increment_histogram(VALUE histogram, const long bin_id)
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144
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{
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const double updated = NUM2DBL(rb_ary_entry(histogram, bin_id)) + 1;
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rb_ary_store(histogram, bin_id, DBL2NUM(updated));
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}
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void
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150
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decrement_histogram(VALUE histogram, const long bin_id)
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{
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152
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const double updated = NUM2DBL(rb_ary_entry(histogram, bin_id)) - 1;
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rb_ary_store(histogram, bin_id, DBL2NUM(updated));
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}
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156
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void
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add_sum_vec(VALUE sum_vec, VALUE target)
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158
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{
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long i;
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const long n_dimensions = RARRAY_LEN(sum_vec);
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double el;
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162
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for (i = 0; i < n_dimensions; i++) {
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el = NUM2DBL(rb_ary_entry(sum_vec, i)) + NUM2DBL(rb_ary_entry(target, i));
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rb_ary_store(sum_vec, i, DBL2NUM(el));
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}
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}
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void
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sub_sum_vec(VALUE sum_vec, VALUE target)
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{
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long i;
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const long n_dimensions = RARRAY_LEN(sum_vec);
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double el;
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for (i = 0; i < n_dimensions; i++) {
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el = NUM2DBL(rb_ary_entry(sum_vec, i)) - NUM2DBL(rb_ary_entry(target, i));
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rb_ary_store(sum_vec, i, DBL2NUM(el));
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}
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}
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/**
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* @!visibility private
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*/
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typedef struct {
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char* criterion;
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long n_classes;
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double impurity;
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} split_opts_cls;
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/**
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* @!visibility private
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*/
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static void
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iter_find_split_params_cls(na_loop_t const* lp)
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{
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const int32_t* o = (int32_t*)NDL_PTR(lp, 0);
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const double* f = (double*)NDL_PTR(lp, 1);
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const int32_t* y = (int32_t*)NDL_PTR(lp, 2);
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const long n_elements = NDL_SHAPE(lp, 0)[0];
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const char* criterion = ((split_opts_cls*)lp->opt_ptr)->criterion;
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const long n_classes = ((split_opts_cls*)lp->opt_ptr)->n_classes;
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const double w_impurity = ((split_opts_cls*)lp->opt_ptr)->impurity;
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double* params = (double*)NDL_PTR(lp, 3);
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long i;
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long curr_pos = 0;
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long next_pos = 0;
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long n_l_elements = 0;
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long n_r_elements = n_elements;
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double curr_el = f[o[0]];
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double last_el = f[o[n_elements - 1]];
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double next_el;
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double l_impurity;
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double r_impurity;
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double gain;
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215
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VALUE l_histogram = create_zero_vector(n_classes);
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VALUE r_histogram = create_zero_vector(n_classes);
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/* Initialize optimal parameters. */
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params[0] = 0.0; /* left impurity */
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params[1] = w_impurity; /* right impurity */
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params[2] = curr_el; /* threshold */
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params[3] = 0.0; /* gain */
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/* Initialize child node variables. */
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for (i = 0; i < n_elements; i++) {
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increment_histogram(r_histogram, y[o[i]]);
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}
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/* Find optimal parameters. */
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230
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while (curr_pos < n_elements && curr_el != last_el) {
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next_el = f[o[next_pos]];
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while (next_pos < n_elements && next_el == curr_el) {
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increment_histogram(l_histogram, y[o[next_pos]]);
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n_l_elements++;
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235
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decrement_histogram(r_histogram, y[o[next_pos]]);
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n_r_elements--;
|
237
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next_pos++;
|
238
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next_el = f[o[next_pos]];
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239
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}
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240
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/* Calculate gain of new split. */
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241
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l_impurity = calc_impurity_cls(criterion, l_histogram, n_l_elements);
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242
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r_impurity = calc_impurity_cls(criterion, r_histogram, n_r_elements);
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243
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gain = w_impurity - (n_l_elements * l_impurity + n_r_elements * r_impurity) / n_elements;
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244
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/* Update optimal parameters. */
|
245
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if (gain > params[3]) {
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246
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params[0] = l_impurity;
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247
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params[1] = r_impurity;
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248
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params[2] = 0.5 * (curr_el + next_el);
|
249
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params[3] = gain;
|
250
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}
|
251
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if (next_pos == n_elements) break;
|
252
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curr_pos = next_pos;
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253
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curr_el = f[o[curr_pos]];
|
254
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-
}
|
255
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-
}
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256
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/**
|
257
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* @!visibility private
|
258
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* Find for split point with maximum information gain.
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259
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*
|
260
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* @overload find_split_params(criterion, impurity, order, features, labels, n_classes) -> Array<Float>
|
261
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*
|
262
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* @param criterion [String] The function to evaluate spliting point. Supported criteria are 'gini' and 'entropy'.
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263
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* @param impurity [Float] The impurity of whole dataset.
|
264
|
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* @param order [Numo::Int32] (shape: [n_elements]) The element indices sorted according to feature values.
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265
|
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* @param features [Numo::DFloat] (shape: [n_elements]) The feature values.
|
266
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* @param labels [Numo::Int32] (shape: [n_elements]) The labels.
|
267
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* @param n_classes [Integer] The number of classes.
|
268
|
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* @return [Array<Float>] The array consists of optimal parameters including impurities of child nodes, threshold, and gain.
|
269
|
-
*/
|
270
|
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static VALUE
|
271
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find_split_params_cls(VALUE self, VALUE criterion, VALUE impurity, VALUE order, VALUE features, VALUE labels, VALUE n_classes)
|
272
|
-
{
|
273
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ndfunc_arg_in_t ain[3] = { {numo_cInt32, 1}, {numo_cDFloat, 1}, {numo_cInt32, 1} };
|
274
|
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size_t out_shape[1] = { 4 };
|
275
|
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ndfunc_arg_out_t aout[1] = { {numo_cDFloat, 1, out_shape} };
|
276
|
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ndfunc_t ndf = { (na_iter_func_t)iter_find_split_params_cls, NO_LOOP, 3, 1, ain, aout };
|
277
|
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split_opts_cls opts = { StringValuePtr(criterion), NUM2LONG(n_classes), NUM2DBL(impurity) };
|
278
|
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VALUE params = na_ndloop3(&ndf, &opts, 3, order, features, labels);
|
279
|
-
VALUE results = rb_ary_new2(4);
|
280
|
-
rb_ary_store(results, 0, DBL2NUM(((double*)na_get_pointer_for_read(params))[0]));
|
281
|
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rb_ary_store(results, 1, DBL2NUM(((double*)na_get_pointer_for_read(params))[1]));
|
282
|
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rb_ary_store(results, 2, DBL2NUM(((double*)na_get_pointer_for_read(params))[2]));
|
283
|
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rb_ary_store(results, 3, DBL2NUM(((double*)na_get_pointer_for_read(params))[3]));
|
284
|
-
return results;
|
285
|
-
}
|
286
|
-
|
287
|
-
/**
|
288
|
-
* @!visibility private
|
289
|
-
*/
|
290
|
-
typedef struct {
|
291
|
-
char* criterion;
|
292
|
-
double impurity;
|
293
|
-
} split_opts_reg;
|
294
|
-
/**
|
295
|
-
* @!visibility private
|
296
|
-
*/
|
297
|
-
static void
|
298
|
-
iter_find_split_params_reg(na_loop_t const* lp)
|
299
|
-
{
|
300
|
-
const int32_t* o = (int32_t*)NDL_PTR(lp, 0);
|
301
|
-
const double* f = (double*)NDL_PTR(lp, 1);
|
302
|
-
const double* y = (double*)NDL_PTR(lp, 2);
|
303
|
-
const long n_elements = NDL_SHAPE(lp, 0)[0];
|
304
|
-
const long n_outputs = NDL_SHAPE(lp, 2)[1];
|
305
|
-
const char* criterion = ((split_opts_reg*)lp->opt_ptr)->criterion;
|
306
|
-
const double w_impurity = ((split_opts_reg*)lp->opt_ptr)->impurity;
|
307
|
-
double* params = (double*)NDL_PTR(lp, 3);
|
308
|
-
long i, j;
|
309
|
-
long curr_pos = 0;
|
310
|
-
long next_pos = 0;
|
311
|
-
long n_l_elements = 0;
|
312
|
-
long n_r_elements = n_elements;
|
313
|
-
double curr_el = f[o[0]];
|
314
|
-
double last_el = f[o[n_elements - 1]];
|
315
|
-
double next_el;
|
316
|
-
double l_impurity;
|
317
|
-
double r_impurity;
|
318
|
-
double gain;
|
319
|
-
VALUE l_sum_vec = create_zero_vector(n_outputs);
|
320
|
-
VALUE r_sum_vec = create_zero_vector(n_outputs);
|
321
|
-
VALUE l_target_vecs = rb_ary_new();
|
322
|
-
VALUE r_target_vecs = rb_ary_new();
|
323
|
-
VALUE target;
|
324
|
-
|
325
|
-
/* Initialize optimal parameters. */
|
326
|
-
params[0] = 0.0; /* left impurity */
|
327
|
-
params[1] = w_impurity; /* right impurity */
|
328
|
-
params[2] = curr_el; /* threshold */
|
329
|
-
params[3] = 0.0; /* gain */
|
330
|
-
|
331
|
-
/* Initialize child node variables. */
|
332
|
-
for (i = 0; i < n_elements; i++) {
|
333
|
-
target = rb_ary_new2(n_outputs);
|
334
|
-
for (j = 0; j < n_outputs; j++) {
|
335
|
-
rb_ary_store(target, j, DBL2NUM(y[o[i] * n_outputs + j]));
|
336
|
-
}
|
337
|
-
add_sum_vec(r_sum_vec, target);
|
338
|
-
rb_ary_push(r_target_vecs, target);
|
339
|
-
}
|
340
|
-
|
341
|
-
/* Find optimal parameters. */
|
342
|
-
while (curr_pos < n_elements && curr_el != last_el) {
|
343
|
-
next_el = f[o[next_pos]];
|
344
|
-
while (next_pos < n_elements && next_el == curr_el) {
|
345
|
-
target = rb_ary_shift(r_target_vecs);
|
346
|
-
n_r_elements--;
|
347
|
-
sub_sum_vec(r_sum_vec, target);
|
348
|
-
rb_ary_push(l_target_vecs, target);
|
349
|
-
n_l_elements++;
|
350
|
-
add_sum_vec(l_sum_vec, target);
|
351
|
-
next_pos++;
|
352
|
-
next_el = f[o[next_pos]];
|
353
|
-
}
|
354
|
-
/* Calculate gain of new split. */
|
355
|
-
l_impurity = calc_impurity_reg(criterion, l_target_vecs, l_sum_vec);
|
356
|
-
r_impurity = calc_impurity_reg(criterion, r_target_vecs, r_sum_vec);
|
357
|
-
gain = w_impurity - (n_l_elements * l_impurity + n_r_elements * r_impurity) / n_elements;
|
358
|
-
/* Update optimal parameters. */
|
359
|
-
if (gain > params[3]) {
|
360
|
-
params[0] = l_impurity;
|
361
|
-
params[1] = r_impurity;
|
362
|
-
params[2] = 0.5 * (curr_el + next_el);
|
363
|
-
params[3] = gain;
|
364
|
-
}
|
365
|
-
if (next_pos == n_elements) break;
|
366
|
-
curr_pos = next_pos;
|
367
|
-
curr_el = f[o[curr_pos]];
|
368
|
-
}
|
369
|
-
}
|
370
|
-
/**
|
371
|
-
* @!visibility private
|
372
|
-
* Find for split point with maximum information gain.
|
373
|
-
*
|
374
|
-
* @overload find_split_params(criterion, impurity, order, features, targets) -> Array<Float>
|
375
|
-
*
|
376
|
-
* @param criterion [String] The function to evaluate spliting point. Supported criteria are 'mae' and 'mse'.
|
377
|
-
* @param impurity [Float] The impurity of whole dataset.
|
378
|
-
* @param order [Numo::Int32] (shape: [n_samples]) The element indices sorted according to feature values in ascending order.
|
379
|
-
* @param features [Numo::DFloat] (shape: [n_samples]) The feature values.
|
380
|
-
* @param targets [Numo::DFloat] (shape: [n_samples, n_outputs]) The target values.
|
381
|
-
* @return [Array<Float>] The array consists of optimal parameters including impurities of child nodes, threshold, and gain.
|
382
|
-
*/
|
383
|
-
static VALUE
|
384
|
-
find_split_params_reg(VALUE self, VALUE criterion, VALUE impurity, VALUE order, VALUE features, VALUE targets)
|
385
|
-
{
|
386
|
-
ndfunc_arg_in_t ain[3] = { {numo_cInt32, 1}, {numo_cDFloat, 1}, {numo_cDFloat, 2} };
|
387
|
-
size_t out_shape[1] = { 4 };
|
388
|
-
ndfunc_arg_out_t aout[1] = { {numo_cDFloat, 1, out_shape} };
|
389
|
-
ndfunc_t ndf = { (na_iter_func_t)iter_find_split_params_reg, NO_LOOP, 3, 1, ain, aout };
|
390
|
-
split_opts_reg opts = { StringValuePtr(criterion), NUM2DBL(impurity) };
|
391
|
-
VALUE params = na_ndloop3(&ndf, &opts, 3, order, features, targets);
|
392
|
-
VALUE results = rb_ary_new2(4);
|
393
|
-
rb_ary_store(results, 0, DBL2NUM(((double*)na_get_pointer_for_read(params))[0]));
|
394
|
-
rb_ary_store(results, 1, DBL2NUM(((double*)na_get_pointer_for_read(params))[1]));
|
395
|
-
rb_ary_store(results, 2, DBL2NUM(((double*)na_get_pointer_for_read(params))[2]));
|
396
|
-
rb_ary_store(results, 3, DBL2NUM(((double*)na_get_pointer_for_read(params))[3]));
|
397
|
-
return results;
|
398
|
-
}
|
399
|
-
|
400
|
-
/**
|
401
|
-
* @!visibility private
|
402
|
-
*/
|
403
|
-
static void
|
404
|
-
iter_find_split_params_grad_reg(na_loop_t const* lp)
|
405
|
-
{
|
406
|
-
const int32_t* o = (int32_t*)NDL_PTR(lp, 0);
|
407
|
-
const double* f = (double*)NDL_PTR(lp, 1);
|
408
|
-
const double* g = (double*)NDL_PTR(lp, 2);
|
409
|
-
const double* h = (double*)NDL_PTR(lp, 3);
|
410
|
-
const double s_grad = ((double*)lp->opt_ptr)[0];
|
411
|
-
const double s_hess = ((double*)lp->opt_ptr)[1];
|
412
|
-
const double reg_lambda = ((double*)lp->opt_ptr)[2];
|
413
|
-
const long n_elements = NDL_SHAPE(lp, 0)[0];
|
414
|
-
double* params = (double*)NDL_PTR(lp, 4);
|
415
|
-
long curr_pos = 0;
|
416
|
-
long next_pos = 0;
|
417
|
-
double curr_el = f[o[0]];
|
418
|
-
double last_el = f[o[n_elements - 1]];
|
419
|
-
double next_el;
|
420
|
-
double l_grad = 0.0;
|
421
|
-
double l_hess = 0.0;
|
422
|
-
double r_grad;
|
423
|
-
double r_hess;
|
424
|
-
double threshold = curr_el;
|
425
|
-
double gain_max = 0.0;
|
426
|
-
double gain;
|
427
|
-
|
428
|
-
/* Find optimal parameters. */
|
429
|
-
while (curr_pos < n_elements && curr_el != last_el) {
|
430
|
-
next_el = f[o[next_pos]];
|
431
|
-
while (next_pos < n_elements && next_el == curr_el) {
|
432
|
-
l_grad += g[o[next_pos]];
|
433
|
-
l_hess += h[o[next_pos]];
|
434
|
-
next_pos++;
|
435
|
-
next_el = f[o[next_pos]];
|
436
|
-
}
|
437
|
-
/* Calculate gain of new split. */
|
438
|
-
r_grad = s_grad - l_grad;
|
439
|
-
r_hess = s_hess - l_hess;
|
440
|
-
gain = (l_grad * l_grad) / (l_hess + reg_lambda) +
|
441
|
-
(r_grad * r_grad) / (r_hess + reg_lambda) -
|
442
|
-
(s_grad * s_grad) / (s_hess + reg_lambda);
|
443
|
-
/* Update optimal parameters. */
|
444
|
-
if (gain > gain_max) {
|
445
|
-
threshold = 0.5 * (curr_el + next_el);
|
446
|
-
gain_max = gain;
|
447
|
-
}
|
448
|
-
if (next_pos == n_elements) break;
|
449
|
-
curr_pos = next_pos;
|
450
|
-
curr_el = f[o[curr_pos]];
|
451
|
-
}
|
452
|
-
|
453
|
-
params[0] = threshold;
|
454
|
-
params[1] = gain_max;
|
455
|
-
}
|
456
|
-
|
457
|
-
/**
|
458
|
-
* @!visibility private
|
459
|
-
* Find for split point with maximum information gain.
|
460
|
-
*
|
461
|
-
* @overload find_split_params(order, features, gradients, hessians, sum_gradient, sum_hessian, reg_lambda) -> Array<Float>
|
462
|
-
* @param order [Numo::Int32] (shape: [n_elements]) The element indices sorted according to feature values.
|
463
|
-
* @param features [Numo::DFloat] (shape: [n_elements]) The feature values.
|
464
|
-
* @param gradients [Numo::DFloat] (shape: [n_elements]) The gradient values.
|
465
|
-
* @param hessians [Numo::DFloat] (shape: [n_elements]) The hessian values.
|
466
|
-
* @param sum_gradient [Float] The sum of gradient values.
|
467
|
-
* @param sum_hessian [Float] The sum of hessian values.
|
468
|
-
* @param reg_lambda [Float] The L2 regularization term on weight.
|
469
|
-
* @return [Array<Float>] The array consists of optimal parameters including threshold and gain.
|
470
|
-
*/
|
471
|
-
static VALUE
|
472
|
-
find_split_params_grad_reg
|
473
|
-
(VALUE self, VALUE order, VALUE features, VALUE gradients, VALUE hessians, VALUE sum_gradient, VALUE sum_hessian, VALUE reg_lambda)
|
474
|
-
{
|
475
|
-
ndfunc_arg_in_t ain[4] = { {numo_cInt32, 1}, {numo_cDFloat, 1}, {numo_cDFloat, 1}, {numo_cDFloat, 1} };
|
476
|
-
size_t out_shape[1] = { 2 };
|
477
|
-
ndfunc_arg_out_t aout[1] = { {numo_cDFloat, 1, out_shape} };
|
478
|
-
ndfunc_t ndf = { (na_iter_func_t)iter_find_split_params_grad_reg, NO_LOOP, 4, 1, ain, aout };
|
479
|
-
double opts[3] = { NUM2DBL(sum_gradient), NUM2DBL(sum_hessian), NUM2DBL(reg_lambda) };
|
480
|
-
VALUE params = na_ndloop3(&ndf, opts, 4, order, features, gradients, hessians);
|
481
|
-
VALUE results = rb_ary_new2(2);
|
482
|
-
rb_ary_store(results, 0, DBL2NUM(((double*)na_get_pointer_for_read(params))[0]));
|
483
|
-
rb_ary_store(results, 1, DBL2NUM(((double*)na_get_pointer_for_read(params))[1]));
|
484
|
-
return results;
|
485
|
-
}
|
486
|
-
|
487
|
-
/**
|
488
|
-
* @!visibility private
|
489
|
-
* Calculate impurity based on criterion.
|
490
|
-
*
|
491
|
-
* @overload node_impurity(criterion, y, n_classes) -> Float
|
492
|
-
*
|
493
|
-
* @param criterion [String] The function to calculate impurity. Supported criteria are 'gini' and 'entropy'.
|
494
|
-
* @param y_nary [Numo::Int32] (shape: [n_samples]) The labels.
|
495
|
-
* @param n_elements_ [Integer] The number of elements.
|
496
|
-
* @param n_classes [Integer] The number of classes.
|
497
|
-
* @return [Float] impurity
|
498
|
-
*/
|
499
|
-
static VALUE
|
500
|
-
node_impurity_cls(VALUE self, VALUE criterion, VALUE y_nary, VALUE n_elements_, VALUE n_classes)
|
501
|
-
{
|
502
|
-
long i;
|
503
|
-
const long n_elements = NUM2LONG(n_elements_);
|
504
|
-
const int32_t* y = (int32_t*)na_get_pointer_for_read(y_nary);
|
505
|
-
VALUE histogram = create_zero_vector(NUM2LONG(n_classes));
|
506
|
-
|
507
|
-
for (i = 0; i < n_elements; i++) {
|
508
|
-
increment_histogram(histogram, y[i]);
|
509
|
-
}
|
510
|
-
|
511
|
-
return DBL2NUM(calc_impurity_cls(StringValuePtr(criterion), histogram, n_elements));
|
512
|
-
}
|
513
|
-
|
514
|
-
/**
|
515
|
-
* @!visibility private
|
516
|
-
* Calculate impurity based on criterion.
|
517
|
-
*
|
518
|
-
* @overload node_impurity(criterion, y) -> Float
|
519
|
-
*
|
520
|
-
* @param criterion [String] The function to calculate impurity. Supported criteria are 'mae' and 'mse'.
|
521
|
-
* @param y [Array<Float>] (shape: [n_samples, n_outputs]) The taget values.
|
522
|
-
* @return [Float] impurity
|
523
|
-
*/
|
524
|
-
static VALUE
|
525
|
-
node_impurity_reg(VALUE self, VALUE criterion, VALUE y)
|
526
|
-
{
|
527
|
-
long i;
|
528
|
-
const long n_elements = RARRAY_LEN(y);
|
529
|
-
const long n_outputs = RARRAY_LEN(rb_ary_entry(y, 0));
|
530
|
-
VALUE sum_vec = create_zero_vector(n_outputs);
|
531
|
-
VALUE target_vecs = rb_ary_new();
|
532
|
-
VALUE target;
|
533
|
-
|
534
|
-
for (i = 0; i < n_elements; i++) {
|
535
|
-
target = rb_ary_entry(y, i);
|
536
|
-
add_sum_vec(sum_vec, target);
|
537
|
-
rb_ary_push(target_vecs, target);
|
538
|
-
}
|
539
|
-
|
540
|
-
return DBL2NUM(calc_impurity_reg(StringValuePtr(criterion), target_vecs, sum_vec));
|
541
|
-
}
|
3
|
+
VALUE mRumale;
|
542
4
|
|
543
5
|
void Init_rumale(void)
|
544
6
|
{
|
545
|
-
|
546
|
-
VALUE mTree = rb_define_module_under(mRumale, "Tree");
|
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 mExtDTreeCls = rb_define_module_under(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 mExtDTreeReg = rb_define_module_under(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 mExtGTreeReg = rb_define_module_under(mTree, "ExtGradientTreeRegressor");
|
7
|
+
mRumale = rb_define_module("Rumale");
|
568
8
|
|
569
|
-
|
570
|
-
rb_define_private_method(mExtDTreeReg, "find_split_params", find_split_params_reg, 5);
|
571
|
-
rb_define_private_method(mExtGTreeReg, "find_split_params", find_split_params_grad_reg, 7);
|
572
|
-
rb_define_private_method(mExtDTreeCls, "node_impurity", node_impurity_cls, 4);
|
573
|
-
rb_define_private_method(mExtDTreeReg, "node_impurity", node_impurity_reg, 2);
|
9
|
+
init_tree_module();
|
574
10
|
}
|
data/ext/rumale/rumale.h
CHANGED
data/ext/rumale/tree.c
ADDED
@@ -0,0 +1,567 @@
|
|
1
|
+
#include "tree.h"
|
2
|
+
|
3
|
+
RUBY_EXTERN VALUE mRumale;
|
4
|
+
|
5
|
+
double*
|
6
|
+
alloc_dbl_array(const long n_dimensions)
|
7
|
+
{
|
8
|
+
long i;
|
9
|
+
double* arr = ALLOC_N(double, n_dimensions);
|
10
|
+
for (i = 0; i < n_dimensions; i++) { arr[i] = 0.0; }
|
11
|
+
return arr;
|
12
|
+
}
|
13
|
+
|
14
|
+
double
|
15
|
+
calc_gini_coef(double* histogram, const long n_elements, const long n_classes)
|
16
|
+
{
|
17
|
+
long i;
|
18
|
+
double el;
|
19
|
+
double gini = 0.0;
|
20
|
+
|
21
|
+
for (i = 0; i < n_classes; i++) {
|
22
|
+
el = histogram[i] / n_elements;
|
23
|
+
gini += el * el;
|
24
|
+
}
|
25
|
+
|
26
|
+
return 1.0 - gini;
|
27
|
+
}
|
28
|
+
|
29
|
+
double
|
30
|
+
calc_entropy(double* histogram, const long n_elements, const long n_classes)
|
31
|
+
{
|
32
|
+
long i;
|
33
|
+
double el;
|
34
|
+
double entropy = 0.0;
|
35
|
+
|
36
|
+
for (i = 0; i < n_classes; i++) {
|
37
|
+
el = histogram[i] / n_elements;
|
38
|
+
entropy += el * log(el + 1.0);
|
39
|
+
}
|
40
|
+
|
41
|
+
return -entropy;
|
42
|
+
}
|
43
|
+
|
44
|
+
VALUE
|
45
|
+
calc_mean_vec(double* sum_vec, const long n_dimensions, const long n_elements)
|
46
|
+
{
|
47
|
+
long i;
|
48
|
+
VALUE mean_vec = rb_ary_new2(n_dimensions);
|
49
|
+
|
50
|
+
for (i = 0; i < n_dimensions; i++) {
|
51
|
+
rb_ary_store(mean_vec, i, DBL2NUM(sum_vec[i] / n_elements));
|
52
|
+
}
|
53
|
+
|
54
|
+
return mean_vec;
|
55
|
+
}
|
56
|
+
|
57
|
+
double
|
58
|
+
calc_vec_mae(VALUE vec_a, VALUE vec_b)
|
59
|
+
{
|
60
|
+
long i;
|
61
|
+
const long n_dimensions = RARRAY_LEN(vec_a);
|
62
|
+
double sum = 0.0;
|
63
|
+
double diff;
|
64
|
+
|
65
|
+
for (i = 0; i < n_dimensions; i++) {
|
66
|
+
diff = NUM2DBL(rb_ary_entry(vec_a, i)) - NUM2DBL(rb_ary_entry(vec_b, i));
|
67
|
+
sum += fabs(diff);
|
68
|
+
}
|
69
|
+
|
70
|
+
return sum / n_dimensions;
|
71
|
+
}
|
72
|
+
|
73
|
+
double
|
74
|
+
calc_vec_mse(VALUE vec_a, VALUE vec_b)
|
75
|
+
{
|
76
|
+
long i;
|
77
|
+
const long n_dimensions = RARRAY_LEN(vec_a);
|
78
|
+
double sum = 0.0;
|
79
|
+
double diff;
|
80
|
+
|
81
|
+
for (i = 0; i < n_dimensions; i++) {
|
82
|
+
diff = NUM2DBL(rb_ary_entry(vec_a, i)) - NUM2DBL(rb_ary_entry(vec_b, i));
|
83
|
+
sum += diff * diff;
|
84
|
+
}
|
85
|
+
|
86
|
+
return sum / n_dimensions;
|
87
|
+
}
|
88
|
+
|
89
|
+
double
|
90
|
+
calc_mae(VALUE target_vecs, VALUE mean_vec)
|
91
|
+
{
|
92
|
+
long i;
|
93
|
+
const long n_elements = RARRAY_LEN(target_vecs);
|
94
|
+
double sum = 0.0;
|
95
|
+
|
96
|
+
for (i = 0; i < n_elements; i++) {
|
97
|
+
sum += calc_vec_mae(rb_ary_entry(target_vecs, i), mean_vec);
|
98
|
+
}
|
99
|
+
|
100
|
+
return sum / n_elements;
|
101
|
+
}
|
102
|
+
|
103
|
+
double
|
104
|
+
calc_mse(VALUE target_vecs, VALUE mean_vec)
|
105
|
+
{
|
106
|
+
long i;
|
107
|
+
const long n_elements = RARRAY_LEN(target_vecs);
|
108
|
+
double sum = 0.0;
|
109
|
+
|
110
|
+
for (i = 0; i < n_elements; i++) {
|
111
|
+
sum += calc_vec_mse(rb_ary_entry(target_vecs, i), mean_vec);
|
112
|
+
}
|
113
|
+
|
114
|
+
return sum / n_elements;
|
115
|
+
}
|
116
|
+
|
117
|
+
double
|
118
|
+
calc_impurity_cls(const char* criterion, double* histogram, const long n_elements, const long n_classes)
|
119
|
+
{
|
120
|
+
if (strcmp(criterion, "entropy") == 0) {
|
121
|
+
return calc_entropy(histogram, n_elements, n_classes);
|
122
|
+
}
|
123
|
+
return calc_gini_coef(histogram, n_elements, n_classes);
|
124
|
+
}
|
125
|
+
|
126
|
+
double
|
127
|
+
calc_impurity_reg(const char* criterion, VALUE target_vecs, double* sum_vec)
|
128
|
+
{
|
129
|
+
const long n_elements = RARRAY_LEN(target_vecs);
|
130
|
+
const long n_dimensions = RARRAY_LEN(rb_ary_entry(target_vecs, 0));
|
131
|
+
VALUE mean_vec = calc_mean_vec(sum_vec, n_dimensions, n_elements);
|
132
|
+
|
133
|
+
if (strcmp(criterion, "mae") == 0) {
|
134
|
+
return calc_mae(target_vecs, mean_vec);
|
135
|
+
}
|
136
|
+
return calc_mse(target_vecs, mean_vec);
|
137
|
+
}
|
138
|
+
|
139
|
+
void
|
140
|
+
add_sum_vec(double* sum_vec, VALUE target)
|
141
|
+
{
|
142
|
+
long i;
|
143
|
+
const long n_dimensions = RARRAY_LEN(target);
|
144
|
+
|
145
|
+
for (i = 0; i < n_dimensions; i++) {
|
146
|
+
sum_vec[i] += NUM2DBL(rb_ary_entry(target, i));
|
147
|
+
}
|
148
|
+
}
|
149
|
+
|
150
|
+
void
|
151
|
+
sub_sum_vec(double* sum_vec, VALUE target)
|
152
|
+
{
|
153
|
+
long i;
|
154
|
+
const long n_dimensions = RARRAY_LEN(target);
|
155
|
+
|
156
|
+
for (i = 0; i < n_dimensions; i++) {
|
157
|
+
sum_vec[i] -= NUM2DBL(rb_ary_entry(target, i));
|
158
|
+
}
|
159
|
+
}
|
160
|
+
|
161
|
+
/**
|
162
|
+
* @!visibility private
|
163
|
+
*/
|
164
|
+
typedef struct {
|
165
|
+
char* criterion;
|
166
|
+
long n_classes;
|
167
|
+
double impurity;
|
168
|
+
} split_opts_cls;
|
169
|
+
/**
|
170
|
+
* @!visibility private
|
171
|
+
*/
|
172
|
+
static void
|
173
|
+
iter_find_split_params_cls(na_loop_t const* lp)
|
174
|
+
{
|
175
|
+
const int32_t* o = (int32_t*)NDL_PTR(lp, 0);
|
176
|
+
const double* f = (double*)NDL_PTR(lp, 1);
|
177
|
+
const int32_t* y = (int32_t*)NDL_PTR(lp, 2);
|
178
|
+
const long n_elements = NDL_SHAPE(lp, 0)[0];
|
179
|
+
const char* criterion = ((split_opts_cls*)lp->opt_ptr)->criterion;
|
180
|
+
const long n_classes = ((split_opts_cls*)lp->opt_ptr)->n_classes;
|
181
|
+
const double w_impurity = ((split_opts_cls*)lp->opt_ptr)->impurity;
|
182
|
+
double* params = (double*)NDL_PTR(lp, 3);
|
183
|
+
long i;
|
184
|
+
long curr_pos = 0;
|
185
|
+
long next_pos = 0;
|
186
|
+
long n_l_elements = 0;
|
187
|
+
long n_r_elements = n_elements;
|
188
|
+
double curr_el = f[o[0]];
|
189
|
+
double last_el = f[o[n_elements - 1]];
|
190
|
+
double next_el;
|
191
|
+
double l_impurity;
|
192
|
+
double r_impurity;
|
193
|
+
double gain;
|
194
|
+
double* l_histogram = alloc_dbl_array(n_classes);
|
195
|
+
double* r_histogram = alloc_dbl_array(n_classes);
|
196
|
+
|
197
|
+
/* Initialize optimal parameters. */
|
198
|
+
params[0] = 0.0; /* left impurity */
|
199
|
+
params[1] = w_impurity; /* right impurity */
|
200
|
+
params[2] = curr_el; /* threshold */
|
201
|
+
params[3] = 0.0; /* gain */
|
202
|
+
|
203
|
+
/* Initialize child node variables. */
|
204
|
+
for (i = 0; i < n_elements; i++) { r_histogram[y[o[i]]] += 1.0; }
|
205
|
+
|
206
|
+
/* Find optimal parameters. */
|
207
|
+
while (curr_pos < n_elements && curr_el != last_el) {
|
208
|
+
next_el = f[o[next_pos]];
|
209
|
+
while (next_pos < n_elements && next_el == curr_el) {
|
210
|
+
l_histogram[y[o[next_pos]]] += 1;
|
211
|
+
n_l_elements++;
|
212
|
+
r_histogram[y[o[next_pos]]] -= 1;
|
213
|
+
n_r_elements--;
|
214
|
+
next_pos++;
|
215
|
+
next_el = f[o[next_pos]];
|
216
|
+
}
|
217
|
+
/* Calculate gain of new split. */
|
218
|
+
l_impurity = calc_impurity_cls(criterion, l_histogram, n_l_elements, n_classes);
|
219
|
+
r_impurity = calc_impurity_cls(criterion, r_histogram, n_r_elements, n_classes);
|
220
|
+
gain = w_impurity - (n_l_elements * l_impurity + n_r_elements * r_impurity) / n_elements;
|
221
|
+
/* Update optimal parameters. */
|
222
|
+
if (gain > params[3]) {
|
223
|
+
params[0] = l_impurity;
|
224
|
+
params[1] = r_impurity;
|
225
|
+
params[2] = 0.5 * (curr_el + next_el);
|
226
|
+
params[3] = gain;
|
227
|
+
}
|
228
|
+
if (next_pos == n_elements) break;
|
229
|
+
curr_pos = next_pos;
|
230
|
+
curr_el = f[o[curr_pos]];
|
231
|
+
}
|
232
|
+
|
233
|
+
xfree(l_histogram);
|
234
|
+
xfree(r_histogram);
|
235
|
+
}
|
236
|
+
/**
|
237
|
+
* @!visibility private
|
238
|
+
* Find for split point with maximum information gain.
|
239
|
+
*
|
240
|
+
* @overload find_split_params(criterion, impurity, order, features, labels, n_classes) -> Array<Float>
|
241
|
+
*
|
242
|
+
* @param criterion [String] The function to evaluate spliting point. Supported criteria are 'gini' and 'entropy'.
|
243
|
+
* @param impurity [Float] The impurity of whole dataset.
|
244
|
+
* @param order [Numo::Int32] (shape: [n_elements]) The element indices sorted according to feature values.
|
245
|
+
* @param features [Numo::DFloat] (shape: [n_elements]) The feature values.
|
246
|
+
* @param labels [Numo::Int32] (shape: [n_elements]) The labels.
|
247
|
+
* @param n_classes [Integer] The number of classes.
|
248
|
+
* @return [Array<Float>] The array consists of optimal parameters including impurities of child nodes, threshold, and gain.
|
249
|
+
*/
|
250
|
+
static VALUE
|
251
|
+
find_split_params_cls(VALUE self, VALUE criterion, VALUE impurity, VALUE order, VALUE features, VALUE labels, VALUE n_classes)
|
252
|
+
{
|
253
|
+
ndfunc_arg_in_t ain[3] = { {numo_cInt32, 1}, {numo_cDFloat, 1}, {numo_cInt32, 1} };
|
254
|
+
size_t out_shape[1] = { 4 };
|
255
|
+
ndfunc_arg_out_t aout[1] = { {numo_cDFloat, 1, out_shape} };
|
256
|
+
ndfunc_t ndf = { (na_iter_func_t)iter_find_split_params_cls, NO_LOOP, 3, 1, ain, aout };
|
257
|
+
split_opts_cls opts = { StringValuePtr(criterion), NUM2LONG(n_classes), NUM2DBL(impurity) };
|
258
|
+
VALUE params = na_ndloop3(&ndf, &opts, 3, order, features, labels);
|
259
|
+
VALUE results = rb_ary_new2(4);
|
260
|
+
rb_ary_store(results, 0, DBL2NUM(((double*)na_get_pointer_for_read(params))[0]));
|
261
|
+
rb_ary_store(results, 1, DBL2NUM(((double*)na_get_pointer_for_read(params))[1]));
|
262
|
+
rb_ary_store(results, 2, DBL2NUM(((double*)na_get_pointer_for_read(params))[2]));
|
263
|
+
rb_ary_store(results, 3, DBL2NUM(((double*)na_get_pointer_for_read(params))[3]));
|
264
|
+
return results;
|
265
|
+
}
|
266
|
+
|
267
|
+
/**
|
268
|
+
* @!visibility private
|
269
|
+
*/
|
270
|
+
typedef struct {
|
271
|
+
char* criterion;
|
272
|
+
double impurity;
|
273
|
+
} split_opts_reg;
|
274
|
+
/**
|
275
|
+
* @!visibility private
|
276
|
+
*/
|
277
|
+
static void
|
278
|
+
iter_find_split_params_reg(na_loop_t const* lp)
|
279
|
+
{
|
280
|
+
const int32_t* o = (int32_t*)NDL_PTR(lp, 0);
|
281
|
+
const double* f = (double*)NDL_PTR(lp, 1);
|
282
|
+
const double* y = (double*)NDL_PTR(lp, 2);
|
283
|
+
const long n_elements = NDL_SHAPE(lp, 0)[0];
|
284
|
+
const long n_outputs = NDL_SHAPE(lp, 2)[1];
|
285
|
+
const char* criterion = ((split_opts_reg*)lp->opt_ptr)->criterion;
|
286
|
+
const double w_impurity = ((split_opts_reg*)lp->opt_ptr)->impurity;
|
287
|
+
double* params = (double*)NDL_PTR(lp, 3);
|
288
|
+
long i, j;
|
289
|
+
long curr_pos = 0;
|
290
|
+
long next_pos = 0;
|
291
|
+
long n_l_elements = 0;
|
292
|
+
long n_r_elements = n_elements;
|
293
|
+
double curr_el = f[o[0]];
|
294
|
+
double last_el = f[o[n_elements - 1]];
|
295
|
+
double next_el;
|
296
|
+
double l_impurity;
|
297
|
+
double r_impurity;
|
298
|
+
double gain;
|
299
|
+
double* l_sum_vec = alloc_dbl_array(n_outputs);
|
300
|
+
double* r_sum_vec = alloc_dbl_array(n_outputs);
|
301
|
+
double target_var;
|
302
|
+
VALUE l_target_vecs = rb_ary_new();
|
303
|
+
VALUE r_target_vecs = rb_ary_new();
|
304
|
+
VALUE target;
|
305
|
+
|
306
|
+
/* Initialize optimal parameters. */
|
307
|
+
params[0] = 0.0; /* left impurity */
|
308
|
+
params[1] = w_impurity; /* right impurity */
|
309
|
+
params[2] = curr_el; /* threshold */
|
310
|
+
params[3] = 0.0; /* gain */
|
311
|
+
|
312
|
+
/* Initialize child node variables. */
|
313
|
+
for (i = 0; i < n_elements; i++) {
|
314
|
+
target = rb_ary_new2(n_outputs);
|
315
|
+
for (j = 0; j < n_outputs; j++) {
|
316
|
+
target_var = y[o[i] * n_outputs + j];
|
317
|
+
rb_ary_store(target, j, DBL2NUM(target_var));
|
318
|
+
r_sum_vec[j] += target_var;
|
319
|
+
}
|
320
|
+
rb_ary_push(r_target_vecs, target);
|
321
|
+
}
|
322
|
+
|
323
|
+
/* Find optimal parameters. */
|
324
|
+
while (curr_pos < n_elements && curr_el != last_el) {
|
325
|
+
next_el = f[o[next_pos]];
|
326
|
+
while (next_pos < n_elements && next_el == curr_el) {
|
327
|
+
target = rb_ary_shift(r_target_vecs);
|
328
|
+
n_r_elements--;
|
329
|
+
sub_sum_vec(r_sum_vec, target);
|
330
|
+
rb_ary_push(l_target_vecs, target);
|
331
|
+
n_l_elements++;
|
332
|
+
add_sum_vec(l_sum_vec, target);
|
333
|
+
next_pos++;
|
334
|
+
next_el = f[o[next_pos]];
|
335
|
+
}
|
336
|
+
/* Calculate gain of new split. */
|
337
|
+
l_impurity = calc_impurity_reg(criterion, l_target_vecs, l_sum_vec);
|
338
|
+
r_impurity = calc_impurity_reg(criterion, r_target_vecs, r_sum_vec);
|
339
|
+
gain = w_impurity - (n_l_elements * l_impurity + n_r_elements * r_impurity) / n_elements;
|
340
|
+
/* Update optimal parameters. */
|
341
|
+
if (gain > params[3]) {
|
342
|
+
params[0] = l_impurity;
|
343
|
+
params[1] = r_impurity;
|
344
|
+
params[2] = 0.5 * (curr_el + next_el);
|
345
|
+
params[3] = gain;
|
346
|
+
}
|
347
|
+
if (next_pos == n_elements) break;
|
348
|
+
curr_pos = next_pos;
|
349
|
+
curr_el = f[o[curr_pos]];
|
350
|
+
}
|
351
|
+
|
352
|
+
xfree(l_sum_vec);
|
353
|
+
xfree(r_sum_vec);
|
354
|
+
}
|
355
|
+
/**
|
356
|
+
* @!visibility private
|
357
|
+
* Find for split point with maximum information gain.
|
358
|
+
*
|
359
|
+
* @overload find_split_params(criterion, impurity, order, features, targets) -> Array<Float>
|
360
|
+
*
|
361
|
+
* @param criterion [String] The function to evaluate spliting point. Supported criteria are 'mae' and 'mse'.
|
362
|
+
* @param impurity [Float] The impurity of whole dataset.
|
363
|
+
* @param order [Numo::Int32] (shape: [n_samples]) The element indices sorted according to feature values in ascending order.
|
364
|
+
* @param features [Numo::DFloat] (shape: [n_samples]) The feature values.
|
365
|
+
* @param targets [Numo::DFloat] (shape: [n_samples, n_outputs]) The target values.
|
366
|
+
* @return [Array<Float>] The array consists of optimal parameters including impurities of child nodes, threshold, and gain.
|
367
|
+
*/
|
368
|
+
static VALUE
|
369
|
+
find_split_params_reg(VALUE self, VALUE criterion, VALUE impurity, VALUE order, VALUE features, VALUE targets)
|
370
|
+
{
|
371
|
+
ndfunc_arg_in_t ain[3] = { {numo_cInt32, 1}, {numo_cDFloat, 1}, {numo_cDFloat, 2} };
|
372
|
+
size_t out_shape[1] = { 4 };
|
373
|
+
ndfunc_arg_out_t aout[1] = { {numo_cDFloat, 1, out_shape} };
|
374
|
+
ndfunc_t ndf = { (na_iter_func_t)iter_find_split_params_reg, NO_LOOP, 3, 1, ain, aout };
|
375
|
+
split_opts_reg opts = { StringValuePtr(criterion), NUM2DBL(impurity) };
|
376
|
+
VALUE params = na_ndloop3(&ndf, &opts, 3, order, features, targets);
|
377
|
+
VALUE results = rb_ary_new2(4);
|
378
|
+
rb_ary_store(results, 0, DBL2NUM(((double*)na_get_pointer_for_read(params))[0]));
|
379
|
+
rb_ary_store(results, 1, DBL2NUM(((double*)na_get_pointer_for_read(params))[1]));
|
380
|
+
rb_ary_store(results, 2, DBL2NUM(((double*)na_get_pointer_for_read(params))[2]));
|
381
|
+
rb_ary_store(results, 3, DBL2NUM(((double*)na_get_pointer_for_read(params))[3]));
|
382
|
+
return results;
|
383
|
+
}
|
384
|
+
|
385
|
+
/**
|
386
|
+
* @!visibility private
|
387
|
+
*/
|
388
|
+
static void
|
389
|
+
iter_find_split_params_grad_reg(na_loop_t const* lp)
|
390
|
+
{
|
391
|
+
const int32_t* o = (int32_t*)NDL_PTR(lp, 0);
|
392
|
+
const double* f = (double*)NDL_PTR(lp, 1);
|
393
|
+
const double* g = (double*)NDL_PTR(lp, 2);
|
394
|
+
const double* h = (double*)NDL_PTR(lp, 3);
|
395
|
+
const double s_grad = ((double*)lp->opt_ptr)[0];
|
396
|
+
const double s_hess = ((double*)lp->opt_ptr)[1];
|
397
|
+
const double reg_lambda = ((double*)lp->opt_ptr)[2];
|
398
|
+
const long n_elements = NDL_SHAPE(lp, 0)[0];
|
399
|
+
double* params = (double*)NDL_PTR(lp, 4);
|
400
|
+
long curr_pos = 0;
|
401
|
+
long next_pos = 0;
|
402
|
+
double curr_el = f[o[0]];
|
403
|
+
double last_el = f[o[n_elements - 1]];
|
404
|
+
double next_el;
|
405
|
+
double l_grad = 0.0;
|
406
|
+
double l_hess = 0.0;
|
407
|
+
double r_grad;
|
408
|
+
double r_hess;
|
409
|
+
double threshold = curr_el;
|
410
|
+
double gain_max = 0.0;
|
411
|
+
double gain;
|
412
|
+
|
413
|
+
/* Find optimal parameters. */
|
414
|
+
while (curr_pos < n_elements && curr_el != last_el) {
|
415
|
+
next_el = f[o[next_pos]];
|
416
|
+
while (next_pos < n_elements && next_el == curr_el) {
|
417
|
+
l_grad += g[o[next_pos]];
|
418
|
+
l_hess += h[o[next_pos]];
|
419
|
+
next_pos++;
|
420
|
+
next_el = f[o[next_pos]];
|
421
|
+
}
|
422
|
+
/* Calculate gain of new split. */
|
423
|
+
r_grad = s_grad - l_grad;
|
424
|
+
r_hess = s_hess - l_hess;
|
425
|
+
gain = (l_grad * l_grad) / (l_hess + reg_lambda) +
|
426
|
+
(r_grad * r_grad) / (r_hess + reg_lambda) -
|
427
|
+
(s_grad * s_grad) / (s_hess + reg_lambda);
|
428
|
+
/* Update optimal parameters. */
|
429
|
+
if (gain > gain_max) {
|
430
|
+
threshold = 0.5 * (curr_el + next_el);
|
431
|
+
gain_max = gain;
|
432
|
+
}
|
433
|
+
if (next_pos == n_elements) break;
|
434
|
+
curr_pos = next_pos;
|
435
|
+
curr_el = f[o[curr_pos]];
|
436
|
+
}
|
437
|
+
|
438
|
+
params[0] = threshold;
|
439
|
+
params[1] = gain_max;
|
440
|
+
}
|
441
|
+
|
442
|
+
/**
|
443
|
+
* @!visibility private
|
444
|
+
* Find for split point with maximum information gain.
|
445
|
+
*
|
446
|
+
* @overload find_split_params(order, features, gradients, hessians, sum_gradient, sum_hessian, reg_lambda) -> Array<Float>
|
447
|
+
* @param order [Numo::Int32] (shape: [n_elements]) The element indices sorted according to feature values.
|
448
|
+
* @param features [Numo::DFloat] (shape: [n_elements]) The feature values.
|
449
|
+
* @param gradients [Numo::DFloat] (shape: [n_elements]) The gradient values.
|
450
|
+
* @param hessians [Numo::DFloat] (shape: [n_elements]) The hessian values.
|
451
|
+
* @param sum_gradient [Float] The sum of gradient values.
|
452
|
+
* @param sum_hessian [Float] The sum of hessian values.
|
453
|
+
* @param reg_lambda [Float] The L2 regularization term on weight.
|
454
|
+
* @return [Array<Float>] The array consists of optimal parameters including threshold and gain.
|
455
|
+
*/
|
456
|
+
static VALUE
|
457
|
+
find_split_params_grad_reg
|
458
|
+
(VALUE self, VALUE order, VALUE features, VALUE gradients, VALUE hessians, VALUE sum_gradient, VALUE sum_hessian, VALUE reg_lambda)
|
459
|
+
{
|
460
|
+
ndfunc_arg_in_t ain[4] = { {numo_cInt32, 1}, {numo_cDFloat, 1}, {numo_cDFloat, 1}, {numo_cDFloat, 1} };
|
461
|
+
size_t out_shape[1] = { 2 };
|
462
|
+
ndfunc_arg_out_t aout[1] = { {numo_cDFloat, 1, out_shape} };
|
463
|
+
ndfunc_t ndf = { (na_iter_func_t)iter_find_split_params_grad_reg, NO_LOOP, 4, 1, ain, aout };
|
464
|
+
double opts[3] = { NUM2DBL(sum_gradient), NUM2DBL(sum_hessian), NUM2DBL(reg_lambda) };
|
465
|
+
VALUE params = na_ndloop3(&ndf, opts, 4, order, features, gradients, hessians);
|
466
|
+
VALUE results = rb_ary_new2(2);
|
467
|
+
rb_ary_store(results, 0, DBL2NUM(((double*)na_get_pointer_for_read(params))[0]));
|
468
|
+
rb_ary_store(results, 1, DBL2NUM(((double*)na_get_pointer_for_read(params))[1]));
|
469
|
+
return results;
|
470
|
+
}
|
471
|
+
|
472
|
+
/**
|
473
|
+
* @!visibility private
|
474
|
+
* Calculate impurity based on criterion.
|
475
|
+
*
|
476
|
+
* @overload node_impurity(criterion, y, n_classes) -> Float
|
477
|
+
*
|
478
|
+
* @param criterion [String] The function to calculate impurity. Supported criteria are 'gini' and 'entropy'.
|
479
|
+
* @param y_nary [Numo::Int32] (shape: [n_samples]) The labels.
|
480
|
+
* @param n_elements_ [Integer] The number of elements.
|
481
|
+
* @param n_classes_ [Integer] The number of classes.
|
482
|
+
* @return [Float] impurity
|
483
|
+
*/
|
484
|
+
static VALUE
|
485
|
+
node_impurity_cls(VALUE self, VALUE criterion, VALUE y_nary, VALUE n_elements_, VALUE n_classes_)
|
486
|
+
{
|
487
|
+
long i;
|
488
|
+
const long n_classes = NUM2LONG(n_classes_);
|
489
|
+
const long n_elements = NUM2LONG(n_elements_);
|
490
|
+
const int32_t* y = (int32_t*)na_get_pointer_for_read(y_nary);
|
491
|
+
double* histogram = alloc_dbl_array(n_classes);
|
492
|
+
VALUE ret;
|
493
|
+
|
494
|
+
for (i = 0; i < n_elements; i++) { histogram[y[i]] += 1; }
|
495
|
+
|
496
|
+
ret = DBL2NUM(calc_impurity_cls(StringValuePtr(criterion), histogram, n_elements, n_classes));
|
497
|
+
|
498
|
+
xfree(histogram);
|
499
|
+
|
500
|
+
return ret;
|
501
|
+
}
|
502
|
+
|
503
|
+
/**
|
504
|
+
* @!visibility private
|
505
|
+
* Calculate impurity based on criterion.
|
506
|
+
*
|
507
|
+
* @overload node_impurity(criterion, y) -> Float
|
508
|
+
*
|
509
|
+
* @param criterion [String] The function to calculate impurity. Supported criteria are 'mae' and 'mse'.
|
510
|
+
* @param y [Array<Float>] (shape: [n_samples, n_outputs]) The taget values.
|
511
|
+
* @return [Float] impurity
|
512
|
+
*/
|
513
|
+
static VALUE
|
514
|
+
node_impurity_reg(VALUE self, VALUE criterion, VALUE y)
|
515
|
+
{
|
516
|
+
long i;
|
517
|
+
const long n_elements = RARRAY_LEN(y);
|
518
|
+
const long n_outputs = RARRAY_LEN(rb_ary_entry(y, 0));
|
519
|
+
double* sum_vec = alloc_dbl_array(n_outputs);
|
520
|
+
VALUE target_vecs = rb_ary_new();
|
521
|
+
VALUE target;
|
522
|
+
VALUE ret;
|
523
|
+
|
524
|
+
for (i = 0; i < n_elements; i++) {
|
525
|
+
target = rb_ary_entry(y, i);
|
526
|
+
add_sum_vec(sum_vec, target);
|
527
|
+
rb_ary_push(target_vecs, target);
|
528
|
+
}
|
529
|
+
|
530
|
+
ret = DBL2NUM(calc_impurity_reg(StringValuePtr(criterion), target_vecs, sum_vec));
|
531
|
+
|
532
|
+
xfree(sum_vec);
|
533
|
+
|
534
|
+
return ret;
|
535
|
+
}
|
536
|
+
|
537
|
+
void init_tree_module()
|
538
|
+
{
|
539
|
+
VALUE mTree = rb_define_module_under(mRumale, "Tree");
|
540
|
+
/**
|
541
|
+
* Document-module: Rumale::Tree::ExtDecisionTreeClassifier
|
542
|
+
* @!visibility private
|
543
|
+
* The mixin module consisting of extension method for DecisionTreeClassifier class.
|
544
|
+
* This module is used internally.
|
545
|
+
*/
|
546
|
+
VALUE mExtDTreeCls = rb_define_module_under(mTree, "ExtDecisionTreeClassifier");
|
547
|
+
/**
|
548
|
+
* Document-module: Rumale::Tree::ExtDecisionTreeRegressor
|
549
|
+
* @!visibility private
|
550
|
+
* The mixin module consisting of extension method for DecisionTreeRegressor class.
|
551
|
+
* This module is used internally.
|
552
|
+
*/
|
553
|
+
VALUE mExtDTreeReg = rb_define_module_under(mTree, "ExtDecisionTreeRegressor");
|
554
|
+
/**
|
555
|
+
* Document-module: Rumale::Tree::ExtGradientTreeRegressor
|
556
|
+
* @!visibility private
|
557
|
+
* The mixin module consisting of extension method for GradientTreeRegressor class.
|
558
|
+
* This module is used internally.
|
559
|
+
*/
|
560
|
+
VALUE mExtGTreeReg = rb_define_module_under(mTree, "ExtGradientTreeRegressor");
|
561
|
+
|
562
|
+
rb_define_private_method(mExtDTreeCls, "find_split_params", find_split_params_cls, 6);
|
563
|
+
rb_define_private_method(mExtDTreeReg, "find_split_params", find_split_params_reg, 5);
|
564
|
+
rb_define_private_method(mExtGTreeReg, "find_split_params", find_split_params_grad_reg, 7);
|
565
|
+
rb_define_private_method(mExtDTreeCls, "node_impurity", node_impurity_cls, 4);
|
566
|
+
rb_define_private_method(mExtDTreeReg, "node_impurity", node_impurity_reg, 2);
|
567
|
+
}
|
data/ext/rumale/tree.h
ADDED
data/lib/rumale/version.rb
CHANGED
metadata
CHANGED
@@ -1,14 +1,14 @@
|
|
1
1
|
--- !ruby/object:Gem::Specification
|
2
2
|
name: rumale
|
3
3
|
version: !ruby/object:Gem::Version
|
4
|
-
version: 0.14.
|
4
|
+
version: 0.14.2
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- yoshoku
|
8
8
|
autorequire:
|
9
9
|
bindir: exe
|
10
10
|
cert_chain: []
|
11
|
-
date: 2019-
|
11
|
+
date: 2019-12-06 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: numo-narray
|
@@ -154,6 +154,8 @@ files:
|
|
154
154
|
- ext/rumale/extconf.rb
|
155
155
|
- ext/rumale/rumale.c
|
156
156
|
- ext/rumale/rumale.h
|
157
|
+
- ext/rumale/tree.c
|
158
|
+
- ext/rumale/tree.h
|
157
159
|
- lib/rumale.rb
|
158
160
|
- lib/rumale/base/base_estimator.rb
|
159
161
|
- lib/rumale/base/classifier.rb
|