rumale 0.18.7 → 0.20.0

data/lib/rumale/polynomial_model/factorization_machine_regressor.rb

@@ -1,129 +0,0 @@
-# frozen_string_literal: true
-
-require 'rumale/base/regressor'
-require 'rumale/polynomial_model/base_factorization_machine'
-
-module Rumale
-  module PolynomialModel
-    # FactorizationMachineRegressor is a class that implements Factorization Machine
-    # with stochastic gradient descent (SGD) optimization.
-    #
-    # @example
-    #   estimator =
-    #     Rumale::PolynomialModel::FactorizationMachineRegressor.new(
-    #      n_factors: 10, reg_param_linear: 0.1, reg_param_factor: 0.1,
-    #      max_iter: 500, batch_size: 50, random_seed: 1)
-    #   estimator.fit(training_samples, traininig_values)
-    #   results = estimator.predict(testing_samples)
-    #
-    # *Reference*
-    # - Rendle, S., "Factorization Machines with libFM," ACM TIST, vol. 3 (3), pp. 57:1--57:22, 2012.
-    # - Rendle, S., "Factorization Machines," Proc. ICDM'10, pp. 995--1000, 2010.
-    class FactorizationMachineRegressor < BaseFactorizationMachine
-      include Base::Regressor
-
-      # Return the factor matrix for Factorization Machine.
-      # @return [Numo::DFloat] (shape: [n_outputs, n_factors, n_features])
-      attr_reader :factor_mat
-
-      # Return the weight vector for Factorization Machine.
-      # @return [Numo::DFloat] (shape: [n_outputs, n_features])
-      attr_reader :weight_vec
-
-      # Return the bias term for Factoriazation Machine.
-      # @return [Numo::DFloat] (shape: [n_outputs])
-      attr_reader :bias_term
-
-      # Return the random generator for random sampling.
-      # @return [Random]
-      attr_reader :rng
-
-      # Create a new regressor with Factorization Machine.
-      #
-      # @param n_factors [Integer] The maximum number of iterations.
-      # @param reg_param_linear [Float] The regularization parameter for linear model.
-      # @param reg_param_factor [Float] The regularization parameter for factor matrix.
-      # @param max_iter [Integer] The maximum number of epochs that indicates
-      #   how many times the whole data is given to the training process.
-      # @param batch_size [Integer] The size of the mini batches.
-      # @param tol [Float] The tolerance of loss for terminating optimization.
-      # @param optimizer [Optimizer] The optimizer to calculate adaptive learning rate.
-      #   If nil is given, Nadam is used.
-      # @param n_jobs [Integer] The number of jobs for running the fit method in parallel.
-      #   If nil is given, the method does not execute in parallel.
-      #   If zero or less is given, it becomes equal to the number of processors.
-      #   This parameter is ignored if the Parallel gem is not loaded.
-      # @param verbose [Boolean] The flag indicating whether to output loss during iteration.
-      # @param random_seed [Integer] The seed value using to initialize the random generator.
-      def initialize(n_factors: 2, reg_param_linear: 1.0, reg_param_factor: 1.0,
-                     max_iter: 200, batch_size: 50, tol: 1e-4,
-                     optimizer: nil, n_jobs: nil, verbose: false, random_seed: nil)
-        check_params_numeric(reg_param_linear: reg_param_linear, reg_param_factor: reg_param_factor,
-                             n_factors: n_factors, max_iter: max_iter, batch_size: batch_size, tol: tol)
-        check_params_boolean(verbose: verbose)
-        check_params_numeric_or_nil(n_jobs: n_jobs, random_seed: random_seed)
-        check_params_positive(n_factors: n_factors, reg_param_linear: reg_param_linear, reg_param_factor: reg_param_factor,
-                              max_iter: max_iter, batch_size: batch_size)
-        keywd_args = method(:initialize).parameters.map { |_t, arg| [arg, binding.local_variable_get(arg)] }.to_h.merge(loss: nil)
-        super(**keywd_args)
-      end
-
-      # Fit the model with given training data.
-      #
-      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
-      # @param y [Numo::Int32] (shape: [n_samples, n_outputs]) The target values to be used for fitting the model.
-      # @return [FactorizationMachineRegressor] The learned regressor itself.
-      def fit(x, y)
-        x = check_convert_sample_array(x)
-        y = check_convert_tvalue_array(y)
-        check_sample_tvalue_size(x, y)
-
-        n_outputs = y.shape[1].nil? ? 1 : y.shape[1]
-        _n_samples, n_features = x.shape
-
-        if n_outputs > 1
-          @factor_mat = Numo::DFloat.zeros(n_outputs, @params[:n_factors], n_features)
-          @weight_vec = Numo::DFloat.zeros(n_outputs, n_features)
-          @bias_term = Numo::DFloat.zeros(n_outputs)
-          if enable_parallel?
-            models = parallel_map(n_outputs) { |n| partial_fit(x, y[true, n]) }
-            n_outputs.times { |n| @factor_mat[n, true, true], @weight_vec[n, true], @bias_term[n] = models[n] }
-          else
-            n_outputs.times { |n| @factor_mat[n, true, true], @weight_vec[n, true], @bias_term[n] = partial_fit(x, y[true, n]) }
-          end
-        else
-          @factor_mat, @weight_vec, @bias_term = partial_fit(x, y)
-        end
-
-        self
-      end
-
-      # Predict values for samples.
-      #
-      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the values.
-      # @return [Numo::DFloat] (shape: [n_samples, n_outputs]) Predicted values per sample.
-      def predict(x)
-        x = check_convert_sample_array(x)
-        linear_term = @bias_term + x.dot(@weight_vec.transpose)
-        factor_term = if @weight_vec.shape[1].nil?
-                        0.5 * (@factor_mat.dot(x.transpose)**2 - (@factor_mat**2).dot(x.transpose**2)).sum(0)
-                      else
-                        0.5 * (@factor_mat.dot(x.transpose)**2 - (@factor_mat**2).dot(x.transpose**2)).sum(1).transpose
-                      end
-        linear_term + factor_term
-      end
-
-      private
-
-      def loss_func(x, ex_x, y, factor, weight)
-        z = ex_x.dot(weight) + 0.5 * (factor.dot(x.transpose)**2 - (factor**2).dot(x.transpose**2)).sum(0)
-        ((z - y)**2).sum.fdiv(y.shape[0])
-      end
-
-      def loss_gradient(x, ex_x, y, factor, weight)
-        z = ex_x.dot(weight) + 0.5 * (factor.dot(x.transpose)**2 - (factor**2).dot(x.transpose**2)).sum(0)
-        2.0 * (z - y)
-      end
-    end
-  end
-end