rumale 0.19.3 → 0.21.0
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- checksums.yaml +4 -4
- data/.rubocop.yml +15 -95
- data/CHANGELOG.md +27 -0
- data/Gemfile +3 -0
- data/README.md +4 -0
- data/lib/rumale.rb +3 -10
- data/lib/rumale/clustering/hdbscan.rb +2 -2
- data/lib/rumale/clustering/snn.rb +1 -1
- data/lib/rumale/dataset.rb +1 -1
- data/lib/rumale/decomposition/nmf.rb +2 -2
- data/lib/rumale/ensemble/random_forest_classifier.rb +1 -1
- data/lib/rumale/ensemble/random_forest_regressor.rb +1 -1
- data/lib/rumale/evaluation_measure/roc_auc.rb +3 -0
- data/lib/rumale/feature_extraction/feature_hasher.rb +1 -1
- data/lib/rumale/feature_extraction/hash_vectorizer.rb +1 -1
- data/lib/rumale/linear_model/base_sgd.rb +1 -1
- data/lib/rumale/linear_model/elastic_net.rb +2 -2
- data/lib/rumale/linear_model/lasso.rb +2 -2
- data/lib/rumale/linear_model/linear_regression.rb +2 -2
- data/lib/rumale/linear_model/logistic_regression.rb +2 -2
- data/lib/rumale/linear_model/ridge.rb +2 -2
- data/lib/rumale/linear_model/svc.rb +2 -2
- data/lib/rumale/linear_model/svr.rb +2 -2
- data/lib/rumale/manifold/tsne.rb +1 -1
- data/lib/rumale/metric_learning/neighbourhood_component_analysis.rb +1 -1
- data/lib/rumale/model_selection/group_k_fold.rb +93 -0
- data/lib/rumale/model_selection/group_shuffle_split.rb +115 -0
- data/lib/rumale/model_selection/shuffle_split.rb +4 -4
- data/lib/rumale/model_selection/stratified_k_fold.rb +1 -1
- data/lib/rumale/model_selection/stratified_shuffle_split.rb +13 -9
- data/lib/rumale/model_selection/time_series_split.rb +91 -0
- data/lib/rumale/pipeline/pipeline.rb +1 -1
- data/lib/rumale/probabilistic_output.rb +1 -1
- data/lib/rumale/tree/base_decision_tree.rb +2 -9
- data/lib/rumale/tree/gradient_tree_regressor.rb +3 -10
- data/lib/rumale/version.rb +1 -1
- metadata +5 -12
- data/lib/rumale/linear_model/base_linear_model.rb +0 -102
- data/lib/rumale/optimizer/ada_grad.rb +0 -42
- data/lib/rumale/optimizer/adam.rb +0 -56
- data/lib/rumale/optimizer/nadam.rb +0 -67
- data/lib/rumale/optimizer/rmsprop.rb +0 -50
- data/lib/rumale/optimizer/sgd.rb +0 -46
- data/lib/rumale/optimizer/yellow_fin.rb +0 -104
- data/lib/rumale/polynomial_model/base_factorization_machine.rb +0 -125
- data/lib/rumale/polynomial_model/factorization_machine_classifier.rb +0 -220
- data/lib/rumale/polynomial_model/factorization_machine_regressor.rb +0 -134
checksums.yaml
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data/CHANGELOG.md
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# 0.21.0
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## Breaking change
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- Change the default value of max_iter argument on LinearModel estimators to 1000.
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# 0.20.3
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- Fix to use automatic solver of PCA in NeighbourhoodComponentAnalysis.
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- Refactor some codes with Rubocop.
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- Update README.
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# 0.20.2
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- Add cross-validator class for time-series data.
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- [TimeSeriesSplit](https://yoshoku.github.io/rumale/doc/Rumale/ModelSelection/TimeSeriesSplit.html)
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# 0.20.1
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- Add cross-validator classes that split data according group labels.
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- [GroupKFold](https://yoshoku.github.io/rumale/doc/Rumale/ModelSelection/GroupKFold.html)
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- [GroupShuffleSplit](https://yoshoku.github.io/rumale/doc/Rumale/ModelSelection/GroupShuffleSplit.html)
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- Fix fraction treating of the number of samples on shuffle split cross-validator classes.
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- [ShuffleSplit](https://yoshoku.github.io/rumale/doc/Rumale/ModelSelection/ShuffleSplit.html)
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- [StratifiedShuffleSplit](https://yoshoku.github.io/rumale/doc/Rumale/ModelSelection/StratifiedShuffleSplit.html)
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- Refactor some codes with Rubocop.
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# 0.20.0
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## Breaking changes
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- Delete deprecated estimators such as PolynomialModel, Optimizer, and BaseLinearModel.
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# 0.19.3
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- Add preprocessing class for [Binarizer](https://yoshoku.github.io/rumale/doc/Rumale/Preprocessing/Binarizer.html)
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- Add preprocessing class for [MaxNormalizer](https://yoshoku.github.io/rumale/doc/Rumale/Preprocessing/MaxNormalizer.html)
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- Fix some typos.
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# 0.19.0
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## Breaking changes
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- Change mmh3 and mopti gem to non-runtime dependent library.
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- The mmh3 gem is used in [FeatureHasher](https://yoshoku.github.io/rumale/doc/Rumale/FeatureExtraction/FeatureHasher.html).
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You only need to require mmh3 gem when using FeatureHasher.
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data/Gemfile
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data/README.md
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estimator = Rumale::Ensemble::RandomForestClassifier.new(n_jobs: -1, random_seed: 1)
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```
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## Novelties
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* [Rumale SHOP](https://suzuri.jp/yoshoku)
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## Contributing
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Bug reports and pull requests are welcome on GitHub at https://github.com/yoshoku/rumale.
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data/lib/rumale.rb
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require 'rumale/base/transformer'
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require 'rumale/base/splitter'
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require 'rumale/base/evaluator'
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require 'rumale/optimizer/sgd'
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require 'rumale/optimizer/ada_grad'
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require 'rumale/optimizer/rmsprop'
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require 'rumale/optimizer/adam'
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require 'rumale/optimizer/nadam'
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require 'rumale/optimizer/yellow_fin'
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require 'rumale/pipeline/pipeline'
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require 'rumale/pipeline/feature_union'
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require 'rumale/kernel_approximation/rbf'
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require 'rumale/kernel_approximation/nystroem'
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require 'rumale/linear_model/base_linear_model'
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require 'rumale/linear_model/base_sgd'
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require 'rumale/linear_model/svc'
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require 'rumale/linear_model/svr'
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require 'rumale/kernel_machine/kernel_pca'
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require 'rumale/kernel_machine/kernel_fda'
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require 'rumale/kernel_machine/kernel_ridge'
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require 'rumale/polynomial_model/base_factorization_machine'
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require 'rumale/polynomial_model/factorization_machine_classifier'
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require 'rumale/polynomial_model/factorization_machine_regressor'
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require 'rumale/multiclass/one_vs_rest_classifier'
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require 'rumale/nearest_neighbors/vp_tree'
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require 'rumale/nearest_neighbors/k_neighbors_classifier'
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require 'rumale/preprocessing/binarizer'
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require 'rumale/preprocessing/polynomial_features'
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require 'rumale/model_selection/k_fold'
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require 'rumale/model_selection/group_k_fold'
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require 'rumale/model_selection/stratified_k_fold'
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require 'rumale/model_selection/shuffle_split'
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require 'rumale/model_selection/group_shuffle_split'
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require 'rumale/model_selection/stratified_shuffle_split'
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require 'rumale/model_selection/time_series_split'
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require 'rumale/model_selection/cross_validation'
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require 'rumale/model_selection/grid_search_cv'
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require 'rumale/model_selection/function'
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res
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end
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# rubocop:disable Metrics/AbcSize, Metrics/MethodLength, Metrics/PerceivedComplexity
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# rubocop:disable Metrics/AbcSize, Metrics/CyclomaticComplexity, Metrics/MethodLength, Metrics/PerceivedComplexity
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def condense_tree(hierarchy, min_cluster_size)
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n_edges = hierarchy.size
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root = 2 * n_edges
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end
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res
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end
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# rubocop:enable Metrics/AbcSize, Metrics/MethodLength, Metrics/PerceivedComplexity
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# rubocop:enable Metrics/AbcSize, Metrics/CyclomaticComplexity, Metrics/MethodLength, Metrics/PerceivedComplexity
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end
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end
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end
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to be used for cluster analysis.
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# If the metric is 'precomputed', x must be a square distance matrix (shape: [n_samples, n_samples]).
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# @return [Numo::Int32] (shape: [n_samples]) Predicted cluster label per sample.
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def fit_predict(x)
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def fit_predict(x) # rubocop:disable Lint/UselessMethodDefinition
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super
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end
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data/lib/rumale/dataset.rb
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line = dump_label(label, label_type.to_s)
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ftvec.to_a.each_with_index do |val, n|
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idx = n + (zero_based == false ? 1 : 0)
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line += format(" %d:#{value_type}", idx, val) if val != 0
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line += format(" %d:#{value_type}", idx, val) if val != 0
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end
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line
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end
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# @return [Numo::DFloat] (shape: [n_samples, n_components]) The transformed data.
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def transform(x)
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x = check_convert_sample_array(x)
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partial_fit(x, false)
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partial_fit(x, update_comps: false)
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end
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# Inverse transform the given transformed data with the learned model.
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private
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def partial_fit(x, update_comps
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def partial_fit(x, update_comps: true)
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# initialize some variables.
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n_samples, n_features = x.shape
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scale = Math.sqrt(x.mean / @params[:n_components])
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
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# @param y [Numo::Int32] (shape: [n_samples]) The labels to be used for fitting the model.
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# @return [RandomForestClassifier] The learned classifier itself.
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def fit(x, y)
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def fit(x, y) # rubocop:disable Metrics/AbcSize
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x = check_convert_sample_array(x)
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y = check_convert_label_array(y)
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check_sample_label_size(x, y)
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
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# @param y [Numo::DFloat] (shape: [n_samples, n_outputs]) The target values to be used for fitting the model.
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# @return [RandomForestRegressor] The learned regressor itself.
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def fit(x, y)
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def fit(x, y) # rubocop:disable Metrics/AbcSize
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x = check_convert_sample_array(x)
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y = check_convert_tvalue_array(y)
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check_sample_tvalue_size(x, y)
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@@ -75,9 +75,12 @@ module Rumale
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false_pos, true_pos, thresholds = binary_roc_curve(y_true, y_score, pos_label)
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if true_pos.size.zero? || false_pos[0] != 0 || true_pos[0] != 0
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# NOTE: Numo::NArray#insert is not a destructive method.
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# rubocop:disable Style/RedundantSelfAssignment
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true_pos = true_pos.insert(0, 0)
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false_pos = false_pos.insert(0, 0)
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thresholds = thresholds.insert(0, thresholds[0] + 1)
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# rubocop:enable Style/RedundantSelfAssignment
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end
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tpr = true_pos / true_pos[-1].to_f
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@@ -67,7 +67,7 @@ module Rumale
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def transform(x)
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raise 'FeatureHasher#transform requires Mmh3 but that is not loaded.' unless enable_mmh3?
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x = [x] unless x.is_a?(Array)
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x = [x] unless x.is_a?(Array) # rubocop:disable Style/ArrayCoercion
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n_samples = x.size
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z = Numo::DFloat.zeros(n_samples, n_features)
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@@ -99,7 +99,7 @@ module Rumale
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# @param x [Array<Hash>] (shape: [n_samples]) The array of hash consisting of feature names and values.
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# @return [Numo::DFloat] (shape: [n_samples, n_features]) The encoded sample array.
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def transform(x)
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x = [x] unless x.is_a?(Array)
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+
x = [x] unless x.is_a?(Array) # rubocop:disable Style/ArrayCoercion
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n_samples = x.size
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n_features = @vocabulary.size
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z = Numo::DFloat.zeros(n_samples, n_features)
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@@ -10,7 +10,7 @@ module Rumale
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#
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# @example
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# estimator =
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# Rumale::LinearModel::ElasticNet.new(reg_param: 0.1, l1_ratio: 0.5, max_iter:
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+
# Rumale::LinearModel::ElasticNet.new(reg_param: 0.1, l1_ratio: 0.5, max_iter: 1000, batch_size: 50, random_seed: 1)
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# estimator.fit(training_samples, traininig_values)
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# results = estimator.predict(testing_samples)
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#
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@@ -59,7 +59,7 @@ module Rumale
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# @param random_seed [Integer] The seed value using to initialize the random generator.
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def initialize(learning_rate: 0.01, decay: nil, momentum: 0.9,
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reg_param: 1.0, l1_ratio: 0.5, fit_bias: true, bias_scale: 1.0,
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max_iter:
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+
max_iter: 1000, batch_size: 50, tol: 1e-4,
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n_jobs: nil, verbose: false, random_seed: nil)
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check_params_numeric(learning_rate: learning_rate, momentum: momentum,
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reg_param: reg_param, l1_ratio: l1_ratio, bias_scale: bias_scale,
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@@ -10,7 +10,7 @@ module Rumale
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#
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# @example
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# estimator =
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-
# Rumale::LinearModel::Lasso.new(reg_param: 0.1, max_iter:
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+
# Rumale::LinearModel::Lasso.new(reg_param: 0.1, max_iter: 1000, batch_size: 20, random_seed: 1)
|
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# estimator.fit(training_samples, traininig_values)
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# results = estimator.predict(testing_samples)
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#
|
@@ -55,7 +55,7 @@ module Rumale
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# @param random_seed [Integer] The seed value using to initialize the random generator.
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def initialize(learning_rate: 0.01, decay: nil, momentum: 0.9,
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reg_param: 1.0, fit_bias: true, bias_scale: 1.0,
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-
max_iter:
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+
max_iter: 1000, batch_size: 50, tol: 1e-4,
|
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n_jobs: nil, verbose: false, random_seed: nil)
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check_params_numeric(learning_rate: learning_rate, momentum: momentum,
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reg_param: reg_param, bias_scale: bias_scale,
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@@ -10,7 +10,7 @@ module Rumale
|
|
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#
|
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# @example
|
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# estimator =
|
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-
# Rumale::LinearModel::LinearRegression.new(max_iter:
|
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+
# Rumale::LinearModel::LinearRegression.new(max_iter: 1000, batch_size: 20, random_seed: 1)
|
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# estimator.fit(training_samples, traininig_values)
|
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# results = estimator.predict(testing_samples)
|
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#
|
@@ -68,7 +68,7 @@ module Rumale
|
|
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# If solver = 'svd', this parameter is ignored.
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# @param random_seed [Integer] The seed value using to initialize the random generator.
|
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def initialize(learning_rate: 0.01, decay: nil, momentum: 0.9,
|
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|
-
fit_bias: true, bias_scale: 1.0, max_iter:
|
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+
fit_bias: true, bias_scale: 1.0, max_iter: 1000, batch_size: 50, tol: 1e-4,
|
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solver: 'auto',
|
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n_jobs: nil, verbose: false, random_seed: nil)
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check_params_numeric(learning_rate: learning_rate, momentum: momentum,
|
@@ -15,7 +15,7 @@ module Rumale
|
|
15
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|
#
|
16
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|
# @example
|
17
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|
# estimator =
|
18
|
-
# Rumale::LinearModel::LogisticRegression.new(reg_param: 1.0, max_iter:
|
18
|
+
# Rumale::LinearModel::LogisticRegression.new(reg_param: 1.0, max_iter: 1000, batch_size: 50, random_seed: 1)
|
19
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|
# estimator.fit(training_samples, traininig_labels)
|
20
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|
# results = estimator.predict(testing_samples)
|
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|
#
|
@@ -72,7 +72,7 @@ module Rumale
|
|
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|
def initialize(learning_rate: 0.01, decay: nil, momentum: 0.9,
|
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penalty: 'l2', reg_param: 1.0, l1_ratio: 0.5,
|
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fit_bias: true, bias_scale: 1.0,
|
75
|
-
max_iter:
|
75
|
+
max_iter: 1000, batch_size: 50, tol: 1e-4,
|
76
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n_jobs: nil, verbose: false, random_seed: nil)
|
77
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check_params_numeric(learning_rate: learning_rate, momentum: momentum,
|
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reg_param: reg_param, l1_ratio: l1_ratio, bias_scale: bias_scale,
|