rumale 0.19.3 → 0.21.0

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Files changed (47) hide show
  1. checksums.yaml +4 -4
  2. data/.rubocop.yml +15 -95
  3. data/CHANGELOG.md +27 -0
  4. data/Gemfile +3 -0
  5. data/README.md +4 -0
  6. data/lib/rumale.rb +3 -10
  7. data/lib/rumale/clustering/hdbscan.rb +2 -2
  8. data/lib/rumale/clustering/snn.rb +1 -1
  9. data/lib/rumale/dataset.rb +1 -1
  10. data/lib/rumale/decomposition/nmf.rb +2 -2
  11. data/lib/rumale/ensemble/random_forest_classifier.rb +1 -1
  12. data/lib/rumale/ensemble/random_forest_regressor.rb +1 -1
  13. data/lib/rumale/evaluation_measure/roc_auc.rb +3 -0
  14. data/lib/rumale/feature_extraction/feature_hasher.rb +1 -1
  15. data/lib/rumale/feature_extraction/hash_vectorizer.rb +1 -1
  16. data/lib/rumale/linear_model/base_sgd.rb +1 -1
  17. data/lib/rumale/linear_model/elastic_net.rb +2 -2
  18. data/lib/rumale/linear_model/lasso.rb +2 -2
  19. data/lib/rumale/linear_model/linear_regression.rb +2 -2
  20. data/lib/rumale/linear_model/logistic_regression.rb +2 -2
  21. data/lib/rumale/linear_model/ridge.rb +2 -2
  22. data/lib/rumale/linear_model/svc.rb +2 -2
  23. data/lib/rumale/linear_model/svr.rb +2 -2
  24. data/lib/rumale/manifold/tsne.rb +1 -1
  25. data/lib/rumale/metric_learning/neighbourhood_component_analysis.rb +1 -1
  26. data/lib/rumale/model_selection/group_k_fold.rb +93 -0
  27. data/lib/rumale/model_selection/group_shuffle_split.rb +115 -0
  28. data/lib/rumale/model_selection/shuffle_split.rb +4 -4
  29. data/lib/rumale/model_selection/stratified_k_fold.rb +1 -1
  30. data/lib/rumale/model_selection/stratified_shuffle_split.rb +13 -9
  31. data/lib/rumale/model_selection/time_series_split.rb +91 -0
  32. data/lib/rumale/pipeline/pipeline.rb +1 -1
  33. data/lib/rumale/probabilistic_output.rb +1 -1
  34. data/lib/rumale/tree/base_decision_tree.rb +2 -9
  35. data/lib/rumale/tree/gradient_tree_regressor.rb +3 -10
  36. data/lib/rumale/version.rb +1 -1
  37. metadata +5 -12
  38. data/lib/rumale/linear_model/base_linear_model.rb +0 -102
  39. data/lib/rumale/optimizer/ada_grad.rb +0 -42
  40. data/lib/rumale/optimizer/adam.rb +0 -56
  41. data/lib/rumale/optimizer/nadam.rb +0 -67
  42. data/lib/rumale/optimizer/rmsprop.rb +0 -50
  43. data/lib/rumale/optimizer/sgd.rb +0 -46
  44. data/lib/rumale/optimizer/yellow_fin.rb +0 -104
  45. data/lib/rumale/polynomial_model/base_factorization_machine.rb +0 -125
  46. data/lib/rumale/polynomial_model/factorization_machine_classifier.rb +0 -220
  47. data/lib/rumale/polynomial_model/factorization_machine_regressor.rb +0 -134
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@@ -3,6 +3,7 @@ require:
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+ RSpec/MultipleMemoizedHelpers:
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@@ -1,3 +1,29 @@
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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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+
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+ # 0.20.3
6
+ - Fix to use automatic solver of PCA in NeighbourhoodComponentAnalysis.
7
+ - Refactor some codes with Rubocop.
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+ - Update README.
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+
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+ # 0.20.2
11
+ - Add cross-validator class for time-series data.
12
+ - [TimeSeriesSplit](https://yoshoku.github.io/rumale/doc/Rumale/ModelSelection/TimeSeriesSplit.html)
13
+
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+ # 0.20.1
15
+ - Add cross-validator classes that split data according group labels.
16
+ - [GroupKFold](https://yoshoku.github.io/rumale/doc/Rumale/ModelSelection/GroupKFold.html)
17
+ - [GroupShuffleSplit](https://yoshoku.github.io/rumale/doc/Rumale/ModelSelection/GroupShuffleSplit.html)
18
+ - Fix fraction treating of the number of samples on shuffle split cross-validator classes.
19
+ - [ShuffleSplit](https://yoshoku.github.io/rumale/doc/Rumale/ModelSelection/ShuffleSplit.html)
20
+ - [StratifiedShuffleSplit](https://yoshoku.github.io/rumale/doc/Rumale/ModelSelection/StratifiedShuffleSplit.html)
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+ - Refactor some codes with Rubocop.
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+
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+ # 0.20.0
24
+ ## Breaking changes
25
+ - Delete deprecated estimators such as PolynomialModel, Optimizer, and BaseLinearModel.
26
+
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27
  # 0.19.3
2
28
  - Add preprocessing class for [Binarizer](https://yoshoku.github.io/rumale/doc/Rumale/Preprocessing/Binarizer.html)
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29
  - Add preprocessing class for [MaxNormalizer](https://yoshoku.github.io/rumale/doc/Rumale/Preprocessing/MaxNormalizer.html)
@@ -13,6 +39,7 @@
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  - Fix some typos.
14
40
 
15
41
  # 0.19.0
42
+ ## Breaking changes
16
43
  - Change mmh3 and mopti gem to non-runtime dependent library.
17
44
  - The mmh3 gem is used in [FeatureHasher](https://yoshoku.github.io/rumale/doc/Rumale/FeatureExtraction/FeatureHasher.html).
18
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  You only need to require mmh3 gem when using FeatureHasher.
data/Gemfile CHANGED
@@ -11,3 +11,6 @@ gem 'parallel', '>= 1.17.0'
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  gem 'rake', '~> 12.0'
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  gem 'rake-compiler', '~> 1.0'
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  gem 'rspec', '~> 3.0'
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+ gem 'rubocop', '~> 0.91'
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+ gem 'rubocop-performance', '~> 1.8'
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+ gem 'rubocop-rspec', '~> 1.43'
data/README.md CHANGED
@@ -228,6 +228,10 @@ When -1 is given to n_jobs parameter, all processors are used.
228
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  estimator = Rumale::Ensemble::RandomForestClassifier.new(n_jobs: -1, random_seed: 1)
229
229
  ```
230
230
 
231
+ ## Novelties
232
+
233
+ * [Rumale SHOP](https://suzuri.jp/yoshoku)
234
+
231
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  ## Contributing
232
236
 
233
237
  Bug reports and pull requests are welcome on GitHub at https://github.com/yoshoku/rumale.
@@ -18,17 +18,10 @@ require 'rumale/base/cluster_analyzer'
18
18
  require 'rumale/base/transformer'
19
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  require 'rumale/base/splitter'
20
20
  require 'rumale/base/evaluator'
21
- require 'rumale/optimizer/sgd'
22
- require 'rumale/optimizer/ada_grad'
23
- require 'rumale/optimizer/rmsprop'
24
- require 'rumale/optimizer/adam'
25
- require 'rumale/optimizer/nadam'
26
- require 'rumale/optimizer/yellow_fin'
27
21
  require 'rumale/pipeline/pipeline'
28
22
  require 'rumale/pipeline/feature_union'
29
23
  require 'rumale/kernel_approximation/rbf'
30
24
  require 'rumale/kernel_approximation/nystroem'
31
- require 'rumale/linear_model/base_linear_model'
32
25
  require 'rumale/linear_model/base_sgd'
33
26
  require 'rumale/linear_model/svc'
34
27
  require 'rumale/linear_model/svr'
@@ -41,9 +34,6 @@ require 'rumale/kernel_machine/kernel_svc'
41
34
  require 'rumale/kernel_machine/kernel_pca'
42
35
  require 'rumale/kernel_machine/kernel_fda'
43
36
  require 'rumale/kernel_machine/kernel_ridge'
44
- require 'rumale/polynomial_model/base_factorization_machine'
45
- require 'rumale/polynomial_model/factorization_machine_classifier'
46
- require 'rumale/polynomial_model/factorization_machine_regressor'
47
37
  require 'rumale/multiclass/one_vs_rest_classifier'
48
38
  require 'rumale/nearest_neighbors/vp_tree'
49
39
  require 'rumale/nearest_neighbors/k_neighbors_classifier'
@@ -108,9 +98,12 @@ require 'rumale/preprocessing/ordinal_encoder'
108
98
  require 'rumale/preprocessing/binarizer'
109
99
  require 'rumale/preprocessing/polynomial_features'
110
100
  require 'rumale/model_selection/k_fold'
101
+ require 'rumale/model_selection/group_k_fold'
111
102
  require 'rumale/model_selection/stratified_k_fold'
112
103
  require 'rumale/model_selection/shuffle_split'
104
+ require 'rumale/model_selection/group_shuffle_split'
113
105
  require 'rumale/model_selection/stratified_shuffle_split'
106
+ require 'rumale/model_selection/time_series_split'
114
107
  require 'rumale/model_selection/cross_validation'
115
108
  require 'rumale/model_selection/grid_search_cv'
116
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  require 'rumale/model_selection/function'
@@ -136,7 +136,7 @@ module Rumale
136
136
  res
137
137
  end
138
138
 
139
- # rubocop:disable Metrics/AbcSize, Metrics/MethodLength, Metrics/PerceivedComplexity
139
+ # rubocop:disable Metrics/AbcSize, Metrics/CyclomaticComplexity, Metrics/MethodLength, Metrics/PerceivedComplexity
140
140
  def condense_tree(hierarchy, min_cluster_size)
141
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  n_edges = hierarchy.size
142
142
  root = 2 * n_edges
@@ -265,7 +265,7 @@ module Rumale
265
265
  end
266
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  res
267
267
  end
268
- # rubocop:enable Metrics/AbcSize, Metrics/MethodLength, Metrics/PerceivedComplexity
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+ # rubocop:enable Metrics/AbcSize, Metrics/CyclomaticComplexity, Metrics/MethodLength, Metrics/PerceivedComplexity
269
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  end
270
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  end
271
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  end
@@ -51,7 +51,7 @@ module Rumale
51
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  # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to be used for cluster analysis.
52
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  # If the metric is 'precomputed', x must be a square distance matrix (shape: [n_samples, n_samples]).
53
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  # @return [Numo::Int32] (shape: [n_samples]) Predicted cluster label per sample.
54
- def fit_predict(x)
54
+ def fit_predict(x) # rubocop:disable Lint/UselessMethodDefinition
55
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  super
56
56
  end
57
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@@ -225,7 +225,7 @@ module Rumale
225
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  line = dump_label(label, label_type.to_s)
226
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  ftvec.to_a.each_with_index do |val, n|
227
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  idx = n + (zero_based == false ? 1 : 0)
228
- line += format(" %d:#{value_type}", idx, val) if val != 0.0
228
+ line += format(" %d:#{value_type}", idx, val) if val != 0
229
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  end
230
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  line
231
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  end
@@ -77,7 +77,7 @@ module Rumale
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  # @return [Numo::DFloat] (shape: [n_samples, n_components]) The transformed data.
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  def transform(x)
79
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  x = check_convert_sample_array(x)
80
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+ partial_fit(x, update_comps: false)
81
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  end
82
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  # Inverse transform the given transformed data with the learned model.
@@ -91,7 +91,7 @@ module Rumale
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92
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  private
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94
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95
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  # initialize some variables.
96
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  n_samples, n_features = x.shape
97
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  scale = Math.sqrt(x.mean / @params[:n_components])
@@ -85,7 +85,7 @@ module Rumale
85
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  # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
86
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  # @param y [Numo::Int32] (shape: [n_samples]) The labels to be used for fitting the model.
87
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  # @return [RandomForestClassifier] The learned classifier itself.
88
- def fit(x, y)
88
+ def fit(x, y) # rubocop:disable Metrics/AbcSize
89
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  x = check_convert_sample_array(x)
90
90
  y = check_convert_label_array(y)
91
91
  check_sample_label_size(x, y)
@@ -79,7 +79,7 @@ module Rumale
79
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  # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
80
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  # @param y [Numo::DFloat] (shape: [n_samples, n_outputs]) The target values to be used for fitting the model.
81
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  # @return [RandomForestRegressor] The learned regressor itself.
82
- def fit(x, y)
82
+ def fit(x, y) # rubocop:disable Metrics/AbcSize
83
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  x = check_convert_sample_array(x)
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  y = check_convert_tvalue_array(y)
85
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  check_sample_tvalue_size(x, y)
@@ -75,9 +75,12 @@ module Rumale
75
75
  false_pos, true_pos, thresholds = binary_roc_curve(y_true, y_score, pos_label)
76
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77
77
  if true_pos.size.zero? || false_pos[0] != 0 || true_pos[0] != 0
78
+ # NOTE: Numo::NArray#insert is not a destructive method.
79
+ # rubocop:disable Style/RedundantSelfAssignment
78
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  true_pos = true_pos.insert(0, 0)
79
81
  false_pos = false_pos.insert(0, 0)
80
82
  thresholds = thresholds.insert(0, thresholds[0] + 1)
83
+ # rubocop:enable Style/RedundantSelfAssignment
81
84
  end
82
85
 
83
86
  tpr = true_pos / true_pos[-1].to_f
@@ -67,7 +67,7 @@ module Rumale
67
67
  def transform(x)
68
68
  raise 'FeatureHasher#transform requires Mmh3 but that is not loaded.' unless enable_mmh3?
69
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70
- x = [x] unless x.is_a?(Array)
70
+ x = [x] unless x.is_a?(Array) # rubocop:disable Style/ArrayCoercion
71
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  n_samples = x.size
72
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73
73
  z = Numo::DFloat.zeros(n_samples, n_features)
@@ -99,7 +99,7 @@ module Rumale
99
99
  # @param x [Array<Hash>] (shape: [n_samples]) The array of hash consisting of feature names and values.
100
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  # @return [Numo::DFloat] (shape: [n_samples, n_features]) The encoded sample array.
101
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  def transform(x)
102
- x = [x] unless x.is_a?(Array)
102
+ x = [x] unless x.is_a?(Array) # rubocop:disable Style/ArrayCoercion
103
103
  n_samples = x.size
104
104
  n_features = @vocabulary.size
105
105
  z = Numo::DFloat.zeros(n_samples, n_features)
@@ -171,7 +171,7 @@ module Rumale
171
171
  @params[:fit_bias] = true
172
172
  @params[:reg_param] = 0.0
173
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  @params[:l1_ratio] = 0.0
174
- @params[:max_iter] = 200
174
+ @params[:max_iter] = 1000
175
175
  @params[:batch_size] = 50
176
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  @params[:tol] = 0.0001
177
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  @params[:verbose] = false
@@ -10,7 +10,7 @@ module Rumale
10
10
  #
11
11
  # @example
12
12
  # estimator =
13
- # Rumale::LinearModel::ElasticNet.new(reg_param: 0.1, l1_ratio: 0.5, max_iter: 200, batch_size: 50, random_seed: 1)
13
+ # Rumale::LinearModel::ElasticNet.new(reg_param: 0.1, l1_ratio: 0.5, max_iter: 1000, batch_size: 50, random_seed: 1)
14
14
  # estimator.fit(training_samples, traininig_values)
15
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  # results = estimator.predict(testing_samples)
16
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  #
@@ -59,7 +59,7 @@ module Rumale
59
59
  # @param random_seed [Integer] The seed value using to initialize the random generator.
60
60
  def initialize(learning_rate: 0.01, decay: nil, momentum: 0.9,
61
61
  reg_param: 1.0, l1_ratio: 0.5, fit_bias: true, bias_scale: 1.0,
62
- max_iter: 200, batch_size: 50, tol: 1e-4,
62
+ max_iter: 1000, batch_size: 50, tol: 1e-4,
63
63
  n_jobs: nil, verbose: false, random_seed: nil)
64
64
  check_params_numeric(learning_rate: learning_rate, momentum: momentum,
65
65
  reg_param: reg_param, l1_ratio: l1_ratio, bias_scale: bias_scale,
@@ -10,7 +10,7 @@ module Rumale
10
10
  #
11
11
  # @example
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  # estimator =
13
- # Rumale::LinearModel::Lasso.new(reg_param: 0.1, max_iter: 500, batch_size: 20, random_seed: 1)
13
+ # 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)
16
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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,
58
- max_iter: 200, batch_size: 50, tol: 1e-4,
58
+ 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,
@@ -10,7 +10,7 @@ module Rumale
10
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  #
11
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  # @example
12
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  # estimator =
13
- # Rumale::LinearModel::LinearRegression.new(max_iter: 500, batch_size: 20, random_seed: 1)
13
+ # Rumale::LinearModel::LinearRegression.new(max_iter: 1000, batch_size: 20, random_seed: 1)
14
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  # estimator.fit(training_samples, traininig_values)
15
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  # results = estimator.predict(testing_samples)
16
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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,
71
- fit_bias: true, bias_scale: 1.0, max_iter: 200, batch_size: 50, tol: 1e-4,
71
+ 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: 200, batch_size: 50, random_seed: 1)
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)
21
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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: 200, batch_size: 50, tol: 1e-4,
75
+ 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,