rumale 0.22.2 → 0.23.1
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- checksums.yaml +4 -4
- data/.clang-format +149 -0
- data/.coveralls.yml +1 -0
- data/.github/workflows/build.yml +5 -2
- data/.github/workflows/coverage.yml +30 -0
- data/.gitignore +1 -0
- data/CHANGELOG.md +38 -0
- data/Gemfile +3 -2
- data/LICENSE.txt +1 -1
- data/README.md +45 -8
- data/Rakefile +2 -1
- data/ext/rumale/extconf.rb +1 -1
- data/ext/rumale/{rumale.c → rumaleext.c} +2 -3
- data/ext/rumale/{rumale.h → rumaleext.h} +1 -1
- data/ext/rumale/tree.c +76 -96
- data/ext/rumale/tree.h +2 -0
- data/lib/rumale.rb +6 -1
- data/lib/rumale/base/base_estimator.rb +5 -3
- data/lib/rumale/dataset.rb +7 -3
- data/lib/rumale/decomposition/fast_ica.rb +1 -1
- data/lib/rumale/ensemble/gradient_boosting_classifier.rb +2 -2
- data/lib/rumale/ensemble/gradient_boosting_regressor.rb +1 -1
- data/lib/rumale/ensemble/random_forest_classifier.rb +1 -1
- data/lib/rumale/ensemble/random_forest_regressor.rb +1 -1
- data/lib/rumale/ensemble/stacking_classifier.rb +5 -4
- data/lib/rumale/ensemble/stacking_regressor.rb +3 -3
- data/lib/rumale/ensemble/voting_classifier.rb +126 -0
- data/lib/rumale/ensemble/voting_regressor.rb +82 -0
- data/lib/rumale/kernel_approximation/nystroem.rb +30 -10
- data/lib/rumale/kernel_machine/kernel_ridge_classifier.rb +92 -0
- data/lib/rumale/kernel_machine/kernel_svc.rb +1 -1
- data/lib/rumale/linear_model/elastic_net.rb +1 -1
- data/lib/rumale/linear_model/lasso.rb +1 -1
- data/lib/rumale/linear_model/linear_regression.rb +66 -35
- data/lib/rumale/linear_model/nnls.rb +137 -0
- data/lib/rumale/linear_model/ridge.rb +71 -34
- data/lib/rumale/model_selection/grid_search_cv.rb +3 -3
- data/lib/rumale/naive_bayes/bernoulli_nb.rb +1 -1
- data/lib/rumale/naive_bayes/gaussian_nb.rb +1 -1
- data/lib/rumale/naive_bayes/multinomial_nb.rb +1 -1
- data/lib/rumale/preprocessing/kernel_calculator.rb +92 -0
- data/lib/rumale/tree/base_decision_tree.rb +15 -10
- data/lib/rumale/tree/decision_tree_classifier.rb +14 -11
- data/lib/rumale/tree/decision_tree_regressor.rb +0 -1
- data/lib/rumale/tree/gradient_tree_regressor.rb +15 -11
- data/lib/rumale/validation.rb +12 -0
- data/lib/rumale/version.rb +1 -1
- metadata +13 -6
- data/.travis.yml +0 -17
@@ -160,15 +160,15 @@ module Rumale
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grid = [grid] if grid.is_a?(Hash)
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grid.each do |h|
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raise TypeError, 'Expect class of elements in param_grid to be Hash' unless h.is_a?(Hash)
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-
raise TypeError, 'Expect class of parameter values in param_grid to be Array' unless h.values.all?
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raise TypeError, 'Expect class of parameter values in param_grid to be Array' unless h.values.all?(Array)
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end
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grid
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end
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def param_combinations
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@param_combinations ||= @params[:param_grid].map do |prm|
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x =
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x[0].product(*x[1...x.size]).map
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x = prm.sort.to_h.map { |k, v| [k].product(v) }
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x[0].product(*x[1...x.size]).map(&:to_h)
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end
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end
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@@ -75,7 +75,7 @@ module Rumale
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(Numo::DFloat[*bin_x] * Numo::NMath.log(@feature_probs[l, true])).sum(1)
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(Numo::DFloat[*not_bin_x] * Numo::NMath.log(1.0 - @feature_probs[l, true])).sum(1))
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end
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Numo::DFloat[*log_likelihoods].transpose
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Numo::DFloat[*log_likelihoods].transpose.dup
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end
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end
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end
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@@ -67,7 +67,7 @@ module Rumale
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log_likelihoods = Array.new(n_classes) do |l|
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Math.log(@class_priors[l]) + (Numo::DFloat[*bin_x] * Numo::NMath.log(@feature_probs[l, true])).sum(1)
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end
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Numo::DFloat[*log_likelihoods].transpose
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Numo::DFloat[*log_likelihoods].transpose.dup
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end
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end
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end
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@@ -0,0 +1,92 @@
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# frozen_string_literal: true
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require 'rumale/base/base_estimator'
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require 'rumale/base/transformer'
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require 'rumale/pairwise_metric'
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module Rumale
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module Preprocessing
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# KernelCalculator is a class that calculates the kernel matrix with training data.
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#
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# @example
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# transformer = Rumale::Preprocessing::KernelCalculator.new(kernel: 'rbf', gamma: 0.5)
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# regressor = Rumale::KernelMachine::KernelRidge.new
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# pipeline = Rumale::Pipeline::Pipeline.new(
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# steps: { trs: transfomer, est: regressor }
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# )
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# pipeline.fit(x_train, y_train)
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# results = pipeline.predict(x_test)
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class KernelCalculator
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include Base::BaseEstimator
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include Base::Transformer
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# Returns the training data for calculating kernel matrix.
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# @return [Numo::DFloat] (shape: n_components, n_features)
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attr_reader :components
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# Create a new transformer that transforms feature vectors into a kernel matrix.
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#
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# @param kernel [String] The type of kernel function ('rbf', 'linear', 'poly', and 'sigmoid').
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# @param gamma [Float] The gamma parameter in rbf/poly/sigmoid kernel function.
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# @param degree [Integer] The degree parameter in polynomial kernel function.
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# @param coef [Float] The coefficient in poly/sigmoid kernel function.
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def initialize(kernel: 'rbf', gamma: 1, degree: 3, coef: 1)
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check_params_string(kernel: kernel)
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check_params_numeric(gamma: gamma, coef: coef, degree: degree)
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@params = {}
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@params[:kernel] = kernel
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@params[:gamma] = gamma
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@params[:degree] = degree
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@params[:coef] = coef
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@components = nil
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end
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# Fit the model with given training data.
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#
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# @overload fit(x) -> KernelCalculator
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# @param x [Numo::NArray] (shape: [n_samples, n_features]) The training data to be used for calculating kernel matrix.
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# @return [KernelCalculator] The learned transformer itself.
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def fit(x, _y = nil)
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x = check_convert_sample_array(x)
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@components = x.dup
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self
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end
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# Fit the model with training data, and then transform them with the learned model.
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#
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# @overload fit_transform(x) -> Numo::DFloat
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for calculating kernel matrix.
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# @return [Numo::DFloat] (shape: [n_samples, n_samples]) The calculated kernel matrix.
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def fit_transform(x, y = nil)
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x = check_convert_sample_array(x)
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fit(x, y).transform(x)
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end
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# Transform the given data with the learned model.
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#
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The data to be used for calculating kernel matrix with the training data.
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# @return [Numo::DFloat] (shape: [n_samples, n_components]) The calculated kernel matrix.
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def transform(x)
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x = check_convert_sample_array(x)
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kernel_mat(x, @components)
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end
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private
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def kernel_mat(x, y)
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case @params[:kernel]
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when 'rbf'
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Rumale::PairwiseMetric.rbf_kernel(x, y, @params[:gamma])
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when 'poly'
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Rumale::PairwiseMetric.polynomial_kernel(x, y, @params[:degree], @params[:gamma], @params[:coef])
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when 'sigmoid'
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Rumale::PairwiseMetric.sigmoid_kernel(x, y, @params[:gamma], @params[:coef])
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when 'linear'
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Rumale::PairwiseMetric.linear_kernel(x, y)
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else
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raise ArgumentError, "Expect kernel parameter to be given 'rbf', 'linear', 'poly', or 'sigmoid'."
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end
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end
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end
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end
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end
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@@ -2,6 +2,7 @@
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require 'rumale/base/base_estimator'
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require 'rumale/tree/node'
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require 'rumale/rumaleext'
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module Rumale
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# This module consists of the classes that implement tree models.
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@@ -44,21 +45,25 @@ module Rumale
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# @return [Numo::Int32] (shape: [n_samples]) Leaf index for sample.
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def apply(x)
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x = check_convert_sample_array(x)
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Numo::Int32[*(Array.new(x.shape[0]) { |n|
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Numo::Int32[*(Array.new(x.shape[0]) { |n| partial_apply(@tree, x[n, true]) })]
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end
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private
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def partial_apply(tree, sample)
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node = tree
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until node.leaf
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# :nocov:
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node = if node.right.nil?
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node.left
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elsif node.left.nil?
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node.right
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# :nocov:
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else
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sample[node.feature_id] <= node.threshold ? node.left : node.right
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end
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end
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node.leaf_id
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end
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def build_tree(x, y)
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# frozen_string_literal: true
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require 'rumale/rumale'
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require 'rumale/tree/base_decision_tree'
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require 'rumale/base/classifier'
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@@ -101,21 +100,25 @@ module Rumale
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# @return [Numo::DFloat] (shape: [n_samples, n_classes]) Predicted probability of each class per sample.
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def predict_proba(x)
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x = check_convert_sample_array(x)
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Numo::DFloat[*(Array.new(x.shape[0]) { |n|
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Numo::DFloat[*(Array.new(x.shape[0]) { |n| partial_predict_proba(@tree, x[n, true]) })]
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end
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private
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def
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def partial_predict_proba(tree, sample)
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node = tree
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until node.leaf
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# :nocov:
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node = if node.right.nil?
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node.left
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elsif node.left.nil?
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node.right
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# :nocov:
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else
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sample[node.feature_id] <= node.threshold ? node.left : node.right
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end
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end
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node.probs
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end
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def stop_growing?(y)
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# frozen_string_literal: true
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require 'rumale/rumale'
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require 'rumale/base/base_estimator'
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require 'rumale/base/regressor'
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require 'rumale/rumaleext'
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require 'rumale/tree/node'
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module Rumale
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# @return [Numo::Int32] (shape: [n_samples]) Leaf index for sample.
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def apply(x)
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x = check_convert_sample_array(x)
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Numo::Int32[*(Array.new(x.shape[0]) { |n|
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Numo::Int32[*(Array.new(x.shape[0]) { |n| partial_apply(@tree, x[n, true]) })]
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end
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private
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def
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def partial_apply(tree, sample)
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node = tree
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until node.leaf
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# :nocov:
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node = if node.right.nil?
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node.left
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elsif node.left.nil?
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node.right
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# :nocov:
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else
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sample[node.feature_id] <= node.threshold ? node.left : node.right
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end
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end
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node.leaf_id
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end
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def build_tree(x, y, g, h)
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data/lib/rumale/validation.rb
CHANGED
@@ -27,6 +27,7 @@ module Rumale
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y
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end
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# @deprecated Use check_convert_sample_array instead of this method.
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# @!visibility private
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def check_sample_array(x)
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raise TypeError, 'Expect class of sample matrix to be Numo::DFloat' unless x.is_a?(Numo::DFloat)
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@@ -35,6 +36,7 @@ module Rumale
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nil
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end
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# @deprecated Use check_convert_label_array instead of this method.
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# @!visibility private
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def check_label_array(y)
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raise TypeError, 'Expect class of label vector to be Numo::Int32' unless y.is_a?(Numo::Int32)
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@@ -43,6 +45,7 @@ module Rumale
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nil
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end
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# @deprecated Use check_convert_tvalue_array instead of this method.
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# @!visibility private
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def check_tvalue_array(y)
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raise TypeError, 'Expect class of target value vector to be Numo::DFloat' unless y.is_a?(Numo::DFloat)
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@@ -64,49 +67,58 @@ module Rumale
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nil
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end
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# TODO: Better to replace with RBS in the future.
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# @!visibility private
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def check_params_type(type, params = {})
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params.each { |k, v| raise TypeError, "Expect class of #{k} to be #{type}" unless v.is_a?(type) }
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nil
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end
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# TODO: Better to replace with RBS in the future.
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# @!visibility private
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def check_params_type_or_nil(type, params = {})
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params.each { |k, v| raise TypeError, "Expect class of #{k} to be #{type} or nil" unless v.is_a?(type) || v.is_a?(NilClass) }
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nil
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end
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# TODO: Better to replace with RBS in the future.
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# @!visibility private
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def check_params_numeric(params = {})
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check_params_type(Numeric, params)
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end
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# TODO: Better to replace with RBS in the future.
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# @!visibility private
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def check_params_numeric_or_nil(params = {})
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check_params_type_or_nil(Numeric, params)
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end
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# @deprecated Use check_params_numeric instead of this method.
|
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# @!visibility private
|
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def check_params_float(params = {})
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check_params_type(Float, params)
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end
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# @deprecated Use check_params_numeric instead of this method.
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# @!visibility private
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def check_params_integer(params = {})
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check_params_type(Integer, params)
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end
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107
|
|
108
|
+
# TODO: Better to replace with RBS in the future.
|
99
109
|
# @!visibility private
|
100
110
|
def check_params_string(params = {})
|
101
111
|
check_params_type(String, params)
|
102
112
|
end
|
103
113
|
|
114
|
+
# TODO: Better to replace with RBS in the future.
|
104
115
|
# @!visibility private
|
105
116
|
def check_params_boolean(params = {})
|
106
117
|
params.each { |k, v| raise TypeError, "Expect class of #{k} to be Boolean" unless v.is_a?(FalseClass) || v.is_a?(TrueClass) }
|
107
118
|
nil
|
108
119
|
end
|
109
120
|
|
121
|
+
# TODO: Better to replace with RBS in the future.
|
110
122
|
# @!visibility private
|
111
123
|
def check_params_positive(params = {})
|
112
124
|
params.compact.each { |k, v| raise ArgumentError, "Expect #{k} to be positive value" if v.negative? }
|
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.
|
4
|
+
version: 0.23.1
|
5
5
|
platform: ruby
|
6
6
|
authors:
|
7
7
|
- yoshoku
|
8
8
|
autorequire:
|
9
9
|
bindir: exe
|
10
10
|
cert_chain: []
|
11
|
-
date: 2021-
|
11
|
+
date: 2021-06-27 00:00:00.000000000 Z
|
12
12
|
dependencies:
|
13
13
|
- !ruby/object:Gem::Dependency
|
14
14
|
name: numo-narray
|
@@ -57,11 +57,13 @@ extensions:
|
|
57
57
|
- ext/rumale/extconf.rb
|
58
58
|
extra_rdoc_files: []
|
59
59
|
files:
|
60
|
+
- ".clang-format"
|
61
|
+
- ".coveralls.yml"
|
60
62
|
- ".github/workflows/build.yml"
|
63
|
+
- ".github/workflows/coverage.yml"
|
61
64
|
- ".gitignore"
|
62
65
|
- ".rspec"
|
63
66
|
- ".rubocop.yml"
|
64
|
-
- ".travis.yml"
|
65
67
|
- CHANGELOG.md
|
66
68
|
- CODE_OF_CONDUCT.md
|
67
69
|
- Gemfile
|
@@ -69,8 +71,8 @@ files:
|
|
69
71
|
- README.md
|
70
72
|
- Rakefile
|
71
73
|
- ext/rumale/extconf.rb
|
72
|
-
- ext/rumale/
|
73
|
-
- ext/rumale/
|
74
|
+
- ext/rumale/rumaleext.c
|
75
|
+
- ext/rumale/rumaleext.h
|
74
76
|
- ext/rumale/tree.c
|
75
77
|
- ext/rumale/tree.h
|
76
78
|
- lib/rumale.rb
|
@@ -106,6 +108,8 @@ files:
|
|
106
108
|
- lib/rumale/ensemble/random_forest_regressor.rb
|
107
109
|
- lib/rumale/ensemble/stacking_classifier.rb
|
108
110
|
- lib/rumale/ensemble/stacking_regressor.rb
|
111
|
+
- lib/rumale/ensemble/voting_classifier.rb
|
112
|
+
- lib/rumale/ensemble/voting_regressor.rb
|
109
113
|
- lib/rumale/evaluation_measure/accuracy.rb
|
110
114
|
- lib/rumale/evaluation_measure/adjusted_rand_score.rb
|
111
115
|
- lib/rumale/evaluation_measure/calinski_harabasz_score.rb
|
@@ -135,12 +139,14 @@ files:
|
|
135
139
|
- lib/rumale/kernel_machine/kernel_fda.rb
|
136
140
|
- lib/rumale/kernel_machine/kernel_pca.rb
|
137
141
|
- lib/rumale/kernel_machine/kernel_ridge.rb
|
142
|
+
- lib/rumale/kernel_machine/kernel_ridge_classifier.rb
|
138
143
|
- lib/rumale/kernel_machine/kernel_svc.rb
|
139
144
|
- lib/rumale/linear_model/base_sgd.rb
|
140
145
|
- lib/rumale/linear_model/elastic_net.rb
|
141
146
|
- lib/rumale/linear_model/lasso.rb
|
142
147
|
- lib/rumale/linear_model/linear_regression.rb
|
143
148
|
- lib/rumale/linear_model/logistic_regression.rb
|
149
|
+
- lib/rumale/linear_model/nnls.rb
|
144
150
|
- lib/rumale/linear_model/ridge.rb
|
145
151
|
- lib/rumale/linear_model/svc.rb
|
146
152
|
- lib/rumale/linear_model/svr.rb
|
@@ -178,6 +184,7 @@ files:
|
|
178
184
|
- lib/rumale/pipeline/pipeline.rb
|
179
185
|
- lib/rumale/preprocessing/bin_discretizer.rb
|
180
186
|
- lib/rumale/preprocessing/binarizer.rb
|
187
|
+
- lib/rumale/preprocessing/kernel_calculator.rb
|
181
188
|
- lib/rumale/preprocessing/l1_normalizer.rb
|
182
189
|
- lib/rumale/preprocessing/l2_normalizer.rb
|
183
190
|
- lib/rumale/preprocessing/label_binarizer.rb
|
@@ -226,7 +233,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
|
|
226
233
|
- !ruby/object:Gem::Version
|
227
234
|
version: '0'
|
228
235
|
requirements: []
|
229
|
-
rubygems_version: 3.1.
|
236
|
+
rubygems_version: 3.1.6
|
230
237
|
signing_key:
|
231
238
|
specification_version: 4
|
232
239
|
summary: Rumale is a machine learning library in Ruby. Rumale provides machine learning
|