rumale 0.22.3 → 0.22.4

checksums.yaml

@@ -1,7 +1,7 @@
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data/.github/workflows/build.yml

@@ -6,8 +6,9 @@ jobs:
   build:
     runs-on: ubuntu-latest
     strategy:
+      fail-fast: false
       matrix:
-        ruby: [ '2.5', '2.6', '2.7' ]
+        ruby: [ '2.5', '2.6', '2.7', '3.0' ]
     steps:
       - uses: actions/checkout@v2
       - name: Install BLAS and LAPACK
@@ -17,7 +18,9 @@ jobs:
         with:
           ruby-version: ${{ matrix.ruby }}
       - name: Build and test with Rake
+        env:
+          LD_LIBRARY_PATH: '/usr/lib/x86_64-linux-gnu/'
         run: |
-          gem install bundler
+          gem install --no-document bundler
           bundle install --jobs 4 --retry 3
           bundle exec rake

data/CHANGELOG.md

@@ -1,3 +1,10 @@
+# 0.22.4
+- Add classifier and regressor classes for voting ensemble method.
+  - [VotingClassifier](https://yoshoku.github.io/rumale/doc/Rumale/Ensemble/VotingClassifier.html)
+  - [VotingRegressor](https://yoshoku.github.io/rumale/doc/Rumale/Ensemble/VotingRegressor.html)
+- Refactor some codes.
+- Fix some typos on API documentation.
+
 # 0.22.3
 - Add regressor class for non-negative least square method.
   - [NNLS](https://yoshoku.github.io/rumale/doc/Rumale/LinearModel/NNLS.html)

data/Gemfile

@@ -6,7 +6,7 @@ gemspec
 gem 'mmh3', '>= 1.0'
 gem 'numo-linalg', '>= 0.1.4'
 gem 'parallel', '>= 1.17.0'
-gem 'rake', '~> 12.0'
+gem 'rake', '~> 13.0'
 gem 'rake-compiler', '~> 1.0'
 gem 'rspec', '~> 3.0'
 gem 'rubocop', '~> 1.0'

data/ext/rumale/tree.c

@@ -5,9 +5,8 @@ RUBY_EXTERN VALUE mRumale;
 double*
 alloc_dbl_array(const long n_dimensions)
 {
-  long i;
   double* arr = ALLOC_N(double, n_dimensions);
-  for (i = 0; i < n_dimensions; i++) { arr[i] = 0.0; }
+  memset(arr, 0, n_dimensions * sizeof(double));
   return arr;
 }
 

data/lib/rumale.rb

@@ -62,6 +62,8 @@ require 'rumale/ensemble/extra_trees_classifier'
 require 'rumale/ensemble/extra_trees_regressor'
 require 'rumale/ensemble/stacking_classifier'
 require 'rumale/ensemble/stacking_regressor'
+require 'rumale/ensemble/voting_classifier'
+require 'rumale/ensemble/voting_regressor'
 require 'rumale/clustering/k_means'
 require 'rumale/clustering/mini_batch_k_means'
 require 'rumale/clustering/k_medoids'

data/lib/rumale/ensemble/stacking_classifier.rb

@@ -2,6 +2,7 @@
 
 require 'rumale/base/base_estimator'
 require 'rumale/base/classifier'
+require 'rumale/preprocessing/label_encoder'
 
 module Rumale
   module Ensemble
@@ -10,18 +11,18 @@ module Rumale
     # @example
     #   estimators = {
     #     lgr: Rumale::LinearModel::LogisticRegression.new(reg_param: 1e-2, random_seed: 1),
-    #     mlp: Rumele::NeuralNetwork::MLPClassifier.new(hidden_units: [256], random_seed: 1),
+    #     mlp: Rumale::NeuralNetwork::MLPClassifier.new(hidden_units: [256], random_seed: 1),
     #     rnd: Rumale::Ensemble::RandomForestClassifier.new(random_seed: 1)
     #   }
     #   meta_estimator = Rumale::LinearModel::LogisticRegression.new(random_seed: 1)
     #   classifier = Rumale::Ensemble::StackedClassifier.new(
     #     estimators: estimators, meta_estimator: meta_estimator, random_seed: 1
     #   )
-    #   classifier.fit(training_samples, traininig_labels)
+    #   classifier.fit(training_samples, training_labels)
     #   results = classifier.predict(testing_samples)
     #
     # *Reference*
-    # - Zhou, Z-H., "Ensemble Mehotds - Foundations and Algorithms," CRC Press Taylor and Francis Group, Chapman and Hall/CRC, 2012.
+    # - Zhou, Z-H., "Ensemble Methods - Foundations and Algorithms," CRC Press Taylor and Francis Group, Chapman and Hall/CRC, 2012.
     class StackingClassifier
       include Base::BaseEstimator
       include Base::Classifier
@@ -149,7 +150,7 @@ module Rumale
 
       # Predict probability for samples.
       #
-      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the probailities.
+      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the probabilities.
       # @return [Numo::DFloat] (shape: [n_samples, n_classes]) The predicted probability of each class per sample.
       def predict_proba(x)
         x = check_convert_sample_array(x)

data/lib/rumale/ensemble/stacking_regressor.rb

@@ -10,18 +10,18 @@ module Rumale
     # @example
     #   estimators = {
     #     las: Rumale::LinearModel::Lasso.new(reg_param: 1e-2, random_seed: 1),
-    #     mlp: Rumele::NeuralNetwork::MLPRegressor.new(hidden_units: [256], random_seed: 1),
+    #     mlp: Rumale::NeuralNetwork::MLPRegressor.new(hidden_units: [256], random_seed: 1),
     #     rnd: Rumale::Ensemble::RandomForestRegressor.new(random_seed: 1)
     #   }
     #   meta_estimator = Rumale::LinearModel::Ridge.new(random_seed: 1)
     #   regressor = Rumale::Ensemble::StackedRegressor.new(
     #     estimators: estimators, meta_estimator: meta_estimator, random_seed: 1
     #   )
-    #   regressor.fit(training_samples, traininig_values)
+    #   regressor.fit(training_samples, training_values)
     #   results = regressor.predict(testing_samples)
     #
     # *Reference*
-    # - Zhou, Z-H., "Ensemble Mehotds - Foundations and Algorithms," CRC Press Taylor and Francis Group, Chapman and Hall/CRC, 2012.
+    # - Zhou, Z-H., "Ensemble Methods - Foundations and Algorithms," CRC Press Taylor and Francis Group, Chapman and Hall/CRC, 2012.
     class StackingRegressor
       include Base::BaseEstimator
       include Base::Regressor

data/lib/rumale/ensemble/voting_classifier.rb

@@ -0,0 +1,126 @@
+# frozen_string_literal: true
+
+require 'rumale/base/base_estimator'
+require 'rumale/base/classifier'
+require 'rumale/preprocessing/label_encoder'
+
+module Rumale
+  module Ensemble
+    # VotingClassifier is a class that implements classifier with voting ensemble method.
+    #
+    # @example
+    #   estimators = {
+    #     lgr: Rumale::LinearModel::LogisticRegression.new(reg_param: 1e-2, random_seed: 1),
+    #     mlp: Rumale::NeuralNetwork::MLPClassifier.new(hidden_units: [256], random_seed: 1),
+    #     rnd: Rumale::Ensemble::RandomForestClassifier.new(random_seed: 1)
+    #   }
+    #   weights = { lgr: 0.2, mlp: 0.3, rnd: 0.5 }
+    #
+    #   classifier = Rumale::Ensemble::VotingClassifier.new(estimators: estimators, weights: weights, voting: 'soft')
+    #   classifier.fit(x_train, y_train)
+    #   results = classifier.predict(x_test)
+    #
+    # *Reference*
+    # - Zhou, Z-H., "Ensemble Methods - Foundations and Algorithms," CRC Press Taylor and Francis Group, Chapman and Hall/CRC, 2012.
+    class VotingClassifier
+      include Base::BaseEstimator
+      include Base::Classifier
+
+      # Return the sub-classifiers that voted.
+      # @return [Hash<Symbol,Classifier>]
+      attr_reader :estimators
+
+      # Return the class labels.
+      # @return [Numo::Int32] (size: n_classes)
+      attr_reader :classes
+
+      # Create a new ensembled classifier with voting rule.
+      #
+      # @param estimators [Hash<Symbol,Classifier>] The sub-classifiers to vote.
+      # @param weights [Hash<Symbol,Float>] The weight value for each classifier.
+      # @param voting [String] The voting rule for the predicted results of each classifier.
+      #   If 'hard' is given, the ensembled classifier predicts the class label by majority vote.
+      #   If 'soft' is given, the ensembled classifier uses the weighted average of predicted probabilities for the prediction.
+      def initialize(estimators:, weights: nil, voting: 'hard')
+        check_params_type(Hash, estimators: estimators)
+        check_params_type_or_nil(Hash, weights: weights)
+        check_params_string(voting: voting)
+        @estimators = estimators
+        @classes = nil
+        @params = {}
+        @params[:weights] = weights || estimators.each_key.with_object({}) { |name, w| w[name] = 1.0 }
+        @params[:voting] = voting
+      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]) The labels to be used for fitting the model.
+      # @return [VotingClassifier] The learned classifier itself.
+      def fit(x, y)
+        x = check_convert_sample_array(x)
+        y = check_convert_label_array(y)
+        check_sample_label_size(x, y)
+
+        @encoder = Rumale::Preprocessing::LabelEncoder.new
+        y_encoded = @encoder.fit_transform(y)
+        @classes = Numo::NArray[*@encoder.classes]
+        @estimators.each_key { |name| @estimators[name].fit(x, y_encoded) }
+
+        self
+      end
+
+      # Calculate confidence scores for samples.
+      #
+      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to compute the scores.
+      # @return [Numo::DFloat] (shape: [n_samples, n_classes]) The confidence score per sample.
+      def decision_function(x)
+        x = check_convert_sample_array(x)
+        return predict_proba(x) if soft_voting?
+
+        n_samples = x.shape[0]
+        n_classes = @classes.size
+        z = Numo::DFloat.zeros(n_samples, n_classes)
+        @estimators.each do |name, estimator|
+          estimator.predict(x).to_a.each_with_index { |c, i| z[i, c] += @params[:weights][name] }
+        end
+        z
+      end
+
+      # Predict class labels for samples.
+      #
+      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels.
+      # @return [Numo::Int32] (shape: [n_samples]) The predicted class label per sample.
+      def predict(x)
+        x = check_convert_sample_array(x)
+        n_samples = x.shape[0]
+        n_classes = @classes.size
+        z = decision_function(x)
+        predicted = z.max_index(axis: 1) - Numo::Int32.new(n_samples).seq * n_classes
+        Numo::Int32.cast(@encoder.inverse_transform(predicted))
+      end
+
+      # Predict probability for samples.
+      #
+      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the probabilities.
+      # @return [Numo::DFloat] (shape: [n_samples, n_classes]) Predicted probability of each class per sample.
+      def predict_proba(x)
+        x = check_convert_sample_array(x)
+        n_samples = x.shape[0]
+        n_classes = @classes.size
+        z = Numo::DFloat.zeros(n_samples, n_classes)
+        sum_weight = @params[:weights].each_value.inject(&:+)
+        @estimators.each do |name, estimator|
+          z += @params[:weights][name] * estimator.predict_proba(x)
+        end
+        z /= sum_weight
+      end
+
+      private
+
+      def soft_voting?
+        @params[:voting] == 'soft'
+      end
+    end
+  end
+end

data/lib/rumale/ensemble/voting_regressor.rb

@@ -0,0 +1,82 @@
+# frozen_string_literal: true
+
+require 'rumale/base/base_estimator'
+require 'rumale/base/regressor'
+
+module Rumale
+  module Ensemble
+    # VotingRegressor is a class that implements regressor with voting ensemble method.
+    #
+    # @example
+    #   estimators = {
+    #     rdg: Rumale::LinearModel::Ridge.new(reg_param: 1e-2, random_seed: 1),
+    #     mlp: Rumale::NeuralNetwork::MLPRegressor.new(hidden_units: [256], random_seed: 1),
+    #     rnd: Rumale::Ensemble::RandomForestRegressor.new(random_seed: 1)
+    #   }
+    #   weights = { rdg: 0.2, mlp: 0.3, rnd: 0.5 }
+    #
+    #   regressor = Rumale::Ensemble::VotingRegressor.new(estimators: estimators, weights: weights, voting: 'soft')
+    #   regressor.fit(x_train, y_train)
+    #   results = regressor.predict(x_test)
+    #
+    # *Reference*
+    # - Zhou, Z-H., "Ensemble Methods - Foundations and Algorithms," CRC Press Taylor and Francis Group, Chapman and Hall/CRC, 2012.
+    class VotingRegressor
+      include Base::BaseEstimator
+      include Base::Regressor
+
+      # Return the sub-regressors that voted.
+      # @return [Hash<Symbol,Regressor>]
+      attr_reader :estimators
+
+      # Create a new ensembled regressor with voting rule.
+      #
+      # @param estimators [Hash<Symbol,Regressor>] The sub-regressors to vote.
+      # @param weights [Hash<Symbol,Float>] The weight value for each regressor.
+      def initialize(estimators:, weights: nil)
+        check_params_type(Hash, estimators: estimators)
+        check_params_type_or_nil(Hash, weights: weights)
+        @estimators = estimators
+        @n_outputs = nil
+        @params = {}
+        @params[:weights] = weights || estimators.each_key.with_object({}) { |name, w| w[name] = 1.0 }
+      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]) The labels to be used for fitting the model.
+      # @return [VotingRegressor] 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.ndim > 1 ? y.shape[1] : 1
+        @estimators.each_key { |name| @estimators[name].fit(x, y) }
+
+        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 value per sample.
+      def predict(x)
+        x = check_convert_sample_array(x)
+        z = single_target? ? Numo::DFloat.zeros(x.shape[0]) : Numo::DFloat.zeros(x.shape[0], @n_outputs)
+        sum_weight = @params[:weights].each_value.inject(&:+)
+        @estimators.each do |name, estimator|
+          z += @params[:weights][name] * estimator.predict(x)
+        end
+        z / sum_weight
+      end
+
+      private
+
+      def single_target?
+        @n_outputs == 1
+      end
+    end
+  end
+end

data/lib/rumale/version.rb

@@ -3,5 +3,5 @@
 # Rumale is a machine learning library in Ruby.
 module Rumale
   # The version of Rumale you are using.
-  VERSION = '0.22.3'
+  VERSION = '0.22.4'
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: rumale
 version: !ruby/object:Gem::Version
-  version: 0.22.3
+  version: 0.22.4
 platform: ruby
 authors:
 - yoshoku
 autorequire:
 bindir: exe
 cert_chain: []
-date: 2021-01-23 00:00:00.000000000 Z
+date: 2021-02-22 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: numo-narray
@@ -108,6 +108,8 @@ files:
 - lib/rumale/ensemble/random_forest_regressor.rb
 - lib/rumale/ensemble/stacking_classifier.rb
 - lib/rumale/ensemble/stacking_regressor.rb
+- lib/rumale/ensemble/voting_classifier.rb
+- lib/rumale/ensemble/voting_regressor.rb
 - lib/rumale/evaluation_measure/accuracy.rb
 - lib/rumale/evaluation_measure/adjusted_rand_score.rb
 - lib/rumale/evaluation_measure/calinski_harabasz_score.rb
@@ -229,7 +231,7 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubygems_version: 3.2.3
+rubygems_version: 3.2.7
 signing_key:
 specification_version: 4
 summary: Rumale is a machine learning library in Ruby. Rumale provides machine learning