rumale 0.23.3 → 0.24.0
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- checksums.yaml +4 -4
- data/LICENSE.txt +5 -1
- data/README.md +3 -288
- data/lib/rumale/version.rb +1 -1
- data/lib/rumale.rb +20 -131
- metadata +252 -150
- data/CHANGELOG.md +0 -643
- data/CODE_OF_CONDUCT.md +0 -74
- data/ext/rumale/extconf.rb +0 -37
- data/ext/rumale/rumaleext.c +0 -545
- data/ext/rumale/rumaleext.h +0 -12
- data/lib/rumale/base/base_estimator.rb +0 -49
- data/lib/rumale/base/classifier.rb +0 -36
- data/lib/rumale/base/cluster_analyzer.rb +0 -31
- data/lib/rumale/base/evaluator.rb +0 -17
- data/lib/rumale/base/regressor.rb +0 -36
- data/lib/rumale/base/splitter.rb +0 -21
- data/lib/rumale/base/transformer.rb +0 -22
- data/lib/rumale/clustering/dbscan.rb +0 -123
- data/lib/rumale/clustering/gaussian_mixture.rb +0 -218
- data/lib/rumale/clustering/hdbscan.rb +0 -291
- data/lib/rumale/clustering/k_means.rb +0 -122
- data/lib/rumale/clustering/k_medoids.rb +0 -141
- data/lib/rumale/clustering/mini_batch_k_means.rb +0 -139
- data/lib/rumale/clustering/power_iteration.rb +0 -127
- data/lib/rumale/clustering/single_linkage.rb +0 -203
- data/lib/rumale/clustering/snn.rb +0 -76
- data/lib/rumale/clustering/spectral_clustering.rb +0 -115
- data/lib/rumale/dataset.rb +0 -246
- data/lib/rumale/decomposition/factor_analysis.rb +0 -150
- data/lib/rumale/decomposition/fast_ica.rb +0 -188
- data/lib/rumale/decomposition/nmf.rb +0 -124
- data/lib/rumale/decomposition/pca.rb +0 -159
- data/lib/rumale/ensemble/ada_boost_classifier.rb +0 -179
- data/lib/rumale/ensemble/ada_boost_regressor.rb +0 -160
- data/lib/rumale/ensemble/extra_trees_classifier.rb +0 -139
- data/lib/rumale/ensemble/extra_trees_regressor.rb +0 -125
- data/lib/rumale/ensemble/gradient_boosting_classifier.rb +0 -306
- data/lib/rumale/ensemble/gradient_boosting_regressor.rb +0 -237
- data/lib/rumale/ensemble/random_forest_classifier.rb +0 -189
- data/lib/rumale/ensemble/random_forest_regressor.rb +0 -153
- data/lib/rumale/ensemble/stacking_classifier.rb +0 -215
- data/lib/rumale/ensemble/stacking_regressor.rb +0 -163
- data/lib/rumale/ensemble/voting_classifier.rb +0 -126
- data/lib/rumale/ensemble/voting_regressor.rb +0 -82
- data/lib/rumale/evaluation_measure/accuracy.rb +0 -29
- data/lib/rumale/evaluation_measure/adjusted_rand_score.rb +0 -74
- data/lib/rumale/evaluation_measure/calinski_harabasz_score.rb +0 -56
- data/lib/rumale/evaluation_measure/davies_bouldin_score.rb +0 -53
- data/lib/rumale/evaluation_measure/explained_variance_score.rb +0 -39
- data/lib/rumale/evaluation_measure/f_score.rb +0 -50
- data/lib/rumale/evaluation_measure/function.rb +0 -147
- data/lib/rumale/evaluation_measure/log_loss.rb +0 -45
- data/lib/rumale/evaluation_measure/mean_absolute_error.rb +0 -29
- data/lib/rumale/evaluation_measure/mean_squared_error.rb +0 -29
- data/lib/rumale/evaluation_measure/mean_squared_log_error.rb +0 -29
- data/lib/rumale/evaluation_measure/median_absolute_error.rb +0 -30
- data/lib/rumale/evaluation_measure/mutual_information.rb +0 -49
- data/lib/rumale/evaluation_measure/normalized_mutual_information.rb +0 -53
- data/lib/rumale/evaluation_measure/precision.rb +0 -50
- data/lib/rumale/evaluation_measure/precision_recall.rb +0 -96
- data/lib/rumale/evaluation_measure/purity.rb +0 -40
- data/lib/rumale/evaluation_measure/r2_score.rb +0 -43
- data/lib/rumale/evaluation_measure/recall.rb +0 -50
- data/lib/rumale/evaluation_measure/roc_auc.rb +0 -130
- data/lib/rumale/evaluation_measure/silhouette_score.rb +0 -82
- data/lib/rumale/feature_extraction/feature_hasher.rb +0 -110
- data/lib/rumale/feature_extraction/hash_vectorizer.rb +0 -155
- data/lib/rumale/feature_extraction/tfidf_transformer.rb +0 -113
- data/lib/rumale/kernel_approximation/nystroem.rb +0 -126
- data/lib/rumale/kernel_approximation/rbf.rb +0 -102
- data/lib/rumale/kernel_machine/kernel_fda.rb +0 -120
- data/lib/rumale/kernel_machine/kernel_pca.rb +0 -97
- data/lib/rumale/kernel_machine/kernel_ridge.rb +0 -82
- data/lib/rumale/kernel_machine/kernel_ridge_classifier.rb +0 -92
- data/lib/rumale/kernel_machine/kernel_svc.rb +0 -193
- data/lib/rumale/linear_model/base_sgd.rb +0 -285
- data/lib/rumale/linear_model/elastic_net.rb +0 -119
- data/lib/rumale/linear_model/lasso.rb +0 -115
- data/lib/rumale/linear_model/linear_regression.rb +0 -201
- data/lib/rumale/linear_model/logistic_regression.rb +0 -275
- data/lib/rumale/linear_model/nnls.rb +0 -137
- data/lib/rumale/linear_model/ridge.rb +0 -209
- data/lib/rumale/linear_model/svc.rb +0 -213
- data/lib/rumale/linear_model/svr.rb +0 -132
- data/lib/rumale/manifold/mds.rb +0 -155
- data/lib/rumale/manifold/tsne.rb +0 -222
- data/lib/rumale/metric_learning/fisher_discriminant_analysis.rb +0 -113
- data/lib/rumale/metric_learning/mlkr.rb +0 -161
- data/lib/rumale/metric_learning/neighbourhood_component_analysis.rb +0 -167
- data/lib/rumale/model_selection/cross_validation.rb +0 -125
- data/lib/rumale/model_selection/function.rb +0 -42
- data/lib/rumale/model_selection/grid_search_cv.rb +0 -225
- data/lib/rumale/model_selection/group_k_fold.rb +0 -93
- data/lib/rumale/model_selection/group_shuffle_split.rb +0 -115
- data/lib/rumale/model_selection/k_fold.rb +0 -81
- data/lib/rumale/model_selection/shuffle_split.rb +0 -90
- data/lib/rumale/model_selection/stratified_k_fold.rb +0 -99
- data/lib/rumale/model_selection/stratified_shuffle_split.rb +0 -118
- data/lib/rumale/model_selection/time_series_split.rb +0 -91
- data/lib/rumale/multiclass/one_vs_rest_classifier.rb +0 -83
- data/lib/rumale/naive_bayes/base_naive_bayes.rb +0 -47
- data/lib/rumale/naive_bayes/bernoulli_nb.rb +0 -82
- data/lib/rumale/naive_bayes/complement_nb.rb +0 -85
- data/lib/rumale/naive_bayes/gaussian_nb.rb +0 -69
- data/lib/rumale/naive_bayes/multinomial_nb.rb +0 -74
- data/lib/rumale/naive_bayes/negation_nb.rb +0 -71
- data/lib/rumale/nearest_neighbors/k_neighbors_classifier.rb +0 -133
- data/lib/rumale/nearest_neighbors/k_neighbors_regressor.rb +0 -108
- data/lib/rumale/nearest_neighbors/vp_tree.rb +0 -132
- data/lib/rumale/neural_network/adam.rb +0 -56
- data/lib/rumale/neural_network/base_mlp.rb +0 -248
- data/lib/rumale/neural_network/mlp_classifier.rb +0 -120
- data/lib/rumale/neural_network/mlp_regressor.rb +0 -90
- data/lib/rumale/pairwise_metric.rb +0 -152
- data/lib/rumale/pipeline/feature_union.rb +0 -69
- data/lib/rumale/pipeline/pipeline.rb +0 -175
- data/lib/rumale/preprocessing/bin_discretizer.rb +0 -93
- data/lib/rumale/preprocessing/binarizer.rb +0 -60
- data/lib/rumale/preprocessing/kernel_calculator.rb +0 -92
- data/lib/rumale/preprocessing/l1_normalizer.rb +0 -62
- data/lib/rumale/preprocessing/l2_normalizer.rb +0 -63
- data/lib/rumale/preprocessing/label_binarizer.rb +0 -89
- data/lib/rumale/preprocessing/label_encoder.rb +0 -79
- data/lib/rumale/preprocessing/max_abs_scaler.rb +0 -61
- data/lib/rumale/preprocessing/max_normalizer.rb +0 -62
- data/lib/rumale/preprocessing/min_max_scaler.rb +0 -76
- data/lib/rumale/preprocessing/one_hot_encoder.rb +0 -100
- data/lib/rumale/preprocessing/ordinal_encoder.rb +0 -109
- data/lib/rumale/preprocessing/polynomial_features.rb +0 -109
- data/lib/rumale/preprocessing/standard_scaler.rb +0 -71
- data/lib/rumale/probabilistic_output.rb +0 -114
- data/lib/rumale/tree/base_decision_tree.rb +0 -150
- data/lib/rumale/tree/decision_tree_classifier.rb +0 -150
- data/lib/rumale/tree/decision_tree_regressor.rb +0 -116
- data/lib/rumale/tree/extra_tree_classifier.rb +0 -107
- data/lib/rumale/tree/extra_tree_regressor.rb +0 -94
- data/lib/rumale/tree/gradient_tree_regressor.rb +0 -202
- data/lib/rumale/tree/node.rb +0 -39
- data/lib/rumale/utils.rb +0 -42
- data/lib/rumale/validation.rb +0 -128
- data/lib/rumale/values.rb +0 -13
@@ -1,139 +0,0 @@
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# frozen_string_literal: true
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require 'rumale/tree/extra_tree_classifier'
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require 'rumale/ensemble/random_forest_classifier'
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module Rumale
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module Ensemble
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# ExtraTreesClassifier is a class that implements extremely randomized trees for classification.
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# The algorithm of extremely randomized trees is similar to random forest.
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# The features of the algorithm of extremely randomized trees are
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# not to apply the bagging procedure and to randomly select the threshold for splitting feature space.
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#
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# @example
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# estimator =
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# Rumale::Ensemble::ExtraTreesClassifier.new(
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# n_estimators: 10, criterion: 'gini', max_depth: 3, max_leaf_nodes: 10, min_samples_leaf: 5, random_seed: 1)
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# estimator.fit(training_samples, traininig_labels)
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# results = estimator.predict(testing_samples)
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#
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# *Reference*
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# - Geurts, P., Ernst, D., and Wehenkel, L., "Extremely randomized trees," Machine Learning, vol. 63 (1), pp. 3--42, 2006.
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class ExtraTreesClassifier < RandomForestClassifier
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# Return the set of estimators.
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# @return [Array<ExtraTreeClassifier>]
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attr_reader :estimators
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# Return the class labels.
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# @return [Numo::Int32] (size: n_classes)
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attr_reader :classes
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# Return the importance for each feature.
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# @return [Numo::DFloat] (size: n_features)
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attr_reader :feature_importances
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# Return the random generator for random selection of feature index.
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# @return [Random]
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attr_reader :rng
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# Create a new classifier with extremely randomized trees.
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#
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# @param n_estimators [Integer] The numeber of trees for contructing extremely randomized trees.
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# @param criterion [String] The function to evalue spliting point. Supported criteria are 'gini' and 'entropy'.
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# @param max_depth [Integer] The maximum depth of the tree.
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# If nil is given, extra tree grows without concern for depth.
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# @param max_leaf_nodes [Integer] The maximum number of leaves on extra tree.
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# If nil is given, number of leaves is not limited.
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# @param min_samples_leaf [Integer] The minimum number of samples at a leaf node.
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# @param max_features [Integer] The number of features to consider when searching optimal split point.
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# If nil is given, split process considers 'Math.sqrt(n_features)' features.
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# @param n_jobs [Integer] The number of jobs for running the fit method in parallel.
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# If nil is given, the method does not execute in parallel.
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# If zero or less is given, it becomes equal to the number of processors.
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# This parameter is ignored if the Parallel gem is not loaded.
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# @param random_seed [Integer] The seed value using to initialize the random generator.
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# It is used to randomly determine the order of features when deciding spliting point.
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def initialize(n_estimators: 10,
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criterion: 'gini', max_depth: nil, max_leaf_nodes: nil, min_samples_leaf: 1,
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max_features: nil, n_jobs: nil, random_seed: nil)
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check_params_numeric_or_nil(max_depth: max_depth, max_leaf_nodes: max_leaf_nodes,
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max_features: max_features, n_jobs: n_jobs, random_seed: random_seed)
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check_params_numeric(n_estimators: n_estimators, min_samples_leaf: min_samples_leaf)
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check_params_string(criterion: criterion)
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check_params_positive(n_estimators: n_estimators, max_depth: max_depth,
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max_leaf_nodes: max_leaf_nodes, min_samples_leaf: min_samples_leaf,
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max_features: max_features)
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super
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end
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# Fit the model with given training data.
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#
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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 [ExtraTreesClassifier] The learned classifier itself.
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def fit(x, y)
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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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# Initialize some variables.
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n_features = x.shape[1]
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@params[:max_features] = Math.sqrt(n_features).to_i if @params[:max_features].nil?
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@params[:max_features] = [[1, @params[:max_features]].max, n_features].min
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@classes = Numo::Int32.asarray(y.to_a.uniq.sort)
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sub_rng = @rng.dup
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# Construct trees.
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rng_seeds = Array.new(@params[:n_estimators]) { sub_rng.rand(Rumale::Values.int_max) }
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@estimators = if enable_parallel?
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parallel_map(@params[:n_estimators]) { |n| plant_tree(rng_seeds[n]).fit(x, y) }
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else
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Array.new(@params[:n_estimators]) { |n| plant_tree(rng_seeds[n]).fit(x, y) }
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end
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@feature_importances =
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if enable_parallel?
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parallel_map(@params[:n_estimators]) { |n| @estimators[n].feature_importances }.reduce(&:+)
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else
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@estimators.map(&:feature_importances).reduce(&:+)
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end
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@feature_importances /= @feature_importances.sum
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self
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end
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# Predict class labels for samples.
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#
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels.
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# @return [Numo::Int32] (shape: [n_samples]) Predicted class label per sample.
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def predict(x)
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x = check_convert_sample_array(x)
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super
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end
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# Predict probability for samples.
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#
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the probailities.
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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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super
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end
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# Return the index of the leaf that each sample reached.
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#
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels.
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# @return [Numo::Int32] (shape: [n_samples, n_estimators]) 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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super
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end
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private
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def plant_tree(rnd_seed)
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Tree::ExtraTreeClassifier.new(
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criterion: @params[:criterion], max_depth: @params[:max_depth],
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max_leaf_nodes: @params[:max_leaf_nodes], min_samples_leaf: @params[:min_samples_leaf],
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max_features: @params[:max_features], random_seed: rnd_seed
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)
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end
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end
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end
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end
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# frozen_string_literal: true
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require 'rumale/tree/extra_tree_regressor'
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require 'rumale/ensemble/random_forest_regressor'
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module Rumale
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module Ensemble
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# ExtraTreesRegressor is a class that implements extremely randomized trees for regression
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# The algorithm of extremely randomized trees is similar to random forest.
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# The features of the algorithm of extremely randomized trees are
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# not to apply the bagging procedure and to randomly select the threshold for splitting feature space.
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#
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# @example
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# estimator =
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# Rumale::Ensemble::ExtraTreesRegressor.new(
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# n_estimators: 10, criterion: 'mse', max_depth: 3, max_leaf_nodes: 10, min_samples_leaf: 5, 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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# *Reference*
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# - Geurts, P., Ernst, D., and Wehenkel, L., "Extremely randomized trees," Machine Learning, vol. 63 (1), pp. 3--42, 2006.
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class ExtraTreesRegressor < RandomForestRegressor
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# Return the set of estimators.
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# @return [Array<ExtraTreeRegressor>]
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attr_reader :estimators
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# Return the importance for each feature.
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# @return [Numo::DFloat] (size: n_features)
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attr_reader :feature_importances
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# Return the random generator for random selection of feature index.
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# @return [Random]
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attr_reader :rng
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# Create a new regressor with extremely randomized trees.
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#
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# @param n_estimators [Integer] The numeber of trees for contructing extremely randomized trees.
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# @param criterion [String] The function to evalue spliting point. Supported criteria are 'gini' and 'entropy'.
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# @param max_depth [Integer] The maximum depth of the tree.
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# If nil is given, extra tree grows without concern for depth.
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# @param max_leaf_nodes [Integer] The maximum number of leaves on extra tree.
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# If nil is given, number of leaves is not limited.
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# @param min_samples_leaf [Integer] The minimum number of samples at a leaf node.
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# @param max_features [Integer] The number of features to consider when searching optimal split point.
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# If nil is given, split process considers 'Math.sqrt(n_features)' features.
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# @param n_jobs [Integer] The number of jobs for running the fit and predict methods in parallel.
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# If nil is given, the methods do not execute in parallel.
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def initialize(n_estimators: 10,
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max_features: nil, n_jobs: nil, random_seed: nil)
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end
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@feature_importances =
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def apply(x)
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def plant_tree(rnd_seed)
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Tree::ExtraTreeRegressor.new(
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# frozen_string_literal: true
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require 'rumale/values'
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require 'rumale/base/base_estimator'
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require 'rumale/base/classifier'
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require 'rumale/tree/gradient_tree_regressor'
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module Rumale
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module Ensemble
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# GradientBoostingClassifier is a class that implements gradient tree boosting for classification.
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# The class use negative binomial log-likelihood for the loss function.
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# For multiclass classification problem, it uses one-vs-the-rest strategy.
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#
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# @example
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# estimator =
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# Rumale::Ensemble::GradientBoostingClassifier.new(
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# n_estimators: 100, learning_rate: 0.3, reg_lambda: 0.001, 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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# *Reference*
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# - Friedman, J H., "Greedy Function Approximation: A Gradient Boosting Machine," Annals of Statistics, 29 (5), pp. 1189--1232, 2001.
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# - Friedman, J H., "Stochastic Gradient Boosting," Computational Statistics and Data Analysis, 38 (4), pp. 367--378, 2002.
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# - Chen, T., and Guestrin, C., "XGBoost: A Scalable Tree Boosting System," Proc. KDD'16, pp. 785--794, 2016.
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#
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class GradientBoostingClassifier
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include Base::BaseEstimator
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include Base::Classifier
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# Return the set of estimators.
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# @return [Array<GradientTreeRegressor>] or [Array<Array<GradientTreeRegressor>>]
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attr_reader :estimators
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# Return the class labels.
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# @return [Numo::Int32] (size: n_classes)
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attr_reader :classes
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# Return the importance for each feature.
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# The feature importances are calculated based on the numbers of times the feature is used for splitting.
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# @return [Numo::DFloat] (size: n_features)
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attr_reader :feature_importances
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# Return the random generator for random selection of feature index.
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# @return [Random]
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attr_reader :rng
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# Create a new classifier with gradient tree boosting.
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#
|
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# @param n_estimators [Integer] The numeber of trees for contructing classifier.
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# @param learning_rate [Float] The boosting learining rate
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# @param reg_lambda [Float] The L2 regularization term on weight.
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# @param subsample [Float] The subsampling ratio of the training samples.
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# @param max_depth [Integer] The maximum depth of the tree.
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# If nil is given, decision tree grows without concern for depth.
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# @param max_leaf_nodes [Integer] The maximum number of leaves on decision tree.
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# If nil is given, number of leaves is not limited.
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# @param min_samples_leaf [Integer] The minimum number of samples at a leaf node.
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# @param max_features [Integer] The number of features to consider when searching optimal split point.
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# If nil is given, split process considers all features.
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# @param n_jobs [Integer] The number of jobs for running the fit and predict methods in parallel.
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# If nil is given, the methods do not execute in parallel.
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# If zero or less is given, it becomes equal to the number of processors.
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# This parameter is ignored if the Parallel gem is not loaded.
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# @param random_seed [Integer] The seed value using to initialize the random generator.
|
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# It is used to randomly determine the order of features when deciding spliting point.
|
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def initialize(n_estimators: 100, learning_rate: 0.1, reg_lambda: 0.0, subsample: 1.0,
|
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max_depth: nil, max_leaf_nodes: nil, min_samples_leaf: 1,
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max_features: nil, n_jobs: nil, random_seed: nil)
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check_params_type_or_nil(Integer, max_depth: max_depth, max_leaf_nodes: max_leaf_nodes,
|
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max_features: max_features, n_jobs: n_jobs, random_seed: random_seed)
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check_params_numeric(n_estimators: n_estimators, min_samples_leaf: min_samples_leaf,
|
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learning_rate: learning_rate, reg_lambda: reg_lambda, subsample: subsample)
|
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check_params_positive(n_estimators: n_estimators, learning_rate: learning_rate, reg_lambda: reg_lambda,
|
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subsample: subsample, max_depth: max_depth, max_leaf_nodes: max_leaf_nodes,
|
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min_samples_leaf: min_samples_leaf, max_features: max_features)
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@params = {}
|
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@params[:n_estimators] = n_estimators
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@params[:learning_rate] = learning_rate
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@params[:reg_lambda] = reg_lambda
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@params[:subsample] = subsample
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@params[:max_depth] = max_depth
|
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@params[:max_leaf_nodes] = max_leaf_nodes
|
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@params[:min_samples_leaf] = min_samples_leaf
|
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@params[:max_features] = max_features
|
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@params[:n_jobs] = n_jobs
|
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|
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@params[:random_seed] = random_seed
|
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@params[:random_seed] ||= srand
|
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@estimators = nil
|
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@classes = nil
|
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@base_predictions = nil
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@feature_importances = nil
|
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@rng = Random.new(@params[:random_seed])
|
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end
|
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|
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# Fit the model with given training data.
|
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#
|
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|
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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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|
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# @return [GradientBoostingClassifier] The learned classifier itself.
|
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|
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def fit(x, y)
|
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x = check_convert_sample_array(x)
|
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|
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y = check_convert_label_array(y)
|
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|
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check_sample_label_size(x, y)
|
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|
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# initialize some variables.
|
105
|
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n_features = x.shape[1]
|
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|
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@params[:max_features] = n_features if @params[:max_features].nil?
|
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@params[:max_features] = [[1, @params[:max_features]].max, n_features].min
|
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@classes = Numo::Int32[*y.to_a.uniq.sort]
|
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|
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n_classes = @classes.size
|
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# train estimator.
|
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if n_classes > 2
|
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@base_predictions = multiclass_base_predictions(y)
|
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@estimators = multiclass_estimators(x, y)
|
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else
|
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negative_label = y.to_a.uniq.min
|
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bin_y = Numo::DFloat.cast(y.ne(negative_label)) * 2 - 1
|
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y_mean = bin_y.mean
|
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@base_predictions = 0.5 * Numo::NMath.log((1.0 + y_mean) / (1.0 - y_mean))
|
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|
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@estimators = partial_fit(x, bin_y, @base_predictions)
|
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end
|
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# calculate feature importances.
|
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@feature_importances = if n_classes > 2
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multiclass_feature_importances
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else
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@estimators.map(&:feature_importances).reduce(&:+)
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end
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self
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end
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# Calculate confidence scores for samples.
|
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#
|
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to compute the scores.
|
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|
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# @return [Numo::DFloat] (shape: [n_samples, n_classes]) Confidence score per sample.
|
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def decision_function(x)
|
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|
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x = check_convert_sample_array(x)
|
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|
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n_classes = @classes.size
|
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|
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if n_classes > 2
|
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multiclass_scores(x)
|
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else
|
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|
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|
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end
|
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|
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end
|
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|
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|
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|
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# Predict class labels for samples.
|
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|
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#
|
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|
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels.
|
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|
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# @return [Numo::Int32] (shape: [n_samples]) Predicted class label per sample.
|
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|
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def predict(x)
|
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|
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x = check_convert_sample_array(x)
|
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|
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n_samples = x.shape[0]
|
151
|
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probs = predict_proba(x)
|
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|
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Numo::Int32.asarray(Array.new(n_samples) { |n| @classes[probs[n, true].max_index] })
|
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|
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end
|
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|
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|
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|
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# Predict probability for samples.
|
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#
|
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|
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the probailities.
|
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|
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# @return [Numo::DFloat] (shape: [n_samples, n_classes]) Predicted probability of each class per sample.
|
159
|
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def predict_proba(x)
|
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|
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x = check_convert_sample_array(x)
|
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|
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|
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|
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proba = 1.0 / (Numo::NMath.exp(-decision_function(x)) + 1.0)
|
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|
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|
164
|
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return (proba.transpose / proba.sum(axis: 1)).transpose.dup if @classes.size > 2
|
165
|
-
|
166
|
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n_samples, = x.shape
|
167
|
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probs = Numo::DFloat.zeros(n_samples, 2)
|
168
|
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probs[true, 1] = proba
|
169
|
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probs[true, 0] = 1.0 - proba
|
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probs
|
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|
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end
|
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|
173
|
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# Return the index of the leaf that each sample reached.
|
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|
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#
|
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|
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels.
|
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|
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# @return [Numo::Int32] (shape: [n_samples, n_estimators, n_classes]) Leaf index for sample.
|
177
|
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def apply(x)
|
178
|
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x = check_convert_sample_array(x)
|
179
|
-
n_classes = @classes.size
|
180
|
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leaf_ids = if n_classes > 2
|
181
|
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Array.new(n_classes) { |n| @estimators[n].map { |tree| tree.apply(x) } }
|
182
|
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else
|
183
|
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@estimators.map { |tree| tree.apply(x) }
|
184
|
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end
|
185
|
-
Numo::Int32[*leaf_ids].transpose.dup
|
186
|
-
end
|
187
|
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|
188
|
-
private
|
189
|
-
|
190
|
-
def partial_fit(x, y, init_pred)
|
191
|
-
# initialize some variables.
|
192
|
-
estimators = []
|
193
|
-
n_samples = x.shape[0]
|
194
|
-
n_sub_samples = [n_samples, [(n_samples * @params[:subsample]).to_i, 1].max].min
|
195
|
-
whole_ids = Array.new(n_samples) { |v| v }
|
196
|
-
y_pred = Numo::DFloat.ones(n_samples) * init_pred
|
197
|
-
sub_rng = @rng.dup
|
198
|
-
# grow trees.
|
199
|
-
@params[:n_estimators].times do |_t|
|
200
|
-
# subsampling
|
201
|
-
ids = whole_ids.sample(n_sub_samples, random: sub_rng)
|
202
|
-
x_sub = x[ids, true]
|
203
|
-
y_sub = y[ids]
|
204
|
-
y_pred_sub = y_pred[ids]
|
205
|
-
# train tree
|
206
|
-
g = gradient(y_sub, y_pred_sub)
|
207
|
-
h = hessian(y_sub, y_pred_sub)
|
208
|
-
tree = plant_tree(sub_rng)
|
209
|
-
tree.fit(x_sub, y_sub, g, h)
|
210
|
-
estimators.push(tree)
|
211
|
-
# update
|
212
|
-
y_pred += tree.predict(x)
|
213
|
-
end
|
214
|
-
estimators
|
215
|
-
end
|
216
|
-
|
217
|
-
# for debug
|
218
|
-
#
|
219
|
-
# def loss(y_true, y_pred)
|
220
|
-
# # y_true in {-1, 1}
|
221
|
-
# Numo::NMath.log(1.0 + Numo::NMath.exp(-2.0 * y_true * y_pred)).mean
|
222
|
-
# end
|
223
|
-
|
224
|
-
def gradient(y_true, y_pred)
|
225
|
-
# y in {-1, 1}
|
226
|
-
-2.0 * y_true / (1.0 + Numo::NMath.exp(2.0 * y_true * y_pred))
|
227
|
-
end
|
228
|
-
|
229
|
-
def hessian(y_true, y_pred)
|
230
|
-
abs_response = gradient(y_true, y_pred).abs
|
231
|
-
abs_response * (2.0 - abs_response)
|
232
|
-
end
|
233
|
-
|
234
|
-
def plant_tree(sub_rng)
|
235
|
-
Rumale::Tree::GradientTreeRegressor.new(
|
236
|
-
reg_lambda: @params[:reg_lambda], shrinkage_rate: @params[:learning_rate],
|
237
|
-
max_depth: @params[:max_depth],
|
238
|
-
max_leaf_nodes: @params[:max_leaf_nodes], min_samples_leaf: @params[:min_samples_leaf],
|
239
|
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max_features: @params[:max_features], random_seed: sub_rng.rand(Rumale::Values.int_max)
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240
|
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)
|
241
|
-
end
|
242
|
-
|
243
|
-
def multiclass_base_predictions(y)
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244
|
-
n_classes = @classes.size
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245
|
-
b = if enable_parallel?
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246
|
-
# :nocov:
|
247
|
-
parallel_map(n_classes) do |n|
|
248
|
-
bin_y = Numo::DFloat.cast(y.eq(@classes[n])) * 2 - 1
|
249
|
-
y_mean = bin_y.mean
|
250
|
-
0.5 * Math.log((1.0 + y_mean) / (1.0 - y_mean))
|
251
|
-
end
|
252
|
-
# :nocov:
|
253
|
-
else
|
254
|
-
Array.new(n_classes) do |n|
|
255
|
-
bin_y = Numo::DFloat.cast(y.eq(@classes[n])) * 2 - 1
|
256
|
-
y_mean = bin_y.mean
|
257
|
-
0.5 * Math.log((1.0 + y_mean) / (1.0 - y_mean))
|
258
|
-
end
|
259
|
-
end
|
260
|
-
Numo::DFloat.asarray(b)
|
261
|
-
end
|
262
|
-
|
263
|
-
def multiclass_estimators(x, y)
|
264
|
-
n_classes = @classes.size
|
265
|
-
if enable_parallel?
|
266
|
-
# :nocov:
|
267
|
-
parallel_map(n_classes) do |n|
|
268
|
-
bin_y = Numo::DFloat.cast(y.eq(@classes[n])) * 2 - 1
|
269
|
-
partial_fit(x, bin_y, @base_predictions[n])
|
270
|
-
end
|
271
|
-
# :nocov:
|
272
|
-
else
|
273
|
-
Array.new(n_classes) do |n|
|
274
|
-
bin_y = Numo::DFloat.cast(y.eq(@classes[n])) * 2 - 1
|
275
|
-
partial_fit(x, bin_y, @base_predictions[n])
|
276
|
-
end
|
277
|
-
end
|
278
|
-
end
|
279
|
-
|
280
|
-
def multiclass_feature_importances
|
281
|
-
n_classes = @classes.size
|
282
|
-
if enable_parallel?
|
283
|
-
parallel_map(n_classes) { |n| @estimators[n].map(&:feature_importances).reduce(&:+) }.reduce(&:+)
|
284
|
-
else
|
285
|
-
Array.new(n_classes) { |n| @estimators[n].map(&:feature_importances).reduce(&:+) }.reduce(&:+)
|
286
|
-
end
|
287
|
-
end
|
288
|
-
|
289
|
-
def multiclass_scores(x)
|
290
|
-
n_classes = @classes.size
|
291
|
-
s = if enable_parallel?
|
292
|
-
# :nocov:
|
293
|
-
parallel_map(n_classes) do |n|
|
294
|
-
@estimators[n].map { |tree| tree.predict(x) }.reduce(&:+)
|
295
|
-
end
|
296
|
-
# :nocov:
|
297
|
-
else
|
298
|
-
Array.new(n_classes) do |n|
|
299
|
-
@estimators[n].map { |tree| tree.predict(x) }.reduce(&:+)
|
300
|
-
end
|
301
|
-
end
|
302
|
-
Numo::DFloat.asarray(s).transpose + @base_predictions
|
303
|
-
end
|
304
|
-
end
|
305
|
-
end
|
306
|
-
end
|