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
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# frozen_string_literal: true
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require 'rumale/base/base_estimator'
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require 'rumale/base/classifier'
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require 'rumale/preprocessing/label_encoder'
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module Rumale
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module Ensemble
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# StackingClassifier is a class that implements classifier with stacking method.
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#
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# @example
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# estimators = {
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# lgr: Rumale::LinearModel::LogisticRegression.new(reg_param: 1e-2, random_seed: 1),
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# mlp: Rumale::NeuralNetwork::MLPClassifier.new(hidden_units: [256], random_seed: 1),
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# rnd: Rumale::Ensemble::RandomForestClassifier.new(random_seed: 1)
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# }
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# meta_estimator = Rumale::LinearModel::LogisticRegression.new(random_seed: 1)
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# classifier = Rumale::Ensemble::StackedClassifier.new(
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# estimators: estimators, meta_estimator: meta_estimator, random_seed: 1
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# )
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# classifier.fit(training_samples, training_labels)
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# results = classifier.predict(testing_samples)
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#
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# *Reference*
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# - Zhou, Z-H., "Ensemble Methods - Foundations and Algorithms," CRC Press Taylor and Francis Group, Chapman and Hall/CRC, 2012.
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class StackingClassifier
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include Base::BaseEstimator
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include Base::Classifier
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# Return the base classifiers.
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# @return [Hash<Symbol,Classifier>]
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attr_reader :estimators
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# Return the meta classifier.
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# @return [Classifier]
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attr_reader :meta_estimator
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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 method used by each base classifier.
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# @return [Hash<Symbol,Symbol>]
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attr_reader :stack_method
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# Create a new classifier with stacking method.
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#
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# @param estimators [Hash<Symbol,Classifier>] The base classifiers for extracting meta features.
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# @param meta_estimator [Classifier/Nil] The meta classifier that predicts class label.
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# If nil is given, LogisticRegression is used.
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# @param n_splits [Integer] The number of folds for cross validation with stratified k-fold on meta feature extraction in training phase.
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# @param shuffle [Boolean] The flag indicating whether to shuffle the dataset on cross validation.
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# @param stack_method [String] The method name of base classifier for using meta feature extraction.
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# If 'auto' is given, it searches the callable method in the order 'predict_proba', 'decision_function', and 'predict'
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# on each classifier.
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# @param passthrough [Boolean] The flag indicating whether to concatenate the original features and meta features when training the meta classifier.
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# @param random_seed [Integer/Nil] The seed value using to initialize the random generator on cross validation.
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def initialize(estimators:, meta_estimator: nil, n_splits: 5, shuffle: true, stack_method: 'auto', passthrough: false, random_seed: nil)
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check_params_type(Hash, estimators: estimators)
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check_params_numeric(n_splits: n_splits)
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check_params_string(stack_method: stack_method)
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check_params_boolean(shuffle: shuffle, passthrough: passthrough)
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check_params_numeric_or_nil(random_seed: random_seed)
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@estimators = estimators
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@meta_estimator = meta_estimator || Rumale::LinearModel::LogisticRegression.new
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@classes = nil
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@stack_method = nil
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@output_size = nil
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@params = {}
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@params[:n_splits] = n_splits
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@params[:shuffle] = shuffle
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@params[:stack_method] = stack_method
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@params[:passthrough] = passthrough
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@params[:random_seed] = random_seed || srand
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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 [StackedClassifier] 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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n_samples, n_features = x.shape
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@encoder = Rumale::Preprocessing::LabelEncoder.new
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y_encoded = @encoder.fit_transform(y)
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@classes = Numo::NArray[*@encoder.classes]
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# training base classifiers with all training data.
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@estimators.each_key { |name| @estimators[name].fit(x, y_encoded) }
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# detecting feature extraction method and its size of output for each base classifier.
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@stack_method = detect_stack_method
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@output_size = detect_output_size(n_features)
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# extracting meta features with base classifiers.
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n_components = @output_size.values.inject(:+)
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z = Numo::DFloat.zeros(n_samples, n_components)
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kf = Rumale::ModelSelection::StratifiedKFold.new(
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n_splits: @params[:n_splits], shuffle: @params[:shuffle], random_seed: @params[:random_seed]
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)
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kf.split(x, y_encoded).each do |train_ids, valid_ids|
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x_train = x[train_ids, true]
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y_train = y_encoded[train_ids]
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x_valid = x[valid_ids, true]
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f_start = 0
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@estimators.each_key do |name|
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est_fold = Marshal.load(Marshal.dump(@estimators[name]))
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f_last = f_start + @output_size[name]
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f_position = @output_size[name] == 1 ? f_start : f_start...f_last
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z[valid_ids, f_position] = est_fold.fit(x_train, y_train).public_send(@stack_method[name], x_valid)
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end
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end
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# concatenating original features.
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z = Numo::NArray.hstack([z, x]) if @params[:passthrough]
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# training meta classifier.
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@meta_estimator.fit(z, y_encoded)
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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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# @return [Numo::DFloat] (shape: [n_samples, n_classes]) The confidence score per sample.
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def decision_function(x)
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x = check_convert_sample_array(x)
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z = transform(x)
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@meta_estimator.decision_function(z)
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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]) The 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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z = transform(x)
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Numo::Int32.cast(@encoder.inverse_transform(@meta_estimator.predict(z)))
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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 probabilities.
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# @return [Numo::DFloat] (shape: [n_samples, n_classes]) The 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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z = transform(x)
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@meta_estimator.predict_proba(z)
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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 samples to be transformed with the learned model.
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# @return [Numo::DFloat] (shape: [n_samples, n_components]) The meta features for samples.
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def transform(x)
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x = check_convert_sample_array(x)
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n_samples = x.shape[0]
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n_components = @output_size.values.inject(:+)
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z = Numo::DFloat.zeros(n_samples, n_components)
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f_start = 0
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@estimators.each_key do |name|
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f_last = f_start + @output_size[name]
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f_position = @output_size[name] == 1 ? f_start : f_start...f_last
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z[true, f_position] = @estimators[name].public_send(@stack_method[name], x)
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f_start = f_last
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end
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z = Numo::NArray.hstack([z, x]) if @params[:passthrough]
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z
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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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# @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 [Numo::DFloat] (shape: [n_samples, n_components]) The meta features for training data.
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def fit_transform(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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fit(x, y).transform(x)
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end
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private
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require 'rumale/base/base_estimator'
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module Rumale
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module Ensemble
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# StackingRegressor is a class that implements regressor with stacking method.
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#
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# @example
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# estimators = {
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# las: Rumale::LinearModel::Lasso.new(reg_param: 1e-2, random_seed: 1),
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# mlp: Rumale::NeuralNetwork::MLPRegressor.new(hidden_units: [256], random_seed: 1),
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# rnd: Rumale::Ensemble::RandomForestRegressor.new(random_seed: 1)
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# }
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# meta_estimator = Rumale::LinearModel::Ridge.new(random_seed: 1)
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# regressor = Rumale::Ensemble::StackedRegressor.new(
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# estimators: estimators, meta_estimator: meta_estimator, random_seed: 1
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# )
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#
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# *Reference*
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# - Zhou, Z-H., "Ensemble Methods - Foundations and Algorithms," CRC Press Taylor and Francis Group, Chapman and Hall/CRC, 2012.
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class StackingRegressor
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include Base::BaseEstimator
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include Base::Regressor
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attr_reader :estimators
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attr_reader :meta_estimator
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# Create a new regressor with stacking method.
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#
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# @param meta_estimator [Regressor/Nil] The meta regressor that predicts values.
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# If nil is given, Ridge is used.
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# @param n_splits [Integer] The number of folds for cross validation with k-fold on meta feature extraction in training phase.
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# @param shuffle [Boolean] The flag indicating whether to shuffle the dataset on cross validation.
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# @param passthrough [Boolean] The flag indicating whether to concatenate the original features and meta features when training the meta regressor.
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# @param random_seed [Integer/Nil] The seed value using to initialize the random generator on cross validation.
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def initialize(estimators:, meta_estimator: nil, n_splits: 5, shuffle: true, passthrough: false, random_seed: nil)
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check_params_type(Hash, estimators: estimators)
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check_params_numeric(n_splits: n_splits)
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check_params_boolean(shuffle: shuffle, passthrough: passthrough)
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check_params_numeric_or_nil(random_seed: random_seed)
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end
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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::DFloat] (shape: [n_samples, n_outputs]) The target variables to be used for fitting the model.
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def fit(x, y)
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y = check_convert_tvalue_array(y)
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check_sample_tvalue_size(x, y)
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# extracting meta features with base regressors.
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z = Numo::DFloat.zeros(n_samples, n_components)
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kf = Rumale::ModelSelection::KFold.new(
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)
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kf.split(x, y).each do |train_ids, valid_ids|
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y_train = n_outputs == 1 ? y[train_ids] : y[train_ids, true]
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x_valid = x[valid_ids, true]
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f_start = 0
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@estimators.each_key do |name|
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est_fold = Marshal.load(Marshal.dump(@estimators[name]))
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f_last = f_start + @output_size[name]
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f_position = @output_size[name] == 1 ? f_start : f_start...f_last
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z[valid_ids, f_position] = est_fold.fit(x_train, y_train).predict(x_valid)
|
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f_start = f_last
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end
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end
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# concatenating original features.
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z = Numo::NArray.hstack([z, x]) if @params[:passthrough]
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# training meta regressor.
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@meta_estimator.fit(z, y)
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self
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end
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# Predict values for samples.
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#
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the values.
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# @return [Numo::DFloat] (shape: [n_samples, n_outputs]) The predicted values per sample.
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def predict(x)
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x = check_convert_sample_array(x)
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z = transform(x)
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@meta_estimator.predict(z)
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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 samples to be transformed with the learned model.
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# @return [Numo::DFloat] (shape: [n_samples, n_components]) The meta features for samples.
|
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def transform(x)
|
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x = check_convert_sample_array(x)
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n_samples = x.shape[0]
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n_components = @output_size.values.inject(:+)
|
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z = Numo::DFloat.zeros(n_samples, n_components)
|
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f_start = 0
|
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@estimators.each_key do |name|
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f_last = f_start + @output_size[name]
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f_position = @output_size[name] == 1 ? f_start : f_start...f_last
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z[true, f_position] = @estimators[name].predict(x)
|
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f_start = f_last
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end
|
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z = Numo::NArray.hstack([z, x]) if @params[:passthrough]
|
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z
|
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end
|
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|
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|
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|
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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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#
|
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
|
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# @param y [Numo::DFloat] (shape: [n_samples, n_outputs]) The target variables to be used for fitting the model.
|
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# @return [Numo::DFloat] (shape: [n_samples, n_components]) The meta features for training data.
|
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|
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def fit_transform(x, y)
|
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|
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x = check_convert_sample_array(x)
|
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|
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y = check_convert_tvalue_array(y)
|
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fit(x, y).transform(x)
|
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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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private
|
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|
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|
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|
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def detect_output_size(n_features)
|
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|
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x_dummy = Numo::DFloat.new(2, n_features).rand
|
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|
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@estimators.each_key.with_object({}) do |name, obj|
|
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|
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output_dummy = @estimators[name].predict(x_dummy)
|
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|
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obj[name] = output_dummy.ndim == 1 ? 1 : output_dummy.shape[1]
|
159
|
-
end
|
160
|
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end
|
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|
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end
|
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|
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end
|
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end
|
@@ -1,126 +0,0 @@
|
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# frozen_string_literal: true
|
2
|
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|
3
|
-
require 'rumale/base/base_estimator'
|
4
|
-
require 'rumale/base/classifier'
|
5
|
-
require 'rumale/preprocessing/label_encoder'
|
6
|
-
|
7
|
-
module Rumale
|
8
|
-
module Ensemble
|
9
|
-
# VotingClassifier is a class that implements classifier with voting ensemble method.
|
10
|
-
#
|
11
|
-
# @example
|
12
|
-
# estimators = {
|
13
|
-
# lgr: Rumale::LinearModel::LogisticRegression.new(reg_param: 1e-2, random_seed: 1),
|
14
|
-
# mlp: Rumale::NeuralNetwork::MLPClassifier.new(hidden_units: [256], random_seed: 1),
|
15
|
-
# rnd: Rumale::Ensemble::RandomForestClassifier.new(random_seed: 1)
|
16
|
-
# }
|
17
|
-
# weights = { lgr: 0.2, mlp: 0.3, rnd: 0.5 }
|
18
|
-
#
|
19
|
-
# classifier = Rumale::Ensemble::VotingClassifier.new(estimators: estimators, weights: weights, voting: 'soft')
|
20
|
-
# classifier.fit(x_train, y_train)
|
21
|
-
# results = classifier.predict(x_test)
|
22
|
-
#
|
23
|
-
# *Reference*
|
24
|
-
# - Zhou, Z-H., "Ensemble Methods - Foundations and Algorithms," CRC Press Taylor and Francis Group, Chapman and Hall/CRC, 2012.
|
25
|
-
class VotingClassifier
|
26
|
-
include Base::BaseEstimator
|
27
|
-
include Base::Classifier
|
28
|
-
|
29
|
-
# Return the sub-classifiers that voted.
|
30
|
-
# @return [Hash<Symbol,Classifier>]
|
31
|
-
attr_reader :estimators
|
32
|
-
|
33
|
-
# Return the class labels.
|
34
|
-
# @return [Numo::Int32] (size: n_classes)
|
35
|
-
attr_reader :classes
|
36
|
-
|
37
|
-
# Create a new ensembled classifier with voting rule.
|
38
|
-
#
|
39
|
-
# @param estimators [Hash<Symbol,Classifier>] The sub-classifiers to vote.
|
40
|
-
# @param weights [Hash<Symbol,Float>] The weight value for each classifier.
|
41
|
-
# @param voting [String] The voting rule for the predicted results of each classifier.
|
42
|
-
# If 'hard' is given, the ensembled classifier predicts the class label by majority vote.
|
43
|
-
# If 'soft' is given, the ensembled classifier uses the weighted average of predicted probabilities for the prediction.
|
44
|
-
def initialize(estimators:, weights: nil, voting: 'hard')
|
45
|
-
check_params_type(Hash, estimators: estimators)
|
46
|
-
check_params_type_or_nil(Hash, weights: weights)
|
47
|
-
check_params_string(voting: voting)
|
48
|
-
@estimators = estimators
|
49
|
-
@classes = nil
|
50
|
-
@params = {}
|
51
|
-
@params[:weights] = weights || estimators.each_key.with_object({}) { |name, w| w[name] = 1.0 }
|
52
|
-
@params[:voting] = voting
|
53
|
-
end
|
54
|
-
|
55
|
-
# Fit the model with given training data.
|
56
|
-
#
|
57
|
-
# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
|
58
|
-
# @param y [Numo::Int32] (shape: [n_samples]) The labels to be used for fitting the model.
|
59
|
-
# @return [VotingClassifier] The learned classifier itself.
|
60
|
-
def fit(x, y)
|
61
|
-
x = check_convert_sample_array(x)
|
62
|
-
y = check_convert_label_array(y)
|
63
|
-
check_sample_label_size(x, y)
|
64
|
-
|
65
|
-
@encoder = Rumale::Preprocessing::LabelEncoder.new
|
66
|
-
y_encoded = @encoder.fit_transform(y)
|
67
|
-
@classes = Numo::NArray[*@encoder.classes]
|
68
|
-
@estimators.each_key { |name| @estimators[name].fit(x, y_encoded) }
|
69
|
-
|
70
|
-
self
|
71
|
-
end
|
72
|
-
|
73
|
-
# Calculate confidence scores for samples.
|
74
|
-
#
|
75
|
-
# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to compute the scores.
|
76
|
-
# @return [Numo::DFloat] (shape: [n_samples, n_classes]) The confidence score per sample.
|
77
|
-
def decision_function(x)
|
78
|
-
x = check_convert_sample_array(x)
|
79
|
-
return predict_proba(x) if soft_voting?
|
80
|
-
|
81
|
-
n_samples = x.shape[0]
|
82
|
-
n_classes = @classes.size
|
83
|
-
z = Numo::DFloat.zeros(n_samples, n_classes)
|
84
|
-
@estimators.each do |name, estimator|
|
85
|
-
estimator.predict(x).to_a.each_with_index { |c, i| z[i, c] += @params[:weights][name] }
|
86
|
-
end
|
87
|
-
z
|
88
|
-
end
|
89
|
-
|
90
|
-
# Predict class labels for samples.
|
91
|
-
#
|
92
|
-
# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels.
|
93
|
-
# @return [Numo::Int32] (shape: [n_samples]) The predicted class label per sample.
|
94
|
-
def predict(x)
|
95
|
-
x = check_convert_sample_array(x)
|
96
|
-
n_samples = x.shape[0]
|
97
|
-
n_classes = @classes.size
|
98
|
-
z = decision_function(x)
|
99
|
-
predicted = z.max_index(axis: 1) - Numo::Int32.new(n_samples).seq * n_classes
|
100
|
-
Numo::Int32.cast(@encoder.inverse_transform(predicted))
|
101
|
-
end
|
102
|
-
|
103
|
-
# Predict probability for samples.
|
104
|
-
#
|
105
|
-
# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the probabilities.
|
106
|
-
# @return [Numo::DFloat] (shape: [n_samples, n_classes]) Predicted probability of each class per sample.
|
107
|
-
def predict_proba(x)
|
108
|
-
x = check_convert_sample_array(x)
|
109
|
-
n_samples = x.shape[0]
|
110
|
-
n_classes = @classes.size
|
111
|
-
z = Numo::DFloat.zeros(n_samples, n_classes)
|
112
|
-
sum_weight = @params[:weights].each_value.inject(&:+)
|
113
|
-
@estimators.each do |name, estimator|
|
114
|
-
z += @params[:weights][name] * estimator.predict_proba(x)
|
115
|
-
end
|
116
|
-
z /= sum_weight
|
117
|
-
end
|
118
|
-
|
119
|
-
private
|
120
|
-
|
121
|
-
def soft_voting?
|
122
|
-
@params[:voting] == 'soft'
|
123
|
-
end
|
124
|
-
end
|
125
|
-
end
|
126
|
-
end
|
@@ -1,82 +0,0 @@
|
|
1
|
-
# frozen_string_literal: true
|
2
|
-
|
3
|
-
require 'rumale/base/base_estimator'
|
4
|
-
require 'rumale/base/regressor'
|
5
|
-
|
6
|
-
module Rumale
|
7
|
-
module Ensemble
|
8
|
-
# VotingRegressor is a class that implements regressor with voting ensemble method.
|
9
|
-
#
|
10
|
-
# @example
|
11
|
-
# estimators = {
|
12
|
-
# rdg: Rumale::LinearModel::Ridge.new(reg_param: 1e-2, random_seed: 1),
|
13
|
-
# mlp: Rumale::NeuralNetwork::MLPRegressor.new(hidden_units: [256], random_seed: 1),
|
14
|
-
# rnd: Rumale::Ensemble::RandomForestRegressor.new(random_seed: 1)
|
15
|
-
# }
|
16
|
-
# weights = { rdg: 0.2, mlp: 0.3, rnd: 0.5 }
|
17
|
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#
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# regressor = Rumale::Ensemble::VotingRegressor.new(estimators: estimators, weights: weights, voting: 'soft')
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# regressor.fit(x_train, y_train)
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# results = regressor.predict(x_test)
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#
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# *Reference*
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# - Zhou, Z-H., "Ensemble Methods - Foundations and Algorithms," CRC Press Taylor and Francis Group, Chapman and Hall/CRC, 2012.
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class VotingRegressor
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include Base::BaseEstimator
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include Base::Regressor
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# Return the sub-regressors that voted.
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# @return [Hash<Symbol,Regressor>]
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attr_reader :estimators
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# Create a new ensembled regressor with voting rule.
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#
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# @param estimators [Hash<Symbol,Regressor>] The sub-regressors to vote.
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# @param weights [Hash<Symbol,Float>] The weight value for each regressor.
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def initialize(estimators:, weights: nil)
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check_params_type(Hash, estimators: estimators)
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check_params_type_or_nil(Hash, weights: weights)
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@estimators = estimators
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@n_outputs = nil
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@params = {}
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@params[:weights] = weights || estimators.each_key.with_object({}) { |name, w| w[name] = 1.0 }
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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 [VotingRegressor] The learned regressor 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_tvalue_array(y)
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check_sample_tvalue_size(x, y)
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@n_outputs = y.ndim > 1 ? y.shape[1] : 1
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@estimators.each_key { |name| @estimators[name].fit(x, y) }
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self
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end
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# Predict values for samples.
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#
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the values.
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# @return [Numo::DFloat] (shape: [n_samples, n_outputs]) Predicted value per sample.
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def predict(x)
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x = check_convert_sample_array(x)
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z = single_target? ? Numo::DFloat.zeros(x.shape[0]) : Numo::DFloat.zeros(x.shape[0], @n_outputs)
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sum_weight = @params[:weights].each_value.inject(&:+)
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@estimators.each do |name, estimator|
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z += @params[:weights][name] * estimator.predict(x)
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end
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z / sum_weight
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end
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private
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def single_target?
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@n_outputs == 1
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end
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end
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end
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end
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@@ -1,29 +0,0 @@
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# frozen_string_literal: true
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require 'rumale/base/evaluator'
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module Rumale
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# This module consists of the classes for model evaluation.
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module EvaluationMeasure
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# Accuracy is a class that calculates the accuracy of classifier from the predicted labels.
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#
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# @example
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# evaluator = Rumale::EvaluationMeasure::Accuracy.new
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# puts evaluator.score(ground_truth, predicted)
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class Accuracy
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include Base::Evaluator
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-
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# Calculate mean accuracy.
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#
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# @param y_true [Numo::Int32] (shape: [n_samples]) Ground truth labels.
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# @param y_pred [Numo::Int32] (shape: [n_samples]) Predicted labels.
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# @return [Float] Mean accuracy
|
21
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def score(y_true, y_pred)
|
22
|
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y_true = check_convert_label_array(y_true)
|
23
|
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y_pred = check_convert_label_array(y_pred)
|
24
|
-
|
25
|
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(y_true.to_a.map.with_index { |label, n| label == y_pred[n] ? 1 : 0 }).inject(:+) / y_true.size.to_f
|
26
|
-
end
|
27
|
-
end
|
28
|
-
end
|
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|
-
end
|
@@ -1,74 +0,0 @@
|
|
1
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# frozen_string_literal: true
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2
|
-
|
3
|
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require 'rumale/base/evaluator'
|
4
|
-
|
5
|
-
module Rumale
|
6
|
-
module EvaluationMeasure
|
7
|
-
# AdjustedRandScore is a class that calculates the adjusted rand index.
|
8
|
-
#
|
9
|
-
# @example
|
10
|
-
# evaluator = Rumale::EvaluationMeasure::AdjustedRandScore.new
|
11
|
-
# puts evaluator.score(ground_truth, predicted)
|
12
|
-
#
|
13
|
-
# *Reference*
|
14
|
-
# - Vinh, N X., Epps, J., and Bailey, J., "Information Theoretic Measures for Clusterings Comparison: Variants, Properties, Normalization and Correction for Chance", J. Machine Learnig Research, Vol. 11, pp.2837--2854, 2010.
|
15
|
-
class AdjustedRandScore
|
16
|
-
include Base::Evaluator
|
17
|
-
|
18
|
-
# Calculate adjusted rand index.
|
19
|
-
#
|
20
|
-
# @param y_true [Numo::Int32] (shape: [n_samples]) Ground truth labels.
|
21
|
-
# @param y_pred [Numo::Int32] (shape: [n_samples]) Predicted cluster labels.
|
22
|
-
# @return [Float] Adjusted rand index.
|
23
|
-
def score(y_true, y_pred)
|
24
|
-
y_true = check_convert_label_array(y_true)
|
25
|
-
y_pred = check_convert_label_array(y_pred)
|
26
|
-
|
27
|
-
# initiazlie some variables.
|
28
|
-
n_samples = y_pred.size
|
29
|
-
n_classes = y_true.to_a.uniq.size
|
30
|
-
n_clusters = y_pred.to_a.uniq.size
|
31
|
-
|
32
|
-
# check special cases.
|
33
|
-
return 1.0 if special_cases?(n_samples, n_classes, n_clusters)
|
34
|
-
|
35
|
-
# calculate adjusted rand index.
|
36
|
-
table = contingency_table(y_true, y_pred)
|
37
|
-
sum_comb_a = table.sum(axis: 1).map { |v| comb_two(v) }.sum
|
38
|
-
sum_comb_b = table.sum(axis: 0).map { |v| comb_two(v) }.sum
|
39
|
-
sum_comb = table.flatten.map { |v| comb_two(v) }.sum
|
40
|
-
prod_comb = (sum_comb_a * sum_comb_b).fdiv(comb_two(n_samples))
|
41
|
-
mean_comb = (sum_comb_a + sum_comb_b).fdiv(2)
|
42
|
-
(sum_comb - prod_comb).fdiv(mean_comb - prod_comb)
|
43
|
-
end
|
44
|
-
|
45
|
-
private
|
46
|
-
|
47
|
-
def contingency_table(y_true, y_pred)
|
48
|
-
class_ids = y_true.to_a.uniq
|
49
|
-
cluster_ids = y_pred.to_a.uniq
|
50
|
-
n_classes = class_ids.size
|
51
|
-
n_clusters = cluster_ids.size
|
52
|
-
table = Numo::Int32.zeros(n_classes, n_clusters)
|
53
|
-
n_classes.times do |i|
|
54
|
-
b_true = y_true.eq(class_ids[i])
|
55
|
-
n_clusters.times do |j|
|
56
|
-
b_pred = y_pred.eq(cluster_ids[j])
|
57
|
-
table[i, j] = (b_true & b_pred).count
|
58
|
-
end
|
59
|
-
end
|
60
|
-
table
|
61
|
-
end
|
62
|
-
|
63
|
-
def special_cases?(n_samples, n_classes, n_clusters)
|
64
|
-
((n_classes.zero? && n_clusters.zero?) ||
|
65
|
-
(n_classes == 1 && n_clusters == 1) ||
|
66
|
-
(n_classes == n_samples && n_clusters == n_samples))
|
67
|
-
end
|
68
|
-
|
69
|
-
def comb_two(k)
|
70
|
-
k * (k - 1) / 2
|
71
|
-
end
|
72
|
-
end
|
73
|
-
end
|
74
|
-
end
|