rumale 0.23.3 → 0.24.0

data/lib/rumale/linear_model/ridge.rb

@@ -1,209 +0,0 @@
-# frozen_string_literal: true
-
-require 'lbfgsb'
-
-require 'rumale/linear_model/base_sgd'
-require 'rumale/base/regressor'
-
-module Rumale
-  module LinearModel
-    # Ridge is a class that implements Ridge Regression
-    # with stochastic gradient descent (SGD) optimization,
-    # singular value decomposition (SVD), or L-BFGS optimization.
-    #
-    # @example
-    #   estimator =
-    #     Rumale::LinearModel::Ridge.new(reg_param: 0.1, max_iter: 1000, batch_size: 20, random_seed: 1)
-    #   estimator.fit(training_samples, traininig_values)
-    #   results = estimator.predict(testing_samples)
-    #
-    #   # If Numo::Linalg is installed, you can specify 'svd' for the solver option.
-    #   require 'numo/linalg/autoloader'
-    #   estimator = Rumale::LinearModel::Ridge.new(reg_param: 0.1, solver: 'svd')
-    #   estimator.fit(training_samples, traininig_values)
-    #   results = estimator.predict(testing_samples)
-    #
-    # *Reference*
-    # - Bottou, L., "Large-Scale Machine Learning with Stochastic Gradient Descent," Proc. COMPSTAT'10, pp. 177--186, 2010.
-    class Ridge < BaseSGD
-      include Base::Regressor
-
-      # Return the weight vector.
-      # @return [Numo::DFloat] (shape: [n_outputs, n_features])
-      attr_reader :weight_vec
-
-      # Return the bias term (a.k.a. intercept).
-      # @return [Numo::DFloat] (shape: [n_outputs])
-      attr_reader :bias_term
-
-      # Return the random generator for random sampling.
-      # @return [Random]
-      attr_reader :rng
-
-      # Create a new Ridge regressor.
-      #
-      # @param learning_rate [Float] The initial value of learning rate.
-      #   The learning rate decreases as the iteration proceeds according to the equation: learning_rate / (1 + decay * t).
-      #   If solver is not 'sgd', this parameter is ignored.
-      # @param decay [Float] The smoothing parameter for decreasing learning rate as the iteration proceeds.
-      #   If nil is given, the decay sets to 'reg_param * learning_rate'.
-      #   If solver is not 'sgd', this parameter is ignored.
-      # @param momentum [Float] The momentum factor.
-      #   If solver is not 'sgd', this parameter is ignored.
-      # @param reg_param [Float] The regularization parameter.
-      # @param fit_bias [Boolean] The flag indicating whether to fit the bias term.
-      # @param bias_scale [Float] The scale of the bias term.
-      # @param max_iter [Integer] The maximum number of epochs that indicates
-      #   how many times the whole data is given to the training process.
-      #   If solver is 'svd', this parameter is ignored.
-      # @param batch_size [Integer] The size of the mini batches.
-      #   If solver is not 'sgd', this parameter is ignored.
-      # @param tol [Float] The tolerance of loss for terminating optimization.
-      #   If solver is 'svd', this parameter is ignored.
-      # @param solver [String] The algorithm to calculate weights. ('auto', 'sgd', 'svd', or 'lbfgs').
-      #   'auto' chooses the 'svd' solver if Numo::Linalg is loaded. Otherwise, it chooses the 'lbfgs' solver.
-      #   'sgd' uses the stochastic gradient descent optimization.
-      #   'svd' performs singular value decomposition of samples.
-      #   'lbfgs' uses the L-BFGS method for optimization.
-      # @param n_jobs [Integer] The number of jobs for running the fit method in parallel.
-      #   If nil is given, the method does not execute in parallel.
-      #   If zero or less is given, it becomes equal to the number of processors.
-      #   This parameter is ignored if the Parallel gem is not loaded or solver is not 'sgd'.
-      # @param verbose [Boolean] The flag indicating whether to output loss during iteration.
-      #   If solver is 'svd', this parameter is ignored.
-      # @param random_seed [Integer] The seed value using to initialize the random generator.
-      def initialize(learning_rate: 0.01, decay: nil, momentum: 0.9,
-                     reg_param: 1.0, fit_bias: true, bias_scale: 1.0,
-                     max_iter: 1000, batch_size: 50, tol: 1e-4,
-                     solver: 'auto',
-                     n_jobs: nil, verbose: false, random_seed: nil)
-        check_params_numeric(learning_rate: learning_rate, momentum: momentum,
-                             reg_param: reg_param, bias_scale: bias_scale,
-                             max_iter: max_iter, batch_size: batch_size, tol: tol)
-        check_params_boolean(fit_bias: fit_bias, verbose: verbose)
-        check_params_string(solver: solver)
-        check_params_numeric_or_nil(decay: decay, n_jobs: n_jobs, random_seed: random_seed)
-        check_params_positive(learning_rate: learning_rate, reg_param: reg_param, max_iter: max_iter, batch_size: batch_size)
-        super()
-        @params.merge!(method(:initialize).parameters.map { |_t, arg| [arg, binding.local_variable_get(arg)] }.to_h)
-        @params[:solver] = if solver == 'auto'
-                             enable_linalg?(warning: false) ? 'svd' : 'lbfgs'
-                           else
-                             solver.match?(/^svd$|^sgd$|^lbfgs$/) ? solver : 'lbfgs'
-                           end
-        @params[:decay] ||= @params[:reg_param] * @params[:learning_rate]
-        @params[:random_seed] ||= srand
-        @rng = Random.new(@params[:random_seed])
-        @penalty_type = L2_PENALTY
-        @loss_func = LinearModel::Loss::MeanSquaredError.new
-        @weight_vec = nil
-        @bias_term = nil
-      end
-
-      # Fit the model with given training data.
-      #
-      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
-      # @param y [Numo::DFloat] (shape: [n_samples, n_outputs]) The target values to be used for fitting the model.
-      # @return [Ridge] The learned regressor itself.
-      def fit(x, y)
-        x = check_convert_sample_array(x)
-        y = check_convert_tvalue_array(y)
-        check_sample_tvalue_size(x, y)
-
-        if @params[:solver] == 'svd' && enable_linalg?(warning: false)
-          fit_svd(x, y)
-        elsif @params[:solver] == 'lbfgs'
-          fit_lbfgs(x, y)
-        else
-          fit_sgd(x, y)
-        end
-
-        self
-      end
-
-      # Predict values for samples.
-      #
-      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the values.
-      # @return [Numo::DFloat] (shape: [n_samples, n_outputs]) Predicted values per sample.
-      def predict(x)
-        x = check_convert_sample_array(x)
-        x.dot(@weight_vec.transpose) + @bias_term
-      end
-
-      private
-
-      def fit_svd(x, y)
-        x = expand_feature(x) if fit_bias?
-
-        s, u, vt = Numo::Linalg.svd(x, driver: 'sdd', job: 'S')
-        d = (s / (s**2 + @params[:reg_param])).diag
-        w = vt.transpose.dot(d).dot(u.transpose).dot(y)
-
-        @weight_vec, @bias_term = single_target?(y) ? split_weight(w) : split_weight_mult(w)
-      end
-
-      def fit_lbfgs(x, y)
-        fnc = proc do |w, x, y, a| # rubocop:disable Lint/ShadowingOuterLocalVariable
-          n_samples, n_features = x.shape
-          w = w.reshape(y.shape[1], n_features) unless y.shape[1].nil?
-          z = x.dot(w.transpose)
-          d = z - y
-          loss = (d**2).sum.fdiv(n_samples) + a * (w * w).sum
-          gradient = 2.fdiv(n_samples) * d.transpose.dot(x) + 2.0 * a * w
-          [loss, gradient.flatten.dup]
-        end
-
-        x = expand_feature(x) if fit_bias?
-
-        n_features = x.shape[1]
-        n_outputs = single_target?(y) ? 1 : y.shape[1]
-
-        res = Lbfgsb.minimize(
-          fnc: fnc, jcb: true, x_init: init_weight(n_features, n_outputs), args: [x, y, @params[:reg_param]],
-          maxiter: @params[:max_iter], factr: @params[:tol] / Lbfgsb::DBL_EPSILON,
-          verbose: @params[:verbose] ? 1 : -1
-        )
-
-        @weight_vec, @bias_term =
-          if single_target?(y)
-            split_weight(res[:x])
-          else
-            split_weight_mult(res[:x].reshape(n_outputs, n_features).transpose)
-          end
-      end
-
-      def fit_sgd(x, y)
-        if single_target?(y)
-          @weight_vec, @bias_term = partial_fit(x, y)
-        else
-          n_outputs = y.shape[1]
-          n_features = x.shape[1]
-          @weight_vec = Numo::DFloat.zeros(n_outputs, n_features)
-          @bias_term = Numo::DFloat.zeros(n_outputs)
-          if enable_parallel?
-            models = parallel_map(n_outputs) { |n| partial_fit(x, y[true, n]) }
-            n_outputs.times { |n| @weight_vec[n, true], @bias_term[n] = models[n] }
-          else
-            n_outputs.times { |n| @weight_vec[n, true], @bias_term[n] = partial_fit(x, y[true, n]) }
-          end
-        end
-      end
-
-      def single_target?(y)
-        y.ndim == 1
-      end
-
-      def init_weight(n_features, n_outputs)
-        Rumale::Utils.rand_normal([n_outputs, n_features], @rng.dup).flatten.dup
-      end
-
-      def split_weight_mult(w)
-        if fit_bias?
-          [w[0...-1, true].dup, w[-1, true].dup]
-        else
-          [w.dup, Numo::DFloat.zeros(w.shape[1])]
-        end
-      end
-    end
-  end
-end

data/lib/rumale/linear_model/svc.rb

@@ -1,213 +0,0 @@
-# frozen_string_literal: true
-
-require 'rumale/linear_model/base_sgd'
-require 'rumale/base/classifier'
-require 'rumale/probabilistic_output'
-
-module Rumale
-  # This module consists of the classes that implement generalized linear models.
-  module LinearModel
-    # SVC is a class that implements Support Vector Classifier
-    # with stochastic gradient descent optimization.
-    # For multiclass classification problem, it uses one-vs-the-rest strategy.
-    #
-    # @note
-    #   Rumale::SVM provides linear support vector classifier based on LIBLINEAR.
-    #   If you prefer execution speed, you should use Rumale::SVM::LinearSVC.
-    #   https://github.com/yoshoku/rumale-svm
-    #
-    # @example
-    #   estimator =
-    #     Rumale::LinearModel::SVC.new(reg_param: 1.0, max_iter: 1000, batch_size: 50, random_seed: 1)
-    #   estimator.fit(training_samples, traininig_labels)
-    #   results = estimator.predict(testing_samples)
-    #
-    # *Reference*
-    # - Shalev-Shwartz, S., and Singer, Y., "Pegasos: Primal Estimated sub-GrAdient SOlver for SVM," Proc. ICML'07, pp. 807--814, 2007.
-    # - Tsuruoka, Y., Tsujii, J., and Ananiadou, S., "Stochastic Gradient Descent Training for L1-regularized Log-linear Models with Cumulative Penalty," Proc. ACL'09, pp. 477--485, 2009.
-    # - Bottou, L., "Large-Scale Machine Learning with Stochastic Gradient Descent," Proc. COMPSTAT'10, pp. 177--186, 2010.
-    class SVC < BaseSGD
-      include Base::Classifier
-
-      # Return the weight vector for SVC.
-      # @return [Numo::DFloat] (shape: [n_classes, n_features])
-      attr_reader :weight_vec
-
-      # Return the bias term (a.k.a. intercept) for SVC.
-      # @return [Numo::DFloat] (shape: [n_classes])
-      attr_reader :bias_term
-
-      # Return the class labels.
-      # @return [Numo::Int32] (shape: [n_classes])
-      attr_reader :classes
-
-      # Return the random generator for performing random sampling.
-      # @return [Random]
-      attr_reader :rng
-
-      # Create a new classifier with Support Vector Machine by the SGD optimization.
-      #
-      # @param learning_rate [Float] The initial value of learning rate.
-      #   The learning rate decreases as the iteration proceeds according to the equation: learning_rate / (1 + decay * t).
-      # @param decay [Float] The smoothing parameter for decreasing learning rate as the iteration proceeds.
-      #   If nil is given, the decay sets to 'reg_param * learning_rate'.
-      # @param momentum [Float] The momentum factor.
-      # @param penalty [String] The regularization type to be used ('l1', 'l2', and 'elasticnet').
-      # @param l1_ratio [Float] The elastic-net type regularization mixing parameter.
-      #   If penalty set to 'l2' or 'l1', this parameter is ignored.
-      #   If l1_ratio = 1, the regularization is similar to Lasso.
-      #   If l1_ratio = 0, the regularization is similar to Ridge.
-      #   If 0 < l1_ratio < 1, the regularization is a combination of L1 and L2.
-      # @param reg_param [Float] The regularization parameter.
-      # @param fit_bias [Boolean] The flag indicating whether to fit the bias term.
-      # @param bias_scale [Float] The scale of the bias term.
-      # @param max_iter [Integer] The maximum number of epochs that indicates
-      #   how many times the whole data is given to the training process.
-      # @param batch_size [Integer] The size of the mini batches.
-      # @param tol [Float] The tolerance of loss for terminating optimization.
-      # @param probability [Boolean] The flag indicating whether to perform probability estimation.
-      # @param n_jobs [Integer] The number of jobs for running the fit and predict methods in parallel.
-      #   If nil is given, the methods do not execute in parallel.
-      #   If zero or less is given, it becomes equal to the number of processors.
-      #   This parameter is ignored if the Parallel gem is not loaded.
-      # @param verbose [Boolean] The flag indicating whether to output loss during iteration.
-      # @param random_seed [Integer] The seed value using to initialize the random generator.
-      def initialize(learning_rate: 0.01, decay: nil, momentum: 0.9,
-                     penalty: 'l2', reg_param: 1.0, l1_ratio: 0.5,
-                     fit_bias: true, bias_scale: 1.0,
-                     max_iter: 1000, batch_size: 50, tol: 1e-4,
-                     probability: false,
-                     n_jobs: nil, verbose: false, random_seed: nil)
-        check_params_numeric(learning_rate: learning_rate, momentum: momentum,
-                             reg_param: reg_param, l1_ratio: l1_ratio, bias_scale: bias_scale,
-                             max_iter: max_iter, batch_size: batch_size, tol: tol)
-        check_params_boolean(fit_bias: fit_bias, verbose: verbose, probability: probability)
-        check_params_string(penalty: penalty)
-        check_params_numeric_or_nil(decay: decay, n_jobs: n_jobs, random_seed: random_seed)
-        check_params_positive(learning_rate: learning_rate, reg_param: reg_param,
-                              bias_scale: bias_scale, max_iter: max_iter, batch_size: batch_size)
-        super()
-        @params.merge!(method(:initialize).parameters.map { |_t, arg| [arg, binding.local_variable_get(arg)] }.to_h)
-        @params[:decay] ||= @params[:reg_param] * @params[:learning_rate]
-        @params[:random_seed] ||= srand
-        @rng = Random.new(@params[:random_seed])
-        @penalty_type = @params[:penalty]
-        @loss_func = LinearModel::Loss::HingeLoss.new
-        @weight_vec = nil
-        @bias_term = nil
-        @classes = nil
-        @prob_param = nil
-      end
-
-      # Fit the model with given training data.
-      #
-      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
-      # @param y [Numo::Int32] (shape: [n_samples]) The labels to be used for fitting the model.
-      # @return [SVC] The learned classifier itself.
-      def fit(x, y)
-        x = check_convert_sample_array(x)
-        y = check_convert_label_array(y)
-        check_sample_label_size(x, y)
-
-        @classes = Numo::Int32[*y.to_a.uniq.sort]
-
-        if multiclass_problem?
-          n_classes = @classes.size
-          n_features = x.shape[1]
-          # initialize model.
-          @weight_vec = Numo::DFloat.zeros(n_classes, n_features)
-          @bias_term = Numo::DFloat.zeros(n_classes)
-          @prob_param = Numo::DFloat.zeros(n_classes, 2)
-          # fit model.
-          models = if enable_parallel?
-                     # :nocov:
-                     parallel_map(n_classes) do |n|
-                       bin_y = Numo::Int32.cast(y.eq(@classes[n])) * 2 - 1
-                       partial_fit(x, bin_y)
-                     end
-                     # :nocov:
-                   else
-                     Array.new(n_classes) do |n|
-                       bin_y = Numo::Int32.cast(y.eq(@classes[n])) * 2 - 1
-                       partial_fit(x, bin_y)
-                     end
-                   end
-          # store model.
-          models.each_with_index { |model, n| @weight_vec[n, true], @bias_term[n], @prob_param[n, true] = model }
-        else
-          negative_label = @classes[0]
-          bin_y = Numo::Int32.cast(y.ne(negative_label)) * 2 - 1
-          @weight_vec, @bias_term, @prob_param = partial_fit(x, bin_y)
-        end
-
-        self
-      end
-
-      # Calculate confidence scores for samples.
-      #
-      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to compute the scores.
-      # @return [Numo::DFloat] (shape: [n_samples, n_classes]) Confidence score per sample.
-      def decision_function(x)
-        x = check_convert_sample_array(x)
-        x.dot(@weight_vec.transpose) + @bias_term
-      end
-
-      # Predict class labels for samples.
-      #
-      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels.
-      # @return [Numo::Int32] (shape: [n_samples]) Predicted class label per sample.
-      def predict(x)
-        x = check_convert_sample_array(x)
-
-        n_samples = x.shape[0]
-        predicted = if multiclass_problem?
-                      decision_values = decision_function(x)
-                      if enable_parallel?
-                        parallel_map(n_samples) { |n| @classes[decision_values[n, true].max_index] }
-                      else
-                        Array.new(n_samples) { |n| @classes[decision_values[n, true].max_index] }
-                      end
-                    else
-                      decision_values = decision_function(x).ge(0.0).to_a
-                      Array.new(n_samples) { |n| @classes[decision_values[n]] }
-                    end
-        Numo::Int32.asarray(predicted)
-      end
-
-      # Predict probability for samples.
-      #
-      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the probailities.
-      # @return [Numo::DFloat] (shape: [n_samples, n_classes]) Predicted probability of each class per sample.
-      def predict_proba(x)
-        x = check_convert_sample_array(x)
-
-        if multiclass_problem?
-          probs = 1.0 / (Numo::NMath.exp(@prob_param[true, 0] * decision_function(x) + @prob_param[true, 1]) + 1.0)
-          (probs.transpose / probs.sum(axis: 1)).transpose.dup
-        else
-          n_samples, = x.shape
-          probs = Numo::DFloat.zeros(n_samples, 2)
-          probs[true, 1] = 1.0 / (Numo::NMath.exp(@prob_param[0] * decision_function(x) + @prob_param[1]) + 1.0)
-          probs[true, 0] = 1.0 - probs[true, 1]
-          probs
-        end
-      end
-
-      private
-
-      def partial_fit(x, bin_y)
-        w, b = super
-        p = if @params[:probability]
-              Rumale::ProbabilisticOutput.fit_sigmoid(x.dot(w.transpose) + b, bin_y)
-            else
-              Numo::DFloat[1, 0]
-            end
-        [w, b, p]
-      end
-
-      def multiclass_problem?
-        @classes.size > 2
-      end
-    end
-  end
-end

data/lib/rumale/linear_model/svr.rb

@@ -1,132 +0,0 @@
-# frozen_string_literal: true
-
-require 'rumale/linear_model/base_sgd'
-require 'rumale/base/regressor'
-
-module Rumale
-  module LinearModel
-    # SVR is a class that implements Support Vector Regressor
-    # with stochastic gradient descent optimization.
-    #
-    # @note
-    #   Rumale::SVM provides linear and kernel support vector regressor based on LIBLINEAR and LIBSVM.
-    #   If you prefer execution speed, you should use Rumale::SVM::LinearSVR.
-    #   https://github.com/yoshoku/rumale-svm
-    #
-    # @example
-    #   estimator =
-    #     Rumale::LinearModel::SVR.new(reg_param: 1.0, epsilon: 0.1, max_iter: 1000, batch_size: 50, random_seed: 1)
-    #   estimator.fit(training_samples, traininig_target_values)
-    #   results = estimator.predict(testing_samples)
-    #
-    # *Reference*
-    # - Shalev-Shwartz, S., and Singer, Y., "Pegasos: Primal Estimated sub-GrAdient SOlver for SVM," Proc. ICML'07, pp. 807--814, 2007.
-    # - Tsuruoka, Y., Tsujii, J., and Ananiadou, S., "Stochastic Gradient Descent Training for L1-regularized Log-linear Models with Cumulative Penalty," Proc. ACL'09, pp. 477--485, 2009.
-    # - Bottou, L., "Large-Scale Machine Learning with Stochastic Gradient Descent," Proc. COMPSTAT'10, pp. 177--186, 2010.
-    class SVR < BaseSGD
-      include Base::Regressor
-
-      # Return the weight vector for SVR.
-      # @return [Numo::DFloat] (shape: [n_outputs, n_features])
-      attr_reader :weight_vec
-
-      # Return the bias term (a.k.a. intercept) for SVR.
-      # @return [Numo::DFloat] (shape: [n_outputs])
-      attr_reader :bias_term
-
-      # Return the random generator for performing random sampling.
-      # @return [Random]
-      attr_reader :rng
-
-      # Create a new regressor with Support Vector Machine by the SGD optimization.
-      #
-      # @param learning_rate [Float] The initial value of learning rate.
-      #   The learning rate decreases as the iteration proceeds according to the equation: learning_rate / (1 + decay * t).
-      # @param decay [Float] The smoothing parameter for decreasing learning rate as the iteration proceeds.
-      #   If nil is given, the decay sets to 'reg_param * learning_rate'.
-      # @param momentum [Float] The momentum factor.
-      # @param penalty [String] The regularization type to be used ('l1', 'l2', and 'elasticnet').
-      # @param l1_ratio [Float] The elastic-net type regularization mixing parameter.
-      #   If penalty set to 'l2' or 'l1', this parameter is ignored.
-      #   If l1_ratio = 1, the regularization is similar to Lasso.
-      #   If l1_ratio = 0, the regularization is similar to Ridge.
-      #   If 0 < l1_ratio < 1, the regularization is a combination of L1 and L2.
-      # @param reg_param [Float] The regularization parameter.
-      # @param fit_bias [Boolean] The flag indicating whether to fit the bias term.
-      # @param bias_scale [Float] The scale of the bias term.
-      # @param epsilon [Float] The margin of tolerance.
-      # @param max_iter [Integer] The maximum number of epochs that indicates
-      #   how many times the whole data is given to the training process.
-      # @param batch_size [Integer] The size of the mini batches.
-      # @param tol [Float] The tolerance of loss for terminating optimization.
-      # @param n_jobs [Integer] The number of jobs for running the fit method in parallel.
-      #   If nil is given, the method does not execute in parallel.
-      #   If zero or less is given, it becomes equal to the number of processors.
-      #   This parameter is ignored if the Parallel gem is not loaded.
-      # @param verbose [Boolean] The flag indicating whether to output loss during iteration.
-      # @param random_seed [Integer] The seed value using to initialize the random generator.
-      def initialize(learning_rate: 0.01, decay: nil, momentum: 0.9,
-                     penalty: 'l2', reg_param: 1.0, l1_ratio: 0.5,
-                     fit_bias: true, bias_scale: 1.0,
-                     epsilon: 0.1,
-                     max_iter: 1000, batch_size: 50, tol: 1e-4,
-                     n_jobs: nil, verbose: false, random_seed: nil)
-        check_params_numeric(learning_rate: learning_rate, momentum: momentum,
-                             reg_param: reg_param, bias_scale: bias_scale, epsilon: epsilon,
-                             max_iter: max_iter, batch_size: batch_size, tol: tol)
-        check_params_boolean(fit_bias: fit_bias, verbose: verbose)
-        check_params_numeric_or_nil(decay: decay, n_jobs: n_jobs, random_seed: random_seed)
-        check_params_positive(learning_rate: learning_rate, reg_param: reg_param,
-                              bias_scale: bias_scale, epsilon: epsilon,
-                              max_iter: max_iter, batch_size: batch_size)
-        super()
-        @params.merge!(method(:initialize).parameters.map { |_t, arg| [arg, binding.local_variable_get(arg)] }.to_h)
-        @params[:decay] ||= @params[:reg_param] * @params[:learning_rate]
-        @params[:random_seed] ||= srand
-        @rng = Random.new(@params[:random_seed])
-        @penalty_type = @params[:penalty]
-        @loss_func = LinearModel::Loss::EpsilonInsensitive.new(epsilon: @params[:epsilon])
-        @weight_vec = nil
-        @bias_term = nil
-      end
-
-      # Fit the model with given training data.
-      #
-      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
-      # @param y [Numo::DFloat] (shape: [n_samples, n_outputs]) The target values to be used for fitting the model.
-      # @return [SVR] The learned regressor itself.
-      def fit(x, y)
-        x = check_convert_sample_array(x)
-        y = check_convert_tvalue_array(y)
-        check_sample_tvalue_size(x, y)
-
-        n_outputs = y.shape[1].nil? ? 1 : y.shape[1]
-        n_features = x.shape[1]
-
-        if n_outputs > 1
-          @weight_vec = Numo::DFloat.zeros(n_outputs, n_features)
-          @bias_term = Numo::DFloat.zeros(n_outputs)
-          if enable_parallel?
-            models = parallel_map(n_outputs) { |n| partial_fit(x, y[true, n]) }
-            n_outputs.times { |n| @weight_vec[n, true], @bias_term[n] = models[n] }
-          else
-            n_outputs.times { |n| @weight_vec[n, true], @bias_term[n] = partial_fit(x, y[true, n]) }
-          end
-        else
-          @weight_vec, @bias_term = partial_fit(x, y)
-        end
-
-        self
-      end
-
-      # Predict values for samples.
-      #
-      # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the values.
-      # @return [Numo::DFloat] (shape: [n_samples, n_outputs]) Predicted values per sample.
-      def predict(x)
-        x = check_convert_sample_array(x)
-        x.dot(@weight_vec.transpose) + @bias_term
-      end
-    end
-  end
-end