rumale 0.23.3 → 0.24.0
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- 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/transformer'
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require 'rumale/utils'
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require 'rumale/pairwise_metric'
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require 'lbfgsb'
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module Rumale
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module MetricLearning
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# NeighbourhoodComponentAnalysis is a class that implements Neighbourhood Component Analysis.
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#
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# @example
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# require 'rumale'
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#
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# transformer = Rumale::MetricLearning::NeighbourhoodComponentAnalysis.new
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# transformer.fit(training_samples, traininig_labels)
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# low_samples = transformer.transform(testing_samples)
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#
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# *Reference*
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# - Goldberger, J., Roweis, S., Hinton, G., and Salakhutdinov, R., "Neighbourhood Component Analysis," Advances in NIPS'17, pp. 513--520, 2005.
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class NeighbourhoodComponentAnalysis
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include Base::BaseEstimator
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include Base::Transformer
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# Returns the neighbourhood components.
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# @return [Numo::DFloat] (shape: [n_components, n_features])
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attr_reader :components
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# Return the number of iterations run for optimization
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# @return [Integer]
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attr_reader :n_iter
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# Return the random generator.
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# @return [Random]
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attr_reader :rng
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# Create a new transformer with NeighbourhoodComponentAnalysis.
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#
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# @param n_components [Integer] The number of components.
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# @param init [String] The initialization method for components ('random' or 'pca').
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# @param max_iter [Integer] The maximum number of iterations.
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# @param tol [Float] The tolerance of termination criterion.
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# This value is given as tol / Lbfgsb::DBL_EPSILON to the factr argument of Lbfgsb.minimize method.
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# @param verbose [Boolean] The flag indicating whether to output loss during iteration.
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# If true is given, 'iterate.dat' file is generated by lbfgsb.rb.
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# @param random_seed [Integer] The seed value using to initialize the random generator.
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def initialize(n_components: nil, init: 'random', max_iter: 100, tol: 1e-6, verbose: false, random_seed: nil)
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check_params_numeric_or_nil(n_components: n_components, random_seed: random_seed)
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check_params_numeric(max_iter: max_iter, tol: tol)
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check_params_string(init: init)
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check_params_boolean(verbose: verbose)
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@params = {}
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@params[:n_components] = n_components
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@params[:init] = init
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@params[:max_iter] = max_iter
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@params[:tol] = tol
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@params[:verbose] = verbose
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@params[:random_seed] = random_seed
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@params[:random_seed] ||= srand
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@components = nil
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@n_iter = nil
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@rng = Random.new(@params[:random_seed])
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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 [NeighbourhoodComponentAnalysis] 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_features = x.shape[1]
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n_components = if @params[:n_components].nil?
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n_features
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else
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[n_features, @params[:n_components]].min
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end
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@components, @n_iter = optimize_components(x, y, n_features, n_components)
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self
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end
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# Fit the model with training data, and then transform them with the learned model.
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#
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# @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 transformed 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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# Transform the given data with the learned model.
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#
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The data to be transformed with the learned model.
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# @return [Numo::DFloat] (shape: [n_samples, n_components]) The transformed data.
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def transform(x)
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x = check_convert_sample_array(x)
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x.dot(@components.transpose)
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end
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private
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def init_components(x, n_features, n_components)
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if @params[:init] == 'pca'
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pca = Rumale::Decomposition::PCA.new(n_components: n_components)
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pca.fit(x).components.flatten.dup
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else
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Rumale::Utils.rand_normal([n_features, n_components], @rng.dup).flatten.dup
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end
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end
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def optimize_components(x, y, n_features, n_components)
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# initialize components.
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comp_init = init_components(x, n_features, n_components)
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res = {}
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res[:x] = comp_init
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res[:n_iter] = 0
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# perform optimization.
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verbose = @params[:verbose] ? 1 : -1
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res = Lbfgsb.minimize(
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fnc: method(:nca_fnc), jcb: true, x_init: comp_init, args: [x, y],
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maxiter: @params[:max_iter], factr: @params[:tol] / Lbfgsb::DBL_EPSILON, verbose: verbose
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)
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# return the results.
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n_iter = res[:n_iter]
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comps = n_components == 1 ? res[:x].dup : res[:x].reshape(n_components, n_features)
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[comps, n_iter]
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end
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def nca_fnc(w, x, y)
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n_samples, n_features = x.shape
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n_components = w.size / n_features
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w = w.reshape(n_components, n_features)
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prob_mat = probability_matrix(z)
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# NOTE:
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# For the minization algorithm, the objective function value is subtracted from the maixmum value (n_samples).
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weight_mat = weight_mat.sum(0).diag - weight_mat
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gradient = -2 * z.transpose.dot(weight_mat).dot(x)
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end
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def probability_matrix(z)
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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/validation'
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require 'rumale/base/base_estimator'
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require 'rumale/base/classifier'
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require 'rumale/base/regressor'
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require 'rumale/base/splitter'
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require 'rumale/base/evaluator'
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require 'rumale/evaluation_measure/log_loss'
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module Rumale
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# This module consists of the classes for model validation techniques.
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module ModelSelection
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# CrossValidation is a class that evaluates a given classifier with cross-validation method.
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#
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# @example
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# svc = Rumale::LinearModel::SVC.new
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# kf = Rumale::ModelSelection::StratifiedKFold.new(n_splits: 5)
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# cv = Rumale::ModelSelection::CrossValidation.new(estimator: svc, splitter: kf)
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# report = cv.perform(samples, labels)
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# mean_test_score = report[:test_score].inject(:+) / kf.n_splits
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#
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class CrossValidation
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include Validation
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# Return the classifier of which performance is evaluated.
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# @return [Classifier]
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attr_reader :estimator
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# Return the splitter that divides dataset.
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# @return [Splitter]
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attr_reader :splitter
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# Return the evaluator that calculates score.
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# @return [Evaluator]
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attr_reader :evaluator
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# Return the flag indicating whether to caculate the score of training dataset.
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# @return [Boolean]
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attr_reader :return_train_score
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# Create a new evaluator with cross-validation method.
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#
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# @param estimator [Classifier] The classifier of which performance is evaluated.
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# @param splitter [Splitter] The splitter that divides dataset to training and testing dataset.
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# @param evaluator [Evaluator] The evaluator that calculates score of estimator results.
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# @param return_train_score [Boolean] The flag indicating whether to calculate the score of training dataset.
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def initialize(estimator: nil, splitter: nil, evaluator: nil, return_train_score: false)
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check_params_type(Rumale::Base::BaseEstimator, estimator: estimator)
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check_params_type(Rumale::Base::Splitter, splitter: splitter)
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check_params_type_or_nil(Rumale::Base::Evaluator, evaluator: evaluator)
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check_params_boolean(return_train_score: return_train_score)
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@estimator = estimator
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@splitter = splitter
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@evaluator = evaluator
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@return_train_score = return_train_score
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end
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# Perform the evalution of given classifier with cross-validation method.
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#
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# @param x [Numo::DFloat] (shape: [n_samples, n_features])
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# The dataset to be used to evaluate the estimator.
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# @param y [Numo::Int32 / Numo::DFloat] (shape: [n_samples] / [n_samples, n_outputs])
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# The labels to be used to evaluate the classifier / The target values to be used to evaluate the regressor.
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# @return [Hash] The report summarizing the results of cross-validation.
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# * :fit_time (Array<Float>) The calculation times of fitting the estimator for each split.
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# * :test_score (Array<Float>) The scores of testing dataset for each split.
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# * :train_score (Array<Float>) The scores of training dataset for each split. This option is nil if
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# the return_train_score is false.
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def perform(x, y)
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x = check_convert_sample_array(x)
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case @estimator
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when Rumale::Base::Classifier
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y = check_convert_label_array(y)
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check_sample_label_size(x, y)
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when Rumale::Base::Regressor
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y = check_convert_tvalue_array(y)
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check_sample_tvalue_size(x, y)
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else
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y = Numo::NArray.asarray(y)
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end
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# Initialize the report of cross validation.
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report = { test_score: [], train_score: nil, fit_time: [] }
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report[:train_score] = [] if @return_train_score
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# Evaluate the estimator on each split.
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@splitter.split(x, y).each do |train_ids, test_ids|
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# Split dataset into training and testing dataset.
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feature_ids = !kernel_machine? || train_ids
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train_x = x[train_ids, feature_ids]
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train_y = y.shape[1].nil? ? y[train_ids] : y[train_ids, true]
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test_x = x[test_ids, feature_ids]
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test_y = y.shape[1].nil? ? y[test_ids] : y[test_ids, true]
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|
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# Fit the estimator.
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|
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start_time = Time.now.to_i
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|
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@estimator.fit(train_x, train_y)
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|
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# Calculate scores and prepare the report.
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|
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report[:fit_time].push(Time.now.to_i - start_time)
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|
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if @evaluator.nil?
|
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|
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report[:test_score].push(@estimator.score(test_x, test_y))
|
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100
|
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report[:train_score].push(@estimator.score(train_x, train_y)) if @return_train_score
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101
|
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elsif log_loss?
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102
|
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report[:test_score].push(@evaluator.score(test_y, @estimator.predict_proba(test_x)))
|
|
103
|
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report[:train_score].push(@evaluator.score(train_y, @estimator.predict_proba(train_x))) if @return_train_score
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104
|
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else
|
|
105
|
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report[:test_score].push(@evaluator.score(test_y, @estimator.predict(test_x)))
|
|
106
|
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report[:train_score].push(@evaluator.score(train_y, @estimator.predict(train_x))) if @return_train_score
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107
|
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end
|
|
108
|
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end
|
|
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|
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report
|
|
110
|
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end
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|
111
|
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|
|
112
|
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private
|
|
113
|
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|
|
114
|
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def kernel_machine?
|
|
115
|
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class_name = @estimator.class.to_s
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116
|
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class_name = @estimator.params[:estimator].class.to_s if class_name.include?('Multiclass')
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|
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class_name.include?('KernelMachine')
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118
|
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end
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119
|
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|
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120
|
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def log_loss?
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121
|
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@evaluator.is_a?(Rumale::EvaluationMeasure::LogLoss)
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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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end
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|
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end
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@@ -1,42 +0,0 @@
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# frozen_string_literal: true
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2
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3
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require 'rumale/model_selection/shuffle_split'
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4
|
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require 'rumale/model_selection/stratified_shuffle_split'
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5
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6
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module Rumale
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7
|
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module ModelSelection
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8
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module_function
|
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9
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|
|
10
|
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# Split randomly data set into test and train data.
|
|
11
|
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#
|
|
12
|
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# @example
|
|
13
|
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# x_train, x_test, y_train, y_test = Rumale::ModelSelection.train_test_split(x, y, test_size: 0.2, stratify: true, random_seed: 1)
|
|
14
|
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#
|
|
15
|
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The dataset to be used to generate data indices.
|
|
16
|
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# @param y [Numo::Int32] (shape: [n_samples]) The labels to be used to generate data indices for stratified random permutation.
|
|
17
|
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# If stratify = false, this parameter is ignored.
|
|
18
|
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# @param test_size [Float] The ratio of number of samples for test data.
|
|
19
|
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# @param train_size [Float] The ratio of number of samples for train data.
|
|
20
|
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# If nil is given, it sets to 1 - test_size.
|
|
21
|
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# @param stratify [Boolean] The flag indicating whether to perform stratify split.
|
|
22
|
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# @param random_seed [Integer] The seed value using to initialize the random generator.
|
|
23
|
-
# @return [Array<Numo::NArray>] The set of training and testing data.
|
|
24
|
-
def train_test_split(x, y = nil, test_size: 0.1, train_size: nil, stratify: false, random_seed: nil)
|
|
25
|
-
splitter = if stratify
|
|
26
|
-
Rumale::ModelSelection::StratifiedShuffleSplit.new(
|
|
27
|
-
n_splits: 1, test_size: test_size, train_size: train_size, random_seed: random_seed
|
|
28
|
-
)
|
|
29
|
-
else
|
|
30
|
-
Rumale::ModelSelection::ShuffleSplit.new(
|
|
31
|
-
n_splits: 1, test_size: test_size, train_size: train_size, random_seed: random_seed
|
|
32
|
-
)
|
|
33
|
-
end
|
|
34
|
-
train_ids, test_ids = splitter.split(x, y).first
|
|
35
|
-
x_train = x[train_ids, true].dup
|
|
36
|
-
y_train = y[train_ids].dup
|
|
37
|
-
x_test = x[test_ids, true].dup
|
|
38
|
-
y_test = y[test_ids].dup
|
|
39
|
-
[x_train, x_test, y_train, y_test]
|
|
40
|
-
end
|
|
41
|
-
end
|
|
42
|
-
end
|
|
@@ -1,225 +0,0 @@
|
|
|
1
|
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# frozen_string_literal: true
|
|
2
|
-
|
|
3
|
-
require 'rumale/validation'
|
|
4
|
-
require 'rumale/base/base_estimator'
|
|
5
|
-
require 'rumale/base/evaluator'
|
|
6
|
-
require 'rumale/base/splitter'
|
|
7
|
-
require 'rumale/pipeline/pipeline'
|
|
8
|
-
|
|
9
|
-
module Rumale
|
|
10
|
-
module ModelSelection
|
|
11
|
-
# GridSearchCV is a class that performs hyperparameter optimization with grid search method.
|
|
12
|
-
#
|
|
13
|
-
# @example
|
|
14
|
-
# rfc = Rumale::Ensemble::RandomForestClassifier.new(random_seed: 1)
|
|
15
|
-
# pg = { n_estimators: [5, 10], max_depth: [3, 5], max_leaf_nodes: [15, 31] }
|
|
16
|
-
# kf = Rumale::ModelSelection::StratifiedKFold.new(n_splits: 5)
|
|
17
|
-
# gs = Rumale::ModelSelection::GridSearchCV.new(estimator: rfc, param_grid: pg, splitter: kf)
|
|
18
|
-
# gs.fit(samples, labels)
|
|
19
|
-
# p gs.cv_results
|
|
20
|
-
# p gs.best_params
|
|
21
|
-
#
|
|
22
|
-
# @example
|
|
23
|
-
# rbf = Rumale::KernelApproximation::RBF.new(random_seed: 1)
|
|
24
|
-
# svc = Rumale::LinearModel::SVC.new(random_seed: 1)
|
|
25
|
-
# pipe = Rumale::Pipeline::Pipeline.new(steps: { rbf: rbf, svc: svc })
|
|
26
|
-
# pg = { rbf__gamma: [32.0, 1.0], rbf__n_components: [4, 128], svc__reg_param: [16.0, 0.1] }
|
|
27
|
-
# kf = Rumale::ModelSelection::StratifiedKFold.new(n_splits: 5)
|
|
28
|
-
# gs = Rumale::ModelSelection::GridSearchCV.new(estimator: pipe, param_grid: pg, splitter: kf)
|
|
29
|
-
# gs.fit(samples, labels)
|
|
30
|
-
# p gs.cv_results
|
|
31
|
-
# p gs.best_params
|
|
32
|
-
#
|
|
33
|
-
class GridSearchCV
|
|
34
|
-
include Base::BaseEstimator
|
|
35
|
-
include Validation
|
|
36
|
-
|
|
37
|
-
# Return the result of cross validation for each parameter.
|
|
38
|
-
# @return [Hash]
|
|
39
|
-
attr_reader :cv_results
|
|
40
|
-
|
|
41
|
-
# Return the score of the estimator learned with the best parameter.
|
|
42
|
-
# @return [Float]
|
|
43
|
-
attr_reader :best_score
|
|
44
|
-
|
|
45
|
-
# Return the best parameter set.
|
|
46
|
-
# @return [Hash]
|
|
47
|
-
attr_reader :best_params
|
|
48
|
-
|
|
49
|
-
# Return the index of the best parameter.
|
|
50
|
-
# @return [Integer]
|
|
51
|
-
attr_reader :best_index
|
|
52
|
-
|
|
53
|
-
# Return the estimator learned with the best parameter.
|
|
54
|
-
# @return [Estimator]
|
|
55
|
-
attr_reader :best_estimator
|
|
56
|
-
|
|
57
|
-
# Create a new grid search method.
|
|
58
|
-
#
|
|
59
|
-
# @param estimator [Classifier/Regresor] The estimator to be searched for optimal parameters with grid search method.
|
|
60
|
-
# @param param_grid [Array<Hash>] The parameter sets is represented with array of hash that
|
|
61
|
-
# consists of parameter names as keys and array of parameter values as values.
|
|
62
|
-
# @param splitter [Splitter] The splitter that divides dataset to training and testing dataset on cross validation.
|
|
63
|
-
# @param evaluator [Evaluator] The evaluator that calculates score of estimator results on cross validation.
|
|
64
|
-
# If nil is given, the score method of estimator is used to evaluation.
|
|
65
|
-
# @param greater_is_better [Boolean] The flag that indicates whether the estimator is better as
|
|
66
|
-
# evaluation score is larger.
|
|
67
|
-
def initialize(estimator: nil, param_grid: nil, splitter: nil, evaluator: nil, greater_is_better: true)
|
|
68
|
-
check_params_type(Rumale::Base::BaseEstimator, estimator: estimator)
|
|
69
|
-
check_params_type(Rumale::Base::Splitter, splitter: splitter)
|
|
70
|
-
check_params_type_or_nil(Rumale::Base::Evaluator, evaluator: evaluator)
|
|
71
|
-
check_params_boolean(greater_is_better: greater_is_better)
|
|
72
|
-
@params = {}
|
|
73
|
-
@params[:param_grid] = valid_param_grid(param_grid)
|
|
74
|
-
@params[:estimator] = Marshal.load(Marshal.dump(estimator))
|
|
75
|
-
@params[:splitter] = Marshal.load(Marshal.dump(splitter))
|
|
76
|
-
@params[:evaluator] = Marshal.load(Marshal.dump(evaluator))
|
|
77
|
-
@params[:greater_is_better] = greater_is_better
|
|
78
|
-
@cv_results = nil
|
|
79
|
-
@best_score = nil
|
|
80
|
-
@best_params = nil
|
|
81
|
-
@best_index = nil
|
|
82
|
-
@best_estimator = nil
|
|
83
|
-
end
|
|
84
|
-
|
|
85
|
-
# Fit the model with given training data and all sets of parameters.
|
|
86
|
-
#
|
|
87
|
-
# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
|
|
88
|
-
# @param y [Numo::NArray] (shape: [n_samples, n_outputs]) The target values or labels to be used for fitting the model.
|
|
89
|
-
# @return [GridSearchCV] The learned estimator with grid search.
|
|
90
|
-
def fit(x, y)
|
|
91
|
-
x = check_convert_sample_array(x)
|
|
92
|
-
|
|
93
|
-
init_attrs
|
|
94
|
-
|
|
95
|
-
param_combinations.each do |prm_set|
|
|
96
|
-
prm_set.each do |prms|
|
|
97
|
-
report = perform_cross_validation(x, y, prms)
|
|
98
|
-
store_cv_result(prms, report)
|
|
99
|
-
end
|
|
100
|
-
end
|
|
101
|
-
|
|
102
|
-
find_best_params
|
|
103
|
-
|
|
104
|
-
@best_estimator = configurated_estimator(@best_params)
|
|
105
|
-
@best_estimator.fit(x, y)
|
|
106
|
-
self
|
|
107
|
-
end
|
|
108
|
-
|
|
109
|
-
# Call the decision_function method of learned estimator with the best parameter.
|
|
110
|
-
#
|
|
111
|
-
# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to compute the scores.
|
|
112
|
-
# @return [Numo::DFloat] (shape: [n_samples]) Confidence score per sample.
|
|
113
|
-
def decision_function(x)
|
|
114
|
-
x = check_convert_sample_array(x)
|
|
115
|
-
@best_estimator.decision_function(x)
|
|
116
|
-
end
|
|
117
|
-
|
|
118
|
-
# Call the predict method of learned estimator with the best parameter.
|
|
119
|
-
#
|
|
120
|
-
# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to obtain prediction result.
|
|
121
|
-
# @return [Numo::NArray] Predicted results.
|
|
122
|
-
def predict(x)
|
|
123
|
-
x = check_convert_sample_array(x)
|
|
124
|
-
@best_estimator.predict(x)
|
|
125
|
-
end
|
|
126
|
-
|
|
127
|
-
# Call the predict_log_proba method of learned estimator with the best parameter.
|
|
128
|
-
#
|
|
129
|
-
# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the log-probailities.
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# @return [Numo::DFloat] (shape: [n_samples, n_classes]) Predicted log-probability of each class per sample.
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def predict_log_proba(x)
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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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end
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# Call the score method of learned estimator with the best parameter.
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#
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) Testing data.
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# @param y [Numo::NArray] (shape: [n_samples, n_outputs]) True target values or labels for testing data.
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def valid_param_grid(grid)
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raise TypeError, 'Expect class of elements in param_grid to be Hash' unless h.is_a?(Hash)
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grid
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def param_combinations
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x = prm.sort.to_h.map { |k, v| [k].product(v) }
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end
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end
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def perform_cross_validation(x, y, prms)
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cv = CrossValidation.new(estimator: est, splitter: @params[:splitter],
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evaluator: @params[:evaluator], return_train_score: true)
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cv.perform(x, y)
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end
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def configurated_estimator(prms)
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estimator = Marshal.load(Marshal.dump(@params[:estimator]))
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if @params[:estimator].is_a?(Rumale::Pipeline::Pipeline)
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prms.each do |k, v|
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est_name, prm_name = k.to_s.split('__')
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estimator.steps[est_name.to_sym].params[prm_name.to_sym] = v
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end
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else
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prms.each { |k, v| estimator.params[k] = v }
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end
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estimator
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end
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def init_attrs
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@cv_results = %i[mean_test_score std_test_score
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mean_train_score std_train_score
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mean_fit_time std_fit_time params].map { |v| [v, []] }.to_h
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@best_index = nil
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@best_estimator = nil
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end
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def store_cv_result(prms, report)
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test_scores = Numo::DFloat[*report[:test_score]]
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train_scores = Numo::DFloat[*report[:train_score]]
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fit_times = Numo::DFloat[*report[:fit_time]]
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@cv_results[:mean_test_score].push(test_scores.mean)
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@cv_results[:std_test_score].push(test_scores.stddev)
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@cv_results[:mean_train_score].push(train_scores.mean)
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@cv_results[:std_train_score].push(train_scores.stddev)
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@cv_results[:mean_fit_time].push(fit_times.mean)
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@cv_results[:std_fit_time].push(fit_times.stddev)
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@cv_results[:params].push(prms)
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-
end
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|
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|
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def find_best_params
|
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|
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@best_score = @params[:greater_is_better] ? @cv_results[:mean_test_score].max : @cv_results[:mean_test_score].min
|
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|
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@best_index = @cv_results[:mean_test_score].index(@best_score)
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|
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@best_params = @cv_results[:params][@best_index]
|
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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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|
@@ -1,93 +0,0 @@
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1
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# frozen_string_literal: true
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2
|
-
|
|
3
|
-
require 'rumale/base/splitter'
|
|
4
|
-
require 'rumale/preprocessing/label_encoder'
|
|
5
|
-
|
|
6
|
-
module Rumale
|
|
7
|
-
module ModelSelection
|
|
8
|
-
# GroupKFold is a class that generates the set of data indices for K-fold cross-validation.
|
|
9
|
-
# The data points belonging to the same group do not be split into different folds.
|
|
10
|
-
# The number of groups should be greater than or equal to the number of splits.
|
|
11
|
-
#
|
|
12
|
-
# @example
|
|
13
|
-
# cv = Rumale::ModelSelection::GroupKFold.new(n_splits: 3)
|
|
14
|
-
# x = Numo::DFloat.new(8, 2).rand
|
|
15
|
-
# groups = Numo::Int32[1, 1, 1, 2, 2, 3, 3, 3]
|
|
16
|
-
# cv.split(x, nil, groups).each do |train_ids, test_ids|
|
|
17
|
-
# puts '---'
|
|
18
|
-
# pp train_ids
|
|
19
|
-
# pp test_ids
|
|
20
|
-
# end
|
|
21
|
-
#
|
|
22
|
-
# # ---
|
|
23
|
-
# # [0, 1, 2, 3, 4]
|
|
24
|
-
# # [5, 6, 7]
|
|
25
|
-
# # ---
|
|
26
|
-
# # [3, 4, 5, 6, 7]
|
|
27
|
-
# # [0, 1, 2]
|
|
28
|
-
# # ---
|
|
29
|
-
# # [0, 1, 2, 5, 6, 7]
|
|
30
|
-
# # [3, 4]
|
|
31
|
-
#
|
|
32
|
-
class GroupKFold
|
|
33
|
-
include Base::Splitter
|
|
34
|
-
|
|
35
|
-
# Return the number of folds.
|
|
36
|
-
# @return [Integer]
|
|
37
|
-
attr_reader :n_splits
|
|
38
|
-
|
|
39
|
-
# Create a new data splitter for grouped K-fold cross validation.
|
|
40
|
-
#
|
|
41
|
-
# @param n_splits [Integer] The number of folds.
|
|
42
|
-
def initialize(n_splits: 5)
|
|
43
|
-
check_params_numeric(n_splits: n_splits)
|
|
44
|
-
@n_splits = n_splits
|
|
45
|
-
end
|
|
46
|
-
|
|
47
|
-
# Generate data indices for grouped K-fold cross validation.
|
|
48
|
-
#
|
|
49
|
-
# @overload split(x, y, groups) -> Array
|
|
50
|
-
# @param x [Numo::DFloat] (shape: [n_samples, n_features])
|
|
51
|
-
# The dataset to be used to generate data indices for grouped K-fold cross validation.
|
|
52
|
-
# @param y [Numo::Int32] (shape: [n_samples])
|
|
53
|
-
# This argument exists to unify the interface between the K-fold methods, it is not used in the method.
|
|
54
|
-
# @param groups [Numo::Int32] (shape: [n_samples])
|
|
55
|
-
# The group labels to be used to generate data indices for grouped K-fold cross validation.
|
|
56
|
-
# @return [Array] The set of data indices for constructing the training and testing dataset in each fold.
|
|
57
|
-
def split(x, _y, groups)
|
|
58
|
-
x = check_convert_sample_array(x)
|
|
59
|
-
groups = check_convert_label_array(groups)
|
|
60
|
-
check_sample_label_size(x, groups)
|
|
61
|
-
|
|
62
|
-
encoder = Rumale::Preprocessing::LabelEncoder.new
|
|
63
|
-
groups = encoder.fit_transform(groups)
|
|
64
|
-
n_groups = encoder.classes.size
|
|
65
|
-
|
|
66
|
-
raise ArgumentError, 'The number of groups should be greater than or equal to the number of splits.' if n_groups < @n_splits
|
|
67
|
-
|
|
68
|
-
n_samples_per_group = groups.bincount
|
|
69
|
-
group_ids = n_samples_per_group.sort_index.reverse
|
|
70
|
-
n_samples_per_group = n_samples_per_group[group_ids]
|
|
71
|
-
|
|
72
|
-
n_samples_per_fold = Numo::Int32.zeros(@n_splits)
|
|
73
|
-
group_to_fold = Numo::Int32.zeros(n_groups)
|
|
74
|
-
|
|
75
|
-
n_samples_per_group.each_with_index do |weight, id|
|
|
76
|
-
min_sample_fold_id = n_samples_per_fold.min_index
|
|
77
|
-
n_samples_per_fold[min_sample_fold_id] += weight
|
|
78
|
-
group_to_fold[group_ids[id]] = min_sample_fold_id
|
|
79
|
-
end
|
|
80
|
-
|
|
81
|
-
n_samples = x.shape[0]
|
|
82
|
-
sample_ids = Array(0...n_samples)
|
|
83
|
-
fold_ids = group_to_fold[groups]
|
|
84
|
-
|
|
85
|
-
Array.new(@n_splits) do |fid|
|
|
86
|
-
test_ids = fold_ids.eq(fid).where.to_a
|
|
87
|
-
train_ids = sample_ids - test_ids
|
|
88
|
-
[train_ids, test_ids]
|
|
89
|
-
end
|
|
90
|
-
end
|
|
91
|
-
end
|
|
92
|
-
end
|
|
93
|
-
end
|