rumale 0.23.3 → 0.24.0
Sign up to get free protection for your applications and to get access to all the features.
- checksums.yaml +4 -4
- data/LICENSE.txt +5 -1
- data/README.md +3 -288
- data/lib/rumale/version.rb +1 -1
- data/lib/rumale.rb +20 -131
- metadata +252 -150
- data/CHANGELOG.md +0 -643
- data/CODE_OF_CONDUCT.md +0 -74
- data/ext/rumale/extconf.rb +0 -37
- data/ext/rumale/rumaleext.c +0 -545
- data/ext/rumale/rumaleext.h +0 -12
- data/lib/rumale/base/base_estimator.rb +0 -49
- data/lib/rumale/base/classifier.rb +0 -36
- data/lib/rumale/base/cluster_analyzer.rb +0 -31
- data/lib/rumale/base/evaluator.rb +0 -17
- data/lib/rumale/base/regressor.rb +0 -36
- data/lib/rumale/base/splitter.rb +0 -21
- data/lib/rumale/base/transformer.rb +0 -22
- data/lib/rumale/clustering/dbscan.rb +0 -123
- data/lib/rumale/clustering/gaussian_mixture.rb +0 -218
- data/lib/rumale/clustering/hdbscan.rb +0 -291
- data/lib/rumale/clustering/k_means.rb +0 -122
- data/lib/rumale/clustering/k_medoids.rb +0 -141
- data/lib/rumale/clustering/mini_batch_k_means.rb +0 -139
- data/lib/rumale/clustering/power_iteration.rb +0 -127
- data/lib/rumale/clustering/single_linkage.rb +0 -203
- data/lib/rumale/clustering/snn.rb +0 -76
- data/lib/rumale/clustering/spectral_clustering.rb +0 -115
- data/lib/rumale/dataset.rb +0 -246
- data/lib/rumale/decomposition/factor_analysis.rb +0 -150
- data/lib/rumale/decomposition/fast_ica.rb +0 -188
- data/lib/rumale/decomposition/nmf.rb +0 -124
- data/lib/rumale/decomposition/pca.rb +0 -159
- data/lib/rumale/ensemble/ada_boost_classifier.rb +0 -179
- data/lib/rumale/ensemble/ada_boost_regressor.rb +0 -160
- data/lib/rumale/ensemble/extra_trees_classifier.rb +0 -139
- data/lib/rumale/ensemble/extra_trees_regressor.rb +0 -125
- data/lib/rumale/ensemble/gradient_boosting_classifier.rb +0 -306
- data/lib/rumale/ensemble/gradient_boosting_regressor.rb +0 -237
- data/lib/rumale/ensemble/random_forest_classifier.rb +0 -189
- data/lib/rumale/ensemble/random_forest_regressor.rb +0 -153
- data/lib/rumale/ensemble/stacking_classifier.rb +0 -215
- data/lib/rumale/ensemble/stacking_regressor.rb +0 -163
- data/lib/rumale/ensemble/voting_classifier.rb +0 -126
- data/lib/rumale/ensemble/voting_regressor.rb +0 -82
- data/lib/rumale/evaluation_measure/accuracy.rb +0 -29
- data/lib/rumale/evaluation_measure/adjusted_rand_score.rb +0 -74
- data/lib/rumale/evaluation_measure/calinski_harabasz_score.rb +0 -56
- data/lib/rumale/evaluation_measure/davies_bouldin_score.rb +0 -53
- data/lib/rumale/evaluation_measure/explained_variance_score.rb +0 -39
- data/lib/rumale/evaluation_measure/f_score.rb +0 -50
- data/lib/rumale/evaluation_measure/function.rb +0 -147
- data/lib/rumale/evaluation_measure/log_loss.rb +0 -45
- data/lib/rumale/evaluation_measure/mean_absolute_error.rb +0 -29
- data/lib/rumale/evaluation_measure/mean_squared_error.rb +0 -29
- data/lib/rumale/evaluation_measure/mean_squared_log_error.rb +0 -29
- data/lib/rumale/evaluation_measure/median_absolute_error.rb +0 -30
- data/lib/rumale/evaluation_measure/mutual_information.rb +0 -49
- data/lib/rumale/evaluation_measure/normalized_mutual_information.rb +0 -53
- data/lib/rumale/evaluation_measure/precision.rb +0 -50
- data/lib/rumale/evaluation_measure/precision_recall.rb +0 -96
- data/lib/rumale/evaluation_measure/purity.rb +0 -40
- data/lib/rumale/evaluation_measure/r2_score.rb +0 -43
- data/lib/rumale/evaluation_measure/recall.rb +0 -50
- data/lib/rumale/evaluation_measure/roc_auc.rb +0 -130
- data/lib/rumale/evaluation_measure/silhouette_score.rb +0 -82
- data/lib/rumale/feature_extraction/feature_hasher.rb +0 -110
- data/lib/rumale/feature_extraction/hash_vectorizer.rb +0 -155
- data/lib/rumale/feature_extraction/tfidf_transformer.rb +0 -113
- data/lib/rumale/kernel_approximation/nystroem.rb +0 -126
- data/lib/rumale/kernel_approximation/rbf.rb +0 -102
- data/lib/rumale/kernel_machine/kernel_fda.rb +0 -120
- data/lib/rumale/kernel_machine/kernel_pca.rb +0 -97
- data/lib/rumale/kernel_machine/kernel_ridge.rb +0 -82
- data/lib/rumale/kernel_machine/kernel_ridge_classifier.rb +0 -92
- data/lib/rumale/kernel_machine/kernel_svc.rb +0 -193
- data/lib/rumale/linear_model/base_sgd.rb +0 -285
- data/lib/rumale/linear_model/elastic_net.rb +0 -119
- data/lib/rumale/linear_model/lasso.rb +0 -115
- data/lib/rumale/linear_model/linear_regression.rb +0 -201
- data/lib/rumale/linear_model/logistic_regression.rb +0 -275
- data/lib/rumale/linear_model/nnls.rb +0 -137
- data/lib/rumale/linear_model/ridge.rb +0 -209
- data/lib/rumale/linear_model/svc.rb +0 -213
- data/lib/rumale/linear_model/svr.rb +0 -132
- data/lib/rumale/manifold/mds.rb +0 -155
- data/lib/rumale/manifold/tsne.rb +0 -222
- data/lib/rumale/metric_learning/fisher_discriminant_analysis.rb +0 -113
- data/lib/rumale/metric_learning/mlkr.rb +0 -161
- data/lib/rumale/metric_learning/neighbourhood_component_analysis.rb +0 -167
- data/lib/rumale/model_selection/cross_validation.rb +0 -125
- data/lib/rumale/model_selection/function.rb +0 -42
- data/lib/rumale/model_selection/grid_search_cv.rb +0 -225
- data/lib/rumale/model_selection/group_k_fold.rb +0 -93
- data/lib/rumale/model_selection/group_shuffle_split.rb +0 -115
- data/lib/rumale/model_selection/k_fold.rb +0 -81
- data/lib/rumale/model_selection/shuffle_split.rb +0 -90
- data/lib/rumale/model_selection/stratified_k_fold.rb +0 -99
- data/lib/rumale/model_selection/stratified_shuffle_split.rb +0 -118
- data/lib/rumale/model_selection/time_series_split.rb +0 -91
- data/lib/rumale/multiclass/one_vs_rest_classifier.rb +0 -83
- data/lib/rumale/naive_bayes/base_naive_bayes.rb +0 -47
- data/lib/rumale/naive_bayes/bernoulli_nb.rb +0 -82
- data/lib/rumale/naive_bayes/complement_nb.rb +0 -85
- data/lib/rumale/naive_bayes/gaussian_nb.rb +0 -69
- data/lib/rumale/naive_bayes/multinomial_nb.rb +0 -74
- data/lib/rumale/naive_bayes/negation_nb.rb +0 -71
- data/lib/rumale/nearest_neighbors/k_neighbors_classifier.rb +0 -133
- data/lib/rumale/nearest_neighbors/k_neighbors_regressor.rb +0 -108
- data/lib/rumale/nearest_neighbors/vp_tree.rb +0 -132
- data/lib/rumale/neural_network/adam.rb +0 -56
- data/lib/rumale/neural_network/base_mlp.rb +0 -248
- data/lib/rumale/neural_network/mlp_classifier.rb +0 -120
- data/lib/rumale/neural_network/mlp_regressor.rb +0 -90
- data/lib/rumale/pairwise_metric.rb +0 -152
- data/lib/rumale/pipeline/feature_union.rb +0 -69
- data/lib/rumale/pipeline/pipeline.rb +0 -175
- data/lib/rumale/preprocessing/bin_discretizer.rb +0 -93
- data/lib/rumale/preprocessing/binarizer.rb +0 -60
- data/lib/rumale/preprocessing/kernel_calculator.rb +0 -92
- data/lib/rumale/preprocessing/l1_normalizer.rb +0 -62
- data/lib/rumale/preprocessing/l2_normalizer.rb +0 -63
- data/lib/rumale/preprocessing/label_binarizer.rb +0 -89
- data/lib/rumale/preprocessing/label_encoder.rb +0 -79
- data/lib/rumale/preprocessing/max_abs_scaler.rb +0 -61
- data/lib/rumale/preprocessing/max_normalizer.rb +0 -62
- data/lib/rumale/preprocessing/min_max_scaler.rb +0 -76
- data/lib/rumale/preprocessing/one_hot_encoder.rb +0 -100
- data/lib/rumale/preprocessing/ordinal_encoder.rb +0 -109
- data/lib/rumale/preprocessing/polynomial_features.rb +0 -109
- data/lib/rumale/preprocessing/standard_scaler.rb +0 -71
- data/lib/rumale/probabilistic_output.rb +0 -114
- data/lib/rumale/tree/base_decision_tree.rb +0 -150
- data/lib/rumale/tree/decision_tree_classifier.rb +0 -150
- data/lib/rumale/tree/decision_tree_regressor.rb +0 -116
- data/lib/rumale/tree/extra_tree_classifier.rb +0 -107
- data/lib/rumale/tree/extra_tree_regressor.rb +0 -94
- data/lib/rumale/tree/gradient_tree_regressor.rb +0 -202
- data/lib/rumale/tree/node.rb +0 -39
- data/lib/rumale/utils.rb +0 -42
- data/lib/rumale/validation.rb +0 -128
- data/lib/rumale/values.rb +0 -13
@@ -1,115 +0,0 @@
|
|
1
|
-
# frozen_string_literal: true
|
2
|
-
|
3
|
-
require 'rumale/base/splitter'
|
4
|
-
|
5
|
-
module Rumale
|
6
|
-
module ModelSelection
|
7
|
-
# GroupShuffleSplit is a class that generates the set of data indices
|
8
|
-
# for random permutation cross-validation by randomly selecting group labels.
|
9
|
-
#
|
10
|
-
# @example
|
11
|
-
# cv = Rumale::ModelSelection::GroupShuffleSplit.new(n_splits: 2, test_size: 0.2, random_seed: 1)
|
12
|
-
# x = Numo::DFloat.new(8, 2).rand
|
13
|
-
# groups = Numo::Int32[1, 1, 1, 2, 2, 3, 3, 3]
|
14
|
-
# cv.split(x, nil, groups).each do |train_ids, test_ids|
|
15
|
-
# puts '---'
|
16
|
-
# pp train_ids
|
17
|
-
# pp test_ids
|
18
|
-
# end
|
19
|
-
#
|
20
|
-
# # ---
|
21
|
-
# # [0, 1, 2, 5, 6, 7]
|
22
|
-
# # [3, 4]
|
23
|
-
# # ---
|
24
|
-
# # [3, 4, 5, 6, 7]
|
25
|
-
# # [0, 1, 2]
|
26
|
-
#
|
27
|
-
class GroupShuffleSplit
|
28
|
-
include Base::Splitter
|
29
|
-
|
30
|
-
# Return the number of folds.
|
31
|
-
# @return [Integer]
|
32
|
-
attr_reader :n_splits
|
33
|
-
|
34
|
-
# Return the random generator for shuffling the dataset.
|
35
|
-
# @return [Random]
|
36
|
-
attr_reader :rng
|
37
|
-
|
38
|
-
# Create a new data splitter for random permutation cross validation with given group labels.
|
39
|
-
#
|
40
|
-
# @param n_splits [Integer] The number of folds.
|
41
|
-
# @param test_size [Float] The ratio of number of groups for test data.
|
42
|
-
# @param train_size [Float/Nil] The ratio of number of groups for train data.
|
43
|
-
# @param random_seed [Integer] The seed value using to initialize the random generator.
|
44
|
-
def initialize(n_splits: 5, test_size: 0.2, train_size: nil, random_seed: nil)
|
45
|
-
check_params_numeric(n_splits: n_splits, test_size: test_size)
|
46
|
-
check_params_numeric_or_nil(train_size: train_size, random_seed: random_seed)
|
47
|
-
check_params_positive(n_splits: n_splits)
|
48
|
-
check_params_positive(test_size: test_size)
|
49
|
-
check_params_positive(train_size: train_size) unless train_size.nil?
|
50
|
-
@n_splits = n_splits
|
51
|
-
@test_size = test_size
|
52
|
-
@train_size = train_size
|
53
|
-
@random_seed = random_seed
|
54
|
-
@random_seed ||= srand
|
55
|
-
@rng = Random.new(@random_seed)
|
56
|
-
end
|
57
|
-
|
58
|
-
# Generate train and test data indices by randomly selecting group labels.
|
59
|
-
#
|
60
|
-
# @overload split(x, y, groups) -> Array
|
61
|
-
# @param x [Numo::DFloat] (shape: [n_samples, n_features])
|
62
|
-
# The dataset to be used to generate data indices for random permutation cross validation.
|
63
|
-
# @param y [Numo::Int32] (shape: [n_samples])
|
64
|
-
# This argument exists to unify the interface between the K-fold methods, it is not used in the method.
|
65
|
-
# @param groups [Numo::Int32] (shape: [n_samples])
|
66
|
-
# The group labels to be used to generate data indices for random permutation cross validation.
|
67
|
-
# @return [Array] The set of data indices for constructing the training and testing dataset in each fold.
|
68
|
-
def split(x, _y, groups)
|
69
|
-
x = check_convert_sample_array(x)
|
70
|
-
groups = check_convert_label_array(groups)
|
71
|
-
check_sample_label_size(x, groups)
|
72
|
-
|
73
|
-
classes = groups.to_a.uniq.sort
|
74
|
-
n_groups = classes.size
|
75
|
-
n_test_groups = (@test_size * n_groups).ceil.to_i
|
76
|
-
n_train_groups = @train_size.nil? ? n_groups - n_test_groups : (@train_size * n_groups).floor.to_i
|
77
|
-
|
78
|
-
unless n_test_groups.between?(1, n_groups)
|
79
|
-
raise RangeError,
|
80
|
-
'The number of groups in test split must be not less than 1 and not more than the number of groups.'
|
81
|
-
end
|
82
|
-
unless n_train_groups.between?(1, n_groups)
|
83
|
-
raise RangeError,
|
84
|
-
'The number of groups in train split must be not less than 1 and not more than the number of groups.'
|
85
|
-
end
|
86
|
-
if (n_test_groups + n_train_groups) > n_groups
|
87
|
-
raise RangeError,
|
88
|
-
'The total number of groups in test split and train split must be not more than the number of groups.'
|
89
|
-
end
|
90
|
-
|
91
|
-
sub_rng = @rng.dup
|
92
|
-
|
93
|
-
Array.new(@n_splits) do
|
94
|
-
test_group_ids = classes.sample(n_test_groups, random: sub_rng)
|
95
|
-
train_group_ids = if @train_size.nil?
|
96
|
-
classes - test_group_ids
|
97
|
-
else
|
98
|
-
(classes - test_group_ids).sample(n_train_groups, random: sub_rng)
|
99
|
-
end
|
100
|
-
test_ids = in1d(groups, test_group_ids).where.to_a
|
101
|
-
train_ids = in1d(groups, train_group_ids).where.to_a
|
102
|
-
[train_ids, test_ids]
|
103
|
-
end
|
104
|
-
end
|
105
|
-
|
106
|
-
private
|
107
|
-
|
108
|
-
def in1d(a, b)
|
109
|
-
res = Numo::Bit.zeros(a.shape[0])
|
110
|
-
b.each { |v| res |= a.eq(v) }
|
111
|
-
res
|
112
|
-
end
|
113
|
-
end
|
114
|
-
end
|
115
|
-
end
|
@@ -1,81 +0,0 @@
|
|
1
|
-
# frozen_string_literal: true
|
2
|
-
|
3
|
-
require 'rumale/base/splitter'
|
4
|
-
|
5
|
-
module Rumale
|
6
|
-
# This module consists of the classes for model validation techniques.
|
7
|
-
module ModelSelection
|
8
|
-
# KFold is a class that generates the set of data indices for K-fold cross-validation.
|
9
|
-
#
|
10
|
-
# @example
|
11
|
-
# kf = Rumale::ModelSelection::KFold.new(n_splits: 3, shuffle: true, random_seed: 1)
|
12
|
-
# kf.split(samples, labels).each do |train_ids, test_ids|
|
13
|
-
# train_samples = samples[train_ids, true]
|
14
|
-
# test_samples = samples[test_ids, true]
|
15
|
-
# ...
|
16
|
-
# end
|
17
|
-
#
|
18
|
-
class KFold
|
19
|
-
include Base::Splitter
|
20
|
-
|
21
|
-
# Return the number of folds.
|
22
|
-
# @return [Integer]
|
23
|
-
attr_reader :n_splits
|
24
|
-
|
25
|
-
# Return the flag indicating whether to shuffle the dataset.
|
26
|
-
# @return [Boolean]
|
27
|
-
attr_reader :shuffle
|
28
|
-
|
29
|
-
# Return the random generator for shuffling the dataset.
|
30
|
-
# @return [Random]
|
31
|
-
attr_reader :rng
|
32
|
-
|
33
|
-
# Create a new data splitter for K-fold cross validation.
|
34
|
-
#
|
35
|
-
# @param n_splits [Integer] The number of folds.
|
36
|
-
# @param shuffle [Boolean] The flag indicating whether to shuffle the dataset.
|
37
|
-
# @param random_seed [Integer] The seed value using to initialize the random generator.
|
38
|
-
def initialize(n_splits: 3, shuffle: false, random_seed: nil)
|
39
|
-
check_params_numeric(n_splits: n_splits)
|
40
|
-
check_params_boolean(shuffle: shuffle)
|
41
|
-
check_params_numeric_or_nil(random_seed: random_seed)
|
42
|
-
check_params_positive(n_splits: n_splits)
|
43
|
-
@n_splits = n_splits
|
44
|
-
@shuffle = shuffle
|
45
|
-
@random_seed = random_seed
|
46
|
-
@random_seed ||= srand
|
47
|
-
@rng = Random.new(@random_seed)
|
48
|
-
end
|
49
|
-
|
50
|
-
# Generate data indices for K-fold cross validation.
|
51
|
-
#
|
52
|
-
# @param x [Numo::DFloat] (shape: [n_samples, n_features])
|
53
|
-
# The dataset to be used to generate data indices for K-fold cross validation.
|
54
|
-
# @return [Array] The set of data indices for constructing the training and testing dataset in each fold.
|
55
|
-
def split(x, _y = nil)
|
56
|
-
x = check_convert_sample_array(x)
|
57
|
-
# Initialize and check some variables.
|
58
|
-
n_samples, = x.shape
|
59
|
-
unless @n_splits.between?(2, n_samples)
|
60
|
-
raise ArgumentError,
|
61
|
-
'The value of n_splits must be not less than 2 and not more than the number of samples.'
|
62
|
-
end
|
63
|
-
sub_rng = @rng.dup
|
64
|
-
# Splits dataset ids to each fold.
|
65
|
-
dataset_ids = Array(0...n_samples)
|
66
|
-
dataset_ids.shuffle!(random: sub_rng) if @shuffle
|
67
|
-
fold_sets = Array.new(@n_splits) do |n|
|
68
|
-
n_fold_samples = n_samples / @n_splits
|
69
|
-
n_fold_samples += 1 if n < n_samples % @n_splits
|
70
|
-
dataset_ids.shift(n_fold_samples)
|
71
|
-
end
|
72
|
-
# Returns array consisting of the training and testing ids for each fold.
|
73
|
-
Array.new(@n_splits) do |n|
|
74
|
-
train_ids = fold_sets.select.with_index { |_, id| id != n }.flatten
|
75
|
-
test_ids = fold_sets[n]
|
76
|
-
[train_ids, test_ids]
|
77
|
-
end
|
78
|
-
end
|
79
|
-
end
|
80
|
-
end
|
81
|
-
end
|
@@ -1,90 +0,0 @@
|
|
1
|
-
# frozen_string_literal: true
|
2
|
-
|
3
|
-
require 'rumale/base/splitter'
|
4
|
-
|
5
|
-
module Rumale
|
6
|
-
module ModelSelection
|
7
|
-
# ShuffleSplit is a class that generates the set of data indices for random permutation cross-validation.
|
8
|
-
#
|
9
|
-
# @example
|
10
|
-
# ss = Rumale::ModelSelection::ShuffleSplit.new(n_splits: 3, test_size: 0.2, random_seed: 1)
|
11
|
-
# ss.split(samples, labels).each do |train_ids, test_ids|
|
12
|
-
# train_samples = samples[train_ids, true]
|
13
|
-
# test_samples = samples[test_ids, true]
|
14
|
-
# ...
|
15
|
-
# end
|
16
|
-
#
|
17
|
-
class ShuffleSplit
|
18
|
-
include Base::Splitter
|
19
|
-
|
20
|
-
# Return the number of folds.
|
21
|
-
# @return [Integer]
|
22
|
-
attr_reader :n_splits
|
23
|
-
|
24
|
-
# Return the random generator for shuffling the dataset.
|
25
|
-
# @return [Random]
|
26
|
-
attr_reader :rng
|
27
|
-
|
28
|
-
# Create a new data splitter for random permutation cross validation.
|
29
|
-
#
|
30
|
-
# @param n_splits [Integer] The number of folds.
|
31
|
-
# @param test_size [Float] The ratio of number of samples for test data.
|
32
|
-
# @param train_size [Float] The ratio of number of samples for train data.
|
33
|
-
# @param random_seed [Integer] The seed value using to initialize the random generator.
|
34
|
-
def initialize(n_splits: 3, test_size: 0.1, train_size: nil, random_seed: nil)
|
35
|
-
check_params_numeric(n_splits: n_splits, test_size: test_size)
|
36
|
-
check_params_numeric_or_nil(train_size: train_size, random_seed: random_seed)
|
37
|
-
check_params_positive(n_splits: n_splits)
|
38
|
-
check_params_positive(test_size: test_size)
|
39
|
-
check_params_positive(train_size: train_size) unless train_size.nil?
|
40
|
-
@n_splits = n_splits
|
41
|
-
@test_size = test_size
|
42
|
-
@train_size = train_size
|
43
|
-
@random_seed = random_seed
|
44
|
-
@random_seed ||= srand
|
45
|
-
@rng = Random.new(@random_seed)
|
46
|
-
end
|
47
|
-
|
48
|
-
# Generate data indices for random permutation cross validation.
|
49
|
-
#
|
50
|
-
# @param x [Numo::DFloat] (shape: [n_samples, n_features])
|
51
|
-
# The dataset to be used to generate data indices for random permutation cross validation.
|
52
|
-
# @return [Array] The set of data indices for constructing the training and testing dataset in each fold.
|
53
|
-
def split(x, _y = nil)
|
54
|
-
x = check_convert_sample_array(x)
|
55
|
-
# Initialize and check some variables.
|
56
|
-
n_samples = x.shape[0]
|
57
|
-
n_test_samples = (@test_size * n_samples).ceil.to_i
|
58
|
-
n_train_samples = @train_size.nil? ? n_samples - n_test_samples : (@train_size * n_samples).floor.to_i
|
59
|
-
unless @n_splits.between?(1, n_samples)
|
60
|
-
raise ArgumentError,
|
61
|
-
'The value of n_splits must be not less than 1 and not more than the number of samples.'
|
62
|
-
end
|
63
|
-
unless n_test_samples.between?(1, n_samples)
|
64
|
-
raise RangeError,
|
65
|
-
'The number of samples in test split must be not less than 1 and not more than the number of samples.'
|
66
|
-
end
|
67
|
-
unless n_train_samples.between?(1, n_samples)
|
68
|
-
raise RangeError,
|
69
|
-
'The number of samples in train split must be not less than 1 and not more than the number of samples.'
|
70
|
-
end
|
71
|
-
if (n_test_samples + n_train_samples) > n_samples
|
72
|
-
raise RangeError,
|
73
|
-
'The total number of samples in test split and train split must be not more than the number of samples.'
|
74
|
-
end
|
75
|
-
sub_rng = @rng.dup
|
76
|
-
# Returns array consisting of the training and testing ids for each fold.
|
77
|
-
dataset_ids = Array(0...n_samples)
|
78
|
-
Array.new(@n_splits) do
|
79
|
-
test_ids = dataset_ids.sample(n_test_samples, random: sub_rng)
|
80
|
-
train_ids = if @train_size.nil?
|
81
|
-
dataset_ids - test_ids
|
82
|
-
else
|
83
|
-
(dataset_ids - test_ids).sample(n_train_samples, random: sub_rng)
|
84
|
-
end
|
85
|
-
[train_ids, test_ids]
|
86
|
-
end
|
87
|
-
end
|
88
|
-
end
|
89
|
-
end
|
90
|
-
end
|
@@ -1,99 +0,0 @@
|
|
1
|
-
# frozen_string_literal: true
|
2
|
-
|
3
|
-
require 'rumale/base/splitter'
|
4
|
-
|
5
|
-
module Rumale
|
6
|
-
module ModelSelection
|
7
|
-
# StratifiedKFold is a class that generates the set of data indices for K-fold cross-validation.
|
8
|
-
# The proportion of the number of samples in each class will be almost equal for each fold.
|
9
|
-
#
|
10
|
-
# @example
|
11
|
-
# kf = Rumale::ModelSelection::StratifiedKFold.new(n_splits: 3, shuffle: true, random_seed: 1)
|
12
|
-
# kf.split(samples, labels).each do |train_ids, test_ids|
|
13
|
-
# train_samples = samples[train_ids, true]
|
14
|
-
# test_samples = samples[test_ids, true]
|
15
|
-
# ...
|
16
|
-
# end
|
17
|
-
#
|
18
|
-
class StratifiedKFold
|
19
|
-
include Base::Splitter
|
20
|
-
|
21
|
-
# Return the number of folds.
|
22
|
-
# @return [Integer]
|
23
|
-
attr_reader :n_splits
|
24
|
-
|
25
|
-
# Return the flag indicating whether to shuffle the dataset.
|
26
|
-
# @return [Boolean]
|
27
|
-
attr_reader :shuffle
|
28
|
-
|
29
|
-
# Return the random generator for shuffling the dataset.
|
30
|
-
# @return [Random]
|
31
|
-
attr_reader :rng
|
32
|
-
|
33
|
-
# Create a new data splitter for stratified K-fold cross validation.
|
34
|
-
#
|
35
|
-
# @param n_splits [Integer] The number of folds.
|
36
|
-
# @param shuffle [Boolean] The flag indicating whether to shuffle the dataset.
|
37
|
-
# @param random_seed [Integer] The seed value using to initialize the random generator.
|
38
|
-
def initialize(n_splits: 3, shuffle: false, random_seed: nil)
|
39
|
-
check_params_numeric(n_splits: n_splits)
|
40
|
-
check_params_boolean(shuffle: shuffle)
|
41
|
-
check_params_numeric_or_nil(random_seed: random_seed)
|
42
|
-
check_params_positive(n_splits: n_splits)
|
43
|
-
@n_splits = n_splits
|
44
|
-
@shuffle = shuffle
|
45
|
-
@random_seed = random_seed
|
46
|
-
@random_seed ||= srand
|
47
|
-
@rng = Random.new(@random_seed)
|
48
|
-
end
|
49
|
-
|
50
|
-
# Generate data indices for stratified K-fold cross validation.
|
51
|
-
#
|
52
|
-
# @param x [Numo::DFloat] (shape: [n_samples, n_features])
|
53
|
-
# The dataset to be used to generate data indices for stratified K-fold cross validation.
|
54
|
-
# This argument exists to unify the interface between the K-fold methods, it is not used in the method.
|
55
|
-
# @param y [Numo::Int32] (shape: [n_samples])
|
56
|
-
# The labels to be used to generate data indices for stratified K-fold cross validation.
|
57
|
-
# @return [Array] The set of data indices for constructing the training and testing dataset in each fold.
|
58
|
-
def split(x, y)
|
59
|
-
x = check_convert_sample_array(x)
|
60
|
-
y = check_convert_label_array(y)
|
61
|
-
check_sample_label_size(x, y)
|
62
|
-
# Check the number of samples in each class.
|
63
|
-
unless valid_n_splits?(y)
|
64
|
-
raise ArgumentError,
|
65
|
-
'The value of n_splits must be not less than 2 and not more than the number of samples in each class.'
|
66
|
-
end
|
67
|
-
# Splits dataset ids of each class to each fold.
|
68
|
-
sub_rng = @rng.dup
|
69
|
-
fold_sets_each_class = y.to_a.uniq.map { |label| fold_sets(y, label, sub_rng) }
|
70
|
-
# Returns array consisting of the training and testing ids for each fold.
|
71
|
-
Array.new(@n_splits) { |fold_id| train_test_sets(fold_sets_each_class, fold_id) }
|
72
|
-
end
|
73
|
-
|
74
|
-
private
|
75
|
-
|
76
|
-
def valid_n_splits?(y)
|
77
|
-
y.to_a.uniq.map { |label| y.eq(label).where.size }.all? { |n_samples| @n_splits.between?(2, n_samples) }
|
78
|
-
end
|
79
|
-
|
80
|
-
def fold_sets(y, label, sub_rng)
|
81
|
-
sample_ids = y.eq(label).where.to_a
|
82
|
-
sample_ids.shuffle!(random: sub_rng) if @shuffle
|
83
|
-
n_samples = sample_ids.size
|
84
|
-
Array.new(@n_splits) do |n|
|
85
|
-
n_fold_samples = n_samples / @n_splits
|
86
|
-
n_fold_samples += 1 if n < n_samples % @n_splits
|
87
|
-
sample_ids.shift(n_fold_samples)
|
88
|
-
end
|
89
|
-
end
|
90
|
-
|
91
|
-
def train_test_sets(fold_sets_each_class, fold_id)
|
92
|
-
train_test_sets_each_class = fold_sets_each_class.map do |folds|
|
93
|
-
folds.partition.with_index { |_, id| id != fold_id }.map(&:flatten)
|
94
|
-
end
|
95
|
-
train_test_sets_each_class.transpose.map(&:flatten)
|
96
|
-
end
|
97
|
-
end
|
98
|
-
end
|
99
|
-
end
|
@@ -1,118 +0,0 @@
|
|
1
|
-
# frozen_string_literal: true
|
2
|
-
|
3
|
-
require 'rumale/base/splitter'
|
4
|
-
|
5
|
-
module Rumale
|
6
|
-
module ModelSelection
|
7
|
-
# StratifiedShuffleSplit is a class that generates the set of data indices for random permutation cross-validation.
|
8
|
-
# The proportion of the number of samples in each class will be almost equal for each fold.
|
9
|
-
#
|
10
|
-
# @example
|
11
|
-
# ss = Rumale::ModelSelection::StratifiedShuffleSplit.new(n_splits: 3, test_size: 0.2, random_seed: 1)
|
12
|
-
# ss.split(samples, labels).each do |train_ids, test_ids|
|
13
|
-
# train_samples = samples[train_ids, true]
|
14
|
-
# test_samples = samples[test_ids, true]
|
15
|
-
# ...
|
16
|
-
# end
|
17
|
-
#
|
18
|
-
class StratifiedShuffleSplit
|
19
|
-
include Base::Splitter
|
20
|
-
|
21
|
-
# Return the number of folds.
|
22
|
-
# @return [Integer]
|
23
|
-
attr_reader :n_splits
|
24
|
-
|
25
|
-
# Return the random generator for shuffling the dataset.
|
26
|
-
# @return [Random]
|
27
|
-
attr_reader :rng
|
28
|
-
|
29
|
-
# Create a new data splitter for random permutation cross validation.
|
30
|
-
#
|
31
|
-
# @param n_splits [Integer] The number of folds.
|
32
|
-
# @param test_size [Float] The ratio of number of samples for test data.
|
33
|
-
# @param train_size [Float] The ratio of number of samples for train data.
|
34
|
-
# @param random_seed [Integer] The seed value using to initialize the random generator.
|
35
|
-
def initialize(n_splits: 3, test_size: 0.1, train_size: nil, random_seed: nil)
|
36
|
-
check_params_numeric(n_splits: n_splits, test_size: test_size)
|
37
|
-
check_params_numeric_or_nil(train_size: train_size, random_seed: random_seed)
|
38
|
-
check_params_positive(n_splits: n_splits)
|
39
|
-
check_params_positive(test_size: test_size)
|
40
|
-
check_params_positive(train_size: train_size) unless train_size.nil?
|
41
|
-
@n_splits = n_splits
|
42
|
-
@test_size = test_size
|
43
|
-
@train_size = train_size
|
44
|
-
@random_seed = random_seed
|
45
|
-
@random_seed ||= srand
|
46
|
-
@rng = Random.new(@random_seed)
|
47
|
-
end
|
48
|
-
|
49
|
-
# Generate data indices for stratified random permutation cross validation.
|
50
|
-
#
|
51
|
-
# @param x [Numo::DFloat] (shape: [n_samples, n_features])
|
52
|
-
# The dataset to be used to generate data indices for stratified random permutation cross validation.
|
53
|
-
# This argument exists to unify the interface between the K-fold methods, it is not used in the method.
|
54
|
-
# @param y [Numo::Int32] (shape: [n_samples])
|
55
|
-
# The labels to be used to generate data indices for stratified random permutation 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)
|
58
|
-
x = check_convert_sample_array(x)
|
59
|
-
y = check_convert_label_array(y)
|
60
|
-
check_sample_label_size(x, y)
|
61
|
-
# Initialize and check some variables.
|
62
|
-
train_sz = @train_size.nil? ? 1.0 - @test_size : @train_size
|
63
|
-
sub_rng = @rng.dup
|
64
|
-
# Check the number of samples in each class.
|
65
|
-
unless valid_n_splits?(y)
|
66
|
-
raise ArgumentError,
|
67
|
-
'The value of n_splits must be not less than 1 and not more than the number of samples in each class.'
|
68
|
-
end
|
69
|
-
unless enough_data_size_each_class?(y, @test_size, 'test')
|
70
|
-
raise RangeError,
|
71
|
-
'The number of samples in test split must be not less than 1 and not more than the number of samples in each class.'
|
72
|
-
end
|
73
|
-
unless enough_data_size_each_class?(y, train_sz, 'train')
|
74
|
-
raise RangeError,
|
75
|
-
'The number of samples in train split must be not less than 1 and not more than the number of samples in each class.'
|
76
|
-
end
|
77
|
-
unless enough_data_size_each_class?(y, train_sz + @test_size, 'train')
|
78
|
-
raise RangeError,
|
79
|
-
'The total number of samples in test split and train split must be not more than the number of samples in each class.'
|
80
|
-
end
|
81
|
-
# Returns array consisting of the training and testing ids for each fold.
|
82
|
-
sample_ids_each_class = y.to_a.uniq.map { |label| y.eq(label).where.to_a }
|
83
|
-
Array.new(@n_splits) do
|
84
|
-
train_ids = []
|
85
|
-
test_ids = []
|
86
|
-
sample_ids_each_class.each do |sample_ids|
|
87
|
-
n_samples = sample_ids.size
|
88
|
-
n_test_samples = (@test_size * n_samples).ceil.to_i
|
89
|
-
test_ids += sample_ids.sample(n_test_samples, random: sub_rng)
|
90
|
-
train_ids += if @train_size.nil?
|
91
|
-
sample_ids - test_ids
|
92
|
-
else
|
93
|
-
n_train_samples = (train_sz * n_samples).floor.to_i
|
94
|
-
(sample_ids - test_ids).sample(n_train_samples, random: sub_rng)
|
95
|
-
end
|
96
|
-
end
|
97
|
-
[train_ids, test_ids]
|
98
|
-
end
|
99
|
-
end
|
100
|
-
|
101
|
-
private
|
102
|
-
|
103
|
-
def valid_n_splits?(y)
|
104
|
-
y.to_a.uniq.map { |label| y.eq(label).where.size }.all? { |n_samples| @n_splits.between?(1, n_samples) }
|
105
|
-
end
|
106
|
-
|
107
|
-
def enough_data_size_each_class?(y, data_size, data_type)
|
108
|
-
y.to_a.uniq.map { |label| y.eq(label).where.size }.all? do |n_samples|
|
109
|
-
if data_type == 'test'
|
110
|
-
(data_size * n_samples).ceil.to_i.between?(1, n_samples)
|
111
|
-
else
|
112
|
-
(data_size * n_samples).floor.to_i.between?(1, n_samples)
|
113
|
-
end
|
114
|
-
end
|
115
|
-
end
|
116
|
-
end
|
117
|
-
end
|
118
|
-
end
|
@@ -1,91 +0,0 @@
|
|
1
|
-
# frozen_string_literal: true
|
2
|
-
|
3
|
-
require 'rumale/base/splitter'
|
4
|
-
|
5
|
-
module Rumale
|
6
|
-
module ModelSelection
|
7
|
-
# TimeSeriesSplit is a class that generates the set of data indices for time series cross-validation.
|
8
|
-
# It is assumed that the dataset given are already ordered by time information.
|
9
|
-
#
|
10
|
-
# @example
|
11
|
-
# cv = Rumale::ModelSelection::TimeSeriesSplit.new(n_splits: 5)
|
12
|
-
# x = Numo::DFloat.new(6, 2).rand
|
13
|
-
# cv.split(x, nil).each do |train_ids, test_ids|
|
14
|
-
# puts '---'
|
15
|
-
# pp train_ids
|
16
|
-
# pp test_ids
|
17
|
-
# end
|
18
|
-
#
|
19
|
-
# # ---
|
20
|
-
# # [0]
|
21
|
-
# # [1]
|
22
|
-
# # ---
|
23
|
-
# # [0, 1]
|
24
|
-
# # [2]
|
25
|
-
# # ---
|
26
|
-
# # [0, 1, 2]
|
27
|
-
# # [3]
|
28
|
-
# # ---
|
29
|
-
# # [0, 1, 2, 3]
|
30
|
-
# # [4]
|
31
|
-
# # ---
|
32
|
-
# # [0, 1, 2, 3, 4]
|
33
|
-
# # [5]
|
34
|
-
#
|
35
|
-
class TimeSeriesSplit
|
36
|
-
include Base::Splitter
|
37
|
-
|
38
|
-
# Return the number of splits.
|
39
|
-
# @return [Integer]
|
40
|
-
attr_reader :n_splits
|
41
|
-
|
42
|
-
# Return the maximum number of training samples in a split.
|
43
|
-
# @return [Integer/Nil]
|
44
|
-
attr_reader :max_train_size
|
45
|
-
|
46
|
-
# Create a new data splitter for time series cross-validation.
|
47
|
-
#
|
48
|
-
# @param n_splits [Integer] The number of splits.
|
49
|
-
# @param max_train_size [Integer/Nil] The maximum number of training samples in a split.
|
50
|
-
def initialize(n_splits: 5, max_train_size: nil)
|
51
|
-
check_params_numeric(n_splits: n_splits)
|
52
|
-
check_params_numeric_or_nil(max_train_size: max_train_size)
|
53
|
-
@n_splits = n_splits
|
54
|
-
@max_train_size = max_train_size
|
55
|
-
end
|
56
|
-
|
57
|
-
# Generate data indices for time series cross-validation.
|
58
|
-
#
|
59
|
-
# @overload split(x, y) -> Array
|
60
|
-
# @param x [Numo::DFloat] (shape: [n_samples, n_features])
|
61
|
-
# The dataset to be used to generate data indices for time series cross-validation.
|
62
|
-
# It is expected that the data will be ordered by time information.
|
63
|
-
# @param y [Numo::Int32] (shape: [n_samples])
|
64
|
-
# This argument exists to unify the interface between the K-fold methods, it is not used in the method.
|
65
|
-
# @return [Array] The set of data indices for constructing the training and testing dataset in each fold.
|
66
|
-
def split(x, _y)
|
67
|
-
x = check_convert_sample_array(x)
|
68
|
-
|
69
|
-
n_samples = x.shape[0]
|
70
|
-
unless (@n_splits + 1).between?(2, n_samples)
|
71
|
-
raise ArgumentError,
|
72
|
-
'The number of folds (n_splits + 1) must be not less than 2 and not more than the number of samples.'
|
73
|
-
end
|
74
|
-
|
75
|
-
test_size = n_samples / (@n_splits + 1)
|
76
|
-
offset = test_size + n_samples % (@n_splits + 1)
|
77
|
-
|
78
|
-
Array.new(@n_splits) do |n|
|
79
|
-
start = offset * (n + 1)
|
80
|
-
train_ids = if !@max_train_size.nil? && @max_train_size < test_size
|
81
|
-
Array((start - @max_train_size)...start)
|
82
|
-
else
|
83
|
-
Array(0...start)
|
84
|
-
end
|
85
|
-
test_ids = Array(start...(start + test_size))
|
86
|
-
[train_ids, test_ids]
|
87
|
-
end
|
88
|
-
end
|
89
|
-
end
|
90
|
-
end
|
91
|
-
end
|
@@ -1,83 +0,0 @@
|
|
1
|
-
# frozen_string_literal: true
|
2
|
-
|
3
|
-
require 'rumale/base/base_estimator'
|
4
|
-
require 'rumale/base/classifier'
|
5
|
-
|
6
|
-
module Rumale
|
7
|
-
# This module consists of the classes that implement multi-class classification strategy.
|
8
|
-
module Multiclass
|
9
|
-
# @note
|
10
|
-
# All classifier in Rumale support multi-class classifiction since version 0.2.7.
|
11
|
-
# There is no need to explicitly use this class for multiclass classifiction.
|
12
|
-
#
|
13
|
-
# OneVsRestClassifier is a class that implements One-vs-Rest (OvR) strategy for multi-class classification.
|
14
|
-
#
|
15
|
-
# @example
|
16
|
-
# base_estimator = Rumale::LinearModel::LogisticRegression.new
|
17
|
-
# estimator = Rumale::Multiclass::OneVsRestClassifier.new(estimator: base_estimator)
|
18
|
-
# estimator.fit(training_samples, training_labels)
|
19
|
-
# results = estimator.predict(testing_samples)
|
20
|
-
class OneVsRestClassifier
|
21
|
-
include Base::BaseEstimator
|
22
|
-
include Base::Classifier
|
23
|
-
|
24
|
-
# Return the set of estimators.
|
25
|
-
# @return [Array<Classifier>]
|
26
|
-
attr_reader :estimators
|
27
|
-
|
28
|
-
# Return the class labels.
|
29
|
-
# @return [Numo::Int32] (shape: [n_classes])
|
30
|
-
attr_reader :classes
|
31
|
-
|
32
|
-
# Create a new multi-class classifier with the one-vs-rest startegy.
|
33
|
-
#
|
34
|
-
# @param estimator [Classifier] The (binary) classifier for construction a multi-class classifier.
|
35
|
-
def initialize(estimator: nil)
|
36
|
-
check_params_type(Rumale::Base::BaseEstimator, estimator: estimator)
|
37
|
-
@params = {}
|
38
|
-
@params[:estimator] = estimator
|
39
|
-
@estimators = nil
|
40
|
-
@classes = nil
|
41
|
-
end
|
42
|
-
|
43
|
-
# Fit the model with given training data.
|
44
|
-
#
|
45
|
-
# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
|
46
|
-
# @param y [Numo::Int32] (shape: [n_samples]) The labels to be used for fitting the model.
|
47
|
-
# @return [OneVsRestClassifier] The learned classifier itself.
|
48
|
-
def fit(x, y)
|
49
|
-
x = check_convert_sample_array(x)
|
50
|
-
y = check_convert_label_array(y)
|
51
|
-
check_sample_label_size(x, y)
|
52
|
-
y_arr = y.to_a
|
53
|
-
@classes = Numo::Int32.asarray(y_arr.uniq.sort)
|
54
|
-
@estimators = @classes.to_a.map do |label|
|
55
|
-
bin_y = Numo::Int32.asarray(y_arr.map { |l| l == label ? 1 : -1 })
|
56
|
-
@params[:estimator].dup.fit(x, bin_y)
|
57
|
-
end
|
58
|
-
self
|
59
|
-
end
|
60
|
-
|
61
|
-
# Calculate confidence scores for samples.
|
62
|
-
#
|
63
|
-
# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to compute the scores.
|
64
|
-
# @return [Numo::DFloat] (shape: [n_samples, n_classes]) Confidence scores per sample for each class.
|
65
|
-
def decision_function(x)
|
66
|
-
x = check_convert_sample_array(x)
|
67
|
-
n_classes = @classes.size
|
68
|
-
Numo::DFloat.asarray(Array.new(n_classes) { |m| @estimators[m].decision_function(x).to_a }).transpose
|
69
|
-
end
|
70
|
-
|
71
|
-
# Predict class labels for samples.
|
72
|
-
#
|
73
|
-
# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels.
|
74
|
-
# @return [Numo::Int32] (shape: [n_samples]) Predicted class label per sample.
|
75
|
-
def predict(x)
|
76
|
-
x = check_convert_sample_array(x)
|
77
|
-
n_samples, = x.shape
|
78
|
-
decision_values = decision_function(x)
|
79
|
-
Numo::Int32.asarray(Array.new(n_samples) { |n| @classes[decision_values[n, true].max_index] })
|
80
|
-
end
|
81
|
-
end
|
82
|
-
end
|
83
|
-
end
|