rumale 0.23.3 → 0.24.0

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Files changed (142) hide show
  1. checksums.yaml +4 -4
  2. data/LICENSE.txt +5 -1
  3. data/README.md +3 -288
  4. data/lib/rumale/version.rb +1 -1
  5. data/lib/rumale.rb +20 -131
  6. metadata +252 -150
  7. data/CHANGELOG.md +0 -643
  8. data/CODE_OF_CONDUCT.md +0 -74
  9. data/ext/rumale/extconf.rb +0 -37
  10. data/ext/rumale/rumaleext.c +0 -545
  11. data/ext/rumale/rumaleext.h +0 -12
  12. data/lib/rumale/base/base_estimator.rb +0 -49
  13. data/lib/rumale/base/classifier.rb +0 -36
  14. data/lib/rumale/base/cluster_analyzer.rb +0 -31
  15. data/lib/rumale/base/evaluator.rb +0 -17
  16. data/lib/rumale/base/regressor.rb +0 -36
  17. data/lib/rumale/base/splitter.rb +0 -21
  18. data/lib/rumale/base/transformer.rb +0 -22
  19. data/lib/rumale/clustering/dbscan.rb +0 -123
  20. data/lib/rumale/clustering/gaussian_mixture.rb +0 -218
  21. data/lib/rumale/clustering/hdbscan.rb +0 -291
  22. data/lib/rumale/clustering/k_means.rb +0 -122
  23. data/lib/rumale/clustering/k_medoids.rb +0 -141
  24. data/lib/rumale/clustering/mini_batch_k_means.rb +0 -139
  25. data/lib/rumale/clustering/power_iteration.rb +0 -127
  26. data/lib/rumale/clustering/single_linkage.rb +0 -203
  27. data/lib/rumale/clustering/snn.rb +0 -76
  28. data/lib/rumale/clustering/spectral_clustering.rb +0 -115
  29. data/lib/rumale/dataset.rb +0 -246
  30. data/lib/rumale/decomposition/factor_analysis.rb +0 -150
  31. data/lib/rumale/decomposition/fast_ica.rb +0 -188
  32. data/lib/rumale/decomposition/nmf.rb +0 -124
  33. data/lib/rumale/decomposition/pca.rb +0 -159
  34. data/lib/rumale/ensemble/ada_boost_classifier.rb +0 -179
  35. data/lib/rumale/ensemble/ada_boost_regressor.rb +0 -160
  36. data/lib/rumale/ensemble/extra_trees_classifier.rb +0 -139
  37. data/lib/rumale/ensemble/extra_trees_regressor.rb +0 -125
  38. data/lib/rumale/ensemble/gradient_boosting_classifier.rb +0 -306
  39. data/lib/rumale/ensemble/gradient_boosting_regressor.rb +0 -237
  40. data/lib/rumale/ensemble/random_forest_classifier.rb +0 -189
  41. data/lib/rumale/ensemble/random_forest_regressor.rb +0 -153
  42. data/lib/rumale/ensemble/stacking_classifier.rb +0 -215
  43. data/lib/rumale/ensemble/stacking_regressor.rb +0 -163
  44. data/lib/rumale/ensemble/voting_classifier.rb +0 -126
  45. data/lib/rumale/ensemble/voting_regressor.rb +0 -82
  46. data/lib/rumale/evaluation_measure/accuracy.rb +0 -29
  47. data/lib/rumale/evaluation_measure/adjusted_rand_score.rb +0 -74
  48. data/lib/rumale/evaluation_measure/calinski_harabasz_score.rb +0 -56
  49. data/lib/rumale/evaluation_measure/davies_bouldin_score.rb +0 -53
  50. data/lib/rumale/evaluation_measure/explained_variance_score.rb +0 -39
  51. data/lib/rumale/evaluation_measure/f_score.rb +0 -50
  52. data/lib/rumale/evaluation_measure/function.rb +0 -147
  53. data/lib/rumale/evaluation_measure/log_loss.rb +0 -45
  54. data/lib/rumale/evaluation_measure/mean_absolute_error.rb +0 -29
  55. data/lib/rumale/evaluation_measure/mean_squared_error.rb +0 -29
  56. data/lib/rumale/evaluation_measure/mean_squared_log_error.rb +0 -29
  57. data/lib/rumale/evaluation_measure/median_absolute_error.rb +0 -30
  58. data/lib/rumale/evaluation_measure/mutual_information.rb +0 -49
  59. data/lib/rumale/evaluation_measure/normalized_mutual_information.rb +0 -53
  60. data/lib/rumale/evaluation_measure/precision.rb +0 -50
  61. data/lib/rumale/evaluation_measure/precision_recall.rb +0 -96
  62. data/lib/rumale/evaluation_measure/purity.rb +0 -40
  63. data/lib/rumale/evaluation_measure/r2_score.rb +0 -43
  64. data/lib/rumale/evaluation_measure/recall.rb +0 -50
  65. data/lib/rumale/evaluation_measure/roc_auc.rb +0 -130
  66. data/lib/rumale/evaluation_measure/silhouette_score.rb +0 -82
  67. data/lib/rumale/feature_extraction/feature_hasher.rb +0 -110
  68. data/lib/rumale/feature_extraction/hash_vectorizer.rb +0 -155
  69. data/lib/rumale/feature_extraction/tfidf_transformer.rb +0 -113
  70. data/lib/rumale/kernel_approximation/nystroem.rb +0 -126
  71. data/lib/rumale/kernel_approximation/rbf.rb +0 -102
  72. data/lib/rumale/kernel_machine/kernel_fda.rb +0 -120
  73. data/lib/rumale/kernel_machine/kernel_pca.rb +0 -97
  74. data/lib/rumale/kernel_machine/kernel_ridge.rb +0 -82
  75. data/lib/rumale/kernel_machine/kernel_ridge_classifier.rb +0 -92
  76. data/lib/rumale/kernel_machine/kernel_svc.rb +0 -193
  77. data/lib/rumale/linear_model/base_sgd.rb +0 -285
  78. data/lib/rumale/linear_model/elastic_net.rb +0 -119
  79. data/lib/rumale/linear_model/lasso.rb +0 -115
  80. data/lib/rumale/linear_model/linear_regression.rb +0 -201
  81. data/lib/rumale/linear_model/logistic_regression.rb +0 -275
  82. data/lib/rumale/linear_model/nnls.rb +0 -137
  83. data/lib/rumale/linear_model/ridge.rb +0 -209
  84. data/lib/rumale/linear_model/svc.rb +0 -213
  85. data/lib/rumale/linear_model/svr.rb +0 -132
  86. data/lib/rumale/manifold/mds.rb +0 -155
  87. data/lib/rumale/manifold/tsne.rb +0 -222
  88. data/lib/rumale/metric_learning/fisher_discriminant_analysis.rb +0 -113
  89. data/lib/rumale/metric_learning/mlkr.rb +0 -161
  90. data/lib/rumale/metric_learning/neighbourhood_component_analysis.rb +0 -167
  91. data/lib/rumale/model_selection/cross_validation.rb +0 -125
  92. data/lib/rumale/model_selection/function.rb +0 -42
  93. data/lib/rumale/model_selection/grid_search_cv.rb +0 -225
  94. data/lib/rumale/model_selection/group_k_fold.rb +0 -93
  95. data/lib/rumale/model_selection/group_shuffle_split.rb +0 -115
  96. data/lib/rumale/model_selection/k_fold.rb +0 -81
  97. data/lib/rumale/model_selection/shuffle_split.rb +0 -90
  98. data/lib/rumale/model_selection/stratified_k_fold.rb +0 -99
  99. data/lib/rumale/model_selection/stratified_shuffle_split.rb +0 -118
  100. data/lib/rumale/model_selection/time_series_split.rb +0 -91
  101. data/lib/rumale/multiclass/one_vs_rest_classifier.rb +0 -83
  102. data/lib/rumale/naive_bayes/base_naive_bayes.rb +0 -47
  103. data/lib/rumale/naive_bayes/bernoulli_nb.rb +0 -82
  104. data/lib/rumale/naive_bayes/complement_nb.rb +0 -85
  105. data/lib/rumale/naive_bayes/gaussian_nb.rb +0 -69
  106. data/lib/rumale/naive_bayes/multinomial_nb.rb +0 -74
  107. data/lib/rumale/naive_bayes/negation_nb.rb +0 -71
  108. data/lib/rumale/nearest_neighbors/k_neighbors_classifier.rb +0 -133
  109. data/lib/rumale/nearest_neighbors/k_neighbors_regressor.rb +0 -108
  110. data/lib/rumale/nearest_neighbors/vp_tree.rb +0 -132
  111. data/lib/rumale/neural_network/adam.rb +0 -56
  112. data/lib/rumale/neural_network/base_mlp.rb +0 -248
  113. data/lib/rumale/neural_network/mlp_classifier.rb +0 -120
  114. data/lib/rumale/neural_network/mlp_regressor.rb +0 -90
  115. data/lib/rumale/pairwise_metric.rb +0 -152
  116. data/lib/rumale/pipeline/feature_union.rb +0 -69
  117. data/lib/rumale/pipeline/pipeline.rb +0 -175
  118. data/lib/rumale/preprocessing/bin_discretizer.rb +0 -93
  119. data/lib/rumale/preprocessing/binarizer.rb +0 -60
  120. data/lib/rumale/preprocessing/kernel_calculator.rb +0 -92
  121. data/lib/rumale/preprocessing/l1_normalizer.rb +0 -62
  122. data/lib/rumale/preprocessing/l2_normalizer.rb +0 -63
  123. data/lib/rumale/preprocessing/label_binarizer.rb +0 -89
  124. data/lib/rumale/preprocessing/label_encoder.rb +0 -79
  125. data/lib/rumale/preprocessing/max_abs_scaler.rb +0 -61
  126. data/lib/rumale/preprocessing/max_normalizer.rb +0 -62
  127. data/lib/rumale/preprocessing/min_max_scaler.rb +0 -76
  128. data/lib/rumale/preprocessing/one_hot_encoder.rb +0 -100
  129. data/lib/rumale/preprocessing/ordinal_encoder.rb +0 -109
  130. data/lib/rumale/preprocessing/polynomial_features.rb +0 -109
  131. data/lib/rumale/preprocessing/standard_scaler.rb +0 -71
  132. data/lib/rumale/probabilistic_output.rb +0 -114
  133. data/lib/rumale/tree/base_decision_tree.rb +0 -150
  134. data/lib/rumale/tree/decision_tree_classifier.rb +0 -150
  135. data/lib/rumale/tree/decision_tree_regressor.rb +0 -116
  136. data/lib/rumale/tree/extra_tree_classifier.rb +0 -107
  137. data/lib/rumale/tree/extra_tree_regressor.rb +0 -94
  138. data/lib/rumale/tree/gradient_tree_regressor.rb +0 -202
  139. data/lib/rumale/tree/node.rb +0 -39
  140. data/lib/rumale/utils.rb +0 -42
  141. data/lib/rumale/validation.rb +0 -128
  142. data/lib/rumale/values.rb +0 -13
@@ -1,115 +0,0 @@
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- # frozen_string_literal: true
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-
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- require 'rumale/base/splitter'
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-
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- module Rumale
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- module ModelSelection
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- # GroupShuffleSplit is a class that generates the set of data indices
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- # for random permutation cross-validation by randomly selecting group labels.
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- #
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- # @example
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- # cv = Rumale::ModelSelection::GroupShuffleSplit.new(n_splits: 2, test_size: 0.2, random_seed: 1)
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- # x = Numo::DFloat.new(8, 2).rand
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- # groups = Numo::Int32[1, 1, 1, 2, 2, 3, 3, 3]
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- # cv.split(x, nil, groups).each do |train_ids, test_ids|
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- # puts '---'
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- # pp train_ids
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- # pp test_ids
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- # end
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- #
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- # # ---
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- # # [0, 1, 2, 5, 6, 7]
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- # # [3, 4]
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- # # ---
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- # # [3, 4, 5, 6, 7]
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- # # [0, 1, 2]
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- #
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- class GroupShuffleSplit
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- include Base::Splitter
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-
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- # Return the number of folds.
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- # @return [Integer]
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- attr_reader :n_splits
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-
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- # Return the random generator for shuffling the dataset.
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- # @return [Random]
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- attr_reader :rng
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-
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- # Create a new data splitter for random permutation cross validation with given group labels.
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- #
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- # @param n_splits [Integer] The number of folds.
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- # @param test_size [Float] The ratio of number of groups for test data.
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- # @param train_size [Float/Nil] The ratio of number of groups for train data.
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- # @param random_seed [Integer] The seed value using to initialize the random generator.
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- def initialize(n_splits: 5, test_size: 0.2, train_size: nil, random_seed: nil)
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- check_params_numeric(n_splits: n_splits, test_size: test_size)
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- 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)
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- check_params_positive(train_size: train_size) unless train_size.nil?
50
- @n_splits = n_splits
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- @test_size = test_size
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- @train_size = train_size
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- @random_seed = random_seed
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- @random_seed ||= srand
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- @rng = Random.new(@random_seed)
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- end
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-
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- # Generate train and test data indices by randomly selecting group labels.
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- #
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- # @overload split(x, y, groups) -> Array
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- # @param x [Numo::DFloat] (shape: [n_samples, n_features])
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- # The dataset to be used to generate data indices for random permutation cross validation.
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- # @param y [Numo::Int32] (shape: [n_samples])
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- # This argument exists to unify the interface between the K-fold methods, it is not used in the method.
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- # @param groups [Numo::Int32] (shape: [n_samples])
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- # The group labels to be used to generate data indices for random permutation cross validation.
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- # @return [Array] The set of data indices for constructing the training and testing dataset in each fold.
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- 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)
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-
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
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-
78
- unless n_test_groups.between?(1, n_groups)
79
- raise RangeError,
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- '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)
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- raise RangeError,
84
- 'The number of groups in train split must be not less than 1 and not more than the number of groups.'
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- end
86
- if (n_test_groups + n_train_groups) > n_groups
87
- raise RangeError,
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- '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])
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- b.each { |v| res |= a.eq(v) }
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- res
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- end
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- end
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- end
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- end
@@ -1,81 +0,0 @@
1
- # frozen_string_literal: true
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-
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|
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- # train_samples = samples[train_ids, true]
14
- # test_samples = samples[test_ids, true]
15
- # ...
16
- # end
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- #
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]
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- [train_ids, test_ids]
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- end
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- end
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- end
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- end
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- 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