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
@@ -1,150 +0,0 @@
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- # frozen_string_literal: true
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-
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- require 'rumale/tree/base_decision_tree'
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- require 'rumale/base/classifier'
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-
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- module Rumale
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- module Tree
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- # DecisionTreeClassifier is a class that implements decision tree for classification.
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- #
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- # @example
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- # estimator =
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- # Rumale::Tree::DecisionTreeClassifier.new(
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- # criterion: 'gini', max_depth: 3, max_leaf_nodes: 10, min_samples_leaf: 5, random_seed: 1)
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- # estimator.fit(training_samples, traininig_labels)
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- # results = estimator.predict(testing_samples)
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- #
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- class DecisionTreeClassifier < BaseDecisionTree
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- include Base::Classifier
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- include ExtDecisionTreeClassifier
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-
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- # Return the class labels.
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- # @return [Numo::Int32] (size: n_classes)
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- attr_reader :classes
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-
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- # Return the importance for each feature.
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- # @return [Numo::DFloat] (size: n_features)
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- attr_reader :feature_importances
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-
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- # Return the learned tree.
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- # @return [Node]
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- attr_reader :tree
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-
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- # Return the random generator for random selection of feature index.
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- # @return [Random]
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- attr_reader :rng
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-
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- # Return the labels assigned each leaf.
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- # @return [Numo::Int32] (size: n_leafs)
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- attr_reader :leaf_labels
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-
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- # Create a new classifier with decision tree algorithm.
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- #
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- # @param criterion [String] The function to evaluate spliting point. Supported criteria are 'gini' and 'entropy'.
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- # @param max_depth [Integer] The maximum depth of the tree.
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- # If nil is given, decision tree grows without concern for depth.
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- # @param max_leaf_nodes [Integer] The maximum number of leaves on decision tree.
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- # If nil is given, number of leaves is not limited.
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- # @param min_samples_leaf [Integer] The minimum number of samples at a leaf node.
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- # @param max_features [Integer] The number of features to consider when searching optimal split point.
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- # If nil is given, split process considers all features.
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- # @param random_seed [Integer] The seed value using to initialize the random generator.
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- # It is used to randomly determine the order of features when deciding spliting point.
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- def initialize(criterion: 'gini', max_depth: nil, max_leaf_nodes: nil, min_samples_leaf: 1, max_features: nil,
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- random_seed: nil)
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- check_params_numeric_or_nil(max_depth: max_depth, max_leaf_nodes: max_leaf_nodes,
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- max_features: max_features, random_seed: random_seed)
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- check_params_numeric(min_samples_leaf: min_samples_leaf)
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- check_params_string(criterion: criterion)
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- check_params_positive(max_depth: max_depth, max_leaf_nodes: max_leaf_nodes,
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- min_samples_leaf: min_samples_leaf, max_features: max_features)
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- super
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- @leaf_labels = nil
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- end
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-
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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 [DecisionTreeClassifier] The learned classifier itself.
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- def fit(x, y)
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- x = check_convert_sample_array(x)
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- y = check_convert_label_array(y)
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- check_sample_label_size(x, y)
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- n_samples, n_features = x.shape
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- @params[:max_features] = n_features if @params[:max_features].nil?
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- @params[:max_features] = [@params[:max_features], n_features].min
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- uniq_y = y.to_a.uniq.sort
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- @classes = Numo::Int32.asarray(uniq_y)
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- @n_leaves = 0
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- @leaf_labels = []
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- @sub_rng = @rng.dup
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- build_tree(x, y.map { |v| uniq_y.index(v) })
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- eval_importance(n_samples, n_features)
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- @leaf_labels = Numo::Int32[*@leaf_labels]
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- self
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- end
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-
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- # Predict class labels for samples.
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- #
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- # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels.
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- # @return [Numo::Int32] (shape: [n_samples]) Predicted class label per sample.
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- def predict(x)
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- x = check_convert_sample_array(x)
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- @leaf_labels[apply(x)].dup
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- end
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-
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- # Predict probability for samples.
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- #
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- # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the 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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- x = check_convert_sample_array(x)
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- Numo::DFloat[*(Array.new(x.shape[0]) { |n| partial_predict_proba(@tree, x[n, true]) })]
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- end
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-
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- private
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-
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- def partial_predict_proba(tree, sample)
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- node = tree
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- until node.leaf
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- # :nocov:
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- node = if node.right.nil?
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- node.left
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- elsif node.left.nil?
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- node.right
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- # :nocov:
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- else
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- sample[node.feature_id] <= node.threshold ? node.left : node.right
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- end
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- end
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- node.probs
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- end
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-
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- def stop_growing?(y)
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- y[true, 0].to_a.uniq.size == 1
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- end
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-
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- def put_leaf(node, y)
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- node.probs = y.flatten.bincount(minlength: @classes.size) / node.n_samples.to_f
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- node.leaf = true
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- node.leaf_id = @n_leaves
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- @n_leaves += 1
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- @leaf_labels.push(@classes[node.probs.max_index])
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- node
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- end
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-
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- def best_split(features, y, whole_impurity)
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- order = features.sort_index
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- n_classes = @classes.size
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- find_split_params(@params[:criterion], whole_impurity, order, features, y[true, 0], n_classes)
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- end
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-
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- def impurity(y)
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- n_elements = y.shape[0]
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- n_classes = @classes.size
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- node_impurity(@params[:criterion], y[true, 0].dup, n_elements, n_classes)
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- end
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- end
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- end
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- end
@@ -1,116 +0,0 @@
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- # frozen_string_literal: true
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-
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- require 'rumale/tree/base_decision_tree'
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- require 'rumale/base/regressor'
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-
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- module Rumale
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- module Tree
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- # DecisionTreeRegressor is a class that implements decision tree for regression.
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- #
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- # @example
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- # estimator =
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- # Rumale::Tree::DecisionTreeRegressor.new(
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- # max_depth: 3, max_leaf_nodes: 10, min_samples_leaf: 5, random_seed: 1)
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- # estimator.fit(training_samples, traininig_values)
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- # results = estimator.predict(testing_samples)
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- #
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- class DecisionTreeRegressor < BaseDecisionTree
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- include Base::Regressor
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- include ExtDecisionTreeRegressor
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-
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- # Return the importance for each feature.
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- # @return [Numo::DFloat] (size: n_features)
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- attr_reader :feature_importances
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-
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- # Return the learned tree.
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- # @return [Node]
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- attr_reader :tree
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-
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- # Return the random generator for random selection of feature index.
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- # @return [Random]
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- attr_reader :rng
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-
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- # Return the values assigned each leaf.
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- # @return [Numo::DFloat] (shape: [n_leafs, n_outputs])
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- attr_reader :leaf_values
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-
37
- # Create a new regressor with decision tree algorithm.
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- #
39
- # @param criterion [String] The function to evaluate spliting point. Supported criteria are 'mae' and 'mse'.
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- # @param max_depth [Integer] The maximum depth of the tree.
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- # If nil is given, decision tree grows without concern for depth.
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- # @param max_leaf_nodes [Integer] The maximum number of leaves on decision tree.
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- # If nil is given, number of leaves is not limited.
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- # @param min_samples_leaf [Integer] The minimum number of samples at a leaf node.
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- # @param max_features [Integer] The number of features to consider when searching optimal split point.
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- # If nil is given, split process considers all features.
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- # @param random_seed [Integer] The seed value using to initialize the random generator.
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- # It is used to randomly determine the order of features when deciding spliting point.
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- def initialize(criterion: 'mse', max_depth: nil, max_leaf_nodes: nil, min_samples_leaf: 1, max_features: nil,
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- random_seed: nil)
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- check_params_numeric_or_nil(max_depth: max_depth, max_leaf_nodes: max_leaf_nodes,
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- max_features: max_features, random_seed: random_seed)
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- check_params_numeric(min_samples_leaf: min_samples_leaf)
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- check_params_string(criterion: criterion)
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- check_params_positive(max_depth: max_depth, max_leaf_nodes: max_leaf_nodes,
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- min_samples_leaf: min_samples_leaf, max_features: max_features)
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- super
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- @leaf_values = nil
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- end
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-
61
- # 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::DFloat] (shape: [n_samples, n_outputs]) The taget values to be used for fitting the model.
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- # @return [DecisionTreeRegressor] The learned regressor itself.
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- def fit(x, y)
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- x = check_convert_sample_array(x)
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- y = check_convert_tvalue_array(y)
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- check_sample_tvalue_size(x, y)
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- n_samples, n_features = x.shape
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- @params[:max_features] = n_features if @params[:max_features].nil?
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- @params[:max_features] = [@params[:max_features], n_features].min
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- @n_leaves = 0
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- @leaf_values = []
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- @sub_rng = @rng.dup
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- build_tree(x, y)
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- eval_importance(n_samples, n_features)
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- @leaf_values = Numo::DFloat.cast(@leaf_values)
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- @leaf_values = @leaf_values.flatten.dup if @leaf_values.shape[1] == 1
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- self
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- end
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-
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- # Predict values for samples.
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- #
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- # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the values.
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- # @return [Numo::DFloat] (shape: [n_samples, n_outputs]) Predicted values per sample.
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- def predict(x)
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- x = check_convert_sample_array(x)
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- @leaf_values.shape[1].nil? ? @leaf_values[apply(x)].dup : @leaf_values[apply(x), true].dup
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- end
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-
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- private
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-
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- def stop_growing?(y)
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- y.to_a.uniq.size == 1
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- end
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-
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- def put_leaf(node, y)
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- node.probs = nil
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- node.leaf = true
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- node.leaf_id = @n_leaves
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- @n_leaves += 1
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- @leaf_values.push(y.mean(0))
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- node
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- end
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-
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- def best_split(f, y, impurity)
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- find_split_params(@params[:criterion], impurity, f.sort_index, f, y)
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- end
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-
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- def impurity(y)
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- node_impurity(@params[:criterion], y.to_a)
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- end
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- end
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- end
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- end
@@ -1,107 +0,0 @@
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- # frozen_string_literal: true
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-
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- require 'rumale/tree/decision_tree_classifier'
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-
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- module Rumale
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- module Tree
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- # ExtraTreeClassifier is a class that implements extra randomized tree for classification.
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- #
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- # @example
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- # estimator =
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- # Rumale::Tree::ExtraTreeClassifier.new(
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- # criterion: 'gini', max_depth: 3, max_leaf_nodes: 10, min_samples_leaf: 5, random_seed: 1)
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- # estimator.fit(training_samples, traininig_labels)
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- # results = estimator.predict(testing_samples)
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- #
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- # *Reference*
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- # - Geurts, P., Ernst, D., and Wehenkel, L., "Extremely randomized trees," Machine Learning, vol. 63 (1), pp. 3--42, 2006.
18
- class ExtraTreeClassifier < DecisionTreeClassifier
19
- # Return the class labels.
20
- # @return [Numo::Int32] (size: n_classes)
21
- attr_reader :classes
22
-
23
- # Return the importance for each feature.
24
- # @return [Numo::DFloat] (size: n_features)
25
- attr_reader :feature_importances
26
-
27
- # Return the learned tree.
28
- # @return [Node]
29
- attr_reader :tree
30
-
31
- # Return the random generator for random selection of feature index.
32
- # @return [Random]
33
- attr_reader :rng
34
-
35
- # Return the labels assigned each leaf.
36
- # @return [Numo::Int32] (size: n_leafs)
37
- attr_reader :leaf_labels
38
-
39
- # Create a new classifier with extra randomized tree algorithm.
40
- #
41
- # @param criterion [String] The function to evaluate spliting point. Supported criteria are 'gini' and 'entropy'.
42
- # @param max_depth [Integer] The maximum depth of the tree.
43
- # If nil is given, extra tree grows without concern for depth.
44
- # @param max_leaf_nodes [Integer] The maximum number of leaves on extra tree.
45
- # If nil is given, number of leaves is not limited.
46
- # @param min_samples_leaf [Integer] The minimum number of samples at a leaf node.
47
- # @param max_features [Integer] The number of features to consider when searching optimal split point.
48
- # If nil is given, split process considers all features.
49
- # @param random_seed [Integer] The seed value using to initialize the random generator.
50
- # It is used to randomly determine the order of features when deciding spliting point.
51
- def initialize(criterion: 'gini', max_depth: nil, max_leaf_nodes: nil, min_samples_leaf: 1, max_features: nil,
52
- random_seed: nil)
53
- check_params_numeric_or_nil(max_depth: max_depth, max_leaf_nodes: max_leaf_nodes,
54
- max_features: max_features, random_seed: random_seed)
55
- check_params_numeric(min_samples_leaf: min_samples_leaf)
56
- check_params_string(criterion: criterion)
57
- check_params_positive(max_depth: max_depth, max_leaf_nodes: max_leaf_nodes,
58
- min_samples_leaf: min_samples_leaf, max_features: max_features)
59
- super
60
- end
61
-
62
- # Fit the model with given training data.
63
- #
64
- # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
65
- # @param y [Numo::Int32] (shape: [n_samples]) The labels to be used for fitting the model.
66
- # @return [ExtraTreeClassifier] The learned classifier itself.
67
- def fit(x, y)
68
- x = check_convert_sample_array(x)
69
- y = check_convert_label_array(y)
70
- check_sample_label_size(x, y)
71
- super
72
- end
73
-
74
- # Predict class labels for samples.
75
- #
76
- # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels.
77
- # @return [Numo::Int32] (shape: [n_samples]) Predicted class label per sample.
78
- def predict(x)
79
- x = check_convert_sample_array(x)
80
- super
81
- end
82
-
83
- # Predict probability for samples.
84
- #
85
- # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the probailities.
86
- # @return [Numo::DFloat] (shape: [n_samples, n_classes]) Predicted probability of each class per sample.
87
- def predict_proba(x)
88
- x = check_convert_sample_array(x)
89
- super
90
- end
91
-
92
- private
93
-
94
- def best_split(features, y, whole_impurity)
95
- threshold = @sub_rng.rand(features.min..features.max)
96
- l_ids = features.le(threshold).where
97
- r_ids = features.gt(threshold).where
98
- l_impurity = l_ids.empty? ? 0.0 : impurity(y[l_ids, true])
99
- r_impurity = r_ids.empty? ? 0.0 : impurity(y[r_ids, true])
100
- gain = whole_impurity -
101
- l_impurity * l_ids.size.fdiv(y.shape[0]) -
102
- r_impurity * r_ids.size.fdiv(y.shape[0])
103
- [l_impurity, r_impurity, threshold, gain]
104
- end
105
- end
106
- end
107
- end
@@ -1,94 +0,0 @@
1
- # frozen_string_literal: true
2
-
3
- require 'rumale/tree/decision_tree_regressor'
4
-
5
- module Rumale
6
- module Tree
7
- # ExtraTreeRegressor is a class that implements extra randomized tree for regression.
8
- #
9
- # @example
10
- # estimator =
11
- # Rumale::Tree::ExtraTreeRegressor.new(
12
- # max_depth: 3, max_leaf_nodes: 10, min_samples_leaf: 5, random_seed: 1)
13
- # estimator.fit(training_samples, traininig_values)
14
- # results = estimator.predict(testing_samples)
15
- #
16
- # *Reference*
17
- # - Geurts, P., Ernst, D., and Wehenkel, L., "Extremely randomized trees," Machine Learning, vol. 63 (1), pp. 3--42, 2006.
18
- class ExtraTreeRegressor < DecisionTreeRegressor
19
- # Return the importance for each feature.
20
- # @return [Numo::DFloat] (size: n_features)
21
- attr_reader :feature_importances
22
-
23
- # Return the learned tree.
24
- # @return [Node]
25
- attr_reader :tree
26
-
27
- # Return the random generator for random selection of feature index.
28
- # @return [Random]
29
- attr_reader :rng
30
-
31
- # Return the values assigned each leaf.
32
- # @return [Numo::DFloat] (shape: [n_leafs, n_outputs])
33
- attr_reader :leaf_values
34
-
35
- # Create a new regressor with extra randomized tree algorithm.
36
- #
37
- # @param criterion [String] The function to evaluate spliting point. Supported criteria are 'mae' and 'mse'.
38
- # @param max_depth [Integer] The maximum depth of the tree.
39
- # If nil is given, extra tree grows without concern for depth.
40
- # @param max_leaf_nodes [Integer] The maximum number of leaves on extra tree.
41
- # If nil is given, number of leaves is not limited.
42
- # @param min_samples_leaf [Integer] The minimum number of samples at a leaf node.
43
- # @param max_features [Integer] The number of features to consider when searching optimal split point.
44
- # If nil is given, split process considers all features.
45
- # @param random_seed [Integer] The seed value using to initialize the random generator.
46
- # It is used to randomly determine the order of features when deciding spliting point.
47
- def initialize(criterion: 'mse', max_depth: nil, max_leaf_nodes: nil, min_samples_leaf: 1, max_features: nil,
48
- random_seed: nil)
49
- check_params_numeric_or_nil(max_depth: max_depth, max_leaf_nodes: max_leaf_nodes,
50
- max_features: max_features, random_seed: random_seed)
51
- check_params_numeric(min_samples_leaf: min_samples_leaf)
52
- check_params_string(criterion: criterion)
53
- check_params_positive(max_depth: max_depth, max_leaf_nodes: max_leaf_nodes,
54
- min_samples_leaf: min_samples_leaf, max_features: max_features)
55
- super
56
- end
57
-
58
- # Fit the model with given training data.
59
- #
60
- # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
61
- # @param y [Numo::DFloat] (shape: [n_samples, n_outputs]) The taget values to be used for fitting the model.
62
- # @return [ExtraTreeRegressor] The learned regressor itself.
63
- def fit(x, y)
64
- x = check_convert_sample_array(x)
65
- y = check_convert_tvalue_array(y)
66
- check_sample_tvalue_size(x, y)
67
- super
68
- end
69
-
70
- # Predict values for samples.
71
- #
72
- # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the values.
73
- # @return [Numo::DFloat] (shape: [n_samples, n_outputs]) Predicted values per sample.
74
- def predict(x)
75
- x = check_convert_sample_array(x)
76
- super
77
- end
78
-
79
- private
80
-
81
- def best_split(features, y, whole_impurity)
82
- threshold = @sub_rng.rand(features.min..features.max)
83
- l_ids = features.le(threshold).where
84
- r_ids = features.gt(threshold).where
85
- l_impurity = l_ids.empty? ? 0.0 : impurity(y[l_ids, true])
86
- r_impurity = r_ids.empty? ? 0.0 : impurity(y[r_ids, true])
87
- gain = whole_impurity -
88
- l_impurity * l_ids.size.fdiv(y.shape[0]) -
89
- r_impurity * r_ids.size.fdiv(y.shape[0])
90
- [l_impurity, r_impurity, threshold, gain]
91
- end
92
- end
93
- end
94
- end
@@ -1,202 +0,0 @@
1
- # frozen_string_literal: true
2
-
3
- require 'rumale/base/base_estimator'
4
- require 'rumale/base/regressor'
5
- require 'rumale/rumaleext'
6
- require 'rumale/tree/node'
7
-
8
- module Rumale
9
- module Tree
10
- # GradientTreeRegressor is a class that implements decision tree for regression with exact gredy algorithm.
11
- # This class is used internally for estimators with gradient tree boosting.
12
- #
13
- # *Reference*
14
- # - Friedman, J H., "Greedy Function Approximation: A Gradient Boosting Machine," Annals of Statistics, 29 (5), pp. 1189--1232, 2001.
15
- # - Friedman, J H., "Stochastic Gradient Boosting," Computational Statistics and Data Analysis, 38 (4), pp. 367--378, 2002.
16
- # - Chen, T., and Guestrin, C., "XGBoost: A Scalable Tree Boosting System," Proc. KDD'16, pp. 785--794, 2016.
17
- class GradientTreeRegressor
18
- include Base::BaseEstimator
19
- include Base::Regressor
20
- include ExtGradientTreeRegressor
21
-
22
- # Return the importance for each feature.
23
- # The feature importances are calculated based on the numbers of times the feature is used for splitting.
24
- # @return [Numo::DFloat] (shape: [n_features])
25
- attr_reader :feature_importances
26
-
27
- # Return the learned tree.
28
- # @return [Node]
29
- attr_reader :tree
30
-
31
- # Return the random generator for random selection of feature index.
32
- # @return [Random]
33
- attr_reader :rng
34
-
35
- # Return the values assigned each leaf.
36
- # @return [Numo::DFloat] (shape: [n_leaves])
37
- attr_reader :leaf_weights
38
-
39
- # Initialize a gradient tree regressor
40
- #
41
- # @param reg_lambda [Float] The L2 regularization term on weight.
42
- # @param shrinkage_rate [Float] The shrinkage rate for weight.
43
- # @param max_depth [Integer] The maximum depth of the tree.
44
- # If nil is given, decision tree grows without concern for depth.
45
- # @param max_leaf_nodes [Integer] The maximum number of leaves on decision tree.
46
- # If nil is given, number of leaves is not limited.
47
- # @param min_samples_leaf [Integer] The minimum number of samples at a leaf node.
48
- # @param max_features [Integer] The number of features to consider when searching optimal split point.
49
- # If nil is given, split process considers all features.
50
- # @param random_seed [Integer] The seed value using to initialize the random generator.
51
- # It is used to randomly determine the order of features when deciding spliting point.
52
- def initialize(reg_lambda: 0.0, shrinkage_rate: 1.0,
53
- max_depth: nil, max_leaf_nodes: nil, min_samples_leaf: 1, max_features: nil, random_seed: nil)
54
- check_params_numeric_or_nil(max_depth: max_depth, max_leaf_nodes: max_leaf_nodes,
55
- max_features: max_features, random_seed: random_seed)
56
- check_params_numeric(reg_lambda: reg_lambda, shrinkage_rate: shrinkage_rate, min_samples_leaf: min_samples_leaf)
57
- check_params_positive(reg_lambda: reg_lambda, shrinkage_rate: shrinkage_rate,
58
- max_depth: max_depth, max_leaf_nodes: max_leaf_nodes,
59
- min_samples_leaf: min_samples_leaf, max_features: max_features)
60
- @params = {}
61
- @params[:reg_lambda] = reg_lambda
62
- @params[:shrinkage_rate] = shrinkage_rate
63
- @params[:max_depth] = max_depth
64
- @params[:max_leaf_nodes] = max_leaf_nodes
65
- @params[:min_samples_leaf] = min_samples_leaf
66
- @params[:max_features] = max_features
67
- @params[:random_seed] = random_seed
68
- @params[:random_seed] ||= srand
69
- @tree = nil
70
- @feature_importances = nil
71
- @n_leaves = nil
72
- @leaf_weights = nil
73
- @rng = Random.new(@params[:random_seed])
74
- end
75
-
76
- # Fit the model with given training data.
77
- #
78
- # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
79
- # @param y [Numo::DFloat] (shape: [n_samples]) The taget values to be used for fitting the model.
80
- # @param g [Numo::DFloat] (shape: [n_samples]) The gradient of loss function.
81
- # @param h [Numo::DFloat] (shape: [n_samples]) The hessian of loss function.
82
- # @return [GradientTreeRegressor] The learned regressor itself.
83
- def fit(x, y, g, h)
84
- x = check_convert_sample_array(x)
85
- y = check_convert_tvalue_array(y)
86
- g = check_convert_tvalue_array(g)
87
- h = check_convert_tvalue_array(h)
88
- check_sample_tvalue_size(x, y)
89
- # Initialize some variables.
90
- n_features = x.shape[1]
91
- @params[:max_features] ||= n_features
92
- @n_leaves = 0
93
- @leaf_weights = []
94
- @feature_importances = Numo::DFloat.zeros(n_features)
95
- @sub_rng = @rng.dup
96
- # Build tree.
97
- build_tree(x, y, g, h)
98
- @leaf_weights = Numo::DFloat[*@leaf_weights]
99
- self
100
- end
101
-
102
- # Predict values for samples.
103
- #
104
- # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the values.
105
- # @return [Numo::DFloat] (size: n_samples) Predicted values per sample.
106
- def predict(x)
107
- x = check_convert_sample_array(x)
108
- @leaf_weights[apply(x)].dup
109
- end
110
-
111
- # Return the index of the leaf that each sample reached.
112
- #
113
- # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels.
114
- # @return [Numo::Int32] (shape: [n_samples]) Leaf index for sample.
115
- def apply(x)
116
- x = check_convert_sample_array(x)
117
- Numo::Int32[*(Array.new(x.shape[0]) { |n| partial_apply(@tree, x[n, true]) })]
118
- end
119
-
120
- private
121
-
122
- def partial_apply(tree, sample)
123
- node = tree
124
- until node.leaf
125
- # :nocov:
126
- node = if node.right.nil?
127
- node.left
128
- elsif node.left.nil?
129
- node.right
130
- # :nocov:
131
- else
132
- sample[node.feature_id] <= node.threshold ? node.left : node.right
133
- end
134
- end
135
- node.leaf_id
136
- end
137
-
138
- def build_tree(x, y, g, h)
139
- @feature_ids = Array.new(x.shape[1]) { |v| v }
140
- @tree = grow_node(0, x, y, g, h)
141
- @feature_ids = nil
142
- nil
143
- end
144
-
145
- def grow_node(depth, x, y, g, h) # rubocop:disable Metrics/AbcSize
146
- # intialize some variables.
147
- sum_g = g.sum
148
- sum_h = h.sum
149
- n_samples = x.shape[0]
150
- node = Node.new(depth: depth, n_samples: n_samples)
151
-
152
- # terminate growing.
153
- return nil if !@params[:max_leaf_nodes].nil? && @n_leaves >= @params[:max_leaf_nodes]
154
- return nil if n_samples < @params[:min_samples_leaf]
155
- return put_leaf(node, sum_g, sum_h) if n_samples == @params[:min_samples_leaf]
156
- return put_leaf(node, sum_g, sum_h) if !@params[:max_depth].nil? && depth == @params[:max_depth]
157
- return put_leaf(node, sum_g, sum_h) if stop_growing?(y)
158
-
159
- # calculate optimal parameters.
160
- feature_id, threshold, gain = rand_ids.map { |n| [n, *best_split(x[true, n], g, h, sum_g, sum_h)] }.max_by(&:last)
161
-
162
- return put_leaf(node, sum_g, sum_h) if gain.nil? || gain.zero?
163
-
164
- left_ids = x[true, feature_id].le(threshold).where
165
- right_ids = x[true, feature_id].gt(threshold).where
166
- node.left = grow_node(depth + 1, x[left_ids, true], y[left_ids], g[left_ids], h[left_ids])
167
- node.right = grow_node(depth + 1, x[right_ids, true], y[right_ids], g[right_ids], h[right_ids])
168
-
169
- return put_leaf(node, sum_g, sum_h) if node.left.nil? && node.right.nil?
170
-
171
- @feature_importances[feature_id] += 1.0
172
-
173
- node.feature_id = feature_id
174
- node.threshold = threshold
175
- node.leaf = false
176
- node
177
- end
178
-
179
- def stop_growing?(y)
180
- y.to_a.uniq.size == 1
181
- end
182
-
183
- def put_leaf(node, sum_g, sum_h)
184
- node.probs = nil
185
- node.leaf = true
186
- node.leaf_id = @n_leaves
187
- weight = -@params[:shrinkage_rate] * sum_g / (sum_h + @params[:reg_lambda])
188
- @leaf_weights.push(weight)
189
- @n_leaves += 1
190
- node
191
- end
192
-
193
- def best_split(f, g, h, sum_g, sum_h)
194
- find_split_params(f.sort_index, f, g, h, sum_g, sum_h, @params[:reg_lambda])
195
- end
196
-
197
- def rand_ids
198
- @feature_ids.sample(@params[:max_features], random: @sub_rng)
199
- end
200
- end
201
- end
202
- end