rumale 0.23.3 → 0.24.0
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- checksums.yaml +4 -4
- data/LICENSE.txt +5 -1
- data/README.md +3 -288
- data/lib/rumale/version.rb +1 -1
- data/lib/rumale.rb +20 -131
- metadata +252 -150
- data/CHANGELOG.md +0 -643
- data/CODE_OF_CONDUCT.md +0 -74
- data/ext/rumale/extconf.rb +0 -37
- data/ext/rumale/rumaleext.c +0 -545
- data/ext/rumale/rumaleext.h +0 -12
- data/lib/rumale/base/base_estimator.rb +0 -49
- data/lib/rumale/base/classifier.rb +0 -36
- data/lib/rumale/base/cluster_analyzer.rb +0 -31
- data/lib/rumale/base/evaluator.rb +0 -17
- data/lib/rumale/base/regressor.rb +0 -36
- data/lib/rumale/base/splitter.rb +0 -21
- data/lib/rumale/base/transformer.rb +0 -22
- data/lib/rumale/clustering/dbscan.rb +0 -123
- data/lib/rumale/clustering/gaussian_mixture.rb +0 -218
- data/lib/rumale/clustering/hdbscan.rb +0 -291
- data/lib/rumale/clustering/k_means.rb +0 -122
- data/lib/rumale/clustering/k_medoids.rb +0 -141
- data/lib/rumale/clustering/mini_batch_k_means.rb +0 -139
- data/lib/rumale/clustering/power_iteration.rb +0 -127
- data/lib/rumale/clustering/single_linkage.rb +0 -203
- data/lib/rumale/clustering/snn.rb +0 -76
- data/lib/rumale/clustering/spectral_clustering.rb +0 -115
- data/lib/rumale/dataset.rb +0 -246
- data/lib/rumale/decomposition/factor_analysis.rb +0 -150
- data/lib/rumale/decomposition/fast_ica.rb +0 -188
- data/lib/rumale/decomposition/nmf.rb +0 -124
- data/lib/rumale/decomposition/pca.rb +0 -159
- data/lib/rumale/ensemble/ada_boost_classifier.rb +0 -179
- data/lib/rumale/ensemble/ada_boost_regressor.rb +0 -160
- data/lib/rumale/ensemble/extra_trees_classifier.rb +0 -139
- data/lib/rumale/ensemble/extra_trees_regressor.rb +0 -125
- data/lib/rumale/ensemble/gradient_boosting_classifier.rb +0 -306
- data/lib/rumale/ensemble/gradient_boosting_regressor.rb +0 -237
- data/lib/rumale/ensemble/random_forest_classifier.rb +0 -189
- data/lib/rumale/ensemble/random_forest_regressor.rb +0 -153
- data/lib/rumale/ensemble/stacking_classifier.rb +0 -215
- data/lib/rumale/ensemble/stacking_regressor.rb +0 -163
- data/lib/rumale/ensemble/voting_classifier.rb +0 -126
- data/lib/rumale/ensemble/voting_regressor.rb +0 -82
- data/lib/rumale/evaluation_measure/accuracy.rb +0 -29
- data/lib/rumale/evaluation_measure/adjusted_rand_score.rb +0 -74
- data/lib/rumale/evaluation_measure/calinski_harabasz_score.rb +0 -56
- data/lib/rumale/evaluation_measure/davies_bouldin_score.rb +0 -53
- data/lib/rumale/evaluation_measure/explained_variance_score.rb +0 -39
- data/lib/rumale/evaluation_measure/f_score.rb +0 -50
- data/lib/rumale/evaluation_measure/function.rb +0 -147
- data/lib/rumale/evaluation_measure/log_loss.rb +0 -45
- data/lib/rumale/evaluation_measure/mean_absolute_error.rb +0 -29
- data/lib/rumale/evaluation_measure/mean_squared_error.rb +0 -29
- data/lib/rumale/evaluation_measure/mean_squared_log_error.rb +0 -29
- data/lib/rumale/evaluation_measure/median_absolute_error.rb +0 -30
- data/lib/rumale/evaluation_measure/mutual_information.rb +0 -49
- data/lib/rumale/evaluation_measure/normalized_mutual_information.rb +0 -53
- data/lib/rumale/evaluation_measure/precision.rb +0 -50
- data/lib/rumale/evaluation_measure/precision_recall.rb +0 -96
- data/lib/rumale/evaluation_measure/purity.rb +0 -40
- data/lib/rumale/evaluation_measure/r2_score.rb +0 -43
- data/lib/rumale/evaluation_measure/recall.rb +0 -50
- data/lib/rumale/evaluation_measure/roc_auc.rb +0 -130
- data/lib/rumale/evaluation_measure/silhouette_score.rb +0 -82
- data/lib/rumale/feature_extraction/feature_hasher.rb +0 -110
- data/lib/rumale/feature_extraction/hash_vectorizer.rb +0 -155
- data/lib/rumale/feature_extraction/tfidf_transformer.rb +0 -113
- data/lib/rumale/kernel_approximation/nystroem.rb +0 -126
- data/lib/rumale/kernel_approximation/rbf.rb +0 -102
- data/lib/rumale/kernel_machine/kernel_fda.rb +0 -120
- data/lib/rumale/kernel_machine/kernel_pca.rb +0 -97
- data/lib/rumale/kernel_machine/kernel_ridge.rb +0 -82
- data/lib/rumale/kernel_machine/kernel_ridge_classifier.rb +0 -92
- data/lib/rumale/kernel_machine/kernel_svc.rb +0 -193
- data/lib/rumale/linear_model/base_sgd.rb +0 -285
- data/lib/rumale/linear_model/elastic_net.rb +0 -119
- data/lib/rumale/linear_model/lasso.rb +0 -115
- data/lib/rumale/linear_model/linear_regression.rb +0 -201
- data/lib/rumale/linear_model/logistic_regression.rb +0 -275
- data/lib/rumale/linear_model/nnls.rb +0 -137
- data/lib/rumale/linear_model/ridge.rb +0 -209
- data/lib/rumale/linear_model/svc.rb +0 -213
- data/lib/rumale/linear_model/svr.rb +0 -132
- data/lib/rumale/manifold/mds.rb +0 -155
- data/lib/rumale/manifold/tsne.rb +0 -222
- data/lib/rumale/metric_learning/fisher_discriminant_analysis.rb +0 -113
- data/lib/rumale/metric_learning/mlkr.rb +0 -161
- data/lib/rumale/metric_learning/neighbourhood_component_analysis.rb +0 -167
- data/lib/rumale/model_selection/cross_validation.rb +0 -125
- data/lib/rumale/model_selection/function.rb +0 -42
- data/lib/rumale/model_selection/grid_search_cv.rb +0 -225
- data/lib/rumale/model_selection/group_k_fold.rb +0 -93
- data/lib/rumale/model_selection/group_shuffle_split.rb +0 -115
- data/lib/rumale/model_selection/k_fold.rb +0 -81
- data/lib/rumale/model_selection/shuffle_split.rb +0 -90
- data/lib/rumale/model_selection/stratified_k_fold.rb +0 -99
- data/lib/rumale/model_selection/stratified_shuffle_split.rb +0 -118
- data/lib/rumale/model_selection/time_series_split.rb +0 -91
- data/lib/rumale/multiclass/one_vs_rest_classifier.rb +0 -83
- data/lib/rumale/naive_bayes/base_naive_bayes.rb +0 -47
- data/lib/rumale/naive_bayes/bernoulli_nb.rb +0 -82
- data/lib/rumale/naive_bayes/complement_nb.rb +0 -85
- data/lib/rumale/naive_bayes/gaussian_nb.rb +0 -69
- data/lib/rumale/naive_bayes/multinomial_nb.rb +0 -74
- data/lib/rumale/naive_bayes/negation_nb.rb +0 -71
- data/lib/rumale/nearest_neighbors/k_neighbors_classifier.rb +0 -133
- data/lib/rumale/nearest_neighbors/k_neighbors_regressor.rb +0 -108
- data/lib/rumale/nearest_neighbors/vp_tree.rb +0 -132
- data/lib/rumale/neural_network/adam.rb +0 -56
- data/lib/rumale/neural_network/base_mlp.rb +0 -248
- data/lib/rumale/neural_network/mlp_classifier.rb +0 -120
- data/lib/rumale/neural_network/mlp_regressor.rb +0 -90
- data/lib/rumale/pairwise_metric.rb +0 -152
- data/lib/rumale/pipeline/feature_union.rb +0 -69
- data/lib/rumale/pipeline/pipeline.rb +0 -175
- data/lib/rumale/preprocessing/bin_discretizer.rb +0 -93
- data/lib/rumale/preprocessing/binarizer.rb +0 -60
- data/lib/rumale/preprocessing/kernel_calculator.rb +0 -92
- data/lib/rumale/preprocessing/l1_normalizer.rb +0 -62
- data/lib/rumale/preprocessing/l2_normalizer.rb +0 -63
- data/lib/rumale/preprocessing/label_binarizer.rb +0 -89
- data/lib/rumale/preprocessing/label_encoder.rb +0 -79
- data/lib/rumale/preprocessing/max_abs_scaler.rb +0 -61
- data/lib/rumale/preprocessing/max_normalizer.rb +0 -62
- data/lib/rumale/preprocessing/min_max_scaler.rb +0 -76
- data/lib/rumale/preprocessing/one_hot_encoder.rb +0 -100
- data/lib/rumale/preprocessing/ordinal_encoder.rb +0 -109
- data/lib/rumale/preprocessing/polynomial_features.rb +0 -109
- data/lib/rumale/preprocessing/standard_scaler.rb +0 -71
- data/lib/rumale/probabilistic_output.rb +0 -114
- data/lib/rumale/tree/base_decision_tree.rb +0 -150
- data/lib/rumale/tree/decision_tree_classifier.rb +0 -150
- data/lib/rumale/tree/decision_tree_regressor.rb +0 -116
- data/lib/rumale/tree/extra_tree_classifier.rb +0 -107
- data/lib/rumale/tree/extra_tree_regressor.rb +0 -94
- data/lib/rumale/tree/gradient_tree_regressor.rb +0 -202
- data/lib/rumale/tree/node.rb +0 -39
- data/lib/rumale/utils.rb +0 -42
- data/lib/rumale/validation.rb +0 -128
- data/lib/rumale/values.rb +0 -13
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# frozen_string_literal: true
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require 'rumale/tree/base_decision_tree'
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require 'rumale/base/classifier'
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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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# 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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# 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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# Return the learned tree.
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# @return [Node]
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attr_reader :tree
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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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# 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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# 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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# 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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# 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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# 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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private
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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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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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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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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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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
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# frozen_string_literal: true
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require 'rumale/tree/base_decision_tree'
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require 'rumale/base/regressor'
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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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# 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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# Return the learned tree.
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# @return [Node]
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attr_reader :tree
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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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# 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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# Create a new regressor with decision tree algorithm.
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#
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# @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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# frozen_string_literal: true
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require 'rumale/tree/decision_tree_classifier'
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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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#
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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.
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class ExtraTreeClassifier < DecisionTreeClassifier
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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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# @return [Numo::DFloat] (size: n_features)
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attr_reader :feature_importances
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# @return [Node]
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attr_reader :tree
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attr_reader :rng
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attr_reader :leaf_labels
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# Create a new classifier with extra randomized 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, extra tree grows without concern for depth.
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# @param max_leaf_nodes [Integer] The maximum number of leaves on extra 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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end
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# Fit the model with given training data.
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#
|
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# @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model.
|
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# @param y [Numo::Int32] (shape: [n_samples]) The labels to be used for fitting the model.
|
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# @return [ExtraTreeClassifier] 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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super
|
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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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super
|
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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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|
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# @return [Numo::DFloat] (shape: [n_samples, n_classes]) Predicted probability of each class per sample.
|
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|
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def predict_proba(x)
|
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|
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x = check_convert_sample_array(x)
|
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super
|
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|
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end
|
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|
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|
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|
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private
|
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|
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|
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|
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def best_split(features, y, whole_impurity)
|
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|
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threshold = @sub_rng.rand(features.min..features.max)
|
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|
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l_ids = features.le(threshold).where
|
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|
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r_ids = features.gt(threshold).where
|
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|
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l_impurity = l_ids.empty? ? 0.0 : impurity(y[l_ids, true])
|
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|
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r_impurity = r_ids.empty? ? 0.0 : impurity(y[r_ids, true])
|
100
|
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gain = whole_impurity -
|
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|
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l_impurity * l_ids.size.fdiv(y.shape[0]) -
|
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|
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r_impurity * r_ids.size.fdiv(y.shape[0])
|
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|
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[l_impurity, r_impurity, threshold, gain]
|
104
|
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end
|
105
|
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end
|
106
|
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end
|
107
|
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end
|
@@ -1,94 +0,0 @@
|
|
1
|
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# 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
|
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@params[:max_leaf_nodes] = max_leaf_nodes
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65
|
-
@params[:min_samples_leaf] = min_samples_leaf
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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])
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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
|