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
data/CODE_OF_CONDUCT.md
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# Contributor Covenant Code of Conduct
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## Our Pledge
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In the interest of fostering an open and welcoming environment, we as
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contributors and maintainers pledge to making participation in our project and
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our community a harassment-free experience for everyone, regardless of age, body
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size, disability, ethnicity, gender identity and expression, level of experience,
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nationality, personal appearance, race, religion, or sexual identity and
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orientation.
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## Our Standards
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Examples of behavior that contributes to creating a positive environment
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include:
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* Using welcoming and inclusive language
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* Being respectful of differing viewpoints and experiences
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* Gracefully accepting constructive criticism
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* Focusing on what is best for the community
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* Showing empathy towards other community members
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Examples of unacceptable behavior by participants include:
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* The use of sexualized language or imagery and unwelcome sexual attention or
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advances
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* Trolling, insulting/derogatory comments, and personal or political attacks
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* Public or private harassment
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* Publishing others' private information, such as a physical or electronic
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address, without explicit permission
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* Other conduct which could reasonably be considered inappropriate in a
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professional setting
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## Our Responsibilities
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Project maintainers are responsible for clarifying the standards of acceptable
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behavior and are expected to take appropriate and fair corrective action in
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response to any instances of unacceptable behavior.
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Project maintainers have the right and responsibility to remove, edit, or
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reject comments, commits, code, wiki edits, issues, and other contributions
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that are not aligned to this Code of Conduct, or to ban temporarily or
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permanently any contributor for other behaviors that they deem inappropriate,
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threatening, offensive, or harmful.
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## Scope
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This Code of Conduct applies both within project spaces and in public spaces
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when an individual is representing the project or its community. Examples of
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representing a project or community include using an official project e-mail
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address, posting via an official social media account, or acting as an appointed
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representative at an online or offline event. Representation of a project may be
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further defined and clarified by project maintainers.
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## Enforcement
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Instances of abusive, harassing, or otherwise unacceptable behavior may be
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reported by contacting the project team at yoshoku@outlook.com. All
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complaints will be reviewed and investigated and will result in a response that
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is deemed necessary and appropriate to the circumstances. The project team is
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obligated to maintain confidentiality with regard to the reporter of an incident.
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Further details of specific enforcement policies may be posted separately.
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Project maintainers who do not follow or enforce the Code of Conduct in good
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faith may face temporary or permanent repercussions as determined by other
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members of the project's leadership.
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## Attribution
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This Code of Conduct is adapted from the [Contributor Covenant][homepage], version 1.4,
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available at [http://contributor-covenant.org/version/1/4][version]
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[homepage]: http://contributor-covenant.org
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[version]: http://contributor-covenant.org/version/1/4/
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# frozen_string_literal: true
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require 'mkmf'
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require 'numo/narray'
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$LOAD_PATH.each do |lp|
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if File.exist?(File.join(lp, 'numo/numo/narray.h'))
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$INCFLAGS = "-I#{lp}/numo #{$INCFLAGS}"
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break
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end
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end
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unless have_header('numo/narray.h')
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puts 'numo/narray.h not found.'
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exit(1)
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end
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if RUBY_PLATFORM =~ /mswin|cygwin|mingw/
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$LOAD_PATH.each do |lp|
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if File.exist?(File.join(lp, 'numo/libnarray.a'))
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$LDFLAGS = "-L#{lp}/numo #{$LDFLAGS}"
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break
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end
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end
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unless have_library('narray', 'nary_new')
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puts 'libnarray.a not found.'
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exit(1)
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end
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end
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if RUBY_PLATFORM.match?(/darwin/) && Gem::Version.new('3.1.0') <= Gem::Version.new(RUBY_VERSION)
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if try_link('int main(void){return 0;}', '-Wl,-undefined,dynamic_lookup')
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$LDFLAGS << ' -Wl,-undefined,dynamic_lookup'
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end
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end
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create_makefile('rumale/rumaleext')
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data/ext/rumale/rumaleext.c
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#include "rumaleext.h"
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double* alloc_dbl_array(const long n_dimensions) {
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double* arr = ALLOC_N(double, n_dimensions);
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memset(arr, 0, n_dimensions * sizeof(double));
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return arr;
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}
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double calc_gini_coef(double* histogram, const long n_elements, const long n_classes) {
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long i;
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double el;
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double gini = 0.0;
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for (i = 0; i < n_classes; i++) {
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el = histogram[i] / n_elements;
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gini += el * el;
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return 1.0 - gini;
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}
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double calc_entropy(double* histogram, const long n_elements, const long n_classes) {
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long i;
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double el;
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double entropy = 0.0;
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for (i = 0; i < n_classes; i++) {
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el = histogram[i] / n_elements;
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entropy += el * log(el + 1.0);
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}
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return -entropy;
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}
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VALUE
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calc_mean_vec(double* sum_vec, const long n_dimensions, const long n_elements) {
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long i;
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VALUE mean_vec = rb_ary_new2(n_dimensions);
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for (i = 0; i < n_dimensions; i++) {
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rb_ary_store(mean_vec, i, DBL2NUM(sum_vec[i] / n_elements));
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}
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return mean_vec;
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}
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double calc_vec_mae(VALUE vec_a, VALUE vec_b) {
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long i;
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const long n_dimensions = RARRAY_LEN(vec_a);
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double sum = 0.0;
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double diff;
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for (i = 0; i < n_dimensions; i++) {
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diff = NUM2DBL(rb_ary_entry(vec_a, i)) - NUM2DBL(rb_ary_entry(vec_b, i));
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sum += fabs(diff);
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}
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return sum / n_dimensions;
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}
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double calc_vec_mse(VALUE vec_a, VALUE vec_b) {
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long i;
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const long n_dimensions = RARRAY_LEN(vec_a);
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double sum = 0.0;
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double diff;
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for (i = 0; i < n_dimensions; i++) {
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diff = NUM2DBL(rb_ary_entry(vec_a, i)) - NUM2DBL(rb_ary_entry(vec_b, i));
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sum += diff * diff;
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}
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return sum / n_dimensions;
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}
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double calc_mae(VALUE target_vecs, VALUE mean_vec) {
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long i;
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const long n_elements = RARRAY_LEN(target_vecs);
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double sum = 0.0;
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for (i = 0; i < n_elements; i++) {
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sum += calc_vec_mae(rb_ary_entry(target_vecs, i), mean_vec);
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}
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return sum / n_elements;
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}
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double calc_mse(VALUE target_vecs, VALUE mean_vec) {
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long i;
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const long n_elements = RARRAY_LEN(target_vecs);
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double sum = 0.0;
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for (i = 0; i < n_elements; i++) {
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sum += calc_vec_mse(rb_ary_entry(target_vecs, i), mean_vec);
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}
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return sum / n_elements;
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}
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double calc_impurity_cls(const char* criterion, double* histogram, const long n_elements, const long n_classes) {
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if (strcmp(criterion, "entropy") == 0) {
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return calc_entropy(histogram, n_elements, n_classes);
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}
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return calc_gini_coef(histogram, n_elements, n_classes);
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}
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double calc_impurity_reg(const char* criterion, VALUE target_vecs, double* sum_vec) {
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const long n_elements = RARRAY_LEN(target_vecs);
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const long n_dimensions = RARRAY_LEN(rb_ary_entry(target_vecs, 0));
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109
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VALUE mean_vec = calc_mean_vec(sum_vec, n_dimensions, n_elements);
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110
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111
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if (strcmp(criterion, "mae") == 0) {
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112
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return calc_mae(target_vecs, mean_vec);
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113
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}
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114
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return calc_mse(target_vecs, mean_vec);
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115
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}
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116
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117
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void add_sum_vec(double* sum_vec, VALUE target) {
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118
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long i;
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119
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const long n_dimensions = RARRAY_LEN(target);
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120
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121
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for (i = 0; i < n_dimensions; i++) {
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122
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sum_vec[i] += NUM2DBL(rb_ary_entry(target, i));
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123
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-
}
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124
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-
}
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125
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126
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void sub_sum_vec(double* sum_vec, VALUE target) {
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127
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long i;
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128
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const long n_dimensions = RARRAY_LEN(target);
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129
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130
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for (i = 0; i < n_dimensions; i++) {
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131
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sum_vec[i] -= NUM2DBL(rb_ary_entry(target, i));
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132
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}
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133
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}
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134
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-
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135
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/**
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136
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* @!visibility private
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137
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-
*/
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138
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typedef struct {
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139
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char* criterion;
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140
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long n_classes;
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141
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double impurity;
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142
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} split_opts_cls;
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143
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/**
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144
|
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* @!visibility private
|
145
|
-
*/
|
146
|
-
static void iter_find_split_params_cls(na_loop_t const* lp) {
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147
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const int32_t* o = (int32_t*)NDL_PTR(lp, 0);
|
148
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const double* f = (double*)NDL_PTR(lp, 1);
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149
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const int32_t* y = (int32_t*)NDL_PTR(lp, 2);
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150
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const long n_elements = NDL_SHAPE(lp, 0)[0];
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151
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const char* criterion = ((split_opts_cls*)lp->opt_ptr)->criterion;
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152
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const long n_classes = ((split_opts_cls*)lp->opt_ptr)->n_classes;
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153
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const double w_impurity = ((split_opts_cls*)lp->opt_ptr)->impurity;
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154
|
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double* params = (double*)NDL_PTR(lp, 3);
|
155
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long i;
|
156
|
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long curr_pos = 0;
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157
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long next_pos = 0;
|
158
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long n_l_elements = 0;
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159
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long n_r_elements = n_elements;
|
160
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double curr_el = f[o[0]];
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161
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double last_el = f[o[n_elements - 1]];
|
162
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double next_el;
|
163
|
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double l_impurity;
|
164
|
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double r_impurity;
|
165
|
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double gain;
|
166
|
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double* l_histogram = alloc_dbl_array(n_classes);
|
167
|
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double* r_histogram = alloc_dbl_array(n_classes);
|
168
|
-
|
169
|
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/* Initialize optimal parameters. */
|
170
|
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params[0] = 0.0; /* left impurity */
|
171
|
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params[1] = w_impurity; /* right impurity */
|
172
|
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params[2] = curr_el; /* threshold */
|
173
|
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params[3] = 0.0; /* gain */
|
174
|
-
|
175
|
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/* Initialize child node variables. */
|
176
|
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for (i = 0; i < n_elements; i++) {
|
177
|
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r_histogram[y[o[i]]] += 1.0;
|
178
|
-
}
|
179
|
-
|
180
|
-
/* Find optimal parameters. */
|
181
|
-
while (curr_pos < n_elements && curr_el != last_el) {
|
182
|
-
next_el = f[o[next_pos]];
|
183
|
-
while (next_pos < n_elements && next_el == curr_el) {
|
184
|
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l_histogram[y[o[next_pos]]] += 1;
|
185
|
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n_l_elements++;
|
186
|
-
r_histogram[y[o[next_pos]]] -= 1;
|
187
|
-
n_r_elements--;
|
188
|
-
next_pos++;
|
189
|
-
next_el = f[o[next_pos]];
|
190
|
-
}
|
191
|
-
/* Calculate gain of new split. */
|
192
|
-
l_impurity = calc_impurity_cls(criterion, l_histogram, n_l_elements, n_classes);
|
193
|
-
r_impurity = calc_impurity_cls(criterion, r_histogram, n_r_elements, n_classes);
|
194
|
-
gain = w_impurity - (n_l_elements * l_impurity + n_r_elements * r_impurity) / n_elements;
|
195
|
-
/* Update optimal parameters. */
|
196
|
-
if (gain > params[3]) {
|
197
|
-
params[0] = l_impurity;
|
198
|
-
params[1] = r_impurity;
|
199
|
-
params[2] = 0.5 * (curr_el + next_el);
|
200
|
-
params[3] = gain;
|
201
|
-
}
|
202
|
-
if (next_pos == n_elements) break;
|
203
|
-
curr_pos = next_pos;
|
204
|
-
curr_el = f[o[curr_pos]];
|
205
|
-
}
|
206
|
-
|
207
|
-
xfree(l_histogram);
|
208
|
-
xfree(r_histogram);
|
209
|
-
}
|
210
|
-
/**
|
211
|
-
* @!visibility private
|
212
|
-
* Find for split point with maximum information gain.
|
213
|
-
*
|
214
|
-
* @overload find_split_params(criterion, impurity, order, features, labels, n_classes) -> Array<Float>
|
215
|
-
*
|
216
|
-
* @param criterion [String] The function to evaluate spliting point. Supported criteria are 'gini' and 'entropy'.
|
217
|
-
* @param impurity [Float] The impurity of whole dataset.
|
218
|
-
* @param order [Numo::Int32] (shape: [n_elements]) The element indices sorted according to feature values.
|
219
|
-
* @param features [Numo::DFloat] (shape: [n_elements]) The feature values.
|
220
|
-
* @param labels [Numo::Int32] (shape: [n_elements]) The labels.
|
221
|
-
* @param n_classes [Integer] The number of classes.
|
222
|
-
* @return [Array<Float>] The array consists of optimal parameters including impurities of child nodes, threshold, and gain.
|
223
|
-
*/
|
224
|
-
static VALUE find_split_params_cls(VALUE self, VALUE criterion, VALUE impurity, VALUE order, VALUE features, VALUE labels,
|
225
|
-
VALUE n_classes) {
|
226
|
-
ndfunc_arg_in_t ain[3] = {{numo_cInt32, 1}, {numo_cDFloat, 1}, {numo_cInt32, 1}};
|
227
|
-
size_t out_shape[1] = {4};
|
228
|
-
ndfunc_arg_out_t aout[1] = {{numo_cDFloat, 1, out_shape}};
|
229
|
-
ndfunc_t ndf = {(na_iter_func_t)iter_find_split_params_cls, NO_LOOP, 3, 1, ain, aout};
|
230
|
-
split_opts_cls opts = {StringValuePtr(criterion), NUM2LONG(n_classes), NUM2DBL(impurity)};
|
231
|
-
VALUE params = na_ndloop3(&ndf, &opts, 3, order, features, labels);
|
232
|
-
VALUE results = rb_ary_new2(4);
|
233
|
-
double* params_ptr = (double*)na_get_pointer_for_read(params);
|
234
|
-
rb_ary_store(results, 0, DBL2NUM(params_ptr[0]));
|
235
|
-
rb_ary_store(results, 1, DBL2NUM(params_ptr[1]));
|
236
|
-
rb_ary_store(results, 2, DBL2NUM(params_ptr[2]));
|
237
|
-
rb_ary_store(results, 3, DBL2NUM(params_ptr[3]));
|
238
|
-
RB_GC_GUARD(params);
|
239
|
-
RB_GC_GUARD(criterion);
|
240
|
-
return results;
|
241
|
-
}
|
242
|
-
|
243
|
-
/**
|
244
|
-
* @!visibility private
|
245
|
-
*/
|
246
|
-
typedef struct {
|
247
|
-
char* criterion;
|
248
|
-
double impurity;
|
249
|
-
} split_opts_reg;
|
250
|
-
/**
|
251
|
-
* @!visibility private
|
252
|
-
*/
|
253
|
-
static void iter_find_split_params_reg(na_loop_t const* lp) {
|
254
|
-
const int32_t* o = (int32_t*)NDL_PTR(lp, 0);
|
255
|
-
const double* f = (double*)NDL_PTR(lp, 1);
|
256
|
-
const double* y = (double*)NDL_PTR(lp, 2);
|
257
|
-
const long n_elements = NDL_SHAPE(lp, 0)[0];
|
258
|
-
const long n_outputs = NDL_SHAPE(lp, 2)[1];
|
259
|
-
const char* criterion = ((split_opts_reg*)lp->opt_ptr)->criterion;
|
260
|
-
const double w_impurity = ((split_opts_reg*)lp->opt_ptr)->impurity;
|
261
|
-
double* params = (double*)NDL_PTR(lp, 3);
|
262
|
-
long i, j;
|
263
|
-
long curr_pos = 0;
|
264
|
-
long next_pos = 0;
|
265
|
-
long n_l_elements = 0;
|
266
|
-
long n_r_elements = n_elements;
|
267
|
-
double curr_el = f[o[0]];
|
268
|
-
double last_el = f[o[n_elements - 1]];
|
269
|
-
double next_el;
|
270
|
-
double l_impurity;
|
271
|
-
double r_impurity;
|
272
|
-
double gain;
|
273
|
-
double* l_sum_vec = alloc_dbl_array(n_outputs);
|
274
|
-
double* r_sum_vec = alloc_dbl_array(n_outputs);
|
275
|
-
double target_var;
|
276
|
-
VALUE l_target_vecs = rb_ary_new();
|
277
|
-
VALUE r_target_vecs = rb_ary_new();
|
278
|
-
VALUE target;
|
279
|
-
|
280
|
-
/* Initialize optimal parameters. */
|
281
|
-
params[0] = 0.0; /* left impurity */
|
282
|
-
params[1] = w_impurity; /* right impurity */
|
283
|
-
params[2] = curr_el; /* threshold */
|
284
|
-
params[3] = 0.0; /* gain */
|
285
|
-
|
286
|
-
/* Initialize child node variables. */
|
287
|
-
for (i = 0; i < n_elements; i++) {
|
288
|
-
target = rb_ary_new2(n_outputs);
|
289
|
-
for (j = 0; j < n_outputs; j++) {
|
290
|
-
target_var = y[o[i] * n_outputs + j];
|
291
|
-
rb_ary_store(target, j, DBL2NUM(target_var));
|
292
|
-
r_sum_vec[j] += target_var;
|
293
|
-
}
|
294
|
-
rb_ary_push(r_target_vecs, target);
|
295
|
-
}
|
296
|
-
|
297
|
-
/* Find optimal parameters. */
|
298
|
-
while (curr_pos < n_elements && curr_el != last_el) {
|
299
|
-
next_el = f[o[next_pos]];
|
300
|
-
while (next_pos < n_elements && next_el == curr_el) {
|
301
|
-
target = rb_ary_shift(r_target_vecs);
|
302
|
-
n_r_elements--;
|
303
|
-
sub_sum_vec(r_sum_vec, target);
|
304
|
-
rb_ary_push(l_target_vecs, target);
|
305
|
-
n_l_elements++;
|
306
|
-
add_sum_vec(l_sum_vec, target);
|
307
|
-
next_pos++;
|
308
|
-
next_el = f[o[next_pos]];
|
309
|
-
}
|
310
|
-
/* Calculate gain of new split. */
|
311
|
-
l_impurity = calc_impurity_reg(criterion, l_target_vecs, l_sum_vec);
|
312
|
-
r_impurity = calc_impurity_reg(criterion, r_target_vecs, r_sum_vec);
|
313
|
-
gain = w_impurity - (n_l_elements * l_impurity + n_r_elements * r_impurity) / n_elements;
|
314
|
-
/* Update optimal parameters. */
|
315
|
-
if (gain > params[3]) {
|
316
|
-
params[0] = l_impurity;
|
317
|
-
params[1] = r_impurity;
|
318
|
-
params[2] = 0.5 * (curr_el + next_el);
|
319
|
-
params[3] = gain;
|
320
|
-
}
|
321
|
-
if (next_pos == n_elements) break;
|
322
|
-
curr_pos = next_pos;
|
323
|
-
curr_el = f[o[curr_pos]];
|
324
|
-
}
|
325
|
-
|
326
|
-
xfree(l_sum_vec);
|
327
|
-
xfree(r_sum_vec);
|
328
|
-
}
|
329
|
-
/**
|
330
|
-
* @!visibility private
|
331
|
-
* Find for split point with maximum information gain.
|
332
|
-
*
|
333
|
-
* @overload find_split_params(criterion, impurity, order, features, targets) -> Array<Float>
|
334
|
-
*
|
335
|
-
* @param criterion [String] The function to evaluate spliting point. Supported criteria are 'mae' and 'mse'.
|
336
|
-
* @param impurity [Float] The impurity of whole dataset.
|
337
|
-
* @param order [Numo::Int32] (shape: [n_samples]) The element indices sorted according to feature values in ascending order.
|
338
|
-
* @param features [Numo::DFloat] (shape: [n_samples]) The feature values.
|
339
|
-
* @param targets [Numo::DFloat] (shape: [n_samples, n_outputs]) The target values.
|
340
|
-
* @return [Array<Float>] The array consists of optimal parameters including impurities of child nodes, threshold, and gain.
|
341
|
-
*/
|
342
|
-
static VALUE find_split_params_reg(VALUE self, VALUE criterion, VALUE impurity, VALUE order, VALUE features, VALUE targets) {
|
343
|
-
ndfunc_arg_in_t ain[3] = {{numo_cInt32, 1}, {numo_cDFloat, 1}, {numo_cDFloat, 2}};
|
344
|
-
size_t out_shape[1] = {4};
|
345
|
-
ndfunc_arg_out_t aout[1] = {{numo_cDFloat, 1, out_shape}};
|
346
|
-
ndfunc_t ndf = {(na_iter_func_t)iter_find_split_params_reg, NO_LOOP, 3, 1, ain, aout};
|
347
|
-
split_opts_reg opts = {StringValuePtr(criterion), NUM2DBL(impurity)};
|
348
|
-
VALUE params = na_ndloop3(&ndf, &opts, 3, order, features, targets);
|
349
|
-
VALUE results = rb_ary_new2(4);
|
350
|
-
double* params_ptr = (double*)na_get_pointer_for_read(params);
|
351
|
-
rb_ary_store(results, 0, DBL2NUM(params_ptr[0]));
|
352
|
-
rb_ary_store(results, 1, DBL2NUM(params_ptr[1]));
|
353
|
-
rb_ary_store(results, 2, DBL2NUM(params_ptr[2]));
|
354
|
-
rb_ary_store(results, 3, DBL2NUM(params_ptr[3]));
|
355
|
-
RB_GC_GUARD(params);
|
356
|
-
RB_GC_GUARD(criterion);
|
357
|
-
return results;
|
358
|
-
}
|
359
|
-
|
360
|
-
/**
|
361
|
-
* @!visibility private
|
362
|
-
*/
|
363
|
-
static void iter_find_split_params_grad_reg(na_loop_t const* lp) {
|
364
|
-
const int32_t* o = (int32_t*)NDL_PTR(lp, 0);
|
365
|
-
const double* f = (double*)NDL_PTR(lp, 1);
|
366
|
-
const double* g = (double*)NDL_PTR(lp, 2);
|
367
|
-
const double* h = (double*)NDL_PTR(lp, 3);
|
368
|
-
const double s_grad = ((double*)lp->opt_ptr)[0];
|
369
|
-
const double s_hess = ((double*)lp->opt_ptr)[1];
|
370
|
-
const double reg_lambda = ((double*)lp->opt_ptr)[2];
|
371
|
-
const long n_elements = NDL_SHAPE(lp, 0)[0];
|
372
|
-
double* params = (double*)NDL_PTR(lp, 4);
|
373
|
-
long curr_pos = 0;
|
374
|
-
long next_pos = 0;
|
375
|
-
double curr_el = f[o[0]];
|
376
|
-
double last_el = f[o[n_elements - 1]];
|
377
|
-
double next_el;
|
378
|
-
double l_grad = 0.0;
|
379
|
-
double l_hess = 0.0;
|
380
|
-
double r_grad;
|
381
|
-
double r_hess;
|
382
|
-
double threshold = curr_el;
|
383
|
-
double gain_max = 0.0;
|
384
|
-
double gain;
|
385
|
-
|
386
|
-
/* Find optimal parameters. */
|
387
|
-
while (curr_pos < n_elements && curr_el != last_el) {
|
388
|
-
next_el = f[o[next_pos]];
|
389
|
-
while (next_pos < n_elements && next_el == curr_el) {
|
390
|
-
l_grad += g[o[next_pos]];
|
391
|
-
l_hess += h[o[next_pos]];
|
392
|
-
next_pos++;
|
393
|
-
next_el = f[o[next_pos]];
|
394
|
-
}
|
395
|
-
/* Calculate gain of new split. */
|
396
|
-
r_grad = s_grad - l_grad;
|
397
|
-
r_hess = s_hess - l_hess;
|
398
|
-
gain = (l_grad * l_grad) / (l_hess + reg_lambda) + (r_grad * r_grad) / (r_hess + reg_lambda) -
|
399
|
-
(s_grad * s_grad) / (s_hess + reg_lambda);
|
400
|
-
/* Update optimal parameters. */
|
401
|
-
if (gain > gain_max) {
|
402
|
-
threshold = 0.5 * (curr_el + next_el);
|
403
|
-
gain_max = gain;
|
404
|
-
}
|
405
|
-
if (next_pos == n_elements) {
|
406
|
-
break;
|
407
|
-
}
|
408
|
-
curr_pos = next_pos;
|
409
|
-
curr_el = f[o[curr_pos]];
|
410
|
-
}
|
411
|
-
|
412
|
-
params[0] = threshold;
|
413
|
-
params[1] = gain_max;
|
414
|
-
}
|
415
|
-
|
416
|
-
/**
|
417
|
-
* @!visibility private
|
418
|
-
* Find for split point with maximum information gain.
|
419
|
-
*
|
420
|
-
* @overload find_split_params(order, features, gradients, hessians, sum_gradient, sum_hessian, reg_lambda) -> Array<Float>
|
421
|
-
* @param order [Numo::Int32] (shape: [n_elements]) The element indices sorted according to feature values.
|
422
|
-
* @param features [Numo::DFloat] (shape: [n_elements]) The feature values.
|
423
|
-
* @param gradients [Numo::DFloat] (shape: [n_elements]) The gradient values.
|
424
|
-
* @param hessians [Numo::DFloat] (shape: [n_elements]) The hessian values.
|
425
|
-
* @param sum_gradient [Float] The sum of gradient values.
|
426
|
-
* @param sum_hessian [Float] The sum of hessian values.
|
427
|
-
* @param reg_lambda [Float] The L2 regularization term on weight.
|
428
|
-
* @return [Array<Float>] The array consists of optimal parameters including threshold and gain.
|
429
|
-
*/
|
430
|
-
static VALUE find_split_params_grad_reg(VALUE self, VALUE order, VALUE features, VALUE gradients, VALUE hessians,
|
431
|
-
VALUE sum_gradient, VALUE sum_hessian, VALUE reg_lambda) {
|
432
|
-
ndfunc_arg_in_t ain[4] = {{numo_cInt32, 1}, {numo_cDFloat, 1}, {numo_cDFloat, 1}, {numo_cDFloat, 1}};
|
433
|
-
size_t out_shape[1] = {2};
|
434
|
-
ndfunc_arg_out_t aout[1] = {{numo_cDFloat, 1, out_shape}};
|
435
|
-
ndfunc_t ndf = {(na_iter_func_t)iter_find_split_params_grad_reg, NO_LOOP, 4, 1, ain, aout};
|
436
|
-
double opts[3] = {NUM2DBL(sum_gradient), NUM2DBL(sum_hessian), NUM2DBL(reg_lambda)};
|
437
|
-
VALUE params = na_ndloop3(&ndf, opts, 4, order, features, gradients, hessians);
|
438
|
-
VALUE results = rb_ary_new2(2);
|
439
|
-
double* params_ptr = (double*)na_get_pointer_for_read(params);
|
440
|
-
rb_ary_store(results, 0, DBL2NUM(params_ptr[0]));
|
441
|
-
rb_ary_store(results, 1, DBL2NUM(params_ptr[1]));
|
442
|
-
RB_GC_GUARD(params);
|
443
|
-
return results;
|
444
|
-
}
|
445
|
-
|
446
|
-
/**
|
447
|
-
* @!visibility private
|
448
|
-
* Calculate impurity based on criterion.
|
449
|
-
*
|
450
|
-
* @overload node_impurity(criterion, y, n_classes) -> Float
|
451
|
-
*
|
452
|
-
* @param criterion [String] The function to calculate impurity. Supported criteria are 'gini' and 'entropy'.
|
453
|
-
* @param y_nary [Numo::Int32] (shape: [n_samples]) The labels.
|
454
|
-
* @param n_elements_ [Integer] The number of elements.
|
455
|
-
* @param n_classes_ [Integer] The number of classes.
|
456
|
-
* @return [Float] impurity
|
457
|
-
*/
|
458
|
-
static VALUE node_impurity_cls(VALUE self, VALUE criterion, VALUE y_nary, VALUE n_elements_, VALUE n_classes_) {
|
459
|
-
long i;
|
460
|
-
const long n_classes = NUM2LONG(n_classes_);
|
461
|
-
const long n_elements = NUM2LONG(n_elements_);
|
462
|
-
const int32_t* y = (int32_t*)na_get_pointer_for_read(y_nary);
|
463
|
-
double* histogram = alloc_dbl_array(n_classes);
|
464
|
-
VALUE ret;
|
465
|
-
|
466
|
-
for (i = 0; i < n_elements; i++) {
|
467
|
-
histogram[y[i]] += 1;
|
468
|
-
}
|
469
|
-
|
470
|
-
ret = DBL2NUM(calc_impurity_cls(StringValuePtr(criterion), histogram, n_elements, n_classes));
|
471
|
-
|
472
|
-
xfree(histogram);
|
473
|
-
|
474
|
-
RB_GC_GUARD(y_nary);
|
475
|
-
RB_GC_GUARD(criterion);
|
476
|
-
|
477
|
-
return ret;
|
478
|
-
}
|
479
|
-
|
480
|
-
/**
|
481
|
-
* @!visibility private
|
482
|
-
* Calculate impurity based on criterion.
|
483
|
-
*
|
484
|
-
* @overload node_impurity(criterion, y) -> Float
|
485
|
-
*
|
486
|
-
* @param criterion [String] The function to calculate impurity. Supported criteria are 'mae' and 'mse'.
|
487
|
-
* @param y [Array<Float>] (shape: [n_samples, n_outputs]) The taget values.
|
488
|
-
* @return [Float] impurity
|
489
|
-
*/
|
490
|
-
static VALUE node_impurity_reg(VALUE self, VALUE criterion, VALUE y) {
|
491
|
-
long i;
|
492
|
-
const long n_elements = RARRAY_LEN(y);
|
493
|
-
const long n_outputs = RARRAY_LEN(rb_ary_entry(y, 0));
|
494
|
-
double* sum_vec = alloc_dbl_array(n_outputs);
|
495
|
-
VALUE target_vecs = rb_ary_new();
|
496
|
-
VALUE target;
|
497
|
-
VALUE ret;
|
498
|
-
|
499
|
-
for (i = 0; i < n_elements; i++) {
|
500
|
-
target = rb_ary_entry(y, i);
|
501
|
-
add_sum_vec(sum_vec, target);
|
502
|
-
rb_ary_push(target_vecs, target);
|
503
|
-
}
|
504
|
-
|
505
|
-
ret = DBL2NUM(calc_impurity_reg(StringValuePtr(criterion), target_vecs, sum_vec));
|
506
|
-
|
507
|
-
xfree(sum_vec);
|
508
|
-
|
509
|
-
RB_GC_GUARD(criterion);
|
510
|
-
|
511
|
-
return ret;
|
512
|
-
}
|
513
|
-
|
514
|
-
void Init_rumaleext(void) {
|
515
|
-
VALUE mRumale = rb_define_module("Rumale");
|
516
|
-
VALUE mTree = rb_define_module_under(mRumale, "Tree");
|
517
|
-
|
518
|
-
/**
|
519
|
-
* Document-module: Rumale::Tree::ExtDecisionTreeClassifier
|
520
|
-
* @!visibility private
|
521
|
-
* The mixin module consisting of extension method for DecisionTreeClassifier class.
|
522
|
-
* This module is used internally.
|
523
|
-
*/
|
524
|
-
VALUE mExtDTreeCls = rb_define_module_under(mTree, "ExtDecisionTreeClassifier");
|
525
|
-
/**
|
526
|
-
* Document-module: Rumale::Tree::ExtDecisionTreeRegressor
|
527
|
-
* @!visibility private
|
528
|
-
* The mixin module consisting of extension method for DecisionTreeRegressor class.
|
529
|
-
* This module is used internally.
|
530
|
-
*/
|
531
|
-
VALUE mExtDTreeReg = rb_define_module_under(mTree, "ExtDecisionTreeRegressor");
|
532
|
-
/**
|
533
|
-
* Document-module: Rumale::Tree::ExtGradientTreeRegressor
|
534
|
-
* @!visibility private
|
535
|
-
* The mixin module consisting of extension method for GradientTreeRegressor class.
|
536
|
-
* This module is used internally.
|
537
|
-
*/
|
538
|
-
VALUE mExtGTreeReg = rb_define_module_under(mTree, "ExtGradientTreeRegressor");
|
539
|
-
|
540
|
-
rb_define_private_method(mExtDTreeCls, "find_split_params", find_split_params_cls, 6);
|
541
|
-
rb_define_private_method(mExtDTreeReg, "find_split_params", find_split_params_reg, 5);
|
542
|
-
rb_define_private_method(mExtGTreeReg, "find_split_params", find_split_params_grad_reg, 7);
|
543
|
-
rb_define_private_method(mExtDTreeCls, "node_impurity", node_impurity_cls, 4);
|
544
|
-
rb_define_private_method(mExtDTreeReg, "node_impurity", node_impurity_reg, 2);
|
545
|
-
}
|