rumale 0.18.3 → 0.18.4

checksums.yaml

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data/CHANGELOG.md

@@ -1,3 +1,8 @@
+# 0.18.4
+- Add transformer class for [KernelFDA](https://yoshoku.github.io/rumale/doc/Rumale/KernelMachine/KernelFDA.html).
+- Refactor [KernelPCA](https://yoshoku.github.io/rumale/doc/Rumale/KernelMachine/KernelPCA.html).
+- Fix API documentation.
+
 # 0.18.3
 - Fix API documentation on [KNeighborsRegressor](https://yoshoku.github.io/rumale/doc/Rumale/NearestNeighbors/KNeighborsRegressor.html)
 - Refector [rbf_kernel](https://yoshoku.github.io/rumale/doc/Rumale/PairwiseMetric.html#rbf_kernel-class_method) method.

data/lib/rumale.rb

@@ -39,6 +39,7 @@ require 'rumale/linear_model/lasso'
 require 'rumale/linear_model/elastic_net'
 require 'rumale/kernel_machine/kernel_svc'
 require 'rumale/kernel_machine/kernel_pca'
+require 'rumale/kernel_machine/kernel_fda'
 require 'rumale/kernel_machine/kernel_ridge'
 require 'rumale/polynomial_model/base_factorization_machine'
 require 'rumale/polynomial_model/factorization_machine_classifier'

data/lib/rumale/evaluation_measure/function.rb

@@ -13,7 +13,7 @@ module Rumale
     # @example
     #   y_true = Numo::Int32[2, 0, 2, 2, 0, 1]
     #   y_pred = Numo::Int32[0, 0, 2, 2, 0, 2]
-    #   p confusion_matrix(y_true, y_pred)
+    #   p Rumale::EvaluationMeasure.confusion_matrix(y_true, y_pred)
     #
     #   # Numo::Int32#shape=[3,3]
     #   # [[2, 0, 0],

data/lib/rumale/kernel_machine/kernel_fda.rb

@@ -0,0 +1,120 @@
+# frozen_string_literal: true
+
+require 'rumale/base/base_estimator'
+require 'rumale/base/transformer'
+
+module Rumale
+  module KernelMachine
+    # KernelFDA is a class that implements Kernel Fisher Discriminant Analysis.
+    #
+    # @example
+    #   require 'numo/linalg/autoloader'
+    #
+    #   kernel_mat_train = Rumale::PairwiseMetric::rbf_kernel(x_train)
+    #   kfda = Rumale::KernelMachine::KernelFDA.new
+    #   mapped_traininig_samples = kfda.fit_transform(kernel_mat_train, y)
+    #
+    #   kernel_mat_test = Rumale::PairwiseMetric::rbf_kernel(x_test, x_train)
+    #   mapped_test_samples = kfda.transform(kernel_mat_test)
+    #
+    # *Reference*
+    # - Baudat, G. and Anouar, F., "Generalized Discriminant Analysis using a Kernel Approach," Neural Computation, vol. 12, pp. 2385--2404, 2000.
+    class KernelFDA
+      include Base::BaseEstimator
+      include Base::Transformer
+
+      # Returns the eigenvectors for embedding.
+      # @return [Numo::DFloat] (shape: [n_training_sampes, n_components])
+      attr_reader :alphas
+
+      # Create a new transformer with Kernel FDA.
+      #
+      # @param n_components [Integer] The number of components.
+      # @param reg_param [Float] The regularization parameter.
+      def initialize(n_components: nil, reg_param: 1e-8)
+        check_params_numeric_or_nil(n_components: n_components)
+        check_params_numeric(reg_param: reg_param)
+        @params = {}
+        @params[:n_components] = n_components
+        @params[:reg_param] = reg_param
+        @alphas = nil
+        @row_mean = nil
+        @all_mean = nil
+      end
+
+      # Fit the model with given training data.
+      # To execute this method, Numo::Linalg must be loaded.
+      #
+      # @param x [Numo::DFloat] (shape: [n_training_samples, n_training_samples])
+      #   The kernel matrix of the training data to be used for fitting the model.
+      # @param y [Numo::Int32] (shape: [n_samples]) The labels to be used for fitting the model.
+      # @return [KernelFDA] The learned transformer itself.
+      def fit(x, y)
+        x = check_convert_sample_array(x)
+        y = check_convert_label_array(y)
+        check_sample_label_size(x, y)
+        raise ArgumentError, 'Expect the kernel matrix of training data to be square.' unless x.shape[0] == x.shape[1]
+        raise 'KernelFDA#fit requires Numo::Linalg but that is not loaded.' unless enable_linalg?
+
+        # initialize some variables.
+        n_samples = x.shape[0]
+        @classes = Numo::Int32[*y.to_a.uniq.sort]
+        n_classes = @classes.size
+        n_components = if @params[:n_components].nil?
+                         [n_samples, n_classes - 1].min
+                       else
+                         [n_samples, @params[:n_components]].min
+                       end
+
+        # centering
+        @row_mean = x.mean(0)
+        @all_mean = @row_mean.sum.fdiv(n_samples)
+        centered_kernel_mat = x - x.mean(1).expand_dims(1) - @row_mean + @all_mean
+
+        # calculate between and within scatter matrix.
+        class_mat = Numo::DFloat.zeros(n_samples, n_samples)
+        @classes.each do |label|
+          idx_vec = y.eq(label)
+          class_mat += Numo::DFloat.cast(idx_vec).outer(idx_vec) / idx_vec.count
+        end
+        between_mat = centered_kernel_mat.dot(class_mat).dot(centered_kernel_mat.transpose)
+        within_mat = centered_kernel_mat.dot(centered_kernel_mat.transpose) + @params[:reg_param] * Numo::DFloat.eye(n_samples)
+
+        # calculate projection matrix.
+        eig_vals, eig_vecs = Numo::Linalg.eigh(
+          between_mat, within_mat,
+          vals_range: (n_samples - n_components)...n_samples
+        )
+        @alphas = eig_vecs.reverse(1).dup
+        self
+      end
+
+      # Fit the model with training data, and then transform them with the learned model.
+      # To execute this method, Numo::Linalg must be loaded.
+      #
+      # @param x [Numo::DFloat] (shape: [n_samples, n_samples])
+      #   The kernel matrix of the training data to be used for fitting the model and transformed.
+      # @param y [Numo::Int32] (shape: [n_samples]) The labels to be used for fitting the model.
+      # @return [Numo::DFloat] (shape: [n_samples, n_components]) The transformed data
+      def fit_transform(x, y)
+        x = check_convert_sample_array(x)
+        y = check_convert_label_array(y)
+        check_sample_label_size(x, y)
+        fit(x, y).transform(x)
+      end
+
+      # Transform the given data with the learned model.
+      #
+      # @param x [Numo::DFloat] (shape: [n_testing_samples, n_training_samples])
+      #   The kernel matrix between testing samples and training samples to be transformed.
+      # @return [Numo::DFloat] (shape: [n_testing_samples, n_components]) The transformed data.
+      def transform(x)
+        x = check_convert_sample_array(x)
+        col_mean = x.sum(1) / @row_mean.shape[0]
+        centered_kernel_mat = x - col_mean.expand_dims(1) - @row_mean + @all_mean
+        transformed = centered_kernel_mat.dot(@alphas)
+        @params[:n_components] == 1 ? transformed[true, 0].dup : transformed
+      end
+    end
+  end
+end

data/lib/rumale/kernel_machine/kernel_pca.rb

@@ -11,7 +11,7 @@ module Rumale
     #   require 'numo/linalg/autoloader'
     #
     #   kernel_mat_train = Rumale::PairwiseMetric::rbf_kernel(training_samples)
-    #   kpca = Rumale::KernelMachine::KernelPCA(n_components: 2)
+    #   kpca = Rumale::KernelMachine::KernelPCA.new(n_components: 2)
     #   mapped_traininig_samples = kpca.fit_transform(kernel_mat_train)
     #
     #   kernel_mat_test = Rumale::PairwiseMetric::rbf_kernel(test_samples, training_samples)
@@ -27,7 +27,7 @@ module Rumale
       # @return [Numo::DFloat] (shape: [n_components])
       attr_reader :lambdas
 
-      # Returns the eigenvectros of the centered kernel matrix.
+      # Returns the eigenvectors of the centered kernel matrix.
       # @return [Numo::DFloat] (shape: [n_training_sampes, n_components])
       attr_reader :alphas
 
@@ -40,6 +40,7 @@ module Rumale
         @params[:n_components] = n_components
         @alphas = nil
         @lambdas = nil
+        @transform_mat = nil
         @row_mean = nil
         @all_mean = nil
       end
@@ -63,6 +64,7 @@ module Rumale
         eig_vals, eig_vecs = Numo::Linalg.eigh(centered_kernel_mat, vals_range: (n_samples - @params[:n_components])...n_samples)
         @alphas = eig_vecs.reverse(1).dup
         @lambdas = eig_vals.reverse.dup
+        @transform_mat = @alphas.dot((1.0 / Numo::NMath.sqrt(@lambdas)).diag)
         self
       end
 
@@ -87,8 +89,7 @@ module Rumale
         x = check_convert_sample_array(x)
         col_mean = x.sum(1) / @row_mean.shape[0]
         centered_kernel_mat = x - col_mean.expand_dims(1) - @row_mean + @all_mean
-        transform_mat = @alphas.dot((1.0 / Numo::NMath.sqrt(@lambdas)).diag)
-        transformed = centered_kernel_mat.dot(transform_mat)
+        transformed = centered_kernel_mat.dot(@transform_mat)
         @params[:n_components] == 1 ? transformed[true, 0].dup : transformed
       end
     end

data/lib/rumale/version.rb

@@ -3,5 +3,5 @@
 # Rumale is a machine learning library in Ruby.
 module Rumale
   # The version of Rumale you are using.
-  VERSION = '0.18.3'
+  VERSION = '0.18.4'
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: rumale
 version: !ruby/object:Gem::Version
-  version: 0.18.3
+  version: 0.18.4
 platform: ruby
 authors:
 - yoshoku
 autorequire: 
 bindir: exe
 cert_chain: []
-date: 2020-04-04 00:00:00.000000000 Z
+date: 2020-04-11 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: numo-narray
@@ -242,6 +242,7 @@ files:
 - lib/rumale/feature_extraction/hash_vectorizer.rb
 - lib/rumale/kernel_approximation/nystroem.rb
 - lib/rumale/kernel_approximation/rbf.rb
+- lib/rumale/kernel_machine/kernel_fda.rb
 - lib/rumale/kernel_machine/kernel_pca.rb
 - lib/rumale/kernel_machine/kernel_ridge.rb
 - lib/rumale/kernel_machine/kernel_svc.rb