rumale 0.22.5 → 0.23.0

checksums.yaml

@@ -1,7 +1,7 @@
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data/CHANGELOG.md

@@ -1,3 +1,11 @@
+# 0.23.0
+## Breaking change
+- Change automalically selected solver from sgd to lbfgs in
+[LinearRegression](https://yoshoku.github.io/rumale/doc/Rumale/LinearModel/LinearRegression.html) and
+[Ridge](https://yoshoku.github.io/rumale/doc/Rumale/LinearModel/Ridge.html).
+  - When given 'auto' to solver parameter, these estimator select  the 'svd' solver if Numo::Linalg is loaded.
+  Otherwise, they select the 'lbfgs' solver.
+
 # 0.22.5
 - Add transformer class for calculating kernel matrix.
   - [KernelCalculator](https://yoshoku.github.io/rumale/doc/Rumale/Preprocessing/KernelCalculator.html)

data/lib/rumale/linear_model/linear_regression.rb

@@ -1,5 +1,7 @@
 # frozen_string_literal: true
 
+require 'lbfgsb'
+
 require 'rumale/linear_model/base_sgd'
 require 'rumale/base/regressor'
 
@@ -58,7 +60,7 @@ module Rumale
       # @param tol [Float] The tolerance of loss for terminating optimization.
       #   If solver is 'svd', this parameter is ignored.
       # @param solver [String] The algorithm to calculate weights. ('auto', 'sgd', 'svd' or 'lbfgs').
-      #   'auto' chooses the 'svd' solver if Numo::Linalg is loaded. Otherwise, it chooses the 'sgd' solver.
+      #   'auto' chooses the 'svd' solver if Numo::Linalg is loaded. Otherwise, it chooses the 'lbfgs' solver.
       #   'sgd' uses the stochastic gradient descent optimization.
       #   'svd' performs singular value decomposition of samples.
       #   'lbfgs' uses the L-BFGS method for optimization.
@@ -82,9 +84,9 @@ module Rumale
         super()
         @params.merge!(method(:initialize).parameters.map { |_t, arg| [arg, binding.local_variable_get(arg)] }.to_h)
         @params[:solver] = if solver == 'auto'
-                             enable_linalg?(warning: false) ? 'svd' : 'sgd'
+                             enable_linalg?(warning: false) ? 'svd' : 'lbfgs'
                            else
-                             solver.match?(/^svd$|^sgd$|^lbfgs$/) ? solver : 'sgd'
+                             solver.match?(/^svd$|^sgd$|^lbfgs$/) ? solver : 'lbfgs'
                            end
         @params[:decay] ||= @params[:learning_rate]
         @params[:random_seed] ||= srand

data/lib/rumale/linear_model/ridge.rb

@@ -61,7 +61,7 @@ module Rumale
       # @param tol [Float] The tolerance of loss for terminating optimization.
       #   If solver is 'svd', this parameter is ignored.
       # @param solver [String] The algorithm to calculate weights. ('auto', 'sgd', 'svd', or 'lbfgs').
-      #   'auto' chooses the 'svd' solver if Numo::Linalg is loaded. Otherwise, it chooses the 'sgd' solver.
+      #   'auto' chooses the 'svd' solver if Numo::Linalg is loaded. Otherwise, it chooses the 'lbfgs' solver.
       #   'sgd' uses the stochastic gradient descent optimization.
       #   'svd' performs singular value decomposition of samples.
       #   'lbfgs' uses the L-BFGS method for optimization.
@@ -87,9 +87,9 @@ module Rumale
         super()
         @params.merge!(method(:initialize).parameters.map { |_t, arg| [arg, binding.local_variable_get(arg)] }.to_h)
         @params[:solver] = if solver == 'auto'
-                             enable_linalg?(warning: false) ? 'svd' : 'sgd'
+                             enable_linalg?(warning: false) ? 'svd' : 'lbfgs'
                            else
-                             solver.match?(/^svd$|^sgd$|^lbfgs$/) ? solver : 'sgd'
+                             solver.match?(/^svd$|^sgd$|^lbfgs$/) ? solver : 'lbfgs'
                            end
         @params[:decay] ||= @params[:reg_param] * @params[:learning_rate]
         @params[:random_seed] ||= srand

data/lib/rumale/model_selection/grid_search_cv.rb

@@ -160,15 +160,15 @@ module Rumale
         grid = [grid] if grid.is_a?(Hash)
         grid.each do |h|
           raise TypeError, 'Expect class of elements in param_grid to be Hash' unless h.is_a?(Hash)
-          raise TypeError, 'Expect class of parameter values in param_grid to be Array' unless h.values.all? { |v| v.is_a?(Array) }
+          raise TypeError, 'Expect class of parameter values in param_grid to be Array' unless h.values.all?(Array)
         end
         grid
       end
 
       def param_combinations
         @param_combinations ||= @params[:param_grid].map do |prm|
-          x = Hash[prm.sort].map { |k, v| [k].product(v) }
-          x[0].product(*x[1...x.size]).map { |v| Hash[v] }
+          x = prm.sort.to_h.map { |k, v| [k].product(v) }
+          x[0].product(*x[1...x.size]).map(&:to_h)
         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 = '0.22.5'
+  VERSION = '0.23.0'
 end

metadata

@@ -1,14 +1,14 @@
 --- !ruby/object:Gem::Specification
 name: rumale
 version: !ruby/object:Gem::Version
-  version: 0.22.5
+  version: 0.23.0
 platform: ruby
 authors:
 - yoshoku
 autorequire:
 bindir: exe
 cert_chain: []
-date: 2021-03-14 00:00:00.000000000 Z
+date: 2021-04-04 00:00:00.000000000 Z
 dependencies:
 - !ruby/object:Gem::Dependency
   name: numo-narray