rumale 0.23.1 → 0.23.2
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- checksums.yaml +4 -4
- data/CHANGELOG.md +7 -0
- data/LICENSE.txt +1 -1
- data/README.md +33 -1
- data/ext/rumale/rumaleext.c +539 -3
- data/ext/rumale/rumaleext.h +7 -3
- data/lib/rumale/clustering/hdbscan.rb +28 -8
- data/lib/rumale/clustering/single_linkage.rb +23 -5
- data/lib/rumale/evaluation_measure/roc_auc.rb +1 -2
- data/lib/rumale/nearest_neighbors/vp_tree.rb +2 -0
- data/lib/rumale/version.rb +1 -1
- data/lib/rumale.rb +132 -133
- metadata +7 -18
- data/.clang-format +0 -149
- data/.coveralls.yml +0 -1
- data/.github/workflows/build.yml +0 -26
- data/.github/workflows/coverage.yml +0 -30
- data/.gitignore +0 -23
- data/.rspec +0 -3
- data/.rubocop.yml +0 -93
- data/Gemfile +0 -17
- data/Rakefile +0 -15
- data/ext/rumale/tree.c +0 -547
- data/ext/rumale/tree.h +0 -14
- data/rumale.gemspec +0 -49
checksums.yaml
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---
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SHA256:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 4564c37af7744bc4fe14dec5c5fc1e236687c3a241d2e17ef2d89f1c57056af9
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data.tar.gz: 6f70d79a10b890bbd127f60f1c7f26934fcd88f71458af8839ac049b7a07efc8
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SHA512:
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metadata.gz:
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data.tar.gz:
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metadata.gz: 5671a08ac8e9881f51896c4478ce5f4b54457c83d9b7194623febfd1859123cda5947c0d344aa551686c2c964359e9bdbd5ad13e9c921d2a3393a76717c00093
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data.tar.gz: bb022827e8ca9d939addb9cfdd9b5fa5b643cd56150a84f41a224dde0c75992badbf792f77d06194943f015572beb5bafdd3c84e43efd98be5cc53beb9347ab0
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data/CHANGELOG.md
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# 0.23.2
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Rumale project will be rebooted on version 0.24.0.
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This version is probably the last release of the series starting with version 0.8.0.
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- Refactor some codes and configs.
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- Deprecate VPTree class.
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# 0.23.1
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- Fix all estimators to return inference results in a contiguous narray.
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- Fix to use until statement instead of recursive call on apply methods of tree estimators.
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data/LICENSE.txt
CHANGED
data/README.md
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# Rumale
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**This project is suspended for the author's health reasons. It will be resumed when the author recovers.**
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![Rumale](https://dl.dropboxusercontent.com/s/joxruk2720ur66o/rumale_header_400.png)
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[![Build Status](https://github.com/yoshoku/rumale/actions/workflows/build.yml/badge.svg)](https://github.com/yoshoku/rumale/actions/workflows/build.yml)
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[![Coverage Status](https://coveralls.io/repos/github/yoshoku/rumale/badge.svg?branch=main)](https://coveralls.io/github/yoshoku/rumale?branch=main)
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[![Gem Version](https://badge.fury.io/rb/rumale.svg)](https://badge.fury.io/rb/rumale)
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[![BSD 2-Clause License](https://img.shields.io/badge/License-BSD%202--Clause-orange.svg)](https://github.com/yoshoku/rumale/blob/main/LICENSE.txt)
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[![Documentation](https://img.shields.io/badge/api-reference-blue.svg)](https://yoshoku.github.io/rumale/doc/)
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@@ -189,6 +190,12 @@ Ubuntu:
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$ sudo apt-get install libopenblas-dev liblapacke-dev
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```
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Fedora:
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```bash
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$ sudo dnf install openblas-devel lapack-devel
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```
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Windows (MSYS2):
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```bash
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$ sudo apt-get install gcc gfortran make
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```
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Fedora:
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```bash
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$ sudo dnf install gcc gcc-gfortran make
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```
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Install Numo::OpenBLAS gem.
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```bash
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@@ -239,6 +252,25 @@ require 'numo/openblas'
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require 'rumale'
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```
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### Numo::BLIS
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[Numo::BLIS](https://github.com/yoshoku/numo-blis) downloads and builds BLIS during installation
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and uses that as a background library for Numo::Linalg.
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BLIS is one of the high-performance BLAS as with OpenBLAS,
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and using that can be expected to speed up of processing in Rumale.
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Install Numo::BLIS gem.
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```bash
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$ gem install numo-blis
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```
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Load Numo::BLIS gem instead of Numo::Linalg.
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```ruby
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require 'numo/blis'
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require 'rumale'
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```
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### Parallel
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Several estimators in Rumale support parallel processing.
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Parallel processing in Rumale is realized by [Parallel](https://github.com/grosser/parallel) gem,
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data/ext/rumale/rumaleext.c
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#include "rumaleext.h"
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-
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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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8
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+
|
9
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double calc_gini_coef(double* histogram, const long n_elements, const long n_classes) {
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10
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long i;
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11
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double el;
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12
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double gini = 0.0;
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13
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+
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14
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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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17
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}
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18
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+
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return 1.0 - gini;
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}
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21
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+
|
22
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double calc_entropy(double* histogram, const long n_elements, const long n_classes) {
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23
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long i;
|
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double el;
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25
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double entropy = 0.0;
|
26
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+
|
27
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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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31
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+
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return -entropy;
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33
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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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37
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long i;
|
38
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VALUE mean_vec = rb_ary_new2(n_dimensions);
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39
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+
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40
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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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42
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}
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43
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+
|
44
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return mean_vec;
|
45
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}
|
46
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+
|
47
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double calc_vec_mae(VALUE vec_a, VALUE vec_b) {
|
48
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long i;
|
49
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const long n_dimensions = RARRAY_LEN(vec_a);
|
50
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double sum = 0.0;
|
51
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double diff;
|
52
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+
|
53
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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);
|
56
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+
}
|
57
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+
|
58
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return sum / n_dimensions;
|
59
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}
|
60
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+
|
61
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double calc_vec_mse(VALUE vec_a, VALUE vec_b) {
|
62
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long i;
|
63
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const long n_dimensions = RARRAY_LEN(vec_a);
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64
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double sum = 0.0;
|
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double diff;
|
66
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+
|
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for (i = 0; i < n_dimensions; i++) {
|
68
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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;
|
70
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+
}
|
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+
|
72
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+
return sum / n_dimensions;
|
73
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+
}
|
74
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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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+
|
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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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+
}
|
83
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+
|
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return sum / n_elements;
|
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}
|
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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;
|
91
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+
|
92
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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);
|
94
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}
|
95
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+
|
96
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return sum / n_elements;
|
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}
|
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+
|
99
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double calc_impurity_cls(const char* criterion, double* histogram, const long n_elements, const long n_classes) {
|
100
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if (strcmp(criterion, "entropy") == 0) {
|
101
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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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+
|
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double calc_impurity_reg(const char* criterion, VALUE target_vecs, double* sum_vec) {
|
107
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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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VALUE mean_vec = calc_mean_vec(sum_vec, n_dimensions, n_elements);
|
110
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+
|
111
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if (strcmp(criterion, "mae") == 0) {
|
112
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return calc_mae(target_vecs, mean_vec);
|
113
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+
}
|
114
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return calc_mse(target_vecs, mean_vec);
|
115
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+
}
|
116
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+
|
117
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void add_sum_vec(double* sum_vec, VALUE target) {
|
118
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long i;
|
119
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const long n_dimensions = RARRAY_LEN(target);
|
120
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+
|
121
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for (i = 0; i < n_dimensions; i++) {
|
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sum_vec[i] += NUM2DBL(rb_ary_entry(target, i));
|
123
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+
}
|
124
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}
|
125
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+
|
126
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void sub_sum_vec(double* sum_vec, VALUE target) {
|
127
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long i;
|
128
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const long n_dimensions = RARRAY_LEN(target);
|
129
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+
|
130
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for (i = 0; i < n_dimensions; i++) {
|
131
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sum_vec[i] -= NUM2DBL(rb_ary_entry(target, i));
|
132
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+
}
|
133
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+
}
|
134
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+
|
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/**
|
136
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* @!visibility private
|
137
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+
*/
|
138
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+
typedef struct {
|
139
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+
char* criterion;
|
140
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+
long n_classes;
|
141
|
+
double impurity;
|
142
|
+
} split_opts_cls;
|
143
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+
/**
|
144
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* @!visibility private
|
145
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+
*/
|
146
|
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static void iter_find_split_params_cls(na_loop_t const* lp) {
|
147
|
+
const int32_t* o = (int32_t*)NDL_PTR(lp, 0);
|
148
|
+
const double* f = (double*)NDL_PTR(lp, 1);
|
149
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+
const int32_t* y = (int32_t*)NDL_PTR(lp, 2);
|
150
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+
const long n_elements = NDL_SHAPE(lp, 0)[0];
|
151
|
+
const char* criterion = ((split_opts_cls*)lp->opt_ptr)->criterion;
|
152
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+
const long n_classes = ((split_opts_cls*)lp->opt_ptr)->n_classes;
|
153
|
+
const double w_impurity = ((split_opts_cls*)lp->opt_ptr)->impurity;
|
154
|
+
double* params = (double*)NDL_PTR(lp, 3);
|
155
|
+
long i;
|
156
|
+
long curr_pos = 0;
|
157
|
+
long next_pos = 0;
|
158
|
+
long n_l_elements = 0;
|
159
|
+
long n_r_elements = n_elements;
|
160
|
+
double curr_el = f[o[0]];
|
161
|
+
double last_el = f[o[n_elements - 1]];
|
162
|
+
double next_el;
|
163
|
+
double l_impurity;
|
164
|
+
double r_impurity;
|
165
|
+
double gain;
|
166
|
+
double* l_histogram = alloc_dbl_array(n_classes);
|
167
|
+
double* r_histogram = alloc_dbl_array(n_classes);
|
168
|
+
|
169
|
+
/* Initialize optimal parameters. */
|
170
|
+
params[0] = 0.0; /* left impurity */
|
171
|
+
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
|
+
/* Initialize child node variables. */
|
176
|
+
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
|
+
l_histogram[y[o[next_pos]]] += 1;
|
185
|
+
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
|
+
}
|
4
513
|
|
5
514
|
void Init_rumaleext(void) {
|
6
|
-
mRumale = rb_define_module("Rumale");
|
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");
|
7
539
|
|
8
|
-
|
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);
|
9
545
|
}
|
data/ext/rumale/rumaleext.h
CHANGED
@@ -1,8 +1,12 @@
|
|
1
|
-
#ifndef
|
2
|
-
#define
|
1
|
+
#ifndef RUMALEEXT_H
|
2
|
+
#define RUMALEEXT_H 1
|
3
|
+
|
4
|
+
#include <math.h>
|
5
|
+
#include <string.h>
|
3
6
|
|
4
7
|
#include <ruby.h>
|
5
8
|
|
6
|
-
#include
|
9
|
+
#include <numo/narray.h>
|
10
|
+
#include <numo/template.h>
|
7
11
|
|
8
12
|
#endif /* RUMALEEXT_H */
|