xlearn 0.1.0 → 0.1.5

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@@ -1,3 +1,30 @@
1
- ## 0.1.0
1
+ ## 0.1.5 (2020-08-22)
2
+
3
+ - Added support for Rover
4
+ - Improved error message when not fit
5
+
6
+ ## 0.1.4 (2020-02-11)
7
+
8
+ - Fixed `Could not find xLearn` error on some Linux platforms
9
+
10
+ ## 0.1.3 (2020-02-09)
11
+
12
+ - Fixed illegal instruction error on some Linux platforms
13
+
14
+ ## 0.1.2 (2020-01-26)
15
+
16
+ - Changed to Apache 2.0 license to match xLearn
17
+ - Added shared libraries
18
+ - Don't save `bin` file by default
19
+
20
+ ## 0.1.1 (2019-10-13)
21
+
22
+ - Added `cv` method
23
+ - Added `partial_fit` method
24
+ - Added `save_txt` method
25
+ - Added `bias_term`, `linear_term`, and `latent_factors` methods
26
+ - Added support for Daru and Numo
27
+
28
+ ## 0.1.0 (2019-10-11)
2
29
 
3
30
  - First release
@@ -1,22 +1,202 @@
1
- Copyright (c) 2019 Andrew Kane
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+ Copyright XLearn contributors
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+ Copyright 2019-2020 Andrew Kane
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data/README.md CHANGED
@@ -2,17 +2,15 @@
2
2
 
3
3
  [xLearn](https://github.com/aksnzhy/xlearn) - the high performance machine learning library - for Ruby
4
4
 
5
- :fire: Uses the C API for blazing performance
6
-
7
5
  Supports:
8
6
 
9
7
  - Linear models
10
8
  - Factorization machines
11
9
  - Field-aware factorization machines
12
10
 
13
- ## Installation
11
+ [![Build Status](https://travis-ci.org/ankane/xlearn.svg?branch=master)](https://travis-ci.org/ankane/xlearn) [![Build status](https://ci.appveyor.com/api/projects/status/r7upg4073w7xct35/branch/master?svg=true)](https://ci.appveyor.com/project/ankane/xlearn/branch/master)
14
12
 
15
- First, [install xLearn](https://xlearn-doc.readthedocs.io/en/latest/install/index.html). On Mac, copy `build/lib/libxlearn_api.dylib` to `/usr/local/lib`.
13
+ ## Installation
16
14
 
17
15
  Add this line to your application’s Gemfile:
18
16
 
@@ -22,8 +20,6 @@ gem 'xlearn'
22
20
 
23
21
  ## Getting Started
24
22
 
25
- This library is modeled after the [Python Scikit-learn API](https://xlearn-doc.readthedocs.io/en/latest/python_api/index.html). Some methods are missing at the moment. PRs welcome!
26
-
27
23
  Prep your data
28
24
 
29
25
  ```ruby
@@ -58,41 +54,141 @@ Load the model from a file
58
54
  model.load_model("model.bin")
59
55
  ```
60
56
 
57
+ Save a text version of the model
58
+
59
+ ```ruby
60
+ model.save_txt("model.txt")
61
+ ```
62
+
63
+ Pass a validation set
64
+
65
+ ```ruby
66
+ model.fit(x_train, y_train, eval_set: [x_val, y_val])
67
+ ```
68
+
69
+ Train online
70
+
71
+ ```ruby
72
+ model.partial_fit(x_train, y_train)
73
+ ```
74
+
75
+ Get the bias term, linear term, and latent factors
76
+
77
+ ```ruby
78
+ model.bias_term
79
+ model.linear_term
80
+ model.latent_factors # fm and ffm only
81
+ ```
82
+
61
83
  ## Parameters
62
84
 
63
- Specify parameters
85
+ Pass parameters - default values below
64
86
 
65
87
  ```ruby
66
- model = XLearn::FM.new(k: 20, epoch: 50)
88
+ XLearn::FM.new(
89
+ task: "binary", # binary (classification), reg (regression)
90
+ metric: nil, # acc, prec, recall, f1, auc, mae, mape, rmse, rmsd
91
+ lr: 0.2, # learning rate
92
+ lambda: 0.00002, # lambda for l2 regularization
93
+ k: 4, # latent factors for fm and ffm
94
+ alpha: 0.3, # hyper parameter for ftrl
95
+ beta: 1.0, # hyper parameter for ftrl
96
+ lambda_1: 0.00001, # hyper parameter for ftrl
97
+ lambda_2: 0.00002, # hyper parameter for ftrl
98
+ epoch: 10, # number of epochs
99
+ fold: 3, # number of folds
100
+ opt: "adagrad", # sgd, adagrad, ftrl
101
+ block_size: 500, # block size for on-disk training in MB
102
+ early_stop: true, # use early stopping
103
+ stop_window: 2, # size of stop window for early stopping
104
+ sign: false, # convert predition output to 0 and 1
105
+ sigmoid: false, # convert predition output using sigmoid
106
+ seed: 1 # random seed to shuffle data set
107
+ )
67
108
  ```
68
109
 
69
- Supports the same parameters as [Python](https://xlearn-doc.readthedocs.io/en/latest/all_api/index.html)
110
+ ## Cross-Validation
111
+
112
+ Cross-validation
70
113
 
71
- ## Validation
114
+ ```ruby
115
+ model.cv(x, y)
116
+ ```
72
117
 
73
- Pass a validation set when fitting
118
+ Specify the number of folds
74
119
 
75
120
  ```ruby
76
- model.fit(x_train, y_train, eval_set: [x_val, y_val])
121
+ model.cv(x, y, folds: 5)
122
+ ```
123
+
124
+ ## Data
125
+
126
+ Data can be an array of arrays
127
+
128
+ ```ruby
129
+ [[1, 2, 3], [4, 5, 6]]
130
+ ```
131
+
132
+ Or a Numo array
133
+
134
+ ```ruby
135
+ Numo::NArray.cast([[1, 2, 3], [4, 5, 6]])
136
+ ```
137
+
138
+ Or a Rover data frame
139
+
140
+ ```ruby
141
+ Rover.read_csv("houses.csv")
142
+ ```
143
+
144
+ Or a Daru data frame
145
+
146
+ ```ruby
147
+ Daru::DataFrame.from_csv("houses.csv")
77
148
  ```
78
149
 
79
150
  ## Performance
80
151
 
81
- For performance, you can read data directly from files
152
+ For large datasets, read data directly from files
82
153
 
83
154
  ```ruby
84
155
  model.fit("train.txt", eval_set: "validate.txt")
85
156
  model.predict("test.txt")
157
+ model.cv("train.txt")
158
+ ```
159
+
160
+ For linear models and factorization machines, use CSV:
161
+
162
+ ```txt
163
+ label,value_1,value_2,...,value_n
164
+ ```
165
+
166
+ Or the `libsvm` format (better for sparse data):
167
+
168
+ ```txt
169
+ label index_1:value_1 index_2:value_2 ... index_n:value_n
170
+ ```
171
+
172
+ > You can also use commas instead of spaces for separators
173
+
174
+ For field-aware factorization machines, use the `libffm` format:
175
+
176
+ ```txt
177
+ label field_1:index_1:value_1 field_2:index_2:value_2 ...
86
178
  ```
87
179
 
88
- [These formats](https://xlearn-doc.readthedocs.io/en/latest/python_api/index.html#choose-machine-learning-algorithm) are supported
180
+ > You can also use commas instead of spaces for separators
89
181
 
90
182
  You can also write predictions directly to a file
91
183
 
92
184
  ```ruby
93
- model.predict("test.txt", out_file: "predictions.txt")
185
+ model.predict("test.txt", out_path: "predictions.txt")
94
186
  ```
95
187
 
188
+ ## Credits
189
+
190
+ This library is modeled after xLearn’s [Scikit-learn API](https://xlearn-doc.readthedocs.io/en/latest/python_api/index.html).
191
+
96
192
  ## History
97
193
 
98
194
  View the [changelog](https://github.com/ankane/xlearn/blob/master/CHANGELOG.md)
@@ -105,3 +201,13 @@ Everyone is encouraged to help improve this project. Here are a few ways you can
105
201
  - Fix bugs and [submit pull requests](https://github.com/ankane/xlearn/pulls)
106
202
  - Write, clarify, or fix documentation
107
203
  - Suggest or add new features
204
+
205
+ To get started with development and testing:
206
+
207
+ ```sh
208
+ git clone https://github.com/ankane/xlearn.git
209
+ cd xlearn
210
+ bundle install
211
+ bundle exec rake vendor:all
212
+ bundle exec rake test
213
+ ```
@@ -21,7 +21,9 @@ module XLearn
21
21
  class << self
22
22
  attr_accessor :ffi_lib
23
23
  end
24
- self.ffi_lib = ["xlearn_api"]
24
+ lib_name = FFI.map_library_name("xlearn_api")
25
+ vendor_lib = File.expand_path("../vendor/#{lib_name}", __dir__)
26
+ self.ffi_lib = [vendor_lib]
25
27
 
26
28
  # friendlier error message
27
29
  autoload :FFI, "xlearn/ffi"
@@ -5,14 +5,33 @@ module XLearn
5
5
  def initialize(data, label: nil)
6
6
  @handle = ::FFI::MemoryPointer.new(:pointer)
7
7
 
8
- nrow = data.count
9
- ncol = data.first.count
8
+ if matrix?(data)
9
+ nrow = data.row_count
10
+ ncol = data.column_count
11
+ flat_data = data.to_a.flatten
12
+ elsif daru?(data)
13
+ nrow, ncol = data.shape
14
+ flat_data = data.map_rows(&:to_a).flatten
15
+ elsif rover?(data)
16
+ nrow, ncol = data.shape
17
+ flat_data = data.each_row.map(&:values).flatten
18
+ elsif narray?(data)
19
+ nrow, ncol = data.shape
20
+ # TODO convert to SFloat and pass pointer
21
+ # for better performance
22
+ flat_data = data.flatten.to_a
23
+ else
24
+ nrow = data.count
25
+ ncol = data.first.count
26
+ flat_data = data.flatten
27
+ end
10
28
 
11
- c_data = ::FFI::MemoryPointer.new(:float, nrow * ncol)
12
- c_data.put_array_of_float(0, data.flatten)
29
+ c_data = ::FFI::MemoryPointer.new(:float, flat_data.size)
30
+ c_data.put_array_of_float(0, flat_data)
13
31
 
14
32
  if label
15
- c_label = ::FFI::MemoryPointer.new(:float, nrow)
33
+ label = label.to_a
34
+ c_label = ::FFI::MemoryPointer.new(:float, label.size)
16
35
  c_label.put_array_of_float(0, label)
17
36
  end
18
37
 
@@ -31,5 +50,23 @@ module XLearn
31
50
  # must use proc instead of stabby lambda
32
51
  proc { FFI.XlearnDataFree(pointer) }
33
52
  end
53
+
54
+ private
55
+
56
+ def matrix?(data)
57
+ defined?(Matrix) && data.is_a?(Matrix)
58
+ end
59
+
60
+ def daru?(data)
61
+ defined?(Daru::DataFrame) && data.is_a?(Daru::DataFrame)
62
+ end
63
+
64
+ def narray?(data)
65
+ defined?(Numo::NArray) && data.is_a?(Numo::NArray)
66
+ end
67
+
68
+ def rover?(data)
69
+ defined?(Rover::DataFrame) && data.is_a?(Rover::DataFrame)
70
+ end
34
71
  end
35
72
  end
@@ -2,12 +2,7 @@ module XLearn
2
2
  module FFI
3
3
  extend ::FFI::Library
4
4
 
5
- begin
6
- ffi_lib XLearn.ffi_lib
7
- rescue LoadError => e
8
- raise e if ENV["XLEARN_DEBUG"]
9
- raise LoadError, "Could not find xLearn"
10
- end
5
+ ffi_lib XLearn.ffi_lib
11
6
 
12
7
  # https://github.com/aksnzhy/xlearn/blob/master/src/c_api/c_api.h
13
8
  # keep same order
@@ -4,5 +4,24 @@ module XLearn
4
4
  @model_type = "ffm"
5
5
  super
6
6
  end
7
+
8
+ # shape is [i, j, k]
9
+ # for v_{i}_{j}
10
+ def latent_factors
11
+ factor = []
12
+ current = -1
13
+ read_txt do |line|
14
+ if line.start_with?("v_")
15
+ parts = line.split(": ")
16
+ i = parts.first.split("_")[1].to_i
17
+ if i != current
18
+ factor << []
19
+ current = i
20
+ end
21
+ factor.last << parts.last.split(" ").map(&:to_f)
22
+ end
23
+ end
24
+ factor
25
+ end
7
26
  end
8
27
  end
@@ -4,5 +4,17 @@ module XLearn
4
4
  @model_type = "fm"
5
5
  super
6
6
  end
7
+
8
+ # shape is [i, k]
9
+ # for v_{i}
10
+ def latent_factors
11
+ factor = []
12
+ read_txt do |line|
13
+ if line.start_with?("v_")
14
+ factor << line.split(": ").last.split(" ").map(&:to_f)
15
+ end
16
+ end
17
+ factor
18
+ end
7
19
  end
8
20
  end
@@ -9,7 +9,8 @@ module XLearn
9
9
 
10
10
  options = {
11
11
  task: "binary",
12
- quiet: true
12
+ quiet: true,
13
+ bin_out: false
13
14
  }.merge(options)
14
15
 
15
16
  if options[:task] == "binary" && !options.key?(:sigmoid)
@@ -20,14 +21,14 @@ module XLearn
20
21
  end
21
22
 
22
23
  def fit(x, y = nil, eval_set: nil)
23
- if x.is_a?(String)
24
- check_call FFI.XLearnSetTrain(@handle, x)
25
- check_call FFI.XLearnSetBool(@handle, "from_file", true)
26
- else
27
- train_set = DMatrix.new(x, label: y)
28
- check_call FFI.XLearnSetDMatrix(@handle, "train", train_set)
29
- check_call FFI.XLearnSetBool(@handle, "from_file", false)
30
- end
24
+ @model_path = nil
25
+ partial_fit(x, y, eval_set: eval_set)
26
+ end
27
+
28
+ def partial_fit(x, y = nil, eval_set: nil)
29
+ check_call FFI.XLearnSetPreModel(@handle, @model_path || "")
30
+
31
+ set_train_set(x, y)
31
32
 
32
33
  if eval_set
33
34
  if eval_set.is_a?(String)
@@ -38,12 +39,17 @@ module XLearn
38
39
  end
39
40
  end
40
41
 
41
- # TODO unlink in finalizer
42
- @model_file = Tempfile.new("xlearn")
42
+ @txt_file ||= create_tempfile
43
+ check_call FFI.XLearnSetTXTModel(@handle, @txt_file.path)
44
+
45
+ @model_file ||= create_tempfile
43
46
  check_call FFI.XLearnFit(@handle, @model_file.path)
47
+ @model_path = @model_file.path
44
48
  end
45
49
 
46
50
  def predict(x, out_path: nil)
51
+ raise Error, "Not trained" unless @model_file
52
+
47
53
  if x.is_a?(String)
48
54
  check_call FFI.XLearnSetTest(@handle, x)
49
55
  check_call FFI.XLearnSetBool(@handle, "from_file", true)
@@ -63,24 +69,72 @@ module XLearn
63
69
  end
64
70
  end
65
71
 
72
+ def cv(x, y = nil, folds: nil)
73
+ set_params(fold: folds) if folds
74
+ set_train_set(x, y)
75
+ check_call FFI.XLearnCV(@handle)
76
+ end
77
+
66
78
  def save_model(path)
67
79
  raise Error, "Not trained" unless @model_file
68
80
  FileUtils.cp(@model_file.path, path)
69
81
  end
70
82
 
83
+ def save_txt(path)
84
+ raise Error, "Not trained" unless @txt_file
85
+ FileUtils.cp(@txt_file.path, path)
86
+ end
87
+
71
88
  def load_model(path)
72
- @model_file ||= Tempfile.new("xlearn")
89
+ @model_file ||= create_tempfile
73
90
  # TODO ensure tempfile is still cleaned up
74
91
  FileUtils.cp(path, @model_file.path)
75
92
  end
76
93
 
94
+ def bias_term
95
+ read_txt do |line|
96
+ return line.split(":").last.to_f if line.start_with?("bias:")
97
+ end
98
+ end
99
+
100
+ def linear_term
101
+ term = []
102
+ read_txt do |line|
103
+ if line.start_with?("i_")
104
+ term << line.split(":").last.to_f
105
+ elsif line.start_with?("v_")
106
+ break
107
+ end
108
+ end
109
+ term
110
+ end
111
+
77
112
  def self.finalize(pointer)
78
113
  # must use proc instead of stabby lambda
79
114
  proc { FFI.XLearnHandleFree(pointer) }
80
115
  end
81
116
 
117
+ def self.finalize_file(file)
118
+ # must use proc instead of stabby lambda
119
+ proc do
120
+ file.close
121
+ file.unlink
122
+ end
123
+ end
124
+
82
125
  private
83
126
 
127
+ def set_train_set(x, y)
128
+ if x.is_a?(String)
129
+ check_call FFI.XLearnSetTrain(@handle, x)
130
+ check_call FFI.XLearnSetBool(@handle, "from_file", true)
131
+ else
132
+ train_set = DMatrix.new(x, label: y)
133
+ check_call FFI.XLearnSetDMatrix(@handle, "train", train_set)
134
+ check_call FFI.XLearnSetBool(@handle, "from_file", false)
135
+ end
136
+ end
137
+
84
138
  def set_params(params)
85
139
  params.each do |k, v|
86
140
  k = k.to_s
@@ -100,5 +154,19 @@ module XLearn
100
154
  check_call ret
101
155
  end
102
156
  end
157
+
158
+ def read_txt
159
+ if @txt_file
160
+ File.foreach(@txt_file.path) do |line|
161
+ yield line
162
+ end
163
+ end
164
+ end
165
+
166
+ def create_tempfile
167
+ file = Tempfile.new("xlearn")
168
+ ObjectSpace.define_finalizer(self, self.class.finalize_file(file))
169
+ file
170
+ end
103
171
  end
104
172
  end
@@ -1,3 +1,3 @@
1
1
  module XLearn
2
- VERSION = "0.1.0"
2
+ VERSION = "0.1.5"
3
3
  end
@@ -0,0 +1,201 @@
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@@ -0,0 +1,108 @@
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+ Copyright XLearn contributors
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+ you may not use this file except in compliance with the License.
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+ Contact: Paul Mineiro <paul@mineiro.com>
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58
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+ (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
108
+ OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
Binary file
Binary file
metadata CHANGED
@@ -1,14 +1,14 @@
1
1
  --- !ruby/object:Gem::Specification
2
2
  name: xlearn
3
3
  version: !ruby/object:Gem::Version
4
- version: 0.1.0
4
+ version: 0.1.5
5
5
  platform: ruby
6
6
  authors:
7
7
  - Andrew Kane
8
8
  autorequire:
9
9
  bindir: bin
10
10
  cert_chain: []
11
- date: 2019-10-12 00:00:00.000000000 Z
11
+ date: 2020-08-22 00:00:00.000000000 Z
12
12
  dependencies:
13
13
  - !ruby/object:Gem::Dependency
14
14
  name: ffi
@@ -66,6 +66,48 @@ dependencies:
66
66
  - - ">="
67
67
  - !ruby/object:Gem::Version
68
68
  version: '5'
69
+ - !ruby/object:Gem::Dependency
70
+ name: daru
71
+ requirement: !ruby/object:Gem::Requirement
72
+ requirements:
73
+ - - ">="
74
+ - !ruby/object:Gem::Version
75
+ version: '0'
76
+ type: :development
77
+ prerelease: false
78
+ version_requirements: !ruby/object:Gem::Requirement
79
+ requirements:
80
+ - - ">="
81
+ - !ruby/object:Gem::Version
82
+ version: '0'
83
+ - !ruby/object:Gem::Dependency
84
+ name: numo-narray
85
+ requirement: !ruby/object:Gem::Requirement
86
+ requirements:
87
+ - - ">="
88
+ - !ruby/object:Gem::Version
89
+ version: '0'
90
+ type: :development
91
+ prerelease: false
92
+ version_requirements: !ruby/object:Gem::Requirement
93
+ requirements:
94
+ - - ">="
95
+ - !ruby/object:Gem::Version
96
+ version: '0'
97
+ - !ruby/object:Gem::Dependency
98
+ name: rover-df
99
+ requirement: !ruby/object:Gem::Requirement
100
+ requirements:
101
+ - - ">="
102
+ - !ruby/object:Gem::Version
103
+ version: '0'
104
+ type: :development
105
+ prerelease: false
106
+ version_requirements: !ruby/object:Gem::Requirement
107
+ requirements:
108
+ - - ">="
109
+ - !ruby/object:Gem::Version
110
+ version: '0'
69
111
  description:
70
112
  email: andrew@chartkick.com
71
113
  executables: []
@@ -74,6 +116,7 @@ extra_rdoc_files: []
74
116
  files:
75
117
  - CHANGELOG.md
76
118
  - LICENSE.txt
119
+ - NOTICE.txt
77
120
  - README.md
78
121
  - lib/xlearn.rb
79
122
  - lib/xlearn/dmatrix.rb
@@ -84,9 +127,14 @@ files:
84
127
  - lib/xlearn/model.rb
85
128
  - lib/xlearn/utils.rb
86
129
  - lib/xlearn/version.rb
130
+ - vendor/LICENSE
131
+ - vendor/NOTICE
132
+ - vendor/libxlearn_api.dylib
133
+ - vendor/libxlearn_api.so
134
+ - vendor/xlearn_api.dll
87
135
  homepage: https://github.com/ankane/xlearn
88
136
  licenses:
89
- - MIT
137
+ - Apache-2.0
90
138
  metadata: {}
91
139
  post_install_message:
92
140
  rdoc_options: []
@@ -103,8 +151,8 @@ required_rubygems_version: !ruby/object:Gem::Requirement
103
151
  - !ruby/object:Gem::Version
104
152
  version: '0'
105
153
  requirements: []
106
- rubygems_version: 3.0.3
154
+ rubygems_version: 3.1.2
107
155
  signing_key:
108
156
  specification_version: 4
109
- summary: xLearn - the high performance machine learning library - for Ruby
157
+ summary: High performance factorization machines for Ruby
110
158
  test_files: []