datly 0.0.2 → 0.0.3
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- package/README.MD +1773 -2386
- package/dist/datly.cjs +1 -1
- package/dist/datly.mjs +1 -1
- package/dist/datly.umd.js +1 -1
- package/package.json +3 -3
- package/src/code.js +2466 -0
- package/src/index.js +236 -480
- package/src/plot.js +609 -0
- package/src/core/dataLoader.js +0 -407
- package/src/core/utils.js +0 -306
- package/src/core/validator.js +0 -205
- package/src/dataviz/index.js +0 -1566
- package/src/descriptive/centralTendency.js +0 -208
- package/src/descriptive/dispersion.js +0 -273
- package/src/descriptive/position.js +0 -268
- package/src/descriptive/shape.js +0 -336
- package/src/inferential/confidenceIntervals.js +0 -561
- package/src/inferential/hypothesisTesting.js +0 -527
- package/src/inferential/normalityTests.js +0 -587
- package/src/insights/autoAnalyser.js +0 -685
- package/src/insights/interpreter.js +0 -543
- package/src/insights/patternDetector.js +0 -897
- package/src/insights/reportGenerator.js +0 -1072
- package/src/ml/ClassificationMetrics.js +0 -336
- package/src/ml/DecisionTree.js +0 -412
- package/src/ml/KNearestNeighbors.js +0 -317
- package/src/ml/LinearRegression.js +0 -179
- package/src/ml/LogisticRegression.js +0 -396
- package/src/ml/MachineLearning.js +0 -490
- package/src/ml/NaiveBayes.js +0 -296
- package/src/ml/RandomForest.js +0 -323
- package/src/ml/SupportVectorMachine.js +0 -299
- package/src/ml/baseModel.js +0 -106
- package/src/multivariate/correlation.js +0 -653
- package/src/multivariate/regression.js +0 -660
|
@@ -1,179 +0,0 @@
|
|
|
1
|
-
import BaseModel from './baseModel.js';
|
|
2
|
-
|
|
3
|
-
class LinearRegression extends BaseModel {
|
|
4
|
-
constructor(learningRate = 0.01, iterations = 1000, regularization = null, lambda = 0.01) {
|
|
5
|
-
super();
|
|
6
|
-
this.learningRate = learningRate;
|
|
7
|
-
this.iterations = iterations;
|
|
8
|
-
this.regularization = regularization; // 'l1', 'l2', or null
|
|
9
|
-
this.lambda = lambda;
|
|
10
|
-
this.weights = null;
|
|
11
|
-
this.bias = null;
|
|
12
|
-
this.normParams = null;
|
|
13
|
-
}
|
|
14
|
-
|
|
15
|
-
fit(X, y, normalize = true) {
|
|
16
|
-
this.validateTrainingData(X, y);
|
|
17
|
-
|
|
18
|
-
let X_train = X.map(row => Array.isArray(row) ? row : [row]);
|
|
19
|
-
|
|
20
|
-
if (normalize) {
|
|
21
|
-
const { normalized, means, stds } = this.normalizeFeatures(X_train);
|
|
22
|
-
X_train = normalized;
|
|
23
|
-
this.normParams = { means, stds };
|
|
24
|
-
}
|
|
25
|
-
|
|
26
|
-
const n = X_train.length;
|
|
27
|
-
const m = X_train[0].length;
|
|
28
|
-
|
|
29
|
-
this.weights = Array(m).fill(0);
|
|
30
|
-
this.bias = 0;
|
|
31
|
-
|
|
32
|
-
const losses = [];
|
|
33
|
-
|
|
34
|
-
for (let iter = 0; iter < this.iterations; iter++) {
|
|
35
|
-
const predictions = X_train.map(x => this.predictSingle(x));
|
|
36
|
-
const errors = predictions.map((pred, i) => pred - y[i]);
|
|
37
|
-
|
|
38
|
-
// Gradient descent
|
|
39
|
-
const weightGradients = Array(m).fill(0);
|
|
40
|
-
let biasGradient = 0;
|
|
41
|
-
|
|
42
|
-
for (let i = 0; i < n; i++) {
|
|
43
|
-
biasGradient += errors[i];
|
|
44
|
-
for (let j = 0; j < m; j++) {
|
|
45
|
-
weightGradients[j] += errors[i] * X_train[i][j];
|
|
46
|
-
}
|
|
47
|
-
}
|
|
48
|
-
|
|
49
|
-
// Apply regularization
|
|
50
|
-
for (let j = 0; j < m; j++) {
|
|
51
|
-
if (this.regularization === 'l2') {
|
|
52
|
-
weightGradients[j] += this.lambda * this.weights[j];
|
|
53
|
-
} else if (this.regularization === 'l1') {
|
|
54
|
-
weightGradients[j] += this.lambda * Math.sign(this.weights[j]);
|
|
55
|
-
}
|
|
56
|
-
this.weights[j] -= (this.learningRate / n) * weightGradients[j];
|
|
57
|
-
}
|
|
58
|
-
|
|
59
|
-
this.bias -= (this.learningRate / n) * biasGradient;
|
|
60
|
-
|
|
61
|
-
// Calculate loss
|
|
62
|
-
const loss = this.calculateLoss(predictions, y);
|
|
63
|
-
losses.push(loss);
|
|
64
|
-
}
|
|
65
|
-
|
|
66
|
-
this.trained = true;
|
|
67
|
-
this.trainingMetrics = {
|
|
68
|
-
finalLoss: losses[losses.length - 1],
|
|
69
|
-
losses: losses,
|
|
70
|
-
weights: [...this.weights],
|
|
71
|
-
bias: this.bias
|
|
72
|
-
};
|
|
73
|
-
|
|
74
|
-
return this;
|
|
75
|
-
}
|
|
76
|
-
|
|
77
|
-
predictSingle(x) {
|
|
78
|
-
let sum = this.bias;
|
|
79
|
-
for (let j = 0; j < this.weights.length; j++) {
|
|
80
|
-
sum += this.weights[j] * x[j];
|
|
81
|
-
}
|
|
82
|
-
return sum;
|
|
83
|
-
}
|
|
84
|
-
|
|
85
|
-
predict(X) {
|
|
86
|
-
this.validatePredictionData(X);
|
|
87
|
-
|
|
88
|
-
let X_test = X.map(row => Array.isArray(row) ? row : [row]);
|
|
89
|
-
|
|
90
|
-
if (this.normParams) {
|
|
91
|
-
const { means, stds } = this.normParams;
|
|
92
|
-
X_test = X_test.map(row =>
|
|
93
|
-
row.map((val, j) => (val - means[j]) / stds[j])
|
|
94
|
-
);
|
|
95
|
-
}
|
|
96
|
-
|
|
97
|
-
return X_test.map(x => this.predictSingle(x));
|
|
98
|
-
}
|
|
99
|
-
|
|
100
|
-
calculateLoss(predictions, y) {
|
|
101
|
-
const mse = predictions.reduce((sum, pred, i) =>
|
|
102
|
-
sum + Math.pow(pred - y[i], 2), 0) / predictions.length;
|
|
103
|
-
|
|
104
|
-
if (this.regularization === 'l2') {
|
|
105
|
-
const l2 = this.weights.reduce((sum, w) => sum + w * w, 0);
|
|
106
|
-
return mse + this.lambda * l2;
|
|
107
|
-
} else if (this.regularization === 'l1') {
|
|
108
|
-
const l1 = this.weights.reduce((sum, w) => sum + Math.abs(w), 0);
|
|
109
|
-
return mse + this.lambda * l1;
|
|
110
|
-
}
|
|
111
|
-
|
|
112
|
-
return mse;
|
|
113
|
-
}
|
|
114
|
-
|
|
115
|
-
score(X, y) {
|
|
116
|
-
const predictions = this.predict(X);
|
|
117
|
-
const yMean = y.reduce((sum, val) => sum + val, 0) / y.length;
|
|
118
|
-
|
|
119
|
-
const ssRes = predictions.reduce((sum, pred, i) =>
|
|
120
|
-
sum + Math.pow(y[i] - pred, 2), 0);
|
|
121
|
-
const ssTot = y.reduce((sum, val) =>
|
|
122
|
-
sum + Math.pow(val - yMean, 2), 0);
|
|
123
|
-
|
|
124
|
-
const r2 = 1 - (ssRes / ssTot);
|
|
125
|
-
const mse = ssRes / y.length;
|
|
126
|
-
const rmse = Math.sqrt(mse);
|
|
127
|
-
const mae = predictions.reduce((sum, pred, i) =>
|
|
128
|
-
sum + Math.abs(y[i] - pred), 0) / y.length;
|
|
129
|
-
|
|
130
|
-
return {
|
|
131
|
-
r2Score: r2,
|
|
132
|
-
mse: mse,
|
|
133
|
-
rmse: rmse,
|
|
134
|
-
mae: mae,
|
|
135
|
-
predictions: predictions,
|
|
136
|
-
residuals: predictions.map((pred, i) => y[i] - pred)
|
|
137
|
-
};
|
|
138
|
-
}
|
|
139
|
-
|
|
140
|
-
getCoefficients() {
|
|
141
|
-
if (!this.trained) {
|
|
142
|
-
throw new Error('Model must be trained first');
|
|
143
|
-
}
|
|
144
|
-
return {
|
|
145
|
-
weights: [...this.weights],
|
|
146
|
-
bias: this.bias,
|
|
147
|
-
equation: this.getEquation()
|
|
148
|
-
};
|
|
149
|
-
}
|
|
150
|
-
|
|
151
|
-
getEquation() {
|
|
152
|
-
let eq = `y = ${this.bias.toFixed(4)}`;
|
|
153
|
-
this.weights.forEach((w, i) => {
|
|
154
|
-
const sign = w >= 0 ? '+' : '';
|
|
155
|
-
eq += ` ${sign} ${w.toFixed(4)}*x${i + 1}`;
|
|
156
|
-
});
|
|
157
|
-
return eq;
|
|
158
|
-
}
|
|
159
|
-
|
|
160
|
-
summary() {
|
|
161
|
-
if (!this.trained) {
|
|
162
|
-
throw new Error('Model must be trained first');
|
|
163
|
-
}
|
|
164
|
-
|
|
165
|
-
return {
|
|
166
|
-
modelType: 'Linear Regression',
|
|
167
|
-
coefficients: this.getCoefficients(),
|
|
168
|
-
trainingMetrics: this.trainingMetrics,
|
|
169
|
-
hyperparameters: {
|
|
170
|
-
learningRate: this.learningRate,
|
|
171
|
-
iterations: this.iterations,
|
|
172
|
-
regularization: this.regularization,
|
|
173
|
-
lambda: this.lambda
|
|
174
|
-
}
|
|
175
|
-
};
|
|
176
|
-
}
|
|
177
|
-
}
|
|
178
|
-
|
|
179
|
-
export default LinearRegression;
|
|
@@ -1,396 +0,0 @@
|
|
|
1
|
-
import BaseModel from './baseModel.js';
|
|
2
|
-
|
|
3
|
-
class LogisticRegression extends BaseModel {
|
|
4
|
-
constructor({
|
|
5
|
-
learningRate = 0.01,
|
|
6
|
-
iterations = 1000,
|
|
7
|
-
batchSize = null,
|
|
8
|
-
regularization = null,
|
|
9
|
-
lambda = 0.01,
|
|
10
|
-
earlyStopping = false,
|
|
11
|
-
tol = 1e-6,
|
|
12
|
-
randomInit = true
|
|
13
|
-
} = {}) {
|
|
14
|
-
super();
|
|
15
|
-
this.learningRate = learningRate;
|
|
16
|
-
this.iterations = iterations;
|
|
17
|
-
this.batchSize = batchSize;
|
|
18
|
-
this.regularization = regularization;
|
|
19
|
-
this.lambda = lambda;
|
|
20
|
-
this.earlyStopping = earlyStopping;
|
|
21
|
-
this.tol = tol;
|
|
22
|
-
this.randomInit = randomInit;
|
|
23
|
-
this.weights = null;
|
|
24
|
-
this.bias = null;
|
|
25
|
-
this.normParams = null;
|
|
26
|
-
this.classes = null;
|
|
27
|
-
this.multiclass = false;
|
|
28
|
-
this.losses = [];
|
|
29
|
-
}
|
|
30
|
-
|
|
31
|
-
sigmoid(z) {
|
|
32
|
-
return 1 / (1 + Math.exp(-z));
|
|
33
|
-
}
|
|
34
|
-
|
|
35
|
-
softmax(z) {
|
|
36
|
-
const maxZ = Math.max(...z);
|
|
37
|
-
const expZ = z.map(v => Math.exp(v - maxZ));
|
|
38
|
-
const sum = expZ.reduce((a, b) => a + b, 0);
|
|
39
|
-
return expZ.map(v => v / sum);
|
|
40
|
-
}
|
|
41
|
-
|
|
42
|
-
fit(X, y, normalize = true) {
|
|
43
|
-
this.validateTrainingData(X, y);
|
|
44
|
-
|
|
45
|
-
this.classes = [...new Set(y)].sort((a, b) =>
|
|
46
|
-
typeof a === 'number' && typeof b === 'number'
|
|
47
|
-
? a - b
|
|
48
|
-
: String(a).localeCompare(String(b))
|
|
49
|
-
);
|
|
50
|
-
this.multiclass = this.classes.length > 2;
|
|
51
|
-
|
|
52
|
-
let X_train = X.map(r => (Array.isArray(r) ? r : [r]));
|
|
53
|
-
if (normalize) {
|
|
54
|
-
const { normalized, means, stds } = this.normalizeFeaturesSafe(X_train);
|
|
55
|
-
X_train = normalized;
|
|
56
|
-
this.normParams = { means, stds };
|
|
57
|
-
}
|
|
58
|
-
|
|
59
|
-
this.multiclass
|
|
60
|
-
? this.fitMulticlass(X_train, y)
|
|
61
|
-
: this.fitBinary(X_train, y);
|
|
62
|
-
|
|
63
|
-
this.trained = true;
|
|
64
|
-
return this;
|
|
65
|
-
}
|
|
66
|
-
|
|
67
|
-
fitBinary(X, y) {
|
|
68
|
-
const n = X.length;
|
|
69
|
-
const m = X[0].length;
|
|
70
|
-
const yBin = y.map(label => (label === this.classes[1] ? 1 : 0));
|
|
71
|
-
|
|
72
|
-
this.weights = this.randomInit
|
|
73
|
-
? Array(m).fill(0).map(() => Math.random() * 0.01)
|
|
74
|
-
: Array(m).fill(0);
|
|
75
|
-
this.bias = 0;
|
|
76
|
-
|
|
77
|
-
let prevLoss = Infinity;
|
|
78
|
-
this.losses = [];
|
|
79
|
-
|
|
80
|
-
for (let iter = 0; iter < this.iterations; iter++) {
|
|
81
|
-
const { Xb, yb } = this.getBatch(X, yBin);
|
|
82
|
-
const predictions = Xb.map(row => this.sigmoid(this.linear(row)));
|
|
83
|
-
|
|
84
|
-
const { weightGradients, biasGradient } = this.gradientBinary(Xb, yb, predictions);
|
|
85
|
-
|
|
86
|
-
for (let j = 0; j < m; j++) {
|
|
87
|
-
this.weights[j] -= (this.learningRate / Xb.length) * weightGradients[j];
|
|
88
|
-
}
|
|
89
|
-
this.bias -= (this.learningRate / Xb.length) * biasGradient;
|
|
90
|
-
|
|
91
|
-
const loss = this.calculateBinaryLoss(predictions, yb);
|
|
92
|
-
this.losses.push(loss);
|
|
93
|
-
|
|
94
|
-
if (this.earlyStopping && Math.abs(prevLoss - loss) < this.tol) break;
|
|
95
|
-
prevLoss = loss;
|
|
96
|
-
}
|
|
97
|
-
|
|
98
|
-
this.trainingMetrics = {
|
|
99
|
-
finalLoss: this.losses[this.losses.length - 1],
|
|
100
|
-
losses: this.losses,
|
|
101
|
-
weights: [...this.weights],
|
|
102
|
-
bias: this.bias
|
|
103
|
-
};
|
|
104
|
-
}
|
|
105
|
-
|
|
106
|
-
fitMulticlass(X, y) {
|
|
107
|
-
const n = X.length;
|
|
108
|
-
const m = X[0].length;
|
|
109
|
-
const k = this.classes.length;
|
|
110
|
-
const yOneHot = this.oneHotEncode(y, k);
|
|
111
|
-
|
|
112
|
-
this.weights = Array(k)
|
|
113
|
-
.fill(0)
|
|
114
|
-
.map(() =>
|
|
115
|
-
this.randomInit
|
|
116
|
-
? Array(m).fill(0).map(() => Math.random() * 0.01)
|
|
117
|
-
: Array(m).fill(0)
|
|
118
|
-
);
|
|
119
|
-
this.bias = Array(k).fill(0);
|
|
120
|
-
|
|
121
|
-
let prevLoss = Infinity;
|
|
122
|
-
this.losses = [];
|
|
123
|
-
|
|
124
|
-
for (let iter = 0; iter < this.iterations; iter++) {
|
|
125
|
-
const { Xb, yb } = this.getBatch(X, yOneHot);
|
|
126
|
-
const predictions = Xb.map(row => this.forwardMulticlass(row));
|
|
127
|
-
|
|
128
|
-
for (let c = 0; c < k; c++) {
|
|
129
|
-
const grad = this.gradientMulticlass(Xb, yb, predictions, c);
|
|
130
|
-
for (let j = 0; j < m; j++) {
|
|
131
|
-
this.weights[c][j] -= (this.learningRate / Xb.length) * grad.weight[j];
|
|
132
|
-
}
|
|
133
|
-
this.bias[c] -= (this.learningRate / Xb.length) * grad.bias;
|
|
134
|
-
}
|
|
135
|
-
|
|
136
|
-
const loss = this.calculateMulticlassLoss(predictions, yb);
|
|
137
|
-
this.losses.push(loss);
|
|
138
|
-
|
|
139
|
-
if (this.earlyStopping && Math.abs(prevLoss - loss) < this.tol) break;
|
|
140
|
-
prevLoss = loss;
|
|
141
|
-
}
|
|
142
|
-
|
|
143
|
-
this.trainingMetrics = {
|
|
144
|
-
finalLoss: this.losses[this.losses.length - 1],
|
|
145
|
-
losses: this.losses
|
|
146
|
-
};
|
|
147
|
-
}
|
|
148
|
-
|
|
149
|
-
predict(X, returnProba = false) {
|
|
150
|
-
this.validatePredictionData(X);
|
|
151
|
-
let X_test = X.map(r => (Array.isArray(r) ? r : [r]));
|
|
152
|
-
|
|
153
|
-
if (this.normParams) {
|
|
154
|
-
const { means, stds } = this.normParams;
|
|
155
|
-
X_test = X_test.map(r =>
|
|
156
|
-
r.map((v, j) => (v - means[j]) / (stds[j] || 1))
|
|
157
|
-
);
|
|
158
|
-
}
|
|
159
|
-
|
|
160
|
-
return this.multiclass
|
|
161
|
-
? this.predictMulticlass(X_test, returnProba)
|
|
162
|
-
: this.predictBinary(X_test, returnProba);
|
|
163
|
-
}
|
|
164
|
-
|
|
165
|
-
predictBinary(X, returnProba) {
|
|
166
|
-
return X.map(row => {
|
|
167
|
-
const p = this.sigmoid(this.linear(row));
|
|
168
|
-
if (returnProba) {
|
|
169
|
-
return { [this.classes[0]]: 1 - p, [this.classes[1]]: p };
|
|
170
|
-
}
|
|
171
|
-
return p >= 0.5 ? this.classes[1] : this.classes[0];
|
|
172
|
-
});
|
|
173
|
-
}
|
|
174
|
-
|
|
175
|
-
predictMulticlass(X, returnProba) {
|
|
176
|
-
return X.map(row => {
|
|
177
|
-
const probs = this.forwardMulticlass(row);
|
|
178
|
-
if (returnProba) {
|
|
179
|
-
const out = {};
|
|
180
|
-
this.classes.forEach((cls, i) => (out[cls] = probs[i]));
|
|
181
|
-
return out;
|
|
182
|
-
}
|
|
183
|
-
const maxIdx = probs.indexOf(Math.max(...probs));
|
|
184
|
-
return this.classes[maxIdx];
|
|
185
|
-
});
|
|
186
|
-
}
|
|
187
|
-
|
|
188
|
-
// ---------- Auxiliares ----------
|
|
189
|
-
linear(x) {
|
|
190
|
-
return this.bias + x.reduce((s, v, j) => s + v * this.weights[j], 0);
|
|
191
|
-
}
|
|
192
|
-
|
|
193
|
-
forwardMulticlass(x) {
|
|
194
|
-
const z = this.bias.map((b, c) =>
|
|
195
|
-
b + x.reduce((s, v, j) => s + v * this.weights[c][j], 0)
|
|
196
|
-
);
|
|
197
|
-
return this.softmax(z);
|
|
198
|
-
}
|
|
199
|
-
|
|
200
|
-
getBatch(X, y) {
|
|
201
|
-
if (!this.batchSize || this.batchSize >= X.length) {
|
|
202
|
-
return { Xb: X, yb: y };
|
|
203
|
-
}
|
|
204
|
-
const idx = Math.floor(Math.random() * (X.length - this.batchSize));
|
|
205
|
-
return {
|
|
206
|
-
Xb: X.slice(idx, idx + this.batchSize),
|
|
207
|
-
yb: y.slice(idx, idx + this.batchSize)
|
|
208
|
-
};
|
|
209
|
-
}
|
|
210
|
-
|
|
211
|
-
gradientBinary(X, y, predictions) {
|
|
212
|
-
const m = X[0].length;
|
|
213
|
-
const weightGradients = Array(m).fill(0);
|
|
214
|
-
let biasGradient = 0;
|
|
215
|
-
|
|
216
|
-
for (let i = 0; i < X.length; i++) {
|
|
217
|
-
const error = predictions[i] - y[i];
|
|
218
|
-
biasGradient += error;
|
|
219
|
-
for (let j = 0; j < m; j++) {
|
|
220
|
-
weightGradients[j] += error * X[i][j];
|
|
221
|
-
}
|
|
222
|
-
}
|
|
223
|
-
|
|
224
|
-
if (this.regularization) {
|
|
225
|
-
for (let j = 0; j < m; j++) {
|
|
226
|
-
if (this.regularization === 'l2') weightGradients[j] += this.lambda * this.weights[j];
|
|
227
|
-
if (this.regularization === 'l1') weightGradients[j] += this.lambda * Math.sign(this.weights[j]);
|
|
228
|
-
}
|
|
229
|
-
}
|
|
230
|
-
|
|
231
|
-
return { weightGradients, biasGradient };
|
|
232
|
-
}
|
|
233
|
-
|
|
234
|
-
gradientMulticlass(X, y, predictions, c) {
|
|
235
|
-
const m = X[0].length;
|
|
236
|
-
const weightGradients = Array(m).fill(0);
|
|
237
|
-
let biasGradient = 0;
|
|
238
|
-
|
|
239
|
-
for (let i = 0; i < X.length; i++) {
|
|
240
|
-
const error = predictions[i][c] - y[i][c];
|
|
241
|
-
biasGradient += error;
|
|
242
|
-
for (let j = 0; j < m; j++) {
|
|
243
|
-
weightGradients[j] += error * X[i][j];
|
|
244
|
-
}
|
|
245
|
-
}
|
|
246
|
-
|
|
247
|
-
if (this.regularization === 'l2') {
|
|
248
|
-
for (let j = 0; j < m; j++) {
|
|
249
|
-
weightGradients[j] += this.lambda * this.weights[c][j];
|
|
250
|
-
}
|
|
251
|
-
}
|
|
252
|
-
|
|
253
|
-
return { weight: weightGradients, bias: biasGradient };
|
|
254
|
-
}
|
|
255
|
-
|
|
256
|
-
normalizeFeaturesSafe(X) {
|
|
257
|
-
const m = X[0].length;
|
|
258
|
-
const means = Array(m).fill(0);
|
|
259
|
-
const stds = Array(m).fill(0);
|
|
260
|
-
|
|
261
|
-
for (let j = 0; j < m; j++) {
|
|
262
|
-
const col = X.map(r => r[j]);
|
|
263
|
-
const mean = col.reduce((a, b) => a + b, 0) / col.length;
|
|
264
|
-
const std = Math.sqrt(col.reduce((a, b) => a + (b - mean) ** 2, 0) / col.length);
|
|
265
|
-
means[j] = mean;
|
|
266
|
-
stds[j] = std || 1;
|
|
267
|
-
}
|
|
268
|
-
|
|
269
|
-
const normalized = X.map(r => r.map((v, j) => (v - means[j]) / stds[j]));
|
|
270
|
-
return { normalized, means, stds };
|
|
271
|
-
}
|
|
272
|
-
|
|
273
|
-
oneHotEncode(y, k) {
|
|
274
|
-
return y.map(label => {
|
|
275
|
-
const arr = Array(k).fill(0);
|
|
276
|
-
arr[this.classes.indexOf(label)] = 1;
|
|
277
|
-
return arr;
|
|
278
|
-
});
|
|
279
|
-
}
|
|
280
|
-
|
|
281
|
-
calculateBinaryLoss(predictions, y) {
|
|
282
|
-
const eps = 1e-15;
|
|
283
|
-
let loss = 0;
|
|
284
|
-
for (let i = 0; i < predictions.length; i++) {
|
|
285
|
-
const p = Math.min(Math.max(predictions[i], eps), 1 - eps);
|
|
286
|
-
loss -= y[i] * Math.log(p) + (1 - y[i]) * Math.log(1 - p);
|
|
287
|
-
}
|
|
288
|
-
loss /= predictions.length;
|
|
289
|
-
|
|
290
|
-
if (this.regularization === 'l2') {
|
|
291
|
-
const reg = this.weights.reduce((s, w) => s + w * w, 0);
|
|
292
|
-
loss += (this.lambda / 2) * reg;
|
|
293
|
-
}
|
|
294
|
-
|
|
295
|
-
return loss;
|
|
296
|
-
}
|
|
297
|
-
|
|
298
|
-
calculateMulticlassLoss(predictions, yOneHot) {
|
|
299
|
-
const eps = 1e-15;
|
|
300
|
-
let loss = 0;
|
|
301
|
-
for (let i = 0; i < predictions.length; i++) {
|
|
302
|
-
for (let c = 0; c < yOneHot[i].length; c++) {
|
|
303
|
-
const p = Math.min(Math.max(predictions[i][c], eps), 1 - eps);
|
|
304
|
-
loss -= yOneHot[i][c] * Math.log(p);
|
|
305
|
-
}
|
|
306
|
-
}
|
|
307
|
-
return loss / predictions.length;
|
|
308
|
-
}
|
|
309
|
-
|
|
310
|
-
// ---------- 🆕 ROC & AUC ----------
|
|
311
|
-
rocCurve(X, y) {
|
|
312
|
-
if (this.multiclass) {
|
|
313
|
-
console.warn('ROC Curve disponível apenas para problemas binários');
|
|
314
|
-
return null;
|
|
315
|
-
}
|
|
316
|
-
|
|
317
|
-
const proba = this.predict(X, true).map(p => p[this.classes[1]]);
|
|
318
|
-
const thresholds = [...new Set(proba)].sort((a, b) => b - a);
|
|
319
|
-
const points = [];
|
|
320
|
-
|
|
321
|
-
for (const t of thresholds) {
|
|
322
|
-
let tp = 0, fp = 0, tn = 0, fn = 0;
|
|
323
|
-
for (let i = 0; i < y.length; i++) {
|
|
324
|
-
const actual = y[i] === this.classes[1] ? 1 : 0;
|
|
325
|
-
const pred = proba[i] >= t ? 1 : 0;
|
|
326
|
-
if (actual === 1 && pred === 1) tp++;
|
|
327
|
-
else if (actual === 0 && pred === 1) fp++;
|
|
328
|
-
else if (actual === 0 && pred === 0) tn++;
|
|
329
|
-
else if (actual === 1 && pred === 0) fn++;
|
|
330
|
-
}
|
|
331
|
-
const tpr = tp / (tp + fn);
|
|
332
|
-
const fpr = fp / (fp + tn);
|
|
333
|
-
points.push({ fpr, tpr });
|
|
334
|
-
}
|
|
335
|
-
|
|
336
|
-
// Ordena por FPR crescente
|
|
337
|
-
points.sort((a, b) => a.fpr - b.fpr);
|
|
338
|
-
return points;
|
|
339
|
-
}
|
|
340
|
-
|
|
341
|
-
aucScore(X, y) {
|
|
342
|
-
const curve = this.rocCurve(X, y);
|
|
343
|
-
if (!curve) return null;
|
|
344
|
-
|
|
345
|
-
let auc = 0;
|
|
346
|
-
for (let i = 1; i < curve.length; i++) {
|
|
347
|
-
const x1 = curve[i - 1].fpr;
|
|
348
|
-
const x2 = curve[i].fpr;
|
|
349
|
-
const y1 = curve[i - 1].tpr;
|
|
350
|
-
const y2 = curve[i].tpr;
|
|
351
|
-
auc += (x2 - x1) * (y1 + y2) / 2; // trapezoidal rule
|
|
352
|
-
}
|
|
353
|
-
return Math.abs(auc);
|
|
354
|
-
}
|
|
355
|
-
|
|
356
|
-
score(X, y) {
|
|
357
|
-
const yPred = this.predict(X);
|
|
358
|
-
const yProba = this.predict(X, true);
|
|
359
|
-
const accuracy = yPred.filter((p, i) => p === y[i]).length / y.length;
|
|
360
|
-
const cm = this.confusionMatrix(y, yPred);
|
|
361
|
-
const metrics = this.calculateClassMetrics(cm);
|
|
362
|
-
const auc = !this.multiclass ? this.aucScore(X, y) : null;
|
|
363
|
-
const roc = !this.multiclass ? this.rocCurve(X, y) : null;
|
|
364
|
-
|
|
365
|
-
return {
|
|
366
|
-
accuracy,
|
|
367
|
-
auc,
|
|
368
|
-
roc,
|
|
369
|
-
confusionMatrix: cm,
|
|
370
|
-
classMetrics: metrics,
|
|
371
|
-
predictions: yPred,
|
|
372
|
-
probabilities: yProba
|
|
373
|
-
};
|
|
374
|
-
}
|
|
375
|
-
|
|
376
|
-
summary() {
|
|
377
|
-
if (!this.trained) throw new Error('Model must be trained first');
|
|
378
|
-
|
|
379
|
-
return {
|
|
380
|
-
modelType: 'Logistic Regression',
|
|
381
|
-
classes: this.classes,
|
|
382
|
-
multiclass: this.multiclass,
|
|
383
|
-
trainingMetrics: this.trainingMetrics,
|
|
384
|
-
hyperparameters: {
|
|
385
|
-
learningRate: this.learningRate,
|
|
386
|
-
iterations: this.iterations,
|
|
387
|
-
regularization: this.regularization,
|
|
388
|
-
lambda: this.lambda,
|
|
389
|
-
batchSize: this.batchSize,
|
|
390
|
-
earlyStopping: this.earlyStopping
|
|
391
|
-
}
|
|
392
|
-
};
|
|
393
|
-
}
|
|
394
|
-
}
|
|
395
|
-
|
|
396
|
-
export default LogisticRegression;
|