hnbm 0.1.0__tar.gz
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.
- hnbm-0.1.0/Dockerfile +11 -0
- hnbm-0.1.0/LICENSE +21 -0
- hnbm-0.1.0/MANIFEST.in +3 -0
- hnbm-0.1.0/PKG-INFO +143 -0
- hnbm-0.1.0/README.md +122 -0
- hnbm-0.1.0/hnbm/__init__.py +5 -0
- hnbm-0.1.0/hnbm/estimator.py +276 -0
- hnbm-0.1.0/hnbm/losses.py +23 -0
- hnbm-0.1.0/hnbm.egg-info/PKG-INFO +143 -0
- hnbm-0.1.0/hnbm.egg-info/SOURCES.txt +16 -0
- hnbm-0.1.0/hnbm.egg-info/dependency_links.txt +1 -0
- hnbm-0.1.0/hnbm.egg-info/requires.txt +3 -0
- hnbm-0.1.0/hnbm.egg-info/top_level.txt +1 -0
- hnbm-0.1.0/pyproject.toml +25 -0
- hnbm-0.1.0/requirements.txt +3 -0
- hnbm-0.1.0/setup.cfg +9 -0
- hnbm-0.1.0/setup.py +36 -0
hnbm-0.1.0/Dockerfile
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FROM python:3.11-slim
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WORKDIR /app
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COPY requirements.txt setup.py setup.cfg MANIFEST.in README.md LICENSE ./
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COPY hnbm/ hnbm/
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RUN pip install --no-cache-dir --upgrade pip \
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&& pip install --no-cache-dir .
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CMD ["python", "-c", "from hnbm import HNBM; print('HNBM ready')"]
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hnbm-0.1.0/LICENSE
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MIT License
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Copyright (c) 2026 qiancapital-dev
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Permission is hereby granted, free of charge, to any person obtaining a copy
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of this software and associated documentation files (the "Software"), to deal
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in the Software without restriction, including without limitation the rights
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to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
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copies of the Software, and to permit persons to whom the Software is
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furnished to do so, subject to the following conditions:
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The above copyright notice and this permission notice shall be included in all
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copies or substantial portions of the Software.
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THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
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IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
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FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
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AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
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LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
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OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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SOFTWARE.
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hnbm-0.1.0/MANIFEST.in
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hnbm-0.1.0/PKG-INFO
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Metadata-Version: 2.4
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Name: hnbm
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Version: 0.1.0
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Summary: Heterogeneous Newton Boosting Machine
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Home-page: https://github.com/qiancapital-dev/hnbm
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Author: Qian Capital
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Author-email: Qian Capital <samson.qian@qiancapital.com>
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License: MIT
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Project-URL: Homepage, https://github.com/qiancapital-dev/hnbm
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Keywords: boosting,gradient-boosting,hnbm,heterogeneous-newton
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Requires-Python: >=3.8
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Description-Content-Type: text/markdown
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License-File: LICENSE
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Requires-Dist: numpy>=1.20
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Requires-Dist: scikit-learn>=1.0
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Requires-Dist: tqdm>=4.50
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Dynamic: author
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Dynamic: home-page
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Dynamic: license-file
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Dynamic: requires-python
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# HNBM
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[](https://opensource.org/licenses/MIT)
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[](https://scikit-learn.org/)
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**Heterogeneous Newton Boosting Machine (HNBM)** — a scikit-learn-compatible gradient boosting framework that stochastically mixes heterogeneous base learners at each iteration.
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Unlike standard gradient boosting libraries that use a single learner type (typically decision trees), HNBM lets you define a pool of base learners with selection probabilities. At each boosting round, a learner is drawn from that pool and fit to the Newton step (gradient divided by Hessian, weighted by the Hessian).
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This is the core framework behind [SnapBoost](https://github.com/qiancapital/snapboost), inspired by [SnapBoost: A Heterogeneous Boosting Machine](https://arxiv.org/abs/2006.09745) (Parnell et al., NeurIPS 2020).
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---
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## Installation
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**From source** (recommended until PyPI release):
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```bash
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git clone https://github.com/qiancapital-dev/hnbm.git
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cd hnbm
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pip install .
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```
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**Requirements**: Python ≥ 3.8, NumPy, scikit-learn, tqdm.
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---
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## Quick Start
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Subclass `HNBM` and configure your base learner pool before training:
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```python
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from sklearn.datasets import load_breast_cancer
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from sklearn.model_selection import train_test_split
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from sklearn.tree import DecisionTreeRegressor
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from hnbm import HNBM
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X, y = load_breast_cancer(return_X_y=True)
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X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42)
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class TreeBoost(HNBM):
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def __init__(self, max_depth=5, **kwargs):
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super().__init__(**kwargs)
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self.base_learners_ = [DecisionTreeRegressor(max_depth=max_depth)]
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self.probabilities_ = [1.0]
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model = TreeBoost(
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num_iterations=100,
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learning_rate=0.1,
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mode="classification",
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random_state=42,
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)
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model.fit(X_train, y_train)
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print("Accuracy:", model.score(X_test, y_test))
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model.evaluate(X_test, y_test)
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```
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---
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## API Reference
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### `HNBM`
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| Parameter | Type | Default | Description |
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|-----------|------|---------|-------------|
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| `num_iterations` | `int` | `100` | Number of boosting rounds |
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| `learning_rate` | `float` | `0.1` | Shrinkage per learner |
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| `mode` | `str` | `"classification"` | `"classification"` or `"regression"` |
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| `random_state` | `int` or `None` | `None` | Seed for learner selection |
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| `verbose` | `bool` | `True` | Show tqdm progress bar |
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**Methods**
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| Method | Mode | Description |
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|--------|------|-------------|
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| `fit(X, y)` | both | Train the ensemble |
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| `predict(X)` | both | Class labels (0/1) or continuous values |
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| `predict_proba(X)` | classification | Probabilities, shape `(n_samples, 2)` |
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| `decision_function(X)` | classification | Raw logits |
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| `score(X, y)` | both | Accuracy or R² |
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| `evaluate(X, y)` | both | Prints and returns log loss or RMSE |
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**Subclass contract**: set `base_learners_` (list of unfitted sklearn regressors) and `probabilities_` (list summing to 1) before calling `fit`.
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### Loss functions
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`hnbm.losses` provides `Logistic` (classification) and `MeanSquaredError` (regression), each with a `compute_derivatives(y, f)` method returning gradient and Hessian vectors.
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---
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## Docker
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```bash
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docker build -t hnbm .
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docker run --rm hnbm
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```
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---
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## Development
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```bash
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git clone https://github.com/qiancapital-dev/hnbm.git
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cd hnbm
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pip install -r requirements.txt
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pip install -e .
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```
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---
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## Related projects
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- **[snapboost](https://github.com/QianCapital/snapboost)** — a concrete HNBM using decision trees and kernel ridge regressors
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---
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## License
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MIT — See [LICENSE](LICENSE) for full text.
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hnbm-0.1.0/README.md
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# HNBM
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[](https://opensource.org/licenses/MIT)
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[](https://scikit-learn.org/)
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**Heterogeneous Newton Boosting Machine (HNBM)** — a scikit-learn-compatible gradient boosting framework that stochastically mixes heterogeneous base learners at each iteration.
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+
|
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Unlike standard gradient boosting libraries that use a single learner type (typically decision trees), HNBM lets you define a pool of base learners with selection probabilities. At each boosting round, a learner is drawn from that pool and fit to the Newton step (gradient divided by Hessian, weighted by the Hessian).
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This is the core framework behind [SnapBoost](https://github.com/qiancapital/snapboost), inspired by [SnapBoost: A Heterogeneous Boosting Machine](https://arxiv.org/abs/2006.09745) (Parnell et al., NeurIPS 2020).
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---
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## Installation
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**From source** (recommended until PyPI release):
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```bash
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git clone https://github.com/qiancapital-dev/hnbm.git
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cd hnbm
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pip install .
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```
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**Requirements**: Python ≥ 3.8, NumPy, scikit-learn, tqdm.
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---
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## Quick Start
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Subclass `HNBM` and configure your base learner pool before training:
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```python
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from sklearn.datasets import load_breast_cancer
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from sklearn.model_selection import train_test_split
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from sklearn.tree import DecisionTreeRegressor
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from hnbm import HNBM
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X, y = load_breast_cancer(return_X_y=True)
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X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42)
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class TreeBoost(HNBM):
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def __init__(self, max_depth=5, **kwargs):
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super().__init__(**kwargs)
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self.base_learners_ = [DecisionTreeRegressor(max_depth=max_depth)]
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self.probabilities_ = [1.0]
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model = TreeBoost(
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num_iterations=100,
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learning_rate=0.1,
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mode="classification",
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random_state=42,
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)
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model.fit(X_train, y_train)
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print("Accuracy:", model.score(X_test, y_test))
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model.evaluate(X_test, y_test)
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```
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---
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## API Reference
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### `HNBM`
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| Parameter | Type | Default | Description |
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|-----------|------|---------|-------------|
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| `num_iterations` | `int` | `100` | Number of boosting rounds |
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| `learning_rate` | `float` | `0.1` | Shrinkage per learner |
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| `mode` | `str` | `"classification"` | `"classification"` or `"regression"` |
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| `random_state` | `int` or `None` | `None` | Seed for learner selection |
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| `verbose` | `bool` | `True` | Show tqdm progress bar |
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**Methods**
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| Method | Mode | Description |
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|--------|------|-------------|
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| `fit(X, y)` | both | Train the ensemble |
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| `predict(X)` | both | Class labels (0/1) or continuous values |
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| `predict_proba(X)` | classification | Probabilities, shape `(n_samples, 2)` |
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| `decision_function(X)` | classification | Raw logits |
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| `score(X, y)` | both | Accuracy or R² |
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| `evaluate(X, y)` | both | Prints and returns log loss or RMSE |
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**Subclass contract**: set `base_learners_` (list of unfitted sklearn regressors) and `probabilities_` (list summing to 1) before calling `fit`.
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### Loss functions
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`hnbm.losses` provides `Logistic` (classification) and `MeanSquaredError` (regression), each with a `compute_derivatives(y, f)` method returning gradient and Hessian vectors.
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---
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## Docker
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```bash
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docker build -t hnbm .
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docker run --rm hnbm
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```
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---
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## Development
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```bash
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git clone https://github.com/qiancapital-dev/hnbm.git
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cd hnbm
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pip install -r requirements.txt
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pip install -e .
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```
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---
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## Related projects
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- **[snapboost](https://github.com/QianCapital/snapboost)** — a concrete HNBM using decision trees and kernel ridge regressors
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---
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## License
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MIT — See [LICENSE](LICENSE) for full text.
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import numpy as np
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from tqdm import tqdm
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from sklearn.base import BaseEstimator, clone
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from sklearn.exceptions import NotFittedError
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from sklearn.metrics import accuracy_score, mean_squared_error, log_loss, r2_score
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6
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+
from sklearn.utils.validation import check_is_fitted
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7
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+
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8
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+
from .losses import Logistic, MeanSquaredError
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9
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+
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10
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+
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11
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+
def _normalize_classification_labels(y):
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12
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+
"""Convert 0/1 labels to -1/+1 for logistic loss."""
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+
y = np.asarray(y, dtype=float).ravel()
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14
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+
if np.any(np.isnan(y)):
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15
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+
raise ValueError("Classification labels must not contain NaN values.")
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16
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+
unique = np.unique(y)
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17
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+
if np.array_equal(unique, [-1.0, 1.0]) or np.array_equal(unique, [-1.0]) or np.array_equal(unique, [1.0]):
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+
return y
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19
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+
if np.all(np.isin(unique, [0.0, 1.0])):
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+
return np.where(y == 0, -1.0, 1.0)
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+
raise ValueError("Classification labels must be 0/1 or -1/+1.")
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22
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+
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23
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+
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24
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+
def _labels_for_log_loss(y):
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+
"""Convert labels to 0/1 for sklearn's log_loss."""
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26
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+
y = np.asarray(y, dtype=float).ravel()
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27
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+
if np.any(np.isnan(y)):
|
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+
raise ValueError("Classification labels must not contain NaN values.")
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29
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+
unique = np.unique(y)
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30
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+
if np.all(np.isin(unique, [0.0, 1.0])):
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+
return y
|
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32
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+
if np.all(np.isin(unique, [-1.0, 1.0])):
|
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33
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+
return np.where(y == -1, 0.0, 1.0)
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34
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+
raise ValueError("Classification labels must be 0/1 or -1/+1.")
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35
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+
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36
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+
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37
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+
def _validate_X(X):
|
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38
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+
"""Validate and reshape feature matrix."""
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|
39
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+
X = np.asarray(X)
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40
|
+
if X.ndim == 1:
|
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41
|
+
X = X.reshape(1, -1)
|
|
42
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+
elif X.ndim != 2:
|
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43
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+
raise ValueError(f"X must be a 2D array, got shape {X.shape}.")
|
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44
|
+
if X.shape[0] == 0:
|
|
45
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+
raise ValueError("X must contain at least one sample.")
|
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46
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+
return X
|
|
47
|
+
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|
48
|
+
|
|
49
|
+
def _validate_X_y(X, y):
|
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50
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+
"""Validate feature matrix and label vector shapes."""
|
|
51
|
+
X = _validate_X(X)
|
|
52
|
+
y = np.asarray(y)
|
|
53
|
+
if y.ndim == 2 and y.shape[1] == 1:
|
|
54
|
+
y = y.ravel()
|
|
55
|
+
elif y.ndim != 1:
|
|
56
|
+
raise ValueError(f"y must be a 1D array, got shape {y.shape}.")
|
|
57
|
+
if y.shape[0] == 0:
|
|
58
|
+
raise ValueError("y must contain at least one label.")
|
|
59
|
+
if X.shape[0] != y.shape[0]:
|
|
60
|
+
raise ValueError(
|
|
61
|
+
f"X and y have inconsistent lengths: {X.shape[0]} vs {y.shape[0]}."
|
|
62
|
+
)
|
|
63
|
+
return X, y
|
|
64
|
+
|
|
65
|
+
|
|
66
|
+
class HNBM(BaseEstimator):
|
|
67
|
+
"""
|
|
68
|
+
Heterogeneous Newton Boosting Machine.
|
|
69
|
+
|
|
70
|
+
A gradient boosting framework that stochastically selects base learners
|
|
71
|
+
from a heterogeneous pool at each iteration. Subclass HNBM and configure
|
|
72
|
+
``base_learners_`` and ``probabilities_`` before calling ``fit``.
|
|
73
|
+
|
|
74
|
+
Parameters
|
|
75
|
+
----------
|
|
76
|
+
num_iterations : int, default=100
|
|
77
|
+
Number of boosting iterations.
|
|
78
|
+
learning_rate : float, default=0.1
|
|
79
|
+
Shrinkage applied to each learner's contribution.
|
|
80
|
+
mode : {'classification', 'regression'}, default='classification'
|
|
81
|
+
Training objective.
|
|
82
|
+
random_state : int or None, default=None
|
|
83
|
+
Random seed for base learner selection.
|
|
84
|
+
verbose : bool, default=True
|
|
85
|
+
Whether to show a progress bar during training.
|
|
86
|
+
|
|
87
|
+
Attributes
|
|
88
|
+
----------
|
|
89
|
+
ensemble_ : list
|
|
90
|
+
Fitted base learners after training.
|
|
91
|
+
base_learners_ : list
|
|
92
|
+
Candidate base learners (must be set before ``fit``).
|
|
93
|
+
probabilities_ : list
|
|
94
|
+
Selection probabilities for each base learner (must be set before ``fit``).
|
|
95
|
+
"""
|
|
96
|
+
|
|
97
|
+
def __init__(
|
|
98
|
+
self,
|
|
99
|
+
num_iterations=100,
|
|
100
|
+
learning_rate=0.1,
|
|
101
|
+
mode="classification",
|
|
102
|
+
random_state=None,
|
|
103
|
+
verbose=True,
|
|
104
|
+
):
|
|
105
|
+
if mode not in ("classification", "regression"):
|
|
106
|
+
raise ValueError("Invalid mode: specify 'classification' or 'regression'.")
|
|
107
|
+
if num_iterations < 1:
|
|
108
|
+
raise ValueError(f"num_iterations must be >= 1, got {num_iterations}.")
|
|
109
|
+
if learning_rate <= 0:
|
|
110
|
+
raise ValueError(f"learning_rate must be > 0, got {learning_rate}.")
|
|
111
|
+
|
|
112
|
+
self.num_iterations = num_iterations
|
|
113
|
+
self.learning_rate = learning_rate
|
|
114
|
+
self.mode = mode
|
|
115
|
+
self.random_state = random_state
|
|
116
|
+
self.verbose = verbose
|
|
117
|
+
self.base_learners_ = []
|
|
118
|
+
self.probabilities_ = []
|
|
119
|
+
self.ensemble_ = []
|
|
120
|
+
|
|
121
|
+
def __sklearn_tags__(self):
|
|
122
|
+
tags = super().__sklearn_tags__()
|
|
123
|
+
tags.estimator_type = (
|
|
124
|
+
"classifier" if self.mode == "classification" else "regressor"
|
|
125
|
+
)
|
|
126
|
+
return tags
|
|
127
|
+
|
|
128
|
+
def _check_fitted(self):
|
|
129
|
+
check_is_fitted(self, "ensemble_")
|
|
130
|
+
if not self.ensemble_:
|
|
131
|
+
raise NotFittedError(
|
|
132
|
+
"This HNBM instance is not fitted yet. Call 'fit' with appropriate arguments."
|
|
133
|
+
)
|
|
134
|
+
|
|
135
|
+
def set_params(self, **params):
|
|
136
|
+
result = super().set_params(**params)
|
|
137
|
+
if params:
|
|
138
|
+
if "num_iterations" in params and self.num_iterations < 1:
|
|
139
|
+
raise ValueError(
|
|
140
|
+
f"num_iterations must be >= 1, got {self.num_iterations}."
|
|
141
|
+
)
|
|
142
|
+
if "learning_rate" in params and self.learning_rate <= 0:
|
|
143
|
+
raise ValueError(
|
|
144
|
+
f"learning_rate must be > 0, got {self.learning_rate}."
|
|
145
|
+
)
|
|
146
|
+
if "mode" in params and self.mode not in ("classification", "regression"):
|
|
147
|
+
raise ValueError(
|
|
148
|
+
"Invalid mode: specify 'classification' or 'regression'."
|
|
149
|
+
)
|
|
150
|
+
self.ensemble_ = []
|
|
151
|
+
return result
|
|
152
|
+
|
|
153
|
+
def fit(self, X, y):
|
|
154
|
+
"""
|
|
155
|
+
Train the model.
|
|
156
|
+
|
|
157
|
+
Parameters
|
|
158
|
+
----------
|
|
159
|
+
X : array-like of shape (n_samples, n_features)
|
|
160
|
+
Feature matrix.
|
|
161
|
+
y : array-like of shape (n_samples,)
|
|
162
|
+
Target values.
|
|
163
|
+
|
|
164
|
+
Returns
|
|
165
|
+
-------
|
|
166
|
+
self
|
|
167
|
+
"""
|
|
168
|
+
if not self.base_learners_:
|
|
169
|
+
raise ValueError(
|
|
170
|
+
"No base learners configured. Subclass HNBM and set base_learners_ "
|
|
171
|
+
"and probabilities_ before calling fit."
|
|
172
|
+
)
|
|
173
|
+
|
|
174
|
+
X, y = _validate_X_y(X, y)
|
|
175
|
+
if self.mode == "classification":
|
|
176
|
+
y = _normalize_classification_labels(y)
|
|
177
|
+
self.classes_ = np.array([0, 1])
|
|
178
|
+
else:
|
|
179
|
+
y = np.asarray(y, dtype=float).ravel()
|
|
180
|
+
|
|
181
|
+
rng = np.random.default_rng(self.random_state)
|
|
182
|
+
z = np.zeros(X.shape[0])
|
|
183
|
+
self.ensemble_ = []
|
|
184
|
+
iterations = range(self.num_iterations)
|
|
185
|
+
if self.verbose:
|
|
186
|
+
iterations = tqdm(iterations, desc="Training")
|
|
187
|
+
|
|
188
|
+
for _ in iterations:
|
|
189
|
+
g, h = self.loss_.compute_derivatives(y, z)
|
|
190
|
+
idx = rng.choice(len(self.base_learners_), p=self.probabilities_)
|
|
191
|
+
base_learner = clone(self.base_learners_[idx])
|
|
192
|
+
base_learner.fit(X, -np.divide(g, h), sample_weight=h)
|
|
193
|
+
z += base_learner.predict(X) * self.learning_rate
|
|
194
|
+
self.ensemble_.append(base_learner)
|
|
195
|
+
|
|
196
|
+
return self
|
|
197
|
+
|
|
198
|
+
@property
|
|
199
|
+
def loss_(self):
|
|
200
|
+
return Logistic if self.mode == "classification" else MeanSquaredError
|
|
201
|
+
|
|
202
|
+
@property
|
|
203
|
+
def num_iterations_(self):
|
|
204
|
+
return self.num_iterations
|
|
205
|
+
|
|
206
|
+
@property
|
|
207
|
+
def learning_rate_(self):
|
|
208
|
+
return self.learning_rate
|
|
209
|
+
|
|
210
|
+
def _raw_predict(self, X):
|
|
211
|
+
"""Return raw model output (logits for classification, values for regression)."""
|
|
212
|
+
self._check_fitted()
|
|
213
|
+
X = _validate_X(X)
|
|
214
|
+
preds = np.zeros(X.shape[0])
|
|
215
|
+
for learner in self.ensemble_:
|
|
216
|
+
preds += self.learning_rate * learner.predict(X)
|
|
217
|
+
return preds
|
|
218
|
+
|
|
219
|
+
def decision_function(self, X):
|
|
220
|
+
"""Return classification logits."""
|
|
221
|
+
if self.mode != "classification":
|
|
222
|
+
raise ValueError("decision_function is only available in classification mode.")
|
|
223
|
+
return self._raw_predict(X)
|
|
224
|
+
|
|
225
|
+
def predict(self, X):
|
|
226
|
+
"""
|
|
227
|
+
Predict using the model.
|
|
228
|
+
|
|
229
|
+
Classification returns 0/1 labels; regression returns continuous values.
|
|
230
|
+
"""
|
|
231
|
+
if self.mode == "classification":
|
|
232
|
+
logits = self.decision_function(X)
|
|
233
|
+
return (logits >= 0).astype(int)
|
|
234
|
+
return self._raw_predict(X)
|
|
235
|
+
|
|
236
|
+
def predict_proba(self, X):
|
|
237
|
+
"""
|
|
238
|
+
Predict class probabilities (classification mode only).
|
|
239
|
+
|
|
240
|
+
Returns
|
|
241
|
+
-------
|
|
242
|
+
ndarray of shape (n_samples, 2)
|
|
243
|
+
Probabilities ``[P(y=0), P(y=1)]``.
|
|
244
|
+
"""
|
|
245
|
+
if self.mode != "classification":
|
|
246
|
+
raise ValueError("predict_proba is only available in classification mode.")
|
|
247
|
+
logits = self.decision_function(X)
|
|
248
|
+
prob_pos = 1.0 / (1.0 + np.exp(-logits))
|
|
249
|
+
return np.column_stack([1.0 - prob_pos, prob_pos])
|
|
250
|
+
|
|
251
|
+
def score(self, X, y):
|
|
252
|
+
"""Return accuracy (classification) or R² (regression)."""
|
|
253
|
+
self._check_fitted()
|
|
254
|
+
_, y = _validate_X_y(X, y)
|
|
255
|
+
if self.mode == "classification":
|
|
256
|
+
y = _labels_for_log_loss(y)
|
|
257
|
+
return accuracy_score(y, self.predict(X))
|
|
258
|
+
y = np.asarray(y, dtype=float).ravel()
|
|
259
|
+
return r2_score(y, self.predict(X))
|
|
260
|
+
|
|
261
|
+
def evaluate(self, X, y):
|
|
262
|
+
"""Print and return log loss (classification) or RMSE (regression)."""
|
|
263
|
+
self._check_fitted()
|
|
264
|
+
if self.mode == "classification":
|
|
265
|
+
_, y = _validate_X_y(X, y)
|
|
266
|
+
y = _labels_for_log_loss(y)
|
|
267
|
+
prob_pos = self.predict_proba(X)[:, 1]
|
|
268
|
+
loss = log_loss(y, prob_pos, labels=[0, 1])
|
|
269
|
+
print("Log Loss: %.4f" % loss)
|
|
270
|
+
else:
|
|
271
|
+
_, y = _validate_X_y(X, y)
|
|
272
|
+
y = np.asarray(y, dtype=float).ravel()
|
|
273
|
+
preds = self._raw_predict(X)
|
|
274
|
+
loss = np.sqrt(mean_squared_error(y, preds))
|
|
275
|
+
print("RMSE: %.4f" % loss)
|
|
276
|
+
return loss
|
|
@@ -0,0 +1,23 @@
|
|
|
1
|
+
import numpy as np
|
|
2
|
+
|
|
3
|
+
|
|
4
|
+
class MeanSquaredError:
|
|
5
|
+
"""Mean Squared Error loss for regression."""
|
|
6
|
+
|
|
7
|
+
@staticmethod
|
|
8
|
+
def compute_derivatives(y, f):
|
|
9
|
+
g = 2 * (f - y)
|
|
10
|
+
h = 2.0 * np.ones(y.shape[0])
|
|
11
|
+
return g, h
|
|
12
|
+
|
|
13
|
+
|
|
14
|
+
class Logistic:
|
|
15
|
+
"""Logistic loss for binary classification."""
|
|
16
|
+
|
|
17
|
+
@staticmethod
|
|
18
|
+
def compute_derivatives(y, f):
|
|
19
|
+
tmp = np.exp(-np.multiply(y, f))
|
|
20
|
+
tmp2 = np.divide(tmp, 1 + tmp)
|
|
21
|
+
g = -np.multiply(y, tmp2)
|
|
22
|
+
h = np.multiply(tmp2, 1.0 - tmp2)
|
|
23
|
+
return g, h
|
|
@@ -0,0 +1,143 @@
|
|
|
1
|
+
Metadata-Version: 2.4
|
|
2
|
+
Name: hnbm
|
|
3
|
+
Version: 0.1.0
|
|
4
|
+
Summary: Heterogeneous Newton Boosting Machine
|
|
5
|
+
Home-page: https://github.com/qiancapital-dev/hnbm
|
|
6
|
+
Author: Qian Capital
|
|
7
|
+
Author-email: Qian Capital <samson.qian@qiancapital.com>
|
|
8
|
+
License: MIT
|
|
9
|
+
Project-URL: Homepage, https://github.com/qiancapital-dev/hnbm
|
|
10
|
+
Keywords: boosting,gradient-boosting,hnbm,heterogeneous-newton
|
|
11
|
+
Requires-Python: >=3.8
|
|
12
|
+
Description-Content-Type: text/markdown
|
|
13
|
+
License-File: LICENSE
|
|
14
|
+
Requires-Dist: numpy>=1.20
|
|
15
|
+
Requires-Dist: scikit-learn>=1.0
|
|
16
|
+
Requires-Dist: tqdm>=4.50
|
|
17
|
+
Dynamic: author
|
|
18
|
+
Dynamic: home-page
|
|
19
|
+
Dynamic: license-file
|
|
20
|
+
Dynamic: requires-python
|
|
21
|
+
|
|
22
|
+
# HNBM
|
|
23
|
+
|
|
24
|
+
[](https://opensource.org/licenses/MIT)
|
|
25
|
+
[](https://scikit-learn.org/)
|
|
26
|
+
|
|
27
|
+
**Heterogeneous Newton Boosting Machine (HNBM)** — a scikit-learn-compatible gradient boosting framework that stochastically mixes heterogeneous base learners at each iteration.
|
|
28
|
+
|
|
29
|
+
Unlike standard gradient boosting libraries that use a single learner type (typically decision trees), HNBM lets you define a pool of base learners with selection probabilities. At each boosting round, a learner is drawn from that pool and fit to the Newton step (gradient divided by Hessian, weighted by the Hessian).
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31
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This is the core framework behind [SnapBoost](https://github.com/qiancapital/snapboost), inspired by [SnapBoost: A Heterogeneous Boosting Machine](https://arxiv.org/abs/2006.09745) (Parnell et al., NeurIPS 2020).
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32
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33
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---
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34
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35
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## Installation
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37
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**From source** (recommended until PyPI release):
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38
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39
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```bash
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40
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git clone https://github.com/qiancapital-dev/hnbm.git
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41
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cd hnbm
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42
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pip install .
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```
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45
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**Requirements**: Python ≥ 3.8, NumPy, scikit-learn, tqdm.
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46
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47
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---
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48
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49
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## Quick Start
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50
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51
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Subclass `HNBM` and configure your base learner pool before training:
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52
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53
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```python
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54
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from sklearn.datasets import load_breast_cancer
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55
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from sklearn.model_selection import train_test_split
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56
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from sklearn.tree import DecisionTreeRegressor
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57
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from hnbm import HNBM
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58
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59
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X, y = load_breast_cancer(return_X_y=True)
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60
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X_train, X_test, y_train, y_test = train_test_split(X, y, random_state=42)
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61
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62
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|
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63
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class TreeBoost(HNBM):
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64
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def __init__(self, max_depth=5, **kwargs):
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65
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super().__init__(**kwargs)
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66
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self.base_learners_ = [DecisionTreeRegressor(max_depth=max_depth)]
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67
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self.probabilities_ = [1.0]
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69
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|
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70
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model = TreeBoost(
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71
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num_iterations=100,
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72
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learning_rate=0.1,
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73
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mode="classification",
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|
74
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random_state=42,
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75
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+
)
|
|
76
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model.fit(X_train, y_train)
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77
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|
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78
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print("Accuracy:", model.score(X_test, y_test))
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|
79
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model.evaluate(X_test, y_test)
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|
80
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+
```
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|
81
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+
|
|
82
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+
---
|
|
83
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+
|
|
84
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## API Reference
|
|
85
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|
|
86
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### `HNBM`
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87
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88
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| Parameter | Type | Default | Description |
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89
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|-----------|------|---------|-------------|
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90
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| `num_iterations` | `int` | `100` | Number of boosting rounds |
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91
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| `learning_rate` | `float` | `0.1` | Shrinkage per learner |
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92
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| `mode` | `str` | `"classification"` | `"classification"` or `"regression"` |
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|
93
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| `random_state` | `int` or `None` | `None` | Seed for learner selection |
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|
94
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| `verbose` | `bool` | `True` | Show tqdm progress bar |
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|
95
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|
|
96
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**Methods**
|
|
97
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|
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98
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| Method | Mode | Description |
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|--------|------|-------------|
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100
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| `fit(X, y)` | both | Train the ensemble |
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101
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| `predict(X)` | both | Class labels (0/1) or continuous values |
|
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102
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+
| `predict_proba(X)` | classification | Probabilities, shape `(n_samples, 2)` |
|
|
103
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| `decision_function(X)` | classification | Raw logits |
|
|
104
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| `score(X, y)` | both | Accuracy or R² |
|
|
105
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+
| `evaluate(X, y)` | both | Prints and returns log loss or RMSE |
|
|
106
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+
|
|
107
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**Subclass contract**: set `base_learners_` (list of unfitted sklearn regressors) and `probabilities_` (list summing to 1) before calling `fit`.
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|
108
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+
|
|
109
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### Loss functions
|
|
110
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+
|
|
111
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`hnbm.losses` provides `Logistic` (classification) and `MeanSquaredError` (regression), each with a `compute_derivatives(y, f)` method returning gradient and Hessian vectors.
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|
112
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+
|
|
113
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+
---
|
|
114
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+
|
|
115
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## Docker
|
|
116
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+
|
|
117
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```bash
|
|
118
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+
docker build -t hnbm .
|
|
119
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+
docker run --rm hnbm
|
|
120
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+
```
|
|
121
|
+
|
|
122
|
+
---
|
|
123
|
+
|
|
124
|
+
## Development
|
|
125
|
+
|
|
126
|
+
```bash
|
|
127
|
+
git clone https://github.com/qiancapital-dev/hnbm.git
|
|
128
|
+
cd hnbm
|
|
129
|
+
pip install -r requirements.txt
|
|
130
|
+
pip install -e .
|
|
131
|
+
```
|
|
132
|
+
|
|
133
|
+
---
|
|
134
|
+
|
|
135
|
+
## Related projects
|
|
136
|
+
|
|
137
|
+
- **[snapboost](https://github.com/QianCapital/snapboost)** — a concrete HNBM using decision trees and kernel ridge regressors
|
|
138
|
+
|
|
139
|
+
---
|
|
140
|
+
|
|
141
|
+
## License
|
|
142
|
+
|
|
143
|
+
MIT — See [LICENSE](LICENSE) for full text.
|
|
@@ -0,0 +1,16 @@
|
|
|
1
|
+
Dockerfile
|
|
2
|
+
LICENSE
|
|
3
|
+
MANIFEST.in
|
|
4
|
+
README.md
|
|
5
|
+
pyproject.toml
|
|
6
|
+
requirements.txt
|
|
7
|
+
setup.cfg
|
|
8
|
+
setup.py
|
|
9
|
+
hnbm/__init__.py
|
|
10
|
+
hnbm/estimator.py
|
|
11
|
+
hnbm/losses.py
|
|
12
|
+
hnbm.egg-info/PKG-INFO
|
|
13
|
+
hnbm.egg-info/SOURCES.txt
|
|
14
|
+
hnbm.egg-info/dependency_links.txt
|
|
15
|
+
hnbm.egg-info/requires.txt
|
|
16
|
+
hnbm.egg-info/top_level.txt
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
|
|
@@ -0,0 +1 @@
|
|
|
1
|
+
hnbm
|
|
@@ -0,0 +1,25 @@
|
|
|
1
|
+
[build-system]
|
|
2
|
+
requires = ["setuptools>=64"]
|
|
3
|
+
build-backend = "setuptools.build_meta"
|
|
4
|
+
|
|
5
|
+
[project]
|
|
6
|
+
name = "hnbm"
|
|
7
|
+
version = "0.1.0"
|
|
8
|
+
description = "Heterogeneous Newton Boosting Machine"
|
|
9
|
+
readme = "README.md"
|
|
10
|
+
license = {text = "MIT"}
|
|
11
|
+
requires-python = ">=3.8"
|
|
12
|
+
authors = [{name = "Qian Capital", email = "samson.qian@qiancapital.com"}]
|
|
13
|
+
keywords = ["boosting", "gradient-boosting", "hnbm", "heterogeneous-newton"]
|
|
14
|
+
dependencies = [
|
|
15
|
+
"numpy>=1.20",
|
|
16
|
+
"scikit-learn>=1.0",
|
|
17
|
+
"tqdm>=4.50",
|
|
18
|
+
]
|
|
19
|
+
|
|
20
|
+
[project.urls]
|
|
21
|
+
Homepage = "https://github.com/qiancapital-dev/hnbm"
|
|
22
|
+
|
|
23
|
+
[tool.setuptools.packages.find]
|
|
24
|
+
where = ["."]
|
|
25
|
+
include = ["hnbm*"]
|
hnbm-0.1.0/setup.cfg
ADDED
hnbm-0.1.0/setup.py
ADDED
|
@@ -0,0 +1,36 @@
|
|
|
1
|
+
from setuptools import setup
|
|
2
|
+
import pathlib
|
|
3
|
+
|
|
4
|
+
HERE = pathlib.Path(__file__).parent
|
|
5
|
+
README = (HERE / "README.md").read_text()
|
|
6
|
+
|
|
7
|
+
|
|
8
|
+
def _parse_requirements(file_path):
|
|
9
|
+
with open(file_path) as f:
|
|
10
|
+
lines = f.read().splitlines()
|
|
11
|
+
reqs = []
|
|
12
|
+
for line in lines:
|
|
13
|
+
line = line.strip()
|
|
14
|
+
if not line or line.startswith("#"):
|
|
15
|
+
continue
|
|
16
|
+
if line.startswith("pip") or line.startswith("setuptools"):
|
|
17
|
+
continue
|
|
18
|
+
reqs.append(line)
|
|
19
|
+
return reqs
|
|
20
|
+
|
|
21
|
+
|
|
22
|
+
setup(
|
|
23
|
+
name="hnbm",
|
|
24
|
+
version="0.1.0",
|
|
25
|
+
author="Qian Capital",
|
|
26
|
+
author_email="samson.qian@qiancapital.com",
|
|
27
|
+
packages=["hnbm"],
|
|
28
|
+
url="https://github.com/qiancapital-dev/hnbm",
|
|
29
|
+
license="MIT",
|
|
30
|
+
description="Heterogeneous Newton Boosting Machine",
|
|
31
|
+
long_description=README,
|
|
32
|
+
long_description_content_type="text/markdown",
|
|
33
|
+
install_requires=_parse_requirements("requirements.txt"),
|
|
34
|
+
python_requires=">=3.8",
|
|
35
|
+
keywords="boosting gradient-boosting hnbm heterogeneous-newton",
|
|
36
|
+
)
|