scikit-learn-intelex 2024.3.0__py310-none-manylinux1_x86_64.whl → 2024.5.0__py310-none-manylinux1_x86_64.whl

sklearnex/linear_model/incremental_linear.py

@@ -0,0 +1,387 @@
+# ===============================================================================
+# Copyright 2024 Intel Corporation
+#
+# Licensed under the Apache License, Version 2.0 (the "License");
+# you may not use this file except in compliance with the License.
+# You may obtain a copy of the License at
+#
+#     http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+# ===============================================================================
+
+import numbers
+import warnings
+
+import numpy as np
+from sklearn.base import BaseEstimator, MultiOutputMixin, RegressorMixin
+from sklearn.exceptions import NotFittedError
+from sklearn.utils import check_array, gen_batches
+
+from daal4py.sklearn._n_jobs_support import control_n_jobs
+from daal4py.sklearn._utils import sklearn_check_version
+from onedal.linear_model import (
+    IncrementalLinearRegression as onedal_IncrementalLinearRegression,
+)
+
+if sklearn_check_version("1.2"):
+    from sklearn.utils._param_validation import Interval
+
+from onedal.common.hyperparameters import get_hyperparameters
+
+from .._device_offload import dispatch, wrap_output_data
+from .._utils import PatchingConditionsChain, register_hyperparameters
+
+
+@register_hyperparameters(
+    {
+        "fit": get_hyperparameters("linear_regression", "train"),
+        "partial_fit": get_hyperparameters("linear_regression", "train"),
+    }
+)
+@control_n_jobs(
+    decorated_methods=["fit", "partial_fit", "predict", "_onedal_finalize_fit"]
+)
+class IncrementalLinearRegression(MultiOutputMixin, RegressorMixin, BaseEstimator):
+    """
+    Incremental estimator for linear regression.
+    Allows to train linear regression if data are splitted into batches.
+
+    Parameters
+    ----------
+    fit_intercept : bool, default=True
+    Whether to calculate the intercept for this model. If set
+    to False, no intercept will be used in calculations
+    (i.e. data is expected to be centered).
+
+    copy_X : bool, default=True
+        If True, X will be copied; else, it may be overwritten.
+
+    n_jobs : int, default=None
+        The number of jobs to use for the computation.
+
+    batch_size : int, default=None
+        The number of samples to use for each batch. Only used when calling
+        ``fit``. If ``batch_size`` is ``None``, then ``batch_size``
+        is inferred from the data and set to ``5 * n_features``, to provide a
+        balance between approximation accuracy and memory consumption.
+
+    Attributes
+    ----------
+    coef_ : array of shape (n_features, ) or (n_targets, n_features)
+        Estimated coefficients for the linear regression problem.
+        If multiple targets are passed during the fit (y 2D), this
+        is a 2D array of shape (n_targets, n_features), while if only
+        one target is passed, this is a 1D array of length n_features.
+
+    intercept_ : float or array of shape (n_targets,)
+        Independent term in the linear model. Set to 0.0 if
+        `fit_intercept = False`.
+
+    n_features_in_ : int
+        Number of features seen during :term:`fit`.
+
+    n_samples_seen_ : int
+        The number of samples processed by the estimator. Will be reset on
+        new calls to fit, but increments across ``partial_fit`` calls.
+        It should be not less than `n_features_in_` if `fit_intercept`
+        is False and not less than `n_features_in_` + 1 if `fit_intercept`
+        is True to obtain regression coefficients.
+
+    batch_size_ : int
+        Inferred batch size from ``batch_size``.
+
+    n_features_in_ : int
+        Number of features seen during :term:`fit` `partial_fit`.
+
+    """
+
+    _onedal_incremental_linear = staticmethod(onedal_IncrementalLinearRegression)
+
+    if sklearn_check_version("1.2"):
+        _parameter_constraints: dict = {
+            "fit_intercept": ["boolean"],
+            "copy_X": ["boolean"],
+            "n_jobs": [Interval(numbers.Integral, -1, None, closed="left"), None],
+            "batch_size": [Interval(numbers.Integral, 1, None, closed="left"), None],
+        }
+
+    def __init__(self, *, fit_intercept=True, copy_X=True, n_jobs=None, batch_size=None):
+        self.fit_intercept = fit_intercept
+        self.copy_X = copy_X
+        self.n_jobs = n_jobs
+        self.batch_size = batch_size
+
+    def _onedal_supported(self, method_name, *data):
+        patching_status = PatchingConditionsChain(
+            f"sklearn.linear_model.{self.__class__.__name__}.{method_name}"
+        )
+        return patching_status
+
+    _onedal_cpu_supported = _onedal_supported
+    _onedal_gpu_supported = _onedal_supported
+
+    def _onedal_predict(self, X, queue=None):
+        if sklearn_check_version("1.2"):
+            self._validate_params()
+
+        if sklearn_check_version("1.0"):
+            X = self._validate_data(
+                X,
+                dtype=[np.float64, np.float32],
+                copy=self.copy_X,
+            )
+        else:
+            X = check_array(
+                X,
+                dtype=[np.float64, np.float32],
+                copy=self.copy_X,
+            )
+
+        assert hasattr(self, "_onedal_estimator")
+        if self._need_to_finalize:
+            self._onedal_finalize_fit()
+        return self._onedal_estimator.predict(X, queue)
+
+    def _onedal_partial_fit(self, X, y, queue=None):
+        first_pass = not hasattr(self, "n_samples_seen_") or self.n_samples_seen_ == 0
+
+        if sklearn_check_version("1.2"):
+            self._validate_params()
+
+        if sklearn_check_version("1.0"):
+            X, y = self._validate_data(
+                X,
+                y,
+                dtype=[np.float64, np.float32],
+                reset=first_pass,
+                copy=self.copy_X,
+                multi_output=True,
+            )
+        else:
+            X = check_array(
+                X,
+                dtype=[np.float64, np.float32],
+                copy=self.copy_X,
+            )
+            y = check_array(
+                y,
+                dtype=[np.float64, np.float32],
+                copy=False,
+                ensure_2d=False,
+            )
+
+        if first_pass:
+            self.n_samples_seen_ = X.shape[0]
+            self.n_features_in_ = X.shape[1]
+        else:
+            self.n_samples_seen_ += X.shape[0]
+        onedal_params = {"fit_intercept": self.fit_intercept, "copy_X": self.copy_X}
+        if not hasattr(self, "_onedal_estimator"):
+            self._onedal_estimator = self._onedal_incremental_linear(**onedal_params)
+        self._onedal_estimator.partial_fit(X, y, queue)
+        self._need_to_finalize = True
+
+    def _onedal_finalize_fit(self):
+        assert hasattr(self, "_onedal_estimator")
+        is_underdetermined = self.n_samples_seen_ < self.n_features_in_ + int(
+            self.fit_intercept
+        )
+        if is_underdetermined:
+            raise ValueError("Not enough samples to finalize")
+        self._onedal_estimator.finalize_fit()
+        self._need_to_finalize = False
+
+    def _onedal_fit(self, X, y, queue=None):
+        if sklearn_check_version("1.2"):
+            self._validate_params()
+
+        if sklearn_check_version("1.0"):
+            X, y = self._validate_data(
+                X, y, dtype=[np.float64, np.float32], copy=self.copy_X, multi_output=True
+            )
+        else:
+            X = check_array(
+                X,
+                dtype=[np.float64, np.float32],
+                copy=self.copy_X,
+            )
+            y = check_array(
+                y,
+                dtype=[np.float64, np.float32],
+                copy=False,
+                ensure_2d=False,
+            )
+
+        n_samples, n_features = X.shape
+
+        is_underdetermined = n_samples < n_features + int(self.fit_intercept)
+        if is_underdetermined:
+            raise ValueError("Not enough samples to run oneDAL backend")
+
+        if self.batch_size is None:
+            self.batch_size_ = 5 * n_features
+        else:
+            self.batch_size_ = self.batch_size
+
+        self.n_samples_seen_ = 0
+        if hasattr(self, "_onedal_estimator"):
+            self._onedal_estimator._reset()
+
+        for batch in gen_batches(n_samples, self.batch_size_):
+            X_batch, y_batch = X[batch], y[batch]
+            self._onedal_partial_fit(X_batch, y_batch, queue=queue)
+
+        if sklearn_check_version("1.2"):
+            self._validate_params()
+
+        # finite check occurs on onedal side
+        self.n_features_in_ = n_features
+
+        if n_samples == 1:
+            warnings.warn(
+                "Only one sample available. You may want to reshape your data array"
+            )
+
+        self._onedal_finalize_fit()
+
+        return self
+
+    def get_intercept_(self):
+        if hasattr(self, "_onedal_estimator"):
+            if self._need_to_finalize:
+                self._onedal_finalize_fit()
+
+            return self._onedal_estimator.intercept_
+        else:
+            raise AttributeError(
+                f"'{self.__class__.__name__}' object has no attribute 'intercept_'"
+            )
+
+    def set_intercept_(self, value):
+        self.__dict__["intercept_"] = value
+        if hasattr(self, "_onedal_estimator"):
+            self._onedal_estimator.intercept_ = value
+            del self._onedal_estimator._onedal_model
+
+    def get_coef_(self):
+        if hasattr(self, "_onedal_estimator"):
+            if self._need_to_finalize:
+                self._onedal_finalize_fit()
+
+            return self._onedal_estimator.coef_
+        else:
+            raise AttributeError(
+                f"'{self.__class__.__name__}' object has no attribute 'coef_'"
+            )
+
+    def set_coef_(self, value):
+        self.__dict__["coef_"] = value
+        if hasattr(self, "_onedal_estimator"):
+            self._onedal_estimator.coef_ = value
+            del self._onedal_estimator._onedal_model
+
+    coef_ = property(get_coef_, set_coef_)
+    intercept_ = property(get_intercept_, set_intercept_)
+
+    def partial_fit(self, X, y):
+        """
+        Incremental fit linear model with X and y. All of X and y is
+        processed as a single batch.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+            Training data, where `n_samples` is the number of samples and
+            `n_features` is the number of features.
+
+        y : array-like of shape (n_samples,) or (n_samples, n_targets)
+            Target values, where `n_samples` is the number of samples and
+            `n_targets` is the number of targets.
+
+        Returns
+        -------
+        self : object
+            Returns the instance itself.
+        """
+
+        dispatch(
+            self,
+            "partial_fit",
+            {
+                "onedal": self.__class__._onedal_partial_fit,
+                "sklearn": None,
+            },
+            X,
+            y,
+        )
+        return self
+
+    def fit(self, X, y):
+        """
+        Fit the model with X and y, using minibatches of size batch_size.
+
+        Parameters
+        ----------
+        X : array-like of shape (n_samples, n_features)
+            Training data, where `n_samples` is the number of samples and
+            `n_features` is the number of features. It is necessary for
+            `n_samples` to be not less than `n_features` if `fit_intercept`
+            is False and not less than `n_features` + 1 if `fit_intercept`
+            is True
+
+        y : array-like of shape (n_samples,) or (n_samples, n_targets)
+            Target values, where `n_samples` is the number of samples and
+            `n_targets` is the number of targets.
+
+        Returns
+        -------
+        self : object
+            Returns the instance itself.
+        """
+
+        dispatch(
+            self,
+            "fit",
+            {
+                "onedal": self.__class__._onedal_fit,
+                "sklearn": None,
+            },
+            X,
+            y,
+        )
+        return self
+
+    @wrap_output_data
+    def predict(self, X, y=None):
+        """
+        Predict using the linear model.
+        Parameters
+        ----------
+        X : array-like or sparse matrix, shape (n_samples, n_features)
+            Samples.
+        Returns
+        -------
+        C : array, shape (n_samples, n_targets)
+            Returns predicted values.
+        """
+        if not hasattr(self, "coef_"):
+            msg = (
+                "This %(name)s instance is not fitted yet. Call 'fit' or 'partial_fit' "
+                "with appropriate arguments before using this estimator."
+            )
+            raise NotFittedError(msg % {"name": self.__class__.__name__})
+
+        return dispatch(
+            self,
+            "predict",
+            {
+                "onedal": self.__class__._onedal_predict,
+                "sklearn": None,
+            },
+            X,
+        )