scikit-learn-intelex 2025.1.0__py311-none-manylinux_2_28_x86_64.whl

daal4py/sklearn/linear_model/logistic_loss.py

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+# ==============================================================================
+# Copyright 2014 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 numpy as np
+
+import daal4py
+
+from .._utils import getFPType, make2d
+
+
+def _resultsToCompute_string(value=True, gradient=True, hessian=False):
+    results_needed = []
+    if value:
+        results_needed.append("value")
+    if gradient:
+        results_needed.append("gradient")
+    if hessian:
+        results_needed.append("hessian")
+
+    return "|".join(results_needed)
+
+
+def _daal4py_logistic_loss_extra_args(
+    nClasses_unused,
+    beta,
+    X,
+    y,
+    l1=0.0,
+    l2=0.0,
+    fit_intercept=True,
+    value=True,
+    gradient=True,
+    hessian=False,
+):
+    X = make2d(X)
+    nSamples, nFeatures = X.shape
+
+    y = make2d(y)
+    beta = make2d(beta)
+    n = X.shape[0]
+
+    results_to_compute = _resultsToCompute_string(
+        value=value, gradient=gradient, hessian=hessian
+    )
+
+    objective_function_algorithm_instance = daal4py.optimization_solver_logistic_loss(
+        numberOfTerms=n,
+        fptype=getFPType(X),
+        method="defaultDense",
+        interceptFlag=fit_intercept,
+        penaltyL1=l1 / n,
+        penaltyL2=l2 / n,
+        resultsToCompute=results_to_compute,
+    )
+    objective_function_algorithm_instance.setup(X, y, beta)
+
+    return (objective_function_algorithm_instance, X, y, n)
+
+
+def _daal4py_cross_entropy_loss_extra_args(
+    nClasses,
+    beta,
+    X,
+    y,
+    l1=0.0,
+    l2=0.0,
+    fit_intercept=True,
+    value=True,
+    gradient=True,
+    hessian=False,
+):
+    X = make2d(X)
+    nSamples, nFeatures = X.shape
+    y = make2d(y)
+    beta = make2d(beta)
+    n = X.shape[0]
+
+    results_to_compute = _resultsToCompute_string(
+        value=value, gradient=gradient, hessian=hessian
+    )
+
+    objective_function_algorithm_instance = (
+        daal4py.optimization_solver_cross_entropy_loss(
+            nClasses=nClasses,
+            numberOfTerms=n,
+            fptype=getFPType(X),
+            method="defaultDense",
+            interceptFlag=fit_intercept,
+            penaltyL1=l1 / n,
+            penaltyL2=l2 / n,
+            resultsToCompute=results_to_compute,
+        )
+    )
+    objective_function_algorithm_instance.setup(X, y, beta)
+
+    return (objective_function_algorithm_instance, X, y, n)
+
+
+# used by LBFGS solver
+def _daal4py_loss_and_grad(beta, objF_instance, X, y, n):
+    beta_ = make2d(beta)
+    res = objF_instance.compute(X, y, beta_)
+    gr = res.gradientIdx.ravel()
+    gr = gr * n  # force copy
+    v = res.valueIdx[0, 0]
+    v *= n
+    return (v, gr)
+
+
+# used by Newton CG method
+def _daal4py_loss_(beta, objF_instance, X, y, n, l2_unused):
+    beta_ = make2d(beta)
+    if beta_.shape[1] != 1 and beta_.shape[0] == 1:
+        beta_ = beta_.T
+    res = objF_instance.compute(X, y, beta_)
+    v = res.valueIdx[0, 0]
+    v *= n
+    return v
+
+
+def _daal4py_grad_(beta, objF_instance, X, y, n, l2_unused):
+    beta_ = make2d(beta)
+    if beta_.shape[1] != 1 and beta_.shape[0] == 1:
+        beta_ = beta_.T
+    res = objF_instance.compute(X, y, beta_)
+    # Copy is needed for newton-cg to work correctly
+    # Otherwise evaluation at nearby point in line search
+    # overwrites gradient at the starting point
+    gr = res.gradientIdx.ravel()
+    gr = gr * n  # force copy
+    return gr
+
+
+def _daal4py_grad_hess_(beta, objF_instance, X, y, n, l2):
+    beta_ = make2d(beta)
+    if beta_.shape[1] != 1 and beta_.shape[0] == 1:
+        beta_ = beta_.T
+    res = objF_instance.compute(X, y, beta_)
+    gr = res.gradientIdx.ravel()
+    gr = gr * n
+
+    if isinstance(objF_instance, daal4py.optimization_solver_logistic_loss):
+        # dealing with binary logistic regression
+        # pp - array of probabilities for class=1, shape=(nSamples,)
+        pp = beta_[0, 0] + np.dot(X, beta_[1:, 0])
+        y2 = -1 + 2 * y[:, 0]
+        pp *= y2
+        np.exp(pp, out=pp)
+        pp += 1
+        np.reciprocal(pp, out=pp)
+        np.square(pp, out=pp)
+        del y2
+
+        def hessp(v):
+            pp0 = pp * (v[0] + np.dot(X, v[1:]))
+            res = np.empty_like(v)
+            res[0] = pp0.sum()
+            res[1:] = np.dot(pp0, X)
+            res[1:] += (2 * l2) * v[1:]
+            return res
+
+    else:
+        # dealing with multi-class logistic regression
+        beta__ = beta_.reshape((-1, 1 + X.shape[1]))  # (nClasses, nSamples)
+        beta_shape = beta__.shape
+        # pp - array of class probabilities, shape=(nSamples, nClasses)
+        pp = beta__[np.newaxis, :, 0] + np.dot(X, beta__[:, 1:].T)
+        pp -= pp.max(axis=1, keepdims=True)
+        np.exp(pp, out=pp)
+        pp /= pp.sum(axis=1, keepdims=True)
+
+        def hessp(v):
+            v2 = v.reshape(beta_shape)
+            r_yhat = v2[np.newaxis, :, 0] + np.dot(X, v2[:, 1:].T)
+            r_yhat += (-pp * r_yhat).sum(axis=1)[:, np.newaxis]
+            r_yhat *= pp
+            hessProd = np.zeros(beta_shape)
+            hessProd[:, 1:] = np.dot(r_yhat.T, X) + (2 * l2) * v2[:, 1:]
+            hessProd[:, 0] = r_yhat.sum(axis=0)
+            return hessProd.ravel()
+
+    return gr, hessp