clean up svm

2022-11-02 15:23:56 +00:00
parent b60329ca5d
commit df0ae907f7
4 changed files with 112 additions and 113 deletions
@@ -0,0 +1,184 @@
+/// SVC grid search parameters
+#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
+#[derive(Debug, Clone)]
+pub struct SVCSearchParameters<
+    TX: Number + RealNumber,
+    TY: Number + Ord,
+    X: Array2<TX>,
+    Y: Array1<TY>,
+    K: Kernel,
+> {
+    #[cfg_attr(feature = "serde", serde(default))]
+    /// Number of epochs.
+    pub epoch: Vec<usize>,
+    #[cfg_attr(feature = "serde", serde(default))]
+    /// Regularization parameter.
+    pub c: Vec<TX>,
+    #[cfg_attr(feature = "serde", serde(default))]
+    /// Tolerance for stopping epoch.
+    pub tol: Vec<TX>,
+    #[cfg_attr(feature = "serde", serde(default))]
+    /// The kernel function.
+    pub kernel: Vec<K>,
+    #[cfg_attr(feature = "serde", serde(default))]
+    /// Unused parameter.
+    m: PhantomData<(X, Y, TY)>,
+    #[cfg_attr(feature = "serde", serde(default))]
+    /// Controls the pseudo random number generation for shuffling the data for probability estimates
+    seed: Vec<Option<u64>>,
+}
+
+/// SVC grid search iterator
+pub struct SVCSearchParametersIterator<
+    TX: Number + RealNumber,
+    TY: Number + Ord,
+    X: Array2<TX>,
+    Y: Array1<TY>,
+    K: Kernel,
+> {
+    svc_search_parameters: SVCSearchParameters<TX, TY, X, Y, K>,
+    current_epoch: usize,
+    current_c: usize,
+    current_tol: usize,
+    current_kernel: usize,
+    current_seed: usize,
+}
+
+impl<TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>, K: Kernel>
+    IntoIterator for SVCSearchParameters<TX, TY, X, Y, K>
+{
+    type Item = SVCParameters<'a, TX, TY, X, Y>;
+    type IntoIter = SVCSearchParametersIterator<TX, TY, X, Y, K>;
+
+    fn into_iter(self) -> Self::IntoIter {
+        SVCSearchParametersIterator {
+            svc_search_parameters: self,
+            current_epoch: 0,
+            current_c: 0,
+            current_tol: 0,
+            current_kernel: 0,
+            current_seed: 0,
+        }
+    }
+}
+
+impl<TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>, K: Kernel>
+    Iterator for SVCSearchParametersIterator<TX, TY, X, Y, K>
+{
+    type Item = SVCParameters<TX, TY, X, Y>;
+
+    fn next(&mut self) -> Option<Self::Item> {
+        if self.current_epoch == self.svc_search_parameters.epoch.len()
+            && self.current_c == self.svc_search_parameters.c.len()
+            && self.current_tol == self.svc_search_parameters.tol.len()
+            && self.current_kernel == self.svc_search_parameters.kernel.len()
+            && self.current_seed == self.svc_search_parameters.seed.len()
+        {
+            return None;
+        }
+
+        let next = SVCParameters {
+            epoch: self.svc_search_parameters.epoch[self.current_epoch],
+            c: self.svc_search_parameters.c[self.current_c],
+            tol: self.svc_search_parameters.tol[self.current_tol],
+            kernel: self.svc_search_parameters.kernel[self.current_kernel].clone(),
+            m: PhantomData,
+            seed: self.svc_search_parameters.seed[self.current_seed],
+        };
+
+        if self.current_epoch + 1 < self.svc_search_parameters.epoch.len() {
+            self.current_epoch += 1;
+        } else if self.current_c + 1 < self.svc_search_parameters.c.len() {
+            self.current_epoch = 0;
+            self.current_c += 1;
+        } else if self.current_tol + 1 < self.svc_search_parameters.tol.len() {
+            self.current_epoch = 0;
+            self.current_c = 0;
+            self.current_tol += 1;
+        } else if self.current_kernel + 1 < self.svc_search_parameters.kernel.len() {
+            self.current_epoch = 0;
+            self.current_c = 0;
+            self.current_tol = 0;
+            self.current_kernel += 1;
+        } else if self.current_seed + 1 < self.svc_search_parameters.seed.len() {
+            self.current_epoch = 0;
+            self.current_c = 0;
+            self.current_tol = 0;
+            self.current_kernel = 0;
+            self.current_seed += 1;
+        } else {
+            self.current_epoch += 1;
+            self.current_c += 1;
+            self.current_tol += 1;
+            self.current_kernel += 1;
+            self.current_seed += 1;
+        }
+
+        Some(next)
+    }
+}
+
+impl<TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>, K: Kernel> Default
+    for SVCSearchParameters<TX, TY, X, Y, K>
+{
+    fn default() -> Self {
+        let default_params: SVCParameters<TX, TY, X, Y> = SVCParameters::default();
+
+        SVCSearchParameters {
+            epoch: vec![default_params.epoch],
+            c: vec![default_params.c],
+            tol: vec![default_params.tol],
+            kernel: vec![default_params.kernel],
+            m: PhantomData,
+            seed: vec![default_params.seed],
+        }
+    }
+}
+
+
+#[cfg(test)]
+mod tests {
+    use num::ToPrimitive;
+
+    use super::*;
+    use crate::linalg::basic::matrix::DenseMatrix;
+    use crate::metrics::accuracy;
+    #[cfg(feature = "serde")]
+    use crate::svm::*;
+
+    #[test]
+    fn search_parameters() {
+        let parameters: SVCSearchParameters<f64, DenseMatrix<f64>, LinearKernel> =
+            SVCSearchParameters {
+                epoch: vec![10, 100],
+                kernel: vec![LinearKernel {}],
+                ..Default::default()
+            };
+        let mut iter = parameters.into_iter();
+        let next = iter.next().unwrap();
+        assert_eq!(next.epoch, 10);
+        assert_eq!(next.kernel, LinearKernel {});
+        let next = iter.next().unwrap();
+        assert_eq!(next.epoch, 100);
+        assert_eq!(next.kernel, LinearKernel {});
+        assert!(iter.next().is_none());
+    }
+
+    #[test]
+    fn search_parameters() {
+        let parameters: SVCSearchParameters<f64, DenseMatrix<f64>, LinearKernel> =
+            SVCSearchParameters {
+                epoch: vec![10, 100],
+                kernel: vec![LinearKernel {}],
+                ..Default::default()
+            };
+        let mut iter = parameters.into_iter();
+        let next = iter.next().unwrap();
+        assert_eq!(next.epoch, 10);
+        assert_eq!(next.kernel, LinearKernel {});
+        let next = iter.next().unwrap();
+        assert_eq!(next.epoch, 100);
+        assert_eq!(next.kernel, LinearKernel {});
+        assert!(iter.next().is_none());
+    }
+}
@@ -0,0 +1,112 @@
+// /// SVR grid search parameters
+// #[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
+// #[derive(Debug, Clone)]
+// pub struct SVRSearchParameters<T: Number + RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>> {
+//     /// Epsilon in the epsilon-SVR model.
+//     pub eps: Vec<T>,
+//     /// Regularization parameter.
+//     pub c: Vec<T>,
+//     /// Tolerance for stopping eps.
+//     pub tol: Vec<T>,
+//     /// The kernel function.
+//     pub kernel: Vec<K>,
+//     /// Unused parameter.
+//     m: PhantomData<M>,
+// }
+
+// /// SVR grid search iterator
+// pub struct SVRSearchParametersIterator<T: Number + RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>> {
+//     svr_search_parameters: SVRSearchParameters<T, M, K>,
+//     current_eps: usize,
+//     current_c: usize,
+//     current_tol: usize,
+//     current_kernel: usize,
+// }
+
+// impl<T: Number + RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>> IntoIterator
+//     for SVRSearchParameters<T, M, K>
+// {
+//     type Item = SVRParameters<T, M, K>;
+//     type IntoIter = SVRSearchParametersIterator<T, M, K>;
+
+//     fn into_iter(self) -> Self::IntoIter {
+//         SVRSearchParametersIterator {
+//             svr_search_parameters: self,
+//             current_eps: 0,
+//             current_c: 0,
+//             current_tol: 0,
+//             current_kernel: 0,
+//         }
+//     }
+// }
+
+// impl<T: Number + RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>> Iterator
+//     for SVRSearchParametersIterator<T, M, K>
+// {
+//     type Item = SVRParameters<T, M, K>;
+
+//     fn next(&mut self) -> Option<Self::Item> {
+//         if self.current_eps == self.svr_search_parameters.eps.len()
+//             && self.current_c == self.svr_search_parameters.c.len()
+//             && self.current_tol == self.svr_search_parameters.tol.len()
+//             && self.current_kernel == self.svr_search_parameters.kernel.len()
+//         {
+//             return None;
+//         }
+
+//         let next = SVRParameters::<T, M, K> {
+//             eps: self.svr_search_parameters.eps[self.current_eps],
+//             c: self.svr_search_parameters.c[self.current_c],
+//             tol: self.svr_search_parameters.tol[self.current_tol],
+//             kernel: self.svr_search_parameters.kernel[self.current_kernel].clone(),
+//             m: PhantomData,
+//         };
+
+//         if self.current_eps + 1 < self.svr_search_parameters.eps.len() {
+//             self.current_eps += 1;
+//         } else if self.current_c + 1 < self.svr_search_parameters.c.len() {
+//             self.current_eps = 0;
+//             self.current_c += 1;
+//         } else if self.current_tol + 1 < self.svr_search_parameters.tol.len() {
+//             self.current_eps = 0;
+//             self.current_c = 0;
+//             self.current_tol += 1;
+//         } else if self.current_kernel + 1 < self.svr_search_parameters.kernel.len() {
+//             self.current_eps = 0;
+//             self.current_c = 0;
+//             self.current_tol = 0;
+//             self.current_kernel += 1;
+//         } else {
+//             self.current_eps += 1;
+//             self.current_c += 1;
+//             self.current_tol += 1;
+//             self.current_kernel += 1;
+//         }
+
+//         Some(next)
+//     }
+// }
+
+// impl<T: Number + RealNumber, M: Matrix<T>> Default for SVRSearchParameters<T, M, LinearKernel> {
+//     fn default() -> Self {
+//         let default_params: SVRParameters<T, M, LinearKernel> = SVRParameters::default();
+
+//         SVRSearchParameters {
+//             eps: vec![default_params.eps],
+//             c: vec![default_params.c],
+//             tol: vec![default_params.tol],
+//             kernel: vec![default_params.kernel],
+//             m: PhantomData,
+//         }
+//     }
+// }
+
+// #[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
+// #[derive(Debug)]
+// #[cfg_attr(
+//     feature = "serde",
+//     serde(bound(
+//         serialize = "M::RowVector: Serialize, K: Serialize, T: Serialize",
+//         deserialize = "M::RowVector: Deserialize<'de>, K: Deserialize<'de>, T: Deserialize<'de>",
+//     ))
+// )]