feat: BernoulliNB (#31)

* feat: BernoulliNB

* Move preprocessing to a trait in linalg/stats.rs
This commit is contained in:
morenol
2020-12-04 20:45:40 -04:00
committed by GitHub
parent 4720a3a4eb
commit f0b348dd6e
7 changed files with 367 additions and 4 deletions
+2 -1
View File
@@ -63,7 +63,7 @@ use evd::EVDDecomposableMatrix;
use high_order::HighOrderOperations;
use lu::LUDecomposableMatrix;
use qr::QRDecomposableMatrix;
use stats::MatrixStats;
use stats::{MatrixPreprocessing, MatrixStats};
use svd::SVDDecomposableMatrix;
/// Column or row vector
@@ -619,6 +619,7 @@ pub trait Matrix<T: RealNumber>:
+ LUDecomposableMatrix<T>
+ CholeskyDecomposableMatrix<T>
+ MatrixStats<T>
+ MatrixPreprocessing<T>
+ HighOrderOperations<T>
+ PartialEq
+ Display
+2 -1
View File
@@ -12,7 +12,7 @@ use crate::linalg::evd::EVDDecomposableMatrix;
use crate::linalg::high_order::HighOrderOperations;
use crate::linalg::lu::LUDecomposableMatrix;
use crate::linalg::qr::QRDecomposableMatrix;
use crate::linalg::stats::MatrixStats;
use crate::linalg::stats::{MatrixPreprocessing, MatrixStats};
use crate::linalg::svd::SVDDecomposableMatrix;
use crate::linalg::Matrix;
pub use crate::linalg::{BaseMatrix, BaseVector};
@@ -478,6 +478,7 @@ impl<T: RealNumber> HighOrderOperations<T> for DenseMatrix<T> {
}
impl<T: RealNumber> MatrixStats<T> for DenseMatrix<T> {}
impl<T: RealNumber> MatrixPreprocessing<T> for DenseMatrix<T> {}
impl<T: RealNumber> Matrix<T> for DenseMatrix<T> {}
+6 -1
View File
@@ -47,7 +47,7 @@ use crate::linalg::evd::EVDDecomposableMatrix;
use crate::linalg::high_order::HighOrderOperations;
use crate::linalg::lu::LUDecomposableMatrix;
use crate::linalg::qr::QRDecomposableMatrix;
use crate::linalg::stats::MatrixStats;
use crate::linalg::stats::{MatrixPreprocessing, MatrixStats};
use crate::linalg::svd::SVDDecomposableMatrix;
use crate::linalg::Matrix as SmartCoreMatrix;
use crate::linalg::{BaseMatrix, BaseVector};
@@ -554,6 +554,11 @@ impl<T: RealNumber + Scalar + AddAssign + SubAssign + MulAssign + DivAssign + Su
{
}
impl<T: RealNumber + Scalar + AddAssign + SubAssign + MulAssign + DivAssign + Sum + 'static>
MatrixPreprocessing<T> for Matrix<T, Dynamic, Dynamic, VecStorage<T, Dynamic, Dynamic>>
{
}
impl<T: RealNumber + Scalar + AddAssign + SubAssign + MulAssign + DivAssign + Sum + 'static>
HighOrderOperations<T> for Matrix<T, Dynamic, Dynamic, VecStorage<T, Dynamic, Dynamic>>
{
+6 -1
View File
@@ -54,7 +54,7 @@ use crate::linalg::evd::EVDDecomposableMatrix;
use crate::linalg::high_order::HighOrderOperations;
use crate::linalg::lu::LUDecomposableMatrix;
use crate::linalg::qr::QRDecomposableMatrix;
use crate::linalg::stats::MatrixStats;
use crate::linalg::stats::{MatrixPreprocessing, MatrixStats};
use crate::linalg::svd::SVDDecomposableMatrix;
use crate::linalg::Matrix;
use crate::linalg::{BaseMatrix, BaseVector};
@@ -503,6 +503,11 @@ impl<T: RealNumber + ScalarOperand + AddAssign + SubAssign + MulAssign + DivAssi
{
}
impl<T: RealNumber + ScalarOperand + AddAssign + SubAssign + MulAssign + DivAssign + Sum>
MatrixPreprocessing<T> for ArrayBase<OwnedRepr<T>, Ix2>
{
}
impl<T: RealNumber + ScalarOperand + AddAssign + SubAssign + MulAssign + DivAssign + Sum>
HighOrderOperations<T> for ArrayBase<OwnedRepr<T>, Ix2>
{
+41
View File
@@ -104,6 +104,47 @@ pub trait MatrixStats<T: RealNumber>: BaseMatrix<T> {
}
}
/// Defines baseline implementations for various matrix processing functions
pub trait MatrixPreprocessing<T: RealNumber>: BaseMatrix<T> {
/// Each element of the matrix greater than the threshold becomes 1, while values less than or equal to the threshold become 0
/// ```
/// use smartcore::linalg::naive::dense_matrix::*;
/// use crate::smartcore::linalg::stats::MatrixPreprocessing;
/// let mut a = DenseMatrix::from_array(2, 3, &[0., 2., 3., -5., -6., -7.]);
/// let expected = DenseMatrix::from_array(2, 3, &[0., 1., 1., 0., 0., 0.]);
/// a.binarize_mut(0.);
///
/// assert_eq!(a, expected);
/// ```
fn binarize_mut(&mut self, threshold: T) {
let (nrows, ncols) = self.shape();
for row in 0..nrows {
for col in 0..ncols {
if self.get(row, col) > threshold {
self.set(row, col, T::one());
} else {
self.set(row, col, T::zero());
}
}
}
}
/// Returns new matrix where elements are binarized according to a given threshold.
/// ```
/// use smartcore::linalg::naive::dense_matrix::*;
/// use crate::smartcore::linalg::stats::MatrixPreprocessing;
/// let a = DenseMatrix::from_array(2, 3, &[0., 2., 3., -5., -6., -7.]);
/// let expected = DenseMatrix::from_array(2, 3, &[0., 1., 1., 0., 0., 0.]);
///
/// assert_eq!(a.binarize(0.), expected);
/// ```
fn binarize(&self, threshold: T) -> Self {
let mut m = self.clone();
m.binarize_mut(threshold);
m
}
}
#[cfg(test)]
mod tests {
use super::*;
+308
View File
@@ -0,0 +1,308 @@
use crate::error::Failed;
use crate::linalg::row_iter;
use crate::linalg::BaseVector;
use crate::linalg::Matrix;
use crate::math::num::RealNumber;
use crate::math::vector::RealNumberVector;
use crate::naive_bayes::{BaseNaiveBayes, NBDistribution};
use serde::{Deserialize, Serialize};
/// Naive Bayes classifier for Bearnoulli features
#[derive(Serialize, Deserialize, Debug, PartialEq)]
struct BernoulliNBDistribution<T: RealNumber> {
/// class labels known to the classifier
class_labels: Vec<T>,
class_priors: Vec<T>,
feature_prob: Vec<Vec<T>>,
}
impl<T: RealNumber, M: Matrix<T>> NBDistribution<T, M> for BernoulliNBDistribution<T> {
fn prior(&self, class_index: usize) -> T {
self.class_priors[class_index]
}
fn log_likelihood(&self, class_index: usize, j: &M::RowVector) -> T {
let mut likelihood = T::zero();
for feature in 0..j.len() {
let value = j.get(feature);
if value == T::one() {
likelihood += self.feature_prob[class_index][feature].ln();
} else {
likelihood += (T::one() - self.feature_prob[class_index][feature]).ln();
}
}
likelihood
}
fn classes(&self) -> &Vec<T> {
&self.class_labels
}
}
/// `BernoulliNB` parameters. Use `Default::default()` for default values.
#[derive(Serialize, Deserialize, Debug)]
pub struct BernoulliNBParameters<T: RealNumber> {
/// Additive (Laplace/Lidstone) smoothing parameter (0 for no smoothing).
pub alpha: T,
/// Prior probabilities of the classes. If specified the priors are not adjusted according to the data
pub priors: Option<Vec<T>>,
/// Threshold for binarizing (mapping to booleans) of sample features. If None, input is presumed to already consist of binary vectors.
pub binarize: Option<T>,
}
impl<T: RealNumber> BernoulliNBParameters<T> {
/// Create BernoulliNBParameters with specific paramaters.
pub fn new(alpha: T, priors: Option<Vec<T>>, binarize: Option<T>) -> Self {
Self {
alpha,
priors,
binarize,
}
}
}
impl<T: RealNumber> Default for BernoulliNBParameters<T> {
fn default() -> Self {
Self {
alpha: T::one(),
priors: None,
binarize: Some(T::zero()),
}
}
}
impl<T: RealNumber> BernoulliNBDistribution<T> {
/// Fits the distribution to a NxM matrix where N is number of samples and M is number of features.
/// * `x` - training data.
/// * `y` - vector with target values (classes) of length N.
/// * `priors` - Optional vector with prior probabilities of the classes. If not defined,
/// priors are adjusted according to the data.
/// * `alpha` - Additive (Laplace/Lidstone) smoothing parameter.
/// * `binarize` - Threshold for binarizing.
pub fn fit<M: Matrix<T>>(
x: &M,
y: &M::RowVector,
alpha: T,
priors: Option<Vec<T>>,
) -> Result<Self, Failed> {
let (n_samples, n_features) = x.shape();
let y_samples = y.len();
if y_samples != n_samples {
return Err(Failed::fit(&format!(
"Size of x should equal size of y; |x|=[{}], |y|=[{}]",
n_samples, y_samples
)));
}
if n_samples == 0 {
return Err(Failed::fit(&format!(
"Size of x and y should greater than 0; |x|=[{}]",
n_samples
)));
}
if alpha < T::zero() {
return Err(Failed::fit(&format!(
"Alpha should be greater than 0; |alpha|=[{}]",
alpha
)));
}
let y = y.to_vec();
let (class_labels, indices) = <Vec<T> as RealNumberVector<T>>::unique_with_indices(&y);
let mut class_count = vec![T::zero(); class_labels.len()];
for class_index in indices.iter() {
class_count[*class_index] += T::one();
}
let class_priors = if let Some(class_priors) = priors {
if class_priors.len() != class_labels.len() {
return Err(Failed::fit(
"Size of priors provided does not match the number of classes of the data.",
));
}
class_priors
} else {
class_count
.iter()
.map(|&c| c / T::from(n_samples).unwrap())
.collect()
};
let mut feature_in_class_counter = vec![vec![T::zero(); n_features]; class_labels.len()];
for (row, class_index) in row_iter(x).zip(indices) {
for idx in 0..n_features {
feature_in_class_counter[class_index][idx] += row[idx];
}
}
let feature_prob = feature_in_class_counter
.iter()
.enumerate()
.map(|(class_index, feature_count)| {
feature_count
.iter()
.map(|&count| (count + alpha) / (class_count[class_index] + alpha * T::two()))
.collect()
})
.collect();
Ok(Self {
class_labels,
class_priors,
feature_prob,
})
}
}
/// BernoulliNB implements the categorical naive Bayes algorithm for categorically distributed data.
#[derive(Serialize, Deserialize, Debug, PartialEq)]
pub struct BernoulliNB<T: RealNumber, M: Matrix<T>> {
inner: BaseNaiveBayes<T, M, BernoulliNBDistribution<T>>,
binarize: Option<T>,
}
impl<T: RealNumber, M: Matrix<T>> BernoulliNB<T, M> {
/// Fits BernoulliNB with given data
/// * `x` - training data of size NxM where N is the number of samples and M is the number of
/// features.
/// * `y` - vector with target values (classes) of length N.
/// * `parameters` - additional parameters like class priors, alpha for smoothing and
/// binarizing threshold.
pub fn fit(
x: &M,
y: &M::RowVector,
parameters: BernoulliNBParameters<T>,
) -> Result<Self, Failed> {
let distribution = if let Some(threshold) = parameters.binarize {
BernoulliNBDistribution::fit(
&(x.binarize(threshold)),
y,
parameters.alpha,
parameters.priors,
)?
} else {
BernoulliNBDistribution::fit(x, y, parameters.alpha, parameters.priors)?
};
let inner = BaseNaiveBayes::fit(distribution)?;
Ok(Self {
inner,
binarize: parameters.binarize,
})
}
/// Estimates the class labels for the provided data.
/// * `x` - data of shape NxM where N is number of data points to estimate and M is number of features.
/// Returns a vector of size N with class estimates.
pub fn predict(&self, x: &M) -> Result<M::RowVector, Failed> {
if let Some(threshold) = self.binarize {
self.inner.predict(&(x.binarize(threshold)))
} else {
self.inner.predict(x)
}
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::linalg::naive::dense_matrix::DenseMatrix;
#[test]
fn run_bernoulli_naive_bayes() {
// Tests that BernoulliNB when alpha=1.0 gives the same values as
// those given for the toy example in Manning, Raghavan, and
// Schuetze's "Introduction to Information Retrieval" book:
// https://nlp.stanford.edu/IR-book/html/htmledition/the-bernoulli-model-1.html
// Training data points are:
// Chinese Beijing Chinese (class: China)
// Chinese Chinese Shanghai (class: China)
// Chinese Macao (class: China)
// Tokyo Japan Chinese (class: Japan)
let x = DenseMatrix::<f64>::from_2d_array(&[
&[1., 1., 0., 0., 0., 0.],
&[0., 1., 0., 0., 1., 0.],
&[0., 1., 0., 1., 0., 0.],
&[0., 1., 1., 0., 0., 1.],
]);
let y = vec![0., 0., 0., 1.];
let bnb = BernoulliNB::fit(&x, &y, Default::default()).unwrap();
assert_eq!(bnb.inner.distribution.class_priors, &[0.75, 0.25]);
assert_eq!(
bnb.inner.distribution.feature_prob,
&[
&[0.4, 0.8, 0.2, 0.4, 0.4, 0.2],
&[1. / 3.0, 2. / 3.0, 2. / 3.0, 1. / 3.0, 1. / 3.0, 2. / 3.0]
]
);
// Testing data point is:
// Chinese Chinese Chinese Tokyo Japan
let x_test = DenseMatrix::<f64>::from_2d_array(&[&[0., 1., 1., 0., 0., 1.]]);
let y_hat = bnb.predict(&x_test).unwrap();
assert_eq!(y_hat, &[1.]);
}
#[test]
fn bernoulli_nb_scikit_parity() {
let x = DenseMatrix::<f64>::from_2d_array(&[
&[2., 4., 0., 0., 2., 1., 2., 4., 2., 0.],
&[3., 4., 0., 2., 1., 0., 1., 4., 0., 3.],
&[1., 4., 2., 4., 1., 0., 1., 2., 3., 2.],
&[0., 3., 3., 4., 1., 0., 3., 1., 1., 1.],
&[0., 2., 1., 4., 3., 4., 1., 2., 3., 1.],
&[3., 2., 4., 1., 3., 0., 2., 4., 0., 2.],
&[3., 1., 3., 0., 2., 0., 4., 4., 3., 4.],
&[2., 2., 2., 0., 1., 1., 2., 1., 0., 1.],
&[3., 3., 2., 2., 0., 2., 3., 2., 2., 3.],
&[4., 3., 4., 4., 4., 2., 2., 0., 1., 4.],
&[3., 4., 2., 2., 1., 4., 4., 4., 1., 3.],
&[3., 0., 1., 4., 4., 0., 0., 3., 2., 4.],
&[2., 0., 3., 3., 1., 2., 0., 2., 4., 1.],
&[2., 4., 0., 4., 2., 4., 1., 3., 1., 4.],
&[0., 2., 2., 3., 4., 0., 4., 4., 4., 4.],
]);
let y = vec![2., 2., 0., 0., 0., 2., 1., 1., 0., 1., 0., 0., 2., 0., 2.];
let bnb = BernoulliNB::fit(&x, &y, Default::default()).unwrap();
let y_hat = bnb.predict(&x).unwrap();
assert!(bnb
.inner
.distribution
.class_priors
.approximate_eq(&vec!(0.46, 0.2, 0.33), 1e-2));
assert!(bnb.inner.distribution.feature_prob[1].approximate_eq(
&vec!(0.8, 0.8, 0.8, 0.4, 0.8, 0.6, 0.8, 0.6, 0.6, 0.8),
1e-1
));
assert!(y_hat.approximate_eq(
&vec!(2.0, 2.0, 0.0, 0.0, 0.0, 2.0, 1.0, 1.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0),
1e-5
));
}
#[test]
fn serde() {
let x = DenseMatrix::<f64>::from_2d_array(&[
&[1., 1., 0., 0., 0., 0.],
&[0., 1., 0., 0., 1., 0.],
&[0., 1., 0., 1., 0., 0.],
&[0., 1., 1., 0., 0., 1.],
]);
let y = vec![0., 0., 0., 1.];
let bnb = BernoulliNB::fit(&x, &y, Default::default()).unwrap();
let deserialized_bnb: BernoulliNB<f64, DenseMatrix<f64>> =
serde_json::from_str(&serde_json::to_string(&bnb).unwrap()).unwrap();
assert_eq!(bnb, deserialized_bnb);
}
}
+2
View File
@@ -64,10 +64,12 @@ impl<T: RealNumber, M: Matrix<T>, D: NBDistribution<T, M>> BaseNaiveBayes<T, M,
Ok(y_hat)
}
}
mod bernoulli;
mod categorical;
mod gaussian;
mod multinomial;
pub use bernoulli::{BernoulliNB, BernoulliNBParameters};
pub use categorical::{CategoricalNB, CategoricalNBParameters};
pub use gaussian::{GaussianNB, GaussianNBParameters};
pub use multinomial::{MultinomialNB, MultinomialNBParameters};