12 Commits

Author SHA1 Message Date
Daniel Lacina
4841791b7e implemented extra trees (#320)
* implemented extra trees

* implemented extra trees
2025-07-12 18:37:11 +01:00
Daniel Lacina
9fef05ecc6 refactored random forest regressor into reusable compoennts (#318) 2025-07-12 15:56:49 +01:00
Daniel Lacina
c5816b0e1b refactored decision tree into reusable components (#316)
* refactored decision tree into reusable components

* got rid of api code from base tree because its an implementation detail

* got rid of api code from base tree because its an implementation detail

* changed name
2025-07-12 11:25:53 +01:00
Daniel Lacina
5cc5528367 implemented xgdboost_regression (#314)
* implemented xgd_regression
2025-07-09 15:25:45 +01:00
Daniel Lacina
d459c48372 implemented single linkage clustering (#313)
* implemented single linkage clustering

---------

Co-authored-by: Lorenzo Mec-iS <tunedconsulting@gmail.com>
2025-07-03 18:05:54 +01:00
Daniel Lacina
730c0d64df implemented multiclass for svc (#308)
* implemented multiclass for svc
* modified the multiclass svc so it doesnt modify the current api
2025-06-16 11:00:11 +01:00
Lorenzo
44424807a0 Implement SVR and SVR kernels with Enum. Add tests for argsort_mut (#303)
* Add tests for argsort_mut
* Add formatting and cleaning up .github directory
* fix clippy error. suggestion to use .contains()
* define type explicitly for variable jstack
* Implement kernel as enumerator
* basic svr and svr_params implementation
* Complete enum implementation for Kernels. Implement search grid for SVR. Add documentation.
* Fix serde configuration in cargo clippy
*  Implement search parameters (#304)
* Implement SVR kernels as enumerator
* basic svr and svr_params implementation
* Implement search grid for SVR. Add documentation.
* Fix serde configuration in cargo clippy
* Fix wasm32 typetag
* fix typetag
* Bump to version 0.4.2
2025-06-02 11:01:46 +01:00
morenol
76d1ef610d Update Cargo.toml (#299)
* Update Cargo.toml

* chore: fix clippy

* chore: bump actions

* chore: fix clippy

* chore: update target name

---------

Co-authored-by: Luis Moreno <morenol@users.noreply.github.com>
2025-04-24 23:24:29 -04:00
Lorenzo
4092e24c2a Update README.md 2025-02-04 14:26:53 +00:00
Lorenzo
17dc9f3bbf Add ordered pairs for FastPair (#252)
* Add ordered_pairs method to FastPair
* add tests to fastpair
2025-01-28 00:48:08 +00:00
Lorenzo
c8ec8fec00 Fix #245: return error for NaN in naive bayes (#246)
* Fix #245: return error for NaN in naive bayes
* Implement error handling for NaN values in NBayes predict:
* general behaviour has been kept unchanged according to original tests in `mod.rs`
* aka: error is returned only if all the predicted probabilities are NaN
* Add tests
* Add test with static values
* Add test for numerical stability with numpy
2025-01-27 23:17:55 +00:00
Lorenzo
3da433f757 Implement predict_proba for DecisionTreeClassifier (#287)
* Implement predict_proba for DecisionTreeClassifier
* Some automated fixes suggested by cargo clippy --fix
2025-01-20 18:50:00 +00:00
41 changed files with 3989 additions and 1028 deletions
-1
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@@ -2,6 +2,5 @@
# the repo. Unless a later match takes precedence, # the repo. Unless a later match takes precedence,
# Developers in this list will be requested for # Developers in this list will be requested for
# review when someone opens a pull request. # review when someone opens a pull request.
* @VolodymyrOrlov
* @morenol * @morenol
* @Mec-iS * @Mec-iS
+1 -1
View File
@@ -50,9 +50,9 @@ $ rust-code-analysis-cli -p src/algorithm/neighbour/fastpair.rs --ls 22 --le 213
1. After a PR is opened maintainers are notified 1. After a PR is opened maintainers are notified
2. Probably changes will be required to comply with the workflow, these commands are run automatically and all tests shall pass: 2. Probably changes will be required to comply with the workflow, these commands are run automatically and all tests shall pass:
* **Coverage** (optional): `tarpaulin` is used with command `cargo tarpaulin --out Lcov --all-features -- --test-threads 1`
* **Formatting**: run `rustfmt src/*.rs` to apply automatic formatting * **Formatting**: run `rustfmt src/*.rs` to apply automatic formatting
* **Linting**: `clippy` is used with command `cargo clippy --all-features -- -Drust-2018-idioms -Dwarnings` * **Linting**: `clippy` is used with command `cargo clippy --all-features -- -Drust-2018-idioms -Dwarnings`
* **Coverage** (optional): `tarpaulin` is used with command `cargo tarpaulin --out Lcov --all-features -- --test-threads 1`
* **Testing**: multiple test pipelines are run for different targets * **Testing**: multiple test pipelines are run for different targets
3. When everything is OK, code is merged. 3. When everything is OK, code is merged.
+6 -16
View File
@@ -19,14 +19,13 @@ jobs:
{ os: "ubuntu", target: "i686-unknown-linux-gnu" }, { os: "ubuntu", target: "i686-unknown-linux-gnu" },
{ os: "ubuntu", target: "wasm32-unknown-unknown" }, { os: "ubuntu", target: "wasm32-unknown-unknown" },
{ os: "macos", target: "aarch64-apple-darwin" }, { os: "macos", target: "aarch64-apple-darwin" },
{ os: "ubuntu", target: "wasm32-wasi" },
] ]
env: env:
TZ: "/usr/share/zoneinfo/your/location" TZ: "/usr/share/zoneinfo/your/location"
steps: steps:
- uses: actions/checkout@v3 - uses: actions/checkout@v4
- name: Cache .cargo and target - name: Cache .cargo and target
uses: actions/cache@v2 uses: actions/cache@v4
with: with:
path: | path: |
~/.cargo ~/.cargo
@@ -36,16 +35,13 @@ jobs:
- name: Install Rust toolchain - name: Install Rust toolchain
uses: actions-rs/toolchain@v1 uses: actions-rs/toolchain@v1
with: with:
toolchain: 1.81 # 1.82 seems to break wasm32 tests https://github.com/rustwasm/wasm-bindgen/issues/4274 toolchain: stable
target: ${{ matrix.platform.target }} target: ${{ matrix.platform.target }}
profile: minimal profile: minimal
default: true default: true
- name: Install test runner for wasm - name: Install test runner for wasm
if: matrix.platform.target == 'wasm32-unknown-unknown' if: matrix.platform.target == 'wasm32-unknown-unknown'
run: curl https://rustwasm.github.io/wasm-pack/installer/init.sh -sSf | sh run: curl https://rustwasm.github.io/wasm-pack/installer/init.sh -sSf | sh
- name: Install test runner for wasi
if: matrix.platform.target == 'wasm32-wasi'
run: curl https://wasmtime.dev/install.sh -sSf | bash
- name: Stable Build with all features - name: Stable Build with all features
uses: actions-rs/cargo@v1 uses: actions-rs/cargo@v1
with: with:
@@ -65,13 +61,7 @@ jobs:
- name: Tests in WASM - name: Tests in WASM
if: matrix.platform.target == 'wasm32-unknown-unknown' if: matrix.platform.target == 'wasm32-unknown-unknown'
run: wasm-pack test --node -- --all-features run: wasm-pack test --node -- --all-features
- name: Tests in WASI
if: matrix.platform.target == 'wasm32-wasi'
run: |
export WASMTIME_HOME="$HOME/.wasmtime"
export PATH="$WASMTIME_HOME/bin:$PATH"
cargo install cargo-wasi && cargo wasi test
check_features: check_features:
runs-on: "${{ matrix.platform.os }}-latest" runs-on: "${{ matrix.platform.os }}-latest"
strategy: strategy:
@@ -81,9 +71,9 @@ jobs:
env: env:
TZ: "/usr/share/zoneinfo/your/location" TZ: "/usr/share/zoneinfo/your/location"
steps: steps:
- uses: actions/checkout@v3 - uses: actions/checkout@v4
- name: Cache .cargo and target - name: Cache .cargo and target
uses: actions/cache@v2 uses: actions/cache@v4
with: with:
path: | path: |
~/.cargo ~/.cargo
+2 -2
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@@ -12,9 +12,9 @@ jobs:
env: env:
TZ: "/usr/share/zoneinfo/your/location" TZ: "/usr/share/zoneinfo/your/location"
steps: steps:
- uses: actions/checkout@v2 - uses: actions/checkout@v4
- name: Cache .cargo - name: Cache .cargo
uses: actions/cache@v2 uses: actions/cache@v4
with: with:
path: | path: |
~/.cargo ~/.cargo
+1 -1
View File
@@ -14,7 +14,7 @@ jobs:
steps: steps:
- uses: actions/checkout@v2 - uses: actions/checkout@v2
- name: Cache .cargo and target - name: Cache .cargo and target
uses: actions/cache@v2 uses: actions/cache@v4
with: with:
path: | path: |
~/.cargo ~/.cargo
+1 -1
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@@ -2,7 +2,7 @@
name = "smartcore" name = "smartcore"
description = "Machine Learning in Rust." description = "Machine Learning in Rust."
homepage = "https://smartcorelib.org" homepage = "https://smartcorelib.org"
version = "0.4.0" version = "0.4.2"
authors = ["smartcore Developers"] authors = ["smartcore Developers"]
edition = "2021" edition = "2021"
license = "Apache-2.0" license = "Apache-2.0"
+1 -1
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@@ -18,4 +18,4 @@
----- -----
[![CI](https://github.com/smartcorelib/smartcore/actions/workflows/ci.yml/badge.svg)](https://github.com/smartcorelib/smartcore/actions/workflows/ci.yml) [![CI](https://github.com/smartcorelib/smartcore/actions/workflows/ci.yml/badge.svg)](https://github.com/smartcorelib/smartcore/actions/workflows/ci.yml)
To start getting familiar with the new smartcore v0.3 API, there is now available a [**Jupyter Notebook environment repository**](https://github.com/smartcorelib/smartcore-jupyter). Please see instructions there, contributions welcome see [CONTRIBUTING](.github/CONTRIBUTING.md). To start getting familiar with the new smartcore v0.4 API, there is now available a [**Jupyter Notebook environment repository**](https://github.com/smartcorelib/smartcore-jupyter). Please see instructions there, contributions welcome see [CONTRIBUTING](.github/CONTRIBUTING.md).
+117 -1
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@@ -173,6 +173,21 @@ impl<'a, T: RealNumber + FloatNumber, M: Array2<T>> FastPair<'a, T, M> {
} }
} }
///
/// Return order dissimilarities from closest to furthest
///
#[allow(dead_code)]
pub fn ordered_pairs(&self) -> std::vec::IntoIter<&PairwiseDistance<T>> {
// improvement: implement this to return `impl Iterator<Item = &PairwiseDistance<T>>`
// need to implement trait `Iterator` for `Vec<&PairwiseDistance<T>>`
let mut distances = self
.distances
.values()
.collect::<Vec<&PairwiseDistance<T>>>();
distances.sort_by(|a, b| a.partial_cmp(b).unwrap());
distances.into_iter()
}
// //
// Compute distances from input to all other points in data-structure. // Compute distances from input to all other points in data-structure.
// input is the row index of the sample matrix // input is the row index of the sample matrix
@@ -212,7 +227,9 @@ mod tests_fastpair {
use crate::linalg::basic::{arrays::Array, matrix::DenseMatrix}; use crate::linalg::basic::{arrays::Array, matrix::DenseMatrix};
/// Brute force algorithm, used only for comparison and testing /// Brute force algorithm, used only for comparison and testing
pub fn closest_pair_brute(fastpair: &FastPair<f64, DenseMatrix<f64>>) -> PairwiseDistance<f64> { pub fn closest_pair_brute(
fastpair: &FastPair<'_, f64, DenseMatrix<f64>>,
) -> PairwiseDistance<f64> {
use itertools::Itertools; use itertools::Itertools;
let m = fastpair.samples.shape().0; let m = fastpair.samples.shape().0;
@@ -586,4 +603,103 @@ mod tests_fastpair {
assert_eq!(closest, min_dissimilarity); assert_eq!(closest, min_dissimilarity);
} }
#[test]
fn fastpair_ordered_pairs() {
let x = DenseMatrix::<f64>::from_2d_array(&[
&[5.1, 3.5, 1.4, 0.2],
&[4.9, 3.0, 1.4, 0.2],
&[4.7, 3.2, 1.3, 0.2],
&[4.6, 3.1, 1.5, 0.2],
&[5.0, 3.6, 1.4, 0.2],
&[5.4, 3.9, 1.7, 0.4],
&[4.9, 3.1, 1.5, 0.1],
&[7.0, 3.2, 4.7, 1.4],
&[6.4, 3.2, 4.5, 1.5],
&[6.9, 3.1, 4.9, 1.5],
&[5.5, 2.3, 4.0, 1.3],
&[6.5, 2.8, 4.6, 1.5],
&[4.6, 3.4, 1.4, 0.3],
&[5.0, 3.4, 1.5, 0.2],
&[4.4, 2.9, 1.4, 0.2],
])
.unwrap();
let fastpair = FastPair::new(&x).unwrap();
let ordered = fastpair.ordered_pairs();
let mut previous: f64 = -1.0;
for p in ordered {
if previous == -1.0 {
previous = p.distance.unwrap();
} else {
let current = p.distance.unwrap();
assert!(current >= previous);
previous = current;
}
}
}
#[test]
fn test_empty_set() {
let empty_matrix = DenseMatrix::<f64>::zeros(0, 0);
let result = FastPair::new(&empty_matrix);
assert!(result.is_err());
if let Err(e) = result {
assert_eq!(
e,
Failed::because(FailedError::FindFailed, "min number of rows should be 3")
);
}
}
#[test]
fn test_single_point() {
let single_point = DenseMatrix::from_2d_array(&[&[1.0, 2.0, 3.0]]).unwrap();
let result = FastPair::new(&single_point);
assert!(result.is_err());
if let Err(e) = result {
assert_eq!(
e,
Failed::because(FailedError::FindFailed, "min number of rows should be 3")
);
}
}
#[test]
fn test_two_points() {
let two_points = DenseMatrix::from_2d_array(&[&[1.0, 2.0], &[3.0, 4.0]]).unwrap();
let result = FastPair::new(&two_points);
assert!(result.is_err());
if let Err(e) = result {
assert_eq!(
e,
Failed::because(FailedError::FindFailed, "min number of rows should be 3")
);
}
}
#[test]
fn test_three_identical_points() {
let identical_points =
DenseMatrix::from_2d_array(&[&[1.0, 1.0], &[1.0, 1.0], &[1.0, 1.0]]).unwrap();
let result = FastPair::new(&identical_points);
assert!(result.is_ok());
let fastpair = result.unwrap();
let closest_pair = fastpair.closest_pair();
assert_eq!(closest_pair.distance, Some(0.0));
}
#[test]
fn test_result_unwrapping() {
let valid_matrix =
DenseMatrix::from_2d_array(&[&[1.0, 2.0], &[3.0, 4.0], &[5.0, 6.0], &[7.0, 8.0]])
.unwrap();
let result = FastPair::new(&valid_matrix);
assert!(result.is_ok());
// This should not panic
let _fastpair = result.unwrap();
}
} }
+317
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@@ -0,0 +1,317 @@
//! # Agglomerative Hierarchical Clustering
//!
//! Agglomerative clustering is a "bottom-up" hierarchical clustering method. It works by placing each data point in its own cluster and then successively merging the two most similar clusters until a stopping criterion is met. This process creates a tree-based hierarchy of clusters known as a dendrogram.
//!
//! The similarity of two clusters is determined by a **linkage criterion**. This implementation uses **single-linkage**, where the distance between two clusters is defined as the minimum distance between any single point in the first cluster and any single point in the second cluster. The distance between points is the standard Euclidean distance.
//!
//! The algorithm first builds the full hierarchy of `N-1` merges. To obtain a specific number of clusters, `n_clusters`, the algorithm then effectively "cuts" the dendrogram at the point where `n_clusters` remain.
//!
//! ## Example:
//!
//! ```
//! use smartcore::linalg::basic::matrix::DenseMatrix;
//! use smartcore::cluster::agglomerative::{AgglomerativeClustering, AgglomerativeClusteringParameters};
//!
//! // A dataset with 2 distinct groups of points.
//! let x = DenseMatrix::from_2d_array(&[
//! &[0.0, 0.0], &[1.0, 1.0], &[0.5, 0.5], // Cluster A
//! &[10.0, 10.0], &[11.0, 11.0], &[10.5, 10.5], // Cluster B
//! ]).unwrap();
//!
//! // Set parameters to find 2 clusters.
//! let parameters = AgglomerativeClusteringParameters::default().with_n_clusters(2);
//!
//! // Fit the model to the data.
//! let clustering = AgglomerativeClustering::<f64, usize, DenseMatrix<f64>, Vec<usize>>::fit(&x, parameters).unwrap();
//!
//! // Get the cluster assignments.
//! let labels = clustering.labels; // e.g., [0, 0, 0, 1, 1, 1]
//! ```
//!
//! ## References:
//!
//! * ["An Introduction to Statistical Learning", James G., Witten D., Hastie T., Tibshirani R., 10.3.2 Hierarchical Clustering](http://faculty.marshall.usc.edu/gareth-james/ISL/)
//! * ["The Elements of Statistical Learning", Hastie T., Tibshirani R., Friedman J., 14.3.12 Hierarchical Clustering](https://hastie.su.domains/ElemStatLearn/)
use std::collections::HashMap;
use std::marker::PhantomData;
use crate::api::UnsupervisedEstimator;
use crate::error::{Failed, FailedError};
use crate::linalg::basic::arrays::{Array1, Array2};
use crate::numbers::basenum::Number;
/// Parameters for the Agglomerative Clustering algorithm.
#[derive(Debug, Clone, Copy)]
pub struct AgglomerativeClusteringParameters {
/// The number of clusters to find.
pub n_clusters: usize,
}
impl AgglomerativeClusteringParameters {
/// Sets the number of clusters.
///
/// # Arguments
/// * `n_clusters` - The desired number of clusters.
pub fn with_n_clusters(mut self, n_clusters: usize) -> Self {
self.n_clusters = n_clusters;
self
}
}
impl Default for AgglomerativeClusteringParameters {
fn default() -> Self {
AgglomerativeClusteringParameters { n_clusters: 2 }
}
}
/// Agglomerative Clustering model.
///
/// This implementation uses single-linkage clustering, which is mathematically
/// equivalent to finding the Minimum Spanning Tree (MST) of the data points.
/// The core logic is an efficient implementation of Kruskal's algorithm, which
/// processes all pairwise distances in increasing order and uses a Disjoint
/// Set Union (DSU) data structure to track cluster membership.
#[derive(Debug)]
pub struct AgglomerativeClustering<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>> {
/// The cluster label assigned to each sample.
pub labels: Vec<usize>,
_phantom_tx: PhantomData<TX>,
_phantom_ty: PhantomData<TY>,
_phantom_x: PhantomData<X>,
_phantom_y: PhantomData<Y>,
}
impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>> AgglomerativeClustering<TX, TY, X, Y> {
/// Fits the agglomerative clustering model to the data.
///
/// # Arguments
/// * `data` - A reference to the input data matrix.
/// * `parameters` - The parameters for the clustering algorithm, including `n_clusters`.
///
/// # Returns
/// A `Result` containing the fitted model with cluster labels, or an error if
pub fn fit(data: &X, parameters: AgglomerativeClusteringParameters) -> Result<Self, Failed> {
let (num_samples, _) = data.shape();
let n_clusters = parameters.n_clusters;
if n_clusters > num_samples {
return Err(Failed::because(
FailedError::ParametersError,
&format!(
"n_clusters: {n_clusters} cannot be greater than n_samples: {num_samples}"
),
));
}
let mut distance_pairs = Vec::new();
for i in 0..num_samples {
for j in (i + 1)..num_samples {
let distance: f64 = data
.get_row(i)
.iterator(0)
.zip(data.get_row(j).iterator(0))
.map(|(&a, &b)| (a.to_f64().unwrap() - b.to_f64().unwrap()).powi(2))
.sum::<f64>();
distance_pairs.push((distance, i, j));
}
}
distance_pairs.sort_unstable_by(|a, b| b.0.partial_cmp(&a.0).unwrap());
let mut parent = HashMap::new();
let mut children = HashMap::new();
for i in 0..num_samples {
parent.insert(i, i);
children.insert(i, vec![i]);
}
let mut merge_history = Vec::new();
let num_merges_needed = num_samples - 1;
while merge_history.len() < num_merges_needed {
let (_, p1, p2) = distance_pairs.pop().unwrap();
let root1 = parent[&p1];
let root2 = parent[&p2];
if root1 != root2 {
let root2_children = children.remove(&root2).unwrap();
for child in root2_children.iter() {
parent.insert(*child, root1);
}
let root1_children = children.get_mut(&root1).unwrap();
root1_children.extend(root2_children);
merge_history.push((root1, root2));
}
}
let mut clusters = HashMap::new();
let mut assignments = HashMap::new();
for i in 0..num_samples {
clusters.insert(i, vec![i]);
assignments.insert(i, i);
}
let merges_to_apply = num_samples - n_clusters;
for (root1, root2) in merge_history[0..merges_to_apply].iter() {
let root1_cluster = assignments[root1];
let root2_cluster = assignments[root2];
let root2_assignments = clusters.remove(&root2_cluster).unwrap();
for assignment in root2_assignments.iter() {
assignments.insert(*assignment, root1_cluster);
}
let root1_assignments = clusters.get_mut(&root1_cluster).unwrap();
root1_assignments.extend(root2_assignments);
}
let mut labels: Vec<usize> = (0..num_samples).map(|_| 0).collect();
let mut cluster_keys: Vec<&usize> = clusters.keys().collect();
cluster_keys.sort();
for (i, key) in cluster_keys.into_iter().enumerate() {
for index in clusters[key].iter() {
labels[*index] = i;
}
}
Ok(AgglomerativeClustering {
labels,
_phantom_tx: PhantomData,
_phantom_ty: PhantomData,
_phantom_x: PhantomData,
_phantom_y: PhantomData,
})
}
}
impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>>
UnsupervisedEstimator<X, AgglomerativeClusteringParameters>
for AgglomerativeClustering<TX, TY, X, Y>
{
fn fit(x: &X, parameters: AgglomerativeClusteringParameters) -> Result<Self, Failed> {
AgglomerativeClustering::fit(x, parameters)
}
}
#[cfg(test)]
mod tests {
use crate::linalg::basic::matrix::DenseMatrix;
use std::collections::HashSet;
use super::*;
#[test]
fn test_simple_clustering() {
// Two distinct clusters, far apart.
let data = vec![
0.0, 0.0, 1.0, 1.0, 0.5, 0.5, // Cluster A
10.0, 10.0, 11.0, 11.0, 10.5, 10.5, // Cluster B
];
let matrix = DenseMatrix::new(6, 2, data, false).unwrap();
let parameters = AgglomerativeClusteringParameters::default().with_n_clusters(2);
// Using f64 for TY as usize doesn't satisfy the Number trait bound.
let clustering = AgglomerativeClustering::<f64, f64, DenseMatrix<f64>, Vec<f64>>::fit(
&matrix, parameters,
)
.unwrap();
let labels = clustering.labels;
// Check that all points in the first group have the same label.
let first_group_label = labels[0];
assert!(labels[0..3].iter().all(|&l| l == first_group_label));
// Check that all points in the second group have the same label.
let second_group_label = labels[3];
assert!(labels[3..6].iter().all(|&l| l == second_group_label));
// Check that the two groups have different labels.
assert_ne!(first_group_label, second_group_label);
}
#[test]
fn test_four_clusters() {
// Four distinct clusters in the corners of a square.
let data = vec![
0.0, 0.0, 1.0, 1.0, // Cluster A
100.0, 100.0, 101.0, 101.0, // Cluster B
0.0, 100.0, 1.0, 101.0, // Cluster C
100.0, 0.0, 101.0, 1.0, // Cluster D
];
let matrix = DenseMatrix::new(8, 2, data, false).unwrap();
let parameters = AgglomerativeClusteringParameters::default().with_n_clusters(4);
let clustering = AgglomerativeClustering::<f64, f64, DenseMatrix<f64>, Vec<f64>>::fit(
&matrix, parameters,
)
.unwrap();
let labels = clustering.labels;
// Verify that there are exactly 4 unique labels produced.
let unique_labels: HashSet<usize> = labels.iter().cloned().collect();
assert_eq!(unique_labels.len(), 4);
// Verify that points within each original group were assigned the same cluster label.
let label_a = labels[0];
assert_eq!(label_a, labels[1]);
let label_b = labels[2];
assert_eq!(label_b, labels[3]);
let label_c = labels[4];
assert_eq!(label_c, labels[5]);
let label_d = labels[6];
assert_eq!(label_d, labels[7]);
// Verify that all four groups received different labels.
assert_ne!(label_a, label_b);
assert_ne!(label_a, label_c);
assert_ne!(label_a, label_d);
assert_ne!(label_b, label_c);
assert_ne!(label_b, label_d);
assert_ne!(label_c, label_d);
}
#[test]
fn test_n_clusters_equal_to_samples() {
let data = vec![0.0, 0.0, 5.0, 5.0, 10.0, 10.0];
let matrix = DenseMatrix::new(3, 2, data, false).unwrap();
let parameters = AgglomerativeClusteringParameters::default().with_n_clusters(3);
let clustering = AgglomerativeClustering::<f64, f64, DenseMatrix<f64>, Vec<f64>>::fit(
&matrix, parameters,
)
.unwrap();
// Each point should be its own cluster. Sorting makes the test deterministic.
let mut labels = clustering.labels;
labels.sort();
assert_eq!(labels, vec![0, 1, 2]);
}
#[test]
fn test_one_cluster() {
let data = vec![0.0, 0.0, 5.0, 5.0, 10.0, 10.0];
let matrix = DenseMatrix::new(3, 2, data, false).unwrap();
let parameters = AgglomerativeClusteringParameters::default().with_n_clusters(1);
let clustering = AgglomerativeClustering::<f64, f64, DenseMatrix<f64>, Vec<f64>>::fit(
&matrix, parameters,
)
.unwrap();
// All points should be in the same cluster.
assert_eq!(clustering.labels, vec![0, 0, 0]);
}
#[test]
fn test_error_on_too_many_clusters() {
let data = vec![0.0, 0.0, 5.0, 5.0];
let matrix = DenseMatrix::new(2, 2, data, false).unwrap();
let parameters = AgglomerativeClusteringParameters::default().with_n_clusters(3);
let result = AgglomerativeClustering::<f64, f64, DenseMatrix<f64>, Vec<f64>>::fit(
&matrix, parameters,
);
assert!(result.is_err());
}
}
+1
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@@ -3,6 +3,7 @@
//! Clustering is the type of unsupervised learning where you divide the population or data points into a number of groups such that data points in the same groups //! Clustering is the type of unsupervised learning where you divide the population or data points into a number of groups such that data points in the same groups
//! are more similar to other data points in the same group than those in other groups. In simple words, the aim is to segregate groups with similar traits and assign them into clusters. //! are more similar to other data points in the same group than those in other groups. In simple words, the aim is to segregate groups with similar traits and assign them into clusters.
pub mod agglomerative;
pub mod dbscan; pub mod dbscan;
/// An iterative clustering algorithm that aims to find local maxima in each iteration. /// An iterative clustering algorithm that aims to find local maxima in each iteration.
pub mod kmeans; pub mod kmeans;
+214
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@@ -0,0 +1,214 @@
use rand::Rng;
use std::fmt::Debug;
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
use crate::error::{Failed, FailedError};
use crate::linalg::basic::arrays::{Array1, Array2};
use crate::numbers::basenum::Number;
use crate::numbers::floatnum::FloatNumber;
use crate::rand_custom::get_rng_impl;
use crate::tree::base_tree_regressor::{BaseTreeRegressor, BaseTreeRegressorParameters, Splitter};
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug, Clone)]
/// Parameters of the Forest Regressor
/// Some parameters here are passed directly into base estimator.
pub struct BaseForestRegressorParameters {
#[cfg_attr(feature = "serde", serde(default))]
/// Tree max depth. See [Decision Tree Regressor](../../tree/decision_tree_regressor/index.html)
pub max_depth: Option<u16>,
#[cfg_attr(feature = "serde", serde(default))]
/// The minimum number of samples required to be at a leaf node. See [Decision Tree Regressor](../../tree/decision_tree_regressor/index.html)
pub min_samples_leaf: usize,
#[cfg_attr(feature = "serde", serde(default))]
/// The minimum number of samples required to split an internal node. See [Decision Tree Regressor](../../tree/decision_tree_regressor/index.html)
pub min_samples_split: usize,
#[cfg_attr(feature = "serde", serde(default))]
/// The number of trees in the forest.
pub n_trees: usize,
#[cfg_attr(feature = "serde", serde(default))]
/// Number of random sample of predictors to use as split candidates.
pub m: Option<usize>,
#[cfg_attr(feature = "serde", serde(default))]
/// Whether to keep samples used for tree generation. This is required for OOB prediction.
pub keep_samples: bool,
#[cfg_attr(feature = "serde", serde(default))]
/// Seed used for bootstrap sampling and feature selection for each tree.
pub seed: u64,
#[cfg_attr(feature = "serde", serde(default))]
pub bootstrap: bool,
#[cfg_attr(feature = "serde", serde(default))]
pub splitter: Splitter,
}
impl<TX: Number + FloatNumber + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>> PartialEq
for BaseForestRegressor<TX, TY, X, Y>
{
fn eq(&self, other: &Self) -> bool {
if self.trees.as_ref().unwrap().len() != other.trees.as_ref().unwrap().len() {
false
} else {
self.trees
.iter()
.zip(other.trees.iter())
.all(|(a, b)| a == b)
}
}
}
/// Forest Regressor
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug)]
pub struct BaseForestRegressor<
TX: Number + FloatNumber + PartialOrd,
TY: Number,
X: Array2<TX>,
Y: Array1<TY>,
> {
trees: Option<Vec<BaseTreeRegressor<TX, TY, X, Y>>>,
samples: Option<Vec<Vec<bool>>>,
}
impl<TX: Number + FloatNumber + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
BaseForestRegressor<TX, TY, X, Y>
{
/// Build a forest of trees from the training set.
/// * `x` - _NxM_ matrix with _N_ observations and _M_ features in each observation.
/// * `y` - the target class values
pub fn fit(
x: &X,
y: &Y,
parameters: BaseForestRegressorParameters,
) -> Result<BaseForestRegressor<TX, TY, X, Y>, Failed> {
let (n_rows, num_attributes) = x.shape();
if n_rows != y.shape() {
return Err(Failed::fit("Number of rows in X should = len(y)"));
}
let mtry = parameters
.m
.unwrap_or((num_attributes as f64).sqrt().floor() as usize);
let mut rng = get_rng_impl(Some(parameters.seed));
let mut trees: Vec<BaseTreeRegressor<TX, TY, X, Y>> = Vec::new();
let mut maybe_all_samples: Option<Vec<Vec<bool>>> = Option::None;
if parameters.keep_samples {
// TODO: use with_capacity here
maybe_all_samples = Some(Vec::new());
}
let mut samples: Vec<usize> = (0..n_rows).map(|_| 1).collect();
for _ in 0..parameters.n_trees {
if parameters.bootstrap {
samples =
BaseForestRegressor::<TX, TY, X, Y>::sample_with_replacement(n_rows, &mut rng);
}
// keep samples is flag is on
if let Some(ref mut all_samples) = maybe_all_samples {
all_samples.push(samples.iter().map(|x| *x != 0).collect())
}
let params = BaseTreeRegressorParameters {
max_depth: parameters.max_depth,
min_samples_leaf: parameters.min_samples_leaf,
min_samples_split: parameters.min_samples_split,
seed: Some(parameters.seed),
splitter: parameters.splitter.clone(),
};
let tree = BaseTreeRegressor::fit_weak_learner(x, y, samples.clone(), mtry, params)?;
trees.push(tree);
}
Ok(BaseForestRegressor {
trees: Some(trees),
samples: maybe_all_samples,
})
}
/// Predict class for `x`
/// * `x` - _KxM_ data where _K_ is number of observations and _M_ is number of features.
pub fn predict(&self, x: &X) -> Result<Y, Failed> {
let mut result = Y::zeros(x.shape().0);
let (n, _) = x.shape();
for i in 0..n {
result.set(i, self.predict_for_row(x, i));
}
Ok(result)
}
fn predict_for_row(&self, x: &X, row: usize) -> TY {
let n_trees = self.trees.as_ref().unwrap().len();
let mut result = TY::zero();
for tree in self.trees.as_ref().unwrap().iter() {
result += tree.predict_for_row(x, row);
}
result / TY::from_usize(n_trees).unwrap()
}
/// Predict OOB classes for `x`. `x` is expected to be equal to the dataset used in training.
pub fn predict_oob(&self, x: &X) -> Result<Y, Failed> {
let (n, _) = x.shape();
if self.samples.is_none() {
Err(Failed::because(
FailedError::PredictFailed,
"Need samples=true for OOB predictions.",
))
} else if self.samples.as_ref().unwrap()[0].len() != n {
Err(Failed::because(
FailedError::PredictFailed,
"Prediction matrix must match matrix used in training for OOB predictions.",
))
} else {
let mut result = Y::zeros(n);
for i in 0..n {
result.set(i, self.predict_for_row_oob(x, i));
}
Ok(result)
}
}
fn predict_for_row_oob(&self, x: &X, row: usize) -> TY {
let mut n_trees = 0;
let mut result = TY::zero();
for (tree, samples) in self
.trees
.as_ref()
.unwrap()
.iter()
.zip(self.samples.as_ref().unwrap())
{
if !samples[row] {
result += tree.predict_for_row(x, row);
n_trees += 1;
}
}
// TODO: What to do if there are no oob trees?
result / TY::from(n_trees).unwrap()
}
fn sample_with_replacement(nrows: usize, rng: &mut impl Rng) -> Vec<usize> {
let mut samples = vec![0; nrows];
for _ in 0..nrows {
let xi = rng.gen_range(0..nrows);
samples[xi] += 1;
}
samples
}
}
+318
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@@ -0,0 +1,318 @@
//! # Extra Trees Regressor
//! An Extra-Trees (Extremely Randomized Trees) regressor is an ensemble learning method that fits multiple randomized
//! decision trees on the dataset and averages their predictions to improve accuracy and control over-fitting.
//!
//! It is similar to a standard Random Forest, but introduces more randomness in the way splits are chosen, which can
//! reduce the variance of the model and often make the training process faster.
//!
//! The two key differences from a standard Random Forest are:
//! 1. It uses the whole original dataset to build each tree instead of bootstrap samples.
//! 2. When splitting a node, it chooses a random split point for each feature, rather than the most optimal one.
//!
//! See [ensemble models](../index.html) for more details.
//!
//! Bigger number of estimators in general improves performance of the algorithm with an increased cost of training time.
//! The random sample of _m_ predictors is typically set to be \\(\sqrt{p}\\) from the full set of _p_ predictors.
//!
//! Example:
//!
//! ```
//! use smartcore::linalg::basic::matrix::DenseMatrix;
//! use smartcore::ensemble::extra_trees_regressor::*;
//!
//! // Longley dataset ([https://www.statsmodels.org/stable/datasets/generated/longley.html](https://www.statsmodels.org/stable/datasets/generated/longley.html))
//! let x = DenseMatrix::from_2d_array(&[
//! &[234.289, 235.6, 159., 107.608, 1947., 60.323],
//! &[259.426, 232.5, 145.6, 108.632, 1948., 61.122],
//! &[258.054, 368.2, 161.6, 109.773, 1949., 60.171],
//! &[284.599, 335.1, 165., 110.929, 1950., 61.187],
//! &[328.975, 209.9, 309.9, 112.075, 1951., 63.221],
//! &[346.999, 193.2, 359.4, 113.27, 1952., 63.639],
//! &[365.385, 187., 354.7, 115.094, 1953., 64.989],
//! &[363.112, 357.8, 335., 116.219, 1954., 63.761],
//! &[397.469, 290.4, 304.8, 117.388, 1955., 66.019],
//! &[419.18, 282.2, 285.7, 118.734, 1956., 67.857],
//! &[442.769, 293.6, 279.8, 120.445, 1957., 68.169],
//! &[444.546, 468.1, 263.7, 121.95, 1958., 66.513],
//! &[482.704, 381.3, 255.2, 123.366, 1959., 68.655],
//! &[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
//! &[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
//! &[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
//! ]).unwrap();
//! let y = vec![
//! 83.0, 88.5, 88.2, 89.5, 96.2, 98.1, 99.0, 100.0, 101.2,
//! 104.6, 108.4, 110.8, 112.6, 114.2, 115.7, 116.9
//! ];
//!
//! let regressor = ExtraTreesRegressor::fit(&x, &y, Default::default()).unwrap();
//!
//! let y_hat = regressor.predict(&x).unwrap(); // use the same data for prediction
//! ```
//!
//! <script src="https://polyfill.io/v3/polyfill.min.js?features=es6"></script>
//! <script id="MathJax-script" async src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script>
use std::default::Default;
use std::fmt::Debug;
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
use crate::api::{Predictor, SupervisedEstimator};
use crate::ensemble::base_forest_regressor::{BaseForestRegressor, BaseForestRegressorParameters};
use crate::error::Failed;
use crate::linalg::basic::arrays::{Array1, Array2};
use crate::numbers::basenum::Number;
use crate::numbers::floatnum::FloatNumber;
use crate::tree::base_tree_regressor::Splitter;
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug, Clone)]
/// Parameters of the Extra Trees Regressor
/// Some parameters here are passed directly into base estimator.
pub struct ExtraTreesRegressorParameters {
#[cfg_attr(feature = "serde", serde(default))]
/// Tree max depth. See [Decision Tree Regressor](../../tree/decision_tree_regressor/index.html)
pub max_depth: Option<u16>,
#[cfg_attr(feature = "serde", serde(default))]
/// The minimum number of samples required to be at a leaf node. See [Decision Tree Regressor](../../tree/decision_tree_regressor/index.html)
pub min_samples_leaf: usize,
#[cfg_attr(feature = "serde", serde(default))]
/// The minimum number of samples required to split an internal node. See [Decision Tree Regressor](../../tree/decision_tree_regressor/index.html)
pub min_samples_split: usize,
#[cfg_attr(feature = "serde", serde(default))]
/// The number of trees in the forest.
pub n_trees: usize,
#[cfg_attr(feature = "serde", serde(default))]
/// Number of random sample of predictors to use as split candidates.
pub m: Option<usize>,
#[cfg_attr(feature = "serde", serde(default))]
/// Whether to keep samples used for tree generation. This is required for OOB prediction.
pub keep_samples: bool,
#[cfg_attr(feature = "serde", serde(default))]
/// Seed used for bootstrap sampling and feature selection for each tree.
pub seed: u64,
}
/// Extra Trees Regressor
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug)]
pub struct ExtraTreesRegressor<
TX: Number + FloatNumber + PartialOrd,
TY: Number,
X: Array2<TX>,
Y: Array1<TY>,
> {
forest_regressor: Option<BaseForestRegressor<TX, TY, X, Y>>,
}
impl ExtraTreesRegressorParameters {
/// Tree max depth. See [Decision Tree Classifier](../../tree/decision_tree_classifier/index.html)
pub fn with_max_depth(mut self, max_depth: u16) -> Self {
self.max_depth = Some(max_depth);
self
}
/// The minimum number of samples required to be at a leaf node. See [Decision Tree Classifier](../../tree/decision_tree_classifier/index.html)
pub fn with_min_samples_leaf(mut self, min_samples_leaf: usize) -> Self {
self.min_samples_leaf = min_samples_leaf;
self
}
/// The minimum number of samples required to split an internal node. See [Decision Tree Classifier](../../tree/decision_tree_classifier/index.html)
pub fn with_min_samples_split(mut self, min_samples_split: usize) -> Self {
self.min_samples_split = min_samples_split;
self
}
/// The number of trees in the forest.
pub fn with_n_trees(mut self, n_trees: usize) -> Self {
self.n_trees = n_trees;
self
}
/// Number of random sample of predictors to use as split candidates.
pub fn with_m(mut self, m: usize) -> Self {
self.m = Some(m);
self
}
/// Whether to keep samples used for tree generation. This is required for OOB prediction.
pub fn with_keep_samples(mut self, keep_samples: bool) -> Self {
self.keep_samples = keep_samples;
self
}
/// Seed used for bootstrap sampling and feature selection for each tree.
pub fn with_seed(mut self, seed: u64) -> Self {
self.seed = seed;
self
}
}
impl Default for ExtraTreesRegressorParameters {
fn default() -> Self {
ExtraTreesRegressorParameters {
max_depth: Option::None,
min_samples_leaf: 1,
min_samples_split: 2,
n_trees: 10,
m: Option::None,
keep_samples: false,
seed: 0,
}
}
}
impl<TX: Number + FloatNumber + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
SupervisedEstimator<X, Y, ExtraTreesRegressorParameters> for ExtraTreesRegressor<TX, TY, X, Y>
{
fn new() -> Self {
Self {
forest_regressor: Option::None,
}
}
fn fit(x: &X, y: &Y, parameters: ExtraTreesRegressorParameters) -> Result<Self, Failed> {
ExtraTreesRegressor::fit(x, y, parameters)
}
}
impl<TX: Number + FloatNumber + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
Predictor<X, Y> for ExtraTreesRegressor<TX, TY, X, Y>
{
fn predict(&self, x: &X) -> Result<Y, Failed> {
self.predict(x)
}
}
impl<TX: Number + FloatNumber + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
ExtraTreesRegressor<TX, TY, X, Y>
{
/// Build a forest of trees from the training set.
/// * `x` - _NxM_ matrix with _N_ observations and _M_ features in each observation.
/// * `y` - the target class values
pub fn fit(
x: &X,
y: &Y,
parameters: ExtraTreesRegressorParameters,
) -> Result<ExtraTreesRegressor<TX, TY, X, Y>, Failed> {
let regressor_params = BaseForestRegressorParameters {
max_depth: parameters.max_depth,
min_samples_leaf: parameters.min_samples_leaf,
min_samples_split: parameters.min_samples_split,
n_trees: parameters.n_trees,
m: parameters.m,
keep_samples: parameters.keep_samples,
seed: parameters.seed,
bootstrap: false,
splitter: Splitter::Random,
};
let forest_regressor = BaseForestRegressor::fit(x, y, regressor_params)?;
Ok(ExtraTreesRegressor {
forest_regressor: Some(forest_regressor),
})
}
/// Predict class for `x`
/// * `x` - _KxM_ data where _K_ is number of observations and _M_ is number of features.
pub fn predict(&self, x: &X) -> Result<Y, Failed> {
let forest_regressor = self.forest_regressor.as_ref().unwrap();
forest_regressor.predict(x)
}
/// Predict OOB classes for `x`. `x` is expected to be equal to the dataset used in training.
pub fn predict_oob(&self, x: &X) -> Result<Y, Failed> {
let forest_regressor = self.forest_regressor.as_ref().unwrap();
forest_regressor.predict_oob(x)
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::linalg::basic::matrix::DenseMatrix;
use crate::metrics::mean_squared_error;
#[test]
fn test_extra_trees_regressor_fit_predict() {
// Use a simpler, more predictable dataset for unit testing.
let x = DenseMatrix::from_2d_array(&[
&[1., 2.],
&[3., 4.],
&[5., 6.],
&[7., 8.],
&[9., 10.],
&[11., 12.],
&[13., 14.],
&[15., 16.],
])
.unwrap();
let y = vec![1., 2., 3., 4., 5., 6., 7., 8.];
let parameters = ExtraTreesRegressorParameters::default()
.with_n_trees(100)
.with_seed(42);
let regressor = ExtraTreesRegressor::fit(&x, &y, parameters).unwrap();
let y_hat = regressor.predict(&x).unwrap();
assert_eq!(y_hat.len(), y.len());
// A basic check to ensure the model is learning something.
// The error should be significantly less than the variance of y.
let mse = mean_squared_error(&y, &y_hat);
// With this simple dataset, the error should be very low.
assert!(mse < 1.0);
}
#[test]
fn test_fit_predict_higher_dims() {
// Dataset with 10 features, but y is only dependent on the 3rd feature (index 2).
let x = DenseMatrix::from_2d_array(&[
// The 3rd column is the important one. The rest are noise.
&[0., 0., 10., 5., 8., 1., 4., 9., 2., 7.],
&[0., 0., 20., 1., 2., 3., 4., 5., 6., 7.],
&[0., 0., 30., 7., 6., 5., 4., 3., 2., 1.],
&[0., 0., 40., 9., 2., 4., 6., 8., 1., 3.],
&[0., 0., 55., 3., 1., 8., 6., 4., 2., 9.],
&[0., 0., 65., 2., 4., 7., 5., 3., 1., 8.],
])
.unwrap();
let y = vec![10., 20., 30., 40., 55., 65.];
let parameters = ExtraTreesRegressorParameters::default()
.with_n_trees(100)
.with_seed(42);
let regressor = ExtraTreesRegressor::fit(&x, &y, parameters).unwrap();
let y_hat = regressor.predict(&x).unwrap();
assert_eq!(y_hat.len(), y.len());
let mse = mean_squared_error(&y, &y_hat);
// The model should be able to learn this simple relationship perfectly,
// ignoring the noise features. The MSE should be very low.
assert!(mse < 1.0);
}
#[test]
fn test_reproducibility() {
let x = DenseMatrix::from_2d_array(&[
&[1., 2.],
&[3., 4.],
&[5., 6.],
&[7., 8.],
&[9., 10.],
&[11., 12.],
])
.unwrap();
let y = vec![1.0, 2.0, 3.0, 4.0, 5.0, 6.0];
let params = ExtraTreesRegressorParameters::default().with_seed(42);
let regressor1 = ExtraTreesRegressor::fit(&x, &y, params.clone()).unwrap();
let y_hat1 = regressor1.predict(&x).unwrap();
let regressor2 = ExtraTreesRegressor::fit(&x, &y, params.clone()).unwrap();
let y_hat2 = regressor2.predict(&x).unwrap();
assert_eq!(y_hat1, y_hat2);
}
}
+2
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@@ -16,6 +16,8 @@
//! //!
//! * ["An Introduction to Statistical Learning", James G., Witten D., Hastie T., Tibshirani R., 8.2 Bagging, Random Forests, Boosting](http://faculty.marshall.usc.edu/gareth-james/ISL/) //! * ["An Introduction to Statistical Learning", James G., Witten D., Hastie T., Tibshirani R., 8.2 Bagging, Random Forests, Boosting](http://faculty.marshall.usc.edu/gareth-james/ISL/)
mod base_forest_regressor;
pub mod extra_trees_regressor;
/// Random forest classifier /// Random forest classifier
pub mod random_forest_classifier; pub mod random_forest_classifier;
/// Random forest regressor /// Random forest regressor
+23 -129
View File
@@ -43,7 +43,6 @@
//! <script src="https://polyfill.io/v3/polyfill.min.js?features=es6"></script> //! <script src="https://polyfill.io/v3/polyfill.min.js?features=es6"></script>
//! <script id="MathJax-script" async src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script> //! <script id="MathJax-script" async src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script>
use rand::Rng;
use std::default::Default; use std::default::Default;
use std::fmt::Debug; use std::fmt::Debug;
@@ -51,15 +50,12 @@ use std::fmt::Debug;
use serde::{Deserialize, Serialize}; use serde::{Deserialize, Serialize};
use crate::api::{Predictor, SupervisedEstimator}; use crate::api::{Predictor, SupervisedEstimator};
use crate::error::{Failed, FailedError}; use crate::ensemble::base_forest_regressor::{BaseForestRegressor, BaseForestRegressorParameters};
use crate::error::Failed;
use crate::linalg::basic::arrays::{Array1, Array2}; use crate::linalg::basic::arrays::{Array1, Array2};
use crate::numbers::basenum::Number; use crate::numbers::basenum::Number;
use crate::numbers::floatnum::FloatNumber; use crate::numbers::floatnum::FloatNumber;
use crate::tree::base_tree_regressor::Splitter;
use crate::rand_custom::get_rng_impl;
use crate::tree::decision_tree_regressor::{
DecisionTreeRegressor, DecisionTreeRegressorParameters,
};
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))] #[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug, Clone)] #[derive(Debug, Clone)]
@@ -98,8 +94,7 @@ pub struct RandomForestRegressor<
X: Array2<TX>, X: Array2<TX>,
Y: Array1<TY>, Y: Array1<TY>,
> { > {
trees: Option<Vec<DecisionTreeRegressor<TX, TY, X, Y>>>, forest_regressor: Option<BaseForestRegressor<TX, TY, X, Y>>,
samples: Option<Vec<Vec<bool>>>,
} }
impl RandomForestRegressorParameters { impl RandomForestRegressorParameters {
@@ -159,14 +154,7 @@ impl<TX: Number + FloatNumber + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1
for RandomForestRegressor<TX, TY, X, Y> for RandomForestRegressor<TX, TY, X, Y>
{ {
fn eq(&self, other: &Self) -> bool { fn eq(&self, other: &Self) -> bool {
if self.trees.as_ref().unwrap().len() != other.trees.as_ref().unwrap().len() { self.forest_regressor == other.forest_regressor
false
} else {
self.trees
.iter()
.zip(other.trees.iter())
.all(|(a, b)| a == b)
}
} }
} }
@@ -176,8 +164,7 @@ impl<TX: Number + FloatNumber + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1
{ {
fn new() -> Self { fn new() -> Self {
Self { Self {
trees: Option::None, forest_regressor: Option::None,
samples: Option::None,
} }
} }
@@ -397,128 +384,35 @@ impl<TX: Number + FloatNumber + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1
y: &Y, y: &Y,
parameters: RandomForestRegressorParameters, parameters: RandomForestRegressorParameters,
) -> Result<RandomForestRegressor<TX, TY, X, Y>, Failed> { ) -> Result<RandomForestRegressor<TX, TY, X, Y>, Failed> {
let (n_rows, num_attributes) = x.shape(); let regressor_params = BaseForestRegressorParameters {
max_depth: parameters.max_depth,
if n_rows != y.shape() { min_samples_leaf: parameters.min_samples_leaf,
return Err(Failed::fit("Number of rows in X should = len(y)")); min_samples_split: parameters.min_samples_split,
} n_trees: parameters.n_trees,
m: parameters.m,
let mtry = parameters keep_samples: parameters.keep_samples,
.m seed: parameters.seed,
.unwrap_or((num_attributes as f64).sqrt().floor() as usize); bootstrap: true,
splitter: Splitter::Best,
let mut rng = get_rng_impl(Some(parameters.seed)); };
let mut trees: Vec<DecisionTreeRegressor<TX, TY, X, Y>> = Vec::new(); let forest_regressor = BaseForestRegressor::fit(x, y, regressor_params)?;
let mut maybe_all_samples: Option<Vec<Vec<bool>>> = Option::None;
if parameters.keep_samples {
// TODO: use with_capacity here
maybe_all_samples = Some(Vec::new());
}
for _ in 0..parameters.n_trees {
let samples: Vec<usize> =
RandomForestRegressor::<TX, TY, X, Y>::sample_with_replacement(n_rows, &mut rng);
// keep samples is flag is on
if let Some(ref mut all_samples) = maybe_all_samples {
all_samples.push(samples.iter().map(|x| *x != 0).collect())
}
let params = DecisionTreeRegressorParameters {
max_depth: parameters.max_depth,
min_samples_leaf: parameters.min_samples_leaf,
min_samples_split: parameters.min_samples_split,
seed: Some(parameters.seed),
};
let tree = DecisionTreeRegressor::fit_weak_learner(x, y, samples, mtry, params)?;
trees.push(tree);
}
Ok(RandomForestRegressor { Ok(RandomForestRegressor {
trees: Some(trees), forest_regressor: Some(forest_regressor),
samples: maybe_all_samples,
}) })
} }
/// Predict class for `x` /// Predict class for `x`
/// * `x` - _KxM_ data where _K_ is number of observations and _M_ is number of features. /// * `x` - _KxM_ data where _K_ is number of observations and _M_ is number of features.
pub fn predict(&self, x: &X) -> Result<Y, Failed> { pub fn predict(&self, x: &X) -> Result<Y, Failed> {
let mut result = Y::zeros(x.shape().0); let forest_regressor = self.forest_regressor.as_ref().unwrap();
forest_regressor.predict(x)
let (n, _) = x.shape();
for i in 0..n {
result.set(i, self.predict_for_row(x, i));
}
Ok(result)
}
fn predict_for_row(&self, x: &X, row: usize) -> TY {
let n_trees = self.trees.as_ref().unwrap().len();
let mut result = TY::zero();
for tree in self.trees.as_ref().unwrap().iter() {
result += tree.predict_for_row(x, row);
}
result / TY::from_usize(n_trees).unwrap()
} }
/// Predict OOB classes for `x`. `x` is expected to be equal to the dataset used in training. /// Predict OOB classes for `x`. `x` is expected to be equal to the dataset used in training.
pub fn predict_oob(&self, x: &X) -> Result<Y, Failed> { pub fn predict_oob(&self, x: &X) -> Result<Y, Failed> {
let (n, _) = x.shape(); let forest_regressor = self.forest_regressor.as_ref().unwrap();
if self.samples.is_none() { forest_regressor.predict_oob(x)
Err(Failed::because(
FailedError::PredictFailed,
"Need samples=true for OOB predictions.",
))
} else if self.samples.as_ref().unwrap()[0].len() != n {
Err(Failed::because(
FailedError::PredictFailed,
"Prediction matrix must match matrix used in training for OOB predictions.",
))
} else {
let mut result = Y::zeros(n);
for i in 0..n {
result.set(i, self.predict_for_row_oob(x, i));
}
Ok(result)
}
}
fn predict_for_row_oob(&self, x: &X, row: usize) -> TY {
let mut n_trees = 0;
let mut result = TY::zero();
for (tree, samples) in self
.trees
.as_ref()
.unwrap()
.iter()
.zip(self.samples.as_ref().unwrap())
{
if !samples[row] {
result += tree.predict_for_row(x, row);
n_trees += 1;
}
}
// TODO: What to do if there are no oob trees?
result / TY::from(n_trees).unwrap()
}
fn sample_with_replacement(nrows: usize, rng: &mut impl Rng) -> Vec<usize> {
let mut samples = vec![0; nrows];
for _ in 0..nrows {
let xi = rng.gen_range(0..nrows);
samples[xi] += 1;
}
samples
} }
} }
+1 -1
View File
@@ -7,7 +7,6 @@
clippy::approx_constant clippy::approx_constant
)] )]
#![warn(missing_docs)] #![warn(missing_docs)]
#![warn(rustdoc::missing_doc_code_examples)]
//! # smartcore //! # smartcore
//! //!
@@ -131,5 +130,6 @@ pub mod readers;
pub mod svm; pub mod svm;
/// Supervised tree-based learning methods /// Supervised tree-based learning methods
pub mod tree; pub mod tree;
pub mod xgboost;
pub(crate) mod rand_custom; pub(crate) mod rand_custom;
+26 -1
View File
@@ -619,7 +619,7 @@ pub trait MutArrayView1<T: Debug + Display + Copy + Sized>:
T: Number + PartialOrd, T: Number + PartialOrd,
{ {
let stack_size = 64; let stack_size = 64;
let mut jstack = -1; let mut jstack: i32 = -1;
let mut l = 0; let mut l = 0;
let mut istack = vec![0; stack_size]; let mut istack = vec![0; stack_size];
let mut ir = self.shape() - 1; let mut ir = self.shape() - 1;
@@ -2190,4 +2190,29 @@ mod tests {
assert_eq!(result, [65, 581, 30]) assert_eq!(result, [65, 581, 30])
} }
#[test]
fn test_argsort_mut_exact_boundary() {
// Test index == length - 1 case
let boundary =
DenseMatrix::from_2d_array(&[&[1.0, 2.0, 3.0, f64::MAX], &[3.0, f64::MAX, 0.0, 2.0]])
.unwrap();
let mut view0: Vec<f64> = boundary.get_col(0).iterator(0).copied().collect();
let indices = view0.argsort_mut();
assert_eq!(indices.last(), Some(&1));
assert_eq!(indices.first(), Some(&0));
let mut view1: Vec<f64> = boundary.get_col(3).iterator(0).copied().collect();
let indices = view1.argsort_mut();
assert_eq!(indices.last(), Some(&0));
assert_eq!(indices.first(), Some(&1));
}
#[test]
fn test_argsort_mut_filled_array() {
let matrix = DenseMatrix::<f64>::rand(1000, 1000);
let mut view: Vec<f64> = matrix.get_col(0).iterator(0).copied().collect();
let sorted = view.argsort_mut();
assert_eq!(sorted.len(), 1000);
}
} }
+13 -13
View File
@@ -91,7 +91,7 @@ impl<'a, T: Debug + Display + Copy + Sized> DenseMatrixView<'a, T> {
} }
} }
impl<'a, T: Debug + Display + Copy + Sized> fmt::Display for DenseMatrixView<'a, T> { impl<T: Debug + Display + Copy + Sized> fmt::Display for DenseMatrixView<'_, T> {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result { fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
writeln!( writeln!(
f, f,
@@ -142,7 +142,7 @@ impl<'a, T: Debug + Display + Copy + Sized> DenseMatrixMutView<'a, T> {
} }
} }
fn iter_mut<'b>(&'b mut self, axis: u8) -> Box<dyn Iterator<Item = &mut T> + 'b> { fn iter_mut<'b>(&'b mut self, axis: u8) -> Box<dyn Iterator<Item = &'b mut T> + 'b> {
let column_major = self.column_major; let column_major = self.column_major;
let stride = self.stride; let stride = self.stride;
let ptr = self.values.as_mut_ptr(); let ptr = self.values.as_mut_ptr();
@@ -169,7 +169,7 @@ impl<'a, T: Debug + Display + Copy + Sized> DenseMatrixMutView<'a, T> {
} }
} }
impl<'a, T: Debug + Display + Copy + Sized> fmt::Display for DenseMatrixMutView<'a, T> { impl<T: Debug + Display + Copy + Sized> fmt::Display for DenseMatrixMutView<'_, T> {
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result { fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
writeln!( writeln!(
f, f,
@@ -493,7 +493,7 @@ impl<T: Number + RealNumber> EVDDecomposable<T> for DenseMatrix<T> {}
impl<T: Number + RealNumber> LUDecomposable<T> for DenseMatrix<T> {} impl<T: Number + RealNumber> LUDecomposable<T> for DenseMatrix<T> {}
impl<T: Number + RealNumber> SVDDecomposable<T> for DenseMatrix<T> {} impl<T: Number + RealNumber> SVDDecomposable<T> for DenseMatrix<T> {}
impl<'a, T: Debug + Display + Copy + Sized> Array<T, (usize, usize)> for DenseMatrixView<'a, T> { impl<T: Debug + Display + Copy + Sized> Array<T, (usize, usize)> for DenseMatrixView<'_, T> {
fn get(&self, pos: (usize, usize)) -> &T { fn get(&self, pos: (usize, usize)) -> &T {
if self.column_major { if self.column_major {
&self.values[pos.0 + pos.1 * self.stride] &self.values[pos.0 + pos.1 * self.stride]
@@ -515,7 +515,7 @@ impl<'a, T: Debug + Display + Copy + Sized> Array<T, (usize, usize)> for DenseMa
} }
} }
impl<'a, T: Debug + Display + Copy + Sized> Array<T, usize> for DenseMatrixView<'a, T> { impl<T: Debug + Display + Copy + Sized> Array<T, usize> for DenseMatrixView<'_, T> {
fn get(&self, i: usize) -> &T { fn get(&self, i: usize) -> &T {
if self.nrows == 1 { if self.nrows == 1 {
if self.column_major { if self.column_major {
@@ -553,11 +553,11 @@ impl<'a, T: Debug + Display + Copy + Sized> Array<T, usize> for DenseMatrixView<
} }
} }
impl<'a, T: Debug + Display + Copy + Sized> ArrayView2<T> for DenseMatrixView<'a, T> {} impl<T: Debug + Display + Copy + Sized> ArrayView2<T> for DenseMatrixView<'_, T> {}
impl<'a, T: Debug + Display + Copy + Sized> ArrayView1<T> for DenseMatrixView<'a, T> {} impl<T: Debug + Display + Copy + Sized> ArrayView1<T> for DenseMatrixView<'_, T> {}
impl<'a, T: Debug + Display + Copy + Sized> Array<T, (usize, usize)> for DenseMatrixMutView<'a, T> { impl<T: Debug + Display + Copy + Sized> Array<T, (usize, usize)> for DenseMatrixMutView<'_, T> {
fn get(&self, pos: (usize, usize)) -> &T { fn get(&self, pos: (usize, usize)) -> &T {
if self.column_major { if self.column_major {
&self.values[pos.0 + pos.1 * self.stride] &self.values[pos.0 + pos.1 * self.stride]
@@ -579,9 +579,7 @@ impl<'a, T: Debug + Display + Copy + Sized> Array<T, (usize, usize)> for DenseMa
} }
} }
impl<'a, T: Debug + Display + Copy + Sized> MutArray<T, (usize, usize)> impl<T: Debug + Display + Copy + Sized> MutArray<T, (usize, usize)> for DenseMatrixMutView<'_, T> {
for DenseMatrixMutView<'a, T>
{
fn set(&mut self, pos: (usize, usize), x: T) { fn set(&mut self, pos: (usize, usize), x: T) {
if self.column_major { if self.column_major {
self.values[pos.0 + pos.1 * self.stride] = x; self.values[pos.0 + pos.1 * self.stride] = x;
@@ -595,15 +593,16 @@ impl<'a, T: Debug + Display + Copy + Sized> MutArray<T, (usize, usize)>
} }
} }
impl<'a, T: Debug + Display + Copy + Sized> MutArrayView2<T> for DenseMatrixMutView<'a, T> {} impl<T: Debug + Display + Copy + Sized> MutArrayView2<T> for DenseMatrixMutView<'_, T> {}
impl<'a, T: Debug + Display + Copy + Sized> ArrayView2<T> for DenseMatrixMutView<'a, T> {} impl<T: Debug + Display + Copy + Sized> ArrayView2<T> for DenseMatrixMutView<'_, T> {}
impl<T: RealNumber> MatrixStats<T> for DenseMatrix<T> {} impl<T: RealNumber> MatrixStats<T> for DenseMatrix<T> {}
impl<T: RealNumber> MatrixPreprocessing<T> for DenseMatrix<T> {} impl<T: RealNumber> MatrixPreprocessing<T> for DenseMatrix<T> {}
#[cfg(test)] #[cfg(test)]
#[warn(clippy::reversed_empty_ranges)]
mod tests { mod tests {
use super::*; use super::*;
use approx::relative_eq; use approx::relative_eq;
@@ -664,6 +663,7 @@ mod tests {
#[test] #[test]
fn test_instantiate_err_view3() { fn test_instantiate_err_view3() {
let x = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.], &[7., 8., 9.]]).unwrap(); let x = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.], &[7., 8., 9.]]).unwrap();
#[allow(clippy::reversed_empty_ranges)]
let v = DenseMatrixView::new(&x, 0..3, 4..3); let v = DenseMatrixView::new(&x, 0..3, 4..3);
assert!(v.is_err()); assert!(v.is_err());
} }
+6 -6
View File
@@ -119,7 +119,7 @@ impl<T: Debug + Display + Copy + Sized> Array1<T> for Vec<T> {
} }
} }
impl<'a, T: Debug + Display + Copy + Sized> Array<T, usize> for VecMutView<'a, T> { impl<T: Debug + Display + Copy + Sized> Array<T, usize> for VecMutView<'_, T> {
fn get(&self, i: usize) -> &T { fn get(&self, i: usize) -> &T {
&self.ptr[i] &self.ptr[i]
} }
@@ -138,7 +138,7 @@ impl<'a, T: Debug + Display + Copy + Sized> Array<T, usize> for VecMutView<'a, T
} }
} }
impl<'a, T: Debug + Display + Copy + Sized> MutArray<T, usize> for VecMutView<'a, T> { impl<T: Debug + Display + Copy + Sized> MutArray<T, usize> for VecMutView<'_, T> {
fn set(&mut self, i: usize, x: T) { fn set(&mut self, i: usize, x: T) {
self.ptr[i] = x; self.ptr[i] = x;
} }
@@ -149,10 +149,10 @@ impl<'a, T: Debug + Display + Copy + Sized> MutArray<T, usize> for VecMutView<'a
} }
} }
impl<'a, T: Debug + Display + Copy + Sized> ArrayView1<T> for VecMutView<'a, T> {} impl<T: Debug + Display + Copy + Sized> ArrayView1<T> for VecMutView<'_, T> {}
impl<'a, T: Debug + Display + Copy + Sized> MutArrayView1<T> for VecMutView<'a, T> {} impl<T: Debug + Display + Copy + Sized> MutArrayView1<T> for VecMutView<'_, T> {}
impl<'a, T: Debug + Display + Copy + Sized> Array<T, usize> for VecView<'a, T> { impl<T: Debug + Display + Copy + Sized> Array<T, usize> for VecView<'_, T> {
fn get(&self, i: usize) -> &T { fn get(&self, i: usize) -> &T {
&self.ptr[i] &self.ptr[i]
} }
@@ -171,7 +171,7 @@ impl<'a, T: Debug + Display + Copy + Sized> Array<T, usize> for VecView<'a, T> {
} }
} }
impl<'a, T: Debug + Display + Copy + Sized> ArrayView1<T> for VecView<'a, T> {} impl<T: Debug + Display + Copy + Sized> ArrayView1<T> for VecView<'_, T> {}
#[cfg(test)] #[cfg(test)]
mod tests { mod tests {
+6 -10
View File
@@ -68,7 +68,7 @@ impl<T: Debug + Display + Copy + Sized> ArrayView2<T> for ArrayBase<OwnedRepr<T>
impl<T: Debug + Display + Copy + Sized> MutArrayView2<T> for ArrayBase<OwnedRepr<T>, Ix2> {} impl<T: Debug + Display + Copy + Sized> MutArrayView2<T> for ArrayBase<OwnedRepr<T>, Ix2> {}
impl<'a, T: Debug + Display + Copy + Sized> BaseArray<T, (usize, usize)> for ArrayView<'a, T, Ix2> { impl<T: Debug + Display + Copy + Sized> BaseArray<T, (usize, usize)> for ArrayView<'_, T, Ix2> {
fn get(&self, pos: (usize, usize)) -> &T { fn get(&self, pos: (usize, usize)) -> &T {
&self[[pos.0, pos.1]] &self[[pos.0, pos.1]]
} }
@@ -144,11 +144,9 @@ impl<T: Number + RealNumber> EVDDecomposable<T> for ArrayBase<OwnedRepr<T>, Ix2>
impl<T: Number + RealNumber> LUDecomposable<T> for ArrayBase<OwnedRepr<T>, Ix2> {} impl<T: Number + RealNumber> LUDecomposable<T> for ArrayBase<OwnedRepr<T>, Ix2> {}
impl<T: Number + RealNumber> SVDDecomposable<T> for ArrayBase<OwnedRepr<T>, Ix2> {} impl<T: Number + RealNumber> SVDDecomposable<T> for ArrayBase<OwnedRepr<T>, Ix2> {}
impl<'a, T: Debug + Display + Copy + Sized> ArrayView2<T> for ArrayView<'a, T, Ix2> {} impl<T: Debug + Display + Copy + Sized> ArrayView2<T> for ArrayView<'_, T, Ix2> {}
impl<'a, T: Debug + Display + Copy + Sized> BaseArray<T, (usize, usize)> impl<T: Debug + Display + Copy + Sized> BaseArray<T, (usize, usize)> for ArrayViewMut<'_, T, Ix2> {
for ArrayViewMut<'a, T, Ix2>
{
fn get(&self, pos: (usize, usize)) -> &T { fn get(&self, pos: (usize, usize)) -> &T {
&self[[pos.0, pos.1]] &self[[pos.0, pos.1]]
} }
@@ -175,9 +173,7 @@ impl<'a, T: Debug + Display + Copy + Sized> BaseArray<T, (usize, usize)>
} }
} }
impl<'a, T: Debug + Display + Copy + Sized> MutArray<T, (usize, usize)> impl<T: Debug + Display + Copy + Sized> MutArray<T, (usize, usize)> for ArrayViewMut<'_, T, Ix2> {
for ArrayViewMut<'a, T, Ix2>
{
fn set(&mut self, pos: (usize, usize), x: T) { fn set(&mut self, pos: (usize, usize), x: T) {
self[[pos.0, pos.1]] = x self[[pos.0, pos.1]] = x
} }
@@ -195,9 +191,9 @@ impl<'a, T: Debug + Display + Copy + Sized> MutArray<T, (usize, usize)>
} }
} }
impl<'a, T: Debug + Display + Copy + Sized> MutArrayView2<T> for ArrayViewMut<'a, T, Ix2> {} impl<T: Debug + Display + Copy + Sized> MutArrayView2<T> for ArrayViewMut<'_, T, Ix2> {}
impl<'a, T: Debug + Display + Copy + Sized> ArrayView2<T> for ArrayViewMut<'a, T, Ix2> {} impl<T: Debug + Display + Copy + Sized> ArrayView2<T> for ArrayViewMut<'_, T, Ix2> {}
#[cfg(test)] #[cfg(test)]
mod tests { mod tests {
+6 -6
View File
@@ -41,7 +41,7 @@ impl<T: Debug + Display + Copy + Sized> ArrayView1<T> for ArrayBase<OwnedRepr<T>
impl<T: Debug + Display + Copy + Sized> MutArrayView1<T> for ArrayBase<OwnedRepr<T>, Ix1> {} impl<T: Debug + Display + Copy + Sized> MutArrayView1<T> for ArrayBase<OwnedRepr<T>, Ix1> {}
impl<'a, T: Debug + Display + Copy + Sized> BaseArray<T, usize> for ArrayView<'a, T, Ix1> { impl<T: Debug + Display + Copy + Sized> BaseArray<T, usize> for ArrayView<'_, T, Ix1> {
fn get(&self, i: usize) -> &T { fn get(&self, i: usize) -> &T {
&self[i] &self[i]
} }
@@ -60,9 +60,9 @@ impl<'a, T: Debug + Display + Copy + Sized> BaseArray<T, usize> for ArrayView<'a
} }
} }
impl<'a, T: Debug + Display + Copy + Sized> ArrayView1<T> for ArrayView<'a, T, Ix1> {} impl<T: Debug + Display + Copy + Sized> ArrayView1<T> for ArrayView<'_, T, Ix1> {}
impl<'a, T: Debug + Display + Copy + Sized> BaseArray<T, usize> for ArrayViewMut<'a, T, Ix1> { impl<T: Debug + Display + Copy + Sized> BaseArray<T, usize> for ArrayViewMut<'_, T, Ix1> {
fn get(&self, i: usize) -> &T { fn get(&self, i: usize) -> &T {
&self[i] &self[i]
} }
@@ -81,7 +81,7 @@ impl<'a, T: Debug + Display + Copy + Sized> BaseArray<T, usize> for ArrayViewMut
} }
} }
impl<'a, T: Debug + Display + Copy + Sized> MutArray<T, usize> for ArrayViewMut<'a, T, Ix1> { impl<T: Debug + Display + Copy + Sized> MutArray<T, usize> for ArrayViewMut<'_, T, Ix1> {
fn set(&mut self, i: usize, x: T) { fn set(&mut self, i: usize, x: T) {
self[i] = x; self[i] = x;
} }
@@ -92,8 +92,8 @@ impl<'a, T: Debug + Display + Copy + Sized> MutArray<T, usize> for ArrayViewMut<
} }
} }
impl<'a, T: Debug + Display + Copy + Sized> ArrayView1<T> for ArrayViewMut<'a, T, Ix1> {} impl<T: Debug + Display + Copy + Sized> ArrayView1<T> for ArrayViewMut<'_, T, Ix1> {}
impl<'a, T: Debug + Display + Copy + Sized> MutArrayView1<T> for ArrayViewMut<'a, T, Ix1> {} impl<T: Debug + Display + Copy + Sized> MutArrayView1<T> for ArrayViewMut<'_, T, Ix1> {}
impl<T: Debug + Display + Copy + Sized> Array1<T> for ArrayBase<OwnedRepr<T>, Ix1> { impl<T: Debug + Display + Copy + Sized> Array1<T> for ArrayBase<OwnedRepr<T>, Ix1> {
fn slice<'a>(&'a self, range: Range<usize>) -> Box<dyn ArrayView1<T> + 'a> { fn slice<'a>(&'a self, range: Range<usize>) -> Box<dyn ArrayView1<T> + 'a> {
-1
View File
@@ -142,7 +142,6 @@ pub trait MatrixPreprocessing<T: RealNumber>: MutArrayView2<T> + Clone {
/// ///
/// assert_eq!(a, expected); /// assert_eq!(a, expected);
/// ``` /// ```
fn binarize_mut(&mut self, threshold: T) { fn binarize_mut(&mut self, threshold: T) {
let (nrows, ncols) = self.shape(); let (nrows, ncols) = self.shape();
for row in 0..nrows { for row in 0..nrows {
+4 -4
View File
@@ -258,8 +258,8 @@ impl<TX: Number + FloatNumber + RealNumber, TY: Number + Ord, X: Array2<TX>, Y:
} }
} }
impl<'a, T: Number + FloatNumber, X: Array2<T>> ObjectiveFunction<T, X> impl<T: Number + FloatNumber, X: Array2<T>> ObjectiveFunction<T, X>
for BinaryObjectiveFunction<'a, T, X> for BinaryObjectiveFunction<'_, T, X>
{ {
fn f(&self, w_bias: &[T]) -> T { fn f(&self, w_bias: &[T]) -> T {
let mut f = T::zero(); let mut f = T::zero();
@@ -313,8 +313,8 @@ struct MultiClassObjectiveFunction<'a, T: Number + FloatNumber, X: Array2<T>> {
_phantom_t: PhantomData<T>, _phantom_t: PhantomData<T>,
} }
impl<'a, T: Number + FloatNumber + RealNumber, X: Array2<T>> ObjectiveFunction<T, X> impl<T: Number + FloatNumber + RealNumber, X: Array2<T>> ObjectiveFunction<T, X>
for MultiClassObjectiveFunction<'a, T, X> for MultiClassObjectiveFunction<'_, T, X>
{ {
fn f(&self, w_bias: &[T]) -> T { fn f(&self, w_bias: &[T]) -> T {
let mut f = T::zero(); let mut f = T::zero();
+1 -2
View File
@@ -257,8 +257,7 @@ impl<TY: Number + Ord + Unsigned> BernoulliNBDistribution<TY> {
/// Fits the distribution to a NxM matrix where N is number of samples and M is number of features. /// Fits the distribution to a NxM matrix where N is number of samples and M is number of features.
/// * `x` - training data. /// * `x` - training data.
/// * `y` - vector with target values (classes) of length N. /// * `y` - vector with target values (classes) of length N.
/// * `priors` - Optional vector with prior probabilities of the classes. If not defined, /// * `priors` - Optional vector with prior probabilities of the classes. If not defined, priors are adjusted according to the data.
/// priors are adjusted according to the data.
/// * `alpha` - Additive (Laplace/Lidstone) smoothing parameter. /// * `alpha` - Additive (Laplace/Lidstone) smoothing parameter.
/// * `binarize` - Threshold for binarizing. /// * `binarize` - Threshold for binarizing.
fn fit<TX: Number + PartialOrd, X: Array2<TX>, Y: Array1<TY>>( fn fit<TX: Number + PartialOrd, X: Array2<TX>, Y: Array1<TY>>(
+1 -2
View File
@@ -174,8 +174,7 @@ impl<TY: Number + Ord + Unsigned> GaussianNBDistribution<TY> {
/// Fits the distribution to a NxM matrix where N is number of samples and M is number of features. /// Fits the distribution to a NxM matrix where N is number of samples and M is number of features.
/// * `x` - training data. /// * `x` - training data.
/// * `y` - vector with target values (classes) of length N. /// * `y` - vector with target values (classes) of length N.
/// * `priors` - Optional vector with prior probabilities of the classes. If not defined, /// * `priors` - Optional vector with prior probabilities of the classes. If not defined, priors are adjusted according to the data.
/// priors are adjusted according to the data.
pub fn fit<TX: Number + RealNumber, X: Array2<TX>, Y: Array1<TY>>( pub fn fit<TX: Number + RealNumber, X: Array2<TX>, Y: Array1<TY>>(
x: &X, x: &X,
y: &Y, y: &Y,
+475 -38
View File
@@ -40,7 +40,7 @@ use crate::linalg::basic::arrays::{Array1, Array2, ArrayView1};
use crate::numbers::basenum::Number; use crate::numbers::basenum::Number;
#[cfg(feature = "serde")] #[cfg(feature = "serde")]
use serde::{Deserialize, Serialize}; use serde::{Deserialize, Serialize};
use std::{cmp::Ordering, marker::PhantomData}; use std::marker::PhantomData;
/// Distribution used in the Naive Bayes classifier. /// Distribution used in the Naive Bayes classifier.
pub(crate) trait NBDistribution<X: Number, Y: Number>: Clone { pub(crate) trait NBDistribution<X: Number, Y: Number>: Clone {
@@ -93,41 +93,41 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>, D: NBDistribution<TX,
/// Returns a vector of size N with class estimates. /// Returns a vector of size N with class estimates.
pub fn predict(&self, x: &X) -> Result<Y, Failed> { pub fn predict(&self, x: &X) -> Result<Y, Failed> {
let y_classes = self.distribution.classes(); let y_classes = self.distribution.classes();
let predictions = x
.row_iter() if y_classes.is_empty() {
.map(|row| { return Err(Failed::predict("Failed to predict, no classes available"));
y_classes }
.iter()
.enumerate() let (rows, _) = x.shape();
.map(|(class_index, class)| { let mut predictions = Vec::with_capacity(rows);
( let mut all_probs_nan = true;
class,
self.distribution.log_likelihood(class_index, &row) for row_index in 0..rows {
+ self.distribution.prior(class_index).ln(), let row = x.get_row(row_index);
) let mut max_log_prob = f64::NEG_INFINITY;
}) let mut max_class = None;
// For some reason, the max_by method cannot use NaNs for finding the maximum value, it panics.
// NaN must be considered as minimum values, for (class_index, class) in y_classes.iter().enumerate() {
// therefore it's like NaNs would not be considered for choosing the maximum value. let log_likelihood = self.distribution.log_likelihood(class_index, &row);
// So we need to handle this case for avoiding panicking by using `Option::unwrap`. let log_prob = log_likelihood + self.distribution.prior(class_index).ln();
.max_by(|(_, p1), (_, p2)| match p1.partial_cmp(p2) {
Some(ordering) => ordering, if !log_prob.is_nan() && log_prob > max_log_prob {
None => { max_log_prob = log_prob;
if p1.is_nan() { max_class = Some(*class);
Ordering::Less all_probs_nan = false;
} else if p2.is_nan() { }
Ordering::Greater }
} else {
Ordering::Equal predictions.push(max_class.unwrap_or(y_classes[0]));
} }
}
}) if all_probs_nan {
.map(|(prediction, _probability)| *prediction) Err(Failed::predict(
.ok_or_else(|| Failed::predict("Failed to predict, there is no result")) "Failed to predict, all probabilities were NaN",
}) ))
.collect::<Result<Vec<TY>, Failed>>()?; } else {
let y_hat = Y::from_vec_slice(&predictions); Ok(Y::from_vec_slice(&predictions))
Ok(y_hat) }
} }
} }
pub mod bernoulli; pub mod bernoulli;
@@ -147,7 +147,7 @@ mod tests {
#[derive(Debug, PartialEq, Clone)] #[derive(Debug, PartialEq, Clone)]
struct TestDistribution<'d>(&'d Vec<i32>); struct TestDistribution<'d>(&'d Vec<i32>);
impl<'d> NBDistribution<i32, i32> for TestDistribution<'d> { impl NBDistribution<i32, i32> for TestDistribution<'_> {
fn prior(&self, _class_index: usize) -> f64 { fn prior(&self, _class_index: usize) -> f64 {
1. 1.
} }
@@ -177,7 +177,7 @@ mod tests {
Ok(_) => panic!("Should return error in case of empty classes"), Ok(_) => panic!("Should return error in case of empty classes"),
Err(err) => assert_eq!( Err(err) => assert_eq!(
err.to_string(), err.to_string(),
"Predict failed: Failed to predict, there is no result" "Predict failed: Failed to predict, no classes available"
), ),
} }
@@ -193,4 +193,441 @@ mod tests {
Err(_) => panic!("Should success in normal case without NaNs"), Err(_) => panic!("Should success in normal case without NaNs"),
} }
} }
// A simple test distribution using float
#[derive(Debug, PartialEq, Clone)]
struct TestDistributionAgain {
classes: Vec<u32>,
probs: Vec<f64>,
}
impl NBDistribution<f64, u32> for TestDistributionAgain {
fn classes(&self) -> &Vec<u32> {
&self.classes
}
fn prior(&self, class_index: usize) -> f64 {
self.probs[class_index]
}
fn log_likelihood<'a>(
&'a self,
class_index: usize,
_j: &'a Box<dyn ArrayView1<f64> + 'a>,
) -> f64 {
self.probs[class_index].ln()
}
}
type TestNB = BaseNaiveBayes<f64, u32, DenseMatrix<f64>, Vec<u32>, TestDistributionAgain>;
#[test]
fn test_predict_empty_classes() {
let dist = TestDistributionAgain {
classes: vec![],
probs: vec![],
};
let nb = TestNB::fit(dist).unwrap();
let x = DenseMatrix::from_2d_array(&[&[1.0, 2.0], &[3.0, 4.0]]).unwrap();
assert!(nb.predict(&x).is_err());
}
#[test]
fn test_predict_single_class() {
let dist = TestDistributionAgain {
classes: vec![1],
probs: vec![1.0],
};
let nb = TestNB::fit(dist).unwrap();
let x = DenseMatrix::from_2d_array(&[&[1.0, 2.0], &[3.0, 4.0]]).unwrap();
let result = nb.predict(&x).unwrap();
assert_eq!(result, vec![1, 1]);
}
#[test]
fn test_predict_multiple_classes() {
let dist = TestDistributionAgain {
classes: vec![1, 2, 3],
probs: vec![0.2, 0.5, 0.3],
};
let nb = TestNB::fit(dist).unwrap();
let x = DenseMatrix::from_2d_array(&[&[1.0, 2.0], &[3.0, 4.0], &[5.0, 6.0]]).unwrap();
let result = nb.predict(&x).unwrap();
assert_eq!(result, vec![2, 2, 2]);
}
#[test]
fn test_predict_with_nans() {
let dist = TestDistributionAgain {
classes: vec![1, 2],
probs: vec![f64::NAN, 0.5],
};
let nb = TestNB::fit(dist).unwrap();
let x = DenseMatrix::from_2d_array(&[&[1.0, 2.0], &[3.0, 4.0]]).unwrap();
let result = nb.predict(&x).unwrap();
assert_eq!(result, vec![2, 2]);
}
#[test]
fn test_predict_all_nans() {
let dist = TestDistributionAgain {
classes: vec![1, 2],
probs: vec![f64::NAN, f64::NAN],
};
let nb = TestNB::fit(dist).unwrap();
let x = DenseMatrix::from_2d_array(&[&[1.0, 2.0], &[3.0, 4.0]]).unwrap();
assert!(nb.predict(&x).is_err());
}
#[test]
fn test_predict_extreme_probabilities() {
let dist = TestDistributionAgain {
classes: vec![1, 2],
probs: vec![1e-300, 1e-301],
};
let nb = TestNB::fit(dist).unwrap();
let x = DenseMatrix::from_2d_array(&[&[1.0, 2.0], &[3.0, 4.0]]).unwrap();
let result = nb.predict(&x).unwrap();
assert_eq!(result, vec![1, 1]);
}
#[test]
fn test_predict_with_infinity() {
let dist = TestDistributionAgain {
classes: vec![1, 2, 3],
probs: vec![f64::INFINITY, 1.0, 2.0],
};
let nb = TestNB::fit(dist).unwrap();
let x = DenseMatrix::from_2d_array(&[&[1.0, 2.0], &[3.0, 4.0]]).unwrap();
let result = nb.predict(&x).unwrap();
assert_eq!(result, vec![1, 1]);
}
#[test]
fn test_predict_with_negative_infinity() {
let dist = TestDistributionAgain {
classes: vec![1, 2, 3],
probs: vec![f64::NEG_INFINITY, 1.0, 2.0],
};
let nb = TestNB::fit(dist).unwrap();
let x = DenseMatrix::from_2d_array(&[&[1.0, 2.0], &[3.0, 4.0]]).unwrap();
let result = nb.predict(&x).unwrap();
assert_eq!(result, vec![3, 3]);
}
#[test]
fn test_gaussian_naive_bayes_numerical_stability() {
#[derive(Debug, PartialEq, Clone)]
struct GaussianTestDistribution {
classes: Vec<u32>,
means: Vec<Vec<f64>>,
variances: Vec<Vec<f64>>,
priors: Vec<f64>,
}
impl NBDistribution<f64, u32> for GaussianTestDistribution {
fn classes(&self) -> &Vec<u32> {
&self.classes
}
fn prior(&self, class_index: usize) -> f64 {
self.priors[class_index]
}
fn log_likelihood<'a>(
&'a self,
class_index: usize,
j: &'a Box<dyn ArrayView1<f64> + 'a>,
) -> f64 {
let means = &self.means[class_index];
let variances = &self.variances[class_index];
j.iterator(0)
.enumerate()
.map(|(i, &xi)| {
let mean = means[i];
let var = variances[i] + 1e-9; // Small smoothing for numerical stability
let coeff = -0.5 * (2.0 * std::f64::consts::PI * var).ln();
let exponent = -(xi - mean).powi(2) / (2.0 * var);
coeff + exponent
})
.sum()
}
}
fn train_distribution(x: &DenseMatrix<f64>, y: &[u32]) -> GaussianTestDistribution {
let mut classes: Vec<u32> = y
.iter()
.cloned()
.collect::<std::collections::HashSet<u32>>()
.into_iter()
.collect();
classes.sort();
let n_classes = classes.len();
let n_features = x.shape().1;
let mut means = vec![vec![0.0; n_features]; n_classes];
let mut variances = vec![vec![0.0; n_features]; n_classes];
let mut class_counts = vec![0; n_classes];
// Calculate means and count samples per class
for (sample, &class) in x.row_iter().zip(y.iter()) {
let class_idx = classes.iter().position(|&c| c == class).unwrap();
class_counts[class_idx] += 1;
for (i, &value) in sample.iterator(0).enumerate() {
means[class_idx][i] += value;
}
}
// Normalize means
for (class_idx, mean) in means.iter_mut().enumerate() {
for value in mean.iter_mut() {
*value /= class_counts[class_idx] as f64;
}
}
// Calculate variances
for (sample, &class) in x.row_iter().zip(y.iter()) {
let class_idx = classes.iter().position(|&c| c == class).unwrap();
for (i, &value) in sample.iterator(0).enumerate() {
let diff = value - means[class_idx][i];
variances[class_idx][i] += diff * diff;
}
}
// Normalize variances and add small epsilon to avoid zero variance
let epsilon = 1e-9;
for (class_idx, variance) in variances.iter_mut().enumerate() {
for value in variance.iter_mut() {
*value = *value / class_counts[class_idx] as f64 + epsilon;
}
}
// Calculate priors
let total_samples = y.len() as f64;
let priors: Vec<f64> = class_counts
.iter()
.map(|&count| count as f64 / total_samples)
.collect();
GaussianTestDistribution {
classes,
means,
variances,
priors,
}
}
type TestNBGaussian =
BaseNaiveBayes<f64, u32, DenseMatrix<f64>, Vec<u32>, GaussianTestDistribution>;
// Create a constant training dataset
let n_samples = 1000;
let n_features = 5;
let n_classes = 4;
let mut x_data = Vec::with_capacity(n_samples * n_features);
let mut y_data = Vec::with_capacity(n_samples);
for i in 0..n_samples {
for j in 0..n_features {
x_data.push((i * j) as f64 % 10.0);
}
y_data.push((i % n_classes) as u32);
}
let x = DenseMatrix::new(n_samples, n_features, x_data, true).unwrap();
let y = y_data;
// Train the model
let dist = train_distribution(&x, &y);
let nb = TestNBGaussian::fit(dist).unwrap();
// Create constant test data
let n_test_samples = 100;
let mut test_x_data = Vec::with_capacity(n_test_samples * n_features);
for i in 0..n_test_samples {
for j in 0..n_features {
test_x_data.push((i * j * 2) as f64 % 15.0);
}
}
let test_x = DenseMatrix::new(n_test_samples, n_features, test_x_data, true).unwrap();
// Make predictions
let predictions = nb
.predict(&test_x)
.map_err(|e| format!("Prediction failed: {}", e))
.unwrap();
// Check numerical stability
assert_eq!(
predictions.len(),
n_test_samples,
"Number of predictions should match number of test samples"
);
// Check that all predictions are valid class labels
for &pred in predictions.iter() {
assert!(pred < n_classes as u32, "Predicted class should be valid");
}
// Check consistency of predictions
let repeated_predictions = nb
.predict(&test_x)
.map_err(|e| format!("Repeated prediction failed: {}", e))
.unwrap();
assert_eq!(
predictions, repeated_predictions,
"Predictions should be consistent when repeated"
);
// Check extreme values
let extreme_x =
DenseMatrix::new(2, n_features, vec![f64::MAX; n_features * 2], true).unwrap();
let extreme_predictions = nb.predict(&extreme_x);
assert!(
extreme_predictions.is_err(),
"Extreme value input should result in an error"
);
assert_eq!(
extreme_predictions.unwrap_err().to_string(),
"Predict failed: Failed to predict, all probabilities were NaN",
"Incorrect error message for extreme values"
);
// Check for NaN handling
let nan_x = DenseMatrix::new(2, n_features, vec![f64::NAN; n_features * 2], true).unwrap();
let nan_predictions = nb.predict(&nan_x);
assert!(
nan_predictions.is_err(),
"NaN input should result in an error"
);
// Check for very small values
let small_x =
DenseMatrix::new(2, n_features, vec![f64::MIN_POSITIVE; n_features * 2], true).unwrap();
let small_predictions = nb
.predict(&small_x)
.map_err(|e| format!("Small value prediction failed: {}", e))
.unwrap();
for &pred in small_predictions.iter() {
assert!(
pred < n_classes as u32,
"Predictions for very small values should be valid"
);
}
// Check for values close to zero
let near_zero_x =
DenseMatrix::new(2, n_features, vec![1e-300; n_features * 2], true).unwrap();
let near_zero_predictions = nb
.predict(&near_zero_x)
.map_err(|e| format!("Near-zero value prediction failed: {}", e))
.unwrap();
for &pred in near_zero_predictions.iter() {
assert!(
pred < n_classes as u32,
"Predictions for near-zero values should be valid"
);
}
println!("All numerical stability checks passed!");
}
#[test]
fn test_gaussian_naive_bayes_numerical_stability_random_data() {
#[derive(Debug)]
struct MySimpleRng {
state: u64,
}
impl MySimpleRng {
fn new(seed: u64) -> Self {
MySimpleRng { state: seed }
}
/// Get the next u64 in the sequence.
fn next_u64(&mut self) -> u64 {
// LCG parameters; these are somewhat arbitrary but commonly used.
// Feel free to tweak the multiplier/adder etc.
self.state = self.state.wrapping_mul(6364136223846793005).wrapping_add(1);
self.state
}
/// Get an f64 in the range [min, max).
fn next_f64(&mut self, min: f64, max: f64) -> f64 {
let fraction = (self.next_u64() as f64) / (u64::MAX as f64);
min + fraction * (max - min)
}
/// Get a usize in the range [min, max). This floors the floating result.
fn gen_range_usize(&mut self, min: usize, max: usize) -> usize {
let v = self.next_f64(min as f64, max as f64);
// Truncate into the integer range. Because of floating inexactness,
// ensure we also clamp.
let int_v = v.floor() as isize;
// simple clamp to avoid any float rounding out of range
let clamped = int_v.max(min as isize).min((max - 1) as isize);
clamped as usize
}
}
use crate::naive_bayes::gaussian::GaussianNB;
// We will generate random data in a reproducible way (using a fixed seed).
// We will generate random data in a reproducible way:
let mut rng = MySimpleRng::new(42);
let n_samples = 1000;
let n_features = 5;
let n_classes = 4;
// Our feature matrix and label vector
let mut x_data = Vec::with_capacity(n_samples * n_features);
let mut y_data = Vec::with_capacity(n_samples);
// Fill x_data with random values and y_data with random class labels.
for _i in 0..n_samples {
for _j in 0..n_features {
// Well pick random values in [-10, 10).
x_data.push(rng.next_f64(-10.0, 10.0));
}
let class = rng.gen_range_usize(0, n_classes) as u32;
y_data.push(class);
}
// Create DenseMatrix from x_data
let x = DenseMatrix::new(n_samples, n_features, x_data, true).unwrap();
// Train GaussianNB
let gnb = GaussianNB::fit(&x, &y_data, Default::default())
.expect("Fitting GaussianNB with random data failed.");
// Predict on the same training data to verify no numerical instability
let predictions = gnb.predict(&x).expect("Prediction on random data failed.");
// Basic sanity checks
assert_eq!(
predictions.len(),
n_samples,
"Prediction size must match n_samples"
);
for &pred_class in &predictions {
assert!(
(pred_class as usize) < n_classes,
"Predicted class {} is out of range [0..n_classes).",
pred_class
);
}
// If you want to compare with scikit-learn, you can do something like:
// println!("X = {:?}", &x);
// println!("Y = {:?}", &y_data);
// println!("predictions = {:?}", &predictions);
// and then in Python:
// import numpy as np
// from sklearn.naive_bayes import GaussianNB
// X = np.reshape(np.array(x), (1000, 5), order='F')
// Y = np.array(y)
// gnb = GaussianNB().fit(X, Y)
// preds = gnb.predict(X)
// expected = np.array(predictions)
// assert expected == preds
// They should match closely (or exactly) depending on floating rounding.
}
} }
+1 -2
View File
@@ -207,8 +207,7 @@ impl<TY: Number + Ord + Unsigned> MultinomialNBDistribution<TY> {
/// Fits the distribution to a NxM matrix where N is number of samples and M is number of features. /// Fits the distribution to a NxM matrix where N is number of samples and M is number of features.
/// * `x` - training data. /// * `x` - training data.
/// * `y` - vector with target values (classes) of length N. /// * `y` - vector with target values (classes) of length N.
/// * `priors` - Optional vector with prior probabilities of the classes. If not defined, /// * `priors` - Optional vector with prior probabilities of the classes. If not defined, priors are adjusted according to the data.
/// priors are adjusted according to the data.
/// * `alpha` - Additive (Laplace/Lidstone) smoothing parameter. /// * `alpha` - Additive (Laplace/Lidstone) smoothing parameter.
pub fn fit<TX: Number + Unsigned, X: Array2<TX>, Y: Array1<TY>>( pub fn fit<TX: Number + Unsigned, X: Array2<TX>, Y: Array1<TY>>(
x: &X, x: &X,
+1 -1
View File
@@ -64,7 +64,7 @@ impl KNNWeightFunction {
KNNWeightFunction::Distance => { KNNWeightFunction::Distance => {
// if there are any points that has zero distance from one or more training points, // if there are any points that has zero distance from one or more training points,
// those training points are weighted as 1.0 and the other points as 0.0 // those training points are weighted as 1.0 and the other points as 0.0
if distances.iter().any(|&e| e == 0f64) { if distances.contains(&0f64) {
distances distances
.iter() .iter()
.map(|e| if *e == 0f64 { 1f64 } else { 0f64 }) .map(|e| if *e == 0f64 { 1f64 } else { 0f64 })
+3 -7
View File
@@ -24,7 +24,7 @@
//! // &[1.5, 1.0, 0.0, 1.5, 0.0, 0.0, 1.0, 0.0] //! // &[1.5, 1.0, 0.0, 1.5, 0.0, 0.0, 1.0, 0.0]
//! // &[1.5, 0.0, 1.0, 1.5, 0.0, 0.0, 0.0, 1.0] //! // &[1.5, 0.0, 1.0, 1.5, 0.0, 0.0, 0.0, 1.0]
//! ``` //! ```
use std::iter; use std::iter::repeat_n;
use crate::error::Failed; use crate::error::Failed;
use crate::linalg::basic::arrays::Array2; use crate::linalg::basic::arrays::Array2;
@@ -75,11 +75,7 @@ fn find_new_idxs(num_params: usize, cat_sizes: &[usize], cat_idxs: &[usize]) ->
let offset = (0..1).chain(offset_); let offset = (0..1).chain(offset_);
let new_param_idxs: Vec<usize> = (0..num_params) let new_param_idxs: Vec<usize> = (0..num_params)
.zip( .zip(repeats.zip(offset).flat_map(|(r, o)| repeat_n(o, r)))
repeats
.zip(offset)
.flat_map(|(r, o)| iter::repeat(o).take(r)),
)
.map(|(idx, ofst)| idx + ofst) .map(|(idx, ofst)| idx + ofst)
.collect(); .collect();
new_param_idxs new_param_idxs
@@ -124,7 +120,7 @@ impl OneHotEncoder {
let (nrows, _) = data.shape(); let (nrows, _) = data.shape();
// col buffer to avoid allocations // col buffer to avoid allocations
let mut col_buf: Vec<T> = iter::repeat(T::zero()).take(nrows).collect(); let mut col_buf: Vec<T> = repeat_n(T::zero(), nrows).collect();
let mut res: Vec<CategoryMapper<CategoricalFloat>> = Vec::with_capacity(idxs.len()); let mut res: Vec<CategoryMapper<CategoricalFloat>> = Vec::with_capacity(idxs.len());
+8 -12
View File
@@ -172,18 +172,14 @@ where
T: Number + RealNumber, T: Number + RealNumber,
M: Array2<T>, M: Array2<T>,
{ {
if let Some(output_matrix) = columns.first().cloned() { columns.first().cloned().map(|output_matrix| {
return Some( columns
columns .iter()
.iter() .skip(1)
.skip(1) .fold(output_matrix, |current_matrix, new_colum| {
.fold(output_matrix, |current_matrix, new_colum| { current_matrix.h_stack(new_colum)
current_matrix.h_stack(new_colum) })
}), })
);
} else {
None
}
} }
#[cfg(test)] #[cfg(test)]
+1 -1
View File
@@ -30,7 +30,7 @@ pub struct CSVDefinition<'a> {
/// What seperates the fields in your csv-file? /// What seperates the fields in your csv-file?
field_seperator: &'a str, field_seperator: &'a str,
} }
impl<'a> Default for CSVDefinition<'a> { impl Default for CSVDefinition<'_> {
fn default() -> Self { fn default() -> Self {
Self { Self {
n_rows_header: 1, n_rows_header: 1,
+282 -178
View File
@@ -25,14 +25,18 @@
/// search parameters /// search parameters
pub mod svc; pub mod svc;
pub mod svr; pub mod svr;
// /// search parameters space // search parameters space
// pub mod search; pub mod search;
use core::fmt::Debug; use core::fmt::Debug;
#[cfg(feature = "serde")] #[cfg(feature = "serde")]
use serde::{Deserialize, Serialize}; use serde::{Deserialize, Serialize};
// Only import typetag if not compiling for wasm32 and serde is enabled
#[cfg(all(feature = "serde", not(target_arch = "wasm32")))]
use typetag;
use crate::error::{Failed, FailedError}; use crate::error::{Failed, FailedError};
use crate::linalg::basic::arrays::{Array1, ArrayView1}; use crate::linalg::basic::arrays::{Array1, ArrayView1};
@@ -48,197 +52,281 @@ pub trait Kernel: Debug {
fn apply(&self, x_i: &Vec<f64>, x_j: &Vec<f64>) -> Result<f64, Failed>; fn apply(&self, x_i: &Vec<f64>, x_j: &Vec<f64>) -> Result<f64, Failed>;
} }
/// Pre-defined kernel functions /// A enumerator for all the kernels type to support.
/// This allows kernel selection and parameterization ergonomic, type-safe, and ready for use in parameter structs like SVRParameters.
/// You can construct kernels using the provided variants and builder-style methods.
///
/// # Examples
///
/// ```
/// use smartcore::svm::Kernels;
///
/// let linear = Kernels::linear();
/// let rbf = Kernels::rbf().with_gamma(0.5);
/// let poly = Kernels::polynomial().with_degree(3.0).with_gamma(0.5).with_coef0(1.0);
/// let sigmoid = Kernels::sigmoid().with_gamma(0.2).with_coef0(0.0);
/// ```
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))] #[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug, Clone)] #[derive(Debug, Clone, PartialEq)]
pub struct Kernels; pub enum Kernels {
/// Linear kernel (default).
///
/// Computes the standard dot product between vectors.
Linear,
/// Radial Basis Function (RBF) kernel.
///
/// Formula: K(x, y) = exp(-gamma * ||x-y||²)
RBF {
/// Controls the width of the Gaussian RBF kernel.
///
/// Larger values of gamma lead to higher bias and lower variance.
/// This parameter is inversely proportional to the radius of influence
/// of samples selected by the model as support vectors.
gamma: Option<f64>,
},
/// Polynomial kernel.
///
/// Formula: K(x, y) = (gamma * <x, y> + coef0)^degree
Polynomial {
/// The degree of the polynomial kernel.
///
/// Integer values are typical (2 = quadratic, 3 = cubic), but any positive real value is valid.
/// Higher degree values create decision boundaries with higher complexity.
degree: Option<f64>,
/// Kernel coefficient for the dot product.
///
/// Controls the influence of higher-degree versus lower-degree terms in the polynomial.
/// If None, a default value will be used.
gamma: Option<f64>,
/// Independent term in the polynomial kernel.
///
/// Controls the influence of higher-degree versus lower-degree terms.
/// If None, a default value of 1.0 will be used.
coef0: Option<f64>,
},
/// Sigmoid kernel.
///
/// Formula: K(x, y) = tanh(gamma * <x, y> + coef0)
Sigmoid {
/// Kernel coefficient for the dot product.
///
/// Controls the scaling of the dot product in the sigmoid function.
/// If None, a default value will be used.
gamma: Option<f64>,
/// Independent term in the sigmoid kernel.
///
/// Acts as a threshold/bias term in the sigmoid function.
/// If None, a default value of 1.0 will be used.
coef0: Option<f64>,
},
}
impl Kernels { impl Kernels {
/// Return a default linear /// Create a linear kernel.
pub fn linear() -> LinearKernel { ///
LinearKernel /// The linear kernel computes the dot product between two vectors:
/// K(x, y) = <x, y>
pub fn linear() -> Self {
Kernels::Linear
} }
/// Return a default RBF
pub fn rbf() -> RBFKernel { /// Create an RBF kernel with unspecified gamma.
RBFKernel::default() ///
/// The RBF kernel is defined as:
/// K(x, y) = exp(-gamma * ||x-y||²)
///
/// You should specify gamma using `with_gamma()` before using this kernel.
pub fn rbf() -> Self {
Kernels::RBF { gamma: None }
} }
/// Return a default polynomial
pub fn polynomial() -> PolynomialKernel { /// Create a polynomial kernel with default parameters.
PolynomialKernel::default() ///
/// The polynomial kernel is defined as:
/// K(x, y) = (gamma * <x, y> + coef0)^degree
///
/// Default values:
/// - gamma: None (must be specified)
/// - degree: None (must be specified)
/// - coef0: 1.0
pub fn polynomial() -> Self {
Kernels::Polynomial {
gamma: None,
degree: None,
coef0: Some(1.0),
}
} }
/// Return a default sigmoid
pub fn sigmoid() -> SigmoidKernel { /// Create a sigmoid kernel with default parameters.
SigmoidKernel::default() ///
/// The sigmoid kernel is defined as:
/// K(x, y) = tanh(gamma * <x, y> + coef0)
///
/// Default values:
/// - gamma: None (must be specified)
/// - coef0: 1.0
///
pub fn sigmoid() -> Self {
Kernels::Sigmoid {
gamma: None,
coef0: Some(1.0),
}
} }
}
/// Linear Kernel /// Set the `gamma` parameter for RBF, polynomial, or sigmoid kernels.
#[allow(clippy::derive_partial_eq_without_eq)] ///
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))] /// The gamma parameter has different interpretations depending on the kernel:
#[derive(Debug, Clone, PartialEq, Eq, Default)] /// - For RBF: Controls the width of the Gaussian. Larger values mean tighter fit.
pub struct LinearKernel; /// - For Polynomial: Scaling factor for the dot product.
/// - For Sigmoid: Scaling factor for the dot product.
/// Radial basis function (Gaussian) kernel ///
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))] pub fn with_gamma(self, gamma: f64) -> Self {
#[derive(Debug, Default, Clone, PartialEq)] match self {
pub struct RBFKernel { Kernels::RBF { .. } => Kernels::RBF { gamma: Some(gamma) },
/// kernel coefficient Kernels::Polynomial { degree, coef0, .. } => Kernels::Polynomial {
pub gamma: Option<f64>, gamma: Some(gamma),
} degree,
coef0,
#[allow(dead_code)] },
impl RBFKernel { Kernels::Sigmoid { coef0, .. } => Kernels::Sigmoid {
/// assign gamma parameter to kernel (required) gamma: Some(gamma),
/// ```rust coef0,
/// use smartcore::svm::RBFKernel; },
/// let knl = RBFKernel::default().with_gamma(0.7); other => other,
/// ``` }
pub fn with_gamma(mut self, gamma: f64) -> Self {
self.gamma = Some(gamma);
self
} }
}
/// Polynomial kernel /// Set the `degree` parameter for the polynomial kernel.
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))] ///
#[derive(Debug, Clone, PartialEq)] /// The degree parameter controls the flexibility of the decision boundary.
pub struct PolynomialKernel { /// Higher degrees create more complex boundaries but may lead to overfitting.
/// degree of the polynomial ///
pub degree: Option<f64>, pub fn with_degree(self, degree: f64) -> Self {
/// kernel coefficient match self {
pub gamma: Option<f64>, Kernels::Polynomial { gamma, coef0, .. } => Kernels::Polynomial {
/// independent term in kernel function degree: Some(degree),
pub coef0: Option<f64>, gamma,
} coef0,
},
other => other,
}
}
impl Default for PolynomialKernel { /// Set the `coef0` parameter for polynomial or sigmoid kernels.
fn default() -> Self { ///
Self { /// The coef0 parameter is the independent term in the kernel function:
gamma: Option::None, /// - For Polynomial: Controls the influence of higher-degree vs. lower-degree terms.
degree: Option::None, /// - For Sigmoid: Acts as a threshold/bias term.
coef0: Some(1f64), ///
pub fn with_coef0(self, coef0: f64) -> Self {
match self {
Kernels::Polynomial { degree, gamma, .. } => Kernels::Polynomial {
degree,
gamma,
coef0: Some(coef0),
},
Kernels::Sigmoid { gamma, .. } => Kernels::Sigmoid {
gamma,
coef0: Some(coef0),
},
other => other,
} }
} }
} }
impl PolynomialKernel { /// Implementation of the [`Kernel`] trait for the [`Kernels`] enum in smartcore.
/// set parameters for kernel ///
/// ```rust /// This method computes the value of the kernel function between two feature vectors `x_i` and `x_j`,
/// use smartcore::svm::PolynomialKernel; /// according to the variant and parameters of the [`Kernels`] enum. This enables flexible and type-safe
/// let knl = PolynomialKernel::default().with_params(3.0, 0.7, 1.0); /// selection of kernel functions for SVM and SVR models in smartcore.
/// ``` ///
pub fn with_params(mut self, degree: f64, gamma: f64, coef0: f64) -> Self { /// # Supported Kernels
self.degree = Some(degree); ///
self.gamma = Some(gamma); /// - [`Kernels::Linear`]: Computes the standard dot product between `x_i` and `x_j`.
self.coef0 = Some(coef0); /// - [`Kernels::RBF`]: Computes the Radial Basis Function (Gaussian) kernel. Requires `gamma`.
self /// - [`Kernels::Polynomial`]: Computes the polynomial kernel. Requires `degree`, `gamma`, and `coef0`.
} /// - [`Kernels::Sigmoid`]: Computes the sigmoid kernel. Requires `gamma` and `coef0`.
/// set gamma parameter for kernel ///
/// ```rust /// # Parameters
/// use smartcore::svm::PolynomialKernel; ///
/// let knl = PolynomialKernel::default().with_gamma(0.7); /// - `x_i`: First input vector (feature vector).
/// ``` /// - `x_j`: Second input vector (feature vector).
pub fn with_gamma(mut self, gamma: f64) -> Self { ///
self.gamma = Some(gamma); /// # Returns
self ///
} /// - `Ok(f64)`: The computed kernel value.
/// set degree parameter for kernel /// - `Err(Failed)`: If any required kernel parameter is missing.
/// ```rust ///
/// use smartcore::svm::PolynomialKernel; /// # Errors
/// let knl = PolynomialKernel::default().with_degree(3.0, 100); ///
/// ``` /// Returns `Err(Failed)` if a required parameter (such as `gamma`, `degree`, or `coef0`)
pub fn with_degree(self, degree: f64, n_features: usize) -> Self { /// is `None` for the selected kernel variant.
self.with_params(degree, 1f64, 1f64 / n_features as f64) ///
} /// # Example
} ///
/// ```
/// Sigmoid (hyperbolic tangent) kernel /// use smartcore::svm::Kernels;
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))] /// use smartcore::svm::Kernel;
#[derive(Debug, Clone, PartialEq)] ///
pub struct SigmoidKernel { /// let x = vec![1.0, 2.0, 3.0];
/// kernel coefficient /// let y = vec![4.0, 5.0, 6.0];
pub gamma: Option<f64>, /// let kernel = Kernels::rbf().with_gamma(0.5);
/// independent term in kernel function /// let value = kernel.apply(&x, &y).unwrap();
pub coef0: Option<f64>, /// ```
} ///
/// # Notes
impl Default for SigmoidKernel { ///
fn default() -> Self { /// - This implementation follows smartcore's philosophy: pure Rust, no macros, no unsafe code,
Self { /// and an accessible, pythonic API surface for both ML practitioners and Rust beginners.
gamma: Option::None, /// - All kernel parameters must be set before calling `apply`; missing parameters will result in an error.
coef0: Some(1f64), ///
} /// See the [`Kernels`] enum documentation for more details on each kernel type and its parameters.
}
}
impl SigmoidKernel {
/// set parameters for kernel
/// ```rust
/// use smartcore::svm::SigmoidKernel;
/// let knl = SigmoidKernel::default().with_params(0.7, 1.0);
/// ```
pub fn with_params(mut self, gamma: f64, coef0: f64) -> Self {
self.gamma = Some(gamma);
self.coef0 = Some(coef0);
self
}
/// set gamma parameter for kernel
/// ```rust
/// use smartcore::svm::SigmoidKernel;
/// let knl = SigmoidKernel::default().with_gamma(0.7);
/// ```
pub fn with_gamma(mut self, gamma: f64) -> Self {
self.gamma = Some(gamma);
self
}
}
#[cfg_attr(all(feature = "serde", not(target_arch = "wasm32")), typetag::serde)] #[cfg_attr(all(feature = "serde", not(target_arch = "wasm32")), typetag::serde)]
impl Kernel for LinearKernel { impl Kernel for Kernels {
fn apply(&self, x_i: &Vec<f64>, x_j: &Vec<f64>) -> Result<f64, Failed> { fn apply(&self, x_i: &Vec<f64>, x_j: &Vec<f64>) -> Result<f64, Failed> {
Ok(x_i.dot(x_j)) match self {
} Kernels::Linear => Ok(x_i.dot(x_j)),
} Kernels::RBF { gamma } => {
let gamma = gamma.ok_or_else(|| {
#[cfg_attr(all(feature = "serde", not(target_arch = "wasm32")), typetag::serde)] Failed::because(FailedError::ParametersError, "gamma not set")
impl Kernel for RBFKernel { })?;
fn apply(&self, x_i: &Vec<f64>, x_j: &Vec<f64>) -> Result<f64, Failed> { let v_diff = x_i.sub(x_j);
if self.gamma.is_none() { Ok((-gamma * v_diff.mul(&v_diff).sum()).exp())
return Err(Failed::because( }
FailedError::ParametersError, Kernels::Polynomial {
"gamma should be set, use {Kernel}::default().with_gamma(..)", degree,
)); gamma,
coef0,
} => {
let degree = degree.ok_or_else(|| {
Failed::because(FailedError::ParametersError, "degree not set")
})?;
let gamma = gamma.ok_or_else(|| {
Failed::because(FailedError::ParametersError, "gamma not set")
})?;
let coef0 = coef0.ok_or_else(|| {
Failed::because(FailedError::ParametersError, "coef0 not set")
})?;
let dot = x_i.dot(x_j);
Ok((gamma * dot + coef0).powf(degree))
}
Kernels::Sigmoid { gamma, coef0 } => {
let gamma = gamma.ok_or_else(|| {
Failed::because(FailedError::ParametersError, "gamma not set")
})?;
let coef0 = coef0.ok_or_else(|| {
Failed::because(FailedError::ParametersError, "coef0 not set")
})?;
let dot = x_i.dot(x_j);
Ok((gamma * dot + coef0).tanh())
}
} }
let v_diff = x_i.sub(x_j);
Ok((-self.gamma.unwrap() * v_diff.mul(&v_diff).sum()).exp())
}
}
#[cfg_attr(all(feature = "serde", not(target_arch = "wasm32")), typetag::serde)]
impl Kernel for PolynomialKernel {
fn apply(&self, x_i: &Vec<f64>, x_j: &Vec<f64>) -> Result<f64, Failed> {
if self.gamma.is_none() || self.coef0.is_none() || self.degree.is_none() {
return Err(Failed::because(
FailedError::ParametersError, "gamma, coef0, degree should be set,
use {Kernel}::default().with_{parameter}(..)")
);
}
let dot = x_i.dot(x_j);
Ok((self.gamma.unwrap() * dot + self.coef0.unwrap()).powf(self.degree.unwrap()))
}
}
#[cfg_attr(all(feature = "serde", not(target_arch = "wasm32")), typetag::serde)]
impl Kernel for SigmoidKernel {
fn apply(&self, x_i: &Vec<f64>, x_j: &Vec<f64>) -> Result<f64, Failed> {
if self.gamma.is_none() || self.coef0.is_none() {
return Err(Failed::because(
FailedError::ParametersError, "gamma, coef0, degree should be set,
use {Kernel}::default().with_{parameter}(..)")
);
}
let dot = x_i.dot(x_j);
Ok(self.gamma.unwrap() * dot + self.coef0.unwrap().tanh())
} }
} }
@@ -247,6 +335,18 @@ mod tests {
use super::*; use super::*;
use crate::svm::Kernels; use crate::svm::Kernels;
#[test]
fn rbf_kernel() {
let v1 = vec![1., 2., 3.];
let v2 = vec![4., 5., 6.];
let result = Kernels::rbf()
.with_gamma(0.055)
.apply(&v1, &v2)
.unwrap()
.abs();
assert!((0.2265f64 - result) < 1e-4);
}
#[cfg_attr( #[cfg_attr(
all(target_arch = "wasm32", not(target_os = "wasi")), all(target_arch = "wasm32", not(target_os = "wasi")),
wasm_bindgen_test::wasm_bindgen_test wasm_bindgen_test::wasm_bindgen_test
@@ -264,7 +364,7 @@ mod tests {
wasm_bindgen_test::wasm_bindgen_test wasm_bindgen_test::wasm_bindgen_test
)] )]
#[test] #[test]
fn rbf_kernel() { fn test_rbf_kernel() {
let v1 = vec![1., 2., 3.]; let v1 = vec![1., 2., 3.];
let v2 = vec![4., 5., 6.]; let v2 = vec![4., 5., 6.];
@@ -287,7 +387,10 @@ mod tests {
let v2 = vec![4., 5., 6.]; let v2 = vec![4., 5., 6.];
let result = Kernels::polynomial() let result = Kernels::polynomial()
.with_params(3.0, 0.5, 1.0) .with_gamma(0.5)
.with_degree(3.0)
.with_coef0(1.0)
//.with_params(3.0, 0.5, 1.0)
.apply(&v1, &v2) .apply(&v1, &v2)
.unwrap() .unwrap()
.abs(); .abs();
@@ -305,7 +408,8 @@ mod tests {
let v2 = vec![4., 5., 6.]; let v2 = vec![4., 5., 6.];
let result = Kernels::sigmoid() let result = Kernels::sigmoid()
.with_params(0.01, 0.1) .with_gamma(0.01)
.with_coef0(0.1)
.apply(&v1, &v2) .apply(&v1, &v2)
.unwrap() .unwrap()
.abs(); .abs();
+2
View File
@@ -1,3 +1,5 @@
//! SVC and Grid Search
/// SVC search parameters /// SVC search parameters
pub mod svc_params; pub mod svc_params;
/// SVC search parameters /// SVC search parameters
+282 -101
View File
@@ -1,112 +1,293 @@
// /// SVR grid search parameters //! # SVR Grid Search Parameters
// #[cfg_attr(feature = "serde", derive(Serialize, Deserialize))] //!
// #[derive(Debug, Clone)] //! This module provides utilities for defining and iterating over grid search parameter spaces
// pub struct SVRSearchParameters<T: Number + RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>> { //! for Support Vector Regression (SVR) models in [smartcore](https://github.com/smartcorelib/smartcore).
// /// Epsilon in the epsilon-SVR model. //!
// pub eps: Vec<T>, //! The main struct, [`SVRSearchParameters`], allows users to specify multiple values for each
// /// Regularization parameter. //! SVR hyperparameter (epsilon, regularization parameter C, tolerance, and kernel function).
// pub c: Vec<T>, //! The provided iterator yields all possible combinations (the Cartesian product) of these parameters,
// /// Tolerance for stopping eps. //! enabling exhaustive grid search for hyperparameter tuning.
// pub tol: Vec<T>, //!
// /// The kernel function. //!
// pub kernel: Vec<K>, //! ## Example
// /// Unused parameter. //! ```
// m: PhantomData<M>, //! use smartcore::svm::Kernels;
// } //! use smartcore::svm::search::svr_params::SVRSearchParameters;
//! use smartcore::linalg::basic::matrix::DenseMatrix;
//!
//! let params = SVRSearchParameters::<f64, DenseMatrix<f64>> {
//! eps: vec![0.1, 0.2],
//! c: vec![1.0, 10.0],
//! tol: vec![1e-3],
//! kernel: vec![Kernels::linear(), Kernels::rbf().with_gamma(0.5)],
//! m: std::marker::PhantomData,
//! };
//!
//! // for param_set in params.into_iter() {
//! // Use param_set (of type svr::SVRParameters) to fit and evaluate your SVR model.
//! // }
//! ```
//!
//!
//! ## Note
//! This module is intended for use with smartcore version 0.4 or later. The API is not compatible with older versions[1].
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
// /// SVR grid search iterator use crate::linalg::basic::arrays::Array2;
// pub struct SVRSearchParametersIterator<T: Number + RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>> { use crate::numbers::basenum::Number;
// svr_search_parameters: SVRSearchParameters<T, M, K>, use crate::numbers::floatnum::FloatNumber;
// current_eps: usize, use crate::numbers::realnum::RealNumber;
// current_c: usize, use crate::svm::{svr, Kernels};
// current_tol: usize, use std::marker::PhantomData;
// current_kernel: usize,
// }
// impl<T: Number + RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>> IntoIterator /// ## SVR grid search parameters
// for SVRSearchParameters<T, M, K> /// A struct representing a grid of hyperparameters for SVR grid search in smartcore.
// { ///
// type Item = SVRParameters<T, M, K>; /// Each field is a vector of possible values for the corresponding SVR hyperparameter.
// type IntoIter = SVRSearchParametersIterator<T, M, K>; /// The [`IntoIterator`] implementation yields every possible combination of these parameters
/// as an `svr::SVRParameters` struct, suitable for use in model selection routines.
///
/// # Type Parameters
/// - `T`: Numeric type for parameters (e.g., `f64`)
/// - `M`: Matrix type implementing [`Array2<T>`]
///
/// # Fields
/// - `eps`: Vector of epsilon values for the epsilon-insensitive loss in SVR.
/// - `c`: Vector of regularization parameters (C) for SVR.
/// - `tol`: Vector of tolerance values for the stopping criterion.
/// - `kernel`: Vector of kernel function variants (see [`Kernels`]).
/// - `m`: Phantom data for the matrix type parameter.
///
/// # Example
/// ```
/// use smartcore::svm::Kernels;
/// use smartcore::svm::search::svr_params::SVRSearchParameters;
/// use smartcore::linalg::basic::matrix::DenseMatrix;
///
/// let params = SVRSearchParameters::<f64, DenseMatrix<f64>> {
/// eps: vec![0.1, 0.2],
/// c: vec![1.0, 10.0],
/// tol: vec![1e-3],
/// kernel: vec![Kernels::linear(), Kernels::rbf().with_gamma(0.5)],
/// m: std::marker::PhantomData,
/// };
/// ```
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug, Clone)]
pub struct SVRSearchParameters<T: Number + RealNumber, M: Array2<T>> {
/// 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<Kernels>,
/// Unused parameter.
pub m: PhantomData<M>,
}
// fn into_iter(self) -> Self::IntoIter { /// SVR grid search iterator
// SVRSearchParametersIterator { pub struct SVRSearchParametersIterator<T: Number + RealNumber, M: Array2<T>> {
// svr_search_parameters: self, svr_search_parameters: SVRSearchParameters<T, M>,
// current_eps: 0, current_eps: usize,
// current_c: 0, current_c: usize,
// current_tol: 0, current_tol: usize,
// current_kernel: 0, current_kernel: usize,
// } }
// }
// }
// impl<T: Number + RealNumber, M: Matrix<T>, K: Kernel<T, M::RowVector>> Iterator impl<T: Number + FloatNumber + RealNumber, M: Array2<T>> IntoIterator
// for SVRSearchParametersIterator<T, M, K> for SVRSearchParameters<T, M>
// { {
// type Item = SVRParameters<T, M, K>; type Item = svr::SVRParameters<T>;
type IntoIter = SVRSearchParametersIterator<T, M>;
// fn next(&mut self) -> Option<Self::Item> { fn into_iter(self) -> Self::IntoIter {
// if self.current_eps == self.svr_search_parameters.eps.len() SVRSearchParametersIterator {
// && self.current_c == self.svr_search_parameters.c.len() svr_search_parameters: self,
// && self.current_tol == self.svr_search_parameters.tol.len() current_eps: 0,
// && self.current_kernel == self.svr_search_parameters.kernel.len() current_c: 0,
// { current_tol: 0,
// return None; current_kernel: 0,
// } }
}
}
// let next = SVRParameters::<T, M, K> { impl<T: Number + FloatNumber + RealNumber, M: Array2<T>> Iterator
// eps: self.svr_search_parameters.eps[self.current_eps], for SVRSearchParametersIterator<T, M>
// c: self.svr_search_parameters.c[self.current_c], {
// tol: self.svr_search_parameters.tol[self.current_tol], type Item = svr::SVRParameters<T>;
// kernel: self.svr_search_parameters.kernel[self.current_kernel].clone(),
// m: PhantomData,
// };
// if self.current_eps + 1 < self.svr_search_parameters.eps.len() { fn next(&mut self) -> Option<Self::Item> {
// self.current_eps += 1; if self.current_eps == self.svr_search_parameters.eps.len()
// } else if self.current_c + 1 < self.svr_search_parameters.c.len() { && self.current_c == self.svr_search_parameters.c.len()
// self.current_eps = 0; && self.current_tol == self.svr_search_parameters.tol.len()
// self.current_c += 1; && self.current_kernel == self.svr_search_parameters.kernel.len()
// } else if self.current_tol + 1 < self.svr_search_parameters.tol.len() { {
// self.current_eps = 0; return None;
// 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) let next = svr::SVRParameters::<T> {
// } 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: Some(self.svr_search_parameters.kernel[self.current_kernel].clone()),
};
// impl<T: Number + RealNumber, M: Matrix<T>> Default for SVRSearchParameters<T, M, LinearKernel> { if self.current_eps + 1 < self.svr_search_parameters.eps.len() {
// fn default() -> Self { self.current_eps += 1;
// let default_params: SVRParameters<T, M, LinearKernel> = SVRParameters::default(); } 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;
}
// SVRSearchParameters { Some(next)
// 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))] impl<T: Number + FloatNumber + RealNumber, M: Array2<T>> Default for SVRSearchParameters<T, M> {
// #[derive(Debug)] fn default() -> Self {
// #[cfg_attr( let default_params: svr::SVRParameters<T> = svr::SVRParameters::default();
// feature = "serde",
// serde(bound( SVRSearchParameters {
// serialize = "M::RowVector: Serialize, K: Serialize, T: Serialize", eps: vec![default_params.eps],
// deserialize = "M::RowVector: Deserialize<'de>, K: Deserialize<'de>, T: Deserialize<'de>", c: vec![default_params.c],
// )) tol: vec![default_params.tol],
// )] kernel: vec![default_params.kernel.unwrap_or_else(Kernels::linear)],
m: PhantomData,
}
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::linalg::basic::matrix::DenseMatrix;
use crate::svm::Kernels;
type T = f64;
type M = DenseMatrix<T>;
#[test]
fn test_default_parameters() {
let params = SVRSearchParameters::<T, M>::default();
assert_eq!(params.eps.len(), 1);
assert_eq!(params.c.len(), 1);
assert_eq!(params.tol.len(), 1);
assert_eq!(params.kernel.len(), 1);
// Check that the default kernel is linear
assert_eq!(params.kernel[0], Kernels::linear());
}
#[test]
fn test_single_grid_iteration() {
let params = SVRSearchParameters::<T, M> {
eps: vec![0.1],
c: vec![1.0],
tol: vec![1e-3],
kernel: vec![Kernels::rbf().with_gamma(0.5)],
m: PhantomData,
};
let mut iter = params.into_iter();
let param = iter.next().unwrap();
assert_eq!(param.eps, 0.1);
assert_eq!(param.c, 1.0);
assert_eq!(param.tol, 1e-3);
assert_eq!(param.kernel, Some(Kernels::rbf().with_gamma(0.5)));
assert!(iter.next().is_none());
}
#[test]
fn test_cartesian_grid_iteration() {
let params = SVRSearchParameters::<T, M> {
eps: vec![0.1, 0.2],
c: vec![1.0, 2.0],
tol: vec![1e-3],
kernel: vec![Kernels::linear(), Kernels::rbf().with_gamma(0.5)],
m: PhantomData,
};
let expected_count =
params.eps.len() * params.c.len() * params.tol.len() * params.kernel.len();
let results: Vec<_> = params.into_iter().collect();
assert_eq!(results.len(), expected_count);
// Check that all parameter combinations are present
let mut seen = vec![];
for p in &results {
seen.push((p.eps, p.c, p.tol, p.kernel.clone().unwrap()));
}
for &eps in &[0.1, 0.2] {
for &c in &[1.0, 2.0] {
for &tol in &[1e-3] {
for kernel in &[Kernels::linear(), Kernels::rbf().with_gamma(0.5)] {
assert!(seen.contains(&(eps, c, tol, kernel.clone())));
}
}
}
}
}
#[test]
fn test_empty_grid() {
let params = SVRSearchParameters::<T, M> {
eps: vec![],
c: vec![],
tol: vec![],
kernel: vec![],
m: PhantomData,
};
let mut iter = params.into_iter();
assert!(iter.next().is_none());
}
#[test]
fn test_kernel_enum_variants() {
let lin = Kernels::linear();
let rbf = Kernels::rbf().with_gamma(0.2);
let poly = Kernels::polynomial()
.with_degree(2.0)
.with_gamma(1.0)
.with_coef0(0.5);
let sig = Kernels::sigmoid().with_gamma(0.3).with_coef0(0.1);
assert_eq!(lin, Kernels::Linear);
match rbf {
Kernels::RBF { gamma } => assert_eq!(gamma, Some(0.2)),
_ => panic!("Not RBF"),
}
match poly {
Kernels::Polynomial {
degree,
gamma,
coef0,
} => {
assert_eq!(degree, Some(2.0));
assert_eq!(gamma, Some(1.0));
assert_eq!(coef0, Some(0.5));
}
_ => panic!("Not Polynomial"),
}
match sig {
Kernels::Sigmoid { gamma, coef0 } => {
assert_eq!(gamma, Some(0.3));
assert_eq!(coef0, Some(0.1));
}
_ => panic!("Not Sigmoid"),
}
}
}
+378 -64
View File
@@ -58,10 +58,11 @@
//! 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1]; //! 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1];
//! //!
//! let knl = Kernels::linear(); //! let knl = Kernels::linear();
//! let params = &SVCParameters::default().with_c(200.0).with_kernel(knl); //! let parameters = &SVCParameters::default().with_c(200.0).with_kernel(knl);
//! let svc = SVC::fit(&x, &y, params).unwrap(); //! let svc = SVC::fit(&x, &y, parameters).unwrap();
//! //!
//! let y_hat = svc.predict(&x).unwrap(); //! let y_hat = svc.predict(&x).unwrap();
//!
//! ``` //! ```
//! //!
//! ## References: //! ## References:
@@ -84,12 +85,194 @@ use serde::{Deserialize, Serialize};
use crate::api::{PredictorBorrow, SupervisedEstimatorBorrow}; use crate::api::{PredictorBorrow, SupervisedEstimatorBorrow};
use crate::error::{Failed, FailedError}; use crate::error::{Failed, FailedError};
use crate::linalg::basic::arrays::{Array1, Array2, MutArray}; use crate::linalg::basic::arrays::{Array, Array1, Array2, MutArray};
use crate::numbers::basenum::Number; use crate::numbers::basenum::Number;
use crate::numbers::realnum::RealNumber; use crate::numbers::realnum::RealNumber;
use crate::rand_custom::get_rng_impl; use crate::rand_custom::get_rng_impl;
use crate::svm::Kernel; use crate::svm::Kernel;
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug)]
/// Configuration for a multi-class Support Vector Machine (SVM) classifier.
/// This struct holds the indices of the data points relevant to a specific binary
/// classification problem within a multi-class context, and the two classes
/// being discriminated.
struct MultiClassConfig<TY: Number + Ord> {
/// The indices of the data points from the original dataset that belong to the two `classes`.
indices: Vec<usize>,
/// A tuple representing the two classes that this configuration is designed to distinguish.
classes: (TY, TY),
}
impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>>
SupervisedEstimatorBorrow<'a, X, Y, SVCParameters<TX, TY, X, Y>>
for MultiClassSVC<'a, TX, TY, X, Y>
{
/// Creates a new, empty `MultiClassSVC` instance.
fn new() -> Self {
Self {
classifiers: Option::None,
}
}
/// Fits the `MultiClassSVC` model to the provided data and parameters.
///
/// This method delegates the fitting process to the inherent `MultiClassSVC::fit` method.
///
/// # Arguments
/// * `x` - A reference to the input features (2D array).
/// * `y` - A reference to the target labels (1D array).
/// * `parameters` - A reference to the `SVCParameters` controlling the SVM training.
///
/// # Returns
/// A `Result` indicating success (`Self`) or failure (`Failed`).
fn fit(
x: &'a X,
y: &'a Y,
parameters: &'a SVCParameters<TX, TY, X, Y>,
) -> Result<Self, Failed> {
MultiClassSVC::fit(x, y, parameters)
}
}
impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>>
PredictorBorrow<'a, X, TX> for MultiClassSVC<'a, TX, TY, X, Y>
{
/// Predicts the class labels for new data points.
///
/// This method delegates the prediction process to the inherent `MultiClassSVC::predict` method.
///
/// # Arguments
/// * `x` - A reference to the input features (2D array) for which to make predictions.
///
/// # Returns
/// A `Result` containing a `Vec` of predicted class labels (`TX`) or a `Failed` error.
fn predict(&self, x: &'a X) -> Result<Vec<TX>, Failed> {
Ok(self.predict(x).unwrap())
}
}
/// A multi-class Support Vector Machine (SVM) classifier.
///
/// This struct implements a multi-class SVM using the "one-vs-one" strategy,
/// where a separate binary SVC classifier is trained for every pair of classes.
///
/// # Type Parameters
/// * `'a` - Lifetime parameter for borrowed data.
/// * `TX` - The numeric type of the input features (must implement `Number` and `RealNumber`).
/// * `TY` - The numeric type of the target labels (must implement `Number` and `Ord`).
/// * `X` - The type representing the 2D array of input features (e.g., a matrix).
/// * `Y` - The type representing the 1D array of target labels (e.g., a vector).
pub struct MultiClassSVC<
'a,
TX: Number + RealNumber,
TY: Number + Ord,
X: Array2<TX>,
Y: Array1<TY>,
> {
/// An optional vector of binary `SVC` classifiers.
classifiers: Option<Vec<SVC<'a, TX, TY, X, Y>>>,
}
impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>>
MultiClassSVC<'a, TX, TY, X, Y>
{
/// Fits the `MultiClassSVC` model to the provided data using a one-vs-one strategy.
///
/// This method identifies all unique classes in the target labels `y` and then
/// trains a binary `SVC` for every unique pair of classes. For each pair, it
/// extracts the relevant data points and their labels, and then trains a
/// specialized `SVC` for that binary classification task.
///
/// # Arguments
/// * `x` - A reference to the input features (2D array).
/// * `y` - A reference to the target labels (1D array).
/// * `parameters` - A reference to the `SVCParameters` controlling the SVM training for each individual binary classifier.
///
///
/// # Returns
/// A `Result` indicating success (`MultiClassSVC`) or failure (`Failed`).
pub fn fit(
x: &'a X,
y: &'a Y,
parameters: &'a SVCParameters<TX, TY, X, Y>,
) -> Result<MultiClassSVC<'a, TX, TY, X, Y>, Failed> {
let unique_classes = y.unique();
let mut classifiers = Vec::new();
// Iterate through all unique pairs of classes (one-vs-one strategy)
for i in 0..unique_classes.len() {
for j in i..unique_classes.len() {
if i == j {
continue;
}
let class0 = unique_classes[j];
let class1 = unique_classes[i];
let mut indices = Vec::new();
// Collect indices of data points belonging to the current pair of classes
for (index, v) in y.iterator(0).enumerate() {
if *v == class0 || *v == class1 {
indices.push(index)
}
}
let classes = (class0, class1);
let multiclass_config = MultiClassConfig { classes, indices };
// Fit a binary SVC for the current pair of classes
let svc = SVC::multiclass_fit(x, y, parameters, multiclass_config).unwrap();
classifiers.push(svc);
}
}
Ok(Self {
classifiers: Some(classifiers),
})
}
/// Predicts the class labels for new data points using the trained multi-class SVM.
///
/// This method uses a "voting" scheme (majority vote) among all the binary
/// classifiers to determine the final prediction for each data point.
///
/// # Arguments
/// * `x` - A reference to the input features (2D array) for which to make predictions.
///
/// # Returns
/// A `Result` containing a `Vec` of predicted class labels (`TX`) or a `Failed` error.
///
pub fn predict(&self, x: &X) -> Result<Vec<TX>, Failed> {
// Initialize a HashMap for each data point to store votes for each class
let mut polls = vec![HashMap::new(); x.shape().0];
// Retrieve the trained binary classifiers
let classifiers = self.classifiers.as_ref().unwrap();
// Iterate through each binary classifier
for i in 0..classifiers.len() {
let svc = classifiers.get(i).unwrap();
let predictions = svc.predict(x).unwrap(); // call SVC::predict for each binary classifier
// For each prediction from the current binary classifier
for (j, prediction) in predictions.iter().enumerate() {
let prediction = prediction.to_i32().unwrap();
let poll = polls.get_mut(j).unwrap(); // Get the poll for the current data point
// Increment the vote for the predicted class
if let Some(count) = poll.get_mut(&prediction) {
*count += 1
} else {
poll.insert(prediction, 1);
}
}
}
// Determine the final prediction for each data point based on majority vote
Ok(polls
.iter()
.map(|v| {
// Find the class with the maximum votes for each data point
TX::from(*v.iter().max_by_key(|(_, class)| *class).unwrap().0).unwrap()
})
.collect())
}
}
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))] #[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug)] #[derive(Debug)]
/// SVC Parameters /// SVC Parameters
@@ -123,7 +306,7 @@ pub struct SVCParameters<TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX
)] )]
/// Support Vector Classifier /// Support Vector Classifier
pub struct SVC<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>> { pub struct SVC<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>> {
classes: Option<Vec<TY>>, classes: Option<(TY, TY)>,
instances: Option<Vec<Vec<TX>>>, instances: Option<Vec<Vec<TX>>>,
#[cfg_attr(feature = "serde", serde(skip))] #[cfg_attr(feature = "serde", serde(skip))]
parameters: Option<&'a SVCParameters<TX, TY, X, Y>>, parameters: Option<&'a SVCParameters<TX, TY, X, Y>>,
@@ -152,7 +335,9 @@ struct Cache<TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1
struct Optimizer<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>> { struct Optimizer<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>> {
x: &'a X, x: &'a X,
y: &'a Y, y: &'a Y,
indices: Option<Vec<usize>>,
parameters: &'a SVCParameters<TX, TY, X, Y>, parameters: &'a SVCParameters<TX, TY, X, Y>,
classes: &'a (TY, TY),
svmin: usize, svmin: usize,
svmax: usize, svmax: usize,
gmin: TX, gmin: TX,
@@ -180,12 +365,12 @@ impl<TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>>
self.tol = tol; self.tol = tol;
self self
} }
/// The kernel function. /// The kernel function.
pub fn with_kernel<K: Kernel + 'static>(mut self, kernel: K) -> Self { pub fn with_kernel<K: Kernel + 'static>(mut self, kernel: K) -> Self {
self.kernel = Some(Box::new(kernel)); self.kernel = Some(Box::new(kernel));
self self
} }
/// Seed for the pseudo random number generator. /// Seed for the pseudo random number generator.
pub fn with_seed(mut self, seed: Option<u64>) -> Self { pub fn with_seed(mut self, seed: Option<u64>) -> Self {
self.seed = seed; self.seed = seed;
@@ -241,17 +426,98 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX> + 'a, Y: Array1<TY> + 'a> impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX> + 'a, Y: Array1<TY> + 'a>
SVC<'a, TX, TY, X, Y> SVC<'a, TX, TY, X, Y>
{ {
/// Fits SVC to your data. /// Fits a binary Support Vector Classifier (SVC) to the provided data.
/// * `x` - _NxM_ matrix with _N_ observations and _M_ features in each observation. ///
/// * `y` - class labels /// This is the primary `fit` method for a standalone binary SVC. It expects
/// * `parameters` - optional parameters, use `Default::default()` to set parameters to default values. /// the target labels `y` to contain exactly two unique classes. If more or
/// fewer than two classes are found, it returns an error. It then extracts
/// these two classes and proceeds to optimize and fit the SVC model.
///
/// # Arguments
/// * `x` - A reference to the input features (2D array) of the training data.
/// * `y` - A reference to the target labels (1D array) of the training data. `y` must contain exactly two unique class labels.
/// * `parameters` - A reference to the `SVCParameters` controlling the training process.
///
/// # Returns
/// A `Result` which is:
/// - `Ok(SVC<'a, TX, TY, X, Y>)`: A new, fitted binary SVC instance.
/// - `Err(Failed)`: If the number of unique classes in `y` is not exactly two, or if the underlying optimization fails.
pub fn fit( pub fn fit(
x: &'a X, x: &'a X,
y: &'a Y, y: &'a Y,
parameters: &'a SVCParameters<TX, TY, X, Y>, parameters: &'a SVCParameters<TX, TY, X, Y>,
) -> Result<SVC<'a, TX, TY, X, Y>, Failed> { ) -> Result<SVC<'a, TX, TY, X, Y>, Failed> {
let (n, _) = x.shape(); let classes = y.unique();
// Validate that there are exactly two unique classes in the target labels.
if classes.len() != 2 {
return Err(Failed::fit(&format!(
"Incorrect number of classes: {}. A binary SVC requires exactly two classes.",
classes.len()
)));
}
let classes = (classes[0], classes[1]);
let svc = Self::optimize_and_fit(x, y, parameters, classes, None);
svc
}
/// Fits a binary Support Vector Classifier (SVC) specifically for multi-class scenarios.
///
/// This function is intended to be called by a multi-class strategy (e.g., one-vs-one)
/// to train individual binary SVCs. It takes a `MultiClassConfig` which specifies
/// the two classes this SVC should discriminate and the subset of data indices
/// relevant to these classes. It then delegates the actual optimization and fitting
/// to `optimize_and_fit`.
///
/// # Arguments
/// * `x` - A reference to the input features (2D array) of the training data.
/// * `y` - A reference to the target labels (1D array) of the training data.
/// * `parameters` - A reference to the `SVCParameters` controlling the training process (e.g., kernel, C-value, tolerance).
/// * `multiclass_config` - A `MultiClassConfig` struct containing:
/// - `classes`: A tuple `(class0, class1)` specifying the two classes this SVC should distinguish.
/// - `indices`: A `Vec<usize>` containing the indices of the data points in `x` and `y that belong to either `class0` or `class1`.`
///
/// # Returns
/// A `Result` which is:
/// - `Ok(SVC<'a, TX, TY, X, Y>)`: A new, fitted binary SVC instance.
/// - `Err(Failed)`: If the fitting process encounters an error (e.g., invalid parameters).
fn multiclass_fit(
x: &'a X,
y: &'a Y,
parameters: &'a SVCParameters<TX, TY, X, Y>,
multiclass_config: MultiClassConfig<TY>,
) -> Result<SVC<'a, TX, TY, X, Y>, Failed> {
let classes = multiclass_config.classes;
let indices = multiclass_config.indices;
let svc = Self::optimize_and_fit(x, y, parameters, classes, Some(indices));
svc
}
/// Internal function to optimize and fit the Support Vector Classifier.
///
/// This is the core logic for training a binary SVC. It performs several checks
/// (e.g., kernel presence, data shape consistency) and then initializes an
/// `Optimizer` to find the support vectors, weights (`w`), and bias (`b`).
///
/// # Arguments
/// * `x` - A reference to the input features (2D array) of the training data.
/// * `y` - A reference to the target labels (1D array) of the training data.
/// * `parameters` - A reference to the `SVCParameters` defining the SVM model's configuration.
/// * `classes` - A tuple `(class0, class1)` representing the two distinct class labels that the SVC will learn to separate.
/// * `indices` - An `Option<Vec<usize>>`. If `Some`, it contains the specific indices of data points from `x` and `y` that should be used for training this binary classifier. If `None`, all data points in `x` and `y` are considered.
/// # Returns
/// A `Result` which is:
/// - `Ok(SVC<'a, TX, TY, X, Y>)`: A new `SVC` instance populated with the learned model components (support vectors, weights, bias).
/// - `Err(Failed)`: If any of the validation checks fail (e.g., missing kernel, mismatched data shapes), or if the optimization process fails.
fn optimize_and_fit(
x: &'a X,
y: &'a Y,
parameters: &'a SVCParameters<TX, TY, X, Y>,
classes: (TY, TY),
indices: Option<Vec<usize>>,
) -> Result<SVC<'a, TX, TY, X, Y>, Failed> {
let (n_samples, _) = x.shape();
// Validate that a kernel has been defined in the parameters.
if parameters.kernel.is_none() { if parameters.kernel.is_none() {
return Err(Failed::because( return Err(Failed::because(
FailedError::ParametersError, FailedError::ParametersError,
@@ -259,55 +525,39 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX> + 'a, Y: Array
)); ));
} }
if n != y.shape() { // Validate that the number of samples in X matches the number of labels in Y.
if n_samples != y.shape() {
return Err(Failed::fit( return Err(Failed::fit(
"Number of rows of X doesn\'t match number of rows of Y", "Number of rows of X doesn't match number of rows of Y",
)); ));
} }
let classes = y.unique(); let optimizer: Optimizer<'_, TX, TY, X, Y> =
Optimizer::new(x, y, indices, parameters, &classes);
if classes.len() != 2 {
return Err(Failed::fit(&format!(
"Incorrect number of classes: {}",
classes.len()
)));
}
// Make sure class labels are either 1 or -1
for e in y.iterator(0) {
let y_v = e.to_i32().unwrap();
if y_v != -1 && y_v != 1 {
return Err(Failed::because(
FailedError::ParametersError,
"Class labels must be 1 or -1",
));
}
}
let optimizer: Optimizer<'_, TX, TY, X, Y> = Optimizer::new(x, y, parameters);
// Perform the optimization to find the support vectors, weight vector, and bias.
// This is where the core SVM algorithm (e.g., SMO) would run.
let (support_vectors, weight, b) = optimizer.optimize(); let (support_vectors, weight, b) = optimizer.optimize();
// Construct and return the fitted SVC model.
Ok(SVC::<'a> { Ok(SVC::<'a> {
classes: Some(classes), classes: Some(classes), // Store the two classes the SVC was trained on.
instances: Some(support_vectors), instances: Some(support_vectors), // Store the data points that are support vectors.
parameters: Some(parameters), parameters: Some(parameters), // Reference to the parameters used for fitting.
w: Some(weight), w: Some(weight), // The learned weight vector (for linear kernels).
b: Some(b), b: Some(b), // The learned bias term.
phantomdata: PhantomData, phantomdata: PhantomData, // Placeholder for type parameters not directly stored.
}) })
} }
/// Predicts estimated class labels from `x` /// Predicts estimated class labels from `x`
/// * `x` - _KxM_ data where _K_ is number of observations and _M_ is number of features. /// * `x` - _KxM_ data where _K_ is number of observations and _M_ is number of features.
pub fn predict(&self, x: &'a X) -> Result<Vec<TX>, Failed> { pub fn predict(&self, x: &'a X) -> Result<Vec<TX>, Failed> {
let mut y_hat: Vec<TX> = self.decision_function(x)?; let mut y_hat: Vec<TX> = self.decision_function(x)?;
for i in 0..y_hat.len() { for i in 0..y_hat.len() {
let cls_idx = match *y_hat.get(i).unwrap() > TX::zero() { let cls_idx = match *y_hat.get(i) > TX::zero() {
false => TX::from(self.classes.as_ref().unwrap()[0]).unwrap(), false => TX::from(self.classes.as_ref().unwrap().0).unwrap(),
true => TX::from(self.classes.as_ref().unwrap()[1]).unwrap(), true => TX::from(self.classes.as_ref().unwrap().1).unwrap(),
}; };
y_hat.set(i, cls_idx); y_hat.set(i, cls_idx);
@@ -360,8 +610,8 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX> + 'a, Y: Array
} }
} }
impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>> PartialEq impl<TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>> PartialEq
for SVC<'a, TX, TY, X, Y> for SVC<'_, TX, TY, X, Y>
{ {
fn eq(&self, other: &Self) -> bool { fn eq(&self, other: &Self) -> bool {
if (self.b.unwrap().sub(other.b.unwrap())).abs() > TX::epsilon() * TX::two() if (self.b.unwrap().sub(other.b.unwrap())).abs() > TX::epsilon() * TX::two()
@@ -445,14 +695,18 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
fn new( fn new(
x: &'a X, x: &'a X,
y: &'a Y, y: &'a Y,
indices: Option<Vec<usize>>,
parameters: &'a SVCParameters<TX, TY, X, Y>, parameters: &'a SVCParameters<TX, TY, X, Y>,
classes: &'a (TY, TY),
) -> Optimizer<'a, TX, TY, X, Y> { ) -> Optimizer<'a, TX, TY, X, Y> {
let (n, _) = x.shape(); let (n, _) = x.shape();
Optimizer { Optimizer {
x, x,
y, y,
indices,
parameters, parameters,
classes,
svmin: 0, svmin: 0,
svmax: 0, svmax: 0,
gmin: <TX as Bounded>::max_value(), gmin: <TX as Bounded>::max_value(),
@@ -478,7 +732,12 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
for i in self.permutate(n) { for i in self.permutate(n) {
x.clear(); x.clear();
x.extend(self.x.get_row(i).iterator(0).take(n).copied()); x.extend(self.x.get_row(i).iterator(0).take(n).copied());
self.process(i, &x, *self.y.get(i), &mut cache); let y = if *self.y.get(i) == self.classes.1 {
1
} else {
-1
} as f64;
self.process(i, &x, y, &mut cache);
loop { loop {
self.reprocess(tol, &mut cache); self.reprocess(tol, &mut cache);
self.find_min_max_gradient(); self.find_min_max_gradient();
@@ -514,14 +773,16 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
for i in self.permutate(n) { for i in self.permutate(n) {
x.clear(); x.clear();
x.extend(self.x.get_row(i).iterator(0).take(n).copied()); x.extend(self.x.get_row(i).iterator(0).take(n).copied());
if *self.y.get(i) == TY::one() && cp < few { let y = if *self.y.get(i) == self.classes.1 {
if self.process(i, &x, *self.y.get(i), cache) { 1
} else {
-1
} as f64;
if y == 1.0 && cp < few {
if self.process(i, &x, y, cache) {
cp += 1; cp += 1;
} }
} else if *self.y.get(i) == TY::from(-1).unwrap() } else if y == -1.0 && cn < few && self.process(i, &x, y, cache) {
&& cn < few
&& self.process(i, &x, *self.y.get(i), cache)
{
cn += 1; cn += 1;
} }
@@ -531,14 +792,14 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
} }
} }
fn process(&mut self, i: usize, x: &[TX], y: TY, cache: &mut Cache<TX, TY, X, Y>) -> bool { fn process(&mut self, i: usize, x: &[TX], y: f64, cache: &mut Cache<TX, TY, X, Y>) -> bool {
for j in 0..self.sv.len() { for j in 0..self.sv.len() {
if self.sv[j].index == i { if self.sv[j].index == i {
return true; return true;
} }
} }
let mut g: f64 = y.to_f64().unwrap(); let mut g = y;
let mut cache_values: Vec<((usize, usize), TX)> = Vec::new(); let mut cache_values: Vec<((usize, usize), TX)> = Vec::new();
@@ -559,8 +820,8 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
self.find_min_max_gradient(); self.find_min_max_gradient();
if self.gmin < self.gmax if self.gmin < self.gmax
&& ((y > TY::zero() && g < self.gmin.to_f64().unwrap()) && ((y > 0.0 && g < self.gmin.to_f64().unwrap())
|| (y < TY::zero() && g > self.gmax.to_f64().unwrap())) || (y < 0.0 && g > self.gmax.to_f64().unwrap()))
{ {
return false; return false;
} }
@@ -590,7 +851,7 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
), ),
); );
if y > TY::zero() { if y > 0.0 {
self.smo(None, Some(0), TX::zero(), cache); self.smo(None, Some(0), TX::zero(), cache);
} else { } else {
self.smo(Some(0), None, TX::zero(), cache); self.smo(Some(0), None, TX::zero(), cache);
@@ -647,7 +908,6 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
let gmin = self.gmin; let gmin = self.gmin;
let mut idxs_to_drop: HashSet<usize> = HashSet::new(); let mut idxs_to_drop: HashSet<usize> = HashSet::new();
self.sv.retain(|v| { self.sv.retain(|v| {
if v.alpha == 0f64 if v.alpha == 0f64
&& ((TX::from(v.grad).unwrap() >= gmax && TX::zero() >= TX::from(v.cmax).unwrap()) && ((TX::from(v.grad).unwrap() >= gmax && TX::zero() >= TX::from(v.cmax).unwrap())
@@ -666,7 +926,11 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
fn permutate(&self, n: usize) -> Vec<usize> { fn permutate(&self, n: usize) -> Vec<usize> {
let mut rng = get_rng_impl(self.parameters.seed); let mut rng = get_rng_impl(self.parameters.seed);
let mut range: Vec<usize> = (0..n).collect(); let mut range = if let Some(indices) = self.indices.clone() {
indices
} else {
(0..n).collect::<Vec<usize>>()
};
range.shuffle(&mut rng); range.shuffle(&mut rng);
range range
} }
@@ -965,12 +1229,12 @@ mod tests {
]; ];
let knl = Kernels::linear(); let knl = Kernels::linear();
let params = SVCParameters::default() let parameters = SVCParameters::default()
.with_c(200.0) .with_c(200.0)
.with_kernel(knl) .with_kernel(knl)
.with_seed(Some(100)); .with_seed(Some(100));
let y_hat = SVC::fit(&x, &y, &params) let y_hat = SVC::fit(&x, &y, &parameters)
.and_then(|lr| lr.predict(&x)) .and_then(|lr| lr.predict(&x))
.unwrap(); .unwrap();
let acc = accuracy(&y, &(y_hat.iter().map(|e| e.to_i32().unwrap()).collect())); let acc = accuracy(&y, &(y_hat.iter().map(|e| e.to_i32().unwrap()).collect()));
@@ -1070,6 +1334,56 @@ mod tests {
assert!(acc >= 0.9, "accuracy ({acc}) is not larger or equal to 0.9"); assert!(acc >= 0.9, "accuracy ({acc}) is not larger or equal to 0.9");
} }
#[cfg_attr(
all(target_arch = "wasm32", not(target_os = "wasi")),
wasm_bindgen_test::wasm_bindgen_test
)]
#[test]
fn svc_multiclass_fit_predict() {
let x = DenseMatrix::from_2d_array(&[
&[5.1, 3.5, 1.4, 0.2],
&[4.9, 3.0, 1.4, 0.2],
&[4.7, 3.2, 1.3, 0.2],
&[4.6, 3.1, 1.5, 0.2],
&[5.0, 3.6, 1.4, 0.2],
&[5.4, 3.9, 1.7, 0.4],
&[4.6, 3.4, 1.4, 0.3],
&[5.0, 3.4, 1.5, 0.2],
&[4.4, 2.9, 1.4, 0.2],
&[4.9, 3.1, 1.5, 0.1],
&[7.0, 3.2, 4.7, 1.4],
&[6.4, 3.2, 4.5, 1.5],
&[6.9, 3.1, 4.9, 1.5],
&[5.5, 2.3, 4.0, 1.3],
&[6.5, 2.8, 4.6, 1.5],
&[5.7, 2.8, 4.5, 1.3],
&[6.3, 3.3, 4.7, 1.6],
&[4.9, 2.4, 3.3, 1.0],
&[6.6, 2.9, 4.6, 1.3],
&[5.2, 2.7, 3.9, 1.4],
])
.unwrap();
let y: Vec<i32> = vec![0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 2, 2, 2, 2, 2, 2, 2];
let knl = Kernels::linear();
let parameters = SVCParameters::default()
.with_c(200.0)
.with_kernel(knl)
.with_seed(Some(100));
let y_hat = MultiClassSVC::fit(&x, &y, &parameters)
.and_then(|lr| lr.predict(&x))
.unwrap();
let acc = accuracy(&y, &(y_hat.iter().map(|e| e.to_i32().unwrap()).collect()));
assert!(
acc >= 0.9,
"Multiclass accuracy ({acc}) is not larger or equal to 0.9"
);
}
#[cfg_attr( #[cfg_attr(
all(target_arch = "wasm32", not(target_os = "wasi")), all(target_arch = "wasm32", not(target_os = "wasi")),
wasm_bindgen_test::wasm_bindgen_test wasm_bindgen_test::wasm_bindgen_test
@@ -1106,11 +1420,11 @@ mod tests {
]; ];
let knl = Kernels::linear(); let knl = Kernels::linear();
let params = SVCParameters::default().with_kernel(knl); let parameters = SVCParameters::default().with_kernel(knl);
let svc = SVC::fit(&x, &y, &params).unwrap(); let svc = SVC::fit(&x, &y, &parameters).unwrap();
// serialization // serialization
let deserialized_svc: SVC<f64, i32, _, _> = let deserialized_svc: SVC<'_, f64, i32, _, _> =
serde_json::from_str(&serde_json::to_string(&svc).unwrap()).unwrap(); serde_json::from_str(&serde_json::to_string(&svc).unwrap()).unwrap();
assert_eq!(svc, deserialized_svc); assert_eq!(svc, deserialized_svc);
+29 -28
View File
@@ -51,9 +51,9 @@
//! //!
//! let knl = Kernels::linear(); //! let knl = Kernels::linear();
//! let params = &SVRParameters::default().with_eps(2.0).with_c(10.0).with_kernel(knl); //! let params = &SVRParameters::default().with_eps(2.0).with_c(10.0).with_kernel(knl);
//! // let svr = SVR::fit(&x, &y, params).unwrap(); //! let svr = SVR::fit(&x, &y, params).unwrap();
//! //!
//! // let y_hat = svr.predict(&x).unwrap(); //! let y_hat = svr.predict(&x).unwrap();
//! ``` //! ```
//! //!
//! ## References: //! ## References:
@@ -80,11 +80,12 @@ use crate::error::{Failed, FailedError};
use crate::linalg::basic::arrays::{Array1, Array2, MutArray}; use crate::linalg::basic::arrays::{Array1, Array2, MutArray};
use crate::numbers::basenum::Number; use crate::numbers::basenum::Number;
use crate::numbers::floatnum::FloatNumber; use crate::numbers::floatnum::FloatNumber;
use crate::svm::Kernel;
use crate::svm::{Kernel, Kernels};
/// SVR Parameters
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))] #[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug)] #[derive(Debug)]
/// SVR Parameters
pub struct SVRParameters<T: Number + FloatNumber + PartialOrd> { pub struct SVRParameters<T: Number + FloatNumber + PartialOrd> {
/// Epsilon in the epsilon-SVR model. /// Epsilon in the epsilon-SVR model.
pub eps: T, pub eps: T,
@@ -97,7 +98,7 @@ pub struct SVRParameters<T: Number + FloatNumber + PartialOrd> {
all(feature = "serde", target_arch = "wasm32"), all(feature = "serde", target_arch = "wasm32"),
serde(skip_serializing, skip_deserializing) serde(skip_serializing, skip_deserializing)
)] )]
pub kernel: Option<Box<dyn Kernel>>, pub kernel: Option<Kernels>,
} }
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))] #[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
@@ -160,8 +161,8 @@ impl<T: Number + FloatNumber + PartialOrd> SVRParameters<T> {
self self
} }
/// The kernel function. /// The kernel function.
pub fn with_kernel<K: Kernel + 'static>(mut self, kernel: K) -> Self { pub fn with_kernel(mut self, kernel: Kernels) -> Self {
self.kernel = Some(Box::new(kernel)); self.kernel = Some(kernel);
self self
} }
} }
@@ -281,8 +282,8 @@ impl<'a, T: Number + FloatNumber + PartialOrd, X: Array2<T>, Y: Array1<T>> SVR<'
} }
} }
impl<'a, T: Number + FloatNumber + PartialOrd, X: Array2<T>, Y: Array1<T>> PartialEq impl<T: Number + FloatNumber + PartialOrd, X: Array2<T>, Y: Array1<T>> PartialEq
for SVR<'a, T, X, Y> for SVR<'_, T, X, Y>
{ {
fn eq(&self, other: &Self) -> bool { fn eq(&self, other: &Self) -> bool {
if (self.b - other.b).abs() > T::epsilon() * T::two() if (self.b - other.b).abs() > T::epsilon() * T::two()
@@ -597,25 +598,25 @@ mod tests {
use super::*; use super::*;
use crate::linalg::basic::matrix::DenseMatrix; use crate::linalg::basic::matrix::DenseMatrix;
use crate::metrics::mean_squared_error; use crate::metrics::mean_squared_error;
use crate::svm::search::svr_params::SVRSearchParameters;
use crate::svm::Kernels; use crate::svm::Kernels;
// #[test] #[test]
// fn search_parameters() { fn search_parameters() {
// let parameters: SVRSearchParameters<f64, DenseMatrix<f64>, LinearKernel> = let parameters: SVRSearchParameters<f64, DenseMatrix<f64>> = SVRSearchParameters {
// SVRSearchParameters { eps: vec![0., 1.],
// eps: vec![0., 1.], kernel: vec![Kernels::linear()],
// kernel: vec![LinearKernel {}], ..Default::default()
// ..Default::default() };
// }; let mut iter = parameters.into_iter();
// let mut iter = parameters.into_iter(); let next = iter.next().unwrap();
// let next = iter.next().unwrap(); assert_eq!(next.eps, 0.);
// assert_eq!(next.eps, 0.); // assert_eq!(next.kernel, LinearKernel {});
// assert_eq!(next.kernel, LinearKernel {}); // let next = iter.next().unwrap();
// let next = iter.next().unwrap(); // assert_eq!(next.eps, 1.);
// assert_eq!(next.eps, 1.); // assert_eq!(next.kernel, LinearKernel {});
// assert_eq!(next.kernel, LinearKernel {}); // assert!(iter.next().is_none());
// assert!(iter.next().is_none()); }
// }
#[cfg_attr( #[cfg_attr(
all(target_arch = "wasm32", not(target_os = "wasi")), all(target_arch = "wasm32", not(target_os = "wasi")),
@@ -648,7 +649,7 @@ mod tests {
114.2, 115.7, 116.9, 114.2, 115.7, 116.9,
]; ];
let knl = Kernels::linear(); let knl: Kernels = Kernels::linear();
let y_hat = SVR::fit( let y_hat = SVR::fit(
&x, &x,
&y, &y,
@@ -702,7 +703,7 @@ mod tests {
let svr = SVR::fit(&x, &y, &params).unwrap(); let svr = SVR::fit(&x, &y, &params).unwrap();
let deserialized_svr: SVR<f64, DenseMatrix<f64>, _> = let deserialized_svr: SVR<'_, f64, DenseMatrix<f64>, _> =
serde_json::from_str(&serde_json::to_string(&svr).unwrap()).unwrap(); serde_json::from_str(&serde_json::to_string(&svr).unwrap()).unwrap();
assert_eq!(svr, deserialized_svr); assert_eq!(svr, deserialized_svr);
+551
View File
@@ -0,0 +1,551 @@
use std::collections::LinkedList;
use std::default::Default;
use std::fmt::Debug;
use std::marker::PhantomData;
use rand::seq::SliceRandom;
use rand::Rng;
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
use crate::error::Failed;
use crate::linalg::basic::arrays::{Array1, Array2, MutArrayView1};
use crate::numbers::basenum::Number;
use crate::rand_custom::get_rng_impl;
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug, Clone, Default)]
pub enum Splitter {
Random,
#[default]
Best,
}
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug, Clone)]
/// Parameters of Regression base_tree
pub struct BaseTreeRegressorParameters {
#[cfg_attr(feature = "serde", serde(default))]
/// The maximum depth of the base_tree.
pub max_depth: Option<u16>,
#[cfg_attr(feature = "serde", serde(default))]
/// The minimum number of samples required to be at a leaf node.
pub min_samples_leaf: usize,
#[cfg_attr(feature = "serde", serde(default))]
/// The minimum number of samples required to split an internal node.
pub min_samples_split: usize,
#[cfg_attr(feature = "serde", serde(default))]
/// Controls the randomness of the estimator
pub seed: Option<u64>,
#[cfg_attr(feature = "serde", serde(default))]
/// Determines the strategy used to choose the split at each node.
pub splitter: Splitter,
}
/// Regression base_tree
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug)]
pub struct BaseTreeRegressor<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>> {
nodes: Vec<Node>,
parameters: Option<BaseTreeRegressorParameters>,
depth: u16,
_phantom_tx: PhantomData<TX>,
_phantom_ty: PhantomData<TY>,
_phantom_x: PhantomData<X>,
_phantom_y: PhantomData<Y>,
}
impl<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
BaseTreeRegressor<TX, TY, X, Y>
{
/// Get nodes, return a shared reference
fn nodes(&self) -> &Vec<Node> {
self.nodes.as_ref()
}
/// Get parameters, return a shared reference
fn parameters(&self) -> &BaseTreeRegressorParameters {
self.parameters.as_ref().unwrap()
}
/// Get estimate of intercept, return value
fn depth(&self) -> u16 {
self.depth
}
}
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug, Clone)]
struct Node {
output: f64,
split_feature: usize,
split_value: Option<f64>,
split_score: Option<f64>,
true_child: Option<usize>,
false_child: Option<usize>,
}
impl Node {
fn new(output: f64) -> Self {
Node {
output,
split_feature: 0,
split_value: Option::None,
split_score: Option::None,
true_child: Option::None,
false_child: Option::None,
}
}
}
impl PartialEq for Node {
fn eq(&self, other: &Self) -> bool {
(self.output - other.output).abs() < f64::EPSILON
&& self.split_feature == other.split_feature
&& match (self.split_value, other.split_value) {
(Some(a), Some(b)) => (a - b).abs() < f64::EPSILON,
(None, None) => true,
_ => false,
}
&& match (self.split_score, other.split_score) {
(Some(a), Some(b)) => (a - b).abs() < f64::EPSILON,
(None, None) => true,
_ => false,
}
}
}
impl<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>> PartialEq
for BaseTreeRegressor<TX, TY, X, Y>
{
fn eq(&self, other: &Self) -> bool {
if self.depth != other.depth || self.nodes().len() != other.nodes().len() {
false
} else {
self.nodes()
.iter()
.zip(other.nodes().iter())
.all(|(a, b)| a == b)
}
}
}
struct NodeVisitor<'a, TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>> {
x: &'a X,
y: &'a Y,
node: usize,
samples: Vec<usize>,
order: &'a [Vec<usize>],
true_child_output: f64,
false_child_output: f64,
level: u16,
_phantom_tx: PhantomData<TX>,
_phantom_ty: PhantomData<TY>,
}
impl<'a, TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
NodeVisitor<'a, TX, TY, X, Y>
{
fn new(
node_id: usize,
samples: Vec<usize>,
order: &'a [Vec<usize>],
x: &'a X,
y: &'a Y,
level: u16,
) -> Self {
NodeVisitor {
x,
y,
node: node_id,
samples,
order,
true_child_output: 0f64,
false_child_output: 0f64,
level,
_phantom_tx: PhantomData,
_phantom_ty: PhantomData,
}
}
}
impl<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
BaseTreeRegressor<TX, TY, X, Y>
{
/// Build a decision base_tree regressor from the training data.
/// * `x` - _NxM_ matrix with _N_ observations and _M_ features in each observation.
/// * `y` - the target values
pub fn fit(
x: &X,
y: &Y,
parameters: BaseTreeRegressorParameters,
) -> Result<BaseTreeRegressor<TX, TY, X, Y>, Failed> {
let (x_nrows, num_attributes) = x.shape();
if x_nrows != y.shape() {
return Err(Failed::fit("Size of x should equal size of y"));
}
let samples = vec![1; x_nrows];
BaseTreeRegressor::fit_weak_learner(x, y, samples, num_attributes, parameters)
}
pub(crate) fn fit_weak_learner(
x: &X,
y: &Y,
samples: Vec<usize>,
mtry: usize,
parameters: BaseTreeRegressorParameters,
) -> Result<BaseTreeRegressor<TX, TY, X, Y>, Failed> {
let y_m = y.clone();
let y_ncols = y_m.shape();
let (_, num_attributes) = x.shape();
let mut nodes: Vec<Node> = Vec::new();
let mut rng = get_rng_impl(parameters.seed);
let mut n = 0;
let mut sum = 0f64;
for (i, sample_i) in samples.iter().enumerate().take(y_ncols) {
n += *sample_i;
sum += *sample_i as f64 * y_m.get(i).to_f64().unwrap();
}
let root = Node::new(sum / (n as f64));
nodes.push(root);
let mut order: Vec<Vec<usize>> = Vec::new();
for i in 0..num_attributes {
let mut col_i: Vec<TX> = x.get_col(i).iterator(0).copied().collect();
order.push(col_i.argsort_mut());
}
let mut base_tree = BaseTreeRegressor {
nodes,
parameters: Some(parameters),
depth: 0u16,
_phantom_tx: PhantomData,
_phantom_ty: PhantomData,
_phantom_x: PhantomData,
_phantom_y: PhantomData,
};
let mut visitor = NodeVisitor::<TX, TY, X, Y>::new(0, samples, &order, x, &y_m, 1);
let mut visitor_queue: LinkedList<NodeVisitor<'_, TX, TY, X, Y>> = LinkedList::new();
if base_tree.find_best_cutoff(&mut visitor, mtry, &mut rng) {
visitor_queue.push_back(visitor);
}
while base_tree.depth() < base_tree.parameters().max_depth.unwrap_or(u16::MAX) {
match visitor_queue.pop_front() {
Some(node) => base_tree.split(node, mtry, &mut visitor_queue, &mut rng),
None => break,
};
}
Ok(base_tree)
}
/// Predict regression value for `x`.
/// * `x` - _KxM_ data where _K_ is number of observations and _M_ is number of features.
pub fn predict(&self, x: &X) -> Result<Y, Failed> {
let mut result = Y::zeros(x.shape().0);
let (n, _) = x.shape();
for i in 0..n {
result.set(i, self.predict_for_row(x, i));
}
Ok(result)
}
pub(crate) fn predict_for_row(&self, x: &X, row: usize) -> TY {
let mut result = 0f64;
let mut queue: LinkedList<usize> = LinkedList::new();
queue.push_back(0);
while !queue.is_empty() {
match queue.pop_front() {
Some(node_id) => {
let node = &self.nodes()[node_id];
if node.true_child.is_none() && node.false_child.is_none() {
result = node.output;
} else if x.get((row, node.split_feature)).to_f64().unwrap()
<= node.split_value.unwrap_or(f64::NAN)
{
queue.push_back(node.true_child.unwrap());
} else {
queue.push_back(node.false_child.unwrap());
}
}
None => break,
};
}
TY::from_f64(result).unwrap()
}
fn find_best_cutoff(
&mut self,
visitor: &mut NodeVisitor<'_, TX, TY, X, Y>,
mtry: usize,
rng: &mut impl Rng,
) -> bool {
let (_, n_attr) = visitor.x.shape();
let n: usize = visitor.samples.iter().sum();
if n < self.parameters().min_samples_split {
return false;
}
let sum = self.nodes()[visitor.node].output * n as f64;
let mut variables = (0..n_attr).collect::<Vec<_>>();
if mtry < n_attr {
variables.shuffle(rng);
}
let parent_gain =
n as f64 * self.nodes()[visitor.node].output * self.nodes()[visitor.node].output;
let splitter = self.parameters().splitter.clone();
for variable in variables.iter().take(mtry) {
match splitter {
Splitter::Random => {
self.find_random_split(visitor, n, sum, parent_gain, *variable, rng);
}
Splitter::Best => {
self.find_best_split(visitor, n, sum, parent_gain, *variable);
}
}
}
self.nodes()[visitor.node].split_score.is_some()
}
fn find_random_split(
&mut self,
visitor: &mut NodeVisitor<'_, TX, TY, X, Y>,
n: usize,
sum: f64,
parent_gain: f64,
j: usize,
rng: &mut impl Rng,
) {
let (min_val, max_val) = {
let mut min_opt = None;
let mut max_opt = None;
for &i in &visitor.order[j] {
if visitor.samples[i] > 0 {
min_opt = Some(*visitor.x.get((i, j)));
break;
}
}
for &i in visitor.order[j].iter().rev() {
if visitor.samples[i] > 0 {
max_opt = Some(*visitor.x.get((i, j)));
break;
}
}
if min_opt.is_none() {
return;
}
(min_opt.unwrap(), max_opt.unwrap())
};
if min_val >= max_val {
return;
}
let split_value = rng.gen_range(min_val.to_f64().unwrap()..max_val.to_f64().unwrap());
let mut true_sum = 0f64;
let mut true_count = 0;
for &i in &visitor.order[j] {
if visitor.samples[i] > 0 {
if visitor.x.get((i, j)).to_f64().unwrap() <= split_value {
true_sum += visitor.samples[i] as f64 * visitor.y.get(i).to_f64().unwrap();
true_count += visitor.samples[i];
} else {
break;
}
}
}
let false_count = n - true_count;
if true_count < self.parameters().min_samples_leaf
|| false_count < self.parameters().min_samples_leaf
{
return;
}
let true_mean = if true_count > 0 {
true_sum / true_count as f64
} else {
0.0
};
let false_mean = if false_count > 0 {
(sum - true_sum) / false_count as f64
} else {
0.0
};
let gain = (true_count as f64 * true_mean * true_mean
+ false_count as f64 * false_mean * false_mean)
- parent_gain;
if self.nodes[visitor.node].split_score.is_none()
|| gain > self.nodes[visitor.node].split_score.unwrap()
{
self.nodes[visitor.node].split_feature = j;
self.nodes[visitor.node].split_value = Some(split_value);
self.nodes[visitor.node].split_score = Some(gain);
visitor.true_child_output = true_mean;
visitor.false_child_output = false_mean;
}
}
fn find_best_split(
&mut self,
visitor: &mut NodeVisitor<'_, TX, TY, X, Y>,
n: usize,
sum: f64,
parent_gain: f64,
j: usize,
) {
let mut true_sum = 0f64;
let mut true_count = 0;
let mut prevx = Option::None;
for i in visitor.order[j].iter() {
if visitor.samples[*i] > 0 {
let x_ij = *visitor.x.get((*i, j));
if prevx.is_none() || x_ij == prevx.unwrap() {
prevx = Some(x_ij);
true_count += visitor.samples[*i];
true_sum += visitor.samples[*i] as f64 * visitor.y.get(*i).to_f64().unwrap();
continue;
}
let false_count = n - true_count;
if true_count < self.parameters().min_samples_leaf
|| false_count < self.parameters().min_samples_leaf
{
prevx = Some(x_ij);
true_count += visitor.samples[*i];
true_sum += visitor.samples[*i] as f64 * visitor.y.get(*i).to_f64().unwrap();
continue;
}
let true_mean = true_sum / true_count as f64;
let false_mean = (sum - true_sum) / false_count as f64;
let gain = (true_count as f64 * true_mean * true_mean
+ false_count as f64 * false_mean * false_mean)
- parent_gain;
if self.nodes()[visitor.node].split_score.is_none()
|| gain > self.nodes()[visitor.node].split_score.unwrap()
{
self.nodes[visitor.node].split_feature = j;
self.nodes[visitor.node].split_value =
Option::Some((x_ij + prevx.unwrap()).to_f64().unwrap() / 2f64);
self.nodes[visitor.node].split_score = Option::Some(gain);
visitor.true_child_output = true_mean;
visitor.false_child_output = false_mean;
}
prevx = Some(x_ij);
true_sum += visitor.samples[*i] as f64 * visitor.y.get(*i).to_f64().unwrap();
true_count += visitor.samples[*i];
}
}
}
fn split<'a>(
&mut self,
mut visitor: NodeVisitor<'a, TX, TY, X, Y>,
mtry: usize,
visitor_queue: &mut LinkedList<NodeVisitor<'a, TX, TY, X, Y>>,
rng: &mut impl Rng,
) -> bool {
let (n, _) = visitor.x.shape();
let mut tc = 0;
let mut fc = 0;
let mut true_samples: Vec<usize> = vec![0; n];
for (i, true_sample) in true_samples.iter_mut().enumerate().take(n) {
if visitor.samples[i] > 0 {
if visitor
.x
.get((i, self.nodes()[visitor.node].split_feature))
.to_f64()
.unwrap()
<= self.nodes()[visitor.node].split_value.unwrap_or(f64::NAN)
{
*true_sample = visitor.samples[i];
tc += *true_sample;
visitor.samples[i] = 0;
} else {
fc += visitor.samples[i];
}
}
}
if tc < self.parameters().min_samples_leaf || fc < self.parameters().min_samples_leaf {
self.nodes[visitor.node].split_feature = 0;
self.nodes[visitor.node].split_value = Option::None;
self.nodes[visitor.node].split_score = Option::None;
return false;
}
let true_child_idx = self.nodes().len();
self.nodes.push(Node::new(visitor.true_child_output));
let false_child_idx = self.nodes().len();
self.nodes.push(Node::new(visitor.false_child_output));
self.nodes[visitor.node].true_child = Some(true_child_idx);
self.nodes[visitor.node].false_child = Some(false_child_idx);
self.depth = u16::max(self.depth, visitor.level + 1);
let mut true_visitor = NodeVisitor::<TX, TY, X, Y>::new(
true_child_idx,
true_samples,
visitor.order,
visitor.x,
visitor.y,
visitor.level + 1,
);
if self.find_best_cutoff(&mut true_visitor, mtry, rng) {
visitor_queue.push_back(true_visitor);
}
let mut false_visitor = NodeVisitor::<TX, TY, X, Y>::new(
false_child_idx,
visitor.samples,
visitor.order,
visitor.x,
visitor.y,
visitor.level + 1,
);
if self.find_best_cutoff(&mut false_visitor, mtry, rng) {
visitor_queue.push_back(false_visitor);
}
true
}
}
+113
View File
@@ -77,7 +77,9 @@ use serde::{Deserialize, Serialize};
use crate::api::{Predictor, SupervisedEstimator}; use crate::api::{Predictor, SupervisedEstimator};
use crate::error::Failed; use crate::error::Failed;
use crate::linalg::basic::arrays::MutArray;
use crate::linalg::basic::arrays::{Array1, Array2, MutArrayView1}; use crate::linalg::basic::arrays::{Array1, Array2, MutArrayView1};
use crate::linalg::basic::matrix::DenseMatrix;
use crate::numbers::basenum::Number; use crate::numbers::basenum::Number;
use crate::rand_custom::get_rng_impl; use crate::rand_custom::get_rng_impl;
@@ -887,11 +889,77 @@ impl<TX: Number + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>>
} }
importances importances
} }
/// Predict class probabilities for the input samples.
///
/// # Arguments
///
/// * `x` - The input samples as a matrix where each row is a sample and each column is a feature.
///
/// # Returns
///
/// A `Result` containing a `DenseMatrix<f64>` where each row corresponds to a sample and each column
/// corresponds to a class. The values represent the probability of the sample belonging to each class.
///
/// # Errors
///
/// Returns an error if at least one row prediction process fails.
pub fn predict_proba(&self, x: &X) -> Result<DenseMatrix<f64>, Failed> {
let (n_samples, _) = x.shape();
let n_classes = self.classes().len();
let mut result = DenseMatrix::<f64>::zeros(n_samples, n_classes);
for i in 0..n_samples {
let probs = self.predict_proba_for_row(x, i)?;
for (j, &prob) in probs.iter().enumerate() {
result.set((i, j), prob);
}
}
Ok(result)
}
/// Predict class probabilities for a single input sample.
///
/// # Arguments
///
/// * `x` - The input matrix containing all samples.
/// * `row` - The index of the row in `x` for which to predict probabilities.
///
/// # Returns
///
/// A vector of probabilities, one for each class, representing the probability
/// of the input sample belonging to each class.
fn predict_proba_for_row(&self, x: &X, row: usize) -> Result<Vec<f64>, Failed> {
let mut node = 0;
while let Some(current_node) = self.nodes().get(node) {
if current_node.true_child.is_none() && current_node.false_child.is_none() {
// Leaf node reached
let mut probs = vec![0.0; self.classes().len()];
probs[current_node.output] = 1.0;
return Ok(probs);
}
let split_feature = current_node.split_feature;
let split_value = current_node.split_value.unwrap_or(f64::NAN);
if x.get((row, split_feature)).to_f64().unwrap() <= split_value {
node = current_node.true_child.unwrap();
} else {
node = current_node.false_child.unwrap();
}
}
// This should never happen if the tree is properly constructed
Err(Failed::predict("Nodes iteration did not reach leaf"))
}
} }
#[cfg(test)] #[cfg(test)]
mod tests { mod tests {
use super::*; use super::*;
use crate::linalg::basic::arrays::Array;
use crate::linalg::basic::matrix::DenseMatrix; use crate::linalg::basic::matrix::DenseMatrix;
#[test] #[test]
@@ -934,6 +1002,51 @@ mod tests {
); );
} }
#[cfg_attr(
all(target_arch = "wasm32", not(target_os = "wasi")),
wasm_bindgen_test::wasm_bindgen_test
)]
#[test]
fn test_predict_proba() {
let x: DenseMatrix<f64> = DenseMatrix::from_2d_array(&[
&[5.1, 3.5, 1.4, 0.2],
&[4.9, 3.0, 1.4, 0.2],
&[4.7, 3.2, 1.3, 0.2],
&[4.6, 3.1, 1.5, 0.2],
&[5.0, 3.6, 1.4, 0.2],
&[7.0, 3.2, 4.7, 1.4],
&[6.4, 3.2, 4.5, 1.5],
&[6.9, 3.1, 4.9, 1.5],
&[5.5, 2.3, 4.0, 1.3],
&[6.5, 2.8, 4.6, 1.5],
])
.unwrap();
let y: Vec<usize> = vec![0, 0, 0, 0, 0, 1, 1, 1, 1, 1];
let tree = DecisionTreeClassifier::fit(&x, &y, Default::default()).unwrap();
let probabilities = tree.predict_proba(&x).unwrap();
assert_eq!(probabilities.shape(), (10, 2));
for row in 0..10 {
let row_sum: f64 = probabilities.get_row(row).sum();
assert!(
(row_sum - 1.0).abs() < 1e-6,
"Row probabilities should sum to 1"
);
}
// Check if the first 5 samples have higher probability for class 0
for i in 0..5 {
assert!(probabilities.get((i, 0)) > probabilities.get((i, 1)));
}
// Check if the last 5 samples have higher probability for class 1
for i in 5..10 {
assert!(probabilities.get((i, 1)) > probabilities.get((i, 0)));
}
}
#[cfg_attr( #[cfg_attr(
all(target_arch = "wasm32", not(target_os = "wasi")), all(target_arch = "wasm32", not(target_os = "wasi")),
wasm_bindgen_test::wasm_bindgen_test wasm_bindgen_test::wasm_bindgen_test
+16 -397
View File
@@ -58,22 +58,17 @@
//! <script src="https://polyfill.io/v3/polyfill.min.js?features=es6"></script> //! <script src="https://polyfill.io/v3/polyfill.min.js?features=es6"></script>
//! <script id="MathJax-script" async src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script> //! <script id="MathJax-script" async src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script>
use std::collections::LinkedList;
use std::default::Default; use std::default::Default;
use std::fmt::Debug; use std::fmt::Debug;
use std::marker::PhantomData;
use rand::seq::SliceRandom;
use rand::Rng;
#[cfg(feature = "serde")] #[cfg(feature = "serde")]
use serde::{Deserialize, Serialize}; use serde::{Deserialize, Serialize};
use super::base_tree_regressor::{BaseTreeRegressor, BaseTreeRegressorParameters, Splitter};
use crate::api::{Predictor, SupervisedEstimator}; use crate::api::{Predictor, SupervisedEstimator};
use crate::error::Failed; use crate::error::Failed;
use crate::linalg::basic::arrays::{Array1, Array2, MutArrayView1}; use crate::linalg::basic::arrays::{Array1, Array2};
use crate::numbers::basenum::Number; use crate::numbers::basenum::Number;
use crate::rand_custom::get_rng_impl;
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))] #[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug, Clone)] #[derive(Debug, Clone)]
@@ -98,41 +93,7 @@ pub struct DecisionTreeRegressorParameters {
#[derive(Debug)] #[derive(Debug)]
pub struct DecisionTreeRegressor<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>> pub struct DecisionTreeRegressor<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
{ {
nodes: Vec<Node>, tree_regressor: Option<BaseTreeRegressor<TX, TY, X, Y>>,
parameters: Option<DecisionTreeRegressorParameters>,
depth: u16,
_phantom_tx: PhantomData<TX>,
_phantom_ty: PhantomData<TY>,
_phantom_x: PhantomData<X>,
_phantom_y: PhantomData<Y>,
}
impl<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
DecisionTreeRegressor<TX, TY, X, Y>
{
/// Get nodes, return a shared reference
fn nodes(&self) -> &Vec<Node> {
self.nodes.as_ref()
}
/// Get parameters, return a shared reference
fn parameters(&self) -> &DecisionTreeRegressorParameters {
self.parameters.as_ref().unwrap()
}
/// Get estimate of intercept, return value
fn depth(&self) -> u16 {
self.depth
}
}
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug, Clone)]
struct Node {
output: f64,
split_feature: usize,
split_value: Option<f64>,
split_score: Option<f64>,
true_child: Option<usize>,
false_child: Option<usize>,
} }
impl DecisionTreeRegressorParameters { impl DecisionTreeRegressorParameters {
@@ -296,87 +257,11 @@ impl Default for DecisionTreeRegressorSearchParameters {
} }
} }
impl Node {
fn new(output: f64) -> Self {
Node {
output,
split_feature: 0,
split_value: Option::None,
split_score: Option::None,
true_child: Option::None,
false_child: Option::None,
}
}
}
impl PartialEq for Node {
fn eq(&self, other: &Self) -> bool {
(self.output - other.output).abs() < f64::EPSILON
&& self.split_feature == other.split_feature
&& match (self.split_value, other.split_value) {
(Some(a), Some(b)) => (a - b).abs() < f64::EPSILON,
(None, None) => true,
_ => false,
}
&& match (self.split_score, other.split_score) {
(Some(a), Some(b)) => (a - b).abs() < f64::EPSILON,
(None, None) => true,
_ => false,
}
}
}
impl<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>> PartialEq impl<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>> PartialEq
for DecisionTreeRegressor<TX, TY, X, Y> for DecisionTreeRegressor<TX, TY, X, Y>
{ {
fn eq(&self, other: &Self) -> bool { fn eq(&self, other: &Self) -> bool {
if self.depth != other.depth || self.nodes().len() != other.nodes().len() { self.tree_regressor == other.tree_regressor
false
} else {
self.nodes()
.iter()
.zip(other.nodes().iter())
.all(|(a, b)| a == b)
}
}
}
struct NodeVisitor<'a, TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>> {
x: &'a X,
y: &'a Y,
node: usize,
samples: Vec<usize>,
order: &'a [Vec<usize>],
true_child_output: f64,
false_child_output: f64,
level: u16,
_phantom_tx: PhantomData<TX>,
_phantom_ty: PhantomData<TY>,
}
impl<'a, TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
NodeVisitor<'a, TX, TY, X, Y>
{
fn new(
node_id: usize,
samples: Vec<usize>,
order: &'a [Vec<usize>],
x: &'a X,
y: &'a Y,
level: u16,
) -> Self {
NodeVisitor {
x,
y,
node: node_id,
samples,
order,
true_child_output: 0f64,
false_child_output: 0f64,
level,
_phantom_tx: PhantomData,
_phantom_ty: PhantomData,
}
} }
} }
@@ -386,13 +271,7 @@ impl<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
{ {
fn new() -> Self { fn new() -> Self {
Self { Self {
nodes: vec![], tree_regressor: None,
parameters: Option::None,
depth: 0u16,
_phantom_tx: PhantomData,
_phantom_ty: PhantomData,
_phantom_x: PhantomData,
_phantom_y: PhantomData,
} }
} }
@@ -420,283 +299,23 @@ impl<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
y: &Y, y: &Y,
parameters: DecisionTreeRegressorParameters, parameters: DecisionTreeRegressorParameters,
) -> Result<DecisionTreeRegressor<TX, TY, X, Y>, Failed> { ) -> Result<DecisionTreeRegressor<TX, TY, X, Y>, Failed> {
let (x_nrows, num_attributes) = x.shape(); let tree_parameters = BaseTreeRegressorParameters {
if x_nrows != y.shape() { max_depth: parameters.max_depth,
return Err(Failed::fit("Size of x should equal size of y")); min_samples_leaf: parameters.min_samples_leaf,
} min_samples_split: parameters.min_samples_split,
seed: parameters.seed,
let samples = vec![1; x_nrows]; splitter: Splitter::Best,
DecisionTreeRegressor::fit_weak_learner(x, y, samples, num_attributes, parameters)
}
pub(crate) fn fit_weak_learner(
x: &X,
y: &Y,
samples: Vec<usize>,
mtry: usize,
parameters: DecisionTreeRegressorParameters,
) -> Result<DecisionTreeRegressor<TX, TY, X, Y>, Failed> {
let y_m = y.clone();
let y_ncols = y_m.shape();
let (_, num_attributes) = x.shape();
let mut nodes: Vec<Node> = Vec::new();
let mut rng = get_rng_impl(parameters.seed);
let mut n = 0;
let mut sum = 0f64;
for (i, sample_i) in samples.iter().enumerate().take(y_ncols) {
n += *sample_i;
sum += *sample_i as f64 * y_m.get(i).to_f64().unwrap();
}
let root = Node::new(sum / (n as f64));
nodes.push(root);
let mut order: Vec<Vec<usize>> = Vec::new();
for i in 0..num_attributes {
let mut col_i: Vec<TX> = x.get_col(i).iterator(0).copied().collect();
order.push(col_i.argsort_mut());
}
let mut tree = DecisionTreeRegressor {
nodes,
parameters: Some(parameters),
depth: 0u16,
_phantom_tx: PhantomData,
_phantom_ty: PhantomData,
_phantom_x: PhantomData,
_phantom_y: PhantomData,
}; };
let tree = BaseTreeRegressor::fit(x, y, tree_parameters)?;
let mut visitor = NodeVisitor::<TX, TY, X, Y>::new(0, samples, &order, x, &y_m, 1); Ok(Self {
tree_regressor: Some(tree),
let mut visitor_queue: LinkedList<NodeVisitor<'_, TX, TY, X, Y>> = LinkedList::new(); })
if tree.find_best_cutoff(&mut visitor, mtry, &mut rng) {
visitor_queue.push_back(visitor);
}
while tree.depth() < tree.parameters().max_depth.unwrap_or(u16::MAX) {
match visitor_queue.pop_front() {
Some(node) => tree.split(node, mtry, &mut visitor_queue, &mut rng),
None => break,
};
}
Ok(tree)
} }
/// Predict regression value for `x`. /// Predict regression value for `x`.
/// * `x` - _KxM_ data where _K_ is number of observations and _M_ is number of features. /// * `x` - _KxM_ data where _K_ is number of observations and _M_ is number of features.
pub fn predict(&self, x: &X) -> Result<Y, Failed> { pub fn predict(&self, x: &X) -> Result<Y, Failed> {
let mut result = Y::zeros(x.shape().0); self.tree_regressor.as_ref().unwrap().predict(x)
let (n, _) = x.shape();
for i in 0..n {
result.set(i, self.predict_for_row(x, i));
}
Ok(result)
}
pub(crate) fn predict_for_row(&self, x: &X, row: usize) -> TY {
let mut result = 0f64;
let mut queue: LinkedList<usize> = LinkedList::new();
queue.push_back(0);
while !queue.is_empty() {
match queue.pop_front() {
Some(node_id) => {
let node = &self.nodes()[node_id];
if node.true_child.is_none() && node.false_child.is_none() {
result = node.output;
} else if x.get((row, node.split_feature)).to_f64().unwrap()
<= node.split_value.unwrap_or(f64::NAN)
{
queue.push_back(node.true_child.unwrap());
} else {
queue.push_back(node.false_child.unwrap());
}
}
None => break,
};
}
TY::from_f64(result).unwrap()
}
fn find_best_cutoff(
&mut self,
visitor: &mut NodeVisitor<'_, TX, TY, X, Y>,
mtry: usize,
rng: &mut impl Rng,
) -> bool {
let (_, n_attr) = visitor.x.shape();
let n: usize = visitor.samples.iter().sum();
if n < self.parameters().min_samples_split {
return false;
}
let sum = self.nodes()[visitor.node].output * n as f64;
let mut variables = (0..n_attr).collect::<Vec<_>>();
if mtry < n_attr {
variables.shuffle(rng);
}
let parent_gain =
n as f64 * self.nodes()[visitor.node].output * self.nodes()[visitor.node].output;
for variable in variables.iter().take(mtry) {
self.find_best_split(visitor, n, sum, parent_gain, *variable);
}
self.nodes()[visitor.node].split_score.is_some()
}
fn find_best_split(
&mut self,
visitor: &mut NodeVisitor<'_, TX, TY, X, Y>,
n: usize,
sum: f64,
parent_gain: f64,
j: usize,
) {
let mut true_sum = 0f64;
let mut true_count = 0;
let mut prevx = Option::None;
for i in visitor.order[j].iter() {
if visitor.samples[*i] > 0 {
let x_ij = *visitor.x.get((*i, j));
if prevx.is_none() || x_ij == prevx.unwrap() {
prevx = Some(x_ij);
true_count += visitor.samples[*i];
true_sum += visitor.samples[*i] as f64 * visitor.y.get(*i).to_f64().unwrap();
continue;
}
let false_count = n - true_count;
if true_count < self.parameters().min_samples_leaf
|| false_count < self.parameters().min_samples_leaf
{
prevx = Some(x_ij);
true_count += visitor.samples[*i];
true_sum += visitor.samples[*i] as f64 * visitor.y.get(*i).to_f64().unwrap();
continue;
}
let true_mean = true_sum / true_count as f64;
let false_mean = (sum - true_sum) / false_count as f64;
let gain = (true_count as f64 * true_mean * true_mean
+ false_count as f64 * false_mean * false_mean)
- parent_gain;
if self.nodes()[visitor.node].split_score.is_none()
|| gain > self.nodes()[visitor.node].split_score.unwrap()
{
self.nodes[visitor.node].split_feature = j;
self.nodes[visitor.node].split_value =
Option::Some((x_ij + prevx.unwrap()).to_f64().unwrap() / 2f64);
self.nodes[visitor.node].split_score = Option::Some(gain);
visitor.true_child_output = true_mean;
visitor.false_child_output = false_mean;
}
prevx = Some(x_ij);
true_sum += visitor.samples[*i] as f64 * visitor.y.get(*i).to_f64().unwrap();
true_count += visitor.samples[*i];
}
}
}
fn split<'a>(
&mut self,
mut visitor: NodeVisitor<'a, TX, TY, X, Y>,
mtry: usize,
visitor_queue: &mut LinkedList<NodeVisitor<'a, TX, TY, X, Y>>,
rng: &mut impl Rng,
) -> bool {
let (n, _) = visitor.x.shape();
let mut tc = 0;
let mut fc = 0;
let mut true_samples: Vec<usize> = vec![0; n];
for (i, true_sample) in true_samples.iter_mut().enumerate().take(n) {
if visitor.samples[i] > 0 {
if visitor
.x
.get((i, self.nodes()[visitor.node].split_feature))
.to_f64()
.unwrap()
<= self.nodes()[visitor.node].split_value.unwrap_or(f64::NAN)
{
*true_sample = visitor.samples[i];
tc += *true_sample;
visitor.samples[i] = 0;
} else {
fc += visitor.samples[i];
}
}
}
if tc < self.parameters().min_samples_leaf || fc < self.parameters().min_samples_leaf {
self.nodes[visitor.node].split_feature = 0;
self.nodes[visitor.node].split_value = Option::None;
self.nodes[visitor.node].split_score = Option::None;
return false;
}
let true_child_idx = self.nodes().len();
self.nodes.push(Node::new(visitor.true_child_output));
let false_child_idx = self.nodes().len();
self.nodes.push(Node::new(visitor.false_child_output));
self.nodes[visitor.node].true_child = Some(true_child_idx);
self.nodes[visitor.node].false_child = Some(false_child_idx);
self.depth = u16::max(self.depth, visitor.level + 1);
let mut true_visitor = NodeVisitor::<TX, TY, X, Y>::new(
true_child_idx,
true_samples,
visitor.order,
visitor.x,
visitor.y,
visitor.level + 1,
);
if self.find_best_cutoff(&mut true_visitor, mtry, rng) {
visitor_queue.push_back(true_visitor);
}
let mut false_visitor = NodeVisitor::<TX, TY, X, Y>::new(
false_child_idx,
visitor.samples,
visitor.order,
visitor.x,
visitor.y,
visitor.level + 1,
);
if self.find_best_cutoff(&mut false_visitor, mtry, rng) {
visitor_queue.push_back(false_visitor);
}
true
} }
} }
+1
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@@ -19,6 +19,7 @@
//! <script src="https://polyfill.io/v3/polyfill.min.js?features=es6"></script> //! <script src="https://polyfill.io/v3/polyfill.min.js?features=es6"></script>
//! <script id="MathJax-script" async src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script> //! <script id="MathJax-script" async src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script>
pub(crate) mod base_tree_regressor;
/// Classification tree for dependent variables that take a finite number of unordered values. /// Classification tree for dependent variables that take a finite number of unordered values.
pub mod decision_tree_classifier; pub mod decision_tree_classifier;
/// Regression tree for for dependent variables that take continuous or ordered discrete values. /// Regression tree for for dependent variables that take continuous or ordered discrete values.
+16
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@@ -0,0 +1,16 @@
//! # XGBoost
//!
//! XGBoost, which stands for Extreme Gradient Boosting, is a powerful and efficient implementation of the gradient boosting framework. Gradient boosting is a machine learning technique for regression and classification problems, which produces a prediction model in the form of an ensemble of weak prediction models, typically decision trees.
//!
//! The core idea of boosting is to build the model in a stage-wise fashion. It learns from its mistakes by sequentially adding new models that correct the errors of the previous ones. Unlike bagging, which trains models in parallel, boosting is a sequential process. Each new tree is fit on a modified version of the original data set, specifically focusing on the instances where the previous models performed poorly.
//!
//! XGBoost enhances this process through several key innovations. It employs a more regularized model formalization to control over-fitting, which gives it better performance. It also has a highly optimized and parallelized tree construction process, making it significantly faster and more scalable than traditional gradient boosting implementations.
//!
//! ## References:
//!
//! * "Elements of Statistical Learning", Hastie T., Tibshirani R., Friedman J., 10. Boosting and Additive Trees
//! * XGBoost: A Scalable Tree Boosting System, Chen T., Guestrin C.
// xgboost implementation
pub mod xgb_regressor;
pub use xgb_regressor::{XGRegressor, XGRegressorParameters};
+762
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@@ -0,0 +1,762 @@
//! # Extreme Gradient Boosting (XGBoost)
//!
//! XGBoost is a highly efficient and effective implementation of the gradient boosting framework.
//! Like other boosting models, it builds an ensemble of sequential decision trees, where each new tree
//! is trained to correct the errors of the previous ones.
//!
//! What makes XGBoost powerful is its use of both the first and second derivatives (gradient and hessian)
//! of the loss function, which allows for more accurate approximations and faster convergence. It also
//! includes built-in regularization techniques (L1/`alpha` and L2/`lambda`) to prevent overfitting.
//!
//! This implementation was ported to Rust from the concepts and algorithm explained in the blog post
//! ["XGBoost from Scratch"](https://randomrealizations.com/posts/xgboost-from-scratch/). It is designed
//! to be a general-purpose regressor that can be used with any objective function that provides a gradient
//! and a hessian.
//!
//! Example:
//!
//! ```
//! use smartcore::linalg::basic::matrix::DenseMatrix;
//! use smartcore::xgboost::{XGRegressor, XGRegressorParameters};
//!
//! // Simple dataset: predict y = 2*x
//! let x = DenseMatrix::from_2d_array(&[
//! &[1.0], &[2.0], &[3.0], &[4.0], &[5.0]
//! ]).unwrap();
//! let y = vec![2.0, 4.0, 6.0, 8.0, 10.0];
//!
//! // Use default parameters, but set a few for demonstration
//! let parameters = XGRegressorParameters::default()
//! .with_n_estimators(50)
//! .with_max_depth(3)
//! .with_learning_rate(0.1);
//!
//! // Train the model
//! let model = XGRegressor::fit(&x, &y, parameters).unwrap();
//!
//! // Make predictions
//! let x_test = DenseMatrix::from_2d_array(&[&[6.0], &[7.0]]).unwrap();
//! let y_hat = model.predict(&x_test).unwrap();
//!
//! // y_hat should be close to [12.0, 14.0]
//! ```
//!
use rand::{seq::SliceRandom, Rng};
use std::{iter::zip, marker::PhantomData};
use crate::{
api::{PredictorBorrow, SupervisedEstimatorBorrow},
error::{Failed, FailedError},
linalg::basic::arrays::{Array1, Array2},
numbers::basenum::Number,
rand_custom::get_rng_impl,
};
/// Defines the objective function to be optimized.
/// The objective function provides the loss, gradient (first derivative), and
/// hessian (second derivative) required for the XGBoost algorithm.
#[derive(Clone, Debug)]
pub enum Objective {
/// The objective for regression tasks using Mean Squared Error.
/// Loss: 0.5 * (y_true - y_pred)^2
MeanSquaredError,
}
impl Objective {
/// Calculates the loss for each sample given the true and predicted values.
///
/// # Arguments
/// * `y_true` - A vector of the true target values.
/// * `y_pred` - A vector of the predicted values.
///
/// # Returns
/// The mean of the calculated loss values.
pub fn loss_function<TY: Number, Y: Array1<TY>>(&self, y_true: &Y, y_pred: &Vec<f64>) -> f64 {
match self {
Objective::MeanSquaredError => {
zip(y_true.iterator(0), y_pred)
.map(|(true_val, pred_val)| {
0.5 * (true_val.to_f64().unwrap() - pred_val).powi(2)
})
.sum::<f64>()
/ y_true.shape() as f64
}
}
}
/// Calculates the gradient (first derivative) of the loss function.
///
/// # Arguments
/// * `y_true` - A vector of the true target values.
/// * `y_pred` - A vector of the predicted values.
///
/// # Returns
/// A vector of gradients for each sample.
pub fn gradient<TY: Number, Y: Array1<TY>>(&self, y_true: &Y, y_pred: &Vec<f64>) -> Vec<f64> {
match self {
Objective::MeanSquaredError => zip(y_true.iterator(0), y_pred)
.map(|(true_val, pred_val)| (*pred_val - true_val.to_f64().unwrap()))
.collect(),
}
}
/// Calculates the hessian (second derivative) of the loss function.
///
/// # Arguments
/// * `y_true` - A vector of the true target values.
/// * `y_pred` - A vector of the predicted values.
///
/// # Returns
/// A vector of hessians for each sample.
#[allow(unused_variables)]
pub fn hessian<TY: Number, Y: Array1<TY>>(&self, y_true: &Y, y_pred: &[f64]) -> Vec<f64> {
match self {
Objective::MeanSquaredError => vec![1.0; y_true.shape()],
}
}
}
/// Represents a single decision tree in the XGBoost ensemble.
///
/// This is a recursive data structure where each `TreeRegressor` is a node
/// that can have a left and a right child, also of type `TreeRegressor`.
#[allow(dead_code)]
struct TreeRegressor<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>> {
left: Option<Box<TreeRegressor<TX, TY, X, Y>>>,
right: Option<Box<TreeRegressor<TX, TY, X, Y>>>,
/// The output value of this node. If it's a leaf, this is the final prediction.
value: f64,
/// The feature value threshold used to split this node.
threshold: f64,
/// The index of the feature used for splitting.
split_feature_idx: usize,
/// The gain in score achieved by this split.
split_score: f64,
_phantom_tx: PhantomData<TX>,
_phantom_ty: PhantomData<TY>,
_phantom_x: PhantomData<X>,
_phantom_y: PhantomData<Y>,
}
impl<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
TreeRegressor<TX, TY, X, Y>
{
/// Recursively builds a decision tree (a `TreeRegressor` node).
///
/// This function determines the optimal split for the given set of samples (`idxs`)
/// and then recursively calls itself to build the left and right child nodes.
///
/// # Arguments
/// * `data` - The full training dataset.
/// * `g` - Gradients for all samples.
/// * `h` - Hessians for all samples.
/// * `idxs` - The indices of the samples belonging to the current node.
/// * `max_depth` - The maximum remaining depth for this branch.
/// * `min_child_weight` - The minimum sum of hessians required in a child node.
/// * `lambda` - L2 regularization term on weights.
/// * `gamma` - Minimum loss reduction required to make a further partition.
pub fn fit(
data: &X,
g: &Vec<f64>,
h: &Vec<f64>,
idxs: &[usize],
max_depth: u16,
min_child_weight: f64,
lambda: f64,
gamma: f64,
) -> Self {
let g_sum = idxs.iter().map(|&i| g[i]).sum::<f64>();
let h_sum = idxs.iter().map(|&i| h[i]).sum::<f64>();
let value = -g_sum / (h_sum + lambda);
let mut best_feature_idx = usize::MAX;
let mut best_split_score = 0.0;
let mut best_threshold = 0.0;
let mut left = Option::None;
let mut right = Option::None;
if max_depth > 0 {
Self::insert_child_nodes(
data,
g,
h,
idxs,
&mut best_feature_idx,
&mut best_split_score,
&mut best_threshold,
&mut left,
&mut right,
max_depth,
min_child_weight,
lambda,
gamma,
);
}
Self {
left,
right,
value,
threshold: best_threshold,
split_feature_idx: best_feature_idx,
split_score: best_split_score,
_phantom_tx: PhantomData,
_phantom_ty: PhantomData,
_phantom_x: PhantomData,
_phantom_y: PhantomData,
}
}
/// Finds the best split and creates child nodes if a valid split is found.
fn insert_child_nodes(
data: &X,
g: &Vec<f64>,
h: &Vec<f64>,
idxs: &[usize],
best_feature_idx: &mut usize,
best_split_score: &mut f64,
best_threshold: &mut f64,
left: &mut Option<Box<Self>>,
right: &mut Option<Box<Self>>,
max_depth: u16,
min_child_weight: f64,
lambda: f64,
gamma: f64,
) {
let (_, n_features) = data.shape();
for i in 0..n_features {
Self::find_best_split(
data,
g,
h,
idxs,
i,
best_feature_idx,
best_split_score,
best_threshold,
min_child_weight,
lambda,
gamma,
);
}
// A split is only valid if it results in a positive gain.
if *best_split_score > 0.0 {
let mut left_idxs = Vec::new();
let mut right_idxs = Vec::new();
for idx in idxs.iter() {
if data.get((*idx, *best_feature_idx)).to_f64().unwrap() <= *best_threshold {
left_idxs.push(*idx);
} else {
right_idxs.push(*idx);
}
}
*left = Some(Box::new(TreeRegressor::fit(
data,
g,
h,
&left_idxs,
max_depth - 1,
min_child_weight,
lambda,
gamma,
)));
*right = Some(Box::new(TreeRegressor::fit(
data,
g,
h,
&right_idxs,
max_depth - 1,
min_child_weight,
lambda,
gamma,
)));
}
}
/// Iterates through a single feature to find the best possible split point.
fn find_best_split(
data: &X,
g: &[f64],
h: &[f64],
idxs: &[usize],
feature_idx: usize,
best_feature_idx: &mut usize,
best_split_score: &mut f64,
best_threshold: &mut f64,
min_child_weight: f64,
lambda: f64,
gamma: f64,
) {
let mut sorted_idxs = idxs.to_owned();
sorted_idxs.sort_by(|a, b| {
data.get((*a, feature_idx))
.partial_cmp(data.get((*b, feature_idx)))
.unwrap()
});
let sum_g = sorted_idxs.iter().map(|&i| g[i]).sum::<f64>();
let sum_h = sorted_idxs.iter().map(|&i| h[i]).sum::<f64>();
let mut sum_g_right = sum_g;
let mut sum_h_right = sum_h;
let mut sum_g_left = 0.0;
let mut sum_h_left = 0.0;
for i in 0..sorted_idxs.len() - 1 {
let idx = sorted_idxs[i];
let next_idx = sorted_idxs[i + 1];
let g_i = g[idx];
let h_i = h[idx];
let x_i = data.get((idx, feature_idx)).to_f64().unwrap();
let x_i_next = data.get((next_idx, feature_idx)).to_f64().unwrap();
sum_g_left += g_i;
sum_h_left += h_i;
sum_g_right -= g_i;
sum_h_right -= h_i;
if sum_h_left < min_child_weight || x_i == x_i_next {
continue;
}
if sum_h_right < min_child_weight {
break;
}
let gain = 0.5
* ((sum_g_left * sum_g_left / (sum_h_left + lambda))
+ (sum_g_right * sum_g_right / (sum_h_right + lambda))
- (sum_g * sum_g / (sum_h + lambda)))
- gamma;
if gain > *best_split_score {
*best_split_score = gain;
*best_threshold = (x_i + x_i_next) / 2.0;
*best_feature_idx = feature_idx;
}
}
}
/// Predicts the output values for a dataset.
pub fn predict(&self, data: &X) -> Vec<f64> {
let (n_samples, n_features) = data.shape();
(0..n_samples)
.map(|i| {
self.predict_for_row(&Vec::from_iterator(
data.get_row(i).iterator(0).copied(),
n_features,
))
})
.collect()
}
/// Predicts the output value for a single row of data by traversing the tree.
pub fn predict_for_row(&self, row: &Vec<TX>) -> f64 {
// A leaf node is identified by having no children.
if self.left.is_none() {
return self.value;
}
// Recurse down the appropriate branch.
let child = if row[self.split_feature_idx].to_f64().unwrap() <= self.threshold {
self.left.as_ref().unwrap()
} else {
self.right.as_ref().unwrap()
};
child.predict_for_row(row)
}
}
/// Parameters for the `jRegressor` model.
///
/// This struct holds all the hyperparameters that control the training process.
#[derive(Clone, Debug)]
pub struct XGRegressorParameters {
/// The number of boosting rounds or trees to build.
pub n_estimators: usize,
/// The maximum depth of each tree.
pub max_depth: u16,
/// Step size shrinkage used to prevent overfitting.
pub learning_rate: f64,
/// Minimum sum of instance weight (hessian) needed in a child.
pub min_child_weight: usize,
/// L2 regularization term on weights.
pub lambda: f64,
/// Minimum loss reduction required to make a further partition on a leaf node.
pub gamma: f64,
/// The initial prediction score for all instances.
pub base_score: f64,
/// The fraction of samples to be used for fitting the individual base learners.
pub subsample: f64,
/// The seed for the random number generator for reproducibility.
pub seed: u64,
/// The objective function to be optimized.
pub objective: Objective,
}
impl Default for XGRegressorParameters {
/// Creates a new set of `XGRegressorParameters` with default values.
fn default() -> Self {
Self {
n_estimators: 100,
learning_rate: 0.3,
max_depth: 6,
min_child_weight: 1,
lambda: 1.0,
gamma: 0.0,
base_score: 0.5,
subsample: 1.0,
seed: 0,
objective: Objective::MeanSquaredError,
}
}
}
// Builder pattern for XGRegressorParameters
impl XGRegressorParameters {
/// Sets the number of boosting rounds or trees to build.
pub fn with_n_estimators(mut self, n_estimators: usize) -> Self {
self.n_estimators = n_estimators;
self
}
/// Sets the step size shrinkage used to prevent overfitting.
///
/// Also known as `eta`. A smaller value makes the model more robust by preventing
/// too much weight being given to any single tree.
pub fn with_learning_rate(mut self, learning_rate: f64) -> Self {
self.learning_rate = learning_rate;
self
}
/// Sets the maximum depth of each individual tree.
// A lower value helps prevent overfitting.*
pub fn with_max_depth(mut self, max_depth: u16) -> Self {
self.max_depth = max_depth;
self
}
/// Sets the minimum sum of instance weight (hessian) needed in a child node.
///
/// If the tree partition step results in a leaf node with the sum of
// instance weight less than `min_child_weight`, then the building process*
/// will give up further partitioning.
pub fn with_min_child_weight(mut self, min_child_weight: usize) -> Self {
self.min_child_weight = min_child_weight;
self
}
/// Sets the L2 regularization term on weights (`lambda`).
///
/// Increasing this value will make the model more conservative.
pub fn with_lambda(mut self, lambda: f64) -> Self {
self.lambda = lambda;
self
}
/// Sets the minimum loss reduction required to make a further partition on a leaf node.
///
/// The larger `gamma` is, the more conservative the algorithm will be.
pub fn with_gamma(mut self, gamma: f64) -> Self {
self.gamma = gamma;
self
}
/// Sets the initial prediction score for all instances.
pub fn with_base_score(mut self, base_score: f64) -> Self {
self.base_score = base_score;
self
}
/// Sets the fraction of samples to be used for fitting individual base learners.
///
/// A value of less than 1.0 introduces randomness and helps prevent overfitting.
pub fn with_subsample(mut self, subsample: f64) -> Self {
self.subsample = subsample;
self
}
/// Sets the seed for the random number generator for reproducibility.
pub fn with_seed(mut self, seed: u64) -> Self {
self.seed = seed;
self
}
/// Sets the objective function to be optimized during training.
pub fn with_objective(mut self, objective: Objective) -> Self {
self.objective = objective;
self
}
}
/// An Extreme Gradient Boosting (XGBoost) model for regression and classification tasks.
pub struct XGRegressor<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>> {
regressors: Option<Vec<TreeRegressor<TX, TY, X, Y>>>,
parameters: Option<XGRegressorParameters>,
_phantom_ty: PhantomData<TY>,
_phantom_tx: PhantomData<TX>,
_phantom_y: PhantomData<Y>,
_phantom_x: PhantomData<X>,
}
impl<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>> XGRegressor<TX, TY, X, Y> {
/// Fits the XGBoost model to the training data.
pub fn fit(data: &X, y: &Y, parameters: XGRegressorParameters) -> Result<Self, Failed> {
if parameters.subsample > 1.0 || parameters.subsample <= 0.0 {
return Err(Failed::because(
FailedError::ParametersError,
"Subsample ratio must be in (0, 1].",
));
}
let (n_samples, _) = data.shape();
let learning_rate = parameters.learning_rate;
let mut predictions = vec![parameters.base_score; n_samples];
let mut regressors = Vec::new();
let mut rng = get_rng_impl(Some(parameters.seed));
for _ in 0..parameters.n_estimators {
let gradients = parameters.objective.gradient(y, &predictions);
let hessians = parameters.objective.hessian(y, &predictions);
let sample_idxs = if parameters.subsample < 1.0 {
Self::sample_without_replacement(n_samples, parameters.subsample, &mut rng)
} else {
(0..n_samples).collect::<Vec<usize>>()
};
let regressor = TreeRegressor::fit(
data,
&gradients,
&hessians,
&sample_idxs,
parameters.max_depth,
parameters.min_child_weight as f64,
parameters.lambda,
parameters.gamma,
);
let corrections = regressor.predict(data);
predictions = zip(predictions, corrections)
.map(|(pred, correction)| pred + (learning_rate * correction))
.collect();
regressors.push(regressor);
}
Ok(Self {
regressors: Some(regressors),
parameters: Some(parameters),
_phantom_ty: PhantomData,
_phantom_y: PhantomData,
_phantom_tx: PhantomData,
_phantom_x: PhantomData,
})
}
/// Predicts target values for the given input data.
pub fn predict(&self, data: &X) -> Result<Vec<TX>, Failed> {
let (n_samples, _) = data.shape();
let parameters = self.parameters.as_ref().unwrap();
let mut predictions = vec![parameters.base_score; n_samples];
let regressors = self.regressors.as_ref().unwrap();
for regressor in regressors.iter() {
let corrections = regressor.predict(data);
predictions = zip(predictions, corrections)
.map(|(pred, correction)| pred + (parameters.learning_rate * correction))
.collect();
}
Ok(predictions
.into_iter()
.map(|p| TX::from_f64(p).unwrap())
.collect())
}
/// Creates a random sample of indices without replacement.
fn sample_without_replacement(
population_size: usize,
subsample_ratio: f64,
rng: &mut impl Rng,
) -> Vec<usize> {
let mut indices: Vec<usize> = (0..population_size).collect();
indices.shuffle(rng);
indices.truncate((population_size as f64 * subsample_ratio) as usize);
indices
}
}
// Boilerplate implementation for the smartcore traits
impl<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
SupervisedEstimatorBorrow<'_, X, Y, XGRegressorParameters> for XGRegressor<TX, TY, X, Y>
{
fn new() -> Self {
Self {
regressors: None,
parameters: None,
_phantom_ty: PhantomData,
_phantom_y: PhantomData,
_phantom_tx: PhantomData,
_phantom_x: PhantomData,
}
}
fn fit(x: &X, y: &Y, parameters: &XGRegressorParameters) -> Result<Self, Failed> {
XGRegressor::fit(x, y, parameters.clone())
}
}
impl<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>> PredictorBorrow<'_, X, TX>
for XGRegressor<TX, TY, X, Y>
{
fn predict(&self, x: &X) -> Result<Vec<TX>, Failed> {
self.predict(x)
}
}
// ------------------- TESTS -------------------
#[cfg(test)]
mod tests {
use super::*;
use crate::linalg::basic::{arrays::Array, matrix::DenseMatrix};
/// Tests the gradient and hessian calculations for MeanSquaredError.
#[test]
fn test_mse_objective() {
let objective = Objective::MeanSquaredError;
let y_true = vec![1.0, 2.0, 3.0];
let y_pred = vec![1.5, 2.5, 2.5];
let gradients = objective.gradient(&y_true, &y_pred);
let hessians = objective.hessian(&y_true, &y_pred);
// Gradients should be (pred - true)
assert_eq!(gradients, vec![0.5, 0.5, -0.5]);
// Hessians should be all 1.0 for MSE
assert_eq!(hessians, vec![1.0, 1.0, 1.0]);
}
#[test]
fn test_find_best_split_multidimensional() {
// Data has two features. The second feature is a better predictor.
let data = vec![
vec![1.0, 10.0], // g = -0.5
vec![1.0, 20.0], // g = -1.0
vec![1.0, 30.0], // g = 1.0
vec![1.0, 40.0], // g = 1.5
];
let data = DenseMatrix::from_2d_vec(&data).unwrap();
let g = vec![-0.5, -1.0, 1.0, 1.5];
let h = vec![1.0, 1.0, 1.0, 1.0];
let idxs = (0..4).collect::<Vec<usize>>();
let mut best_feature_idx = usize::MAX;
let mut best_split_score = 0.0;
let mut best_threshold = 0.0;
// Manually calculated expected gain for the best split (on feature 1, with lambda=1.0).
// G_left = -1.5, H_left = 2.0
// G_right = 2.5, H_right = 2.0
// G_total = 1.0, H_total = 4.0
// Gain = 0.5 * (G_l^2/(H_l+λ) + G_r^2/(H_r+λ) - G_t^2/(H_t+λ))
// Gain = 0.5 * ((-1.5)^2/(2+1) + (2.5)^2/(2+1) - (1.0)^2/(4+1))
// Gain = 0.5 * (2.25/3 + 6.25/3 - 1.0/5) = 0.5 * (0.75 + 2.0833 - 0.2) = 1.3166...
let expected_gain = 1.3166666666666667;
// Search both features. The algorithm must find the best split on feature 1.
let (_, n_features) = data.shape();
for i in 0..n_features {
TreeRegressor::<f64, f64, DenseMatrix<f64>, Vec<f64>>::find_best_split(
&data,
&g,
&h,
&idxs,
i,
&mut best_feature_idx,
&mut best_split_score,
&mut best_threshold,
1.0,
1.0,
0.0,
);
}
assert_eq!(best_feature_idx, 1); // Should choose the second feature
assert!((best_split_score - expected_gain).abs() < 1e-9);
assert_eq!(best_threshold, 25.0); // (20 + 30) / 2
}
/// Tests that the TreeRegressor can build a simple one-level tree on multidimensional data.
#[test]
fn test_tree_regressor_fit_multidimensional() {
let data = vec![
vec![1.0, 10.0],
vec![1.0, 20.0],
vec![1.0, 30.0],
vec![1.0, 40.0],
];
let data = DenseMatrix::from_2d_vec(&data).unwrap();
let g = vec![-0.5, -1.0, 1.0, 1.5];
let h = vec![1.0, 1.0, 1.0, 1.0];
let idxs = (0..4).collect::<Vec<usize>>();
let tree = TreeRegressor::<f64, f64, DenseMatrix<f64>, Vec<f64>>::fit(
&data, &g, &h, &idxs, 2, 1.0, 1.0, 0.0,
);
// Check that the root node was split on the correct feature
assert!(tree.left.is_some());
assert!(tree.right.is_some());
assert_eq!(tree.split_feature_idx, 1); // Should split on the second feature
assert_eq!(tree.threshold, 25.0);
// Check leaf values (G/H+lambda)
// Left leaf: G = -1.5, H = 2.0 => value = -(-1.5)/(2+1) = 0.5
// Right leaf: G = 2.5, H = 2.0 => value = -(2.5)/(2+1) = -0.8333
assert!((tree.left.unwrap().value - 0.5).abs() < 1e-9);
assert!((tree.right.unwrap().value - (-0.833333333)).abs() < 1e-9);
}
/// A "smoke test" to ensure the main XGRegressor can fit and predict on multidimensional data.
#[test]
fn test_xgregressor_fit_predict_multidimensional() {
// Simple 2D data where y is roughly 2*x1 + 3*x2
let x_vec = vec![
vec![1.0, 1.0],
vec![2.0, 1.0],
vec![1.0, 2.0],
vec![2.0, 2.0],
];
let x = DenseMatrix::from_2d_vec(&x_vec).unwrap();
let y = vec![5.0, 7.0, 8.0, 10.0];
let params = XGRegressorParameters::default()
.with_n_estimators(10)
.with_max_depth(2);
let fit_result = XGRegressor::fit(&x, &y, params);
assert!(
fit_result.is_ok(),
"Fit failed with error: {:?}",
fit_result.err()
);
let model = fit_result.unwrap();
let predict_result = model.predict(&x);
assert!(
predict_result.is_ok(),
"Predict failed with error: {:?}",
predict_result.err()
);
let predictions = predict_result.unwrap();
assert_eq!(predictions.len(), 4);
}
}