Files
smartcore/src/naive_bayes/mod.rs
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

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//! # Naive Bayes
//!
//! Naive Bayes (NB) is a simple but powerful machine learning algorithm.
//! Naive Bayes classifier is based on Bayes Theorem with an ssumption of conditional independence
//! between every pair of features given the value of the class variable.
//!
//! Bayes theorem can be written as
//!
//! \\[ P(y | X) = \frac{P(y)P(X| y)}{P(X)} \\]
//!
//! where
//!
//! * \\(X = (x_1,...x_n)\\) represents the predictors.
//! * \\(P(y | X)\\) is the probability of class _y_ given the data X
//! * \\(P(X| y)\\) is the probability of data X given the class _y_.
//! * \\(P(y)\\) is the probability of class y. This is called the prior probability of y.
//! * \\(P(y | X)\\) is the probability of the data (regardless of the class value).
//!
//! The naive conditional independence assumption let us rewrite this equation as
//!
//! \\[ P(y | x_1,...x_n) = \frac{P(y)\prod_{i=1}^nP(x_i|y)}{P(x_1,...x_n)} \\]
//!
//!
//! The denominator can be removed since \\(P(x_1,...x_n)\\) is constrant for all the entries in the dataset.
//!
//! \\[ P(y | x_1,...x_n) \propto P(y)\prod_{i=1}^nP(x_i|y) \\]
//!
//! To find class y from predictors X we use this equation
//!
//! \\[ y = \underset{y}{argmax} P(y)\prod_{i=1}^nP(x_i|y) \\]
//!
//! ## References:
//!
//! * ["Machine Learning: A Probabilistic Perspective", Kevin P. Murphy, 2012, Chapter 3 ](https://mitpress.mit.edu/books/machine-learning-1)
//!
//! <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 crate::error::Failed;
use crate::linalg::basic::arrays::{Array1, Array2, ArrayView1};
use crate::numbers::basenum::Number;
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
use std::marker::PhantomData;
/// Distribution used in the Naive Bayes classifier.
pub(crate) trait NBDistribution<X: Number, Y: Number>: Clone {
/// Prior of class at the given index.
fn prior(&self, class_index: usize) -> f64;
/// Logarithm of conditional probability of sample j given class in the specified index.
#[allow(clippy::borrowed_box)]
fn log_likelihood<'a>(&'a self, class_index: usize, j: &'a Box<dyn ArrayView1<X> + 'a>) -> f64;
/// Possible classes of the distribution.
fn classes(&self) -> &Vec<Y>;
}
/// Base struct for the Naive Bayes classifier.
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug, PartialEq, Clone)]
pub(crate) struct BaseNaiveBayes<
TX: Number,
TY: Number,
X: Array2<TX>,
Y: Array1<TY>,
D: NBDistribution<TX, TY>,
> {
distribution: D,
_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>, D: NBDistribution<TX, TY>>
BaseNaiveBayes<TX, TY, X, Y, D>
{
/// Fits NB classifier to a given NBdistribution.
/// * `distribution` - NBDistribution of the training data
pub fn fit(distribution: D) -> Result<Self, Failed> {
Ok(Self {
distribution,
_phantom_tx: PhantomData,
_phantom_ty: PhantomData,
_phantom_x: PhantomData,
_phantom_y: PhantomData,
})
}
/// Estimates the class labels for the provided data.
/// * `x` - data of shape NxM where N is number of data points to estimate and M is number of features.
///
/// Returns a vector of size N with class estimates.
pub fn predict(&self, x: &X) -> Result<Y, Failed> {
let y_classes = self.distribution.classes();
if y_classes.is_empty() {
return Err(Failed::predict("Failed to predict, no classes available"));
}
let (rows, _) = x.shape();
let mut predictions = Vec::with_capacity(rows);
let mut all_probs_nan = true;
for row_index in 0..rows {
let row = x.get_row(row_index);
let mut max_log_prob = f64::NEG_INFINITY;
let mut max_class = None;
for (class_index, class) in y_classes.iter().enumerate() {
let log_likelihood = self.distribution.log_likelihood(class_index, &row);
let log_prob = log_likelihood + self.distribution.prior(class_index).ln();
if !log_prob.is_nan() && log_prob > max_log_prob {
max_log_prob = log_prob;
max_class = Some(*class);
all_probs_nan = false;
}
}
predictions.push(max_class.unwrap_or(y_classes[0]));
}
if all_probs_nan {
Err(Failed::predict(
"Failed to predict, all probabilities were NaN",
))
} else {
Ok(Y::from_vec_slice(&predictions))
}
}
}
pub mod bernoulli;
pub mod categorical;
pub mod gaussian;
pub mod multinomial;
#[cfg(test)]
mod tests {
use super::*;
use crate::linalg::basic::arrays::Array;
use crate::linalg::basic::matrix::DenseMatrix;
use num_traits::float::Float;
type Model<'d> = BaseNaiveBayes<i32, i32, DenseMatrix<i32>, Vec<i32>, TestDistribution<'d>>;
#[derive(Debug, PartialEq, Clone)]
struct TestDistribution<'d>(&'d Vec<i32>);
impl NBDistribution<i32, i32> for TestDistribution<'_> {
fn prior(&self, _class_index: usize) -> f64 {
1.
}
fn log_likelihood<'a>(
&'a self,
class_index: usize,
_j: &'a Box<dyn ArrayView1<i32> + 'a>,
) -> f64 {
match self.0.get(class_index) {
&v @ 2 | &v @ 10 | &v @ 20 => v as f64,
_ => f64::nan(),
}
}
fn classes(&self) -> &Vec<i32> {
self.0
}
}
#[test]
fn test_predict() {
let matrix = DenseMatrix::from_2d_array(&[&[1, 2, 3], &[4, 5, 6], &[7, 8, 9]]).unwrap();
let val = vec![];
match Model::fit(TestDistribution(&val)).unwrap().predict(&matrix) {
Ok(_) => panic!("Should return error in case of empty classes"),
Err(err) => assert_eq!(
err.to_string(),
"Predict failed: Failed to predict, no classes available"
),
}
let val = vec![1, 2, 3];
match Model::fit(TestDistribution(&val)).unwrap().predict(&matrix) {
Ok(r) => assert_eq!(r, vec![2, 2, 2]),
Err(_) => panic!("Should success in normal case with NaNs"),
}
let val = vec![20, 2, 10];
match Model::fit(TestDistribution(&val)).unwrap().predict(&matrix) {
Ok(r) => assert_eq!(r, vec![20, 20, 20]),
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.
}
}