Files
smartcore/src/naive_bayes/multinomial.rs
2021-06-05 00:25:34 -04:00

435 lines
15 KiB
Rust

//! # Multinomial Naive Bayes
//!
//! Multinomial Naive Bayes classifier is a variant of [Naive Bayes](../index.html) for the multinomially distributed data.
//! It is often used for discrete data with predictors representing the number of times an event was observed in a particular instance,
//! for example frequency of the words present in the document.
//!
//! Example:
//!
//! ```
//! use smartcore::linalg::naive::dense_matrix::*;
//! use smartcore::naive_bayes::multinomial::MultinomialNB;
//!
//! // Training data points are:
//! // Chinese Beijing Chinese (class: China)
//! // Chinese Chinese Shanghai (class: China)
//! // Chinese Macao (class: China)
//! // Tokyo Japan Chinese (class: Japan)
//! let x = DenseMatrix::<f64>::from_2d_array(&[
//! &[1., 2., 0., 0., 0., 0.],
//! &[0., 2., 0., 0., 1., 0.],
//! &[0., 1., 0., 1., 0., 0.],
//! &[0., 1., 1., 0., 0., 1.],
//! ]);
//! let y = vec![0., 0., 0., 1.];
//! let nb = MultinomialNB::fit(&x, &y, Default::default()).unwrap();
//!
//! // Testing data point is:
//! // Chinese Chinese Chinese Tokyo Japan
//! let x_test = DenseMatrix::<f64>::from_2d_array(&[&[0., 3., 1., 0., 0., 1.]]);
//! let y_hat = nb.predict(&x_test).unwrap();
//! ```
//!
//! ## References:
//!
//! * ["Introduction to Information Retrieval", Manning C. D., Raghavan P., Schutze H., 2009, Chapter 13 ](https://nlp.stanford.edu/IR-book/information-retrieval-book.html)
use crate::api::{Predictor, SupervisedEstimator};
use crate::error::Failed;
use crate::linalg::row_iter;
use crate::linalg::BaseVector;
use crate::linalg::Matrix;
use crate::math::num::RealNumber;
use crate::math::vector::RealNumberVector;
use crate::naive_bayes::{BaseNaiveBayes, NBDistribution};
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
/// Naive Bayes classifier for Multinomial features
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug, PartialEq)]
struct MultinomialNBDistribution<T: RealNumber> {
/// class labels known to the classifier
class_labels: Vec<T>,
/// number of training samples observed in each class
class_count: Vec<usize>,
/// probability of each class
class_priors: Vec<T>,
/// Empirical log probability of features given a class
feature_log_prob: Vec<Vec<T>>,
/// Number of samples encountered for each (class, feature)
feature_count: Vec<Vec<usize>>,
/// Number of features of each sample
n_features: usize,
}
impl<T: RealNumber, M: Matrix<T>> NBDistribution<T, M> for MultinomialNBDistribution<T> {
fn prior(&self, class_index: usize) -> T {
self.class_priors[class_index]
}
fn log_likelihood(&self, class_index: usize, j: &M::RowVector) -> T {
let mut likelihood = T::zero();
for feature in 0..j.len() {
let value = j.get(feature);
likelihood += value * self.feature_log_prob[class_index][feature];
}
likelihood
}
fn classes(&self) -> &Vec<T> {
&self.class_labels
}
}
/// `MultinomialNB` parameters. Use `Default::default()` for default values.
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug, Clone)]
pub struct MultinomialNBParameters<T: RealNumber> {
/// Additive (Laplace/Lidstone) smoothing parameter (0 for no smoothing).
pub alpha: T,
/// Prior probabilities of the classes. If specified the priors are not adjusted according to the data
pub priors: Option<Vec<T>>,
}
impl<T: RealNumber> MultinomialNBParameters<T> {
/// Additive (Laplace/Lidstone) smoothing parameter (0 for no smoothing).
pub fn with_alpha(mut self, alpha: T) -> Self {
self.alpha = alpha;
self
}
/// Prior probabilities of the classes. If specified the priors are not adjusted according to the data
pub fn with_priors(mut self, priors: Vec<T>) -> Self {
self.priors = Some(priors);
self
}
}
impl<T: RealNumber> Default for MultinomialNBParameters<T> {
fn default() -> Self {
Self {
alpha: T::one(),
priors: None,
}
}
}
impl<T: RealNumber> MultinomialNBDistribution<T> {
/// Fits the distribution to a NxM matrix where N is number of samples and M is number of features.
/// * `x` - training data.
/// * `y` - vector with target values (classes) of length N.
/// * `priors` - Optional vector with prior probabilities of the classes. If not defined,
/// priors are adjusted according to the data.
/// * `alpha` - Additive (Laplace/Lidstone) smoothing parameter.
pub fn fit<M: Matrix<T>>(
x: &M,
y: &M::RowVector,
alpha: T,
priors: Option<Vec<T>>,
) -> Result<Self, Failed> {
let (n_samples, n_features) = x.shape();
let y_samples = y.len();
if y_samples != n_samples {
return Err(Failed::fit(&format!(
"Size of x should equal size of y; |x|=[{}], |y|=[{}]",
n_samples, y_samples
)));
}
if n_samples == 0 {
return Err(Failed::fit(&format!(
"Size of x and y should greater than 0; |x|=[{}]",
n_samples
)));
}
if alpha < T::zero() {
return Err(Failed::fit(&format!(
"Alpha should be greater than 0; |alpha|=[{}]",
alpha
)));
}
let y = y.to_vec();
let (class_labels, indices) = <Vec<T> as RealNumberVector<T>>::unique_with_indices(&y);
let mut class_count = vec![0_usize; class_labels.len()];
for class_index in indices.iter() {
class_count[*class_index] += 1;
}
let class_priors = if let Some(class_priors) = priors {
if class_priors.len() != class_labels.len() {
return Err(Failed::fit(
"Size of priors provided does not match the number of classes of the data.",
));
}
class_priors
} else {
class_count
.iter()
.map(|&c| T::from(c).unwrap() / T::from(n_samples).unwrap())
.collect()
};
let mut feature_in_class_counter = vec![vec![0_usize; n_features]; class_labels.len()];
for (row, class_index) in row_iter(x).zip(indices) {
for (idx, row_i) in row.iter().enumerate().take(n_features) {
feature_in_class_counter[class_index][idx] +=
row_i.to_usize().ok_or_else(|| {
Failed::fit(&format!(
"Elements of the matrix should be convertible to usize |found|=[{}]",
row_i
))
})?;
}
}
let feature_log_prob = feature_in_class_counter
.iter()
.map(|feature_count| {
let n_c: usize = feature_count.iter().sum();
feature_count
.iter()
.map(|&count| {
((T::from(count).unwrap() + alpha)
/ (T::from(n_c).unwrap() + alpha * T::from(n_features).unwrap()))
.ln()
})
.collect()
})
.collect();
Ok(Self {
class_count,
class_labels,
class_priors,
feature_log_prob,
feature_count: feature_in_class_counter,
n_features,
})
}
}
/// MultinomialNB implements the naive Bayes algorithm for multinomially distributed data.
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug, PartialEq)]
pub struct MultinomialNB<T: RealNumber, M: Matrix<T>> {
inner: BaseNaiveBayes<T, M, MultinomialNBDistribution<T>>,
}
impl<T: RealNumber, M: Matrix<T>> SupervisedEstimator<M, M::RowVector, MultinomialNBParameters<T>>
for MultinomialNB<T, M>
{
fn fit(
x: &M,
y: &M::RowVector,
parameters: MultinomialNBParameters<T>,
) -> Result<Self, Failed> {
MultinomialNB::fit(x, y, parameters)
}
}
impl<T: RealNumber, M: Matrix<T>> Predictor<M, M::RowVector> for MultinomialNB<T, M> {
fn predict(&self, x: &M) -> Result<M::RowVector, Failed> {
self.predict(x)
}
}
impl<T: RealNumber, M: Matrix<T>> MultinomialNB<T, M> {
/// Fits MultinomialNB with given data
/// * `x` - training data of size NxM where N is the number of samples and M is the number of
/// features.
/// * `y` - vector with target values (classes) of length N.
/// * `parameters` - additional parameters like class priors, alpha for smoothing and
/// binarizing threshold.
pub fn fit(
x: &M,
y: &M::RowVector,
parameters: MultinomialNBParameters<T>,
) -> Result<Self, Failed> {
let distribution =
MultinomialNBDistribution::fit(x, y, parameters.alpha, parameters.priors)?;
let inner = BaseNaiveBayes::fit(distribution)?;
Ok(Self { inner })
}
/// Estimates the class labels for the provided data.
/// * `x` - data of shape NxM where N is number of data points to estimate and M is number of features.
/// Returns a vector of size N with class estimates.
pub fn predict(&self, x: &M) -> Result<M::RowVector, Failed> {
self.inner.predict(x)
}
/// Class labels known to the classifier.
/// Returns a vector of size n_classes.
pub fn classes(&self) -> &Vec<T> {
&self.inner.distribution.class_labels
}
/// Number of training samples observed in each class.
/// Returns a vector of size n_classes.
pub fn class_count(&self) -> &Vec<usize> {
&self.inner.distribution.class_count
}
/// Empirical log probability of features given a class, P(x_i|y).
/// Returns a 2d vector of shape (n_classes, n_features)
pub fn feature_log_prob(&self) -> &Vec<Vec<T>> {
&self.inner.distribution.feature_log_prob
}
/// Number of features of each sample
pub fn n_features(&self) -> usize {
self.inner.distribution.n_features
}
/// Number of samples encountered for each (class, feature)
/// Returns a 2d vector of shape (n_classes, n_features)
pub fn feature_count(&self) -> &Vec<Vec<usize>> {
&self.inner.distribution.feature_count
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::linalg::naive::dense_matrix::DenseMatrix;
#[cfg_attr(target_arch = "wasm32", wasm_bindgen_test::wasm_bindgen_test)]
#[test]
fn run_multinomial_naive_bayes() {
// Tests that MultinomialNB when alpha=1.0 gives the same values as
// those given for the toy example in Manning, Raghavan, and
// Schuetze's "Introduction to Information Retrieval" book:
// https://nlp.stanford.edu/IR-book/html/htmledition/naive-bayes-text-classification-1.html
// Training data points are:
// Chinese Beijing Chinese (class: China)
// Chinese Chinese Shanghai (class: China)
// Chinese Macao (class: China)
// Tokyo Japan Chinese (class: Japan)
let x = DenseMatrix::<f64>::from_2d_array(&[
&[1., 2., 0., 0., 0., 0.],
&[0., 2., 0., 0., 1., 0.],
&[0., 1., 0., 1., 0., 0.],
&[0., 1., 1., 0., 0., 1.],
]);
let y = vec![0., 0., 0., 1.];
let mnb = MultinomialNB::fit(&x, &y, Default::default()).unwrap();
assert_eq!(mnb.classes(), &[0., 1.]);
assert_eq!(mnb.class_count(), &[3, 1]);
assert_eq!(mnb.inner.distribution.class_priors, &[0.75, 0.25]);
assert_eq!(
mnb.feature_log_prob(),
&[
&[
(1_f64 / 7_f64).ln(),
(3_f64 / 7_f64).ln(),
(1_f64 / 14_f64).ln(),
(1_f64 / 7_f64).ln(),
(1_f64 / 7_f64).ln(),
(1_f64 / 14_f64).ln()
],
&[
(1_f64 / 9_f64).ln(),
(2_f64 / 9_f64).ln(),
(2_f64 / 9_f64).ln(),
(1_f64 / 9_f64).ln(),
(1_f64 / 9_f64).ln(),
(2_f64 / 9_f64).ln()
]
]
);
// Testing data point is:
// Chinese Chinese Chinese Tokyo Japan
let x_test = DenseMatrix::<f64>::from_2d_array(&[&[0., 3., 1., 0., 0., 1.]]);
let y_hat = mnb.predict(&x_test).unwrap();
assert_eq!(y_hat, &[0.]);
}
#[cfg_attr(target_arch = "wasm32", wasm_bindgen_test::wasm_bindgen_test)]
#[test]
fn multinomial_nb_scikit_parity() {
let x = DenseMatrix::<f64>::from_2d_array(&[
&[2., 4., 0., 0., 2., 1., 2., 4., 2., 0.],
&[3., 4., 0., 2., 1., 0., 1., 4., 0., 3.],
&[1., 4., 2., 4., 1., 0., 1., 2., 3., 2.],
&[0., 3., 3., 4., 1., 0., 3., 1., 1., 1.],
&[0., 2., 1., 4., 3., 4., 1., 2., 3., 1.],
&[3., 2., 4., 1., 3., 0., 2., 4., 0., 2.],
&[3., 1., 3., 0., 2., 0., 4., 4., 3., 4.],
&[2., 2., 2., 0., 1., 1., 2., 1., 0., 1.],
&[3., 3., 2., 2., 0., 2., 3., 2., 2., 3.],
&[4., 3., 4., 4., 4., 2., 2., 0., 1., 4.],
&[3., 4., 2., 2., 1., 4., 4., 4., 1., 3.],
&[3., 0., 1., 4., 4., 0., 0., 3., 2., 4.],
&[2., 0., 3., 3., 1., 2., 0., 2., 4., 1.],
&[2., 4., 0., 4., 2., 4., 1., 3., 1., 4.],
&[0., 2., 2., 3., 4., 0., 4., 4., 4., 4.],
]);
let y = vec![2., 2., 0., 0., 0., 2., 1., 1., 0., 1., 0., 0., 2., 0., 2.];
let nb = MultinomialNB::fit(&x, &y, Default::default()).unwrap();
assert_eq!(nb.n_features(), 10);
assert_eq!(
nb.feature_count(),
&[
&[12, 20, 11, 24, 12, 14, 13, 17, 13, 18],
&[9, 6, 9, 4, 7, 3, 8, 5, 4, 9],
&[10, 12, 9, 9, 11, 3, 9, 18, 10, 10]
]
);
let y_hat = nb.predict(&x).unwrap();
assert!(nb
.inner
.distribution
.class_priors
.approximate_eq(&vec!(0.46, 0.2, 0.33), 1e-2));
assert!(nb.feature_log_prob()[1].approximate_eq(
&vec![
-2.00148,
-2.35815494,
-2.00148,
-2.69462718,
-2.22462355,
-2.91777073,
-2.10684052,
-2.51230562,
-2.69462718,
-2.00148
],
1e-5
));
assert!(y_hat.approximate_eq(
&vec!(2.0, 2.0, 0.0, 0.0, 0.0, 2.0, 2.0, 1.0, 0.0, 1.0, 0.0, 2.0, 0.0, 0.0, 2.0),
1e-5
));
}
#[cfg_attr(target_arch = "wasm32", wasm_bindgen_test::wasm_bindgen_test)]
#[test]
#[cfg(feature = "serde")]
fn serde() {
let x = DenseMatrix::<f64>::from_2d_array(&[
&[1., 1., 0., 0., 0., 0.],
&[0., 1., 0., 0., 1., 0.],
&[0., 1., 0., 1., 0., 0.],
&[0., 1., 1., 0., 0., 1.],
]);
let y = vec![0., 0., 0., 1.];
let mnb = MultinomialNB::fit(&x, &y, Default::default()).unwrap();
let deserialized_mnb: MultinomialNB<f64, DenseMatrix<f64>> =
serde_json::from_str(&serde_json::to_string(&mnb).unwrap()).unwrap();
assert_eq!(mnb, deserialized_mnb);
}
}