# frozen_string_literal: true require 'numo/libsvm' require 'rumale/base/base_estimator' require 'rumale/base/regressor' module Rumale module SVM # SVR is a class that provides Kernel Epsilon-Support Vector Regressor in LIBSVM with Rumale interface. # # @example # estimator = Rumale::SVM::SVR.new(reg_param: 1.0, kernel: 'rbf', gamma: 10.0, random_seed: 1) # estimator.fit(training_samples, traininig_target_values) # results = estimator.predict(testing_samples) class SVR include Base::BaseEstimator include Base::Regressor # Create a new regressor with Kernel Epsilon-Support Vector Regressor. # # @param reg_param [Float] The regularization parameter. # @param epsilon [Float] The epsilon parameter in loss function of espsilon-svr. # @param kernel [String] The type of kernel function ('rbf', 'linear', 'poly', 'sigmoid', and 'precomputed'). # @param degree [Integer] The degree parameter in polynomial kernel function. # @param gamma [Float] The gamma parameter in rbf/poly/sigmoid kernel function. # @param coef0 [Float] The coefficient in poly/sigmoid kernel function. # @param shrinking [Boolean] The flag indicating whether to use the shrinking heuristics. # @param cache_size [Float] The cache memory size in MB. # @param tol [Float] The tolerance of termination criterion. # @param verbose [Boolean] The flag indicating whether to output learning process message # @param random_seed [Integer/Nil] The seed value using to initialize the random generator. def initialize(reg_param: 1.0, epsilon: 0.1, kernel: 'rbf', degree: 3, gamma: 1.0, coef0: 0.0, shrinking: true, cache_size: 200.0, tol: 1e-3, verbose: false, random_seed: nil) check_params_numeric(reg_param: reg_param, degree: degree, epsilon: epsilon, gamma: gamma, coef0: coef0, cache_size: cache_size, tol: tol) check_params_string(kernel: kernel) check_params_boolean(shrinking: shrinking, verbose: verbose) check_params_numeric_or_nil(random_seed: random_seed) @params = {} @params[:reg_param] = reg_param.to_f @params[:epsilon] = epsilon.to_f @params[:kernel] = kernel @params[:degree] = degree.to_i @params[:gamma] = gamma.to_f @params[:coef0] = coef0.to_f @params[:shrinking] = shrinking @params[:cache_size] = cache_size.to_f @params[:tol] = tol.to_f @params[:verbose] = verbose @params[:random_seed] = random_seed.nil? ? nil : random_seed.to_i @model = nil end # Fit the model with given training data. # # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model. # If the kernel is 'precomputed', x must be a square distance matrix (shape: [n_samples, n_samples]). # @param y [Numo::DFloat] (shape: [n_samples]) The target values to be used for fitting the model. # @return [SVR] The learned regressor itself. def fit(x, y) x = check_convert_sample_array(x) y = check_convert_tvalue_array(y) check_sample_tvalue_size(x, y) xx = precomputed_kernel? ? add_index_col(x) : x @model = Numo::Libsvm.train(xx, y, libsvm_params) self end # Predict values for samples. # # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The samples to predict the labels. # If the kernel is 'precomputed', the shape of x must be [n_samples, n_training_samples]. # @return [Numo::DFloat] (shape: [n_samples]) Predicted value per sample. def predict(x) raise "#{self.class.name}\##{__method__} expects to be called after training the model with the fit method." unless trained? x = check_convert_sample_array(x) xx = precomputed_kernel? ? add_index_col(x) : x Numo::Libsvm.predict(xx, libsvm_params, @model) end # Dump marshal data. # @return [Hash] The marshal data about SVR. def marshal_dump { params: @params, model: @model } end # Load marshal data. # @return [nil] def marshal_load(obj) @params = obj[:params] @model = obj[:model] nil end # Return the indices of support vectors. # @return [Numo::Int32] (shape: [n_support_vectors]) def support @model[:sv_indices] end # Return the support_vectors. # @return [Numo::DFloat] (shape: [n_support_vectors, n_features]) def support_vectors precomputed_kernel? ? del_index_col(@model[:SV]) : @model[:SV] end # Return the number of support vectors. # @return [Integer] def n_support support.size end # Return the coefficients of the support vector in decision function. # @return [Numo::DFloat] (shape: [1, n_support_vectors]) def duel_coef @model[:sv_coef] end # Return the intercepts in decision function. # @return [Numo::DFloat] (shape: [1]) def intercept @model[:rho] end private def add_index_col(x) idx = Numo::Int32.new(x.shape[0]).seq + 1 Numo::NArray.hstack([idx.expand_dims(1), x]) end def del_index_col(x) x[true, 1..-1].dup end def precomputed_kernel? @params[:kernel] == 'precomputed' end def libsvm_params res = @params.merge(svm_type: Numo::Libsvm::SvmType::EPSILON_SVR) res[:kernel_type] = case res.delete(:kernel) when 'linear' Numo::Libsvm::KernelType::LINEAR when 'poly' Numo::Libsvm::KernelType::POLY when 'sigmoid' Numo::Libsvm::KernelType::SIGMOID when 'precomputed' Numo::Libsvm::KernelType::PRECOMPUTED else Numo::Libsvm::KernelType::RBF end res[:C] = res.delete(:reg_param) res[:p] = res.delete(:epsilon) res[:eps] = res.delete(:tol) res end def trained? !@model.nil? end end end end