# frozen_string_literal: true require 'svmkit/base/base_estimator' require 'svmkit/base/classifier' module SVMKit # This module consists of the classes that implement kernel method-based estimator. module KernelMachine # KernelSVC is a class that implements (Nonlinear) Kernel Support Vector Classifier # with stochastic gradient descent (SGD) optimization. # For multiclass classification problem, it uses one-vs-the-rest strategy. # # @example # training_kernel_matrix = SVMKit::PairwiseMetric::rbf_kernel(training_samples) # estimator = # SVMKit::KernelMachine::KernelSVC.new(reg_param: 1.0, max_iter: 1000, random_seed: 1) # estimator.fit(training_kernel_matrix, traininig_labels) # testing_kernel_matrix = SVMKit::PairwiseMetric::rbf_kernel(testing_samples, training_samples) # results = estimator.predict(testing_kernel_matrix) # # *Reference* # 1. S. Shalev-Shwartz, Y. Singer, N. Srebro, and A. Cotter, "Pegasos: Primal Estimated sub-GrAdient SOlver for SVM," Mathematical Programming, vol. 127 (1), pp. 3--30, 2011. class KernelSVC include Base::BaseEstimator include Base::Classifier # Return the weight vector for Kernel SVC. # @return [Numo::DFloat] (shape: [n_classes, n_trainig_sample]) attr_reader :weight_vec # Return the class labels. # @return [Numo::Int32] (shape: [n_classes]) attr_reader :classes # Return the random generator for performing random sampling. # @return [Random] attr_reader :rng # Create a new classifier with Kernel Support Vector Machine by the SGD optimization. # # @param reg_param [Float] The regularization parameter. # @param max_iter [Integer] The maximum number of iterations. # @param random_seed [Integer] The seed value using to initialize the random generator. def initialize(reg_param: 1.0, max_iter: 1000, random_seed: nil) SVMKit::Validation.check_params_float(reg_param: reg_param) SVMKit::Validation.check_params_integer(max_iter: max_iter) SVMKit::Validation.check_params_type_or_nil(Integer, random_seed: random_seed) @params = {} @params[:reg_param] = reg_param @params[:max_iter] = max_iter @params[:random_seed] = random_seed @params[:random_seed] ||= srand @weight_vec = nil @classes = nil @rng = Random.new(@params[:random_seed]) end # Fit the model with given training data. # # @param x [Numo::DFloat] (shape: [n_training_samples, n_training_samples]) # The kernel matrix of the training data to be used for fitting the model. # @param y [Numo::Int32] (shape: [n_training_samples]) The labels to be used for fitting the model. # @return [KernelSVC] The learned classifier itself. def fit(x, y) SVMKit::Validation.check_sample_array(x) SVMKit::Validation.check_label_array(y) @classes = Numo::Int32[*y.to_a.uniq.sort] n_classes = @classes.size _n_samples, n_features = x.shape if n_classes > 2 @weight_vec = Numo::DFloat.zeros(n_classes, n_features) n_classes.times do |n| bin_y = Numo::Int32.cast(y.eq(@classes[n])) * 2 - 1 @weight_vec[n, true] = binary_fit(x, bin_y) end else negative_label = y.to_a.uniq.sort.first bin_y = Numo::Int32.cast(y.ne(negative_label)) * 2 - 1 @weight_vec = binary_fit(x, bin_y) end self end # Calculate confidence scores for samples. # # @param x [Numo::DFloat] (shape: [n_testing_samples, n_training_samples]) # The kernel matrix between testing samples and training samples to compute the scores. # @return [Numo::DFloat] (shape: [n_testing_samples, n_classes]) Confidence score per sample. def decision_function(x) SVMKit::Validation.check_sample_array(x) x.dot(@weight_vec.transpose) end # Predict class labels for samples. # # @param x [Numo::DFloat] (shape: [n_testing_samples, n_training_samples]) # The kernel matrix between testing samples and training samples to predict the labels. # @return [Numo::Int32] (shape: [n_testing_samples]) Predicted class label per sample. def predict(x) SVMKit::Validation.check_sample_array(x) return Numo::Int32.cast(decision_function(x).ge(0.0)) * 2 - 1 if @classes.size <= 2 n_samples, = x.shape decision_values = decision_function(x) Numo::Int32.asarray(Array.new(n_samples) { |n| @classes[decision_values[n, true].max_index] }) end # Dump marshal data. # @return [Hash] The marshal data about KernelSVC. def marshal_dump { params: @params, weight_vec: @weight_vec, classes: @classes, rng: @rng } end # Load marshal data. # @return [nil] def marshal_load(obj) @params = obj[:params] @weight_vec = obj[:weight_vec] @classes = obj[:classes] @rng = obj[:rng] nil end private def binary_fit(x, bin_y) # Initialize some variables. n_training_samples = x.shape[0] rand_ids = [] weight_vec = Numo::DFloat.zeros(n_training_samples) # Start optimization. @params[:max_iter].times do |t| # random sampling rand_ids = [*0...n_training_samples].shuffle(random: @rng) if rand_ids.empty? target_id = rand_ids.shift # update the weight vector func = (weight_vec * bin_y[target_id]).dot(x[target_id, true].transpose).to_f func *= bin_y[target_id] / (@params[:reg_param] * (t + 1)) weight_vec[target_id] += 1.0 if func < 1.0 end weight_vec * Numo::DFloat[*bin_y] end end end end