require 'svmkit/base/base_estimator' require 'svmkit/base/transformer' module SVMKit # Module for kernel approximation algorithms. module KernelApproximation # Class for RBF kernel feature mapping. # # @example # transformer = SVMKit::KernelApproximation::RBF.new(gamma: 1.0, n_coponents: 128, random_seed: 1) # new_training_samples = transformer.fit_transform(training_samples) # new_testing_samples = transformer.transform(testing_samples) # # *Refernce*: # 1. A. Rahimi and B. Recht, "Random Features for Large-Scale Kernel Machines," Proc. NIPS'07, pp.1177--1184, 2007. class RBF include Base::BaseEstimator include Base::Transformer # Return the random matrix for transformation. # @return [Numo::DFloat] (shape: [n_features, n_components]) attr_reader :random_mat # Return the random vector for transformation. # @return [Numo::DFloat] (shape: [n_components]) attr_reader :random_vec # Return the random generator for transformation. # @return [Random] attr_reader :rng # Create a new transformer for mapping to RBF kernel feature space. # # @param gamma [Float] The parameter of RBF kernel: exp(-gamma * x^2). # @param n_components [Integer] The number of dimensions of the RBF kernel feature space. # @param random_seed [Integer] The seed value using to initialize the random generator. def initialize(gamma: 1.0, n_components: 128, random_seed: nil) self.params = {} self.params[:gamma] = gamma self.params[:n_components] = n_components self.params[:random_seed] = random_seed self.params[:random_seed] ||= srand @rng = Random.new(self.params[:random_seed]) @random_mat = nil @random_vec = nil end # Fit the model with given training data. # # @overload fit(x) -> RBF # # @param x [Numo::NArray] (shape: [n_samples, n_features]) The training data to be used for fitting the model. # This method uses only the number of features of the data. # @return [RBF] The learned transformer itself. def fit(x, _y = nil) n_features = x.shape[1] params[:n_components] = 2 * n_features if params[:n_components] <= 0 @random_mat = rand_normal([n_features, params[:n_components]]) * (2.0 * params[:gamma])**0.5 n_half_components = params[:n_components] / 2 @random_vec = Numo::DFloat.zeros(params[:n_components] - n_half_components).concatenate( Numo::DFloat.ones(n_half_components) * (0.5 * Math::PI) ) self end # Fit the model with training data, and then transform them with the learned model. # # @overload fit_transform(x) -> Numo::DFloat # # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The training data to be used for fitting the model. # @return [Numo::DFloat] (shape: [n_samples, n_components]) The transformed data def fit_transform(x, _y = nil) fit(x).transform(x) end # Transform the given data with the learned model. # # @overload transform(x) -> Numo::DFloat # # @param x [Numo::DFloat] (shape: [n_samples, n_features]) The data to be transformed with the learned model. # @return [Numo::DFloat] (shape: [n_samples, n_components]) The transformed data. def transform(x) n_samples, = x.shape projection = x.dot(@random_mat) + @random_vec.tile(n_samples, 1) Numo::NMath.sin(projection) * ((2.0 / params[:n_components])**0.5) end # Dump marshal data. # @return [Hash] The marshal data about RBF. def marshal_dump { params: params, random_mat: @random_mat, random_vec: @random_vec, rng: @rng } end # Load marshal data. # @return [nil] def marshal_load(obj) self.params = obj[:params] @random_mat = obj[:random_mat] @random_vec = obj[:random_vec] @rng = obj[:rng] nil end protected # Generate the uniform random matrix with the given shape. def rand_uniform(shape) rnd_vals = Array.new(shape.inject(:*)) { @rng.rand } Numo::DFloat.asarray(rnd_vals).reshape(shape[0], shape[1]) end # Generate the normal random matrix with the given shape, mean, and standard deviation. def rand_normal(shape, mu = 0.0, sigma = 1.0) a = rand_uniform(shape) b = rand_uniform(shape) (Numo::NMath.sqrt(Numo::NMath.log(a) * -2.0) * Numo::NMath.sin(b * 2.0 * Math::PI)) * sigma + mu end end end end