# frozen_string_literal: true require 'rumale/base/estimator' require 'rumale/base/transformer' require 'rumale/pairwise_metric' require 'rumale/validation' module Rumale module KernelApproximation # Nystroem is a class that implements feature mapping with Nystroem method. # # @example # require 'numo/linalg/autoloader' # require 'rumale/kernel_approximation/nystroem' # # transformer = Rumale::KernelApproximation::Nystroem.new(kernel: 'rbf', gamma: 1, n_components: 128, random_seed: 1) # new_training_samples = transformer.fit_transform(training_samples) # new_testing_samples = transformer.transform(testing_samples) # # *Reference* # - Yang, T., Li, Y., Mahdavi, M., Jin, R., and Zhou, Z-H., "Nystrom Method vs Random Fourier Features: A Theoretical and Empirical Comparison," Advances in NIPS'12, Vol. 1, pp. 476--484, 2012. class Nystroem < ::Rumale::Base::Estimator include ::Rumale::Base::Transformer # Returns the randomly sampled training data for feature mapping. # @return [Numo::DFloat] (shape: n_components, n_features]) attr_reader :components # Returns the indices sampled training data. # @return [Numo::Int32] (shape: [n_components]) attr_reader :component_indices # Returns the normalizing factors. # @return [Numo::DFloat] (shape: [n_components, n_components]) attr_reader :normalizer # Return the random generator for transformation. # @return [Random] attr_reader :rng # Create a new transformer for mapping to kernel feature space with Nystrom method. # # @param kernel [String] The type of kernel function ('rbf', 'linear', 'poly', and 'sigmoid) # @param gamma [Float] The gamma parameter in rbf/poly/sigmoid kernel function. # @param degree [Integer] The degree parameter in polynomial kernel function. # @param coef [Float] The coefficient in poly/sigmoid kernel function. # @param n_components [Integer] The number of dimensions of the kernel feature space. # @param random_seed [Integer] The seed value using to initialize the random generator. def initialize(kernel: 'rbf', gamma: 1, degree: 3, coef: 1, n_components: 100, random_seed: nil) super() @params = { kernel: kernel, gamma: gamma, degree: degree, coef: coef, n_components: n_components, random_seed: (random_seed || srand) } @rng = Random.new(@params[:random_seed]) end # Fit the model with given training data. # # @overload fit(x) -> Nystroem # @param x [Numo::NArray] (shape: [n_samples, n_features]) The training data to be used for fitting the model. # @return [Nystroem] The learned transformer itself. def fit(x, _y = nil) x = ::Rumale::Validation.check_convert_sample_array(x) raise 'Nystroem#fit requires Numo::Linalg but that is not loaded.' unless enable_linalg?(warning: false) # initialize some variables. sub_rng = @rng.dup n_samples = x.shape[0] n_components = [1, [@params[:n_components], n_samples].min].max # random sampling. @component_indices = Numo::Int32.cast(Array(0...n_samples).shuffle(random: sub_rng)[0...n_components]) @components = x[@component_indices, true].dup # calculate normalizing factor. kernel_mat = kernel_mat(@components) eig_vals, eig_vecs = Numo::Linalg.eigh(kernel_mat) la = eig_vals.class.maximum(eig_vals.reverse, 1e-12) u = eig_vecs.reverse(1) @normalizer = u.dot((1.0 / Numo::NMath.sqrt(la)).diag) 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) x = ::Rumale::Validation.check_convert_sample_array(x) fit(x).transform(x) end # Transform the given data with the learned model. # # @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) x = ::Rumale::Validation.check_convert_sample_array(x) z = kernel_mat(x, @components) z.dot(@normalizer) end private def kernel_mat(x, y = nil) case @params[:kernel] when 'rbf' ::Rumale::PairwiseMetric.rbf_kernel(x, y, @params[:gamma]) when 'poly' ::Rumale::PairwiseMetric.polynomial_kernel(x, y, @params[:degree], @params[:gamma], @params[:coef]) when 'sigmoid' ::Rumale::PairwiseMetric.sigmoid_kernel(x, y, @params[:gamma], @params[:coef]) when 'linear' ::Rumale::PairwiseMetric.linear_kernel(x, y) else raise ArgumentError, "Expect kernel parameter to be given 'rbf', 'linear', 'poly', or 'sigmoid'." end end end end end