Module: Rumale::PairwiseMetric

Defined in:
lib/rumale/pairwise_metric.rb

Overview

Module for calculating pairwise distances, similarities, and kernels.

Class Method Summary collapse

Class Method Details

.euclidean_distance(x, y = nil) ⇒ Numo::DFloat

Calculate the pairwise euclidean distances between x and y.

Parameters:

  • x (Numo::DFloat) —

    (shape: [n_samples_x, n_features])

  • y (Numo::DFloat) (defaults to: nil) —

    (shape: [n_samples_y, n_features])

Returns:

  • (Numo::DFloat) —

    (shape: [n_samples_x, n_samples_x] or [n_samples_x, n_samples_y] if y is given)



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# File 'lib/rumale/pairwise_metric.rb', line 14

def euclidean_distance(x, y = nil)
  y = x if y.nil?
  Rumale::Validation.check_sample_array(x)
  Rumale::Validation.check_sample_array(y)
  Numo::NMath.sqrt(squared_error(x, y).abs)
end

.linear_kernel(x, y = nil) ⇒ Numo::DFloat

Calculate the linear kernel between x and y.

Parameters:

  • x (Numo::DFloat) —

    (shape: [n_samples_x, n_features])

  • y (Numo::DFloat) (defaults to: nil) —

    (shape: [n_samples_y, n_features])

Returns:

  • (Numo::DFloat) —

    (shape: [n_samples_x, n_samples_x] or [n_samples_x, n_samples_y] if y is given)



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# File 'lib/rumale/pairwise_metric.rb', line 64

def linear_kernel(x, y = nil)
  y = x if y.nil?
  Rumale::Validation.check_sample_array(x)
  Rumale::Validation.check_sample_array(y)
  x.dot(y.transpose)
end

.polynomial_kernel(x, y = nil, degree = 3, gamma = nil, coef = 1) ⇒ Numo::DFloat

Calculate the polynomial kernel between x and y.

Parameters:

  • x (Numo::DFloat) —

    (shape: [n_samples_x, n_features])

  • y (Numo::DFloat) (defaults to: nil) —

    (shape: [n_samples_y, n_features])

  • degree (Integer) (defaults to: 3) —

    The parameter of polynomial kernel.

  • gamma (Float) (defaults to: nil) —

    The parameter of polynomial kernel, if nil it is 1 / n_features.

  • coef (Integer) (defaults to: 1) —

    The parameter of polynomial kernel.

Returns:

  • (Numo::DFloat) —

    (shape: [n_samples_x, n_samples_x] or [n_samples_x, n_samples_y] if y is given)



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# File 'lib/rumale/pairwise_metric.rb', line 79

def polynomial_kernel(x, y = nil, degree = 3, gamma = nil, coef = 1)
  y = x if y.nil?
  gamma ||= 1.0 / x.shape[1]
  Rumale::Validation.check_sample_array(x)
  Rumale::Validation.check_sample_array(y)
  Rumale::Validation.check_params_float(gamma: gamma)
  Rumale::Validation.check_params_integer(degree: degree, coef: coef)
  (x.dot(y.transpose) * gamma + coef)**degree
end

.rbf_kernel(x, y = nil, gamma = nil) ⇒ Numo::DFloat

Calculate the rbf kernel between x and y.

Parameters:

  • x (Numo::DFloat) —

    (shape: [n_samples_x, n_features])

  • y (Numo::DFloat) (defaults to: nil) —

    (shape: [n_samples_y, n_features])

  • gamma (Float) (defaults to: nil) —

    The parameter of rbf kernel, if nil it is 1 / n_features.

Returns:

  • (Numo::DFloat) —

    (shape: [n_samples_x, n_samples_x] or [n_samples_x, n_samples_y] if y is given)



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# File 'lib/rumale/pairwise_metric.rb', line 49

def rbf_kernel(x, y = nil, gamma = nil)
  y = x if y.nil?
  gamma ||= 1.0 / x.shape[1]
  Rumale::Validation.check_sample_array(x)
  Rumale::Validation.check_sample_array(y)
  Rumale::Validation.check_params_float(gamma: gamma)
  distance_matrix = euclidean_distance(x, y)
  Numo::NMath.exp((distance_matrix**2) * -gamma)
end

.sigmoid_kernel(x, y = nil, gamma = nil, coef = 1) ⇒ Numo::DFloat

Calculate the sigmoid kernel between x and y.

Parameters:

  • x (Numo::DFloat) —

    (shape: [n_samples_x, n_features])

  • y (Numo::DFloat) (defaults to: nil) —

    (shape: [n_samples_y, n_features])

  • gamma (Float) (defaults to: nil) —

    The parameter of polynomial kernel, if nil it is 1 / n_features.

  • coef (Integer) (defaults to: 1) —

    The parameter of polynomial kernel.

Returns:

  • (Numo::DFloat) —

    (shape: [n_samples_x, n_samples_x] or [n_samples_x, n_samples_y] if y is given)



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# File 'lib/rumale/pairwise_metric.rb', line 96

def sigmoid_kernel(x, y = nil, gamma = nil, coef = 1)
  y = x if y.nil?
  gamma ||= 1.0 / x.shape[1]
  Rumale::Validation.check_sample_array(x)
  Rumale::Validation.check_sample_array(y)
  Rumale::Validation.check_params_float(gamma: gamma)
  Rumale::Validation.check_params_integer(coef: coef)
  Numo::NMath.tanh(x.dot(y.transpose) * gamma + coef)
end

.squared_error(x, y = nil) ⇒ Numo::DFloat

Calculate the pairwise squared errors between x and y.

Parameters:

  • x (Numo::DFloat) —

    (shape: [n_samples_x, n_features])

  • y (Numo::DFloat) (defaults to: nil) —

    (shape: [n_samples_y, n_features])

Returns:

  • (Numo::DFloat) —

    (shape: [n_samples_x, n_samples_x] or [n_samples_x, n_samples_y] if y is given)



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# File 'lib/rumale/pairwise_metric.rb', line 26

def squared_error(x, y = nil)
  y = x if y.nil?
  Rumale::Validation.check_sample_array(x)
  Rumale::Validation.check_sample_array(y)
  # sum_x_vec = (x**2).sum(1)
  # sum_y_vec = (y**2).sum(1)
  # dot_xy_mat = x.dot(y.transpose)
  # dot_xy_mat * -2.0 + sum_x_vec.tile(y.shape[0], 1).transpose + sum_y_vec.tile(x.shape[0], 1)
  #
  n_features = x.shape[1]
  one_vec = Numo::DFloat.ones(n_features).expand_dims(1)
  sum_x_vec = (x**2).dot(one_vec)
  sum_y_vec = (y**2).dot(one_vec).transpose
  dot_xy_mat = x.dot(y.transpose)
  dot_xy_mat * -2.0 + sum_x_vec + sum_y_vec
end