Class: SVMKit::KernelMachine::KernelSVC

Inherits:
Object
  • Object
show all
Includes:
Base::BaseEstimator, Base::Classifier
Defined in:
lib/svmkit/kernel_machine/kernel_svc.rb

Overview

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.

Reference

    1. 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.

Examples:

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)

Instance Attribute Summary collapse

Attributes included from Base::BaseEstimator

#params

Instance Method Summary collapse

Methods included from Base::Classifier

#score

Constructor Details

#initialize(reg_param: 1.0, max_iter: 1000, probability: false, random_seed: nil) ⇒ KernelSVC

Create a new classifier with Kernel Support Vector Machine by the SGD optimization.

Parameters:

  • reg_param (Float) (defaults to: 1.0) —

    The regularization parameter.

  • max_iter (Integer) (defaults to: 1000) —

    The maximum number of iterations.

  • probability (Boolean) (defaults to: false) —

    The flag indicating whether to perform probability estimation.

  • random_seed (Integer) (defaults to: nil) —

    The seed value using to initialize the random generator.



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# File 'lib/svmkit/kernel_machine/kernel_svc.rb', line 45

def initialize(reg_param: 1.0, max_iter: 1000, probability: false, 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_boolean(probability: probability)
  SVMKit::Validation.check_params_type_or_nil(Integer, random_seed: random_seed)
  SVMKit::Validation.check_params_positive(reg_param: reg_param, max_iter: max_iter)
  @params = {}
  @params[:reg_param] = reg_param
  @params[:max_iter] = max_iter
  @params[:probability] = probability
  @params[:random_seed] = random_seed
  @params[:random_seed] ||= srand
  @weight_vec = nil
  @prob_param = nil
  @classes = nil
  @rng = Random.new(@params[:random_seed])
end

Instance Attribute Details

#classes ⇒ Numo::Int32 (readonly)

Return the class labels.

Returns:

  • (Numo::Int32) —

    (shape: [n_classes])



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# File 'lib/svmkit/kernel_machine/kernel_svc.rb', line 33

def classes
  @classes
end

#rng ⇒ Random (readonly)

Return the random generator for performing random sampling.

Returns:

  • (Random) 


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# File 'lib/svmkit/kernel_machine/kernel_svc.rb', line 37

def rng
  @rng
end

#weight_vec ⇒ Numo::DFloat (readonly)

Return the weight vector for Kernel SVC.

Returns:

  • (Numo::DFloat) —

    (shape: [n_classes, n_trainig_sample])



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# File 'lib/svmkit/kernel_machine/kernel_svc.rb', line 29

def weight_vec
  @weight_vec
end

Instance Method Details

#decision_function(x) ⇒ Numo::DFloat

Calculate confidence scores for samples.

Parameters:

  • x (Numo::DFloat) —

    (shape: [n_testing_samples, n_training_samples]) The kernel matrix between testing samples and training samples to compute the scores.

Returns:

  • (Numo::DFloat) —

    (shape: [n_testing_samples, n_classes]) Confidence score per sample.



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# File 'lib/svmkit/kernel_machine/kernel_svc.rb', line 109

def decision_function(x)
  SVMKit::Validation.check_sample_array(x)

  x.dot(@weight_vec.transpose)
end

#fit(x, y) ⇒ KernelSVC

Fit the model with given training data.

Parameters:

  • x (Numo::DFloat) —

    (shape: [n_training_samples, n_training_samples]) The kernel matrix of the training data to be used for fitting the model.

  • y (Numo::Int32) —

    (shape: [n_training_samples]) The labels to be used for fitting the model.

Returns:

  • (KernelSVC) —

    The learned classifier itself.



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# File 'lib/svmkit/kernel_machine/kernel_svc.rb', line 69

def fit(x, y)
  SVMKit::Validation.check_sample_array(x)
  SVMKit::Validation.check_label_array(y)
  SVMKit::Validation.check_sample_label_size(x, 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)
    @prob_param = Numo::DFloat.zeros(n_classes, 2)
    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)
      @prob_param[n, true] = if @params[:probability]
                               SVMKit::ProbabilisticOutput.fit_sigmoid(x.dot(@weight_vec[n, true].transpose), bin_y)
                             else
                               Numo::DFloat[1, 0]
                             end
    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)
    @prob_param = if @params[:probability]
                    SVMKit::ProbabilisticOutput.fit_sigmoid(x.dot(@weight_vec.transpose), bin_y)
                  else
                    Numo::DFloat[1, 0]
                  end
  end

  self
end

#marshal_dump ⇒ Hash

Dump marshal data.

Returns:

  • (Hash) —

    The marshal data about KernelSVC.



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# File 'lib/svmkit/kernel_machine/kernel_svc.rb', line 152

def marshal_dump
  { params: @params,
    weight_vec: @weight_vec,
    prob_param: @prob_param,
    classes: @classes,
    rng: @rng }
end

#marshal_load(obj) ⇒ nil

Load marshal data.

Returns:

  • (nil) 


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# File 'lib/svmkit/kernel_machine/kernel_svc.rb', line 162

def marshal_load(obj)
  @params = obj[:params]
  @weight_vec = obj[:weight_vec]
  @prob_param = obj[:prob_param]
  @classes = obj[:classes]
  @rng = obj[:rng]
  nil
end

#predict(x) ⇒ Numo::Int32

Predict class labels for samples.

Parameters:

  • x (Numo::DFloat) —

    (shape: [n_testing_samples, n_training_samples]) The kernel matrix between testing samples and training samples to predict the labels.

Returns:

  • (Numo::Int32) —

    (shape: [n_testing_samples]) Predicted class label per sample.



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# File 'lib/svmkit/kernel_machine/kernel_svc.rb', line 120

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

#predict_proba(x) ⇒ Numo::DFloat

Predict probability for samples.

Parameters:

  • x (Numo::DFloat) —

    (shape: [n_testing_samples, n_training_samples]) The kernel matrix between testing samples and training samples to predict the labels.

Returns:

  • (Numo::DFloat) —

    (shape: [n_samples, n_classes]) Predicted probability of each class per sample.



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# File 'lib/svmkit/kernel_machine/kernel_svc.rb', line 135

def predict_proba(x)
  SVMKit::Validation.check_sample_array(x)

  if @classes.size > 2
    probs = 1.0 / (Numo::NMath.exp(@prob_param[true, 0] * decision_function(x) + @prob_param[true, 1]) + 1.0)
    return (probs.transpose / probs.sum(axis: 1)).transpose
  end

  n_samples, = x.shape
  probs = Numo::DFloat.zeros(n_samples, 2)
  probs[true, 1] = 1.0 / (Numo::NMath.exp(@prob_param[0] * decision_function(x) + @prob_param[1]) + 1.0)
  probs[true, 0] = 1.0 - probs[true, 1]
  probs
end