/// <summary>
/// Predict a target using a linear binary classification model trained with the SDCA trainer, and a custom loss.
/// Note that because we cannot be sure that all loss functions will produce naturally calibrated outputs, setting
/// a custom loss function will not produce a calibrated probability column.
/// </summary>
/// <param name="catalog">The binary classification catalog trainer object.</param>
/// <param name="label">The label, or dependent variable.</param>
/// <param name="features">The features, or independent variables.</param>
/// <param name="lossFunction">The custom loss.</param>
/// <param name="weights">The optional example weights.</param>
/// <param name="options">Advanced arguments to the algorithm.</param>
/// <param name="onFit">A delegate that is called every time the
/// <see cref="Estimator{TInShape, TOutShape, TTransformer}.Fit(DataView{TInShape})"/> method is called on the
/// <see cref="Estimator{TInShape, TOutShape, TTransformer}"/> instance created out of this. This delegate will receive
/// the linear model that was trained, as well as the calibrator on top of that model. Note that this action cannot change the
/// result in any way; it is only a way for the caller to be informed about what was learnt.</param>
/// <returns>The set of output columns including in order the predicted binary classification score (which will range
/// from negative to positive infinity), and the predicted label.</returns>
public static (Scalar <float> score, Scalar <bool> predictedLabel) SdcaNonCalibrated(
this BinaryClassificationCatalog.BinaryClassificationTrainers catalog,
Scalar <bool> label, Vector <float> features, Scalar <float> weights,
ISupportSdcaClassificationLoss lossFunction,
SdcaNonCalibratedBinaryTrainer.Options options,
Action <LinearBinaryModelParameters> onFit = null)
{
Contracts.CheckValue(label, nameof(label));
Contracts.CheckValue(features, nameof(features));
Contracts.CheckValueOrNull(weights);
Contracts.CheckValueOrNull(options);
Contracts.CheckValueOrNull(onFit);
var rec = new TrainerEstimatorReconciler.BinaryClassifierNoCalibration(
(env, labelName, featuresName, weightsName) =>
{
options.FeatureColumnName = featuresName;
options.LabelColumnName = labelName;
var trainer = new SdcaNonCalibratedBinaryTrainer(env, options);
if (onFit != null)
{
return(trainer.WithOnFitDelegate(trans =>
{
onFit(trans.Model);
}));
}
return(trainer);
}, label, features, weights);
return(rec.Output);
}
/// <summary>
/// Predict a target using a linear binary classification model trained with the SDCA trainer, and a custom loss.
/// Note that because we cannot be sure that all loss functions will produce naturally calibrated outputs, setting
/// a custom loss function will not produce a calibrated probability column.
/// </summary>
/// <param name="catalog">The binary classification catalog trainer object.</param>
/// <param name="label">The label, or dependent variable.</param>
/// <param name="features">The features, or independent variables.</param>
/// <param name="lossFunction">The custom loss.</param>
/// <param name="weights">The optional example weights.</param>
/// <param name="l2Regularization">The L2 regularization hyperparameter.</param>
/// <param name="l1Threshold">The L1 regularization hyperparameter. Higher values will tend to lead to more sparse model.</param>
/// <param name="numberOfIterations">The maximum number of passes to perform over the data.</param>
/// <param name="onFit">A delegate that is called every time the
/// <see cref="Estimator{TInShape, TOutShape, TTransformer}.Fit(DataView{TInShape})"/> method is called on the
/// <see cref="Estimator{TInShape, TOutShape, TTransformer}"/> instance created out of this. This delegate will receive
/// the linear model that was trained, as well as the calibrator on top of that model. Note that this action cannot change the
/// result in any way; it is only a way for the caller to be informed about what was learnt.</param>
/// <returns>The set of output columns including in order the predicted binary classification score (which will range
/// from negative to positive infinity), and the predicted label.</returns>
public static (Scalar <float> score, Scalar <bool> predictedLabel) SdcaNonCalibrated(
this BinaryClassificationCatalog.BinaryClassificationTrainers catalog,
Scalar <bool> label, Vector <float> features,
ISupportSdcaClassificationLoss lossFunction,
Scalar <float> weights = null,
float?l2Regularization = null,
float?l1Threshold = null,
int?numberOfIterations = null,
Action <LinearBinaryModelParameters> onFit = null)
{
Contracts.CheckValue(label, nameof(label));
Contracts.CheckValue(features, nameof(features));
Contracts.CheckValue(lossFunction, nameof(lossFunction));
Contracts.CheckValueOrNull(weights);
Contracts.CheckParam(!(l2Regularization < 0), nameof(l2Regularization), "Must not be negative, if specified.");
Contracts.CheckParam(!(l1Threshold < 0), nameof(l1Threshold), "Must not be negative, if specified.");
Contracts.CheckParam(!(numberOfIterations < 1), nameof(numberOfIterations), "Must be positive if specified");
Contracts.CheckValueOrNull(onFit);
var rec = new TrainerEstimatorReconciler.BinaryClassifierNoCalibration(
(env, labelName, featuresName, weightsName) =>
{
var trainer = new SdcaNonCalibratedBinaryTrainer(env, labelName, featuresName, weightsName, lossFunction, l2Regularization, l1Threshold, numberOfIterations);
if (onFit != null)
{
return(trainer.WithOnFitDelegate(trans =>
{
onFit(trans.Model);
}));
}
return(trainer);
}, label, features, weights);
return(rec.Output);
}
