/// <summary>
/// Predict a target using a linear binary classification model trained with the <see cref="Microsoft.ML.Runtime.Learners.StochasticGradientDescentClassificationTrainer"/> trainer.
/// </summary>
/// <param name="ctx">The binary classificaiton context trainer object.</param>
/// <param name="label">The name of the label column.</param>
/// <param name="features">The name of the feature column.</param>
/// <param name="weights">The name for the example weight column.</param>
/// <param name="maxIterations">The maximum number of iterations; set to 1 to simulate online learning.</param>
/// <param name="initLearningRate">The initial learning rate used by SGD.</param>
/// <param name="l2Weight">The L2 regularization constant.</param>
/// <param name="loss">The loss function to use.</param>
/// <param name="advancedSettings">A delegate to apply all the advanced arguments to the algorithm.</param>
/// <param name="onFit">A delegate that is called every time the
/// <see cref="Estimator{TTupleInShape, TTupleOutShape, TTransformer}.Fit(DataView{TTupleInShape})"/> method is called on the
/// <see cref="Estimator{TTupleInShape, TTupleOutShape, TTransformer}"/> instance created out of this. This delegate will receive
/// the linear model that was trained. 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 predicted output.</returns>
public static (Scalar <float> score, Scalar <float> probability, Scalar <bool> predictedLabel) StochasticGradientDescentClassificationTrainer(this BinaryClassificationContext.BinaryClassificationTrainers ctx,
Scalar <bool> label,
Vector <float> features,
Scalar <float> weights = null,
int maxIterations = Arguments.Defaults.MaxIterations,
double initLearningRate = Arguments.Defaults.InitLearningRate,
float l2Weight = Arguments.Defaults.L2Weight,
ISupportClassificationLossFactory loss = null,
Action <Arguments> advancedSettings = null,
Action <IPredictorWithFeatureWeights <float> > onFit = null)
{
var rec = new TrainerEstimatorReconciler.BinaryClassifier(
(env, labelName, featuresName, weightsName) =>
{
var trainer = new StochasticGradientDescentClassificationTrainer(env, featuresName, labelName, weightsName, maxIterations, initLearningRate, l2Weight, loss, advancedSettings);
if (onFit != null)
{
return(trainer.WithOnFitDelegate(trans => onFit(trans.Model)));
}
return(trainer);
}, label, features, weights);
return(rec.Output);
}
/// <summary>
/// Predict a target using a tree binary classification model trained with the <see cref="LightGbmBinaryTrainer"/>.
/// </summary>
/// <param name="catalog">The <see cref="BinaryClassificationCatalog"/>.</param>
/// <param name="label">The label column.</param>
/// <param name="features">The features column.</param>
/// <param name="weights">The weights column.</param>
/// <param name="numberOfLeaves">The number of leaves to use.</param>
/// <param name="minimumExampleCountPerLeaf">The minimal number of data points allowed in a leaf of the tree, out of the subsampled data.</param>
/// <param name="learningRate">The learning rate.</param>
/// <param name="numberOfIterations">Number of iterations.</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. 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), the calibrated prediction (from 0 to 1), and the predicted label.</returns>
/// <example>
/// <format type="text/markdown">
/// <]
/// ]]></format>
/// </example>
public static (Scalar <float> score, Scalar <float> probability, Scalar <bool> predictedLabel) LightGbm(this BinaryClassificationCatalog.BinaryClassificationTrainers catalog,
Scalar <bool> label,
Vector <float> features,
Scalar <float> weights = null,
int?numberOfLeaves = null,
int?minimumExampleCountPerLeaf = null,
double?learningRate = null,
int numberOfIterations = Options.Defaults.NumberOfIterations,
Action <CalibratedModelParametersBase <LightGbmBinaryModelParameters, PlattCalibrator> > onFit = null)
{
CheckUserValues(label, features, weights, numberOfLeaves, minimumExampleCountPerLeaf, learningRate, numberOfIterations, onFit);
var rec = new TrainerEstimatorReconciler.BinaryClassifier(
(env, labelName, featuresName, weightsName) =>
{
var trainer = new LightGbmBinaryTrainer(env, labelName, featuresName, weightsName, numberOfLeaves,
minimumExampleCountPerLeaf, learningRate, numberOfIterations);
if (onFit != null)
{
return(trainer.WithOnFitDelegate(trans => onFit(trans.Model)));
}
else
{
return(trainer);
}
}, label, features, weights);
return(rec.Output);
}
/// <summary>
/// Predict a target using a tree binary classification model trained with the <see cref="LightGbmBinaryTrainer"/>.
/// </summary>
/// <param name="catalog">The <see cref="BinaryClassificationCatalog"/>.</param>
/// <param name="label">The label column.</param>
/// <param name="features">The features column.</param>
/// <param name="weights">The weights column.</param>
/// <param name="options">Algorithm advanced settings.</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. 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), the calibrated prediction (from 0 to 1), and the predicted label.</returns>
public static (Scalar <float> score, Scalar <float> probability, Scalar <bool> predictedLabel) LightGbm(this BinaryClassificationCatalog.BinaryClassificationTrainers catalog,
Scalar <bool> label, Vector <float> features, Scalar <float> weights,
Options options,
Action <CalibratedModelParametersBase <LightGbmBinaryModelParameters, PlattCalibrator> > onFit = null)
{
CheckUserValues(label, features, weights, options, onFit);
var rec = new TrainerEstimatorReconciler.BinaryClassifier(
(env, labelName, featuresName, weightsName) =>
{
options.LabelColumnName = labelName;
options.FeatureColumnName = featuresName;
options.ExampleWeightColumnName = weightsName;
var trainer = new LightGbmBinaryTrainer(env, options);
if (onFit != null)
{
return(trainer.WithOnFitDelegate(trans => onFit(trans.Model)));
}
else
{
return(trainer);
}
}, label, features, weights);
return(rec.Output);
}
/// <summary>
/// LightGbm <see cref="BinaryClassificationContext"/> extension method.
/// </summary>
/// <param name="ctx">The <see cref="BinaryClassificationContext"/>.</param>
/// <param name="label">The label column.</param>
/// <param name="features">The features colum.</param>
/// <param name="weights">The weights column.</param>
/// <param name="numLeaves">The number of leaves to use.</param>
/// <param name="numBoostRound">Number of iterations.</param>
/// <param name="minDataPerLeaf">The minimal number of documents allowed in a leaf of the tree, out of the subsampled data.</param>
/// <param name="learningRate">The learning rate.</param>
/// <param name="advancedSettings">Algorithm advanced settings.</param>
/// <param name="onFit">A delegate that is called every time the
/// <see cref="Estimator{TTupleInShape, TTupleOutShape, TTransformer}.Fit(DataView{TTupleInShape})"/> method is called on the
/// <see cref="Estimator{TTupleInShape, TTupleOutShape, TTransformer}"/> instance created out of this. This delegate will receive
/// the linear model that was trained. 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), the calibrated prediction (from 0 to 1), and the predicted label.</returns>
public static (Scalar <float> score, Scalar <float> probability, Scalar <bool> predictedLabel) LightGbm(this BinaryClassificationContext.BinaryClassificationTrainers ctx,
Scalar <bool> label, Vector <float> features, Scalar <float> weights = null,
int?numLeaves = null,
int?minDataPerLeaf = null,
double?learningRate = null,
int numBoostRound = LightGbmArguments.Defaults.NumBoostRound,
Action <LightGbmArguments> advancedSettings = null,
Action <IPredictorWithFeatureWeights <float> > onFit = null)
{
CheckUserValues(label, features, weights, numLeaves, minDataPerLeaf, learningRate, numBoostRound, advancedSettings, onFit);
var rec = new TrainerEstimatorReconciler.BinaryClassifier(
(env, labelName, featuresName, weightsName) =>
{
var trainer = new LightGbmBinaryTrainer(env, labelName, featuresName, weightsName, numLeaves,
minDataPerLeaf, learningRate, numBoostRound, advancedSettings);
if (onFit != null)
{
return(trainer.WithOnFitDelegate(trans => onFit(trans.Model)));
}
else
{
return(trainer);
}
}, label, features, weights);
return(rec.Output);
}
/// <summary>
/// Predict a target using a linear binary classification model trained with the SDCA trainer, and log-loss.
/// </summary>
/// <param name="ctx">The binary classification context trainer object.</param>
/// <param name="label">The label, or dependent variable.</param>
/// <param name="features">The features, or independent variables.</param>
/// <param name="weights">The optional example weights.</param>
/// <param name="l2Const">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="maxIterations">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{TTupleInShape, TTupleOutShape, TTransformer}.Fit(DataView{TTupleInShape})"/> method is called on the
/// <see cref="Estimator{TTupleInShape, TTupleOutShape, 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), the calibrated prediction (from 0 to 1), and the predicted label.</returns>
public static (Scalar <float> score, Scalar <float> probability, Scalar <bool> predictedLabel) Sdca(
this BinaryClassificationContext.BinaryClassificationTrainers ctx,
Scalar <bool> label, Vector <float> features, Scalar <float> weights = null,
float?l2Const = null,
float?l1Threshold = null,
int?maxIterations = null,
Action <LinearBinaryPredictor, ParameterMixingCalibratedPredictor> onFit = null)
{
Contracts.CheckValue(label, nameof(label));
Contracts.CheckValue(features, nameof(features));
Contracts.CheckValueOrNull(weights);
Contracts.CheckParam(!(l2Const < 0), nameof(l2Const), "Must not be negative");
Contracts.CheckParam(!(l1Threshold < 0), nameof(l1Threshold), "Must not be negative");
Contracts.CheckParam(!(maxIterations < 1), nameof(maxIterations), "Must be positive if specified");
Contracts.CheckValueOrNull(onFit);
var args = new LinearClassificationTrainer.Arguments()
{
L2Const = l2Const,
L1Threshold = l1Threshold,
MaxIterations = maxIterations,
};
var rec = new TrainerEstimatorReconciler.BinaryClassifier(
(env, labelName, featuresName, weightsName) =>
{
var trainer = new LinearClassificationTrainer(env, args, featuresName, labelName, weightsName);
if (onFit != null)
{
return(trainer.WithOnFitDelegate(trans =>
{
// Under the default log-loss we assume a calibrated predictor.
var model = trans.Model;
var cali = (ParameterMixingCalibratedPredictor)model;
var pred = (LinearBinaryPredictor)cali.SubPredictor;
onFit(pred, cali);
}));
}
return(trainer);
}, label, features, weights);
return(rec.Output);
}
