Exemplo n.º 1
0
        /// <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="loss">The custom loss.</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{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) Sdca(
            this BinaryClassificationCatalog.BinaryClassificationTrainers catalog,
            Scalar <bool> label, Vector <float> features,
            ISupportSdcaClassificationLoss loss,
            Scalar <float> weights = null,
            float?l2Const          = null,
            float?l1Threshold      = null,
            int?maxIterations      = null,
            Action <LinearBinaryModelParameters> onFit = null
            )
        {
            Contracts.CheckValue(label, nameof(label));
            Contracts.CheckValue(features, nameof(features));
            Contracts.CheckValue(loss, nameof(loss));
            Contracts.CheckValueOrNull(weights);
            Contracts.CheckParam(!(l2Const < 0), nameof(l2Const), "Must not be negative, if specified.");
            Contracts.CheckParam(!(l1Threshold < 0), nameof(l1Threshold), "Must not be negative, if specified.");
            Contracts.CheckParam(!(maxIterations < 1), nameof(maxIterations), "Must be positive if specified");
            Contracts.CheckValueOrNull(onFit);

            bool hasProbs = loss is LogLoss;

            var rec = new TrainerEstimatorReconciler.BinaryClassifierNoCalibration(
                (env, labelName, featuresName, weightsName) =>
            {
                var trainer = new SdcaBinaryTrainer(env, labelName, featuresName, weightsName, loss, l2Const, l1Threshold, maxIterations);
                if (onFit != null)
                {
                    return(trainer.WithOnFitDelegate(trans =>
                    {
                        var model = trans.Model;
                        if (model is ParameterMixingCalibratedPredictor cali)
                        {
                            onFit((LinearBinaryModelParameters)cali.SubPredictor);
                        }
                        else
                        {
                            onFit((LinearBinaryModelParameters)model);
                        }
                    }));
                }
                return(trainer);
            }, label, features, weights, hasProbs);

            return(rec.Output);
        }
Exemplo n.º 2
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        /// <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="loss">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) Sdca(
            this BinaryClassificationCatalog.BinaryClassificationTrainers catalog,
            Scalar <bool> label, Vector <float> features,
            Scalar <float> weights,
            ISupportSdcaClassificationLoss loss,
            SdcaBinaryTrainer.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);

            bool hasProbs = loss is LogLoss;

            var rec = new TrainerEstimatorReconciler.BinaryClassifierNoCalibration(
                (env, labelName, featuresName, weightsName) =>
            {
                options.FeatureColumn = featuresName;
                options.LabelColumn   = labelName;

                var trainer = new SdcaBinaryTrainer(env, options);
                if (onFit != null)
                {
                    return(trainer.WithOnFitDelegate(trans =>
                    {
                        var model = trans.Model;
                        if (model is ParameterMixingCalibratedPredictor cali)
                        {
                            onFit((LinearBinaryModelParameters)cali.SubPredictor);
                        }
                        else
                        {
                            onFit((LinearBinaryModelParameters)model);
                        }
                    }));
                }
                return(trainer);
            }, label, features, weights, hasProbs);

            return(rec.Output);
        }
Exemplo n.º 3
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        /// <summary>
        /// Predict a target using a linear binary classification model trained with the AveragedPerceptron trainer, and a custom loss.
        /// </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>
        /// <seealso cref="AveragedPerceptronTrainer"/>.
        /// <example>
        /// <format type="text/markdown">
        /// <![CDATA[
        ///  [!code-csharp[AveragedPerceptron](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Static/AveragedPerceptronBinaryClassification.cs)]
        /// ]]></format>
        /// </example>
        public static (Scalar <float> score, Scalar <bool> predictedLabel) AveragedPerceptron(
            this BinaryClassificationCatalog.BinaryClassificationTrainers catalog,
            Scalar <bool> label,
            Vector <float> features,
            Scalar <float> weights,
            IClassificationLoss lossFunction,
            AveragedPerceptronTrainer.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);

            bool hasProbs = lossFunction is LogLoss;

            var rec = new TrainerEstimatorReconciler.BinaryClassifierNoCalibration(
                (env, labelName, featuresName, weightsName) =>
            {
                options.LabelColumn    = labelName;
                options.FeatureColumn  = featuresName;
                options.InitialWeights = weightsName;

                var trainer = new AveragedPerceptronTrainer(env, options);

                if (onFit != null)
                {
                    return(trainer.WithOnFitDelegate(trans => onFit(trans.Model)));
                }
                else
                {
                    return(trainer);
                }
            }, label, features, weights, hasProbs);

            return(rec.Output);
        }
Exemplo n.º 4
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        /// <summary>
        ///  Predict a target using logistic regression trained with the <see cref="SgdCalibratedTrainer"/> trainer.
        /// </summary>
        /// <param name="catalog">The binary classification catalog 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="numberOfIterations">The maximum number of iterations; set to 1 to simulate online learning.</param>
        /// <param name="learningRate">The initial learning rate used by SGD.</param>
        /// <param name="l2Regularization">The L2 weight for <a href='https://en.wikipedia.org/wiki/Regularization_(mathematics)'>regularization</a>.</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 BinaryClassificationCatalog.BinaryClassificationTrainers catalog,
            Scalar <bool> label,
            Vector <float> features,
            Scalar <float> weights = null,
            int numberOfIterations = SgdCalibratedTrainer.Options.Defaults.NumberOfIterations,
            double learningRate    = SgdCalibratedTrainer.Options.Defaults.LearningRate,
            float l2Regularization = SgdCalibratedTrainer.Options.Defaults.L2Regularization,
            Action <CalibratedModelParametersBase <LinearBinaryModelParameters, PlattCalibrator> > onFit = null)
        {
            var rec = new TrainerEstimatorReconciler.BinaryClassifier(
                (env, labelName, featuresName, weightsName) =>
            {
                var trainer = new SgdCalibratedTrainer(env, labelName, featuresName, weightsName, numberOfIterations, learningRate, l2Regularization);

                if (onFit != null)
                {
                    return(trainer.WithOnFitDelegate(trans => onFit(trans.Model)));
                }
                return(trainer);
            }, label, features, weights);

            return(rec.Output);
        }
Exemplo n.º 5
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        /// <summary>
        /// Predict a target using a linear binary classification model trained with the SDCA trainer, and log-loss.
        /// </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="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{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), the calibrated prediction (from 0 to 1), and the predicted label.</returns>
        /// <example>
        /// <format type="text/markdown">
        /// <![CDATA[
        ///  [!code-csharp[SDCA](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Static/SDCABinaryClassification.cs)]
        /// ]]></format>
        /// </example>
        public static (Scalar <float> score, Scalar <float> probability, Scalar <bool> predictedLabel) Sdca(
            this BinaryClassificationCatalog.BinaryClassificationTrainers catalog,
            Scalar <bool> label, Vector <float> features, Scalar <float> weights = null,
            float?l2Const     = null,
            float?l1Threshold = null,
            int?maxIterations = null,
            Action <LinearBinaryModelParameters, 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, if specified.");
            Contracts.CheckParam(!(l1Threshold < 0), nameof(l1Threshold), "Must not be negative, if specified.");
            Contracts.CheckParam(!(maxIterations < 1), nameof(maxIterations), "Must be positive if specified");
            Contracts.CheckValueOrNull(onFit);

            var rec = new TrainerEstimatorReconciler.BinaryClassifier(
                (env, labelName, featuresName, weightsName) =>
            {
                var trainer = new SdcaBinaryTrainer(env, labelName, featuresName, weightsName, loss: new LogLoss(), l2Const, l1Threshold, maxIterations);
                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 = (LinearBinaryModelParameters)cali.SubPredictor;
                        onFit(pred, cali);
                    }));
                }
                return(trainer);
            }, label, features, weights);

            return(rec.Output);
        }
Exemplo n.º 6
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        /// <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="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="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">
        /// <![CDATA[
        ///  [!code-csharp[LightGBM](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Static/LightGBMBinaryClassification.cs)]
        /// ]]></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?numLeaves       = null,
                                                                                                                int?minDataPerLeaf  = null,
                                                                                                                double?learningRate = null,
                                                                                                                int numBoostRound   = Options.Defaults.NumBoostRound,
                                                                                                                Action <CalibratedModelParametersBase <LightGbmBinaryModelParameters, PlattCalibrator> > onFit = null)
        {
            CheckUserValues(label, features, weights, numLeaves, minDataPerLeaf, learningRate, numBoostRound, onFit);

            var rec = new TrainerEstimatorReconciler.BinaryClassifier(
                (env, labelName, featuresName, weightsName) =>
            {
                var trainer = new LightGbmBinaryTrainer(env, labelName, featuresName, weightsName, numLeaves,
                                                        minDataPerLeaf, learningRate, numBoostRound);

                if (onFit != null)
                {
                    return(trainer.WithOnFitDelegate(trans => onFit(trans.Model)));
                }
                else
                {
                    return(trainer);
                }
            }, label, features, weights);

            return(rec.Output);
        }
Exemplo n.º 7
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        /// <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.LabelColumn   = labelName;
                options.FeatureColumn = featuresName;
                options.WeightColumn  = weightsName != null ? Optional <string> .Explicit(weightsName) : Optional <string> .Implicit(DefaultColumnNames.Weight);

                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);
        }
Exemplo n.º 8
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        /// <summary>
        /// Predict a target using a field-aware factorization machine.
        /// </summary>
        /// <param name="catalog">The binary classifier catalog trainer object.</param>
        /// <param name="label">The label, or dependent variable.</param>
        /// <param name="features">The features, or independent variables.</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 model that was trained. The type of the model is <see cref="FieldAwareFactorizationMachineModelParameters"/>.
        /// 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 <bool> predictedLabel) FieldAwareFactorizationMachine(this BinaryClassificationCatalog.BinaryClassificationTrainers catalog,
                                                                                                          Scalar <bool> label, Vector <float>[] features,
                                                                                                          FieldAwareFactorizationMachineTrainer.Options options,
                                                                                                          Action <FieldAwareFactorizationMachineModelParameters> onFit = null)
        {
            Contracts.CheckValue(label, nameof(label));
            Contracts.CheckNonEmpty(features, nameof(features));

            Contracts.CheckValueOrNull(options);
            Contracts.CheckValueOrNull(onFit);

            var rec = new CustomReconciler((env, labelCol, featureCols) =>
            {
                var trainer = new FieldAwareFactorizationMachineTrainer(env, options);
                if (onFit != null)
                {
                    return(trainer.WithOnFitDelegate(trans => onFit(trans.Model)));
                }
                else
                {
                    return(trainer);
                }
            }, label, features);

            return(rec.Output);
        }
Exemplo n.º 9
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        /// <summary>
        ///  Predict a target using a linear binary classification model trained with the <see cref="Microsoft.ML.Trainers.LogisticRegression"/> trainer.
        /// </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="weights">The optional example weights.</param>
        /// <param name="enforceNonNegativity">Enforce non-negative weights.</param>
        /// <param name="l1Regularization">Weight of L1 regularization term.</param>
        /// <param name="l2Regularization">Weight of L2 regularization term.</param>
        /// <param name="historySize">Memory size for <see cref="Microsoft.ML.Trainers.LogisticRegression"/>. Low=faster, less accurate.</param>
        /// <param name="optimizationTolerance">Threshold for optimizer convergence.</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 predicted output.</returns>
        public static (Scalar <float> score, Scalar <float> probability, Scalar <bool> predictedLabel) LogisticRegressionBinaryClassifier(this BinaryClassificationCatalog.BinaryClassificationTrainers catalog,
                                                                                                                                          Scalar <bool> label,
                                                                                                                                          Vector <float> features,
                                                                                                                                          Scalar <float> weights      = null,
                                                                                                                                          float l1Regularization      = Options.Defaults.L1Regularization,
                                                                                                                                          float l2Regularization      = Options.Defaults.L2Regularization,
                                                                                                                                          float optimizationTolerance = Options.Defaults.OptimizationTolerance,
                                                                                                                                          int historySize             = Options.Defaults.HistorySize,
                                                                                                                                          bool enforceNonNegativity   = Options.Defaults.EnforceNonNegativity,
                                                                                                                                          Action <CalibratedModelParametersBase <LinearBinaryModelParameters, PlattCalibrator> > onFit = null)
        {
            LbfgsStaticUtils.ValidateParams(label, features, weights, l1Regularization, l2Regularization, optimizationTolerance, historySize, enforceNonNegativity, onFit);

            var rec = new TrainerEstimatorReconciler.BinaryClassifier(
                (env, labelName, featuresName, weightsName) =>
            {
                var trainer = new LogisticRegression(env, labelName, featuresName, weightsName,
                                                     l1Regularization, l2Regularization, optimizationTolerance, historySize, enforceNonNegativity);

                if (onFit != null)
                {
                    return(trainer.WithOnFitDelegate(trans => onFit(trans.Model)));
                }
                return(trainer);
            }, label, features, weights);

            return(rec.Output);
        }
Exemplo n.º 10
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        /// <summary>
        /// FastTree <see cref="BinaryClassificationCatalog"/> extension method.
        /// Predict a target using a decision tree binary classificaiton model trained with the <see cref="FastTreeBinaryClassificationTrainer"/>.
        /// </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 optional 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>
        /// <example>
        /// <format type="text/markdown">
        /// <![CDATA[
        ///  [!code-csharp[FastTree](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Static/FastTreeBinaryClassification.cs)]
        /// ]]></format>
        /// </example>
        public static (Scalar <float> score, Scalar <float> probability, Scalar <bool> predictedLabel) FastTree(this BinaryClassificationCatalog.BinaryClassificationTrainers catalog,
                                                                                                                Scalar <bool> label, Vector <float> features, Scalar <float> weights,
                                                                                                                FastTreeBinaryClassificationTrainer.Options options,
                                                                                                                Action <IPredictorWithFeatureWeights <float> > onFit = null)
        {
            Contracts.CheckValueOrNull(options);
            CheckUserValues(label, features, weights, onFit);

            var rec = new TrainerEstimatorReconciler.BinaryClassifier(
                (env, labelName, featuresName, weightsName) =>
            {
                options.LabelColumn   = labelName;
                options.FeatureColumn = featuresName;
                options.WeightColumn  = weightsName != null ? Optional <string> .Explicit(weightsName) : Optional <string> .Implicit(DefaultColumnNames.Weight);

                var trainer = new FastTreeBinaryClassificationTrainer(env, options);

                if (onFit != null)
                {
                    return(trainer.WithOnFitDelegate(trans => onFit(trans.Model)));
                }
                else
                {
                    return(trainer);
                }
            }, label, features, weights);

            return(rec.Output);
        }
Exemplo n.º 11
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        /// <summary>
        ///  Predict a target using a linear binary classification model trained with the <see cref="Microsoft.ML.Learners.LogisticRegression"/> trainer.
        /// </summary>
        /// <param name="catalog">The binary classificaiton catalog 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="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>
        /// <param name="options">Advanced arguments to the algorithm.</param>
        /// <returns>The predicted output.</returns>
        public static (Scalar <float> score, Scalar <float> probability, Scalar <bool> predictedLabel) LogisticRegressionBinaryClassifier(this BinaryClassificationCatalog.BinaryClassificationTrainers catalog,
                                                                                                                                          Scalar <bool> label,
                                                                                                                                          Vector <float> features,
                                                                                                                                          Scalar <float> weights,
                                                                                                                                          Options options,
                                                                                                                                          Action <ParameterMixingCalibratedPredictor> onFit = null)
        {
            Contracts.CheckValue(label, nameof(label));
            Contracts.CheckValue(features, nameof(features));
            Contracts.CheckValue(options, nameof(options));
            Contracts.CheckValueOrNull(onFit);

            var rec = new TrainerEstimatorReconciler.BinaryClassifier(
                (env, labelName, featuresName, weightsName) =>
            {
                options.LabelColumn   = labelName;
                options.FeatureColumn = featuresName;
                options.WeightColumn  = weightsName != null ? Optional <string> .Explicit(weightsName) : Optional <string> .Implicit(DefaultColumnNames.Weight);

                var trainer = new LogisticRegression(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 field-aware factorization machine.
        /// </summary>
        /// <param name="catalog">The binary classifier catalog trainer object.</param>
        /// <param name="label">The label, or dependent variable.</param>
        /// <param name="features">The features, or independent variables.</param>
        /// <param name="learningRate">Initial learning rate.</param>
        /// <param name="numIterations">Number of training iterations.</param>
        /// <param name="numLatentDimensions">Latent space dimensions.</param>
        /// <param name="advancedSettings">A delegate to set more settings.
        /// The settings here will override the ones provided in the direct method signature,
        /// if both are present and have different values.
        /// The columns names, however need to be provided directly, not through the <paramref name="advancedSettings"/>.</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 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 <bool> predictedLabel) FieldAwareFactorizationMachine(this BinaryClassificationCatalog.BinaryClassificationTrainers catalog,
                                                                                                          Scalar <bool> label, Vector <float>[] features,
                                                                                                          float learningRate      = 0.1f,
                                                                                                          int numIterations       = 5,
                                                                                                          int numLatentDimensions = 20,
                                                                                                          Action <FieldAwareFactorizationMachineTrainer.Arguments> advancedSettings = null,
                                                                                                          Action <FieldAwareFactorizationMachineModelParameters> onFit = null)
        {
            Contracts.CheckValue(label, nameof(label));
            Contracts.CheckNonEmpty(features, nameof(features));

            Contracts.CheckParam(learningRate > 0, nameof(learningRate), "Must be positive");
            Contracts.CheckParam(numIterations > 0, nameof(numIterations), "Must be positive");
            Contracts.CheckParam(numLatentDimensions > 0, nameof(numLatentDimensions), "Must be positive");
            Contracts.CheckValueOrNull(advancedSettings);
            Contracts.CheckValueOrNull(onFit);

            var rec = new CustomReconciler((env, labelCol, featureCols) =>
            {
                var trainer = new FieldAwareFactorizationMachineTrainer(env, featureCols, labelCol, advancedSettings:
                                                                        args =>
                {
                    args.LearningRate = learningRate;
                    args.Iters        = numIterations;
                    args.LatentDim    = numLatentDimensions;

                    advancedSettings?.Invoke(args);
                });
                if (onFit != null)
                {
                    return(trainer.WithOnFitDelegate(trans => onFit(trans.Model)));
                }
                else
                {
                    return(trainer);
                }
            }, label, features);

            return(rec.Output);
        }
Exemplo n.º 13
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        /// <summary>
        ///  Predict a target using a linear binary classification model trained with the <see cref="Microsoft.ML.Trainers.StochasticGradientDescentClassificationTrainer"/> trainer.
        /// </summary>
        /// <param name="catalog">The binary classificaiton catalog 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="options">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 BinaryClassificationCatalog.BinaryClassificationTrainers catalog,
                                                                                                                                                      Scalar <bool> label,
                                                                                                                                                      Vector <float> features,
                                                                                                                                                      Scalar <float> weights,
                                                                                                                                                      Options options,
                                                                                                                                                      Action <IPredictorWithFeatureWeights <float> > onFit = null)
        {
            var rec = new TrainerEstimatorReconciler.BinaryClassifier(
                (env, labelName, featuresName, weightsName) =>
            {
                options.FeatureColumn = featuresName;
                options.LabelColumn   = labelName;
                options.WeightColumn  = weightsName != null ? Optional <string> .Explicit(weightsName) : Optional <string> .Implicit(DefaultColumnNames.Weight);

                var trainer = new StochasticGradientDescentClassificationTrainer(env, options);

                if (onFit != null)
                {
                    return(trainer.WithOnFitDelegate(trans => onFit(trans.Model)));
                }
                return(trainer);
            }, label, features, weights);

            return(rec.Output);
        }
Exemplo n.º 14
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        /// <summary>
        ///  Predict a target using a linear binary classification model trained with the <see cref="Microsoft.ML.Trainers.StochasticGradientDescentClassificationTrainer"/> trainer.
        /// </summary>
        /// <param name="catalog">The binary classificaiton catalog 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="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 BinaryClassificationCatalog.BinaryClassificationTrainers catalog,
                                                                                                                                                      Scalar <bool> label,
                                                                                                                                                      Vector <float> features,
                                                                                                                                                      Scalar <float> weights  = null,
                                                                                                                                                      int maxIterations       = Options.Defaults.MaxIterations,
                                                                                                                                                      double initLearningRate = Options.Defaults.InitLearningRate,
                                                                                                                                                      float l2Weight          = Options.Defaults.L2Weight,
                                                                                                                                                      ISupportClassificationLossFactory loss = null,
                                                                                                                                                      Action <IPredictorWithFeatureWeights <float> > onFit = null)
        {
            var rec = new TrainerEstimatorReconciler.BinaryClassifier(
                (env, labelName, featuresName, weightsName) =>
            {
                var trainer = new StochasticGradientDescentClassificationTrainer(env, labelName, featuresName, weightsName, maxIterations, initLearningRate, l2Weight, loss);

                if (onFit != null)
                {
                    return(trainer.WithOnFitDelegate(trans => onFit(trans.Model)));
                }
                return(trainer);
            }, label, features, weights);

            return(rec.Output);
        }
        /// <summary>
        /// FastTree <see cref="BinaryClassificationCatalog"/> extension method.
        /// Predict a target using a decision tree binary classification model trained with the <see cref="FastTreeBinaryClassificationTrainer"/>.
        /// </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 optional weights column.</param>
        /// <param name="numberOfTrees">Total number of decision trees to create in the ensemble.</param>
        /// <param name="numberOfLeaves">The maximum number of leaves per decision tree.</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="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">
        /// <![CDATA[
        ///  [!code-csharp[FastTree](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Static/FastTreeBinaryClassification.cs)]
        /// ]]></format>
        /// </example>
        public static (Scalar <float> score, Scalar <float> probability, Scalar <bool> predictedLabel) FastTree(this BinaryClassificationCatalog.BinaryClassificationTrainers catalog,
                                                                                                                Scalar <bool> label, Vector <float> features, Scalar <float> weights = null,
                                                                                                                int numberOfLeaves             = Defaults.NumberOfLeaves,
                                                                                                                int numberOfTrees              = Defaults.NumberOfTrees,
                                                                                                                int minimumExampleCountPerLeaf = Defaults.MinimumExampleCountPerLeaf,
                                                                                                                double learningRate            = Defaults.LearningRate,
                                                                                                                Action <CalibratedModelParametersBase <FastTreeBinaryModelParameters, PlattCalibrator> > onFit = null)
        {
            CheckUserValues(label, features, weights, numberOfLeaves, numberOfTrees, minimumExampleCountPerLeaf, learningRate, onFit);

            var rec = new TrainerEstimatorReconciler.BinaryClassifier(
                (env, labelName, featuresName, weightsName) =>
            {
                var trainer = new FastTreeBinaryClassificationTrainer(env, labelName, featuresName, weightsName, numberOfLeaves,
                                                                      numberOfTrees, minimumExampleCountPerLeaf, learningRate);

                if (onFit != null)
                {
                    return(trainer.WithOnFitDelegate(trans => onFit(trans.Model)));
                }
                else
                {
                    return(trainer);
                }
            }, label, features, weights);

            return(rec.Output);
        }
        /// <summary>
        /// FastTree <see cref="BinaryClassificationCatalog"/> extension method.
        /// Predict a target using a decision tree binary classification model trained with the <see cref="FastTreeBinaryClassificationTrainer"/>.
        /// </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 optional 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>
        /// <example>
        /// <format type="text/markdown">
        /// <![CDATA[
        ///  [!code-csharp[FastTree](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Static/FastTreeBinaryClassification.cs)]
        /// ]]></format>
        /// </example>
        public static (Scalar <float> score, Scalar <float> probability, Scalar <bool> predictedLabel) FastTree(this BinaryClassificationCatalog.BinaryClassificationTrainers catalog,
                                                                                                                Scalar <bool> label, Vector <float> features, Scalar <float> weights,
                                                                                                                FastTreeBinaryClassificationTrainer.Options options,
                                                                                                                Action <CalibratedModelParametersBase <FastTreeBinaryModelParameters, PlattCalibrator> > onFit = null)
        {
            Contracts.CheckValueOrNull(options);
            CheckUserValues(label, features, weights, onFit);

            var rec = new TrainerEstimatorReconciler.BinaryClassifier(
                (env, labelName, featuresName, weightsName) =>
            {
                options.LabelColumnName         = labelName;
                options.FeatureColumnName       = featuresName;
                options.ExampleWeightColumnName = weightsName;

                var trainer = new FastTreeBinaryClassificationTrainer(env, options);

                if (onFit != null)
                {
                    return(trainer.WithOnFitDelegate(trans => onFit(trans.Model)));
                }
                else
                {
                    return(trainer);
                }
            }, label, features, weights);

            return(rec.Output);
        }
Exemplo n.º 17
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        /// <summary>
        /// FastTree <see cref="BinaryClassificationCatalog"/> extension method.
        /// Predict a target using a decision tree binary classificaiton model trained with the <see cref="FastTreeBinaryClassificationTrainer"/>.
        /// </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 optional weights column.</param>
        /// <param name="numTrees">Total number of decision trees to create in the ensemble.</param>
        /// <param name="numLeaves">The maximum number of leaves per decision tree.</param>
        /// <param name="minDatapointsInLeaves">The minimal number of datapoints allowed in a leaf of the tree, out of the subsampled data.</param>
        /// <param name="learningRate">The learning rate.</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">
        /// <![CDATA[
        ///  [!code-csharp[FastTree](~/../docs/samples/docs/samples/Microsoft.ML.Samples/Static/FastTreeBinaryClassification.cs)]
        /// ]]></format>
        /// </example>
        public static (Scalar <float> score, Scalar <float> probability, Scalar <bool> predictedLabel) FastTree(this BinaryClassificationCatalog.BinaryClassificationTrainers catalog,
                                                                                                                Scalar <bool> label, Vector <float> features, Scalar <float> weights = null,
                                                                                                                int numLeaves             = Defaults.NumLeaves,
                                                                                                                int numTrees              = Defaults.NumTrees,
                                                                                                                int minDatapointsInLeaves = Defaults.MinDocumentsInLeaves,
                                                                                                                double learningRate       = Defaults.LearningRates,
                                                                                                                Action <IPredictorWithFeatureWeights <float> > onFit = null)
        {
            CheckUserValues(label, features, weights, numLeaves, numTrees, minDatapointsInLeaves, learningRate, onFit);

            var rec = new TrainerEstimatorReconciler.BinaryClassifier(
                (env, labelName, featuresName, weightsName) =>
            {
                var trainer = new FastTreeBinaryClassificationTrainer(env, labelName, featuresName, weightsName, numLeaves,
                                                                      numTrees, minDatapointsInLeaves, learningRate);

                if (onFit != null)
                {
                    return(trainer.WithOnFitDelegate(trans => onFit(trans.Model)));
                }
                else
                {
                    return(trainer);
                }
            }, label, features, weights);

            return(rec.Output);
        }