def __partial_fit(self,
X,
y,
classes=None,
_refit=False,
sample_weight=None):
"""
Actual implementation of Gaussian NB fitting. Adapted to HeAT from scikit-learn.
Parameters
----------
X : ht.tensor of shape (n_samples, n_features)
Training set, where n_samples is the number of samples and
n_features is the number of features.
y : ht.tensor of shape (n_samples,)
Labels for training set.
classes : ht.tensor of shape (n_classes,), optional (default=None)
List of all the classes that can possibly appear in the y vector.
Must be provided at the first call to partial_fit, can be omitted
in subsequent calls.
_refit : bool, optional (default=False)
If true, act as though this were the first time __partial_fit is called
(ie, throw away any past fitting and start over).
sample_weight : ht.tensor of shape (n_samples,), optional (default=None)
Weights applied to individual samples (1. for unweighted).
Returns
-------
self : object
"""
# TODO: sanitize X and y shape: sanitation/validation module, cf. #468
n_samples = X.shape[0]
if X.numdims != 2:
raise ValueError("expected X to be a 2-D tensor, is {}-D".format(
X.numdims))
if y.shape[0] != n_samples:
raise ValueError(
"y.shape[0] must match number of samples {}, is {}".format(
n_samples, y.shape[0]))
# TODO: sanitize sample_weight: sanitation/validation module, cf. #468
if sample_weight is not None:
if sample_weight.numdims != 1:
raise ValueError("Sample weights must be 1D tensor")
if sample_weight.shape != (n_samples, ):
raise ValueError(
"sample_weight.shape == {}, expected {}!".format(
sample_weight.shape, (n_samples, )))
# If the ratio of data variance between dimensions is too small, it
# will cause numerical errors. To address this, we artificially
# boost the variance by epsilon, a small fraction of the standard
# deviation of the largest dimension.
self.epsilon_ = self.var_smoothing * ht.var(X, axis=0).max()
if _refit:
self.classes_ = None
if self.__check_partial_fit_first_call(classes):
# This is the first call to partial_fit:
# initialize various cumulative counters
n_features = X.shape[1]
n_classes = len(self.classes_)
self.theta_ = ht.zeros((n_classes, n_features),
dtype=X.dtype,
device=X.device)
self.sigma_ = ht.zeros((n_classes, n_features),
dtype=X.dtype,
device=X.device)
self.class_count_ = ht.zeros((n_classes, ),
dtype=ht.float64,
device=X.device)
# Initialise the class prior
# Take into account the priors
if self.priors is not None:
if not isinstance(self.priors, ht.DNDarray):
priors = ht.array(self.priors,
dtype=X.dtype,
split=None,
device=X.device)
else:
priors = self.priors
# Check that the provide prior match the number of classes
if len(priors) != n_classes:
raise ValueError("Number of priors must match number of"
" classes.")
# Check that the sum is 1
if not ht.isclose(priors.sum(),
ht.array(1.0, dtype=priors.dtype)):
raise ValueError("The sum of the priors should be 1.")
# Check that the prior are non-negative
if (priors < 0).any():
raise ValueError("Priors must be non-negative.")
self.class_prior_ = priors
else:
# Initialize the priors to zeros for each class
self.class_prior_ = ht.zeros(len(self.classes_),
dtype=ht.float64,
split=None,
device=X.device)
else:
if X.shape[1] != self.theta_.shape[1]:
raise ValueError(
"Number of features {} does not match previous data {}.".
format(X.shape[1], self.theta_.shape[1]))
# Put epsilon back in each time
self.sigma_[:, :] -= self.epsilon_
classes = self.classes_
unique_y = ht.unique(y, sorted=True)
if unique_y.split is not None:
unique_y = ht.resplit(unique_y, axis=None)
unique_y_in_classes = ht.eq(unique_y, classes)
if not ht.all(unique_y_in_classes):
raise ValueError("The target label(s) {} in y do not exist in the "
"initial classes {}".format(
unique_y[~unique_y_in_classes], classes))
for y_i in unique_y:
# assuming classes.split is None
if y_i in classes:
i = ht.where(classes == y_i).item()
else:
classes_ext = torch.cat((classes._DNDarray__array,
y_i._DNDarray__array.unsqueeze(0)))
i = torch.argsort(classes_ext)[-1].item()
where_y_i = ht.where(y == y_i)._DNDarray__array.tolist()
X_i = X[where_y_i, :]
if sample_weight is not None:
sw_i = sample_weight[where_y_i]
if 0 not in sw_i.shape:
N_i = sw_i.sum()
else:
N_i = 0.0
sw_i = None
else:
sw_i = None
N_i = X_i.shape[0]
new_theta, new_sigma = self.__update_mean_variance(
self.class_count_[i], self.theta_[i, :], self.sigma_[i, :],
X_i, sw_i)
self.theta_[i, :] = new_theta
self.sigma_[i, :] = new_sigma
self.class_count_[i] += N_i
self.sigma_[:, :] += self.epsilon_
# Update if only no priors is provided
if self.priors is None:
# Empirical prior, with sample_weight taken into account
self.class_prior_ = self.class_count_ / self.class_count_.sum()
return self
def __update_mean_variance(n_past, mu, var, X, sample_weight=None):
"""
Adapted to HeAT from scikit-learn.
Compute online update of Gaussian mean and variance.
Given starting sample count, mean, and variance, a new set of
points X, and optionally sample weights, return the updated mean and
variance. (NB - each dimension (column) in X is treated as independent
-- you get variance, not covariance).
Can take scalar mean and variance, or vector mean and variance to
simultaneously update a number of independent Gaussians.
See Chan, Golub, and LeVeque 1983 [1]
Parameters
----------
n_past : int
Number of samples represented in old mean and variance. If sample
weights were given, this should contain the sum of sample
weights represented in old mean and variance.
mu : ht.tensor of shape (number of Gaussians,)
Means for Gaussians in original set.
var : ht.tensor of shape (number of Gaussians,)
Variances for Gaussians in original set.
sample_weight : ht.tensor of shape (n_samples,), optional (default=None)
Weights applied to individual samples (1. for unweighted).
Returns
-------
total_mu : ht.tensor of shape (number of Gaussians,)
Updated mean for each Gaussian over the combined set.
total_var : ht.tensor of shape (number of Gaussians,)
Updated variance for each Gaussian over the combined set.
References
----------
[1] Chan, Tony F., Golub, Gene H., and Leveque, Randall J., "Algorithms for Computing the Sample Variance: Analysis
and Recommendations", The American Statistician, 37:3, pp. 242-247, 1983
"""
if X.shape[0] == 0:
return mu, var
# Compute (potentially weighted) mean and variance of new datapoints
# TODO:Issue #351 allow weighted average across multiple axes
if sample_weight is not None:
n_new = float(sample_weight.sum())
new_mu = ht.average(X, axis=0, weights=sample_weight)
new_var = ht.average((X - new_mu)**2,
axis=0,
weights=sample_weight)
else:
n_new = X.shape[0]
new_var = ht.var(X, axis=0)
new_mu = ht.mean(X, axis=0)
if n_past == 0:
return new_mu, new_var
n_total = float(n_past + n_new)
# Combine mean of old and new data, taking into consideration
# (weighted) number of observations
total_mu = (n_new * new_mu + n_past * mu) / n_total
# Combine variance of old and new data, taking into consideration
# (weighted) number of observations. This is achieved by combining
# the sum-of-squared-differences (ssd)
old_ssd = n_past * var
new_ssd = n_new * new_var
total_ssd = old_ssd + new_ssd + (n_new * n_past /
n_total) * (mu - new_mu)**2
total_var = total_ssd / n_total
return total_mu, total_var
def test_var(self):
array_0_len = ht.MPI_WORLD.size * 2
array_1_len = ht.MPI_WORLD.size * 2
array_2_len = ht.MPI_WORLD.size * 2
# test raises
x = ht.zeros((2, 3, 4))
with self.assertRaises(ValueError):
x.var(axis=10)
with self.assertRaises(ValueError):
x.var(axis=[4])
with self.assertRaises(ValueError):
x.var(axis=[-4])
with self.assertRaises(TypeError):
ht.var(x, axis="01")
with self.assertRaises(ValueError):
ht.var(x, axis=(0, "10"))
with self.assertRaises(ValueError):
ht.var(x, axis=(0, 0))
with self.assertRaises(NotImplementedError):
ht.var(x, ddof=2)
with self.assertRaises(ValueError):
ht.var(x, ddof=-2)
with self.assertRaises(ValueError):
ht.mean(x, axis=torch.Tensor([0, 0]))
a = ht.arange(1, 5)
self.assertEqual(a.var(ddof=1), 1.666666666666666)
# ones
dimensions = []
for d in [array_0_len, array_1_len, array_2_len]:
dimensions.extend([d])
hold = list(range(len(dimensions)))
hold.append(None)
for split in hold: # loop over the number of dimensions of the test array
z = ht.ones(dimensions, split=split)
res = z.var(ddof=0)
total_dims_list = list(z.shape)
self.assertTrue((res == 0).all())
# loop over the different single dimensions for var
for it in range(len(z.shape)):
res = z.var(axis=it)
self.assertTrue(ht.allclose(res, 0))
target_dims = [
total_dims_list[q] for q in range(len(total_dims_list))
if q != it
]
if not target_dims:
target_dims = ()
self.assertEqual(res.gshape, tuple(target_dims))
if z.split is None:
sp = None
else:
sp = z.split if it > z.split else z.split - 1
if it == split:
sp = None
self.assertEqual(res.split, sp)
if split == it:
res = z.var(axis=it)
self.assertTrue(ht.allclose(res, 0))
loop_list = [
",".join(map(str, comb))
for comb in combinations(list(range(len(z.shape))), 2)
]
for it in loop_list: # loop over the different combinations of dimensions for var
lp_split = [int(q) for q in it.split(",")]
res = z.var(axis=lp_split)
self.assertTrue((res == 0).all())
target_dims = [
total_dims_list[q] for q in range(len(total_dims_list))
if q not in lp_split
]
if not target_dims:
target_dims = (1, )
if res.gshape:
self.assertEqual(res.gshape, tuple(target_dims))
if res.split is not None:
if any([split >= x for x in lp_split]):
self.assertEqual(res.split, len(target_dims) - 1)
else:
self.assertEqual(res.split, z.split)
# values for the iris dataset var measured by libreoffice calc
for sp in [None, 0, 1]:
iris = ht.load("heat/datasets/data/iris.csv", sep=";", split=sp)
self.assertTrue(
ht.allclose(ht.var(iris, bessel=True), 3.90318519755147))
def __partial_fit(
self,
x: DNDarray,
y: DNDarray,
classes: Optional[DNDarray] = None,
_refit: bool = False,
sample_weight: Optional[DNDarray] = None,
):
"""
Actual implementation of Gaussian NB fitting. Adapted to HeAT from scikit-learn.
Parameters
----------
x : DNDarray
Training set, where n_samples is the number of samples and
n_features is the number of features. Shape = (n_samples, n_features)
y : DNDarray
Labels for training set. Shape = (n_samples,)
classes : DNDarray, optional
List of all the classes that can possibly appear in the y vector.
Must be provided at the first call to :func:`partial_fit`, can be omitted
in subsequent calls. Shape = (n_classes,)
_refit : bool, optional
If ``True``, act as though this were the first time :func:`__partial_fit` is called
(ie, throw away any past fitting and start over).
sample_weight : DNDarray, optional
Weights applied to individual samples (1. for unweighted). Shape = (n_samples,)
"""
# TODO: sanitize x and y shape: sanitation/validation module, cf. #468
n_samples = x.shape[0]
if x.ndim != 2:
raise ValueError("expected x to be a 2-D tensor, is {}-D".format(
x.ndim))
if y.shape[0] != n_samples:
raise ValueError(
"y.shape[0] must match number of samples {}, is {}".format(
n_samples, y.shape[0]))
# TODO: sanitize sample_weight: sanitation/validation module, cf. #468
if sample_weight is not None:
if sample_weight.ndim != 1:
raise ValueError("Sample weights must be 1D tensor")
if sample_weight.shape != (n_samples, ):
raise ValueError(
"sample_weight.shape == {}, expected {}!".format(
sample_weight.shape, (n_samples, )))
# If the ratio of data variance between dimensions is too small, it
# will cause numerical errors. To address this, we artificially
# boost the variance by epsilon, a small fraction of the standard
# deviation of the largest dimension.
self.epsilon_ = self.var_smoothing * ht.var(x, axis=0).max()
if _refit:
self.classes_ = None
if self.__check_partial_fit_first_call(classes):
# This is the first call to partial_fit:
# initialize various cumulative counters
n_features = x.shape[1]
n_classes = len(self.classes_)
self.theta_ = ht.zeros((n_classes, n_features),
dtype=x.dtype,
device=x.device)
self.sigma_ = ht.zeros((n_classes, n_features),
dtype=x.dtype,
device=x.device)
self.class_count_ = ht.zeros((x.comm.size, n_classes),
dtype=ht.float64,
device=x.device,
split=0)
# Initialise the class prior
# Take into account the priors
if self.priors is not None:
if not isinstance(self.priors, ht.DNDarray):
priors = ht.array(self.priors,
dtype=x.dtype,
split=None,
device=x.device)
else:
priors = self.priors
# Check that the provide prior match the number of classes
if len(priors) != n_classes:
raise ValueError("Number of priors must match number of"
" classes.")
# Check that the sum is 1
if not ht.isclose(priors.sum(),
ht.array(1.0, dtype=priors.dtype)):
raise ValueError("The sum of the priors should be 1.")
# Check that the prior are non-negative
if (priors < 0).any():
raise ValueError("Priors must be non-negative.")
self.class_prior_ = priors
else:
# Initialize the priors to zeros for each class
self.class_prior_ = ht.zeros(len(self.classes_),
dtype=ht.float64,
split=None,
device=x.device)
else:
if x.shape[1] != self.theta_.shape[1]:
raise ValueError(
"Number of features {} does not match previous data {}.".
format(x.shape[1], self.theta_.shape[1]))
# Put epsilon back in each time
self.sigma_[:, :] -= self.epsilon_
classes = self.classes_
unique_y = ht.unique(y, sorted=True).resplit_(None)
unique_y_in_classes = ht.eq(unique_y, classes)
if not ht.all(unique_y_in_classes):
raise ValueError("The target label(s) {} in y do not exist in the "
"initial classes {}".format(
unique_y[~unique_y_in_classes], classes))
# from now on: extract torch tensors for local operations
# DNDarrays for distributed operations only
for y_i in unique_y.larray:
# assuming classes.split is None
if y_i in classes.larray:
i = torch.where(classes.larray == y_i)[0].item()
else:
classes_ext = torch.cat(
(classes.larray, y_i.larray.unsqueeze(0)))
i = torch.argsort(classes_ext)[-1].item()
where_y_i = torch.where(y.larray == y_i)[0]
X_i = x[where_y_i, :]
if sample_weight is not None:
sw_i = sample_weight[where_y_i]
if 0 not in sw_i.shape:
N_i = sw_i.sum().item()
else:
N_i = 0.0
sw_i = None
else:
sw_i = None
N_i = X_i.shape[0]
new_theta, new_sigma = self.__update_mean_variance(
self.class_count_.larray[:, i].item(),
self.theta_[i, :],
self.sigma_[i, :],
X_i,
sw_i,
)
self.theta_[i, :] = new_theta
self.sigma_[i, :] = new_sigma
self.class_count_.larray[:, i] += N_i
self.sigma_[:, :] += self.epsilon_
# Update only if no priors are provided
if self.priors is None:
# distributed class_count_: sum along distribution axis
self.class_count_ = self.class_count_.sum(axis=0, keepdim=True)
# Empirical prior, with sample_weight taken into account
self.class_prior_ = (self.class_count_ /
self.class_count_.sum()).squeeze(0)
return self
def test_var(self):
array_0_len = ht.MPI_WORLD.size * 2
array_1_len = ht.MPI_WORLD.size * 2
array_2_len = ht.MPI_WORLD.size * 2
# test raises
x = ht.zeros((2, 3, 4), device=ht_device)
with self.assertRaises(TypeError):
ht.var(x, axis=0, bessel=1)
with self.assertRaises(ValueError):
ht.var(x, axis=10)
with self.assertRaises(TypeError):
ht.var(x, axis="01")
a = ht.arange(1, 5, device=ht_device)
self.assertEqual(a.var(), 1.666666666666666)
# ones
dimensions = []
for d in [array_0_len, array_1_len, array_2_len]:
dimensions.extend([d])
hold = list(range(len(dimensions)))
hold.append(None)
for split in hold: # loop over the number of dimensions of the test array
z = ht.ones(dimensions, split=split, device=ht_device)
res = z.var()
total_dims_list = list(z.shape)
self.assertTrue((res == 0).all())
# loop over the different single dimensions for mean
for it in range(len(z.shape)):
res = z.var(axis=it)
self.assertTrue(ht.allclose(res, 0))
target_dims = [
total_dims_list[q] for q in range(len(total_dims_list))
if q != it
]
if not target_dims:
target_dims = ()
# print(split, it, z.shape, res.shape)
self.assertEqual(res.gshape, tuple(target_dims))
# if res.split is not None:
# if i >= it:
# self.assertEqual(res.split, len(target_dims) - 1)
# else:
# self.assertEqual(res.split, z.split)
if z.split is None:
sp = None
else:
sp = z.split if it > z.split else z.split - 1
if it == split:
sp = None
self.assertEqual(res.split, sp)
if split == it:
res = z.var(axis=it)
self.assertTrue(ht.allclose(res, 0))
z = ht.ones(dimensions, split=split, device=ht_device)
res = z.var(bessel=False)
self.assertTrue(ht.allclose(res, 0))
# values for the iris dataset var measured by libreoffice calc
for sp in [None, 0, 1]:
iris = ht.load("heat/datasets/data/iris.csv",
sep=";",
split=sp,
device=ht_device)
self.assertTrue(
ht.allclose(ht.var(iris, bessel=True), 3.90318519755147))
