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/*
* Copyright (c) 2010-2021 Haifeng Li. All rights reserved.
*
* Smile is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Smile is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Smile. If not, see .
*/
package smile.validation;
import java.io.Serializable;
import java.util.ArrayList;
import java.util.List;
import java.util.function.BiFunction;
import smile.data.formula.Formula;
import smile.math.MathEx;
import smile.data.DataFrame;
import smile.regression.DataFrameRegression;
import smile.regression.Regression;
/**
* Regression model validation results.
*
* @param the regression model type.
*
* @author Haifeng
*/
public class RegressionValidation implements Serializable {
private static final long serialVersionUID = 2L;
/** The model. */
public final M model;
/** The true response variable of validation data. */
public final double[] truth;
/** The model prediction. */
public final double[] prediction;
/** The regression metrics. */
public final RegressionMetrics metrics;
/**
* Constructor.
* @param model the model.
* @param truth the ground truth.
* @param prediction the predictions.
* @param metrics the validation metrics.
*/
public RegressionValidation(M model, double[] truth, double[] prediction, RegressionMetrics metrics) {
this.model = model;
this.truth = truth;
this.prediction = prediction;
this.metrics = metrics;
}
@Override
public String toString() {
return metrics.toString();
}
/**
* Trains and validates a model on a train/validation split.
* @param x the training data.
* @param y the responsible variable of training data.
* @param testx the validation data.
* @param testy the responsible variable of validation data.
* @param trainer the lambda to train the model.
* @param the data type of samples.
* @param the model type.
* @return the validation results.
*/
public static > RegressionValidation of(T[] x, double[] y, T[] testx, double[] testy, BiFunction trainer) {
long start = System.nanoTime();
M model = trainer.apply(x, y);
double fitTime = (System.nanoTime() - start) / 1E6;
start = System.nanoTime();
double[] prediction = model.predict(testx);
double scoreTime = (System.nanoTime() - start) / 1E6;
RegressionMetrics metrics = RegressionMetrics.of(fitTime, scoreTime, testy, prediction);
return new RegressionValidation<>(model, testy, prediction, metrics);
}
/**
* Trains and validates a model on multiple train/validation split.
* @param bags the data splits.
* @param x the training data.
* @param y the responsible variable.
* @param trainer the lambda to train the model.
* @param the data type of samples.
* @param the model type.
* @return the validation results.
*/
public static > RegressionValidations of(Bag[] bags, T[] x, double[] y, BiFunction trainer) {
List> rounds = new ArrayList<>(bags.length);
for (Bag bag : bags) {
T[] trainx = MathEx.slice(x, bag.samples);
double[] trainy = MathEx.slice(y, bag.samples);
T[] testx = MathEx.slice(x, bag.oob);
double[] testy = MathEx.slice(y, bag.oob);
rounds.add(of(trainx, trainy, testx, testy, trainer));
}
return new RegressionValidations<>(rounds);
}
/**
* Trains and validates a model on a train/validation split.
* @param formula the model formula.
* @param train the training data.
* @param test the validation data.
* @param trainer the lambda to train the model.
* @param the model type.
* @return the validation results.
*/
public static RegressionValidation of(Formula formula, DataFrame train, DataFrame test, BiFunction trainer) {
double[] testy = formula.y(test).toDoubleArray();
long start = System.nanoTime();
M model = trainer.apply(formula, train);
double fitTime = (System.nanoTime() - start) / 1E6;
start = System.nanoTime();
int n = test.nrow();
double[] prediction = new double[n];
for (int i = 0; i < n; i++) {
prediction[i] = model.predict(test.get(i));
}
double scoreTime = (System.nanoTime() - start) / 1E6;
RegressionMetrics metrics = RegressionMetrics.of(fitTime, scoreTime, testy, prediction);
return new RegressionValidation<>(model, testy, prediction, metrics);
}
/**
* Trains and validates a model on multiple train/validation split.
* @param bags the data splits.
* @param formula the model formula.
* @param data the data.
* @param trainer the lambda to train the model.
* @param the model type.
* @return the validation results.
*/
public static RegressionValidations of(Bag[] bags, Formula formula, DataFrame data, BiFunction trainer) {
List> rounds = new ArrayList<>(bags.length);
for (Bag bag : bags) {
rounds.add(of(formula, data.of(bag.samples), data.of(bag.oob), trainer));
}
return new RegressionValidations<>(rounds);
}
}
