statsmodels.discrete.MNLogit Maven / Gradle / Ivy
/*
* Copyright (c) 2022 Villu Ruusmann
*
* This file is part of JPMML-StatsModels
*
* JPMML-StatsModels is free software: you can redistribute it and/or modify
* it under the terms of the GNU Affero General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* JPMML-StatsModels 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 Affero General Public License for more details.
*
* You should have received a copy of the GNU Affero General Public License
* along with JPMML-StatsModels. If not, see .
*/
package statsmodels.discrete;
import java.util.ArrayList;
import java.util.List;
import org.dmg.pmml.DataType;
import org.dmg.pmml.MiningFunction;
import org.dmg.pmml.regression.RegressionTable;
import org.jpmml.converter.CategoricalLabel;
import org.jpmml.converter.Feature;
import org.jpmml.converter.FortranMatrixUtil;
import org.jpmml.converter.Label;
import org.jpmml.converter.ModelUtil;
import org.jpmml.converter.Schema;
import org.jpmml.converter.regression.RegressionModelUtil;
public class MNLogit extends MultinomialRegressionModel {
public MNLogit(String module, String name){
super(module, name);
}
@Override
public org.dmg.pmml.regression.RegressionModel encodeModel(List extends Number> params, Schema schema){
Integer j = getJ();
Integer k = getK();
Integer kConstant = getKConstant();
Label label = schema.getLabel();
List extends Feature> features = schema.getFeatures();
CategoricalLabel categoricalLabel = (CategoricalLabel)label;
List regressionTables = new ArrayList<>();
// The base case
{
RegressionTable regressionTable = new RegressionTable(0d)
.setTargetCategory(categoricalLabel.getValue(0));
regressionTables.add(regressionTable);
}
int rows = (categoricalLabel.size() - 1);
int columns = k;
// XXX
int kIndex = 0;
if(kConstant == 0){
// Ignored
} else
if(kConstant == 1){
features = dropInterceptFeature(features, kIndex);
} else
{
throw new IllegalArgumentException();
}
// Rows one up from the base case
for(int i = 0; i < rows; i++){
List extends Number> coefficients = new ArrayList<>(FortranMatrixUtil.getRow(params, rows, columns, i));
Number intercept = null;
if(kConstant == 0){
// Ignored
} else
if(kConstant == 1){
intercept = coefficients.remove(kIndex);
} else
{
throw new IllegalArgumentException();
}
RegressionTable regressionTable = RegressionModelUtil.createRegressionTable(features, coefficients, intercept)
.setTargetCategory(categoricalLabel.getValue(i + 1));
regressionTables.add(regressionTable);
}
org.dmg.pmml.regression.RegressionModel regressionModel = new org.dmg.pmml.regression.RegressionModel(MiningFunction.CLASSIFICATION, ModelUtil.createMiningSchema(categoricalLabel), regressionTables)
.setNormalizationMethod(org.dmg.pmml.regression.RegressionModel.NormalizationMethod.SOFTMAX)
.setOutput(ModelUtil.createProbabilityOutput(DataType.DOUBLE, categoricalLabel));
return regressionModel;
}
}
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