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// Licensed to the .NET Foundation under one or more agreements.
// The .NET Foundation licenses this file to you under the MIT license.
// See the LICENSE file in the project root for more information.
using System;
using System.Collections.Generic;
using System.Linq;
using Microsoft.ML;
using Microsoft.ML.CommandLine;
using Microsoft.ML.Data;
using Microsoft.ML.Internal.Internallearn;
using Microsoft.ML.Runtime;
using Microsoft.ML.Trainers.Ensemble;
[assembly: LoadableClass(typeof(RegressionEnsembleTrainer), typeof(RegressionEnsembleTrainer.Arguments),
new[] { typeof(SignatureRegressorTrainer), typeof(SignatureTrainer) },
RegressionEnsembleTrainer.UserNameValue,
RegressionEnsembleTrainer.LoadNameValue)]
[assembly: LoadableClass(typeof(RegressionEnsembleTrainer), typeof(RegressionEnsembleTrainer.Arguments), typeof(SignatureModelCombiner),
"Regression Ensemble Model Combiner", RegressionEnsembleTrainer.LoadNameValue)]
namespace Microsoft.ML.Trainers.Ensemble
{
using TScalarPredictor = IPredictorProducing<Single>;
using TScalarTrainer = ITrainerEstimator<ISingleFeaturePredictionTransformer<IPredictorProducing<float>>, IPredictorProducing<float>>;
internal sealed class RegressionEnsembleTrainer : EnsembleTrainerBase<Single,
IRegressionSubModelSelector, IRegressionOutputCombiner>,
IModelCombiner
{
public const string LoadNameValue = "EnsembleRegression";
public const string UserNameValue = "Regression Ensemble (bagging, stacking, etc)";
public sealed class Arguments : ArgumentsBase
{
[Argument(ArgumentType.Multiple, HelpText = "Algorithm to prune the base learners for selective Ensemble", ShortName = "pt", SortOrder = 4)]
[TGUI(Label = "Sub-Model Selector(pruning) Type", Description = "Algorithm to prune the base learners for selective Ensemble")]
public ISupportRegressionSubModelSelectorFactory SubModelSelectorType = new AllSelectorFactory();
[Argument(ArgumentType.Multiple, HelpText = "Output combiner", ShortName = "oc", SortOrder = 5)]
[TGUI(Label = "Output combiner", Description = "Output combiner type")]
public ISupportRegressionOutputCombinerFactory OutputCombiner = new MedianFactory();
// REVIEW: If we make this public again it should be an *estimator* of this type of predictor, rather than the (deprecated) ITrainer.
[Argument(ArgumentType.Multiple, HelpText = "Base predictor type", ShortName = "bp,basePredictorTypes", SortOrder = 1, Visibility = ArgumentAttribute.VisibilityType.CmdLineOnly, SignatureType = typeof(SignatureRegressorTrainer))]
public IComponentFactory<TScalarTrainer>[] BasePredictors;
internal override IComponentFactory<TScalarTrainer>[] GetPredictorFactories() => BasePredictors;
public Arguments()
{
BasePredictors = new[]
{
ComponentFactoryUtils.CreateFromFunction(env => new OnlineGradientDescentTrainer(env, LabelColumnName, FeatureColumnName))
};
}
}
private readonly ISupportRegressionOutputCombinerFactory _outputCombiner;
public RegressionEnsembleTrainer(IHostEnvironment env, Arguments args)
: base(args, env, LoadNameValue)
{
SubModelSelector = args.SubModelSelectorType.CreateComponent(Host);
_outputCombiner = args.OutputCombiner;
Combiner = args.OutputCombiner.CreateComponent(Host);
}
private RegressionEnsembleTrainer(IHostEnvironment env, Arguments args, PredictionKind predictionKind)
: this(env, args)
{
Host.CheckParam(predictionKind == PredictionKind.Regression, nameof(PredictionKind));
}
private protected override PredictionKind PredictionKind => PredictionKind.Regression;
private protected override IPredictor CreatePredictor(List<FeatureSubsetModel<float>> models)
{
return new EnsembleModelParameters(Host, PredictionKind, CreateModels<TScalarPredictor>(models), Combiner);
}
public IPredictor CombineModels(IEnumerable<IPredictor> models)
{
Host.CheckValue(models, nameof(models));
Host.CheckParam(models.All(m => m is TScalarPredictor), nameof(models));
var combiner = _outputCombiner.CreateComponent(Host);
var p = models.First();
var predictor = new EnsembleModelParameters(Host, p.PredictionKind,
models.Select(k => new FeatureSubsetModel<float>((TScalarPredictor)k)).ToArray(), combiner);
return predictor;
}
}
}
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