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Commitf934892

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authored
Lasso (#320)
1 parentc5f0ea1 commitf934892

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3 files changed

+81
-1
lines changed

3 files changed

+81
-1
lines changed

‎pgml-extension/pgml_rust/src/orm/algorithm.rs‎

Lines changed: 3 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -7,6 +7,7 @@ pub enum Algorithm {
77
linear,
88
xgboost,
99
svm,
10+
lasso,
1011
}
1112

1213
impl std::str::FromStrforAlgorithm{
@@ -17,6 +18,7 @@ impl std::str::FromStr for Algorithm {
1718
"linear" =>Ok(Algorithm::linear),
1819
"xgboost" =>Ok(Algorithm::xgboost),
1920
"svm" =>Ok(Algorithm::svm),
21+
"lasso" =>Ok(Algorithm::lasso),
2022
_ =>Err(()),
2123
}
2224
}
@@ -28,6 +30,7 @@ impl std::string::ToString for Algorithm {
2830
Algorithm::linear =>"linear".to_string(),
2931
Algorithm::xgboost =>"xgboost".to_string(),
3032
Algorithm::svm =>"svm".to_string(),
33+
Algorithm::lasso =>"lasso".to_string(),
3134
}
3235
}
3336
}

‎pgml-extension/pgml_rust/src/orm/estimator.rs‎

Lines changed: 17 additions & 0 deletions
Original file line numberDiff line numberDiff line change
@@ -82,6 +82,11 @@ pub fn find_deployed_estimator_by_project_name(name: &str) -> Arc<Box<dyn Estima
8282
> = rmp_serde::from_read(&*data).unwrap();
8383
Box::new(estimator)
8484
}
85+
Algorithm::lasso =>{
86+
let estimator: smartcore::linear::lasso::Lasso<f32,Array2<f32>> =
87+
rmp_serde::from_read(&*data).unwrap();
88+
Box::new(estimator)
89+
}
8590
Algorithm::xgboost =>{
8691
let bst =Booster::load_buffer(&*data).unwrap();
8792
Box::new(BoosterBox::new(bst))
@@ -143,6 +148,7 @@ pub fn find_deployed_estimator_by_project_name(name: &str) -> Arc<Box<dyn Estima
143148
> = rmp_serde::from_read(&*data).unwrap();
144149
Box::new(estimator)
145150
}
151+
Algorithm::lasso =>panic!("Lasso does not support classification"),
146152
Algorithm::xgboost =>{
147153
let bst =Booster::load_buffer(&*data).unwrap();
148154
Box::new(BoosterBox::new(bst))
@@ -395,6 +401,17 @@ impl Estimator for smartcore::svm::svr::SVR<f32, Array2<f32>, smartcore::svm::RB
395401
}
396402
}
397403

404+
#[typetag::serialize]
405+
implEstimatorfor smartcore::linear::lasso::Lasso<f32,Array2<f32>>{
406+
fntest(&self,task:Task,data:&Dataset) ->HashMap<String,f32>{
407+
test_smartcore(self, task, data)
408+
}
409+
410+
fnpredict(&self,features:Vec<f32>) ->f32{
411+
predict_smartcore(self, features)
412+
}
413+
}
414+
398415
pubstructBoosterBox{
399416
contents:Box<xgboost::Booster>,
400417
}

‎pgml-extension/pgml_rust/src/orm/model.rs‎

Lines changed: 61 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -555,9 +555,69 @@ impl Model {
555555
(PgBuiltInOids::INT8OID.oid(),self.id.into_datum()),
556556
(PgBuiltInOids::BYTEAOID.oid(), bytes.into_datum()),
557557
]
558-
).unwrap();
558+
).unwrap();
559559
Some(Box::new(BoosterBox::new(bst)))
560560
}
561+
562+
Algorithm::lasso =>{
563+
let x_train =Array2::from_shape_vec(
564+
(dataset.num_train_rows, dataset.num_features),
565+
dataset.x_train().to_vec(),
566+
)
567+
.unwrap();
568+
569+
let y_train =
570+
Array1::from_shape_vec(dataset.num_train_rows, dataset.y_train().to_vec())
571+
.unwrap();
572+
573+
let alpha =match hyperparams.get("alpha"){
574+
Some(alpha) => alpha.as_f64().unwrap_or(1.0)asf32,
575+
_ =>1.0,
576+
};
577+
578+
let normalize =match hyperparams.get("normalize"){
579+
Some(normalize) => normalize.as_bool().unwrap_or(false),
580+
_ =>false,
581+
};
582+
583+
let tol =match hyperparams.get("tol"){
584+
Some(tol) => tol.as_f64().unwrap_or(1e-4)asf32,
585+
_ =>1e-4,
586+
};
587+
588+
let max_iter =match hyperparams.get("max_iter"){
589+
Some(max_iter) => max_iter.as_u64().unwrap_or(1000)asusize,
590+
_ =>1000,
591+
};
592+
593+
let estimator:Option<Box<dynEstimator>> =match project.task{
594+
Task::regression =>Some(Box::new(
595+
smartcore::linear::lasso::Lasso::fit(
596+
&x_train,
597+
&y_train,
598+
smartcore::linear::lasso::LassoParameters::default()
599+
.with_alpha(alpha)
600+
.with_normalize(normalize)
601+
.with_tol(tol)
602+
.with_max_iter(max_iter),
603+
)
604+
.unwrap(),
605+
)),
606+
607+
Task::classification =>panic!("Lasso only supports regression"),
608+
};
609+
610+
let bytes:Vec<u8> = rmp_serde::to_vec(estimator.as_ref().unwrap()).unwrap();
611+
Spi::get_one_with_args::<i64>(
612+
"INSERT INTO pgml_rust.files (model_id, path, part, data) VALUES($1, 'estimator.rmp', 0, $2) RETURNING id",
613+
vec![
614+
(PgBuiltInOids::INT8OID.oid(),self.id.into_datum()),
615+
(PgBuiltInOids::BYTEAOID.oid(), bytes.into_datum()),
616+
]
617+
).unwrap();
618+
619+
estimator
620+
}
561621
};
562622
}
563623

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