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https://github.com/yoshoku/lbfgsb.rb
Lbfgsb.rb provides Ruby bindings for L-BFGS-B.
https://github.com/yoshoku/lbfgsb.rb
gem lbfgsb numo optimization ruby
Last synced: 2 months ago
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Lbfgsb.rb provides Ruby bindings for L-BFGS-B.
- Host: GitHub
- URL: https://github.com/yoshoku/lbfgsb.rb
- Owner: yoshoku
- License: bsd-3-clause
- Created: 2020-11-01T09:01:43.000Z (about 4 years ago)
- Default Branch: main
- Last Pushed: 2024-01-01T11:27:56.000Z (about 1 year ago)
- Last Synced: 2024-10-07T01:05:02.025Z (4 months ago)
- Topics: gem, lbfgsb, numo, optimization, ruby
- Language: C
- Homepage: https://rubygems.org/gems/lbfgsb
- Size: 133 KB
- Stars: 2
- Watchers: 3
- Forks: 1
- Open Issues: 0
-
Metadata Files:
- Readme: README.md
- Changelog: CHANGELOG.md
- License: LICENSE.txt
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README
# Lbfgsb.rb
[](https://github.com/yoshoku/lbfgsb.rb/actions?query=workflow%3Abuild)
[](https://badge.fury.io/rb/lbfgsb)
[](https://github.com/yoshoku/suika/blob/main/LICENSE.txt)
[](https://yoshoku.github.io/lbfgsb.rb/doc/)
Lbfgsb.rb is a Ruby binding for [L-BFGS-B](https://users.iems.northwestern.edu/~nocedal/lbfgsb.html)
that is a limited-memory algorithm for solving large nonlinear optimization problems
subject to simple bounds on the variables.
L-BFGS-B is written in FORTRAN. Author converted the codes into C-lang
and call that with Ruby native exntesion.
## Installation
Add this line to your application's Gemfile:
```ruby
gem 'lbfgsb'
```
And then execute:
$ bundle install
Or install it yourself as:
$ gem install lbfgsb
Notes: lbfgsb.rb uses 32-bit integer for the integer type in its native code.
If you want to use 64-bit integer, give the installation option as below:
```
$ gem install lbfgsb -- --with-use-int64
```
In adition, if you want to use an external BLAS library for linear algebra on LBFGSB optimization,
give the directory and library in the installation options as follows:
```
$ gem install lbfgsb -- --with-blas-dir=/opt/local/openblas/lib --with-blas-lib=openblas
```
## Usage
Example 1. Logistic Regression
```ruby
require 'numo/narray'
require 'lbfgsb'
require 'rumale'
## Training:
# Define objective function and its derivative.
obj_fnc = proc do |w, x, y|
Numo::NMath.log(1 + Numo::NMath.exp(-y * x.dot(w))).sum
end
d_obj_fnc = proc do |w, x, y|
(y / (1 + Numo::NMath.exp(-y * x.dot(w))) - y).dot(x)
end
# Load dataset.
x, y = Rumale::Dataset.load_libsvm_file('svmguide3')
# Extend variable for intercept.
xb = Numo::DFloat.hstack([x, Numo::DFloat.ones(x.shape[0]).expand_dims(1)])
# Initialize weight vector.
w0 = xb.mean(0)
# Optimize weight vector.
res = Lbfgsb.minimize(fnc: obj_fnc, jcb: d_obj_fnc, x_init: w0, args: [xb, y])
pp res
w = res[:x]
## Testing:
# Load dataset.
x_test, y_test = Rumale::Dataset.load_libsvm_file('svmguide3.t')
xb_test = Numo::DFloat.hstack([x_test, Numo::DFloat.ones(x_test.shape[0]).expand_dims(1)])
# Predict class label.
probs = 1.0 / (Numo::NMath.exp(-xb_test.dot(w)) + 1.0)
predicted = Numo::Int32.zeros(x_test.shape[0])
predicted[probs >= 0.5] = 1
predicted[probs < 0.5] =-1
# Evaluate result.
evaluator = Rumale::EvaluationMeasure::Accuracy.new
puts("Accuracy: %.1f%%" % (100.0 * evaluator.score(predicted, y_test)))
```
```sh
$ gem install rumale
$ wget https://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/binary/svmguide3
$ wget https://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/binary/svmguide3.t
$ ruby example1.rb
{:task=>"CONVERGENCE: REL_REDUCTION_OF_F_<=_FACTR*EPSMCH",
:x=>
Numo::DFloat#shape=[23]
[6.36634, -86.6413, -18.9489, -11.4564, -16.6738, -23.9111, -6.19714, ...],
:fnc=>512.3210359536802,
:jcb=>
Numo::DFloat#shape=[23]
[8.01782e-05, -0.000226254, -0.00144915, 4.26451e-05, 0.000677138, ...],
:n_iter=>623,
:n_fev=>716,
:n_jev=>716,
:success=>true}
Accuracy: 61.0%
```
## Contributing
Bug reports and pull requests are welcome on GitHub at https://github.com/yoshoku/lbfgsb.
## License
The gem is available as open source under the terms of the [BSD-3-Clause License](https://opensource.org/licenses/BSD-3-Clause).
In addition, L-BFGS-B carries the following condition for use:
This software is freely available, but we expect that all publications describing work using this software ,
or all commercial products using it, quote at least one of the references given below.
This software is released under the "New BSD License" (aka "Modified BSD License" or "3-clause license").