gemseo / mlearning / regression

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rbf module

The RBF network for regression.

The radial basis function surrogate discipline expresses the model output as a weighted sum of kernel functions centered on the learning input data:

\[y = w_1K(\|x-x_1\|;\epsilon) + w_2K(\|x-x_2\|;\epsilon) + \ldots + w_nK(\|x-x_n\|;\epsilon)\]

and the coefficients \((w_1, w_2, \ldots, w_n)\) are estimated by least squares minimization.

Dependence

The RBF model relies on the Rbf class of the scipy library.

class gemseo.mlearning.regression.rbf.RBFRegressor(data, transformer=mappingproxy({}), input_names=None, output_names=None, function=Function.MULTIQUADRIC, der_function=None, epsilon=None, smooth=0.0, norm='euclidean')[source]

Bases: MLRegressionAlgo

Regression based on radial basis functions (RBFs).

This model relies on the SciPy class scipy.interpolate.Rbf.

Parameters:
  • data (IODataset) – The learning dataset.

  • transformer (TransformerType) –

    The strategies to transform the variables. The values are instances of Transformer while the keys are the names of either the variables or the groups of variables, e.g. "inputs" or "outputs" in the case of the regression algorithms. If a group is specified, the Transformer will be applied to all the variables of this group. If IDENTITY, do not transform the variables.

    By default it is set to {}.

  • input_names (Iterable[str] | None) – The names of the input variables. If None, consider all the input variables of the learning dataset.

  • output_names (Iterable[str] | None) – The names of the output variables. If None, consider all the output variables of the learning dataset.

  • function (Function | Callable[[float, float], float]) –

    The radial basis function taking a radius \(r\) as input, representing a distance between two points. If it is a string, then it must be one of the following:

    • "multiquadric" for \(\sqrt{(r/\epsilon)^2 + 1}\),

    • "inverse" for \(1/\sqrt{(r/\epsilon)^2 + 1}\),

    • "gaussian" for \(\exp(-(r/\epsilon)^2)\),

    • "linear" for \(r\),

    • "cubic" for \(r^3\),

    • "quintic" for \(r^5\),

    • "thin_plate" for \(r^2\log(r)\).

    If it is a callable, then it must take the two arguments self and r as inputs, e.g. lambda self, r: sqrt((r/self.epsilon)**2 + 1) for the multiquadric function. The epsilon parameter will be available as self.epsilon. Other keyword arguments passed in will be available as well.

    By default it is set to “multiquadric”.

  • der_function (Callable[[ndarray], ndarray] | None) – The derivative of the radial basis function, only to be provided if function is a callable and if the use of the model with its derivative is required. If None and if function is a callable, an error will be raised. If None and if function is a string, the class will look for its internal implementation and will raise an error if it is missing. The der_function shall take three arguments (input_data, norm_input_data, eps). For an RBF of the form function(\(r\)), der_function(\(x\), \(|x|\), \(\epsilon\)) shall return \(\epsilon^{-1} x/|x| f'(|x|/\epsilon)\).

  • epsilon (float | None) – An adjustable constant for Gaussian or multiquadric functions. If None, use the average distance between input data.

  • smooth (float) –

    The degree of smoothness, 0 involving an interpolation of the learning points.

    By default it is set to 0.0.

  • norm (str | Callable[[ndarray, ndarray], float]) –

    The distance metric to be used, either a distance function name known by SciPy or a function that computes the distance between two points.

    By default it is set to “euclidean”.

Raises:

ValueError – When both the variable and the group it belongs to have a transformer.

class Function(value)[source]

Bases: StrEnum

The radial basis functions.

CUBIC = 'cubic'
GAUSSIAN = 'gaussian'
INVERSE_MULTIQUADRIC = 'inverse_multiquadric'
LINEAR = 'linear'
MULTIQUADRIC = 'multiquadric'
QUINTIC = 'quintic'
THIN_PLATE = 'thin_plate'
class RBFDerivatives[source]

Bases: object

Derivatives of functions used in RBFRegressor.

For an RBF of the form \(f(r)\), \(r\) scalar, the derivative functions are defined by \(d(f(r))/dx\), with \(r=|x|/\epsilon\). The functions are thus defined by \(df/dx = \epsilon^{-1} x/|x| f'(|x|/\epsilon)\). This convention is chosen to avoid division by \(|x|\) when the terms may be cancelled out, as \(f'(r)\) often has a term in \(r\).

classmethod der_cubic(input_data, norm_input_data, eps)[source]

Compute derivative w.r.t. \(x\) of the function \(f(r) = r^3\).

Parameters:
  • input_data (ndarray) – The 1D input data.

  • norm_input_data (float) – The norm of the input variable.

  • eps (float) – The correlation length.

Returns:

The derivative of the function.

Return type:

ndarray

classmethod der_gaussian(input_data, norm_input_data, eps)[source]

Compute derivative of \(f(r)=\exp(-r^2)\) w.r.t. \(x\).

Parameters:
  • input_data (ndarray) – The 1D input data.

  • norm_input_data (float) – The norm of the input variable.

  • eps (float) – The correlation length.

Returns:

The derivative of the function.

Return type:

ndarray

classmethod der_inverse_multiquadric(input_data, norm_input_data, eps)[source]

Compute derivative of \(f(r)=1/\sqrt{r^2 + 1}\) w.r.t. \(x\).

Parameters:
  • input_data (ndarray) – The 1D input data.

  • norm_input_data (float) – The norm of the input variable.

  • eps (float) – The correlation length.

Returns:

The derivative of the function.

Return type:

ndarray

classmethod der_linear(input_data, norm_input_data, eps)[source]

Compute derivative of \(f(r)=r\) w.r.t. \(x\).

If \(x=0\), return 0 (determined up to a tolerance).

Parameters:
  • input_data (ndarray) – The 1D input data.

  • norm_input_data (float) – The norm of the input variable.

  • eps (float) – The correlation length.

Returns:

The derivative of the function.

Return type:

ndarray

classmethod der_multiquadric(input_data, norm_input_data, eps)[source]

Compute derivative of \(f(r) = \sqrt{r^2 + 1}\) w.r.t. \(x\).

Parameters:
  • input_data (ndarray) – The 1D input data.

  • norm_input_data (float) – The norm of the input variable.

  • eps (float) – The correlation length.

Returns:

The derivative of the function.

Return type:

ndarray

classmethod der_quintic(input_data, norm_input_data, eps)[source]

Compute derivative w.r.t. \(x\) of the function \(f(r) = r^5\).

Parameters:
  • input_data (ndarray) – The 1D input data.

  • norm_input_data (float) – The norm of the input variable.

  • eps (float) – The correlation length.

Returns:

The derivative of the function.

Return type:

ndarray

classmethod der_thin_plate(input_data, norm_input_data, eps)[source]

Compute derivative of \(f(r) = r^2\log(r)\) w.r.t. \(x\).

If \(x=0\), return 0 (determined up to a tolerance).

Parameters:
  • input_data (ndarray) – The 1D input data.

  • norm_input_data (float) – The norm of the input variable.

  • eps (float) – The correlation length.

Returns:

The derivative of the function.

Return type:

ndarray

TOL = 2.220446049250313e-16
EUCLIDEAN: Final[str] = 'euclidean'
LIBRARY: Final[str] = 'SciPy'

The name of the library of the wrapped machine learning algorithm.

SHORT_ALGO_NAME: ClassVar[str] = 'RBF'

The short name of the machine learning algorithm, often an acronym.

Typically used for composite names, e.g. f"{algo.SHORT_ALGO_NAME}_{dataset.name}" or f"{algo.SHORT_ALGO_NAME}_{discipline.name}".

algo: Any

The interfaced machine learning algorithm.

der_function: Callable[[ndarray], ndarray]

The derivative of the radial basis function.

property function: str

The name of the kernel function.

The name is possibly different from self.parameters[‘function’], as it is mapped (scipy). Examples:

‘inverse’ -> ‘inverse_multiquadric’ ‘InverSE MULtiQuadRIC’ -> ‘inverse_multiquadric’

input_names: list[str]

The names of the input variables.

input_space_center: dict[str, ndarray]

The center of the input space.

learning_set: Dataset

The learning dataset.

output_names: list[str]

The names of the output variables.

parameters: dict[str, MLAlgoParameterType]

The parameters of the machine learning algorithm.

resampling_results: dict[str, tuple[Resampler, list[MLAlgo], list[ndarray] | ndarray]]

The resampler class names bound to the resampling results.

A resampling result is formatted as (resampler, ml_algos, predictions) where resampler is a Resampler, ml_algos is the list of the associated machine learning algorithms built during the resampling stage and predictions are the predictions obtained with the latter.

resampling_results stores only one resampling result per resampler type (e.g., "CrossValidation", "LeaveOneOut" and "Boostrap").

transformer: dict[str, Transformer]

The strategies to transform the variables, if any.

The values are instances of Transformer while the keys are the names of either the variables or the groups of variables, e.g. “inputs” or “outputs” in the case of the regression algorithms. If a group is specified, the Transformer will be applied to all the variables of this group.

y_average: ndarray

The mean of the learning output data.

Examples using RBFRegressor

Machine learning algorithm selection example

Machine learning algorithm selection example

MSE for regression models

MSE for regression models

R2 for regression models

R2 for regression models

RMSE for regression models

RMSE for regression models

RBF regression

RBF regression

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