StandardTrainersCatalog.Sdca Method

Definition

Namespace:

Microsoft.ML

Assembly:

Microsoft.ML.StandardTrainers.dll

Package:

Microsoft.ML v3.0.1

Overloads

Sdca(RegressionCatalog+RegressionTrainers, SdcaRegressionTrainer+Options)	Create SdcaRegressionTrainer with advanced options, which predicts a target using a linear regression model.
Sdca(RegressionCatalog+RegressionTrainers, String, String, String, ISupportSdcaRegressionLoss, Nullable<Single>, Nullable<Single>, Nullable<Int32>)	Create SdcaRegressionTrainer, which predicts a target using a linear regression model.

Sdca(RegressionCatalog+RegressionTrainers, SdcaRegressionTrainer+Options)

Create SdcaRegressionTrainer with advanced options, which predicts a target using a linear regression model.

public static Microsoft.ML.Trainers.SdcaRegressionTrainer Sdca (this Microsoft.ML.RegressionCatalog.RegressionTrainers catalog, Microsoft.ML.Trainers.SdcaRegressionTrainer.Options options);

static member Sdca : Microsoft.ML.RegressionCatalog.RegressionTrainers * Microsoft.ML.Trainers.SdcaRegressionTrainer.Options -> Microsoft.ML.Trainers.SdcaRegressionTrainer

<Extension()>
Public Function Sdca (catalog As RegressionCatalog.RegressionTrainers, options As SdcaRegressionTrainer.Options) As SdcaRegressionTrainer

Parameters

catalog

RegressionCatalog.RegressionTrainers

The regression catalog trainer object.

options

SdcaRegressionTrainer.Options

Trainer options.

Returns

SdcaRegressionTrainer

Examples

using System;
using System.Collections.Generic;
using System.Linq;
using Microsoft.ML;
using Microsoft.ML.Data;
using Microsoft.ML.Trainers;

namespace Samples.Dynamic.Trainers.Regression
{
    public static class SdcaWithOptions
    {
        public static void Example()
        {
            // Create a new context for ML.NET operations. It can be used for
            // exception tracking and logging, as a catalog of available operations
            // and as the source of randomness. Setting the seed to a fixed number
            // in this example to make outputs deterministic.
            var mlContext = new MLContext(seed: 0);

            // Create a list of training data points.
            var dataPoints = GenerateRandomDataPoints(1000);

            // Convert the list of data points to an IDataView object, which is
            // consumable by ML.NET API.
            var trainingData = mlContext.Data.LoadFromEnumerable(dataPoints);

            // Define trainer options.
            var options = new SdcaRegressionTrainer.Options
            {
                LabelColumnName = nameof(DataPoint.Label),
                FeatureColumnName = nameof(DataPoint.Features),
                // Make the convergence tolerance tighter. It effectively leads to
                // more training iterations.
                ConvergenceTolerance = 0.02f,
                // Increase the maximum number of passes over training data. Similar
                // to ConvergenceTolerance, this value specifics the hard iteration
                // limit on the training algorithm.
                MaximumNumberOfIterations = 30,
                // Increase learning rate for bias.
                BiasLearningRate = 0.1f
            };

            // Define the trainer.
            var pipeline =
                mlContext.Regression.Trainers.Sdca(options);

            // Train the model.
            var model = pipeline.Fit(trainingData);

            // Create testing data. Use different random seed to make it different
            // from training data.
            var testData = mlContext.Data.LoadFromEnumerable(
                GenerateRandomDataPoints(5, seed: 123));

            // Run the model on test data set.
            var transformedTestData = model.Transform(testData);

            // Convert IDataView object to a list.
            var predictions = mlContext.Data.CreateEnumerable<Prediction>(
                transformedTestData, reuseRowObject: false).ToList();

            // Look at 5 predictions for the Label, side by side with the actual
            // Label for comparison.
            foreach (var p in predictions)
                Console.WriteLine($"Label: {p.Label:F3}, Prediction: {p.Score:F3}");

            // Expected output:
            //   Label: 0.985, Prediction: 0.927
            //   Label: 0.155, Prediction: 0.062
            //   Label: 0.515, Prediction: 0.439
            //   Label: 0.566, Prediction: 0.500
            //   Label: 0.096, Prediction: 0.078

            // Evaluate the overall metrics
            var metrics = mlContext.Regression.Evaluate(transformedTestData);
            PrintMetrics(metrics);

            // Expected output:
            //   Mean Absolute Error: 0.05
            //   Mean Squared Error: 0.00
            //   Root Mean Squared Error: 0.06
            //   RSquared: 0.97 (closer to 1 is better. The worst case is 0)
        }

        private static IEnumerable<DataPoint> GenerateRandomDataPoints(int count,
            int seed = 0)
        {
            var random = new Random(seed);
            for (int i = 0; i < count; i++)
            {
                float label = (float)random.NextDouble();
                yield return new DataPoint
                {
                    Label = label,
                    // Create random features that are correlated with the label.
                    Features = Enumerable.Repeat(label, 50).Select(
                        x => x + (float)random.NextDouble()).ToArray()
                };
            }
        }

        // Example with label and 50 feature values. A data set is a collection of
        // such examples.
        private class DataPoint
        {
            public float Label { get; set; }
            [VectorType(50)]
            public float[] Features { get; set; }
        }

        // Class used to capture predictions.
        private class Prediction
        {
            // Original label.
            public float Label { get; set; }
            // Predicted score from the trainer.
            public float Score { get; set; }
        }

        // Print some evaluation metrics to regression problems.
        private static void PrintMetrics(RegressionMetrics metrics)
        {
            Console.WriteLine("Mean Absolute Error: " + metrics.MeanAbsoluteError);
            Console.WriteLine("Mean Squared Error: " + metrics.MeanSquaredError);
            Console.WriteLine(
                "Root Mean Squared Error: " + metrics.RootMeanSquaredError);

            Console.WriteLine("RSquared: " + metrics.RSquared);
        }
    }
}

Sdca(RegressionCatalog+RegressionTrainers, String, String, String, ISupportSdcaRegressionLoss, Nullable<Single>, Nullable<Single>, Nullable<Int32>)

Create SdcaRegressionTrainer, which predicts a target using a linear regression model.

public static Microsoft.ML.Trainers.SdcaRegressionTrainer Sdca (this Microsoft.ML.RegressionCatalog.RegressionTrainers catalog, string labelColumnName = "Label", string featureColumnName = "Features", string exampleWeightColumnName = default, Microsoft.ML.Trainers.ISupportSdcaRegressionLoss lossFunction = default, float? l2Regularization = default, float? l1Regularization = default, int? maximumNumberOfIterations = default);

static member Sdca : Microsoft.ML.RegressionCatalog.RegressionTrainers * string * string * string * Microsoft.ML.Trainers.ISupportSdcaRegressionLoss * Nullable<single> * Nullable<single> * Nullable<int> -> Microsoft.ML.Trainers.SdcaRegressionTrainer

<Extension()>
Public Function Sdca (catalog As RegressionCatalog.RegressionTrainers, Optional labelColumnName As String = "Label", Optional featureColumnName As String = "Features", Optional exampleWeightColumnName As String = Nothing, Optional lossFunction As ISupportSdcaRegressionLoss = Nothing, Optional l2Regularization As Nullable(Of Single) = Nothing, Optional l1Regularization As Nullable(Of Single) = Nothing, Optional maximumNumberOfIterations As Nullable(Of Integer) = Nothing) As SdcaRegressionTrainer

Parameters

catalog

RegressionCatalog.RegressionTrainers

The regression catalog trainer object.

labelColumnName

String

The name of the label column. The column data must be Single

featureColumnName

String

The name of the feature column. The column data must be a known-sized vector of Single

exampleWeightColumnName

String

The name of the example weight column (optional).

lossFunction

ISupportSdcaRegressionLoss

The loss function minimized in the training process. Using, for example, its default SquaredLoss leads to a least square trainer.

l2Regularization

Nullable<Single>

The L2 weight for regularization.

l1Regularization

Nullable<Single>

The L1 regularization hyperparameter. Higher values will tend to lead to more sparse model.

maximumNumberOfIterations

Nullable<Int32>

The maximum number of passes to perform over the data.

Returns

SdcaRegressionTrainer

Examples

using System;
using System.Collections.Generic;
using System.Linq;
using Microsoft.ML;
using Microsoft.ML.Data;

namespace Samples.Dynamic.Trainers.Regression
{
    public static class Sdca
    {
        public static void Example()
        {
            // Create a new context for ML.NET operations. It can be used for
            // exception tracking and logging, as a catalog of available operations
            // and as the source of randomness. Setting the seed to a fixed number
            // in this example to make outputs deterministic.
            var mlContext = new MLContext(seed: 0);

            // Create a list of training data points.
            var dataPoints = GenerateRandomDataPoints(1000);

            // Convert the list of data points to an IDataView object, which is
            // consumable by ML.NET API.
            var trainingData = mlContext.Data.LoadFromEnumerable(dataPoints);

            // Define the trainer.
            var pipeline = mlContext.Regression.Trainers.Sdca(
                labelColumnName: nameof(DataPoint.Label),
                featureColumnName: nameof(DataPoint.Features));

            // Train the model.
            var model = pipeline.Fit(trainingData);

            // Create testing data. Use different random seed to make it different
            // from training data.
            var testData = mlContext.Data.LoadFromEnumerable(
                GenerateRandomDataPoints(5, seed: 123));

            // Run the model on test data set.
            var transformedTestData = model.Transform(testData);

            // Convert IDataView object to a list.
            var predictions = mlContext.Data.CreateEnumerable<Prediction>(
                transformedTestData, reuseRowObject: false).ToList();

            // Look at 5 predictions for the Label, side by side with the actual
            // Label for comparison.
            foreach (var p in predictions)
                Console.WriteLine($"Label: {p.Label:F3}, Prediction: {p.Score:F3}");

            // Expected output:
            //   Label: 0.985, Prediction: 0.960
            //   Label: 0.155, Prediction: 0.072
            //   Label: 0.515, Prediction: 0.455
            //   Label: 0.566, Prediction: 0.500
            //   Label: 0.096, Prediction: 0.079

            // Evaluate the overall metrics
            var metrics = mlContext.Regression.Evaluate(transformedTestData);
            PrintMetrics(metrics);

            // Expected output:
            //   Mean Absolute Error: 0.05
            //   Mean Squared Error: 0.00
            //   Root Mean Squared Error: 0.06
            //   RSquared: 0.97 (closer to 1 is better. The worst case is 0)
        }

        private static IEnumerable<DataPoint> GenerateRandomDataPoints(int count,
            int seed = 0)
        {
            var random = new Random(seed);
            for (int i = 0; i < count; i++)
            {
                float label = (float)random.NextDouble();
                yield return new DataPoint
                {
                    Label = label,
                    // Create random features that are correlated with the label.
                    Features = Enumerable.Repeat(label, 50).Select(
                        x => x + (float)random.NextDouble()).ToArray()
                };
            }
        }

        // Example with label and 50 feature values. A data set is a collection of
        // such examples.
        private class DataPoint
        {
            public float Label { get; set; }
            [VectorType(50)]
            public float[] Features { get; set; }
        }

        // Class used to capture predictions.
        private class Prediction
        {
            // Original label.
            public float Label { get; set; }
            // Predicted score from the trainer.
            public float Score { get; set; }
        }

        // Print some evaluation metrics to regression problems.
        private static void PrintMetrics(RegressionMetrics metrics)
        {
            Console.WriteLine("Mean Absolute Error: " + metrics.MeanAbsoluteError);
            Console.WriteLine("Mean Squared Error: " + metrics.MeanSquaredError);
            Console.WriteLine(
                "Root Mean Squared Error: " + metrics.RootMeanSquaredError);

            Console.WriteLine("RSquared: " + metrics.RSquared);
        }
    }
}