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from collections import OrderedDict
from AnyQt.QtCore import Qt
from AnyQt.QtWidgets import QHBoxLayout, QGridLayout, QLabel, QWidget
from Orange.widgets.report import bool_str
from Orange.data import ContinuousVariable, StringVariable, Domain, Table
from Orange.modelling.linear import SGDLearner
from Orange.widgets import gui
from Orange.widgets.model.owlogisticregression import create_coef_table
from Orange.widgets.settings import Setting
from Orange.widgets.utils.owlearnerwidget import OWBaseLearner
from Orange.widgets.utils.signals import Output
from Orange.widgets.utils.widgetpreview import WidgetPreview
MAXINT = 2 ** 31 - 1
class OWSGD(OWBaseLearner):
name = 'Stochastic Gradient Descent'
description = 'Minimize an objective function using a stochastic ' \
'approximation of gradient descent.'
icon = "icons/SGD.svg"
replaces = [
"Orange.widgets.regression.owsgdregression.OWSGDRegression",
]
priority = 90
keywords = "stochastic gradient descent, sgd"
settings_version = 2
LEARNER = SGDLearner
class Outputs(OWBaseLearner.Outputs):
coefficients = Output("Coefficients", Table, explicit=True)
reg_losses = (
('Squared Loss', 'squared_error'),
('Huber', 'huber'),
('ε insensitive', 'epsilon_insensitive'),
('Squared ε insensitive', 'squared_epsilon_insensitive'))
cls_losses = (
('Hinge', 'hinge'),
('Logistic regression', 'log_loss'),
('Modified Huber', 'modified_huber'),
('Squared Hinge', 'squared_hinge'),
('Perceptron', 'perceptron')) + reg_losses
#: Regularization methods
penalties = (
('None', None),
('Lasso (L1)', 'l1'),
('Ridge (L2)', 'l2'),
('Elastic Net', 'elasticnet'))
learning_rates = (
('Constant', 'constant'),
('Optimal', 'optimal'),
('Inverse scaling', 'invscaling'))
#: Loss function index for classification problems
cls_loss_function_index = Setting(0)
#: Epsilon loss function parameter for classification problems
cls_epsilon = Setting(.1)
#: Loss function index for regression problems
reg_loss_function_index = Setting(0)
#: Epsilon loss function parameter for regression problems
reg_epsilon = Setting(.1)
penalty_index = Setting(2)
#: Regularization strength
alpha = Setting(1e-5)
#: Elastic Net mixing parameter
l1_ratio = Setting(.15)
shuffle = Setting(True)
use_random_state = Setting(False)
random_state = Setting(0)
learning_rate_index = Setting(0)
eta0 = Setting(.01)
power_t = Setting(.25)
max_iter = Setting(1000)
tol = Setting(1e-3)
tol_enabled = Setting(True)
def add_main_layout(self):
main_widget = QWidget()
layout = QHBoxLayout()
layout.setContentsMargins(0, 0, 0, 0)
main_widget.setLayout(layout)
self.controlArea.layout().addWidget(main_widget)
left = gui.vBox(main_widget).layout()
right = gui.vBox(main_widget).layout()
self._add_algorithm_to_layout(left)
self._add_regularization_to_layout(left)
self._add_learning_params_to_layout(right)
def _foc_frame_width(self):
style = self.style()
return style.pixelMetric(style.PM_FocusFrameHMargin) + \
style.pixelMetric(style.PM_ComboBoxFrameWidth)
def _add_algorithm_to_layout(self, layout):
# this is part of init, pylint: disable=attribute-defined-outside-init
grid = QGridLayout()
box = gui.widgetBox(None, 'Loss functions', orientation=grid)
layout.addWidget(box)
# Classfication loss function
self.cls_loss_function_combo = gui.comboBox(
None, self, 'cls_loss_function_index', orientation=Qt.Horizontal,
items=list(zip(*self.cls_losses))[0],
callback=self._on_cls_loss_change)
hbox = gui.hBox(None)
hbox.layout().addSpacing(self._foc_frame_width())
self.cls_epsilon_spin = gui.spin(
hbox, self, 'cls_epsilon', 0, 1., 1e-2, spinType=float,
label='ε: ', controlWidth=80, alignment=Qt.AlignRight,
callback=self.settings_changed)
hbox.layout().addStretch()
grid.addWidget(QLabel("Classification: "), 0, 0)
grid.addWidget(self.cls_loss_function_combo, 0, 1)
grid.addWidget(hbox, 1, 1)
# Regression loss function
self.reg_loss_function_combo = gui.comboBox(
None, self, 'reg_loss_function_index', orientation=Qt.Horizontal,
items=list(zip(*self.reg_losses))[0],
callback=self._on_reg_loss_change)
hbox = gui.hBox(None)
hbox.layout().addSpacing(self._foc_frame_width())
self.reg_epsilon_spin = gui.spin(
hbox, self, 'reg_epsilon', 0, 1., 1e-2, spinType=float,
label='ε: ', controlWidth=80, alignment=Qt.AlignRight,
callback=self.settings_changed)
hbox.layout().addStretch()
grid.addWidget(QLabel("Regression: "), 2, 0)
grid.addWidget(self.reg_loss_function_combo, 2, 1)
grid.addWidget(hbox, 3, 1)
# Enable/disable appropriate controls
self._on_cls_loss_change()
self._on_reg_loss_change()
def _add_regularization_to_layout(self, layout):
# this is part of init, pylint: disable=attribute-defined-outside-init
box = gui.widgetBox(None, 'Regularization')
layout.addWidget(box)
hlayout = gui.hBox(box)
self.penalty_combo = gui.comboBox(
hlayout, self, 'penalty_index',
items=list(zip(*self.penalties))[0], orientation=Qt.Horizontal,
callback=self._on_regularization_change)
self.l1_ratio_box = gui.spin(
hlayout, self, 'l1_ratio', 0, 1., 1e-2, spinType=float,
label='Mixing: ', controlWidth=80,
alignment=Qt.AlignRight, callback=self.settings_changed).box
hbox = gui.indentedBox(
box, sep=self._foc_frame_width(), orientation=Qt.Horizontal)
self.alpha_spin = gui.spin(
hbox, self, 'alpha', 0, 10., .1e-4, spinType=float, controlWidth=80,
label='Strength (α): ', alignment=Qt.AlignRight,
callback=self.settings_changed)
hbox.layout().addStretch()
# Enable/disable appropriate controls
self._on_regularization_change()
def _add_learning_params_to_layout(self, layout):
# this is part of init, pylint: disable=attribute-defined-outside-init
box = gui.widgetBox(None, 'Optimization')
layout.addWidget(box)
self.learning_rate_combo = gui.comboBox(
box, self, 'learning_rate_index', label='Learning rate: ',
items=list(zip(*self.learning_rates))[0],
orientation=Qt.Horizontal, callback=self._on_learning_rate_change)
self.eta0_spin = gui.spin(
box, self, 'eta0', 1e-4, 1., 1e-4, spinType=float,
label='Initial learning rate (η<sub>0</sub>): ',
alignment=Qt.AlignRight, controlWidth=80,
callback=self.settings_changed)
self.power_t_spin = gui.spin(
box, self, 'power_t', 0, 1., 1e-4, spinType=float,
label='Inverse scaling exponent (t): ',
alignment=Qt.AlignRight, controlWidth=80,
callback=self.settings_changed)
gui.separator(box, height=12)
self.max_iter_spin = gui.spin(
box, self, 'max_iter', 1, MAXINT - 1, label='Number of iterations: ',
controlWidth=80, alignment=Qt.AlignRight,
callback=self.settings_changed)
self.tol_spin = gui.spin(
box, self, 'tol', 0, 10., .1e-3, spinType=float, controlWidth=80,
label='Tolerance (stopping criterion): ', checked='tol_enabled',
alignment=Qt.AlignRight, callback=self.settings_changed)
gui.separator(box, height=12)
# Wrap shuffle_cbx inside another hbox to align it with the random_seed
# spin box on OSX
self.shuffle_cbx = gui.checkBox(
gui.hBox(box), self, 'shuffle',
'Shuffle data after each iteration',
callback=self._on_shuffle_change)
self.random_seed_spin = gui.spin(
box, self, 'random_state', 0, MAXINT,
label='Fixed seed for random shuffling: ', controlWidth=80,
alignment=Qt.AlignRight, callback=self.settings_changed,
checked='use_random_state', checkCallback=self.settings_changed)
# Enable/disable appropriate controls
self._on_learning_rate_change()
self._on_shuffle_change()
def _on_cls_loss_change(self):
# Epsilon parameter for classification loss
if self.cls_losses[self.cls_loss_function_index][1] in (
'huber', 'epsilon_insensitive', 'squared_epsilon_insensitive'):
self.cls_epsilon_spin.setEnabled(True)
else:
self.cls_epsilon_spin.setEnabled(False)
self.settings_changed()
def _on_reg_loss_change(self):
# Epsilon parameter for regression loss
if self.reg_losses[self.reg_loss_function_index][1] in (
'huber', 'epsilon_insensitive', 'squared_epsilon_insensitive'):
self.reg_epsilon_spin.setEnabled(True)
else:
self.reg_epsilon_spin.setEnabled(False)
self.settings_changed()
def _on_regularization_change(self):
# Alpha parameter
if self.penalties[self.penalty_index][1] in ('l1', 'l2', 'elasticnet'):
self.alpha_spin.setEnabled(True)
else:
self.alpha_spin.setEnabled(False)
# Elastic Net mixing parameter
self.l1_ratio_box.setHidden(
self.penalties[self.penalty_index][1] != 'elasticnet')
self.settings_changed()
def _on_learning_rate_change(self):
# Eta_0 parameter
if self.learning_rates[self.learning_rate_index][1] in \
('constant', 'invscaling'):
self.eta0_spin.setEnabled(True)
else:
self.eta0_spin.setEnabled(False)
# Power t parameter
if self.learning_rates[self.learning_rate_index][1] in \
('invscaling',):
self.power_t_spin.setEnabled(True)
else:
self.power_t_spin.setEnabled(False)
self.settings_changed()
def _on_shuffle_change(self):
if self.shuffle:
self.random_seed_spin[0].setEnabled(True)
else:
self.use_random_state = False
self.random_seed_spin[0].setEnabled(False)
self.settings_changed()
def create_learner(self):
params = {}
if self.use_random_state:
params['random_state'] = self.random_state
return self.LEARNER(
classification_loss=self.cls_losses[self.cls_loss_function_index][1],
classification_epsilon=self.cls_epsilon,
regression_loss=self.reg_losses[self.reg_loss_function_index][1],
regression_epsilon=self.reg_epsilon,
penalty=self.penalties[self.penalty_index][1],
alpha=self.alpha,
l1_ratio=self.l1_ratio,
shuffle=self.shuffle,
learning_rate=self.learning_rates[self.learning_rate_index][1],
eta0=self.eta0,
power_t=self.power_t,
max_iter=self.max_iter,
tol=self.tol if self.tol_enabled else None,
preprocessors=self.preprocessors,
**params)
def get_learner_parameters(self):
params = OrderedDict({})
# Classification loss function
params['Classification loss function'] = self.cls_losses[
self.cls_loss_function_index][0]
if self.cls_losses[self.cls_loss_function_index][1] in (
'huber', 'epsilon_insensitive', 'squared_epsilon_insensitive'):
params['Epsilon (ε) for classification'] = self.cls_epsilon
# Regression loss function
params['Regression loss function'] = self.reg_losses[
self.reg_loss_function_index][0]
if self.reg_losses[self.reg_loss_function_index][1] in (
'huber', 'epsilon_insensitive', 'squared_epsilon_insensitive'):
params['Epsilon (ε) for regression'] = self.reg_epsilon
params['Regularization'] = self.penalties[self.penalty_index][0]
# Regularization strength
if self.penalties[self.penalty_index][1] in ('l1', 'l2', 'elasticnet'):
params['Regularization strength (α)'] = self.alpha
# Elastic Net mixing
if self.penalties[self.penalty_index][1] in ('elasticnet',):
params['Elastic Net mixing parameter (L1 ratio)'] = self.l1_ratio
params['Learning rate'] = self.learning_rates[
self.learning_rate_index][0]
# Eta
if self.learning_rates[self.learning_rate_index][1] in \
('constant', 'invscaling'):
params['Initial learning rate (η<sub>0</sub>)'] = self.eta0
# t
if self.learning_rates[self.learning_rate_index][1] in \
('invscaling',):
params['Inverse scaling exponent (t)'] = self.power_t
params['Shuffle data after each iteration'] = bool_str(self.shuffle)
if self.use_random_state:
params['Random seed for shuffling'] = self.random_state
return list(params.items())
def update_model(self):
super().update_model()
coeffs = None
if self.model is not None:
if self.model.domain.class_var.is_discrete:
coeffs = create_coef_table(self.model)
else:
attrs = [ContinuousVariable("coef")]
domain = Domain(attrs, metas=[StringVariable("name")])
cfs = list(self.model.intercept) + list(self.model.coefficients)
names = ["intercept"] + \
[attr.name for attr in self.model.domain.attributes]
coeffs = Table.from_list(domain, list(zip(cfs, names)))
coeffs.name = "coefficients"
self.Outputs.coefficients.send(coeffs)
@classmethod
def migrate_settings(cls, settings, version):
if version < 2:
settings["max_iter"] = settings.pop("n_iter", 5)
settings["tol_enabled"] = False
if __name__ == "__main__": # pragma: no cover
WidgetPreview(OWSGD).run(Table("iris"))
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