Crate rustlearn

A machine learning crate for Rust.

Introduction

This crate contains reasonably effective implementations of a number of common machine learing algorithms.

At the moment, rustlearn uses its own basic dense and sparse array types, but I will be happy to use something more robust once a clear winner in that space emerges.

Features

Matrix primitives

• dense matrices
• sparse matrices

Models

• logistic regression using stochastic gradient descent,
• support vector machines using the libsvm library,
• decision trees using the CART algorithm,
• random forests using CART decision trees, and
• factorization machines.

All the models support fitting and prediction on both dense and sparse data, and the implementations should be roughly competitive with Python sklearn implementations, both in accuracy and performance.

Cross-validation

• k-fold cross-validation
• shuffle split

Metrics

• accuracy
• ROC AUC score

Parallelization

A number of models support both parallel model fitting and prediction.

Model serialization

Model serialization is supported via rustc_serialize. This will probably change to serde once compiler plugins land in stable.

Using rustlearn

Usage should be straightforward.

• import the prelude for alll the linear algebra primitives and common traits:

use rustlearn::prelude::*;

• import individual models and utilities from submodules:

use rustlearn::prelude::*;

use rustlearn::linear_models::sgdclassifier::Hyperparameters;
// more imports

Examples

Logistic regression

use rustlearn::prelude::*;
use rustlearn::datasets::iris;
use rustlearn::cross_validation::CrossValidation;
use rustlearn::linear_models::sgdclassifier::Hyperparameters;
use rustlearn::metrics::accuracy_score;


let (X, y) = iris::load_data();

let num_splits = 10;
let num_epochs = 5;

let mut accuracy = 0.0;

for (train_idx, test_idx) in CrossValidation::new(X.rows(), num_splits) {

    let X_train = X.get_rows(&train_idx);
    let y_train = y.get_rows(&train_idx);
    let X_test = X.get_rows(&test_idx);
    let y_test = y.get_rows(&test_idx);

    let mut model = Hyperparameters::new(X.cols())
                                    .learning_rate(0.5)
                                    .l2_penalty(0.0)
                                    .l1_penalty(0.0)
                                    .one_vs_rest();

    for _ in 0..num_epochs {
        model.fit(&X_train, &y_train).unwrap();
    }

    let prediction = model.predict(&X_test).unwrap();
    accuracy += accuracy_score(&y_test, &prediction);
}

accuracy /= num_splits as f32;

Random forest

use rustlearn::prelude::*;

use rustlearn::ensemble::random_forest::Hyperparameters;
use rustlearn::datasets::iris;
use rustlearn::trees::decision_tree;

let (data, target) = iris::load_data();

let mut tree_params = decision_tree::Hyperparameters::new(data.cols());
tree_params.min_samples_split(10)
    .max_features(4);

let mut model = Hyperparameters::new(tree_params, 10)
    .one_vs_rest();

model.fit(&data, &target).unwrap();

// Optionally serialize and deserialize the model

// let encoded = bincode::rustc_serialize::encode(&model,
//                                               bincode::SizeLimit::Infinite).unwrap();
// let decoded: OneVsRestWrapper<RandomForest> = bincode::rustc_serialize::decode(&encoded).unwrap();

let prediction = model.predict(&data).unwrap();

Modules

array	Basic matrix-like datastructures.
cross_validation	Cross validation utilities.
datasets	Datasets and dataset loading utilities.
ensemble	Ensemble models.
factorization	Factorization models.
feature_extraction	Feature extraction utilities.
linear_models	Linear models.
metrics	Accuracy metrics.
multiclass	Utilities for mutliclass classifiers.
prelude	Basic data structures and traits used throughout rustlearn.
svm	Support vector machines.
traits	Common rustlearn traits.
trees	Decision trees.
utils	Internal utils.