rustlearn
A machine learning package for Rust.
For full usage details, see the API documentation.
Introduction
This crate contains reasonably effective
implementations of a number of common machine learning 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
Models
- logistic regression using stochastic gradient descent,
- support vector machines using the
libsvmlibrary, - 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
Metrics
Parallelization
A number of models support both parallel model fitting and prediction.
Model serialization
Model serialization is supported via serde.
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::serialize(&model).unwrap();
// let decoded: OneVsRestWrapper<RandomForest> = bincode::deserialize(&encoded).unwrap();
let prediction = model.predict(&data).unwrap();
Contributing
Pull requests are welcome.
To run basic tests, run cargo test.
Running cargo test --features "all_tests" --release runs all tests, including generated and slow tests.
Running cargo bench --features bench (only on the nightly branch) runs benchmarks.