ClickHouse/dbms/src/AggregateFunctions/AggregateFunctionMLMethod.cpp

#include <AggregateFunctions/AggregateFunctionFactory.h>
#include <AggregateFunctions/AggregateFunctionMLMethod.h>
#include <AggregateFunctions/Helpers.h>
#include <AggregateFunctions/FactoryHelpers.h>


namespace DB
{

namespace
{

using FuncLinearRegression = AggregateFunctionMLMethod<LinearModelData, NameLinearRegression>;
using FuncLogisticRegression = AggregateFunctionMLMethod<LinearModelData, NameLogisticRegression>;
template <class Method>
AggregateFunctionPtr createAggregateFunctionMLMethod(
        const std::string & name, const DataTypes & argument_types, const Array & parameters)
{
    if (parameters.size() > 4)
        throw Exception("Aggregate function " + name + " requires at most four parameters: learning_rate, l2_regularization_coef, mini-batch size and weights_updater method", ErrorCodes::NUMBER_OF_ARGUMENTS_DOESNT_MATCH);

    if (argument_types.size() < 2)
        throw Exception("Aggregate function " + name + " requires at least two arguments: target and model's parameters", ErrorCodes::NUMBER_OF_ARGUMENTS_DOESNT_MATCH);

    for (size_t i = 0; i < argument_types.size(); ++i)
    {
        if (!isNumber(argument_types[i]))
            throw Exception("Argument " + std::to_string(i) + " of type " + argument_types[i]->getName() + " must be numeric for aggregate function " + name, ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT);
    }

    /// Such default parameters were picked because they did good on some tests,
    /// though it still requires to fit parameters to achieve better result
    auto learning_rate = Float64(0.01);
    auto l2_reg_coef = Float64(0.01);
    UInt32 batch_size = 1;

    std::shared_ptr<IWeightsUpdater> weights_updater = std::make_shared<StochasticGradientDescent>();
    std::shared_ptr<IGradientComputer> gradient_computer;

    if (!parameters.empty())
    {
        learning_rate = applyVisitor(FieldVisitorConvertToNumber<Float64>(), parameters[0]);
    }
    if (parameters.size() > 1)
    {
        l2_reg_coef = applyVisitor(FieldVisitorConvertToNumber<Float64>(), parameters[1]);
    }
    if (parameters.size() > 2)
    {
        batch_size = applyVisitor(FieldVisitorConvertToNumber<UInt32>(), parameters[2]);

    }
    if (parameters.size() > 3)
    {
        if (applyVisitor(FieldVisitorToString(), parameters[3]) == "\'SGD\'") {
            weights_updater = std::make_shared<StochasticGradientDescent>();
        }
        else if (applyVisitor(FieldVisitorToString(), parameters[3]) == "\'Momentum\'") {
            weights_updater = std::make_shared<Momentum>();
        }
        else if (applyVisitor(FieldVisitorToString(), parameters[3]) == "\'Nesterov\'") {
            weights_updater = std::make_shared<Nesterov>();
        }
        else
        {
            throw Exception("Invalid parameter for weights updater", ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT);
        }
    }

    if (std::is_same<Method, FuncLinearRegression>::value)
    {
        gradient_computer = std::make_shared<LinearRegression>();
    }
    else if (std::is_same<Method, FuncLogisticRegression>::value)
    {
        gradient_computer = std::make_shared<LogisticRegression>();
    }
    else
    {
        throw Exception("Such gradient computer is not implemented yet", ErrorCodes::ILLEGAL_TYPE_OF_ARGUMENT);
    }

    return std::make_shared<Method>(argument_types.size() - 1,
                                    gradient_computer, weights_updater,
                                    learning_rate, l2_reg_coef, batch_size, argument_types, parameters);
}

}

void registerAggregateFunctionMLMethod(AggregateFunctionFactory & factory)
{
    factory.registerFunction("LinearRegression", createAggregateFunctionMLMethod<FuncLinearRegression>);
    factory.registerFunction("LogisticRegression", createAggregateFunctionMLMethod<FuncLogisticRegression>);
}

}