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Implementig Ad predictor #1642

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2 changes: 2 additions & 0 deletions river/linear_model/__init__.py
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from __future__ import annotations

from . import base
from .adpredictor import AdPredictor
from .alma import ALMAClassifier
from .bayesian_lin_reg import BayesianLinearRegression
from .lin_reg import LinearRegression
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"PARegressor",
"Perceptron",
"SoftmaxRegression",
"AdPredictor",
]
159 changes: 159 additions & 0 deletions river/linear_model/adpredictor.py
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import math

from collections import *

from river.base.classifier import Classifier


def default_mean():
return 0.0

def default_variance():
return 1.0


class AdPredictor(Classifier):
"""
AdPredictor is a machine learning algorithm designed to predict the probability of user
clicks on online advertisements. This algorithm plays a crucial role in computational advertising, where predicting
click-through rates (CTR) is essential for optimizing ad placements and maximizing revenue.
Parameters
----------
beta (float, default=0.1):
A smoothing parameter that regulates the weight updates. Smaller values allow for finer updates,
while larger values can accelerate convergence but may risk instability.
prior_probability (float, default=0.5):
The initial estimate rate. This value sets the bias weight, influencing the model's predictions
before observing any data.

epsilon (float, default=0.1):
A variance dynamics parameter that controls how the model balances prior knowledge and learned information.
Larger values prioritize prior knowledge, while smaller values favor data-driven updates.

num_features (int, default=10):
The maximum number of features the model can handle. This parameter affects scalability and efficiency,
especially for high-dimensional data.

Attributes
----------
weights (defaultdict):
A dictionary where each feature key maps to a dictionary containing:

mean (float): The current estimate of the feature's weight.
variance (float): The uncertainty associated with the weight estimate.

bias_weight (float):
The weight corresponding to the model bias, initialized using the prior_probability.
This attribute allows the model to make predictions even when no features are active.

Examples:
----------

>>> from river.linear_model import AdPredictor
>>> adpredictor = AdPredictor(beta=0.1, prior_probability=0.5, epsilon=0.1, num_features=5)
>>> data = [({"feature1": 1, "feature2": 1}, 1),({"feature1": 1, "feature3": 1}, 0),({"feature2": 1, "feature4": 1}, 1),({"feature1": 1, "feature2": 1, "feature3": 1}, 0),({"feature4": 1, "feature5": 1}, 1),]
>>> def train_and_test(model, data):
... for x, y in data:
... pred_before = model.predict_one(x)
... model.learn_one(x, y)
... pred_after = model.predict_one(x)
... print(f"Features: {x} | True label: {y} | Prediction before training: {pred_before:.4f} | Prediction after training: {pred_after:.4f}")

>>> train_and_test(adpredictor, data)
Features: {'feature1': 1, 'feature2': 1} | True label: 1 | Prediction before training: 0.5000 | Prediction after training: 0.7230
Features: {'feature1': 1, 'feature3': 1} | True label: 0 | Prediction before training: 0.6065 | Prediction after training: 0.3650
Features: {'feature2': 1, 'feature4': 1} | True label: 1 | Prediction before training: 0.6065 | Prediction after training: 0.7761
Features: {'feature1': 1, 'feature2': 1, 'feature3': 1} | True label: 0 | Prediction before training: 0.5455 | Prediction after training: 0.3197
Features: {'feature4': 1, 'feature5': 1} | True label: 1 | Prediction before training: 0.5888 | Prediction after training: 0.7699

"""



def __init__(self, beta=0.1, prior_probability=0.5, epsilon=0.1, num_features=10):
# Initialization of model parameters
self.beta = beta
self.prior_probability = prior_probability
self.epsilon = epsilon
self.num_features = num_features
# Initialize weights as a defaultdict for each feature, with mean and variance attributes

self.means = defaultdict(default_mean)
self.variances = defaultdict(default_variance)


# Initialize bias weight based on prior probability
self.bias_weight = self.prior_bias_weight()

def prior_bias_weight(self):
# Calculate initial bias weight using prior probability

return math.log(self.prior_probability / (1 - self.prior_probability)) / self.beta

def _active_mean_variance(self, features):
"""_active_mean_variance(features) (method):
Computes the cumulative mean and variance for all active features in a sample,
including the bias. This is crucial for making predictions."""
# Calculate total mean and variance for all active features

total_mean = sum(self.means[f] for f in features) + self.bias_weight
total_variance = sum(self.variances[f] for f in features) + self.beta ** 2
return total_mean, total_variance

def predict_one(self, x):
# Generate a probability prediction for one sample
features = x.keys()
total_mean, total_variance = self._active_mean_variance(features)
# Sigmoid function for probability prediction based on Gaussian distribution
return 1 / (1 + math.exp(-total_mean / math.sqrt(total_variance)))

def learn_one(self, x, y):
# Online learning step to update the model with one sample
features = x.keys()
y = 1 if y else -1
total_mean, total_variance = self._active_mean_variance(features)
v, w = self.gaussian_corrections(y * total_mean / math.sqrt(total_variance))

# Update mean and variance for each feature in the sample
for feature in features:
mean = self.means[feature]
variance = self.variances[feature]

mean_delta = y * variance / math.sqrt(total_variance) * v # Update mean
variance_multiplier = 1.0 - variance / total_variance * w # Update variance

# Update weight
self.means[feature] = mean + mean_delta
self.variances[feature]= variance * variance_multiplier


def gaussian_corrections(self, score):
"""gaussian_corrections(score) (method):
Implements Bayesian update corrections using the Gaussian probability density function (PDF)
and cumulative density function (CDF)."""
# CDF calculation for Gaussian correction
cdf = 1 / (1 + math.exp(-score))
pdf = math.exp(-0.5 * score**2) / math.sqrt(2 * math.pi) # PDF calculation
v = pdf / cdf # Correction factor for mean update
w = v * (v + score) # Correction factor for variance update
return v, w

def _apply_dynamics(self, weight):
"""_apply_dynamics(weight) (method):
Regularizes the variance of a feature weight using a combination of prior variance and learned variance.
This helps maintain a balance between prior beliefs and observed data."""
# Apply variance dynamics for regularization
prior_variance = 1.0
# Adjust variance to manage prior knowledge and current learning balance
adjusted_variance = (
weight["variance"]
* prior_variance
/ ((1.0 - self.epsilon) * prior_variance + self.epsilon * weight["variance"]))
# Adjust mean based on the dynamics, balancing previous and current knowledge
adjusted_mean = adjusted_variance * (
(1.0 - self.epsilon) * weight["mean"] / weight["variance"]
+ self.epsilon * 0 / prior_variance
)
return {"mean": adjusted_mean, "variance": adjusted_variance}


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