API - make BaseDatafit and BasePenalty regular classes

doc/changes/0.4.rst

@@ -5,4 +5,5 @@ Version 0.4 (in progress)
 - Add support for weights and positive coefficients to :ref:`MCPRegression Estimator <skglm.MCPRegression>` (PR: :gh:`184`)
 - Move solver specific computations from ``Datafit.initialize()`` to separate ``Datafit`` methods to ease ``Solver`` - ``Datafit`` compatibility check (PR: :gh:`192`)
 - Add :ref:`LogSumPenalty <skglm.penalties.LogSumPenalty>` (PR: :gh:`#127`)
+- Remove abstract methods in ``BaseDatafit`` and ``BasePenalty`` to make solver/penalty/datafit compatibility check easier (PR :gh:`#205`)
 - Add fixed-point distance to build working sets in :ref:`ProxNewton <skglm.solvers.ProxNewton>` solver (:gh:`138`)

doc/tutorials/add_datafit.rst

@@ -30,16 +30,17 @@ They can then be passed to a :class:`~skglm.GeneralizedLinearEstimator`.
    )
 
 
-A ``Datafit`` is a jitclass which must inherit from the ``BaseDatafit`` class:
+A ``Datafit`` is a jitclass that must inherit from the ``BaseDatafit`` class:
 
-.. literalinclude:: ../skglm/datafits/base.py
+.. literalinclude:: ../../skglm/datafits/base.py
    :pyobject: BaseDatafit
 
 
-To define a custom datafit, you need to implement the methods declared in the ``BaseDatafit`` class.
-One needs to overload at least the ``value`` and ``gradient`` methods for skglm to support the datafit.
+To define a custom datafit, you need to inherit from ``BaseDatafit`` class and implement methods required by the targeted solver.
+These methods can be found in the solver documentation.
 Optionally, overloading the methods with the suffix ``_sparse`` adds support for sparse datasets (CSC matrix).
-As an example, we show how to implement the Poisson datafit in skglm.
+
+This tutorial shows how to implement :ref:`Poisson <skglm.datafits.Poisson>` datafit to be fitted with :ref:`ProxNewton <skglm.solvers.ProxNewton>` solver.
 
 
 A case in point: defining Poisson datafit
@@ -104,18 +105,16 @@ For the Poisson datafit, this yields
 .. math::
     \frac{\partial F(\beta)}{\partial \beta_j} = \frac{1}{n}
       \sum_{i=1}^n X_{i,j} \left(
-         \exp([X\beta]_i) - y 
+         \exp([X\beta]_i) - y
       \right)
       \ .
 
 
 When implementing these quantities in the ``Poisson`` datafit class, this gives:
 
-.. literalinclude:: ../skglm/datafits/single_task.py
+.. literalinclude:: ../../skglm/datafits/single_task.py
    :pyobject: Poisson
 
 
 Note that we have not initialized any quantities in the ``initialize`` method.
-Usually it serves to compute a Lipschitz constant of the datafit, whose inverse is used by the solver as a step size.
-However, in this example, the Poisson datafit has no Lipschitz constant since the eigenvalues of the Hessian matrix are unbounded. 
-This implies that a step size is not known in advance and a line search has to be performed at every epoch by the solver.
+Usually, it serves to compute datafit attributes specific to a dataset ``X, y`` for computational efficiency, for example the computation of ``X.T @ y`` in :ref:`Quadratic <skglm.datafits.Quadratic>` datafit.

doc/tutorials/add_penalty.rst

@@ -10,10 +10,12 @@ skglm supports any arbitrary proximable penalty.
 
 It is implemented as a jitclass which must inherit from the ``BasePenalty`` class:
 
-.. literalinclude:: ../skglm/penalties/base.py
+.. literalinclude:: ../../skglm/penalties/base.py
    :pyobject: BasePenalty
 
-To implement your own penalty, you only need to define a new jitclass, inheriting from ``BasePenalty`` and define how its value, proximal operator, distance to subdifferential (for KKT violation) and penalized features are computed.
+To implement your own penalty, you only need to define a new jitclass, inheriting from ``BasePenalty`` and implement the methods required by the targeted solver.
+Theses methods can be found in the solver documentation.
+
 
 A case in point: defining L1 penalty
 ~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
@@ -66,6 +68,6 @@ Note that since ``lambda`` is a reserved keyword in Python, ``alpha`` in skglm c
 When putting all together, this gives the implementation of the ``L1`` penalty:
 
 
-.. literalinclude:: ../skglm/penalties/separable.py
+.. literalinclude:: ../../skglm/penalties/separable.py
    :pyobject: L1
 

skglm/datafits/base.py

@@ -1,10 +1,7 @@
-from abc import abstractmethod
 
-
-class BaseDatafit():
+class BaseDatafit:
     """Base class for datafits."""
 
-    @abstractmethod
     def get_spec(self):
         """Specify the numba types of the class attributes.
 
@@ -14,7 +11,6 @@ def get_spec(self):
             spec to be passed to Numba jitclass to compile the class.
         """
 
-    @abstractmethod
     def params_to_dict(self):
         """Get the parameters to initialize an instance of the class.
 
@@ -24,7 +20,6 @@ def params_to_dict(self):
             The parameters to instantiate an object of the class.
         """
 
-    @abstractmethod
     def initialize(self, X, y):
         """Pre-computations before fitting on X and y.
 
@@ -37,9 +32,7 @@ def initialize(self, X, y):
             Target vector.
         """
 
-    @abstractmethod
-    def initialize_sparse(
-            self, X_data, X_indptr, X_indices, y):
+    def initialize_sparse(self, X_data, X_indptr, X_indices, y):
         """Pre-computations before fitting on X and y when X is a sparse matrix.
 
         Parameters
@@ -57,7 +50,6 @@ def initialize_sparse(
             Target vector.
         """
 
-    @abstractmethod
     def value(self, y, w, Xw):
         """Value of datafit at vector w.
 
@@ -78,68 +70,10 @@ def value(self, y, w, Xw):
             The datafit value at vector w.
         """
 
-    @abstractmethod
-    def gradient_scalar(self, X, y, w, Xw, j):
-        """Gradient with respect to j-th coordinate of w.
-
-        Parameters
-        ----------
-        X : array, shape (n_samples, n_features)
-            Design matrix.
-
-        y : array, shape (n_samples,)
-            Target vector.
-
-        w : array, shape (n_features,)
-            Coefficient vector.
-
-        Xw : array, shape (n_samples,)
-            Model fit.
-
-        j : int
-            The coordinate at which the gradient is evaluated.
-
-        Returns
-        -------
-        gradient : float
-            The gradient of the datafit with respect to the j-th coordinate of w.
-        """
-
-    @abstractmethod
-    def gradient_scalar_sparse(self, X_data, X_indptr, X_indices, y, Xw, j):
-        """Gradient with respect to j-th coordinate of w when X is sparse.
-
-        Parameters
-        ----------
-        X_data : array, shape (n_elements,)
-            `data` attribute of the sparse CSC matrix X.
-
-        X_indptr : array, shape (n_features + 1,)
-            `indptr` attribute of the sparse CSC matrix X.
-
-        X_indices : array, shape (n_elements,)
-            `indices` attribute of the sparse CSC matrix X.
-
-        y : array, shape (n_samples,)
-            Target vector.
-
-        Xw: array, shape (n_samples,)
-            Model fit.
-
-        j : int
-            The dimension along which the gradient is evaluated.
-
-        Returns
-        -------
-        gradient : float
-            The gradient of the datafit with respect to the j-th coordinate of w.
-        """
-
 
-class BaseMultitaskDatafit():
+class BaseMultitaskDatafit:
     """Base class for multitask datafits."""
 
-    @abstractmethod
     def get_spec(self):
         """Specify the numba types of the class attributes.
 
@@ -149,7 +83,6 @@ def get_spec(self):
             spec to be passed to Numba jitclass to compile the class.
         """
 
-    @abstractmethod
     def params_to_dict(self):
         """Get the parameters to initialize an instance of the class.
 
@@ -159,7 +92,6 @@ def params_to_dict(self):
             The parameters to instantiate an object of the class.
         """
 
-    @abstractmethod
     def initialize(self, X, Y):
         """Store useful values before fitting on X and Y.
 
@@ -172,7 +104,6 @@ def initialize(self, X, Y):
             Multitask target.
         """
 
-    @abstractmethod
     def initialize_sparse(self, X_data, X_indptr, X_indices, Y):
         """Store useful values before fitting on X and Y, when X is sparse.
 
@@ -191,7 +122,6 @@ def initialize_sparse(self, X_data, X_indptr, X_indices, Y):
             Target matrix.
         """
 
-    @abstractmethod
     def value(self, Y, W, XW):
         """Value of datafit at matrix W.
 
@@ -211,60 +141,3 @@ def value(self, Y, W, XW):
         value : float
             The datafit value evaluated at matrix W.
         """
-
-    @abstractmethod
-    def gradient_j(self, X, Y, W, XW, j):
-        """Gradient with respect to j-th coordinate of W.
-
-        Parameters
-        ----------
-        X : array, shape (n_samples, n_features)
-            Design matrix.
-
-        Y : array, shape (n_samples, n_tasks)
-            Target matrix.
-
-        W : array, shape (n_features, n_tasks)
-            Coefficient matrix.
-
-        XW : array, shape (n_samples, n_tasks)
-            Model fit.
-
-        j : int
-            The coordinate along which the gradient is evaluated.
-
-        Returns
-        -------
-        gradient : array, shape (n_tasks,)
-            The gradient of the datafit with respect to the j-th coordinate of W.
-        """
-
-    @abstractmethod
-    def gradient_j_sparse(self, X_data, X_indptr, X_indices, Y, XW, j):
-        """Gradient with respect to j-th coordinate of W when X is sparse.
-
-        Parameters
-        ----------
-        X_data : array-like
-            `data` attribute of the sparse CSC matrix X.
-
-        X_indptr : array-like
-            `indptr` attribute of the sparse CSC matrix X.
-
-        X_indices : array-like
-            `indices` attribute of the sparse CSC matrix X.
-
-        Y : array, shape (n_samples, n_tasks)
-            Target matrix.
-
-        XW : array, shape (n_samples, n_tasks)
-            Model fit.
-
-        j : int
-            The coordinate along which the gradient is evaluated.
-
-        Returns
-        -------
-        gradient : array, shape (n_tasks,)
-            The gradient of the datafit with respect to the j-th coordinate of W.
-        """

skglm/penalties/base.py

@@ -1,10 +1,7 @@
-from abc import abstractmethod
 
-
-class BasePenalty():
+class BasePenalty:
     """Base class for penalty subclasses."""
 
-    @abstractmethod
     def get_spec(self):
         """Specify the numba types of the class attributes.
 
@@ -14,7 +11,6 @@ def get_spec(self):
             spec to be passed to Numba jitclass to compile the class.
         """
 
-    @abstractmethod
     def params_to_dict(self):
         """Get the parameters to initialize an instance of the class.
 
@@ -24,39 +20,11 @@ def params_to_dict(self):
             The parameters to instantiate an object of the class.
         """
 
-    @abstractmethod
     def value(self, w):
         """Value of penalty at vector w."""
 
-    @abstractmethod
-    def prox_1d(self, value, stepsize, j):
-        """Proximal operator of penalty for feature j."""
-
-    @abstractmethod
-    def subdiff_distance(self, w, grad, ws):
-        """Distance of negative gradient to subdifferential at w for features in `ws`.
-
-        Parameters
-        ----------
-        w: array, shape (n_features,)
-            Coefficient vector.
-
-        grad: array, shape (ws.shape[0],)
-            Gradient of the datafit at w, restricted to features in `ws`.
-
-        ws: array, shape (ws_size,)
-            Indices of features in the working set.
-
-        Returns
-        -------
-        distances: array, shape (ws.shape[0],)
-            The distances to the subdifferential.
-        """
-
-    @abstractmethod
     def is_penalized(self, n_features):
         """Return a binary mask with the penalized features."""
 
-    @abstractmethod
     def generalized_support(self, w):
-        r"""Return a mask which is True for coefficients in the generalized support."""
+        """Return a mask which is True for coefficients in the generalized support."""