feat: adds KMeans clustering algorithm

This commit is contained in:
Volodymyr Orlov
2020-02-20 18:43:24 -08:00
parent 4359d66bfa
commit 0e89113297
13 changed files with 637 additions and 84 deletions
+8 -2
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@@ -1,8 +1,14 @@
<?xml version="1.0" encoding="UTF-8"?> <?xml version="1.0" encoding="UTF-8"?>
<module type="WEB_MODULE" version="4"> <module type="RUST_MODULE" version="4">
<component name="NewModuleRootManager" inherit-compiler-output="true"> <component name="NewModuleRootManager" inherit-compiler-output="true">
<exclude-output /> <exclude-output />
<content url="file://$MODULE_DIR$" /> <content url="file://$MODULE_DIR$">
<sourceFolder url="file://$MODULE_DIR$/src" isTestSource="false" />
<sourceFolder url="file://$MODULE_DIR$/examples" isTestSource="false" />
<sourceFolder url="file://$MODULE_DIR$/tests" isTestSource="true" />
<sourceFolder url="file://$MODULE_DIR$/benches" isTestSource="true" />
<excludeFolder url="file://$MODULE_DIR$/target" />
</content>
<orderEntry type="inheritedJdk" /> <orderEntry type="inheritedJdk" />
<orderEntry type="sourceFolder" forTests="false" /> <orderEntry type="sourceFolder" forTests="false" />
</component> </component>
+345
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@@ -0,0 +1,345 @@
use std::collections::LinkedList;
use crate::linalg::Matrix;
#[derive(Debug)]
pub struct BBDTree {
nodes: Vec<BBDTreeNode>,
index: Vec<usize>,
root: usize
}
#[derive(Debug)]
struct BBDTreeNode {
count: usize,
index: usize,
center: Vec<f64>,
radius: Vec<f64>,
sum: Vec<f64>,
cost: f64,
lower: Option<usize>,
upper: Option<usize>
}
impl BBDTreeNode {
fn new(d: usize) -> BBDTreeNode {
BBDTreeNode {
count: 0,
index: 0,
center: vec![0f64; d],
radius: vec![0f64; d],
sum: vec![0f64; d],
cost: 0f64,
lower: Option::None,
upper: Option::None
}
}
}
impl BBDTree {
pub fn new<M: Matrix>(data: &M) -> BBDTree {
let nodes = Vec::new();
let (n, _) = data.shape();
let mut index = vec![0; n];
for i in 0..n {
index[i] = i;
}
let mut tree = BBDTree{
nodes: nodes,
index: index,
root: 0
};
let root = tree.build_node(data, 0, n);
tree.root = root;
tree
}
pub(in crate) fn clustering(&self, centroids: &Vec<Vec<f64>>, sums: &mut Vec<Vec<f64>>, counts: &mut Vec<usize>, membership: &mut Vec<usize>) -> f64 {
let k = centroids.len();
counts.iter_mut().for_each(|x| *x = 0);
let mut candidates = vec![0; k];
for i in 0..k {
candidates[i] = i;
sums[i].iter_mut().for_each(|x| *x = 0f64);
}
self.filter(self.root, centroids, &candidates, k, sums, counts, membership)
}
fn filter(&self, node: usize, centroids: &Vec<Vec<f64>>, candidates: &Vec<usize>, k: usize, sums: &mut Vec<Vec<f64>>, counts: &mut Vec<usize>, membership: &mut Vec<usize>) -> f64{
let d = centroids[0].len();
// Determine which mean the node mean is closest to
let mut min_dist = BBDTree::squared_distance(&self.nodes[node].center, &centroids[candidates[0]]);
let mut closest = candidates[0];
for i in 1..k {
let dist = BBDTree::squared_distance(&self.nodes[node].center, &centroids[candidates[i]]);
if dist < min_dist {
min_dist = dist;
closest = candidates[i];
}
}
// If this is a non-leaf node, recurse if necessary
if !self.nodes[node].lower.is_none() {
// Build the new list of candidates
let mut new_candidates = vec![0;k];
let mut newk = 0;
for i in 0..k {
if !BBDTree::prune(&self.nodes[node].center, &self.nodes[node].radius, &centroids, closest, candidates[i]) {
new_candidates[newk] = candidates[i];
newk += 1;
}
}
// Recurse if there's at least two
if newk > 1 {
let result = self.filter(self.nodes[node].lower.unwrap(), centroids, &mut new_candidates, newk, sums, counts, membership) +
self.filter(self.nodes[node].upper.unwrap(), centroids, &mut new_candidates, newk, sums, counts, membership);
return result;
}
}
// Assigns all data within this node to a single mean
for i in 0..d {
sums[closest][i] += self.nodes[node].sum[i];
}
counts[closest] += self.nodes[node].count;
let last = self.nodes[node].index + self.nodes[node].count;
for i in self.nodes[node].index..last {
membership[self.index[i]] = closest;
}
BBDTree::node_cost(&self.nodes[node], &centroids[closest])
}
fn prune(center: &Vec<f64>, radius: &Vec<f64>, centroids: &Vec<Vec<f64>>, best_index: usize, test_index: usize) -> bool {
if best_index == test_index {
return false;
}
let d = centroids[0].len();
let best = &centroids[best_index];
let test = &centroids[test_index];
let mut lhs = 0f64;
let mut rhs = 0f64;
for i in 0..d {
let diff = test[i] - best[i];
lhs += diff * diff;
if diff > 0f64 {
rhs += (center[i] + radius[i] - best[i]) * diff;
} else {
rhs += (center[i] - radius[i] - best[i]) * diff;
}
}
return lhs >= 2f64 * rhs;
}
fn squared_distance(x: &Vec<f64>,y: &Vec<f64>) -> f64 {
if x.len() != y.len() {
panic!("Input vector sizes are different.");
}
let mut sum = 0f64;
for i in 0..x.len() {
sum += (x[i] - y[i]).powf(2.);
}
return sum;
}
fn build_node<M: Matrix>(&mut self, data: &M, begin: usize, end: usize) -> usize {
let (_, d) = data.shape();
// Allocate the node
let mut node = BBDTreeNode::new(d);
// Fill in basic info
node.count = end - begin;
node.index = begin;
// Calculate the bounding box
let mut lower_bound = vec![0f64; d];
let mut upper_bound = vec![0f64; d];
for i in 0..d {
lower_bound[i] = data.get(self.index[begin],i);
upper_bound[i] = data.get(self.index[begin],i);
}
for i in begin..end {
for j in 0..d {
let c = data.get(self.index[i], j);
if lower_bound[j] > c {
lower_bound[j] = c;
}
if upper_bound[j] < c {
upper_bound[j] = c;
}
}
}
// Calculate bounding box stats
let mut max_radius = -1.;
let mut split_index = 0;
for i in 0..d {
node.center[i] = (lower_bound[i] + upper_bound[i]) / 2.;
node.radius[i] = (upper_bound[i] - lower_bound[i]) / 2.;
if node.radius[i] > max_radius {
max_radius = node.radius[i];
split_index = i;
}
}
// If the max spread is 0, make this a leaf node
if max_radius < 1E-10 {
node.lower = Option::None;
node.upper = Option::None;
for i in 0..d {
node.sum[i] = data.get(self.index[begin], i);
}
if end > begin + 1 {
let len = end - begin;
for i in 0..d {
node.sum[i] *= len as f64;
}
}
node.cost = 0f64;
return self.add_node(node);
}
// Partition the data around the midpoint in this dimension. The
// partitioning is done in-place by iterating from left-to-right and
// right-to-left in the same way that partioning is done in quicksort.
let split_cutoff = node.center[split_index];
let mut i1 = begin;
let mut i2 = end - 1;
let mut size = 0;
while i1 <= i2 {
let mut i1_good = data.get(self.index[i1], split_index) < split_cutoff;
let mut i2_good = data.get(self.index[i2], split_index) >= split_cutoff;
if !i1_good && !i2_good {
let temp = self.index[i1];
self.index[i1] = self.index[i2];
self.index[i2] = temp;
i1_good = true;
i2_good = true;
}
if i1_good {
i1 += 1;
size += 1;
}
if i2_good {
i2 -= 1;
}
}
// Create the child nodes
node.lower = Option::Some(self.build_node(data, begin, begin + size));
node.upper = Option::Some(self.build_node(data, begin + size, end));
// Calculate the new sum and opt cost
for i in 0..d {
node.sum[i] = self.nodes[node.lower.unwrap()].sum[i] + self.nodes[node.upper.unwrap()].sum[i];
}
let mut mean = vec![0f64; d];
for i in 0..d {
mean[i] = node.sum[i] / node.count as f64;
}
node.cost = BBDTree::node_cost(&self.nodes[node.lower.unwrap()], &mean) + BBDTree::node_cost(&self.nodes[node.upper.unwrap()], &mean);
self.add_node(node)
}
fn node_cost(node: &BBDTreeNode, center: &Vec<f64>) -> f64 {
let d = center.len();
let mut scatter = 0f64;
for i in 0..d {
let x = (node.sum[i] / node.count as f64) - center[i];
scatter += x * x;
}
node.cost + node.count as f64 * scatter
}
fn add_node(&mut self, new_node: BBDTreeNode) -> usize{
let idx = self.nodes.len();
self.nodes.push(new_node);
idx
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::linalg::naive::dense_matrix::DenseMatrix;
#[test]
fn fit_predict_iris() {
let data = DenseMatrix::from_array(&[
&[5.1, 3.5, 1.4, 0.2],
&[4.9, 3.0, 1.4, 0.2],
&[4.7, 3.2, 1.3, 0.2],
&[4.6, 3.1, 1.5, 0.2],
&[5.0, 3.6, 1.4, 0.2],
&[5.4, 3.9, 1.7, 0.4],
&[4.6, 3.4, 1.4, 0.3],
&[5.0, 3.4, 1.5, 0.2],
&[4.4, 2.9, 1.4, 0.2],
&[4.9, 3.1, 1.5, 0.1],
&[7.0, 3.2, 4.7, 1.4],
&[6.4, 3.2, 4.5, 1.5],
&[6.9, 3.1, 4.9, 1.5],
&[5.5, 2.3, 4.0, 1.3],
&[6.5, 2.8, 4.6, 1.5],
&[5.7, 2.8, 4.5, 1.3],
&[6.3, 3.3, 4.7, 1.6],
&[4.9, 2.4, 3.3, 1.0],
&[6.6, 2.9, 4.6, 1.3],
&[5.2, 2.7, 3.9, 1.4]]);
let tree = BBDTree::new(&data);
let centroids = vec![
vec![4.86, 3.22, 1.61, 0.29],
vec![6.23, 2.92, 4.48, 1.42]
];
let mut sums = vec![
vec![0f64; 4],
vec![0f64; 4]
];
let mut counts = vec![11, 9];
let mut membership = vec![0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 0, 1, 1];
let dist = tree.clustering(&centroids, &mut sums, &mut counts, &mut membership);
assert!((dist - 10.68).abs() < 1e-2);
assert!((sums[0][0] - 48.6).abs() < 1e-2);
assert!((sums[1][3] - 13.8).abs() < 1e-2);
assert_eq!(membership[17], 1);
}
}
+1
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@@ -1,5 +1,6 @@
pub mod cover_tree; pub mod cover_tree;
pub mod linear_search; pub mod linear_search;
pub mod bbd_tree;
pub enum KNNAlgorithmName { pub enum KNNAlgorithmName {
CoverTree, CoverTree,
+2 -2
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@@ -412,7 +412,7 @@ mod tests {
#[test] #[test]
fn fit_predict_iris() { fn fit_predict_iris() {
let x = DenseMatrix::from_2d_array(&[ let x = DenseMatrix::from_array(&[
&[5.1, 3.5, 1.4, 0.2], &[5.1, 3.5, 1.4, 0.2],
&[4.9, 3.0, 1.4, 0.2], &[4.9, 3.0, 1.4, 0.2],
&[4.7, 3.2, 1.3, 0.2], &[4.7, 3.2, 1.3, 0.2],
@@ -444,7 +444,7 @@ mod tests {
#[test] #[test]
fn fit_predict_baloons() { fn fit_predict_baloons() {
let x = DenseMatrix::from_2d_array(&[ let x = DenseMatrix::from_array(&[
&[1.,1.,1.,0.], &[1.,1.,1.,0.],
&[1.,1.,1.,0.], &[1.,1.,1.,0.],
&[1.,1.,1.,1.], &[1.,1.,1.,1.],
+12 -5
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@@ -192,19 +192,26 @@ impl<M: Matrix> LogisticRegression<M> {
} }
pub fn predict(&self, x: &M) -> M::RowVector { pub fn predict(&self, x: &M) -> M::RowVector {
let n = x.shape().0;
let mut result = M::zeros(1, n);
if self.num_classes == 2 { if self.num_classes == 2 {
let (nrows, _) = x.shape(); let (nrows, _) = x.shape();
let x_and_bias = x.v_stack(&M::ones(nrows, 1)); let x_and_bias = x.v_stack(&M::ones(nrows, 1));
let y_hat: Vec<f64> = x_and_bias.dot(&self.weights.transpose()).to_raw_vector(); let y_hat: Vec<f64> = x_and_bias.dot(&self.weights.transpose()).to_raw_vector();
M::from_vec(1, nrows, y_hat.iter().map(|y_hat| self.classes[if y_hat.sigmoid() > 0.5 { 1 } else { 0 }]).collect()).to_row_vector() for i in 0..n {
result.set(0, i, self.classes[if y_hat[i].sigmoid() > 0.5 { 1 } else { 0 }]);
}
} else { } else {
let (nrows, _) = x.shape(); let (nrows, _) = x.shape();
let x_and_bias = x.v_stack(&M::ones(nrows, 1)); let x_and_bias = x.v_stack(&M::ones(nrows, 1));
let y_hat = x_and_bias.dot(&self.weights.transpose()); let y_hat = x_and_bias.dot(&self.weights.transpose());
let class_idxs = y_hat.argmax(); let class_idxs = y_hat.argmax();
M::from_vec(1, nrows, class_idxs.iter().map(|class_idx| self.classes[*class_idx]).collect()).to_row_vector() for i in 0..n {
result.set(0, i, self.classes[class_idxs[i]]);
}
} }
result.to_row_vector()
} }
pub fn coefficients(&self) -> M { pub fn coefficients(&self) -> M {
@@ -242,7 +249,7 @@ mod tests {
#[test] #[test]
fn multiclass_objective_f() { fn multiclass_objective_f() {
let x = DenseMatrix::from_2d_array(&[ let x = DenseMatrix::from_array(&[
&[1., -5.], &[1., -5.],
&[ 2., 5.], &[ 2., 5.],
&[ 3., -2.], &[ 3., -2.],
@@ -282,7 +289,7 @@ mod tests {
#[test] #[test]
fn binary_objective_f() { fn binary_objective_f() {
let x = DenseMatrix::from_2d_array(&[ let x = DenseMatrix::from_array(&[
&[1., -5.], &[1., -5.],
&[ 2., 5.], &[ 2., 5.],
&[ 3., -2.], &[ 3., -2.],
@@ -323,7 +330,7 @@ mod tests {
#[test] #[test]
fn lr_fit_predict() { fn lr_fit_predict() {
let x = DenseMatrix::from_2d_array(&[ let x = DenseMatrix::from_array(&[
&[1., -5.], &[1., -5.],
&[ 2., 5.], &[ 2., 5.],
&[ 3., -2.], &[ 3., -2.],
+1 -1
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@@ -128,7 +128,7 @@ mod tests {
#[test] #[test]
fn fit_predict_iris() { fn fit_predict_iris() {
let x = DenseMatrix::from_2d_array(&[ let x = DenseMatrix::from_array(&[
&[5.1, 3.5, 1.4, 0.2], &[5.1, 3.5, 1.4, 0.2],
&[4.9, 3.0, 1.4, 0.2], &[4.9, 3.0, 1.4, 0.2],
&[4.7, 3.2, 1.3, 0.2], &[4.7, 3.2, 1.3, 0.2],
+220
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@@ -0,0 +1,220 @@
extern crate rand;
use rand::Rng;
use crate::linalg::Matrix;
use crate::algorithm::neighbour::bbd_tree::BBDTree;
#[derive(Debug)]
pub struct KMeans {
k: usize,
y: Vec<usize>,
size: Vec<usize>,
distortion: f64,
centroids: Vec<Vec<f64>>
}
#[derive(Debug, Clone)]
pub struct KMeansParameters {
pub max_iter: usize
}
impl Default for KMeansParameters {
fn default() -> Self {
KMeansParameters {
max_iter: 100
}
}
}
impl KMeans{
pub fn new<M: Matrix>(data: &M, k: usize, parameters: KMeansParameters) -> KMeans {
let bbd = BBDTree::new(data);
if k < 2 {
panic!("Invalid number of clusters: {}", k);
}
if parameters.max_iter <= 0 {
panic!("Invalid maximum number of iterations: {}", parameters.max_iter);
}
let (n, d) = data.shape();
let mut distortion = std::f64::MAX;
let mut y = KMeans::kmeans_plus_plus(data, k);
let mut size = vec![0; k];
let mut centroids = vec![vec![0f64; d]; k];
for i in 0..n {
size[y[i]] += 1;
}
for i in 0..n {
for j in 0..d {
centroids[y[i]][j] += data.get(i, j);
}
}
for i in 0..k {
for j in 0..d {
centroids[i][j] /= size[i] as f64;
}
}
let mut sums = vec![vec![0f64; d]; k];
for _ in 1..= parameters.max_iter {
let dist = bbd.clustering(&centroids, &mut sums, &mut size, &mut y);
for i in 0..k {
if size[i] > 0 {
for j in 0..d {
centroids[i][j] = sums[i][j] as f64 / size[i] as f64;
}
}
}
if distortion <= dist {
break;
} else {
distortion = dist;
}
}
KMeans{
k: k,
y: y,
size: size,
distortion: distortion,
centroids: centroids
}
}
pub fn predict<M: Matrix>(&self, x: &M) -> M::RowVector {
let (n, _) = x.shape();
let mut result = M::zeros(1, n);
for i in 0..n {
let mut min_dist = std::f64::MAX;
let mut best_cluster = 0;
for j in 0..self.k {
let dist = KMeans::squared_distance(&x.get_row_as_vec(i), &self.centroids[j]);
if dist < min_dist {
min_dist = dist;
best_cluster = j;
}
}
result.set(0, i, best_cluster as f64);
}
result.to_row_vector()
}
fn kmeans_plus_plus<M: Matrix>(data: &M, k: usize) -> Vec<usize>{
let mut rng = rand::thread_rng();
let (n, _) = data.shape();
let mut y = vec![0; n];
let mut centroid = data.get_row_as_vec(rng.gen_range(0, n));
let mut d = vec![std::f64::MAX; n];
// pick the next center
for j in 1..k {
// Loop over the samples and compare them to the most recent center. Store
// the distance from each sample to its closest center in scores.
for i in 0..n {
// compute the distance between this sample and the current center
let dist = KMeans::squared_distance(&data.get_row_as_vec(i), &centroid);
if dist < d[i] {
d[i] = dist;
y[i] = j - 1;
}
}
let sum: f64 = d.iter().sum();
let cutoff = rng.gen::<f64>() * sum;
let mut cost = 0f64;
let index = 0;
for index in 0..n {
cost += d[index];
if cost >= cutoff {
break;
}
}
centroid = data.get_row_as_vec(index);
}
for i in 0..n {
// compute the distance between this sample and the current center
let dist = KMeans::squared_distance(&data.get_row_as_vec(i), &centroid);
if dist < d[i] {
d[i] = dist;
y[i] = k - 1;
}
}
y
}
fn squared_distance(x: &Vec<f64>,y: &Vec<f64>) -> f64 {
if x.len() != y.len() {
panic!("Input vector sizes are different.");
}
let mut sum = 0f64;
for i in 0..x.len() {
sum += (x[i] - y[i]).powf(2.);
}
return sum;
}
}
#[cfg(test)]
mod tests {
use super::*;
use crate::linalg::naive::dense_matrix::DenseMatrix;
#[test]
fn fit_predict_iris() {
let x = DenseMatrix::from_array(&[
&[5.1, 3.5, 1.4, 0.2],
&[4.9, 3.0, 1.4, 0.2],
&[4.7, 3.2, 1.3, 0.2],
&[4.6, 3.1, 1.5, 0.2],
&[5.0, 3.6, 1.4, 0.2],
&[5.4, 3.9, 1.7, 0.4],
&[4.6, 3.4, 1.4, 0.3],
&[5.0, 3.4, 1.5, 0.2],
&[4.4, 2.9, 1.4, 0.2],
&[4.9, 3.1, 1.5, 0.1],
&[7.0, 3.2, 4.7, 1.4],
&[6.4, 3.2, 4.5, 1.5],
&[6.9, 3.1, 4.9, 1.5],
&[5.5, 2.3, 4.0, 1.3],
&[6.5, 2.8, 4.6, 1.5],
&[5.7, 2.8, 4.5, 1.3],
&[6.3, 3.3, 4.7, 1.6],
&[4.9, 2.4, 3.3, 1.0],
&[6.6, 2.9, 4.6, 1.3],
&[5.2, 2.7, 3.9, 1.4]]);
let kmeans = KMeans::new(&x, 2, Default::default());
let y = kmeans.predict(&x);
for i in 0..y.len() {
assert_eq!(y[i] as usize, kmeans.y[i]);
}
}
}
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@@ -0,0 +1 @@
pub mod kmeans;
+1
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@@ -1,5 +1,6 @@
pub mod classification; pub mod classification;
pub mod regression; pub mod regression;
pub mod cluster;
pub mod linalg; pub mod linalg;
pub mod math; pub mod math;
pub mod error; pub mod error;
-4
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@@ -12,10 +12,6 @@ pub trait Matrix: Clone + Debug {
fn to_row_vector(self) -> Self::RowVector; fn to_row_vector(self) -> Self::RowVector;
fn from_array(nrows: usize, ncols: usize, values: &[f64]) -> Self;
fn from_vec(nrows: usize, ncols: usize, values: Vec<f64>) -> Self;
fn get(&self, row: usize, col: usize) -> f64; fn get(&self, row: usize, col: usize) -> f64;
fn get_row_as_vec(&self, row: usize) -> Vec<f64>; fn get_row_as_vec(&self, row: usize) -> Vec<f64>;
+39 -43
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@@ -12,13 +12,21 @@ pub struct DenseMatrix {
} }
impl DenseMatrix { impl DenseMatrix {
fn new(nrows: usize, ncols: usize, values: Vec<f64>) -> DenseMatrix {
DenseMatrix {
ncols: ncols,
nrows: nrows,
values: values
}
}
pub fn from_2d_array(values: &[&[f64]]) -> DenseMatrix { pub fn from_array(values: &[&[f64]]) -> DenseMatrix {
DenseMatrix::from_2d_vec(&values.into_iter().map(|row| Vec::from(*row)).collect()) DenseMatrix::from_vec(&values.into_iter().map(|row| Vec::from(*row)).collect())
} }
pub fn from_2d_vec(values: &Vec<Vec<f64>>) -> DenseMatrix { pub fn from_vec(values: &Vec<Vec<f64>>) -> DenseMatrix {
let nrows = values.len(); let nrows = values.len();
let ncols = values.first().unwrap_or_else(|| panic!("Cannot create 2d matrix from an empty vector")).len(); let ncols = values.first().unwrap_or_else(|| panic!("Cannot create 2d matrix from an empty vector")).len();
let mut m = DenseMatrix { let mut m = DenseMatrix {
@@ -112,24 +120,12 @@ impl Matrix for DenseMatrix {
type RowVector = Vec<f64>; type RowVector = Vec<f64>;
fn from_row_vector(vec: Self::RowVector) -> Self{ fn from_row_vector(vec: Self::RowVector) -> Self{
DenseMatrix::from_vec(1, vec.len(), vec) DenseMatrix::new(1, vec.len(), vec)
} }
fn to_row_vector(self) -> Self::RowVector{ fn to_row_vector(self) -> Self::RowVector{
self.to_raw_vector() self.to_raw_vector()
} }
fn from_array(nrows: usize, ncols: usize, values: &[f64]) -> DenseMatrix {
DenseMatrix::from_vec(nrows, ncols, Vec::from(values))
}
fn from_vec(nrows: usize, ncols: usize, values: Vec<f64>) -> DenseMatrix {
DenseMatrix {
ncols: ncols,
nrows: nrows,
values: values
}
}
fn get(&self, row: usize, col: usize) -> f64 { fn get(&self, row: usize, col: usize) -> f64 {
self.values[col*self.nrows + row] self.values[col*self.nrows + row]
@@ -255,7 +251,7 @@ impl Matrix for DenseMatrix {
let ncols = cols.len(); let ncols = cols.len();
let nrows = rows.len(); let nrows = rows.len();
let mut m = DenseMatrix::from_vec(nrows, ncols, vec![0f64; nrows * ncols]); let mut m = DenseMatrix::new(nrows, ncols, vec![0f64; nrows * ncols]);
for r in rows.start..rows.end { for r in rows.start..rows.end {
for c in cols.start..cols.end { for c in cols.start..cols.end {
@@ -731,7 +727,7 @@ impl Matrix for DenseMatrix {
} }
fn fill(nrows: usize, ncols: usize, value: f64) -> Self { fn fill(nrows: usize, ncols: usize, value: f64) -> Self {
DenseMatrix::from_vec(nrows, ncols, vec![value; ncols * nrows]) DenseMatrix::new(nrows, ncols, vec![value; ncols * nrows])
} }
fn add_mut(&mut self, other: &Self) -> &Self { fn add_mut(&mut self, other: &Self) -> &Self {
@@ -998,7 +994,7 @@ mod tests {
fn from_to_row_vec() { fn from_to_row_vec() {
let vec = vec![ 1., 2., 3.]; let vec = vec![ 1., 2., 3.];
assert_eq!(DenseMatrix::from_row_vector(vec.clone()), DenseMatrix::from_vec(1, 3, vec![1., 2., 3.])); assert_eq!(DenseMatrix::from_row_vector(vec.clone()), DenseMatrix::new(1, 3, vec![1., 2., 3.]));
assert_eq!(DenseMatrix::from_row_vector(vec.clone()).to_row_vector(), vec![1., 2., 3.]); assert_eq!(DenseMatrix::from_row_vector(vec.clone()).to_row_vector(), vec![1., 2., 3.]);
} }
@@ -1006,9 +1002,9 @@ mod tests {
#[test] #[test]
fn qr_solve_mut() { fn qr_solve_mut() {
let mut a = DenseMatrix::from_2d_array(&[&[0.9, 0.4, 0.7], &[0.4, 0.5, 0.3], &[0.7, 0.3, 0.8]]); let mut a = DenseMatrix::from_array(&[&[0.9, 0.4, 0.7], &[0.4, 0.5, 0.3], &[0.7, 0.3, 0.8]]);
let b = DenseMatrix::from_2d_array(&[&[0.5, 0.2],&[0.5, 0.8], &[0.5, 0.3]]); let b = DenseMatrix::from_array(&[&[0.5, 0.2],&[0.5, 0.8], &[0.5, 0.3]]);
let expected_w = DenseMatrix::from_array(3, 2, &[-0.20, 0.87, 0.47, -1.28, 2.22, 0.66]); let expected_w = DenseMatrix::new(3, 2, vec![-0.20, 0.87, 0.47, -1.28, 2.22, 0.66]);
let w = a.qr_solve_mut(b); let w = a.qr_solve_mut(b);
assert!(w.approximate_eq(&expected_w, 1e-2)); assert!(w.approximate_eq(&expected_w, 1e-2));
} }
@@ -1016,9 +1012,9 @@ mod tests {
#[test] #[test]
fn svd_solve_mut() { fn svd_solve_mut() {
let mut a = DenseMatrix::from_2d_array(&[&[0.9, 0.4, 0.7], &[0.4, 0.5, 0.3], &[0.7, 0.3, 0.8]]); let mut a = DenseMatrix::from_array(&[&[0.9, 0.4, 0.7], &[0.4, 0.5, 0.3], &[0.7, 0.3, 0.8]]);
let b = DenseMatrix::from_2d_array(&[&[0.5, 0.2],&[0.5, 0.8], &[0.5, 0.3]]); let b = DenseMatrix::from_array(&[&[0.5, 0.2],&[0.5, 0.8], &[0.5, 0.3]]);
let expected_w = DenseMatrix::from_array(3, 2, &[-0.20, 0.87, 0.47, -1.28, 2.22, 0.66]); let expected_w = DenseMatrix::new(3, 2, vec![-0.20, 0.87, 0.47, -1.28, 2.22, 0.66]);
let w = a.svd_solve_mut(b); let w = a.svd_solve_mut(b);
assert!(w.approximate_eq(&expected_w, 1e-2)); assert!(w.approximate_eq(&expected_w, 1e-2));
} }
@@ -1026,16 +1022,16 @@ mod tests {
#[test] #[test]
fn h_stack() { fn h_stack() {
let a = DenseMatrix::from_2d_array( let a = DenseMatrix::from_array(
&[ &[
&[1., 2., 3.], &[1., 2., 3.],
&[4., 5., 6.], &[4., 5., 6.],
&[7., 8., 9.]]); &[7., 8., 9.]]);
let b = DenseMatrix::from_2d_array( let b = DenseMatrix::from_array(
&[ &[
&[1., 2., 3.], &[1., 2., 3.],
&[4., 5., 6.]]); &[4., 5., 6.]]);
let expected = DenseMatrix::from_2d_array( let expected = DenseMatrix::from_array(
&[ &[
&[1., 2., 3.], &[1., 2., 3.],
&[4., 5., 6.], &[4., 5., 6.],
@@ -1049,17 +1045,17 @@ mod tests {
#[test] #[test]
fn v_stack() { fn v_stack() {
let a = DenseMatrix::from_2d_array( let a = DenseMatrix::from_array(
&[ &[
&[1., 2., 3.], &[1., 2., 3.],
&[4., 5., 6.], &[4., 5., 6.],
&[7., 8., 9.]]); &[7., 8., 9.]]);
let b = DenseMatrix::from_2d_array( let b = DenseMatrix::from_array(
&[ &[
&[1., 2.], &[1., 2.],
&[3., 4.], &[3., 4.],
&[5., 6.]]); &[5., 6.]]);
let expected = DenseMatrix::from_2d_array( let expected = DenseMatrix::from_array(
&[ &[
&[1., 2., 3., 1., 2.], &[1., 2., 3., 1., 2.],
&[4., 5., 6., 3., 4.], &[4., 5., 6., 3., 4.],
@@ -1071,16 +1067,16 @@ mod tests {
#[test] #[test]
fn dot() { fn dot() {
let a = DenseMatrix::from_2d_array( let a = DenseMatrix::from_array(
&[ &[
&[1., 2., 3.], &[1., 2., 3.],
&[4., 5., 6.]]); &[4., 5., 6.]]);
let b = DenseMatrix::from_2d_array( let b = DenseMatrix::from_array(
&[ &[
&[1., 2.], &[1., 2.],
&[3., 4.], &[3., 4.],
&[5., 6.]]); &[5., 6.]]);
let expected = DenseMatrix::from_2d_array( let expected = DenseMatrix::from_array(
&[ &[
&[22., 28.], &[22., 28.],
&[49., 64.]]); &[49., 64.]]);
@@ -1091,12 +1087,12 @@ mod tests {
#[test] #[test]
fn slice() { fn slice() {
let m = DenseMatrix::from_2d_array( let m = DenseMatrix::from_array(
&[ &[
&[1., 2., 3., 1., 2.], &[1., 2., 3., 1., 2.],
&[4., 5., 6., 3., 4.], &[4., 5., 6., 3., 4.],
&[7., 8., 9., 5., 6.]]); &[7., 8., 9., 5., 6.]]);
let expected = DenseMatrix::from_2d_array( let expected = DenseMatrix::from_array(
&[ &[
&[2., 3.], &[2., 3.],
&[5., 6.]]); &[5., 6.]]);
@@ -1107,15 +1103,15 @@ mod tests {
#[test] #[test]
fn approximate_eq() { fn approximate_eq() {
let m = DenseMatrix::from_2d_array( let m = DenseMatrix::from_array(
&[ &[
&[2., 3.], &[2., 3.],
&[5., 6.]]); &[5., 6.]]);
let m_eq = DenseMatrix::from_2d_array( let m_eq = DenseMatrix::from_array(
&[ &[
&[2.5, 3.0], &[2.5, 3.0],
&[5., 5.5]]); &[5., 5.5]]);
let m_neq = DenseMatrix::from_2d_array( let m_neq = DenseMatrix::from_array(
&[ &[
&[3.0, 3.0], &[3.0, 3.0],
&[5., 6.5]]); &[5., 6.5]]);
@@ -1135,8 +1131,8 @@ mod tests {
#[test] #[test]
fn transpose() { fn transpose() {
let m = DenseMatrix::from_2d_array(&[&[1.0, 3.0], &[2.0, 4.0]]); let m = DenseMatrix::from_array(&[&[1.0, 3.0], &[2.0, 4.0]]);
let expected = DenseMatrix::from_2d_array(&[&[1.0, 2.0], &[3.0, 4.0]]); let expected = DenseMatrix::from_array(&[&[1.0, 2.0], &[3.0, 4.0]]);
let m_transposed = m.transpose(); let m_transposed = m.transpose();
for c in 0..2 { for c in 0..2 {
for r in 0..2 { for r in 0..2 {
-21
View File
@@ -16,14 +16,6 @@ impl Matrix for ArrayBase<OwnedRepr<f64>, Ix2>
self.into_shape(vec_size).unwrap() self.into_shape(vec_size).unwrap()
} }
fn from_array(nrows: usize, ncols: usize, values: &[f64]) -> Self {
Array::from_shape_vec((nrows, ncols), values.to_vec()).unwrap()
}
fn from_vec(nrows: usize, ncols: usize, values: Vec<f64>) -> Self {
Array::from_shape_vec((nrows, ncols), values).unwrap()
}
fn get(&self, row: usize, col: usize) -> f64 { fn get(&self, row: usize, col: usize) -> f64 {
self[[row, col]] self[[row, col]]
} }
@@ -330,19 +322,6 @@ mod tests {
} }
#[test]
fn from_array_from_vec() {
let a1 = arr2(&[[ 1., 2., 3.],
[4., 5., 6.]]);
let a2 = Array2::from_array(2, 3, &[1., 2., 3., 4., 5., 6.]);
let a3 = Array2::from_vec(2, 3, vec![1., 2., 3., 4., 5., 6.]);
assert_eq!(a1, a2);
assert_eq!(a1, a3);
}
#[test] #[test]
fn vstack_hstack() { fn vstack_hstack() {
+7 -6
View File
@@ -19,14 +19,14 @@ impl<M: Matrix> LinearRegression<M> {
pub fn fit(x: &M, y: &M, solver: LinearRegressionSolver) -> LinearRegression<M>{ pub fn fit(x: &M, y: &M, solver: LinearRegressionSolver) -> LinearRegression<M>{
let b = y.transpose();
let (x_nrows, num_attributes) = x.shape(); let (x_nrows, num_attributes) = x.shape();
let (y_nrows, _) = y.shape(); let (y_nrows, _) = b.shape();
if x_nrows != y_nrows { if x_nrows != y_nrows {
panic!("Number of rows of X doesn't match number of rows of Y"); panic!("Number of rows of X doesn't match number of rows of Y");
} }
let b = y.clone();
let mut a = x.v_stack(&M::ones(x_nrows, 1)); let mut a = x.v_stack(&M::ones(x_nrows, 1));
let w = match solver { let w = match solver {
@@ -52,7 +52,7 @@ impl<M: Matrix> Regression<M> for LinearRegression<M> {
let (nrows, _) = x.shape(); let (nrows, _) = x.shape();
let mut y_hat = x.dot(&self.coefficients); let mut y_hat = x.dot(&self.coefficients);
y_hat.add_mut(&M::fill(nrows, 1, self.intercept)); y_hat.add_mut(&M::fill(nrows, 1, self.intercept));
y_hat y_hat.transpose()
} }
} }
@@ -65,7 +65,7 @@ mod tests {
#[test] #[test]
fn ols_fit_predict() { fn ols_fit_predict() {
let x = DenseMatrix::from_2d_array(&[ let x = DenseMatrix::from_array(&[
&[234.289, 235.6, 159.0, 107.608, 1947., 60.323], &[234.289, 235.6, 159.0, 107.608, 1947., 60.323],
&[259.426, 232.5, 145.6, 108.632, 1948., 61.122], &[259.426, 232.5, 145.6, 108.632, 1948., 61.122],
&[258.054, 368.2, 161.6, 109.773, 1949., 60.171], &[258.054, 368.2, 161.6, 109.773, 1949., 60.171],
@@ -82,7 +82,8 @@ mod tests {
&[502.601, 393.1, 251.4, 125.368, 1960., 69.564], &[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
&[518.173, 480.6, 257.2, 127.852, 1961., 69.331], &[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
&[554.894, 400.7, 282.7, 130.081, 1962., 70.551]]); &[554.894, 400.7, 282.7, 130.081, 1962., 70.551]]);
let y = DenseMatrix::from_array(16, 1, &[83.0, 88.5, 88.2, 89.5, 96.2, 98.1, 99.0, 100.0, 101.2, 104.6, 108.4, 110.8, 112.6, 114.2, 115.7, 116.9]);
let y = DenseMatrix::from_array(&[&[83.0, 88.5, 88.2, 89.5, 96.2, 98.1, 99.0, 100.0, 101.2, 104.6, 108.4, 110.8, 112.6, 114.2, 115.7, 116.9]]);
let y_hat_qr = LinearRegression::fit(&x, &y, LinearRegressionSolver::QR).predict(&x); let y_hat_qr = LinearRegression::fit(&x, &y, LinearRegressionSolver::QR).predict(&x);