feat: puts ndarray and nalgebra bindings behind feature flags
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@@ -13,7 +13,7 @@ pub enum LinearRegressionSolverName {
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#[derive(Serialize, Deserialize, Debug)]
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pub struct LinearRegressionParameters {
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solver: LinearRegressionSolverName,
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pub solver: LinearRegressionSolverName,
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}
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#[derive(Serialize, Deserialize, Debug)]
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@@ -81,55 +81,9 @@ impl<T: FloatExt, M: Matrix<T>> LinearRegression<T, M> {
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mod tests {
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use super::*;
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use crate::linalg::naive::dense_matrix::*;
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use nalgebra::{DMatrix, RowDVector};
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#[test]
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fn ols_fit_predict() {
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let x = DMatrix::from_row_slice(
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16,
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6,
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&[
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234.289, 235.6, 159.0, 107.608, 1947., 60.323, 259.426, 232.5, 145.6, 108.632,
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1948., 61.122, 258.054, 368.2, 161.6, 109.773, 1949., 60.171, 284.599, 335.1,
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165.0, 110.929, 1950., 61.187, 328.975, 209.9, 309.9, 112.075, 1951., 63.221,
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346.999, 193.2, 359.4, 113.270, 1952., 63.639, 365.385, 187.0, 354.7, 115.094,
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1953., 64.989, 363.112, 357.8, 335.0, 116.219, 1954., 63.761, 397.469, 290.4,
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304.8, 117.388, 1955., 66.019, 419.180, 282.2, 285.7, 118.734, 1956., 67.857,
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442.769, 293.6, 279.8, 120.445, 1957., 68.169, 444.546, 468.1, 263.7, 121.950,
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1958., 66.513, 482.704, 381.3, 255.2, 123.366, 1959., 68.655, 502.601, 393.1,
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251.4, 125.368, 1960., 69.564, 518.173, 480.6, 257.2, 127.852, 1961., 69.331,
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554.894, 400.7, 282.7, 130.081, 1962., 70.551,
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],
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);
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let y: RowDVector<f64> = RowDVector::from_vec(vec![
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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,
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114.2, 115.7, 116.9,
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]);
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let y_hat_qr = LinearRegression::fit(
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&x,
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&y,
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LinearRegressionParameters {
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solver: LinearRegressionSolverName::QR,
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},
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)
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.predict(&x);
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let y_hat_svd = LinearRegression::fit(&x, &y, Default::default()).predict(&x);
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assert!(y
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.iter()
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.zip(y_hat_qr.iter())
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.all(|(&a, &b)| (a - b).abs() <= 5.0));
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assert!(y
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.iter()
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.zip(y_hat_svd.iter())
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.all(|(&a, &b)| (a - b).abs() <= 5.0));
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}
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#[test]
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fn ols_fit_predict_nalgebra() {
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let x = DenseMatrix::from_array(&[
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&[234.289, 235.6, 159.0, 107.608, 1947., 60.323],
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&[259.426, 232.5, 145.6, 108.632, 1948., 61.122],
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