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@@ -37,6 +37,8 @@ $ rust-code-analysis-cli -p src/algorithm/neighbour/fastpair.rs --ls 22 --le 213
|
||||
```
|
||||
* find more information about what happens in your binary with [`twiggy`](https://rustwasm.github.io/twiggy/install.html). This need a compiled binary so create a brief `main {}` function using `smartcore` and then point `twiggy` to that file.
|
||||
|
||||
* Please take a look to the output of a profiler to spot most evident performance problems, see [this guide about using a profiler](http://www.codeofview.com/fix-rs/2017/01/24/how-to-optimize-rust-programs-on-linux/).
|
||||
|
||||
## Issue Report Process
|
||||
|
||||
1. Go to the project's issues.
|
||||
@@ -68,3 +70,15 @@ $ rust-code-analysis-cli -p src/algorithm/neighbour/fastpair.rs --ls 22 --le 213
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||||
* **PRs on develop**: any change should be PRed first in `development`
|
||||
|
||||
* **testing**: everything should work and be tested as defined in the workflow. If any is failing for non-related reasons, annotate the test failure in the PR comment.
|
||||
|
||||
|
||||
## Suggestions for debugging
|
||||
1. Install `lldb` for your platform
|
||||
2. Run `rust-lldb target/debug/libsmartcore.rlib` in your command-line
|
||||
3. In lldb, set up some breakpoints using `b func_name` or `b src/path/to/file.rs:linenumber`
|
||||
4. In lldb, run a single test with `r the_name_of_your_test`
|
||||
|
||||
Display variables in scope: `frame variable <name>`
|
||||
|
||||
Execute expression: `p <expr>`
|
||||
|
||||
|
||||
@@ -23,6 +23,7 @@ jobs:
|
||||
]
|
||||
env:
|
||||
TZ: "/usr/share/zoneinfo/your/location"
|
||||
RUST_BACKTRACE: "1"
|
||||
steps:
|
||||
- uses: actions/checkout@v3
|
||||
- name: Cache .cargo and target
|
||||
@@ -36,7 +37,7 @@ jobs:
|
||||
- name: Install Rust toolchain
|
||||
uses: actions-rs/toolchain@v1
|
||||
with:
|
||||
toolchain: stable
|
||||
toolchain: 1.81 # 1.82 seems to break wasm32 tests https://github.com/rustwasm/wasm-bindgen/issues/4274
|
||||
target: ${{ matrix.platform.target }}
|
||||
profile: minimal
|
||||
default: true
|
||||
|
||||
@@ -41,4 +41,4 @@ jobs:
|
||||
- name: Upload to codecov.io
|
||||
uses: codecov/codecov-action@v2
|
||||
with:
|
||||
fail_ci_if_error: true
|
||||
fail_ci_if_error: false
|
||||
|
||||
@@ -4,6 +4,12 @@ All notable changes to this project will be documented in this file.
|
||||
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
|
||||
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
|
||||
|
||||
## [0.4.0] - 2023-04-05
|
||||
|
||||
## Added
|
||||
- WARNING: Breaking changes!
|
||||
- `DenseMatrix` constructor now returns `Result` to avoid user instantiating inconsistent rows/cols count. Their return values need to be unwrapped with `unwrap()`, see tests
|
||||
|
||||
## [0.3.0] - 2022-11-09
|
||||
|
||||
## Added
|
||||
|
||||
+2
-2
@@ -2,7 +2,7 @@
|
||||
name = "smartcore"
|
||||
description = "Machine Learning in Rust."
|
||||
homepage = "https://smartcorelib.org"
|
||||
version = "0.3.1"
|
||||
version = "0.4.0"
|
||||
authors = ["smartcore Developers"]
|
||||
edition = "2021"
|
||||
license = "Apache-2.0"
|
||||
@@ -48,7 +48,7 @@ getrandom = { version = "0.2.8", optional = true }
|
||||
wasm-bindgen-test = "0.3"
|
||||
|
||||
[dev-dependencies]
|
||||
itertools = "0.10.5"
|
||||
itertools = "0.13.0"
|
||||
serde_json = "1.0"
|
||||
bincode = "1.3.1"
|
||||
|
||||
|
||||
@@ -40,11 +40,11 @@ impl BBDTreeNode {
|
||||
|
||||
impl BBDTree {
|
||||
pub fn new<T: Number, M: Array2<T>>(data: &M) -> BBDTree {
|
||||
let nodes = Vec::new();
|
||||
let nodes: Vec<BBDTreeNode> = Vec::new();
|
||||
|
||||
let (n, _) = data.shape();
|
||||
|
||||
let index = (0..n).collect::<Vec<_>>();
|
||||
let index = (0..n).collect::<Vec<usize>>();
|
||||
|
||||
let mut tree = BBDTree {
|
||||
nodes,
|
||||
@@ -343,7 +343,8 @@ mod tests {
|
||||
&[4.9, 2.4, 3.3, 1.0],
|
||||
&[6.6, 2.9, 4.6, 1.3],
|
||||
&[5.2, 2.7, 3.9, 1.4],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let tree = BBDTree::new(&data);
|
||||
|
||||
|
||||
@@ -124,7 +124,7 @@ impl<T: Debug + PartialEq, D: Distance<T>> CoverTree<T, D> {
|
||||
current_cover_set.push((d, &self.root));
|
||||
|
||||
let mut heap = HeapSelection::with_capacity(k);
|
||||
heap.add(std::f64::MAX);
|
||||
heap.add(f64::MAX);
|
||||
|
||||
let mut empty_heap = true;
|
||||
if !self.identical_excluded || self.get_data_value(self.root.idx) != p {
|
||||
@@ -145,7 +145,7 @@ impl<T: Debug + PartialEq, D: Distance<T>> CoverTree<T, D> {
|
||||
}
|
||||
|
||||
let upper_bound = if empty_heap {
|
||||
std::f64::INFINITY
|
||||
f64::INFINITY
|
||||
} else {
|
||||
*heap.peek()
|
||||
};
|
||||
@@ -291,7 +291,7 @@ impl<T: Debug + PartialEq, D: Distance<T>> CoverTree<T, D> {
|
||||
} else {
|
||||
let max_dist = self.max(point_set);
|
||||
let next_scale = (max_scale - 1).min(self.get_scale(max_dist));
|
||||
if next_scale == std::i64::MIN {
|
||||
if next_scale == i64::MIN {
|
||||
let mut children: Vec<Node> = Vec::new();
|
||||
let mut leaf = self.new_leaf(p);
|
||||
children.push(leaf);
|
||||
@@ -435,7 +435,7 @@ impl<T: Debug + PartialEq, D: Distance<T>> CoverTree<T, D> {
|
||||
|
||||
fn get_scale(&self, d: f64) -> i64 {
|
||||
if d == 0f64 {
|
||||
std::i64::MIN
|
||||
i64::MIN
|
||||
} else {
|
||||
(self.inv_log_base * d.ln()).ceil() as i64
|
||||
}
|
||||
|
||||
@@ -17,7 +17,7 @@
|
||||
/// &[4.6, 3.1, 1.5, 0.2],
|
||||
/// &[5.0, 3.6, 1.4, 0.2],
|
||||
/// &[5.4, 3.9, 1.7, 0.4],
|
||||
/// ]);
|
||||
/// ]).unwrap();
|
||||
/// let fastpair = FastPair::new(&x);
|
||||
/// let closest_pair: PairwiseDistance<f64> = fastpair.unwrap().closest_pair();
|
||||
/// ```
|
||||
@@ -52,10 +52,8 @@ pub struct FastPair<'a, T: RealNumber + FloatNumber, M: Array2<T>> {
|
||||
}
|
||||
|
||||
impl<'a, T: RealNumber + FloatNumber, M: Array2<T>> FastPair<'a, T, M> {
|
||||
///
|
||||
/// Constructor
|
||||
/// Instantiate and inizialise the algorithm
|
||||
///
|
||||
/// Instantiate and initialize the algorithm
|
||||
pub fn new(m: &'a M) -> Result<Self, Failed> {
|
||||
if m.shape().0 < 3 {
|
||||
return Err(Failed::because(
|
||||
@@ -74,10 +72,8 @@ impl<'a, T: RealNumber + FloatNumber, M: Array2<T>> FastPair<'a, T, M> {
|
||||
Ok(init)
|
||||
}
|
||||
|
||||
///
|
||||
/// Initialise `FastPair` by passing a `Array2`.
|
||||
/// Build a FastPairs data-structure from a set of (new) points.
|
||||
///
|
||||
fn init(&mut self) {
|
||||
// basic measures
|
||||
let len = self.samples.shape().0;
|
||||
@@ -158,9 +154,7 @@ impl<'a, T: RealNumber + FloatNumber, M: Array2<T>> FastPair<'a, T, M> {
|
||||
self.neighbours = neighbours;
|
||||
}
|
||||
|
||||
///
|
||||
/// Find closest pair by scanning list of nearest neighbors.
|
||||
///
|
||||
#[allow(dead_code)]
|
||||
pub fn closest_pair(&self) -> PairwiseDistance<T> {
|
||||
let mut a = self.neighbours[0]; // Start with first point
|
||||
@@ -217,10 +211,10 @@ mod tests_fastpair {
|
||||
use super::*;
|
||||
use crate::linalg::basic::{arrays::Array, matrix::DenseMatrix};
|
||||
|
||||
///
|
||||
/// Brute force algorithm, used only for comparison and testing
|
||||
///
|
||||
pub fn closest_pair_brute(fastpair: &FastPair<f64, DenseMatrix<f64>>) -> PairwiseDistance<f64> {
|
||||
pub fn closest_pair_brute(
|
||||
fastpair: &FastPair<'_, f64, DenseMatrix<f64>>,
|
||||
) -> PairwiseDistance<f64> {
|
||||
use itertools::Itertools;
|
||||
let m = fastpair.samples.shape().0;
|
||||
|
||||
@@ -271,7 +265,7 @@ mod tests_fastpair {
|
||||
fn dataset_has_at_least_three_points() {
|
||||
// Create a dataset which consists of only two points:
|
||||
// A(0.0, 0.0) and B(1.0, 1.0).
|
||||
let dataset = DenseMatrix::<f64>::from_2d_array(&[&[0.0, 0.0], &[1.0, 1.0]]);
|
||||
let dataset = DenseMatrix::<f64>::from_2d_array(&[&[0.0, 0.0], &[1.0, 1.0]]).unwrap();
|
||||
|
||||
// We expect an error when we run `FastPair` on this dataset,
|
||||
// becuase `FastPair` currently only works on a minimum of 3
|
||||
@@ -288,7 +282,7 @@ mod tests_fastpair {
|
||||
|
||||
#[test]
|
||||
fn one_dimensional_dataset_minimal() {
|
||||
let dataset = DenseMatrix::<f64>::from_2d_array(&[&[0.0], &[2.0], &[9.0]]);
|
||||
let dataset = DenseMatrix::<f64>::from_2d_array(&[&[0.0], &[2.0], &[9.0]]).unwrap();
|
||||
|
||||
let result = FastPair::new(&dataset);
|
||||
assert!(result.is_ok());
|
||||
@@ -308,7 +302,8 @@ mod tests_fastpair {
|
||||
|
||||
#[test]
|
||||
fn one_dimensional_dataset_2() {
|
||||
let dataset = DenseMatrix::<f64>::from_2d_array(&[&[27.0], &[0.0], &[9.0], &[2.0]]);
|
||||
let dataset =
|
||||
DenseMatrix::<f64>::from_2d_array(&[&[27.0], &[0.0], &[9.0], &[2.0]]).unwrap();
|
||||
|
||||
let result = FastPair::new(&dataset);
|
||||
assert!(result.is_ok());
|
||||
@@ -343,7 +338,8 @@ mod tests_fastpair {
|
||||
&[6.9, 3.1, 4.9, 1.5],
|
||||
&[5.5, 2.3, 4.0, 1.3],
|
||||
&[6.5, 2.8, 4.6, 1.5],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let fastpair = FastPair::new(&x);
|
||||
assert!(fastpair.is_ok());
|
||||
|
||||
@@ -516,7 +512,8 @@ mod tests_fastpair {
|
||||
&[6.9, 3.1, 4.9, 1.5],
|
||||
&[5.5, 2.3, 4.0, 1.3],
|
||||
&[6.5, 2.8, 4.6, 1.5],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
// compute
|
||||
let fastpair = FastPair::new(&x);
|
||||
assert!(fastpair.is_ok());
|
||||
@@ -564,7 +561,8 @@ mod tests_fastpair {
|
||||
&[6.9, 3.1, 4.9, 1.5],
|
||||
&[5.5, 2.3, 4.0, 1.3],
|
||||
&[6.5, 2.8, 4.6, 1.5],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
// compute
|
||||
let fastpair = FastPair::new(&x);
|
||||
assert!(fastpair.is_ok());
|
||||
|
||||
@@ -61,7 +61,7 @@ impl<T, D: Distance<T>> LinearKNNSearch<T, D> {
|
||||
|
||||
for _ in 0..k {
|
||||
heap.add(KNNPoint {
|
||||
distance: std::f64::INFINITY,
|
||||
distance: f64::INFINITY,
|
||||
index: None,
|
||||
});
|
||||
}
|
||||
@@ -215,7 +215,7 @@ mod tests {
|
||||
};
|
||||
|
||||
let point_inf = KNNPoint {
|
||||
distance: std::f64::INFINITY,
|
||||
distance: f64::INFINITY,
|
||||
index: Some(3),
|
||||
};
|
||||
|
||||
|
||||
@@ -133,7 +133,7 @@ mod tests {
|
||||
#[test]
|
||||
fn test_add1() {
|
||||
let mut heap = HeapSelection::with_capacity(3);
|
||||
heap.add(std::f64::INFINITY);
|
||||
heap.add(f64::INFINITY);
|
||||
heap.add(-5f64);
|
||||
heap.add(4f64);
|
||||
heap.add(-1f64);
|
||||
@@ -151,7 +151,7 @@ mod tests {
|
||||
#[test]
|
||||
fn test_add2() {
|
||||
let mut heap = HeapSelection::with_capacity(3);
|
||||
heap.add(std::f64::INFINITY);
|
||||
heap.add(f64::INFINITY);
|
||||
heap.add(0.0);
|
||||
heap.add(8.4852);
|
||||
heap.add(5.6568);
|
||||
|
||||
@@ -3,6 +3,7 @@ use num_traits::Num;
|
||||
pub trait QuickArgSort {
|
||||
fn quick_argsort_mut(&mut self) -> Vec<usize>;
|
||||
|
||||
#[allow(dead_code)]
|
||||
fn quick_argsort(&self) -> Vec<usize>;
|
||||
}
|
||||
|
||||
|
||||
@@ -315,8 +315,7 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>, D: Distance<Vec<TX>>>
|
||||
}
|
||||
}
|
||||
|
||||
while !neighbors.is_empty() {
|
||||
let neighbor = neighbors.pop().unwrap();
|
||||
while let Some(neighbor) = neighbors.pop() {
|
||||
let index = neighbor.0;
|
||||
|
||||
if y[index] == outlier {
|
||||
@@ -443,7 +442,8 @@ mod tests {
|
||||
&[2.2, 1.2],
|
||||
&[1.8, 0.8],
|
||||
&[3.0, 5.0],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let expected_labels = vec![1, 1, 1, 1, 1, 2, 2, 2, 2, 2, 0];
|
||||
|
||||
@@ -488,7 +488,8 @@ mod tests {
|
||||
&[4.9, 2.4, 3.3, 1.0],
|
||||
&[6.6, 2.9, 4.6, 1.3],
|
||||
&[5.2, 2.7, 3.9, 1.4],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let dbscan = DBSCAN::fit(&x, Default::default()).unwrap();
|
||||
|
||||
|
||||
+11
-9
@@ -41,7 +41,7 @@
|
||||
//! &[4.9, 2.4, 3.3, 1.0],
|
||||
//! &[6.6, 2.9, 4.6, 1.3],
|
||||
//! &[5.2, 2.7, 3.9, 1.4],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//!
|
||||
//! let kmeans = KMeans::fit(&x, KMeansParameters::default().with_k(2)).unwrap(); // Fit to data, 2 clusters
|
||||
//! let y_hat: Vec<u8> = kmeans.predict(&x).unwrap(); // use the same points for prediction
|
||||
@@ -96,7 +96,7 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>> PartialEq for KMeans<
|
||||
return false;
|
||||
}
|
||||
for j in 0..self.centroids[i].len() {
|
||||
if (self.centroids[i][j] - other.centroids[i][j]).abs() > std::f64::EPSILON {
|
||||
if (self.centroids[i][j] - other.centroids[i][j]).abs() > f64::EPSILON {
|
||||
return false;
|
||||
}
|
||||
}
|
||||
@@ -249,7 +249,7 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>> Predictor<X, Y>
|
||||
|
||||
impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>> KMeans<TX, TY, X, Y> {
|
||||
/// Fit algorithm to _NxM_ matrix where _N_ is number of samples and _M_ is number of features.
|
||||
/// * `data` - training instances to cluster
|
||||
/// * `data` - training instances to cluster
|
||||
/// * `parameters` - cluster parameters
|
||||
pub fn fit(data: &X, parameters: KMeansParameters) -> Result<KMeans<TX, TY, X, Y>, Failed> {
|
||||
let bbd = BBDTree::new(data);
|
||||
@@ -270,7 +270,7 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>> KMeans<TX, TY, X, Y>
|
||||
|
||||
let (n, d) = data.shape();
|
||||
|
||||
let mut distortion = std::f64::MAX;
|
||||
let mut distortion = f64::MAX;
|
||||
let mut y = KMeans::<TX, TY, X, Y>::kmeans_plus_plus(data, parameters.k, parameters.seed);
|
||||
let mut size = vec![0; parameters.k];
|
||||
let mut centroids = vec![vec![0f64; d]; parameters.k];
|
||||
@@ -331,7 +331,7 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>> KMeans<TX, TY, X, Y>
|
||||
let mut row = vec![0f64; x.shape().1];
|
||||
|
||||
for i in 0..n {
|
||||
let mut min_dist = std::f64::MAX;
|
||||
let mut min_dist = f64::MAX;
|
||||
let mut best_cluster = 0;
|
||||
|
||||
for j in 0..self.k {
|
||||
@@ -361,7 +361,7 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>> KMeans<TX, TY, X, Y>
|
||||
.cloned()
|
||||
.collect();
|
||||
|
||||
let mut d = vec![std::f64::MAX; n];
|
||||
let mut d = vec![f64::MAX; n];
|
||||
let mut row = vec![TX::zero(); data.shape().1];
|
||||
|
||||
for j in 1..k {
|
||||
@@ -424,7 +424,7 @@ mod tests {
|
||||
)]
|
||||
#[test]
|
||||
fn invalid_k() {
|
||||
let x = DenseMatrix::from_2d_array(&[&[1, 2, 3], &[4, 5, 6]]);
|
||||
let x = DenseMatrix::from_2d_array(&[&[1, 2, 3], &[4, 5, 6]]).unwrap();
|
||||
|
||||
assert!(KMeans::<i32, i32, DenseMatrix<i32>, Vec<i32>>::fit(
|
||||
&x,
|
||||
@@ -492,7 +492,8 @@ mod tests {
|
||||
&[4.9, 2.4, 3.3, 1.0],
|
||||
&[6.6, 2.9, 4.6, 1.3],
|
||||
&[5.2, 2.7, 3.9, 1.4],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let kmeans = KMeans::fit(&x, Default::default()).unwrap();
|
||||
|
||||
@@ -531,7 +532,8 @@ mod tests {
|
||||
&[4.9, 2.4, 3.3, 1.0],
|
||||
&[6.6, 2.9, 4.6, 1.3],
|
||||
&[5.2, 2.7, 3.9, 1.4],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let kmeans: KMeans<f32, f32, DenseMatrix<f32>, Vec<f32>> =
|
||||
KMeans::fit(&x, Default::default()).unwrap();
|
||||
|
||||
@@ -40,7 +40,7 @@ pub fn load_dataset() -> Dataset<f32, u32> {
|
||||
target: y,
|
||||
num_samples,
|
||||
num_features,
|
||||
feature_names: vec![
|
||||
feature_names: [
|
||||
"Age", "Sex", "BMI", "BP", "S1", "S2", "S3", "S4", "S5", "S6",
|
||||
]
|
||||
.iter()
|
||||
|
||||
@@ -25,16 +25,14 @@ pub fn load_dataset() -> Dataset<f32, f32> {
|
||||
target: y,
|
||||
num_samples,
|
||||
num_features,
|
||||
feature_names: vec![
|
||||
"sepal length (cm)",
|
||||
feature_names: ["sepal length (cm)",
|
||||
"sepal width (cm)",
|
||||
"petal length (cm)",
|
||||
"petal width (cm)",
|
||||
]
|
||||
"petal width (cm)"]
|
||||
.iter()
|
||||
.map(|s| s.to_string())
|
||||
.collect(),
|
||||
target_names: vec!["setosa", "versicolor", "virginica"]
|
||||
target_names: ["setosa", "versicolor", "virginica"]
|
||||
.iter()
|
||||
.map(|s| s.to_string())
|
||||
.collect(),
|
||||
|
||||
+2
-2
@@ -36,7 +36,7 @@ pub fn load_dataset() -> Dataset<f32, u32> {
|
||||
target: y,
|
||||
num_samples,
|
||||
num_features,
|
||||
feature_names: vec![
|
||||
feature_names: [
|
||||
"sepal length (cm)",
|
||||
"sepal width (cm)",
|
||||
"petal length (cm)",
|
||||
@@ -45,7 +45,7 @@ pub fn load_dataset() -> Dataset<f32, u32> {
|
||||
.iter()
|
||||
.map(|s| s.to_string())
|
||||
.collect(),
|
||||
target_names: vec!["setosa", "versicolor", "virginica"]
|
||||
target_names: ["setosa", "versicolor", "virginica"]
|
||||
.iter()
|
||||
.map(|s| s.to_string())
|
||||
.collect(),
|
||||
|
||||
@@ -35,7 +35,7 @@
|
||||
//! &[4.9, 2.4, 3.3, 1.0],
|
||||
//! &[6.6, 2.9, 4.6, 1.3],
|
||||
//! &[5.2, 2.7, 3.9, 1.4],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//!
|
||||
//! let pca = PCA::fit(&iris, PCAParameters::default().with_n_components(2)).unwrap(); // Reduce number of features to 2
|
||||
//!
|
||||
@@ -443,6 +443,7 @@ mod tests {
|
||||
&[2.6, 53.0, 66.0, 10.8],
|
||||
&[6.8, 161.0, 60.0, 15.6],
|
||||
])
|
||||
.unwrap()
|
||||
}
|
||||
#[cfg_attr(
|
||||
all(target_arch = "wasm32", not(target_os = "wasi")),
|
||||
@@ -457,7 +458,8 @@ mod tests {
|
||||
&[0.9952, 0.0588],
|
||||
&[0.0463, 0.9769],
|
||||
&[0.0752, 0.2007],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let pca = PCA::fit(&us_arrests, Default::default()).unwrap();
|
||||
|
||||
@@ -500,7 +502,8 @@ mod tests {
|
||||
-0.974080592182491,
|
||||
0.0723250196376097,
|
||||
],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let expected_projection = DenseMatrix::from_2d_array(&[
|
||||
&[-64.8022, -11.448, 2.4949, -2.4079],
|
||||
@@ -553,7 +556,8 @@ mod tests {
|
||||
&[91.5446, -22.9529, 0.402, -0.7369],
|
||||
&[118.1763, 5.5076, 2.7113, -0.205],
|
||||
&[10.4345, -5.9245, 3.7944, 0.5179],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let expected_eigenvalues: Vec<f64> = vec![
|
||||
343544.6277001563,
|
||||
@@ -616,7 +620,8 @@ mod tests {
|
||||
-0.0881962972508558,
|
||||
-0.0096011588898465,
|
||||
],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let expected_projection = DenseMatrix::from_2d_array(&[
|
||||
&[0.9856, -1.1334, 0.4443, -0.1563],
|
||||
@@ -669,7 +674,8 @@ mod tests {
|
||||
&[-2.1086, -1.4248, -0.1048, -0.1319],
|
||||
&[-2.0797, 0.6113, 0.1389, -0.1841],
|
||||
&[-0.6294, -0.321, 0.2407, 0.1667],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let expected_eigenvalues: Vec<f64> = vec![
|
||||
2.480241579149493,
|
||||
@@ -732,7 +738,7 @@ mod tests {
|
||||
// &[4.9, 2.4, 3.3, 1.0],
|
||||
// &[6.6, 2.9, 4.6, 1.3],
|
||||
// &[5.2, 2.7, 3.9, 1.4],
|
||||
// ]);
|
||||
// ]).unwrap();
|
||||
|
||||
// let pca = PCA::fit(&iris, Default::default()).unwrap();
|
||||
|
||||
|
||||
@@ -32,7 +32,7 @@
|
||||
//! &[4.9, 2.4, 3.3, 1.0],
|
||||
//! &[6.6, 2.9, 4.6, 1.3],
|
||||
//! &[5.2, 2.7, 3.9, 1.4],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//!
|
||||
//! let svd = SVD::fit(&iris, SVDParameters::default().
|
||||
//! with_n_components(2)).unwrap(); // Reduce number of features to 2
|
||||
@@ -292,7 +292,8 @@ mod tests {
|
||||
&[5.7, 81.0, 39.0, 9.3],
|
||||
&[2.6, 53.0, 66.0, 10.8],
|
||||
&[6.8, 161.0, 60.0, 15.6],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let expected = DenseMatrix::from_2d_array(&[
|
||||
&[243.54655757, -18.76673788],
|
||||
@@ -300,7 +301,8 @@ mod tests {
|
||||
&[305.93972467, -15.39087376],
|
||||
&[197.28420365, -11.66808306],
|
||||
&[293.43187394, 1.91163633],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let svd = SVD::fit(&x, Default::default()).unwrap();
|
||||
|
||||
let x_transformed = svd.transform(&x).unwrap();
|
||||
@@ -341,7 +343,7 @@ mod tests {
|
||||
// &[4.9, 2.4, 3.3, 1.0],
|
||||
// &[6.6, 2.9, 4.6, 1.3],
|
||||
// &[5.2, 2.7, 3.9, 1.4],
|
||||
// ]);
|
||||
// ]).unwrap();
|
||||
|
||||
// let svd = SVD::fit(&iris, Default::default()).unwrap();
|
||||
|
||||
|
||||
@@ -33,7 +33,7 @@
|
||||
//! &[4.9, 2.4, 3.3, 1.0],
|
||||
//! &[6.6, 2.9, 4.6, 1.3],
|
||||
//! &[5.2, 2.7, 3.9, 1.4],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//! let y = vec![
|
||||
//! 0, 0, 0, 0, 0, 0, 0, 0,
|
||||
//! 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
|
||||
@@ -55,7 +55,9 @@ use serde::{Deserialize, Serialize};
|
||||
|
||||
use crate::api::{Predictor, SupervisedEstimator};
|
||||
use crate::error::{Failed, FailedError};
|
||||
use crate::linalg::basic::arrays::MutArray;
|
||||
use crate::linalg::basic::arrays::{Array1, Array2};
|
||||
use crate::linalg::basic::matrix::DenseMatrix;
|
||||
use crate::numbers::basenum::Number;
|
||||
use crate::numbers::floatnum::FloatNumber;
|
||||
|
||||
@@ -602,11 +604,76 @@ impl<TX: FloatNumber + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY
|
||||
}
|
||||
samples
|
||||
}
|
||||
|
||||
/// Predict class probabilities for X.
|
||||
///
|
||||
/// The predicted class probabilities of an input sample are computed as
|
||||
/// the mean predicted class probabilities of the trees in the forest.
|
||||
/// The class probability of a single tree is the fraction of samples of
|
||||
/// the same class in a leaf.
|
||||
///
|
||||
/// # Arguments
|
||||
///
|
||||
/// * `x` - The input samples. A matrix of shape (n_samples, n_features).
|
||||
///
|
||||
/// # Returns
|
||||
///
|
||||
/// * `Result<DenseMatrix<f64>, Failed>` - The class probabilities of the input samples.
|
||||
/// The order of the classes corresponds to that in the attribute `classes_`.
|
||||
/// The matrix has shape (n_samples, n_classes).
|
||||
///
|
||||
/// # Errors
|
||||
///
|
||||
/// Returns a `Failed` error if:
|
||||
/// * The model has not been fitted yet.
|
||||
/// * The input `x` is not compatible with the model's expected input.
|
||||
/// * Any of the tree predictions fail.
|
||||
///
|
||||
/// # Examples
|
||||
///
|
||||
/// ```
|
||||
/// use smartcore::ensemble::random_forest_classifier::RandomForestClassifier;
|
||||
/// use smartcore::linalg::basic::matrix::DenseMatrix;
|
||||
/// use smartcore::linalg::basic::arrays::Array;
|
||||
///
|
||||
/// let x = DenseMatrix::from_2d_array(&[
|
||||
/// &[5.1, 3.5, 1.4, 0.2],
|
||||
/// &[4.9, 3.0, 1.4, 0.2],
|
||||
/// &[7.0, 3.2, 4.7, 1.4],
|
||||
/// ]).unwrap();
|
||||
/// let y = vec![0, 0, 1];
|
||||
///
|
||||
/// let forest = RandomForestClassifier::fit(&x, &y, Default::default()).unwrap();
|
||||
/// let probas = forest.predict_proba(&x).unwrap();
|
||||
///
|
||||
/// assert_eq!(probas.shape(), (3, 2));
|
||||
/// ```
|
||||
pub fn predict_proba(&self, x: &X) -> Result<DenseMatrix<f64>, Failed> {
|
||||
let (n_samples, _) = x.shape();
|
||||
let n_classes = self.classes.as_ref().unwrap().len();
|
||||
let mut probas = DenseMatrix::<f64>::zeros(n_samples, n_classes);
|
||||
|
||||
for tree in self.trees.as_ref().unwrap().iter() {
|
||||
let tree_predictions: Y = tree.predict(x).unwrap();
|
||||
|
||||
for (i, &class_idx) in tree_predictions.iterator(0).enumerate() {
|
||||
let class_ = class_idx.to_usize().unwrap();
|
||||
probas.add_element_mut((i, class_), 1.0);
|
||||
}
|
||||
}
|
||||
|
||||
let n_trees: f64 = self.trees.as_ref().unwrap().len() as f64;
|
||||
probas.mul_scalar_mut(1.0 / n_trees);
|
||||
|
||||
Ok(probas)
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
use crate::ensemble::random_forest_classifier::RandomForestClassifier;
|
||||
use crate::linalg::basic::arrays::Array;
|
||||
use crate::linalg::basic::matrix::DenseMatrix;
|
||||
use crate::metrics::*;
|
||||
|
||||
@@ -660,7 +727,8 @@ mod tests {
|
||||
&[4.9, 2.4, 3.3, 1.0],
|
||||
&[6.6, 2.9, 4.6, 1.3],
|
||||
&[5.2, 2.7, 3.9, 1.4],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y = vec![0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1];
|
||||
|
||||
let classifier = RandomForestClassifier::fit(
|
||||
@@ -733,7 +801,8 @@ mod tests {
|
||||
&[4.9, 2.4, 3.3, 1.0],
|
||||
&[6.6, 2.9, 4.6, 1.3],
|
||||
&[5.2, 2.7, 3.9, 1.4],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y = vec![0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1];
|
||||
|
||||
let classifier = RandomForestClassifier::fit(
|
||||
@@ -758,6 +827,101 @@ mod tests {
|
||||
);
|
||||
}
|
||||
|
||||
#[cfg_attr(
|
||||
all(target_arch = "wasm32", not(target_os = "wasi")),
|
||||
wasm_bindgen_test::wasm_bindgen_test
|
||||
)]
|
||||
#[test]
|
||||
fn test_random_forest_predict_proba() {
|
||||
use num_traits::FromPrimitive;
|
||||
// Iris-like dataset (subset)
|
||||
let x: DenseMatrix<f64> = DenseMatrix::from_2d_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],
|
||||
&[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],
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<u32> = vec![0, 0, 0, 0, 0, 1, 1, 1, 1, 1];
|
||||
|
||||
let forest = RandomForestClassifier::fit(&x, &y, Default::default()).unwrap();
|
||||
let probas = forest.predict_proba(&x).unwrap();
|
||||
|
||||
// Test shape
|
||||
assert_eq!(probas.shape(), (10, 2));
|
||||
|
||||
let (pro_n_rows, _) = probas.shape();
|
||||
|
||||
// Test probability sum
|
||||
for i in 0..pro_n_rows {
|
||||
let row_sum: f64 = probas.get_row(i).sum();
|
||||
assert!(
|
||||
(row_sum - 1.0).abs() < 1e-6,
|
||||
"Row probabilities should sum to 1"
|
||||
);
|
||||
}
|
||||
|
||||
// Test class prediction
|
||||
let predictions: Vec<u32> = (0..pro_n_rows)
|
||||
.map(|i| {
|
||||
if probas.get((i, 0)) > probas.get((i, 1)) {
|
||||
0
|
||||
} else {
|
||||
1
|
||||
}
|
||||
})
|
||||
.collect();
|
||||
let acc = accuracy(&y, &predictions);
|
||||
assert!(acc > 0.8, "Accuracy should be high for the training set");
|
||||
|
||||
// Test probability values
|
||||
// These values are approximate and based on typical random forest behavior
|
||||
for i in 0..(pro_n_rows / 2) {
|
||||
assert!(
|
||||
f64::from_f32(0.6).unwrap().lt(probas.get((i, 0))),
|
||||
"Class 0 samples should have high probability for class 0"
|
||||
);
|
||||
assert!(
|
||||
f64::from_f32(0.4).unwrap().gt(probas.get((i, 1))),
|
||||
"Class 0 samples should have low probability for class 1"
|
||||
);
|
||||
}
|
||||
|
||||
for i in (pro_n_rows / 2)..pro_n_rows {
|
||||
assert!(
|
||||
f64::from_f32(0.6).unwrap().lt(probas.get((i, 1))),
|
||||
"Class 1 samples should have high probability for class 1"
|
||||
);
|
||||
assert!(
|
||||
f64::from_f32(0.4).unwrap().gt(probas.get((i, 0))),
|
||||
"Class 1 samples should have low probability for class 0"
|
||||
);
|
||||
}
|
||||
|
||||
// Test with new data
|
||||
let x_new = DenseMatrix::from_2d_array(&[
|
||||
&[5.0, 3.4, 1.5, 0.2], // Should be close to class 0
|
||||
&[6.3, 3.3, 4.7, 1.6], // Should be close to class 1
|
||||
])
|
||||
.unwrap();
|
||||
let probas_new = forest.predict_proba(&x_new).unwrap();
|
||||
assert_eq!(probas_new.shape(), (2, 2));
|
||||
assert!(
|
||||
probas_new.get((0, 0)) > probas_new.get((0, 1)),
|
||||
"First sample should be predicted as class 0"
|
||||
);
|
||||
assert!(
|
||||
probas_new.get((1, 1)) > probas_new.get((1, 0)),
|
||||
"Second sample should be predicted as class 1"
|
||||
);
|
||||
}
|
||||
|
||||
#[cfg_attr(
|
||||
all(target_arch = "wasm32", not(target_os = "wasi")),
|
||||
wasm_bindgen_test::wasm_bindgen_test
|
||||
@@ -786,7 +950,8 @@ mod tests {
|
||||
&[4.9, 2.4, 3.3, 1.0],
|
||||
&[6.6, 2.9, 4.6, 1.3],
|
||||
&[5.2, 2.7, 3.9, 1.4],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y = vec![0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1];
|
||||
|
||||
let forest = RandomForestClassifier::fit(&x, &y, Default::default()).unwrap();
|
||||
|
||||
@@ -29,7 +29,7 @@
|
||||
//! &[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
//! &[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
//! &[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//! let y = vec![
|
||||
//! 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
|
||||
@@ -574,7 +574,8 @@ mod tests {
|
||||
&[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
&[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
&[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y = vec![
|
||||
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,
|
||||
@@ -648,7 +649,8 @@ mod tests {
|
||||
&[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
&[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
&[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y = vec![
|
||||
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,
|
||||
@@ -702,7 +704,8 @@ mod tests {
|
||||
&[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
&[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
&[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y = vec![
|
||||
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,
|
||||
|
||||
@@ -32,6 +32,8 @@ pub enum FailedError {
|
||||
SolutionFailed,
|
||||
/// Error in input parameters
|
||||
ParametersError,
|
||||
/// Invalid state error (should never happen)
|
||||
InvalidStateError,
|
||||
}
|
||||
|
||||
impl Failed {
|
||||
@@ -64,6 +66,22 @@ impl Failed {
|
||||
}
|
||||
}
|
||||
|
||||
/// new instance of `FailedError::ParametersError`
|
||||
pub fn input(msg: &str) -> Self {
|
||||
Failed {
|
||||
err: FailedError::ParametersError,
|
||||
msg: msg.to_string(),
|
||||
}
|
||||
}
|
||||
|
||||
/// new instance of `FailedError::InvalidStateError`
|
||||
pub fn invalid_state(msg: &str) -> Self {
|
||||
Failed {
|
||||
err: FailedError::InvalidStateError,
|
||||
msg: msg.to_string(),
|
||||
}
|
||||
}
|
||||
|
||||
/// new instance of `err`
|
||||
pub fn because(err: FailedError, msg: &str) -> Self {
|
||||
Failed {
|
||||
@@ -97,6 +115,7 @@ impl fmt::Display for FailedError {
|
||||
FailedError::DecompositionFailed => "Decomposition failed",
|
||||
FailedError::SolutionFailed => "Can't find solution",
|
||||
FailedError::ParametersError => "Error in input, check parameters",
|
||||
FailedError::InvalidStateError => "Invalid state, this should never happen", // useful in development phase of lib
|
||||
};
|
||||
write!(f, "{failed_err_str}")
|
||||
}
|
||||
|
||||
+1
-1
@@ -64,7 +64,7 @@
|
||||
//! &[3., 4.],
|
||||
//! &[5., 6.],
|
||||
//! &[7., 8.],
|
||||
//! &[9., 10.]]);
|
||||
//! &[9., 10.]]).unwrap();
|
||||
//! // Our classes are defined as a vector
|
||||
//! let y = vec![2, 2, 2, 3, 3];
|
||||
//!
|
||||
|
||||
+201
-165
File diff suppressed because it is too large
Load Diff
+226
-98
@@ -19,6 +19,8 @@ use crate::linalg::traits::svd::SVDDecomposable;
|
||||
use crate::numbers::basenum::Number;
|
||||
use crate::numbers::realnum::RealNumber;
|
||||
|
||||
use crate::error::Failed;
|
||||
|
||||
/// Dense matrix
|
||||
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
|
||||
#[derive(Debug, Clone)]
|
||||
@@ -50,26 +52,26 @@ pub struct DenseMatrixMutView<'a, T: Debug + Display + Copy + Sized> {
|
||||
}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> DenseMatrixView<'a, T> {
|
||||
fn new(m: &'a DenseMatrix<T>, rows: Range<usize>, cols: Range<usize>) -> Self {
|
||||
let (start, end, stride) = if m.column_major {
|
||||
(
|
||||
rows.start + cols.start * m.nrows,
|
||||
rows.end + (cols.end - 1) * m.nrows,
|
||||
m.nrows,
|
||||
)
|
||||
fn new(
|
||||
m: &'a DenseMatrix<T>,
|
||||
vrows: Range<usize>,
|
||||
vcols: Range<usize>,
|
||||
) -> Result<Self, Failed> {
|
||||
if m.is_valid_view(m.shape().0, m.shape().1, &vrows, &vcols) {
|
||||
Err(Failed::input(
|
||||
"The specified view is outside of the matrix range",
|
||||
))
|
||||
} else {
|
||||
(
|
||||
rows.start * m.ncols + cols.start,
|
||||
(rows.end - 1) * m.ncols + cols.end,
|
||||
m.ncols,
|
||||
)
|
||||
};
|
||||
DenseMatrixView {
|
||||
values: &m.values[start..end],
|
||||
stride,
|
||||
nrows: rows.end - rows.start,
|
||||
ncols: cols.end - cols.start,
|
||||
column_major: m.column_major,
|
||||
let (start, end, stride) =
|
||||
m.stride_range(m.shape().0, m.shape().1, &vrows, &vcols, m.column_major);
|
||||
|
||||
Ok(DenseMatrixView {
|
||||
values: &m.values[start..end],
|
||||
stride,
|
||||
nrows: vrows.end - vrows.start,
|
||||
ncols: vcols.end - vcols.start,
|
||||
column_major: m.column_major,
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
@@ -89,7 +91,7 @@ impl<'a, T: Debug + Display + Copy + Sized> DenseMatrixView<'a, T> {
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> fmt::Display for DenseMatrixView<'a, T> {
|
||||
impl<T: Debug + Display + Copy + Sized> fmt::Display for DenseMatrixView<'_, T> {
|
||||
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
||||
writeln!(
|
||||
f,
|
||||
@@ -102,26 +104,26 @@ impl<'a, T: Debug + Display + Copy + Sized> fmt::Display for DenseMatrixView<'a,
|
||||
}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> DenseMatrixMutView<'a, T> {
|
||||
fn new(m: &'a mut DenseMatrix<T>, rows: Range<usize>, cols: Range<usize>) -> Self {
|
||||
let (start, end, stride) = if m.column_major {
|
||||
(
|
||||
rows.start + cols.start * m.nrows,
|
||||
rows.end + (cols.end - 1) * m.nrows,
|
||||
m.nrows,
|
||||
)
|
||||
fn new(
|
||||
m: &'a mut DenseMatrix<T>,
|
||||
vrows: Range<usize>,
|
||||
vcols: Range<usize>,
|
||||
) -> Result<Self, Failed> {
|
||||
if m.is_valid_view(m.shape().0, m.shape().1, &vrows, &vcols) {
|
||||
Err(Failed::input(
|
||||
"The specified view is outside of the matrix range",
|
||||
))
|
||||
} else {
|
||||
(
|
||||
rows.start * m.ncols + cols.start,
|
||||
(rows.end - 1) * m.ncols + cols.end,
|
||||
m.ncols,
|
||||
)
|
||||
};
|
||||
DenseMatrixMutView {
|
||||
values: &mut m.values[start..end],
|
||||
stride,
|
||||
nrows: rows.end - rows.start,
|
||||
ncols: cols.end - cols.start,
|
||||
column_major: m.column_major,
|
||||
let (start, end, stride) =
|
||||
m.stride_range(m.shape().0, m.shape().1, &vrows, &vcols, m.column_major);
|
||||
|
||||
Ok(DenseMatrixMutView {
|
||||
values: &mut m.values[start..end],
|
||||
stride,
|
||||
nrows: vrows.end - vrows.start,
|
||||
ncols: vcols.end - vcols.start,
|
||||
column_major: m.column_major,
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
@@ -140,7 +142,7 @@ impl<'a, T: Debug + Display + Copy + Sized> DenseMatrixMutView<'a, T> {
|
||||
}
|
||||
}
|
||||
|
||||
fn iter_mut<'b>(&'b mut self, axis: u8) -> Box<dyn Iterator<Item = &mut T> + 'b> {
|
||||
fn iter_mut<'b>(&'b mut self, axis: u8) -> Box<dyn Iterator<Item = &'b mut T> + 'b> {
|
||||
let column_major = self.column_major;
|
||||
let stride = self.stride;
|
||||
let ptr = self.values.as_mut_ptr();
|
||||
@@ -167,7 +169,7 @@ impl<'a, T: Debug + Display + Copy + Sized> DenseMatrixMutView<'a, T> {
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> fmt::Display for DenseMatrixMutView<'a, T> {
|
||||
impl<T: Debug + Display + Copy + Sized> fmt::Display for DenseMatrixMutView<'_, T> {
|
||||
fn fmt(&self, f: &mut fmt::Formatter<'_>) -> fmt::Result {
|
||||
writeln!(
|
||||
f,
|
||||
@@ -182,42 +184,102 @@ impl<'a, T: Debug + Display + Copy + Sized> fmt::Display for DenseMatrixMutView<
|
||||
impl<T: Debug + Display + Copy + Sized> DenseMatrix<T> {
|
||||
/// Create new instance of `DenseMatrix` without copying data.
|
||||
/// `values` should be in column-major order.
|
||||
pub fn new(nrows: usize, ncols: usize, values: Vec<T>, column_major: bool) -> Self {
|
||||
DenseMatrix {
|
||||
ncols,
|
||||
nrows,
|
||||
values,
|
||||
column_major,
|
||||
pub fn new(
|
||||
nrows: usize,
|
||||
ncols: usize,
|
||||
values: Vec<T>,
|
||||
column_major: bool,
|
||||
) -> Result<Self, Failed> {
|
||||
let data_len = values.len();
|
||||
if nrows * ncols != values.len() {
|
||||
Err(Failed::input(&format!(
|
||||
"The specified shape: (cols: {ncols}, rows: {nrows}) does not align with data len: {data_len}"
|
||||
)))
|
||||
} else {
|
||||
Ok(DenseMatrix {
|
||||
ncols,
|
||||
nrows,
|
||||
values,
|
||||
column_major,
|
||||
})
|
||||
}
|
||||
}
|
||||
|
||||
/// New instance of `DenseMatrix` from 2d array.
|
||||
pub fn from_2d_array(values: &[&[T]]) -> Self {
|
||||
pub fn from_2d_array(values: &[&[T]]) -> Result<Self, Failed> {
|
||||
DenseMatrix::from_2d_vec(&values.iter().map(|row| Vec::from(*row)).collect())
|
||||
}
|
||||
|
||||
/// New instance of `DenseMatrix` from 2d vector.
|
||||
pub fn from_2d_vec(values: &Vec<Vec<T>>) -> Self {
|
||||
let nrows = values.len();
|
||||
let ncols = values
|
||||
.first()
|
||||
.unwrap_or_else(|| panic!("Cannot create 2d matrix from an empty vector"))
|
||||
.len();
|
||||
let mut m_values = Vec::with_capacity(nrows * ncols);
|
||||
#[allow(clippy::ptr_arg)]
|
||||
pub fn from_2d_vec(values: &Vec<Vec<T>>) -> Result<Self, Failed> {
|
||||
if values.is_empty() || values[0].is_empty() {
|
||||
Err(Failed::input(
|
||||
"The 2d vec provided is empty; cannot instantiate the matrix",
|
||||
))
|
||||
} else {
|
||||
let nrows = values.len();
|
||||
let ncols = values
|
||||
.first()
|
||||
.unwrap_or_else(|| {
|
||||
panic!("Invalid state: Cannot create 2d matrix from an empty vector")
|
||||
})
|
||||
.len();
|
||||
let mut m_values = Vec::with_capacity(nrows * ncols);
|
||||
|
||||
for c in 0..ncols {
|
||||
for r in values.iter().take(nrows) {
|
||||
m_values.push(r[c])
|
||||
for c in 0..ncols {
|
||||
for r in values.iter().take(nrows) {
|
||||
m_values.push(r[c])
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
DenseMatrix::new(nrows, ncols, m_values, true)
|
||||
DenseMatrix::new(nrows, ncols, m_values, true)
|
||||
}
|
||||
}
|
||||
|
||||
/// Iterate over values of matrix
|
||||
pub fn iter(&self) -> Iter<'_, T> {
|
||||
self.values.iter()
|
||||
}
|
||||
|
||||
/// Check if the size of the requested view is bounded to matrix rows/cols count
|
||||
fn is_valid_view(
|
||||
&self,
|
||||
n_rows: usize,
|
||||
n_cols: usize,
|
||||
vrows: &Range<usize>,
|
||||
vcols: &Range<usize>,
|
||||
) -> bool {
|
||||
!(vrows.end <= n_rows
|
||||
&& vcols.end <= n_cols
|
||||
&& vrows.start <= n_rows
|
||||
&& vcols.start <= n_cols)
|
||||
}
|
||||
|
||||
/// Compute the range of the requested view: start, end, size of the slice
|
||||
fn stride_range(
|
||||
&self,
|
||||
n_rows: usize,
|
||||
n_cols: usize,
|
||||
vrows: &Range<usize>,
|
||||
vcols: &Range<usize>,
|
||||
column_major: bool,
|
||||
) -> (usize, usize, usize) {
|
||||
let (start, end, stride) = if column_major {
|
||||
(
|
||||
vrows.start + vcols.start * n_rows,
|
||||
vrows.end + (vcols.end - 1) * n_rows,
|
||||
n_rows,
|
||||
)
|
||||
} else {
|
||||
(
|
||||
vrows.start * n_cols + vcols.start,
|
||||
(vrows.end - 1) * n_cols + vcols.end,
|
||||
n_cols,
|
||||
)
|
||||
};
|
||||
(start, end, stride)
|
||||
}
|
||||
}
|
||||
|
||||
impl<T: Debug + Display + Copy + Sized> fmt::Display for DenseMatrix<T> {
|
||||
@@ -304,6 +366,7 @@ where
|
||||
impl<T: Debug + Display + Copy + Sized> Array<T, (usize, usize)> for DenseMatrix<T> {
|
||||
fn get(&self, pos: (usize, usize)) -> &T {
|
||||
let (row, col) = pos;
|
||||
|
||||
if row >= self.nrows || col >= self.ncols {
|
||||
panic!(
|
||||
"Invalid index ({},{}) for {}x{} matrix",
|
||||
@@ -383,15 +446,15 @@ impl<T: Debug + Display + Copy + Sized> MutArrayView2<T> for DenseMatrix<T> {}
|
||||
|
||||
impl<T: Debug + Display + Copy + Sized> Array2<T> for DenseMatrix<T> {
|
||||
fn get_row<'a>(&'a self, row: usize) -> Box<dyn ArrayView1<T> + 'a> {
|
||||
Box::new(DenseMatrixView::new(self, row..row + 1, 0..self.ncols))
|
||||
Box::new(DenseMatrixView::new(self, row..row + 1, 0..self.ncols).unwrap())
|
||||
}
|
||||
|
||||
fn get_col<'a>(&'a self, col: usize) -> Box<dyn ArrayView1<T> + 'a> {
|
||||
Box::new(DenseMatrixView::new(self, 0..self.nrows, col..col + 1))
|
||||
Box::new(DenseMatrixView::new(self, 0..self.nrows, col..col + 1).unwrap())
|
||||
}
|
||||
|
||||
fn slice<'a>(&'a self, rows: Range<usize>, cols: Range<usize>) -> Box<dyn ArrayView2<T> + 'a> {
|
||||
Box::new(DenseMatrixView::new(self, rows, cols))
|
||||
Box::new(DenseMatrixView::new(self, rows, cols).unwrap())
|
||||
}
|
||||
|
||||
fn slice_mut<'a>(
|
||||
@@ -402,15 +465,17 @@ impl<T: Debug + Display + Copy + Sized> Array2<T> for DenseMatrix<T> {
|
||||
where
|
||||
Self: Sized,
|
||||
{
|
||||
Box::new(DenseMatrixMutView::new(self, rows, cols))
|
||||
Box::new(DenseMatrixMutView::new(self, rows, cols).unwrap())
|
||||
}
|
||||
|
||||
// private function so for now assume infalible
|
||||
fn fill(nrows: usize, ncols: usize, value: T) -> Self {
|
||||
DenseMatrix::new(nrows, ncols, vec![value; nrows * ncols], true)
|
||||
DenseMatrix::new(nrows, ncols, vec![value; nrows * ncols], true).unwrap()
|
||||
}
|
||||
|
||||
// private function so for now assume infalible
|
||||
fn from_iterator<I: Iterator<Item = T>>(iter: I, nrows: usize, ncols: usize, axis: u8) -> Self {
|
||||
DenseMatrix::new(nrows, ncols, iter.collect(), axis != 0)
|
||||
DenseMatrix::new(nrows, ncols, iter.collect(), axis != 0).unwrap()
|
||||
}
|
||||
|
||||
fn transpose(&self) -> Self {
|
||||
@@ -428,12 +493,12 @@ impl<T: Number + RealNumber> EVDDecomposable<T> for DenseMatrix<T> {}
|
||||
impl<T: Number + RealNumber> LUDecomposable<T> for DenseMatrix<T> {}
|
||||
impl<T: Number + RealNumber> SVDDecomposable<T> for DenseMatrix<T> {}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> Array<T, (usize, usize)> for DenseMatrixView<'a, T> {
|
||||
impl<T: Debug + Display + Copy + Sized> Array<T, (usize, usize)> for DenseMatrixView<'_, T> {
|
||||
fn get(&self, pos: (usize, usize)) -> &T {
|
||||
if self.column_major {
|
||||
&self.values[(pos.0 + pos.1 * self.stride)]
|
||||
&self.values[pos.0 + pos.1 * self.stride]
|
||||
} else {
|
||||
&self.values[(pos.0 * self.stride + pos.1)]
|
||||
&self.values[pos.0 * self.stride + pos.1]
|
||||
}
|
||||
}
|
||||
|
||||
@@ -450,7 +515,7 @@ impl<'a, T: Debug + Display + Copy + Sized> Array<T, (usize, usize)> for DenseMa
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> Array<T, usize> for DenseMatrixView<'a, T> {
|
||||
impl<T: Debug + Display + Copy + Sized> Array<T, usize> for DenseMatrixView<'_, T> {
|
||||
fn get(&self, i: usize) -> &T {
|
||||
if self.nrows == 1 {
|
||||
if self.column_major {
|
||||
@@ -488,16 +553,16 @@ impl<'a, T: Debug + Display + Copy + Sized> Array<T, usize> for DenseMatrixView<
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> ArrayView2<T> for DenseMatrixView<'a, T> {}
|
||||
impl<T: Debug + Display + Copy + Sized> ArrayView2<T> for DenseMatrixView<'_, T> {}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> ArrayView1<T> for DenseMatrixView<'a, T> {}
|
||||
impl<T: Debug + Display + Copy + Sized> ArrayView1<T> for DenseMatrixView<'_, T> {}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> Array<T, (usize, usize)> for DenseMatrixMutView<'a, T> {
|
||||
impl<T: Debug + Display + Copy + Sized> Array<T, (usize, usize)> for DenseMatrixMutView<'_, T> {
|
||||
fn get(&self, pos: (usize, usize)) -> &T {
|
||||
if self.column_major {
|
||||
&self.values[(pos.0 + pos.1 * self.stride)]
|
||||
&self.values[pos.0 + pos.1 * self.stride]
|
||||
} else {
|
||||
&self.values[(pos.0 * self.stride + pos.1)]
|
||||
&self.values[pos.0 * self.stride + pos.1]
|
||||
}
|
||||
}
|
||||
|
||||
@@ -514,14 +579,12 @@ impl<'a, T: Debug + Display + Copy + Sized> Array<T, (usize, usize)> for DenseMa
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> MutArray<T, (usize, usize)>
|
||||
for DenseMatrixMutView<'a, T>
|
||||
{
|
||||
impl<T: Debug + Display + Copy + Sized> MutArray<T, (usize, usize)> for DenseMatrixMutView<'_, T> {
|
||||
fn set(&mut self, pos: (usize, usize), x: T) {
|
||||
if self.column_major {
|
||||
self.values[(pos.0 + pos.1 * self.stride)] = x;
|
||||
self.values[pos.0 + pos.1 * self.stride] = x;
|
||||
} else {
|
||||
self.values[(pos.0 * self.stride + pos.1)] = x;
|
||||
self.values[pos.0 * self.stride + pos.1] = x;
|
||||
}
|
||||
}
|
||||
|
||||
@@ -530,29 +593,89 @@ impl<'a, T: Debug + Display + Copy + Sized> MutArray<T, (usize, usize)>
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> MutArrayView2<T> for DenseMatrixMutView<'a, T> {}
|
||||
impl<T: Debug + Display + Copy + Sized> MutArrayView2<T> for DenseMatrixMutView<'_, T> {}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> ArrayView2<T> for DenseMatrixMutView<'a, T> {}
|
||||
impl<T: Debug + Display + Copy + Sized> ArrayView2<T> for DenseMatrixMutView<'_, T> {}
|
||||
|
||||
impl<T: RealNumber> MatrixStats<T> for DenseMatrix<T> {}
|
||||
|
||||
impl<T: RealNumber> MatrixPreprocessing<T> for DenseMatrix<T> {}
|
||||
|
||||
#[cfg(test)]
|
||||
#[warn(clippy::reversed_empty_ranges)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
use approx::relative_eq;
|
||||
|
||||
#[test]
|
||||
fn test_display() {
|
||||
fn test_instantiate_from_2d() {
|
||||
let x = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.], &[7., 8., 9.]]);
|
||||
assert!(x.is_ok());
|
||||
}
|
||||
#[test]
|
||||
fn test_instantiate_from_2d_empty() {
|
||||
let input: &[&[f64]] = &[&[]];
|
||||
let x = DenseMatrix::from_2d_array(input);
|
||||
assert!(x.is_err());
|
||||
}
|
||||
#[test]
|
||||
fn test_instantiate_from_2d_empty2() {
|
||||
let input: &[&[f64]] = &[&[], &[]];
|
||||
let x = DenseMatrix::from_2d_array(input);
|
||||
assert!(x.is_err());
|
||||
}
|
||||
#[test]
|
||||
fn test_instantiate_ok_view1() {
|
||||
let x = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.], &[7., 8., 9.]]).unwrap();
|
||||
let v = DenseMatrixView::new(&x, 0..2, 0..2);
|
||||
assert!(v.is_ok());
|
||||
}
|
||||
#[test]
|
||||
fn test_instantiate_ok_view2() {
|
||||
let x = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.], &[7., 8., 9.]]).unwrap();
|
||||
let v = DenseMatrixView::new(&x, 0..3, 0..3);
|
||||
assert!(v.is_ok());
|
||||
}
|
||||
#[test]
|
||||
fn test_instantiate_ok_view3() {
|
||||
let x = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.], &[7., 8., 9.]]).unwrap();
|
||||
let v = DenseMatrixView::new(&x, 2..3, 0..3);
|
||||
assert!(v.is_ok());
|
||||
}
|
||||
#[test]
|
||||
fn test_instantiate_ok_view4() {
|
||||
let x = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.], &[7., 8., 9.]]).unwrap();
|
||||
let v = DenseMatrixView::new(&x, 3..3, 0..3);
|
||||
assert!(v.is_ok());
|
||||
}
|
||||
#[test]
|
||||
fn test_instantiate_err_view1() {
|
||||
let x = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.], &[7., 8., 9.]]).unwrap();
|
||||
let v = DenseMatrixView::new(&x, 3..4, 0..3);
|
||||
assert!(v.is_err());
|
||||
}
|
||||
#[test]
|
||||
fn test_instantiate_err_view2() {
|
||||
let x = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.], &[7., 8., 9.]]).unwrap();
|
||||
let v = DenseMatrixView::new(&x, 0..3, 3..4);
|
||||
assert!(v.is_err());
|
||||
}
|
||||
#[test]
|
||||
fn test_instantiate_err_view3() {
|
||||
let x = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.], &[7., 8., 9.]]).unwrap();
|
||||
let v = DenseMatrixView::new(&x, 0..3, 4..3);
|
||||
assert!(v.is_err());
|
||||
}
|
||||
#[test]
|
||||
fn test_display() {
|
||||
let x = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.], &[7., 8., 9.]]).unwrap();
|
||||
|
||||
println!("{}", &x);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_get_row_col() {
|
||||
let x = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.], &[7., 8., 9.]]);
|
||||
let x = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.], &[7., 8., 9.]]).unwrap();
|
||||
|
||||
assert_eq!(15.0, x.get_col(1).sum());
|
||||
assert_eq!(15.0, x.get_row(1).sum());
|
||||
@@ -561,7 +684,7 @@ mod tests {
|
||||
|
||||
#[test]
|
||||
fn test_row_major() {
|
||||
let mut x = DenseMatrix::new(2, 3, vec![1, 2, 3, 4, 5, 6], false);
|
||||
let mut x = DenseMatrix::new(2, 3, vec![1, 2, 3, 4, 5, 6], false).unwrap();
|
||||
|
||||
assert_eq!(5, *x.get_col(1).get(1));
|
||||
assert_eq!(7, x.get_col(1).sum());
|
||||
@@ -575,7 +698,8 @@ mod tests {
|
||||
|
||||
#[test]
|
||||
fn test_get_slice() {
|
||||
let x = DenseMatrix::from_2d_array(&[&[1, 2, 3], &[4, 5, 6], &[7, 8, 9], &[10, 11, 12]]);
|
||||
let x = DenseMatrix::from_2d_array(&[&[1, 2, 3], &[4, 5, 6], &[7, 8, 9], &[10, 11, 12]])
|
||||
.unwrap();
|
||||
|
||||
assert_eq!(
|
||||
vec![4, 5, 6],
|
||||
@@ -589,7 +713,7 @@ mod tests {
|
||||
|
||||
#[test]
|
||||
fn test_iter_mut() {
|
||||
let mut x = DenseMatrix::from_2d_array(&[&[1, 2, 3], &[4, 5, 6], &[7, 8, 9]]);
|
||||
let mut x = DenseMatrix::from_2d_array(&[&[1, 2, 3], &[4, 5, 6], &[7, 8, 9]]).unwrap();
|
||||
|
||||
assert_eq!(vec![1, 4, 7, 2, 5, 8, 3, 6, 9], x.values);
|
||||
// add +2 to some elements
|
||||
@@ -625,7 +749,8 @@ mod tests {
|
||||
#[test]
|
||||
fn test_str_array() {
|
||||
let mut x =
|
||||
DenseMatrix::from_2d_array(&[&["1", "2", "3"], &["4", "5", "6"], &["7", "8", "9"]]);
|
||||
DenseMatrix::from_2d_array(&[&["1", "2", "3"], &["4", "5", "6"], &["7", "8", "9"]])
|
||||
.unwrap();
|
||||
|
||||
assert_eq!(vec!["1", "4", "7", "2", "5", "8", "3", "6", "9"], x.values);
|
||||
x.iterator_mut(0).for_each(|v| *v = "str");
|
||||
@@ -637,7 +762,7 @@ mod tests {
|
||||
|
||||
#[test]
|
||||
fn test_transpose() {
|
||||
let x = DenseMatrix::<&str>::from_2d_array(&[&["1", "2", "3"], &["4", "5", "6"]]);
|
||||
let x = DenseMatrix::<&str>::from_2d_array(&[&["1", "2", "3"], &["4", "5", "6"]]).unwrap();
|
||||
|
||||
assert_eq!(vec!["1", "4", "2", "5", "3", "6"], x.values);
|
||||
assert!(x.column_major);
|
||||
@@ -650,7 +775,7 @@ mod tests {
|
||||
|
||||
#[test]
|
||||
fn test_from_iterator() {
|
||||
let data = vec![1, 2, 3, 4, 5, 6];
|
||||
let data = [1, 2, 3, 4, 5, 6];
|
||||
|
||||
let m = DenseMatrix::from_iterator(data.iter(), 2, 3, 0);
|
||||
|
||||
@@ -664,8 +789,8 @@ mod tests {
|
||||
|
||||
#[test]
|
||||
fn test_take() {
|
||||
let a = DenseMatrix::from_2d_array(&[&[1, 2, 3], &[4, 5, 6]]);
|
||||
let b = DenseMatrix::from_2d_array(&[&[1, 2], &[3, 4], &[5, 6]]);
|
||||
let a = DenseMatrix::from_2d_array(&[&[1, 2, 3], &[4, 5, 6]]).unwrap();
|
||||
let b = DenseMatrix::from_2d_array(&[&[1, 2], &[3, 4], &[5, 6]]).unwrap();
|
||||
|
||||
println!("{a}");
|
||||
// take column 0 and 2
|
||||
@@ -677,7 +802,7 @@ mod tests {
|
||||
|
||||
#[test]
|
||||
fn test_mut() {
|
||||
let a = DenseMatrix::from_2d_array(&[&[1.3, -2.1, 3.4], &[-4., -5.3, 6.1]]);
|
||||
let a = DenseMatrix::from_2d_array(&[&[1.3, -2.1, 3.4], &[-4., -5.3, 6.1]]).unwrap();
|
||||
|
||||
let a = a.abs();
|
||||
assert_eq!(vec![1.3, 4.0, 2.1, 5.3, 3.4, 6.1], a.values);
|
||||
@@ -688,7 +813,8 @@ mod tests {
|
||||
|
||||
#[test]
|
||||
fn test_reshape() {
|
||||
let a = DenseMatrix::from_2d_array(&[&[1, 2, 3], &[4, 5, 6], &[7, 8, 9], &[10, 11, 12]]);
|
||||
let a = DenseMatrix::from_2d_array(&[&[1, 2, 3], &[4, 5, 6], &[7, 8, 9], &[10, 11, 12]])
|
||||
.unwrap();
|
||||
|
||||
let a = a.reshape(2, 6, 0);
|
||||
assert_eq!(vec![1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12], a.values);
|
||||
@@ -701,13 +827,15 @@ mod tests {
|
||||
|
||||
#[test]
|
||||
fn test_eq() {
|
||||
let a = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.]]);
|
||||
let b = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.], &[7., 8., 9.]]);
|
||||
let a = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.]]).unwrap();
|
||||
let b = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.], &[7., 8., 9.]]).unwrap();
|
||||
let c = DenseMatrix::from_2d_array(&[
|
||||
&[1. + f32::EPSILON, 2., 3.],
|
||||
&[4., 5., 6. + f32::EPSILON],
|
||||
]);
|
||||
let d = DenseMatrix::from_2d_array(&[&[1. + 0.5, 2., 3.], &[4., 5., 6. + f32::EPSILON]]);
|
||||
])
|
||||
.unwrap();
|
||||
let d = DenseMatrix::from_2d_array(&[&[1. + 0.5, 2., 3.], &[4., 5., 6. + f32::EPSILON]])
|
||||
.unwrap();
|
||||
|
||||
assert!(!relative_eq!(a, b));
|
||||
assert!(!relative_eq!(a, d));
|
||||
|
||||
@@ -15,6 +15,25 @@ pub struct VecView<'a, T: Debug + Display + Copy + Sized> {
|
||||
ptr: &'a [T],
|
||||
}
|
||||
|
||||
impl<T: Debug + Display + Copy + Sized> Array<T, usize> for &[T] {
|
||||
fn get(&self, i: usize) -> &T {
|
||||
&self[i]
|
||||
}
|
||||
|
||||
fn shape(&self) -> usize {
|
||||
self.len()
|
||||
}
|
||||
|
||||
fn is_empty(&self) -> bool {
|
||||
self.len() > 0
|
||||
}
|
||||
|
||||
fn iterator<'b>(&'b self, axis: u8) -> Box<dyn Iterator<Item = &'b T> + 'b> {
|
||||
assert!(axis == 0, "For one dimensional array `axis` should == 0");
|
||||
Box::new(self.iter())
|
||||
}
|
||||
}
|
||||
|
||||
impl<T: Debug + Display + Copy + Sized> Array<T, usize> for Vec<T> {
|
||||
fn get(&self, i: usize) -> &T {
|
||||
&self[i]
|
||||
@@ -36,6 +55,7 @@ impl<T: Debug + Display + Copy + Sized> Array<T, usize> for Vec<T> {
|
||||
|
||||
impl<T: Debug + Display + Copy + Sized> MutArray<T, usize> for Vec<T> {
|
||||
fn set(&mut self, i: usize, x: T) {
|
||||
// NOTE: this panics in case of out of bounds index
|
||||
self[i] = x
|
||||
}
|
||||
|
||||
@@ -46,6 +66,7 @@ impl<T: Debug + Display + Copy + Sized> MutArray<T, usize> for Vec<T> {
|
||||
}
|
||||
|
||||
impl<T: Debug + Display + Copy + Sized> ArrayView1<T> for Vec<T> {}
|
||||
impl<T: Debug + Display + Copy + Sized> ArrayView1<T> for &[T] {}
|
||||
|
||||
impl<T: Debug + Display + Copy + Sized> MutArrayView1<T> for Vec<T> {}
|
||||
|
||||
@@ -98,7 +119,7 @@ impl<T: Debug + Display + Copy + Sized> Array1<T> for Vec<T> {
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> Array<T, usize> for VecMutView<'a, T> {
|
||||
impl<T: Debug + Display + Copy + Sized> Array<T, usize> for VecMutView<'_, T> {
|
||||
fn get(&self, i: usize) -> &T {
|
||||
&self.ptr[i]
|
||||
}
|
||||
@@ -117,7 +138,7 @@ impl<'a, T: Debug + Display + Copy + Sized> Array<T, usize> for VecMutView<'a, T
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> MutArray<T, usize> for VecMutView<'a, T> {
|
||||
impl<T: Debug + Display + Copy + Sized> MutArray<T, usize> for VecMutView<'_, T> {
|
||||
fn set(&mut self, i: usize, x: T) {
|
||||
self.ptr[i] = x;
|
||||
}
|
||||
@@ -128,10 +149,10 @@ impl<'a, T: Debug + Display + Copy + Sized> MutArray<T, usize> for VecMutView<'a
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> ArrayView1<T> for VecMutView<'a, T> {}
|
||||
impl<'a, T: Debug + Display + Copy + Sized> MutArrayView1<T> for VecMutView<'a, T> {}
|
||||
impl<T: Debug + Display + Copy + Sized> ArrayView1<T> for VecMutView<'_, T> {}
|
||||
impl<T: Debug + Display + Copy + Sized> MutArrayView1<T> for VecMutView<'_, T> {}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> Array<T, usize> for VecView<'a, T> {
|
||||
impl<T: Debug + Display + Copy + Sized> Array<T, usize> for VecView<'_, T> {
|
||||
fn get(&self, i: usize) -> &T {
|
||||
&self.ptr[i]
|
||||
}
|
||||
@@ -150,7 +171,7 @@ impl<'a, T: Debug + Display + Copy + Sized> Array<T, usize> for VecView<'a, T> {
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> ArrayView1<T> for VecView<'a, T> {}
|
||||
impl<T: Debug + Display + Copy + Sized> ArrayView1<T> for VecView<'_, T> {}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
@@ -191,7 +212,7 @@ mod tests {
|
||||
|
||||
#[test]
|
||||
fn test_len() {
|
||||
let x = vec![1, 2, 3];
|
||||
let x = [1, 2, 3];
|
||||
assert_eq!(3, x.len());
|
||||
}
|
||||
|
||||
|
||||
@@ -68,7 +68,7 @@ impl<T: Debug + Display + Copy + Sized> ArrayView2<T> for ArrayBase<OwnedRepr<T>
|
||||
|
||||
impl<T: Debug + Display + Copy + Sized> MutArrayView2<T> for ArrayBase<OwnedRepr<T>, Ix2> {}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> BaseArray<T, (usize, usize)> for ArrayView<'a, T, Ix2> {
|
||||
impl<T: Debug + Display + Copy + Sized> BaseArray<T, (usize, usize)> for ArrayView<'_, T, Ix2> {
|
||||
fn get(&self, pos: (usize, usize)) -> &T {
|
||||
&self[[pos.0, pos.1]]
|
||||
}
|
||||
@@ -144,11 +144,9 @@ impl<T: Number + RealNumber> EVDDecomposable<T> for ArrayBase<OwnedRepr<T>, Ix2>
|
||||
impl<T: Number + RealNumber> LUDecomposable<T> for ArrayBase<OwnedRepr<T>, Ix2> {}
|
||||
impl<T: Number + RealNumber> SVDDecomposable<T> for ArrayBase<OwnedRepr<T>, Ix2> {}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> ArrayView2<T> for ArrayView<'a, T, Ix2> {}
|
||||
impl<T: Debug + Display + Copy + Sized> ArrayView2<T> for ArrayView<'_, T, Ix2> {}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> BaseArray<T, (usize, usize)>
|
||||
for ArrayViewMut<'a, T, Ix2>
|
||||
{
|
||||
impl<T: Debug + Display + Copy + Sized> BaseArray<T, (usize, usize)> for ArrayViewMut<'_, T, Ix2> {
|
||||
fn get(&self, pos: (usize, usize)) -> &T {
|
||||
&self[[pos.0, pos.1]]
|
||||
}
|
||||
@@ -175,9 +173,7 @@ impl<'a, T: Debug + Display + Copy + Sized> BaseArray<T, (usize, usize)>
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> MutArray<T, (usize, usize)>
|
||||
for ArrayViewMut<'a, T, Ix2>
|
||||
{
|
||||
impl<T: Debug + Display + Copy + Sized> MutArray<T, (usize, usize)> for ArrayViewMut<'_, T, Ix2> {
|
||||
fn set(&mut self, pos: (usize, usize), x: T) {
|
||||
self[[pos.0, pos.1]] = x
|
||||
}
|
||||
@@ -195,9 +191,9 @@ impl<'a, T: Debug + Display + Copy + Sized> MutArray<T, (usize, usize)>
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> MutArrayView2<T> for ArrayViewMut<'a, T, Ix2> {}
|
||||
impl<T: Debug + Display + Copy + Sized> MutArrayView2<T> for ArrayViewMut<'_, T, Ix2> {}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> ArrayView2<T> for ArrayViewMut<'a, T, Ix2> {}
|
||||
impl<T: Debug + Display + Copy + Sized> ArrayView2<T> for ArrayViewMut<'_, T, Ix2> {}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
|
||||
@@ -41,7 +41,7 @@ impl<T: Debug + Display + Copy + Sized> ArrayView1<T> for ArrayBase<OwnedRepr<T>
|
||||
|
||||
impl<T: Debug + Display + Copy + Sized> MutArrayView1<T> for ArrayBase<OwnedRepr<T>, Ix1> {}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> BaseArray<T, usize> for ArrayView<'a, T, Ix1> {
|
||||
impl<T: Debug + Display + Copy + Sized> BaseArray<T, usize> for ArrayView<'_, T, Ix1> {
|
||||
fn get(&self, i: usize) -> &T {
|
||||
&self[i]
|
||||
}
|
||||
@@ -60,9 +60,9 @@ impl<'a, T: Debug + Display + Copy + Sized> BaseArray<T, usize> for ArrayView<'a
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> ArrayView1<T> for ArrayView<'a, T, Ix1> {}
|
||||
impl<T: Debug + Display + Copy + Sized> ArrayView1<T> for ArrayView<'_, T, Ix1> {}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> BaseArray<T, usize> for ArrayViewMut<'a, T, Ix1> {
|
||||
impl<T: Debug + Display + Copy + Sized> BaseArray<T, usize> for ArrayViewMut<'_, T, Ix1> {
|
||||
fn get(&self, i: usize) -> &T {
|
||||
&self[i]
|
||||
}
|
||||
@@ -81,7 +81,7 @@ impl<'a, T: Debug + Display + Copy + Sized> BaseArray<T, usize> for ArrayViewMut
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> MutArray<T, usize> for ArrayViewMut<'a, T, Ix1> {
|
||||
impl<T: Debug + Display + Copy + Sized> MutArray<T, usize> for ArrayViewMut<'_, T, Ix1> {
|
||||
fn set(&mut self, i: usize, x: T) {
|
||||
self[i] = x;
|
||||
}
|
||||
@@ -92,8 +92,8 @@ impl<'a, T: Debug + Display + Copy + Sized> MutArray<T, usize> for ArrayViewMut<
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a, T: Debug + Display + Copy + Sized> ArrayView1<T> for ArrayViewMut<'a, T, Ix1> {}
|
||||
impl<'a, T: Debug + Display + Copy + Sized> MutArrayView1<T> for ArrayViewMut<'a, T, Ix1> {}
|
||||
impl<T: Debug + Display + Copy + Sized> ArrayView1<T> for ArrayViewMut<'_, T, Ix1> {}
|
||||
impl<T: Debug + Display + Copy + Sized> MutArrayView1<T> for ArrayViewMut<'_, T, Ix1> {}
|
||||
|
||||
impl<T: Debug + Display + Copy + Sized> Array1<T> for ArrayBase<OwnedRepr<T>, Ix1> {
|
||||
fn slice<'a>(&'a self, range: Range<usize>) -> Box<dyn ArrayView1<T> + 'a> {
|
||||
|
||||
@@ -15,7 +15,7 @@
|
||||
//! &[25., 15., -5.],
|
||||
//! &[15., 18., 0.],
|
||||
//! &[-5., 0., 11.]
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//!
|
||||
//! let cholesky = A.cholesky().unwrap();
|
||||
//! let lower_triangular: DenseMatrix<f64> = cholesky.L();
|
||||
@@ -175,11 +175,14 @@ mod tests {
|
||||
)]
|
||||
#[test]
|
||||
fn cholesky_decompose() {
|
||||
let a = DenseMatrix::from_2d_array(&[&[25., 15., -5.], &[15., 18., 0.], &[-5., 0., 11.]]);
|
||||
let a = DenseMatrix::from_2d_array(&[&[25., 15., -5.], &[15., 18., 0.], &[-5., 0., 11.]])
|
||||
.unwrap();
|
||||
let l =
|
||||
DenseMatrix::from_2d_array(&[&[5.0, 0.0, 0.0], &[3.0, 3.0, 0.0], &[-1.0, 1.0, 3.0]]);
|
||||
DenseMatrix::from_2d_array(&[&[5.0, 0.0, 0.0], &[3.0, 3.0, 0.0], &[-1.0, 1.0, 3.0]])
|
||||
.unwrap();
|
||||
let u =
|
||||
DenseMatrix::from_2d_array(&[&[5.0, 3.0, -1.0], &[0.0, 3.0, 1.0], &[0.0, 0.0, 3.0]]);
|
||||
DenseMatrix::from_2d_array(&[&[5.0, 3.0, -1.0], &[0.0, 3.0, 1.0], &[0.0, 0.0, 3.0]])
|
||||
.unwrap();
|
||||
let cholesky = a.cholesky().unwrap();
|
||||
|
||||
assert!(relative_eq!(cholesky.L().abs(), l.abs(), epsilon = 1e-4));
|
||||
@@ -197,9 +200,10 @@ mod tests {
|
||||
)]
|
||||
#[test]
|
||||
fn cholesky_solve_mut() {
|
||||
let a = DenseMatrix::from_2d_array(&[&[25., 15., -5.], &[15., 18., 0.], &[-5., 0., 11.]]);
|
||||
let b = DenseMatrix::from_2d_array(&[&[40., 51., 28.]]);
|
||||
let expected = DenseMatrix::from_2d_array(&[&[1.0, 2.0, 3.0]]);
|
||||
let a = DenseMatrix::from_2d_array(&[&[25., 15., -5.], &[15., 18., 0.], &[-5., 0., 11.]])
|
||||
.unwrap();
|
||||
let b = DenseMatrix::from_2d_array(&[&[40., 51., 28.]]).unwrap();
|
||||
let expected = DenseMatrix::from_2d_array(&[&[1.0, 2.0, 3.0]]).unwrap();
|
||||
|
||||
let cholesky = a.cholesky().unwrap();
|
||||
|
||||
|
||||
@@ -19,7 +19,7 @@
|
||||
//! &[0.9000, 0.4000, 0.7000],
|
||||
//! &[0.4000, 0.5000, 0.3000],
|
||||
//! &[0.7000, 0.3000, 0.8000],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//!
|
||||
//! let evd = A.evd(true).unwrap();
|
||||
//! let eigenvectors: DenseMatrix<f64> = evd.V;
|
||||
@@ -820,7 +820,8 @@ mod tests {
|
||||
&[0.9000, 0.4000, 0.7000],
|
||||
&[0.4000, 0.5000, 0.3000],
|
||||
&[0.7000, 0.3000, 0.8000],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let eigen_values: Vec<f64> = vec![1.7498382, 0.3165784, 0.1335834];
|
||||
|
||||
@@ -828,7 +829,8 @@ mod tests {
|
||||
&[0.6881997, -0.07121225, 0.7220180],
|
||||
&[0.3700456, 0.89044952, -0.2648886],
|
||||
&[0.6240573, -0.44947578, -0.6391588],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let evd = A.evd(true).unwrap();
|
||||
|
||||
@@ -839,7 +841,7 @@ mod tests {
|
||||
));
|
||||
for (i, eigen_values_i) in eigen_values.iter().enumerate() {
|
||||
assert!((eigen_values_i - evd.d[i]).abs() < 1e-4);
|
||||
assert!((0f64 - evd.e[i]).abs() < std::f64::EPSILON);
|
||||
assert!((0f64 - evd.e[i]).abs() < f64::EPSILON);
|
||||
}
|
||||
}
|
||||
#[cfg_attr(
|
||||
@@ -852,7 +854,8 @@ mod tests {
|
||||
&[0.9000, 0.4000, 0.7000],
|
||||
&[0.4000, 0.5000, 0.3000],
|
||||
&[0.8000, 0.3000, 0.8000],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let eigen_values: Vec<f64> = vec![1.79171122, 0.31908143, 0.08920735];
|
||||
|
||||
@@ -860,7 +863,8 @@ mod tests {
|
||||
&[0.7178958, 0.05322098, 0.6812010],
|
||||
&[0.3837711, -0.84702111, -0.1494582],
|
||||
&[0.6952105, 0.43984484, -0.7036135],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let evd = A.evd(false).unwrap();
|
||||
|
||||
@@ -871,7 +875,7 @@ mod tests {
|
||||
));
|
||||
for (i, eigen_values_i) in eigen_values.iter().enumerate() {
|
||||
assert!((eigen_values_i - evd.d[i]).abs() < 1e-4);
|
||||
assert!((0f64 - evd.e[i]).abs() < std::f64::EPSILON);
|
||||
assert!((0f64 - evd.e[i]).abs() < f64::EPSILON);
|
||||
}
|
||||
}
|
||||
#[cfg_attr(
|
||||
@@ -885,7 +889,8 @@ mod tests {
|
||||
&[4.0, -1.0, 1.0, 1.0],
|
||||
&[1.0, 1.0, 3.0, -2.0],
|
||||
&[1.0, 1.0, 4.0, -1.0],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let eigen_values_d: Vec<f64> = vec![0.0, 2.0, 2.0, 0.0];
|
||||
let eigen_values_e: Vec<f64> = vec![2.2361, 0.9999, -0.9999, -2.2361];
|
||||
@@ -895,7 +900,8 @@ mod tests {
|
||||
&[-0.6707, 0.1059, 0.901, 0.6289],
|
||||
&[0.9159, -0.1378, 0.3816, 0.0806],
|
||||
&[0.6707, 0.1059, 0.901, -0.6289],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let evd = A.evd(false).unwrap();
|
||||
|
||||
|
||||
@@ -12,9 +12,9 @@ pub trait HighOrderOperations<T: Number>: Array2<T> {
|
||||
/// use smartcore::linalg::traits::high_order::HighOrderOperations;
|
||||
/// use smartcore::linalg::basic::arrays::Array2;
|
||||
///
|
||||
/// let a = DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.]]);
|
||||
/// let b = DenseMatrix::from_2d_array(&[&[5., 6.], &[7., 8.], &[9., 10.]]);
|
||||
/// let expected = DenseMatrix::from_2d_array(&[&[71., 80.], &[92., 104.]]);
|
||||
/// let a = DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.]]).unwrap();
|
||||
/// let b = DenseMatrix::from_2d_array(&[&[5., 6.], &[7., 8.], &[9., 10.]]).unwrap();
|
||||
/// let expected = DenseMatrix::from_2d_array(&[&[71., 80.], &[92., 104.]]).unwrap();
|
||||
///
|
||||
/// assert_eq!(a.ab(true, &b, false), expected);
|
||||
/// ```
|
||||
|
||||
@@ -18,7 +18,7 @@
|
||||
//! &[1., 2., 3.],
|
||||
//! &[0., 1., 5.],
|
||||
//! &[5., 6., 0.]
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//!
|
||||
//! let lu = A.lu().unwrap();
|
||||
//! let lower: DenseMatrix<f64> = lu.L();
|
||||
@@ -263,13 +263,13 @@ mod tests {
|
||||
)]
|
||||
#[test]
|
||||
fn decompose() {
|
||||
let a = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[0., 1., 5.], &[5., 6., 0.]]);
|
||||
let a = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[0., 1., 5.], &[5., 6., 0.]]).unwrap();
|
||||
let expected_L =
|
||||
DenseMatrix::from_2d_array(&[&[1., 0., 0.], &[0., 1., 0.], &[0.2, 0.8, 1.]]);
|
||||
DenseMatrix::from_2d_array(&[&[1., 0., 0.], &[0., 1., 0.], &[0.2, 0.8, 1.]]).unwrap();
|
||||
let expected_U =
|
||||
DenseMatrix::from_2d_array(&[&[5., 6., 0.], &[0., 1., 5.], &[0., 0., -1.]]);
|
||||
DenseMatrix::from_2d_array(&[&[5., 6., 0.], &[0., 1., 5.], &[0., 0., -1.]]).unwrap();
|
||||
let expected_pivot =
|
||||
DenseMatrix::from_2d_array(&[&[0., 0., 1.], &[0., 1., 0.], &[1., 0., 0.]]);
|
||||
DenseMatrix::from_2d_array(&[&[0., 0., 1.], &[0., 1., 0.], &[1., 0., 0.]]).unwrap();
|
||||
let lu = a.lu().unwrap();
|
||||
assert!(relative_eq!(lu.L(), expected_L, epsilon = 1e-4));
|
||||
assert!(relative_eq!(lu.U(), expected_U, epsilon = 1e-4));
|
||||
@@ -281,9 +281,10 @@ mod tests {
|
||||
)]
|
||||
#[test]
|
||||
fn inverse() {
|
||||
let a = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[0., 1., 5.], &[5., 6., 0.]]);
|
||||
let a = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[0., 1., 5.], &[5., 6., 0.]]).unwrap();
|
||||
let expected =
|
||||
DenseMatrix::from_2d_array(&[&[-6.0, 3.6, 1.4], &[5.0, -3.0, -1.0], &[-1.0, 0.8, 0.2]]);
|
||||
DenseMatrix::from_2d_array(&[&[-6.0, 3.6, 1.4], &[5.0, -3.0, -1.0], &[-1.0, 0.8, 0.2]])
|
||||
.unwrap();
|
||||
let a_inv = a.lu().and_then(|lu| lu.inverse()).unwrap();
|
||||
assert!(relative_eq!(a_inv, expected, epsilon = 1e-4));
|
||||
}
|
||||
|
||||
+12
-7
@@ -13,7 +13,7 @@
|
||||
//! &[0.9, 0.4, 0.7],
|
||||
//! &[0.4, 0.5, 0.3],
|
||||
//! &[0.7, 0.3, 0.8]
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//!
|
||||
//! let qr = A.qr().unwrap();
|
||||
//! let orthogonal: DenseMatrix<f64> = qr.Q();
|
||||
@@ -201,17 +201,20 @@ mod tests {
|
||||
)]
|
||||
#[test]
|
||||
fn decompose() {
|
||||
let a = DenseMatrix::from_2d_array(&[&[0.9, 0.4, 0.7], &[0.4, 0.5, 0.3], &[0.7, 0.3, 0.8]]);
|
||||
let a = DenseMatrix::from_2d_array(&[&[0.9, 0.4, 0.7], &[0.4, 0.5, 0.3], &[0.7, 0.3, 0.8]])
|
||||
.unwrap();
|
||||
let q = DenseMatrix::from_2d_array(&[
|
||||
&[-0.7448, 0.2436, 0.6212],
|
||||
&[-0.331, -0.9432, -0.027],
|
||||
&[-0.5793, 0.2257, -0.7832],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let r = DenseMatrix::from_2d_array(&[
|
||||
&[-1.2083, -0.6373, -1.0842],
|
||||
&[0.0, -0.3064, 0.0682],
|
||||
&[0.0, 0.0, -0.1999],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let qr = a.qr().unwrap();
|
||||
assert!(relative_eq!(qr.Q().abs(), q.abs(), epsilon = 1e-4));
|
||||
assert!(relative_eq!(qr.R().abs(), r.abs(), epsilon = 1e-4));
|
||||
@@ -223,13 +226,15 @@ mod tests {
|
||||
)]
|
||||
#[test]
|
||||
fn qr_solve_mut() {
|
||||
let a = DenseMatrix::from_2d_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 a = DenseMatrix::from_2d_array(&[&[0.9, 0.4, 0.7], &[0.4, 0.5, 0.3], &[0.7, 0.3, 0.8]])
|
||||
.unwrap();
|
||||
let b = DenseMatrix::from_2d_array(&[&[0.5, 0.2], &[0.5, 0.8], &[0.5, 0.3]]).unwrap();
|
||||
let expected_w = DenseMatrix::from_2d_array(&[
|
||||
&[-0.2027027, -1.2837838],
|
||||
&[0.8783784, 2.2297297],
|
||||
&[0.4729730, 0.6621622],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let w = a.qr_solve_mut(b).unwrap();
|
||||
assert!(relative_eq!(w, expected_w, epsilon = 1e-2));
|
||||
}
|
||||
|
||||
+17
-14
@@ -136,13 +136,12 @@ pub trait MatrixPreprocessing<T: RealNumber>: MutArrayView2<T> + Clone {
|
||||
/// ```rust
|
||||
/// use smartcore::linalg::basic::matrix::DenseMatrix;
|
||||
/// use smartcore::linalg::traits::stats::MatrixPreprocessing;
|
||||
/// let mut a = DenseMatrix::from_2d_array(&[&[0., 2., 3.], &[-5., -6., -7.]]);
|
||||
/// let expected = DenseMatrix::from_2d_array(&[&[0., 1., 1.],&[0., 0., 0.]]);
|
||||
/// let mut a = DenseMatrix::from_2d_array(&[&[0., 2., 3.], &[-5., -6., -7.]]).unwrap();
|
||||
/// let expected = DenseMatrix::from_2d_array(&[&[0., 1., 1.],&[0., 0., 0.]]).unwrap();
|
||||
/// a.binarize_mut(0.);
|
||||
///
|
||||
/// assert_eq!(a, expected);
|
||||
/// ```
|
||||
|
||||
fn binarize_mut(&mut self, threshold: T) {
|
||||
let (nrows, ncols) = self.shape();
|
||||
for row in 0..nrows {
|
||||
@@ -159,8 +158,8 @@ pub trait MatrixPreprocessing<T: RealNumber>: MutArrayView2<T> + Clone {
|
||||
/// ```rust
|
||||
/// use smartcore::linalg::basic::matrix::DenseMatrix;
|
||||
/// use smartcore::linalg::traits::stats::MatrixPreprocessing;
|
||||
/// let a = DenseMatrix::from_2d_array(&[&[0., 2., 3.], &[-5., -6., -7.]]);
|
||||
/// let expected = DenseMatrix::from_2d_array(&[&[0., 1., 1.],&[0., 0., 0.]]);
|
||||
/// let a = DenseMatrix::from_2d_array(&[&[0., 2., 3.], &[-5., -6., -7.]]).unwrap();
|
||||
/// let expected = DenseMatrix::from_2d_array(&[&[0., 1., 1.],&[0., 0., 0.]]).unwrap();
|
||||
///
|
||||
/// assert_eq!(a.binarize(0.), expected);
|
||||
/// ```
|
||||
@@ -186,7 +185,8 @@ mod tests {
|
||||
&[1., 2., 3., 1., 2.],
|
||||
&[4., 5., 6., 3., 4.],
|
||||
&[7., 8., 9., 5., 6.],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let expected_0 = vec![4., 5., 6., 3., 4.];
|
||||
let expected_1 = vec![1.8, 4.4, 7.];
|
||||
|
||||
@@ -196,7 +196,7 @@ mod tests {
|
||||
|
||||
#[test]
|
||||
fn test_var() {
|
||||
let m = DenseMatrix::from_2d_array(&[&[1., 2., 3., 4.], &[5., 6., 7., 8.]]);
|
||||
let m = DenseMatrix::from_2d_array(&[&[1., 2., 3., 4.], &[5., 6., 7., 8.]]).unwrap();
|
||||
let expected_0 = vec![4., 4., 4., 4.];
|
||||
let expected_1 = vec![1.25, 1.25];
|
||||
|
||||
@@ -211,12 +211,13 @@ mod tests {
|
||||
let m = DenseMatrix::from_2d_array(&[
|
||||
&[0.0, 0.25, 0.25, 1.25, 1.5, 1.75, 2.75, 3.25],
|
||||
&[0.0, 0.25, 0.25, 1.25, 1.5, 1.75, 2.75, 3.25],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let expected_0 = vec![0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0, 0.0];
|
||||
let expected_1 = vec![1.25, 1.25];
|
||||
|
||||
assert!(m.var(0).approximate_eq(&expected_0, std::f64::EPSILON));
|
||||
assert!(m.var(1).approximate_eq(&expected_1, std::f64::EPSILON));
|
||||
assert!(m.var(0).approximate_eq(&expected_0, f64::EPSILON));
|
||||
assert!(m.var(1).approximate_eq(&expected_1, f64::EPSILON));
|
||||
assert_eq!(
|
||||
m.mean(0),
|
||||
vec![0.0, 0.25, 0.25, 1.25, 1.5, 1.75, 2.75, 3.25]
|
||||
@@ -230,7 +231,8 @@ mod tests {
|
||||
&[1., 2., 3., 1., 2.],
|
||||
&[4., 5., 6., 3., 4.],
|
||||
&[7., 8., 9., 5., 6.],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let expected_0 = vec![
|
||||
2.449489742783178,
|
||||
2.449489742783178,
|
||||
@@ -251,10 +253,10 @@ mod tests {
|
||||
#[test]
|
||||
fn test_scale() {
|
||||
let m: DenseMatrix<f64> =
|
||||
DenseMatrix::from_2d_array(&[&[1., 2., 3., 4.], &[5., 6., 7., 8.]]);
|
||||
DenseMatrix::from_2d_array(&[&[1., 2., 3., 4.], &[5., 6., 7., 8.]]).unwrap();
|
||||
|
||||
let expected_0: DenseMatrix<f64> =
|
||||
DenseMatrix::from_2d_array(&[&[-1., -1., -1., -1.], &[1., 1., 1., 1.]]);
|
||||
DenseMatrix::from_2d_array(&[&[-1., -1., -1., -1.], &[1., 1., 1., 1.]]).unwrap();
|
||||
let expected_1: DenseMatrix<f64> = DenseMatrix::from_2d_array(&[
|
||||
&[
|
||||
-1.3416407864998738,
|
||||
@@ -268,7 +270,8 @@ mod tests {
|
||||
0.4472135954999579,
|
||||
1.3416407864998738,
|
||||
],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
assert_eq!(m.mean(0), vec![3.0, 4.0, 5.0, 6.0]);
|
||||
assert_eq!(m.mean(1), vec![2.5, 6.5]);
|
||||
|
||||
+20
-14
@@ -17,7 +17,7 @@
|
||||
//! &[0.9, 0.4, 0.7],
|
||||
//! &[0.4, 0.5, 0.3],
|
||||
//! &[0.7, 0.3, 0.8]
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//!
|
||||
//! let svd = A.svd().unwrap();
|
||||
//! let u: DenseMatrix<f64> = svd.U;
|
||||
@@ -48,11 +48,9 @@ pub struct SVD<T: Number + RealNumber, M: SVDDecomposable<T>> {
|
||||
pub V: M,
|
||||
/// Singular values of the original matrix
|
||||
pub s: Vec<T>,
|
||||
///
|
||||
m: usize,
|
||||
///
|
||||
n: usize,
|
||||
///
|
||||
/// Tolerance
|
||||
tol: T,
|
||||
}
|
||||
|
||||
@@ -489,7 +487,8 @@ mod tests {
|
||||
&[0.9000, 0.4000, 0.7000],
|
||||
&[0.4000, 0.5000, 0.3000],
|
||||
&[0.7000, 0.3000, 0.8000],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let s: Vec<f64> = vec![1.7498382, 0.3165784, 0.1335834];
|
||||
|
||||
@@ -497,13 +496,15 @@ mod tests {
|
||||
&[0.6881997, -0.07121225, 0.7220180],
|
||||
&[0.3700456, 0.89044952, -0.2648886],
|
||||
&[0.6240573, -0.44947578, -0.639158],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let V = DenseMatrix::from_2d_array(&[
|
||||
&[0.6881997, -0.07121225, 0.7220180],
|
||||
&[0.3700456, 0.89044952, -0.2648886],
|
||||
&[0.6240573, -0.44947578, -0.6391588],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let svd = A.svd().unwrap();
|
||||
|
||||
@@ -577,7 +578,8 @@ mod tests {
|
||||
-0.2158704,
|
||||
-0.27529472,
|
||||
],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let s: Vec<f64> = vec![
|
||||
3.8589375, 3.4396766, 2.6487176, 2.2317399, 1.5165054, 0.8109055, 0.2706515,
|
||||
@@ -647,7 +649,8 @@ mod tests {
|
||||
0.73034065,
|
||||
-0.43965505,
|
||||
],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let V = DenseMatrix::from_2d_array(&[
|
||||
&[
|
||||
@@ -707,7 +710,8 @@ mod tests {
|
||||
0.1654796,
|
||||
-0.32346758,
|
||||
],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let svd = A.svd().unwrap();
|
||||
|
||||
@@ -723,10 +727,11 @@ mod tests {
|
||||
)]
|
||||
#[test]
|
||||
fn solve() {
|
||||
let a = DenseMatrix::from_2d_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 a = DenseMatrix::from_2d_array(&[&[0.9, 0.4, 0.7], &[0.4, 0.5, 0.3], &[0.7, 0.3, 0.8]])
|
||||
.unwrap();
|
||||
let b = DenseMatrix::from_2d_array(&[&[0.5, 0.2], &[0.5, 0.8], &[0.5, 0.3]]).unwrap();
|
||||
let expected_w =
|
||||
DenseMatrix::from_2d_array(&[&[-0.20, -1.28], &[0.87, 2.22], &[0.47, 0.66]]);
|
||||
DenseMatrix::from_2d_array(&[&[-0.20, -1.28], &[0.87, 2.22], &[0.47, 0.66]]).unwrap();
|
||||
let w = a.svd_solve_mut(b).unwrap();
|
||||
assert!(relative_eq!(w, expected_w, epsilon = 1e-2));
|
||||
}
|
||||
@@ -737,7 +742,8 @@ mod tests {
|
||||
)]
|
||||
#[test]
|
||||
fn decompose_restore() {
|
||||
let a = DenseMatrix::from_2d_array(&[&[1.0, 2.0, 3.0, 4.0], &[5.0, 6.0, 7.0, 8.0]]);
|
||||
let a =
|
||||
DenseMatrix::from_2d_array(&[&[1.0, 2.0, 3.0, 4.0], &[5.0, 6.0, 7.0, 8.0]]).unwrap();
|
||||
let svd = a.svd().unwrap();
|
||||
let u: &DenseMatrix<f32> = &svd.U; //U
|
||||
let v: &DenseMatrix<f32> = &svd.V; // V
|
||||
|
||||
@@ -12,7 +12,8 @@
|
||||
//! pub struct BGSolver {}
|
||||
//! impl<'a, T: FloatNumber, X: Array2<T>> BiconjugateGradientSolver<'a, T, X> for BGSolver {}
|
||||
//!
|
||||
//! let a = DenseMatrix::from_2d_array(&[&[25., 15., -5.], &[15., 18., 0.], &[-5., 0., 11.]]);
|
||||
//! let a = DenseMatrix::from_2d_array(&[&[25., 15., -5.], &[15., 18., 0.], &[-5., 0.,
|
||||
//! 11.]]).unwrap();
|
||||
//! let b = vec![40., 51., 28.];
|
||||
//! let expected = vec![1.0, 2.0, 3.0];
|
||||
//! let mut x = Vec::zeros(3);
|
||||
@@ -26,9 +27,9 @@ use crate::error::Failed;
|
||||
use crate::linalg::basic::arrays::{Array, Array1, Array2, ArrayView1, MutArrayView1};
|
||||
use crate::numbers::floatnum::FloatNumber;
|
||||
|
||||
///
|
||||
/// Trait for Biconjugate Gradient Solver
|
||||
pub trait BiconjugateGradientSolver<'a, T: FloatNumber, X: Array2<T>> {
|
||||
///
|
||||
/// Solve Ax = b
|
||||
fn solve_mut(
|
||||
&self,
|
||||
a: &'a X,
|
||||
@@ -108,7 +109,7 @@ pub trait BiconjugateGradientSolver<'a, T: FloatNumber, X: Array2<T>> {
|
||||
Ok(err)
|
||||
}
|
||||
|
||||
///
|
||||
/// solve preconditioner
|
||||
fn solve_preconditioner(&self, a: &'a X, b: &[T], x: &mut [T]) {
|
||||
let diag = Self::diag(a);
|
||||
let n = diag.len();
|
||||
@@ -132,7 +133,7 @@ pub trait BiconjugateGradientSolver<'a, T: FloatNumber, X: Array2<T>> {
|
||||
y.copy_from(&x.xa(true, a));
|
||||
}
|
||||
|
||||
///
|
||||
/// Extract the diagonal from a matrix
|
||||
fn diag(a: &X) -> Vec<T> {
|
||||
let (nrows, ncols) = a.shape();
|
||||
let n = nrows.min(ncols);
|
||||
@@ -158,9 +159,10 @@ mod tests {
|
||||
|
||||
#[test]
|
||||
fn bg_solver() {
|
||||
let a = DenseMatrix::from_2d_array(&[&[25., 15., -5.], &[15., 18., 0.], &[-5., 0., 11.]]);
|
||||
let a = DenseMatrix::from_2d_array(&[&[25., 15., -5.], &[15., 18., 0.], &[-5., 0., 11.]])
|
||||
.unwrap();
|
||||
let b = vec![40., 51., 28.];
|
||||
let expected = vec![1.0, 2.0, 3.0];
|
||||
let expected = [1.0, 2.0, 3.0];
|
||||
|
||||
let mut x = Vec::zeros(3);
|
||||
|
||||
|
||||
@@ -38,7 +38,7 @@
|
||||
//! &[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
//! &[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
//! &[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//!
|
||||
//! let y: Vec<f64> = vec![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];
|
||||
@@ -511,7 +511,8 @@ mod tests {
|
||||
&[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
&[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
&[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let y: Vec<f64> = vec![
|
||||
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,
|
||||
@@ -562,7 +563,8 @@ mod tests {
|
||||
&[17.0, 1918.0, 1.4054969025700674],
|
||||
&[18.0, 1929.0, 1.3271699396384906],
|
||||
&[19.0, 1915.0, 1.1373332337674806],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let y: Vec<f64> = vec![
|
||||
1.48, 2.72, 4.52, 5.72, 5.25, 4.07, 3.75, 4.75, 6.77, 4.72, 6.78, 6.79, 8.3, 7.42,
|
||||
@@ -627,7 +629,7 @@ mod tests {
|
||||
// &[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
// &[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
// &[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
// ]);
|
||||
// ]).unwrap();
|
||||
|
||||
// let y = vec![
|
||||
// 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,
|
||||
|
||||
+2
-1
@@ -418,7 +418,8 @@ mod tests {
|
||||
&[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
&[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
&[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let y: Vec<f64> = vec![
|
||||
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,
|
||||
|
||||
@@ -16,7 +16,7 @@ use crate::linalg::basic::arrays::{Array1, Array2, ArrayView1, MutArray, MutArra
|
||||
use crate::linear::bg_solver::BiconjugateGradientSolver;
|
||||
use crate::numbers::floatnum::FloatNumber;
|
||||
|
||||
///
|
||||
/// Interior Point Optimizer
|
||||
pub struct InteriorPointOptimizer<T: FloatNumber, X: Array2<T>> {
|
||||
ata: X,
|
||||
d1: Vec<T>,
|
||||
@@ -25,9 +25,8 @@ pub struct InteriorPointOptimizer<T: FloatNumber, X: Array2<T>> {
|
||||
prs: Vec<T>,
|
||||
}
|
||||
|
||||
///
|
||||
impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
|
||||
///
|
||||
/// Initialize a new Interior Point Optimizer
|
||||
pub fn new(a: &X, n: usize) -> InteriorPointOptimizer<T, X> {
|
||||
InteriorPointOptimizer {
|
||||
ata: a.ab(true, a, false),
|
||||
@@ -38,7 +37,7 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
|
||||
}
|
||||
}
|
||||
|
||||
///
|
||||
/// Run the optimization
|
||||
pub fn optimize(
|
||||
&mut self,
|
||||
x: &X,
|
||||
@@ -101,7 +100,7 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
|
||||
|
||||
// CALCULATE DUALITY GAP
|
||||
let xnu = nu.xa(false, x);
|
||||
let max_xnu = xnu.norm(std::f64::INFINITY);
|
||||
let max_xnu = xnu.norm(f64::INFINITY);
|
||||
if max_xnu > lambda_f64 {
|
||||
let lnu = T::from_f64(lambda_f64 / max_xnu).unwrap();
|
||||
nu.mul_scalar_mut(lnu);
|
||||
@@ -208,7 +207,6 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
|
||||
Ok(w)
|
||||
}
|
||||
|
||||
///
|
||||
fn sumlogneg(f: &X) -> T {
|
||||
let (n, _) = f.shape();
|
||||
let mut sum = T::zero();
|
||||
@@ -220,11 +218,9 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
|
||||
}
|
||||
}
|
||||
|
||||
///
|
||||
impl<'a, T: FloatNumber, X: Array2<T>> BiconjugateGradientSolver<'a, T, X>
|
||||
for InteriorPointOptimizer<T, X>
|
||||
{
|
||||
///
|
||||
fn solve_preconditioner(&self, a: &'a X, b: &[T], x: &mut [T]) {
|
||||
let (_, p) = a.shape();
|
||||
|
||||
@@ -234,7 +230,6 @@ impl<'a, T: FloatNumber, X: Array2<T>> BiconjugateGradientSolver<'a, T, X>
|
||||
}
|
||||
}
|
||||
|
||||
///
|
||||
fn mat_vec_mul(&self, _: &X, x: &Vec<T>, y: &mut Vec<T>) {
|
||||
let (_, p) = self.ata.shape();
|
||||
let x_slice = Vec::from_slice(x.slice(0..p).as_ref());
|
||||
@@ -246,7 +241,6 @@ impl<'a, T: FloatNumber, X: Array2<T>> BiconjugateGradientSolver<'a, T, X>
|
||||
}
|
||||
}
|
||||
|
||||
///
|
||||
fn mat_t_vec_mul(&self, a: &X, x: &Vec<T>, y: &mut Vec<T>) {
|
||||
self.mat_vec_mul(a, x, y);
|
||||
}
|
||||
|
||||
@@ -40,7 +40,7 @@
|
||||
//! &[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
//! &[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
//! &[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//!
|
||||
//! let y: Vec<f64> = vec![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];
|
||||
@@ -341,7 +341,8 @@ mod tests {
|
||||
&[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
&[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
&[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let y: Vec<f64> = vec![
|
||||
83.0, 88.5, 88.2, 89.5, 96.2, 98.1, 99.0, 100.0, 101.2, 104.6, 108.4, 110.8,
|
||||
@@ -393,7 +394,7 @@ mod tests {
|
||||
// &[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
// &[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
// &[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
// ]);
|
||||
// ]).unwrap();
|
||||
|
||||
// let y = vec![
|
||||
// 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,
|
||||
|
||||
@@ -35,7 +35,7 @@
|
||||
//! &[4.9, 2.4, 3.3, 1.0],
|
||||
//! &[6.6, 2.9, 4.6, 1.3],
|
||||
//! &[5.2, 2.7, 3.9, 1.4],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//! let y: Vec<i32> = vec![
|
||||
//! 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
|
||||
//! ];
|
||||
@@ -183,14 +183,11 @@ pub struct LogisticRegression<
|
||||
}
|
||||
|
||||
trait ObjectiveFunction<T: Number + FloatNumber, X: Array2<T>> {
|
||||
///
|
||||
fn f(&self, w_bias: &[T]) -> T;
|
||||
|
||||
///
|
||||
#[allow(clippy::ptr_arg)]
|
||||
fn df(&self, g: &mut Vec<T>, w_bias: &Vec<T>);
|
||||
|
||||
///
|
||||
#[allow(clippy::ptr_arg)]
|
||||
fn partial_dot(w: &[T], x: &X, v_col: usize, m_row: usize) -> T {
|
||||
let mut sum = T::zero();
|
||||
@@ -261,8 +258,8 @@ impl<TX: Number + FloatNumber + RealNumber, TY: Number + Ord, X: Array2<TX>, Y:
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a, T: Number + FloatNumber, X: Array2<T>> ObjectiveFunction<T, X>
|
||||
for BinaryObjectiveFunction<'a, T, X>
|
||||
impl<T: Number + FloatNumber, X: Array2<T>> ObjectiveFunction<T, X>
|
||||
for BinaryObjectiveFunction<'_, T, X>
|
||||
{
|
||||
fn f(&self, w_bias: &[T]) -> T {
|
||||
let mut f = T::zero();
|
||||
@@ -316,8 +313,8 @@ struct MultiClassObjectiveFunction<'a, T: Number + FloatNumber, X: Array2<T>> {
|
||||
_phantom_t: PhantomData<T>,
|
||||
}
|
||||
|
||||
impl<'a, T: Number + FloatNumber + RealNumber, X: Array2<T>> ObjectiveFunction<T, X>
|
||||
for MultiClassObjectiveFunction<'a, T, X>
|
||||
impl<T: Number + FloatNumber + RealNumber, X: Array2<T>> ObjectiveFunction<T, X>
|
||||
for MultiClassObjectiveFunction<'_, T, X>
|
||||
{
|
||||
fn f(&self, w_bias: &[T]) -> T {
|
||||
let mut f = T::zero();
|
||||
@@ -416,7 +413,7 @@ impl<TX: Number + FloatNumber + RealNumber, TY: Number + Ord, X: Array2<TX>, Y:
|
||||
/// Fits Logistic Regression to your data.
|
||||
/// * `x` - _NxM_ matrix with _N_ observations and _M_ features in each observation.
|
||||
/// * `y` - target class values
|
||||
/// * `parameters` - other parameters, use `Default::default()` to set parameters to default values.
|
||||
/// * `parameters` - other parameters, use `Default::default()` to set parameters to default values.
|
||||
pub fn fit(
|
||||
x: &X,
|
||||
y: &Y,
|
||||
@@ -611,7 +608,8 @@ mod tests {
|
||||
&[10., -2.],
|
||||
&[8., 2.],
|
||||
&[9., 0.],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let y = vec![0, 0, 1, 1, 2, 1, 1, 0, 0, 2, 1, 1, 0, 0, 1];
|
||||
|
||||
@@ -628,11 +626,11 @@ mod tests {
|
||||
objective.df(&mut g, &vec![1., 2., 3., 4., 5., 6., 7., 8., 9.]);
|
||||
objective.df(&mut g, &vec![1., 2., 3., 4., 5., 6., 7., 8., 9.]);
|
||||
|
||||
assert!((g[0] + 33.000068218163484).abs() < std::f64::EPSILON);
|
||||
assert!((g[0] + 33.000068218163484).abs() < f64::EPSILON);
|
||||
|
||||
let f = objective.f(&[1., 2., 3., 4., 5., 6., 7., 8., 9.]);
|
||||
|
||||
assert!((f - 408.0052230582765).abs() < std::f64::EPSILON);
|
||||
assert!((f - 408.0052230582765).abs() < f64::EPSILON);
|
||||
|
||||
let objective_reg = MultiClassObjectiveFunction {
|
||||
x: &x,
|
||||
@@ -671,7 +669,8 @@ mod tests {
|
||||
&[10., -2.],
|
||||
&[8., 2.],
|
||||
&[9., 0.],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let y = vec![0, 0, 1, 1, 1, 1, 1, 0, 0, 1, 1, 1, 0, 0, 1];
|
||||
|
||||
@@ -687,13 +686,13 @@ mod tests {
|
||||
objective.df(&mut g, &vec![1., 2., 3.]);
|
||||
objective.df(&mut g, &vec![1., 2., 3.]);
|
||||
|
||||
assert!((g[0] - 26.051064349381285).abs() < std::f64::EPSILON);
|
||||
assert!((g[1] - 10.239000702928523).abs() < std::f64::EPSILON);
|
||||
assert!((g[2] - 3.869294270156324).abs() < std::f64::EPSILON);
|
||||
assert!((g[0] - 26.051064349381285).abs() < f64::EPSILON);
|
||||
assert!((g[1] - 10.239000702928523).abs() < f64::EPSILON);
|
||||
assert!((g[2] - 3.869294270156324).abs() < f64::EPSILON);
|
||||
|
||||
let f = objective.f(&[1., 2., 3.]);
|
||||
|
||||
assert!((f - 59.76994756647412).abs() < std::f64::EPSILON);
|
||||
assert!((f - 59.76994756647412).abs() < f64::EPSILON);
|
||||
|
||||
let objective_reg = BinaryObjectiveFunction {
|
||||
x: &x,
|
||||
@@ -733,7 +732,8 @@ mod tests {
|
||||
&[10., -2.],
|
||||
&[8., 2.],
|
||||
&[9., 0.],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<i32> = vec![0, 0, 1, 1, 2, 1, 1, 0, 0, 2, 1, 1, 0, 0, 1];
|
||||
|
||||
let lr = LogisticRegression::fit(&x, &y, Default::default()).unwrap();
|
||||
@@ -818,37 +818,41 @@ mod tests {
|
||||
assert!(reg_coeff_sum < coeff);
|
||||
}
|
||||
|
||||
// TODO: serialization for the new DenseMatrix needs to be implemented
|
||||
// #[cfg_attr(all(target_arch = "wasm32", not(target_os = "wasi")), wasm_bindgen_test::wasm_bindgen_test)]
|
||||
// #[test]
|
||||
// #[cfg(feature = "serde")]
|
||||
// fn serde() {
|
||||
// let x = DenseMatrix::from_2d_array(&[
|
||||
// &[1., -5.],
|
||||
// &[2., 5.],
|
||||
// &[3., -2.],
|
||||
// &[1., 2.],
|
||||
// &[2., 0.],
|
||||
// &[6., -5.],
|
||||
// &[7., 5.],
|
||||
// &[6., -2.],
|
||||
// &[7., 2.],
|
||||
// &[6., 0.],
|
||||
// &[8., -5.],
|
||||
// &[9., 5.],
|
||||
// &[10., -2.],
|
||||
// &[8., 2.],
|
||||
// &[9., 0.],
|
||||
// ]);
|
||||
// let y: Vec<i32> = vec![0, 0, 1, 1, 2, 1, 1, 0, 0, 2, 1, 1, 0, 0, 1];
|
||||
//TODO: serialization for the new DenseMatrix needs to be implemented
|
||||
#[cfg_attr(
|
||||
all(target_arch = "wasm32", not(target_os = "wasi")),
|
||||
wasm_bindgen_test::wasm_bindgen_test
|
||||
)]
|
||||
#[test]
|
||||
#[cfg(feature = "serde")]
|
||||
fn serde() {
|
||||
let x: DenseMatrix<f64> = DenseMatrix::from_2d_array(&[
|
||||
&[1., -5.],
|
||||
&[2., 5.],
|
||||
&[3., -2.],
|
||||
&[1., 2.],
|
||||
&[2., 0.],
|
||||
&[6., -5.],
|
||||
&[7., 5.],
|
||||
&[6., -2.],
|
||||
&[7., 2.],
|
||||
&[6., 0.],
|
||||
&[8., -5.],
|
||||
&[9., 5.],
|
||||
&[10., -2.],
|
||||
&[8., 2.],
|
||||
&[9., 0.],
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<i32> = vec![0, 0, 1, 1, 2, 1, 1, 0, 0, 2, 1, 1, 0, 0, 1];
|
||||
|
||||
// let lr = LogisticRegression::fit(&x, &y, Default::default()).unwrap();
|
||||
let lr = LogisticRegression::fit(&x, &y, Default::default()).unwrap();
|
||||
|
||||
// let deserialized_lr: LogisticRegression<f64, i32, DenseMatrix<f64>, Vec<i32>> =
|
||||
// serde_json::from_str(&serde_json::to_string(&lr).unwrap()).unwrap();
|
||||
let deserialized_lr: LogisticRegression<f64, i32, DenseMatrix<f64>, Vec<i32>> =
|
||||
serde_json::from_str(&serde_json::to_string(&lr).unwrap()).unwrap();
|
||||
|
||||
// assert_eq!(lr, deserialized_lr);
|
||||
// }
|
||||
assert_eq!(lr, deserialized_lr);
|
||||
}
|
||||
|
||||
#[cfg_attr(
|
||||
all(target_arch = "wasm32", not(target_os = "wasi")),
|
||||
@@ -877,7 +881,8 @@ mod tests {
|
||||
&[4.9, 2.4, 3.3, 1.0],
|
||||
&[6.6, 2.9, 4.6, 1.3],
|
||||
&[5.2, 2.7, 3.9, 1.4],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<i32> = vec![0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1];
|
||||
|
||||
let lr = LogisticRegression::fit(&x, &y, Default::default()).unwrap();
|
||||
@@ -890,11 +895,7 @@ mod tests {
|
||||
|
||||
let y_hat = lr.predict(&x).unwrap();
|
||||
|
||||
let error: i32 = y
|
||||
.into_iter()
|
||||
.zip(y_hat.into_iter())
|
||||
.map(|(a, b)| (a - b).abs())
|
||||
.sum();
|
||||
let error: i32 = y.into_iter().zip(y_hat).map(|(a, b)| (a - b).abs()).sum();
|
||||
|
||||
assert!(error <= 1);
|
||||
|
||||
@@ -903,4 +904,46 @@ mod tests {
|
||||
|
||||
assert!(reg_coeff_sum < coeff);
|
||||
}
|
||||
#[cfg_attr(
|
||||
all(target_arch = "wasm32", not(target_os = "wasi")),
|
||||
wasm_bindgen_test::wasm_bindgen_test
|
||||
)]
|
||||
#[test]
|
||||
fn lr_fit_predict_random() {
|
||||
let x: DenseMatrix<f32> = DenseMatrix::rand(52181, 94);
|
||||
let y1: Vec<i32> = vec![1; 2181];
|
||||
let y2: Vec<i32> = vec![0; 50000];
|
||||
let y: Vec<i32> = y1.into_iter().chain(y2).collect();
|
||||
|
||||
let lr = LogisticRegression::fit(&x, &y, Default::default()).unwrap();
|
||||
let lr_reg = LogisticRegression::fit(
|
||||
&x,
|
||||
&y,
|
||||
LogisticRegressionParameters::default().with_alpha(1.0),
|
||||
)
|
||||
.unwrap();
|
||||
|
||||
let y_hat = lr.predict(&x).unwrap();
|
||||
let y_hat_reg = lr_reg.predict(&x).unwrap();
|
||||
|
||||
assert_eq!(y.len(), y_hat.len());
|
||||
assert_eq!(y.len(), y_hat_reg.len());
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_logit() {
|
||||
let x: &DenseMatrix<f64> = &DenseMatrix::rand(52181, 94);
|
||||
let y1: Vec<u32> = vec![1; 2181];
|
||||
let y2: Vec<u32> = vec![0; 50000];
|
||||
let y: &Vec<u32> = &(y1.into_iter().chain(y2).collect());
|
||||
println!("y vec height: {:?}", y.len());
|
||||
println!("x matrix shape: {:?}", x.shape());
|
||||
|
||||
let lr = LogisticRegression::fit(x, y, Default::default()).unwrap();
|
||||
let y_hat = lr.predict(x).unwrap();
|
||||
|
||||
println!("y_hat shape: {:?}", y_hat.shape());
|
||||
|
||||
assert_eq!(y_hat.shape(), 52181);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -40,7 +40,7 @@
|
||||
//! &[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
//! &[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
//! &[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//!
|
||||
//! let y: Vec<f64> = vec![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];
|
||||
@@ -455,7 +455,8 @@ mod tests {
|
||||
&[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
&[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
&[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let y: Vec<f64> = vec![
|
||||
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,
|
||||
@@ -513,7 +514,7 @@ mod tests {
|
||||
// &[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
// &[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
// &[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
// ]);
|
||||
// ]).unwrap();
|
||||
|
||||
// let y = vec![
|
||||
// 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,
|
||||
|
||||
@@ -25,7 +25,7 @@
|
||||
//! &[68., 590., 37.],
|
||||
//! &[69., 660., 46.],
|
||||
//! &[73., 600., 55.],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//!
|
||||
//! let a = data.mean_by(0);
|
||||
//! let b = vec![66., 640., 44.];
|
||||
@@ -151,7 +151,8 @@ mod tests {
|
||||
&[68., 590., 37.],
|
||||
&[69., 660., 46.],
|
||||
&[73., 600., 55.],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let a = data.mean_by(0);
|
||||
let b = vec![66., 640., 44.];
|
||||
|
||||
+1
-1
@@ -37,7 +37,7 @@
|
||||
//! &[4.9, 2.4, 3.3, 1.0],
|
||||
//! &[6.6, 2.9, 4.6, 1.3],
|
||||
//! &[5.2, 2.7, 3.9, 1.4],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//! let y: Vec<i8> = vec![
|
||||
//! 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
|
||||
//! ];
|
||||
|
||||
@@ -3,9 +3,9 @@
|
||||
use crate::{
|
||||
api::{Predictor, SupervisedEstimator},
|
||||
error::{Failed, FailedError},
|
||||
linalg::basic::arrays::{Array2, Array1},
|
||||
numbers::realnum::RealNumber,
|
||||
linalg::basic::arrays::{Array1, Array2},
|
||||
numbers::basenum::Number,
|
||||
numbers::realnum::RealNumber,
|
||||
};
|
||||
|
||||
use crate::model_selection::{cross_validate, BaseKFold, CrossValidationResult};
|
||||
|
||||
@@ -283,9 +283,7 @@ mod tests {
|
||||
(vec![0, 1, 2, 3, 7, 8, 9], vec![4, 5, 6]),
|
||||
(vec![0, 1, 2, 3, 4, 5, 6], vec![7, 8, 9]),
|
||||
];
|
||||
for ((train, test), (expected_train, expected_test)) in
|
||||
k.split(&x).into_iter().zip(expected)
|
||||
{
|
||||
for ((train, test), (expected_train, expected_test)) in k.split(&x).zip(expected) {
|
||||
assert_eq!(test, expected_test);
|
||||
assert_eq!(train, expected_train);
|
||||
}
|
||||
@@ -307,9 +305,7 @@ mod tests {
|
||||
(vec![0, 1, 2, 3, 7, 8, 9], vec![4, 5, 6]),
|
||||
(vec![0, 1, 2, 3, 4, 5, 6], vec![7, 8, 9]),
|
||||
];
|
||||
for ((train, test), (expected_train, expected_test)) in
|
||||
k.split(&x).into_iter().zip(expected)
|
||||
{
|
||||
for ((train, test), (expected_train, expected_test)) in k.split(&x).zip(expected) {
|
||||
assert_eq!(test.len(), expected_test.len());
|
||||
assert_eq!(train.len(), expected_train.len());
|
||||
}
|
||||
|
||||
@@ -36,7 +36,7 @@
|
||||
//! &[4.9, 2.4, 3.3, 1.0],
|
||||
//! &[6.6, 2.9, 4.6, 1.3],
|
||||
//! &[5.2, 2.7, 3.9, 1.4],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//! let y: Vec<f64> = vec![
|
||||
//! 0., 0., 0., 0., 0., 0., 0., 0., 0., 0., 1., 1., 1., 1., 1., 1., 1., 1., 1., 1.,
|
||||
//! ];
|
||||
@@ -84,7 +84,7 @@
|
||||
//! &[4.9, 2.4, 3.3, 1.0],
|
||||
//! &[6.6, 2.9, 4.6, 1.3],
|
||||
//! &[5.2, 2.7, 3.9, 1.4],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//! let y: Vec<i32> = vec![
|
||||
//! 0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
|
||||
//! ];
|
||||
@@ -396,7 +396,8 @@ mod tests {
|
||||
&[4.9, 2.4, 3.3, 1.0],
|
||||
&[6.6, 2.9, 4.6, 1.3],
|
||||
&[5.2, 2.7, 3.9, 1.4],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<u32> = vec![0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1];
|
||||
|
||||
let cv = KFold {
|
||||
@@ -441,7 +442,8 @@ mod tests {
|
||||
&[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
&[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
&[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y = vec![
|
||||
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,
|
||||
@@ -489,7 +491,8 @@ mod tests {
|
||||
&[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
&[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
&[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<f64> = vec![
|
||||
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,
|
||||
@@ -539,7 +542,8 @@ mod tests {
|
||||
&[4.9, 2.4, 3.3, 1.0],
|
||||
&[6.6, 2.9, 4.6, 1.3],
|
||||
&[5.2, 2.7, 3.9, 1.4],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<i32> = vec![0, 0, 0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1];
|
||||
|
||||
let cv = KFold::default().with_n_splits(3);
|
||||
|
||||
@@ -19,14 +19,14 @@
|
||||
//! &[0, 1, 0, 0, 1, 0],
|
||||
//! &[0, 1, 0, 1, 0, 0],
|
||||
//! &[0, 1, 1, 0, 0, 1],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//! let y: Vec<u32> = vec![0, 0, 0, 1];
|
||||
//!
|
||||
//! let nb = BernoulliNB::fit(&x, &y, Default::default()).unwrap();
|
||||
//!
|
||||
//! // Testing data point is:
|
||||
//! // Chinese Chinese Chinese Tokyo Japan
|
||||
//! let x_test = DenseMatrix::from_2d_array(&[&[0, 1, 1, 0, 0, 1]]);
|
||||
//! let x_test = DenseMatrix::from_2d_array(&[&[0, 1, 1, 0, 0, 1]]).unwrap();
|
||||
//! let y_hat = nb.predict(&x_test).unwrap();
|
||||
//! ```
|
||||
//!
|
||||
@@ -258,7 +258,7 @@ impl<TY: Number + Ord + Unsigned> BernoulliNBDistribution<TY> {
|
||||
/// * `x` - training data.
|
||||
/// * `y` - vector with target values (classes) of length N.
|
||||
/// * `priors` - Optional vector with prior probabilities of the classes. If not defined,
|
||||
/// priors are adjusted according to the data.
|
||||
/// priors are adjusted according to the data.
|
||||
/// * `alpha` - Additive (Laplace/Lidstone) smoothing parameter.
|
||||
/// * `binarize` - Threshold for binarizing.
|
||||
fn fit<TX: Number + PartialOrd, X: Array2<TX>, Y: Array1<TY>>(
|
||||
@@ -402,10 +402,10 @@ impl<TX: Number + PartialOrd, TY: Number + Ord + Unsigned, X: Array2<TX>, Y: Arr
|
||||
{
|
||||
/// Fits BernoulliNB with given data
|
||||
/// * `x` - training data of size NxM where N is the number of samples and M is the number of
|
||||
/// features.
|
||||
/// features.
|
||||
/// * `y` - vector with target values (classes) of length N.
|
||||
/// * `parameters` - additional parameters like class priors, alpha for smoothing and
|
||||
/// binarizing threshold.
|
||||
/// binarizing threshold.
|
||||
pub fn fit(x: &X, y: &Y, parameters: BernoulliNBParameters<TX>) -> Result<Self, Failed> {
|
||||
let distribution = if let Some(threshold) = parameters.binarize {
|
||||
BernoulliNBDistribution::fit(
|
||||
@@ -427,6 +427,7 @@ impl<TX: Number + PartialOrd, TY: Number + Ord + Unsigned, X: Array2<TX>, Y: Arr
|
||||
|
||||
/// Estimates the class labels for the provided data.
|
||||
/// * `x` - data of shape NxM where N is number of data points to estimate and M is number of features.
|
||||
///
|
||||
/// Returns a vector of size N with class estimates.
|
||||
pub fn predict(&self, x: &X) -> Result<Y, Failed> {
|
||||
if let Some(threshold) = self.binarize {
|
||||
@@ -527,7 +528,8 @@ mod tests {
|
||||
&[0.0, 1.0, 0.0, 0.0, 1.0, 0.0],
|
||||
&[0.0, 1.0, 0.0, 1.0, 0.0, 0.0],
|
||||
&[0.0, 1.0, 1.0, 0.0, 0.0, 1.0],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<u32> = vec![0, 0, 0, 1];
|
||||
let bnb = BernoulliNB::fit(&x, &y, Default::default()).unwrap();
|
||||
|
||||
@@ -558,7 +560,7 @@ mod tests {
|
||||
|
||||
// Testing data point is:
|
||||
// Chinese Chinese Chinese Tokyo Japan
|
||||
let x_test = DenseMatrix::from_2d_array(&[&[0.0, 1.0, 1.0, 0.0, 0.0, 1.0]]);
|
||||
let x_test = DenseMatrix::from_2d_array(&[&[0.0, 1.0, 1.0, 0.0, 0.0, 1.0]]).unwrap();
|
||||
let y_hat = bnb.predict(&x_test).unwrap();
|
||||
|
||||
assert_eq!(y_hat, &[1]);
|
||||
@@ -586,7 +588,8 @@ mod tests {
|
||||
&[2, 0, 3, 3, 1, 2, 0, 2, 4, 1],
|
||||
&[2, 4, 0, 4, 2, 4, 1, 3, 1, 4],
|
||||
&[0, 2, 2, 3, 4, 0, 4, 4, 4, 4],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<u32> = vec![2, 2, 0, 0, 0, 2, 1, 1, 0, 1, 0, 0, 2, 0, 2];
|
||||
let bnb = BernoulliNB::fit(&x, &y, Default::default()).unwrap();
|
||||
|
||||
@@ -643,7 +646,8 @@ mod tests {
|
||||
&[0, 1, 0, 0, 1, 0],
|
||||
&[0, 1, 0, 1, 0, 0],
|
||||
&[0, 1, 1, 0, 0, 1],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<u32> = vec![0, 0, 0, 1];
|
||||
|
||||
let bnb = BernoulliNB::fit(&x, &y, Default::default()).unwrap();
|
||||
|
||||
@@ -24,7 +24,7 @@
|
||||
//! &[3, 4, 2, 4],
|
||||
//! &[0, 3, 1, 2],
|
||||
//! &[0, 4, 1, 2],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//! let y: Vec<u32> = vec![0, 0, 1, 1, 1, 0, 1, 0, 1, 1, 1, 1, 1, 0];
|
||||
//!
|
||||
//! let nb = CategoricalNB::fit(&x, &y, Default::default()).unwrap();
|
||||
@@ -95,7 +95,7 @@ impl<T: Number + Unsigned> PartialEq for CategoricalNBDistribution<T> {
|
||||
return false;
|
||||
}
|
||||
for (a_i_j, b_i_j) in a_i.iter().zip(b_i.iter()) {
|
||||
if (*a_i_j - *b_i_j).abs() > std::f64::EPSILON {
|
||||
if (*a_i_j - *b_i_j).abs() > f64::EPSILON {
|
||||
return false;
|
||||
}
|
||||
}
|
||||
@@ -363,7 +363,7 @@ impl<T: Number + Unsigned, X: Array2<T>, Y: Array1<T>> Predictor<X, Y> for Categ
|
||||
impl<T: Number + Unsigned, X: Array2<T>, Y: Array1<T>> CategoricalNB<T, X, Y> {
|
||||
/// Fits CategoricalNB with given data
|
||||
/// * `x` - training data of size NxM where N is the number of samples and M is the number of
|
||||
/// features.
|
||||
/// features.
|
||||
/// * `y` - vector with target values (classes) of length N.
|
||||
/// * `parameters` - additional parameters like alpha for smoothing
|
||||
pub fn fit(x: &X, y: &Y, parameters: CategoricalNBParameters) -> Result<Self, Failed> {
|
||||
@@ -375,6 +375,7 @@ impl<T: Number + Unsigned, X: Array2<T>, Y: Array1<T>> CategoricalNB<T, X, Y> {
|
||||
|
||||
/// Estimates the class labels for the provided data.
|
||||
/// * `x` - data of shape NxM where N is number of data points to estimate and M is number of features.
|
||||
///
|
||||
/// Returns a vector of size N with class estimates.
|
||||
pub fn predict(&self, x: &X) -> Result<Y, Failed> {
|
||||
self.inner.as_ref().unwrap().predict(x)
|
||||
@@ -455,7 +456,8 @@ mod tests {
|
||||
&[1, 1, 1, 1],
|
||||
&[1, 2, 0, 0],
|
||||
&[2, 1, 1, 1],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<u32> = vec![0, 0, 1, 1, 1, 0, 1, 0, 1, 1, 1, 1, 1, 0];
|
||||
|
||||
let cnb = CategoricalNB::fit(&x, &y, Default::default()).unwrap();
|
||||
@@ -513,7 +515,7 @@ mod tests {
|
||||
]
|
||||
);
|
||||
|
||||
let x_test = DenseMatrix::from_2d_array(&[&[0, 2, 1, 0], &[2, 2, 0, 0]]);
|
||||
let x_test = DenseMatrix::from_2d_array(&[&[0, 2, 1, 0], &[2, 2, 0, 0]]).unwrap();
|
||||
let y_hat = cnb.predict(&x_test).unwrap();
|
||||
assert_eq!(y_hat, vec![0, 1]);
|
||||
}
|
||||
@@ -539,7 +541,8 @@ mod tests {
|
||||
&[3, 4, 2, 4],
|
||||
&[0, 3, 1, 2],
|
||||
&[0, 4, 1, 2],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<u32> = vec![0, 0, 1, 1, 1, 0, 1, 0, 1, 1, 1, 1, 1, 0];
|
||||
|
||||
let cnb = CategoricalNB::fit(&x, &y, Default::default()).unwrap();
|
||||
@@ -571,7 +574,8 @@ mod tests {
|
||||
&[3, 4, 2, 4],
|
||||
&[0, 3, 1, 2],
|
||||
&[0, 4, 1, 2],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let y: Vec<u32> = vec![0, 0, 1, 1, 1, 0, 1, 0, 1, 1, 1, 1, 1, 0];
|
||||
let cnb = CategoricalNB::fit(&x, &y, Default::default()).unwrap();
|
||||
|
||||
@@ -16,7 +16,7 @@
|
||||
//! &[ 1., 1.],
|
||||
//! &[ 2., 1.],
|
||||
//! &[ 3., 2.],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//! let y: Vec<u32> = vec![1, 1, 1, 2, 2, 2];
|
||||
//!
|
||||
//! let nb = GaussianNB::fit(&x, &y, Default::default()).unwrap();
|
||||
@@ -175,7 +175,7 @@ impl<TY: Number + Ord + Unsigned> GaussianNBDistribution<TY> {
|
||||
/// * `x` - training data.
|
||||
/// * `y` - vector with target values (classes) of length N.
|
||||
/// * `priors` - Optional vector with prior probabilities of the classes. If not defined,
|
||||
/// priors are adjusted according to the data.
|
||||
/// priors are adjusted according to the data.
|
||||
pub fn fit<TX: Number + RealNumber, X: Array2<TX>, Y: Array1<TY>>(
|
||||
x: &X,
|
||||
y: &Y,
|
||||
@@ -317,7 +317,7 @@ impl<TX: Number + RealNumber, TY: Number + Ord + Unsigned, X: Array2<TX>, Y: Arr
|
||||
{
|
||||
/// Fits GaussianNB with given data
|
||||
/// * `x` - training data of size NxM where N is the number of samples and M is the number of
|
||||
/// features.
|
||||
/// features.
|
||||
/// * `y` - vector with target values (classes) of length N.
|
||||
/// * `parameters` - additional parameters like class priors.
|
||||
pub fn fit(x: &X, y: &Y, parameters: GaussianNBParameters) -> Result<Self, Failed> {
|
||||
@@ -328,6 +328,7 @@ impl<TX: Number + RealNumber, TY: Number + Ord + Unsigned, X: Array2<TX>, Y: Arr
|
||||
|
||||
/// Estimates the class labels for the provided data.
|
||||
/// * `x` - data of shape NxM where N is number of data points to estimate and M is number of features.
|
||||
///
|
||||
/// Returns a vector of size N with class estimates.
|
||||
pub fn predict(&self, x: &X) -> Result<Y, Failed> {
|
||||
self.inner.as_ref().unwrap().predict(x)
|
||||
@@ -395,7 +396,8 @@ mod tests {
|
||||
&[1., 1.],
|
||||
&[2., 1.],
|
||||
&[3., 2.],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<u32> = vec![1, 1, 1, 2, 2, 2];
|
||||
|
||||
let gnb = GaussianNB::fit(&x, &y, Default::default()).unwrap();
|
||||
@@ -435,7 +437,8 @@ mod tests {
|
||||
&[1., 1.],
|
||||
&[2., 1.],
|
||||
&[3., 2.],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<u32> = vec![1, 1, 1, 2, 2, 2];
|
||||
|
||||
let priors = vec![0.3, 0.7];
|
||||
@@ -462,7 +465,8 @@ mod tests {
|
||||
&[1., 1.],
|
||||
&[2., 1.],
|
||||
&[3., 2.],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<u32> = vec![1, 1, 1, 2, 2, 2];
|
||||
|
||||
let gnb = GaussianNB::fit(&x, &y, Default::default()).unwrap();
|
||||
|
||||
+85
-10
@@ -40,7 +40,7 @@ use crate::linalg::basic::arrays::{Array1, Array2, ArrayView1};
|
||||
use crate::numbers::basenum::Number;
|
||||
#[cfg(feature = "serde")]
|
||||
use serde::{Deserialize, Serialize};
|
||||
use std::marker::PhantomData;
|
||||
use std::{cmp::Ordering, marker::PhantomData};
|
||||
|
||||
/// Distribution used in the Naive Bayes classifier.
|
||||
pub(crate) trait NBDistribution<X: Number, Y: Number>: Clone {
|
||||
@@ -89,14 +89,14 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>, D: NBDistribution<TX,
|
||||
|
||||
/// Estimates the class labels for the provided data.
|
||||
/// * `x` - data of shape NxM where N is number of data points to estimate and M is number of features.
|
||||
///
|
||||
/// Returns a vector of size N with class estimates.
|
||||
pub fn predict(&self, x: &X) -> Result<Y, Failed> {
|
||||
let y_classes = self.distribution.classes();
|
||||
let (rows, _) = x.shape();
|
||||
let predictions = (0..rows)
|
||||
.map(|row_index| {
|
||||
let row = x.get_row(row_index);
|
||||
let (prediction, _probability) = y_classes
|
||||
let predictions = x
|
||||
.row_iter()
|
||||
.map(|row| {
|
||||
y_classes
|
||||
.iter()
|
||||
.enumerate()
|
||||
.map(|(class_index, class)| {
|
||||
@@ -106,11 +106,26 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>, D: NBDistribution<TX,
|
||||
+ self.distribution.prior(class_index).ln(),
|
||||
)
|
||||
})
|
||||
.max_by(|(_, p1), (_, p2)| p1.partial_cmp(p2).unwrap())
|
||||
.unwrap();
|
||||
*prediction
|
||||
// For some reason, the max_by method cannot use NaNs for finding the maximum value, it panics.
|
||||
// NaN must be considered as minimum values,
|
||||
// therefore it's like NaNs would not be considered for choosing the maximum value.
|
||||
// So we need to handle this case for avoiding panicking by using `Option::unwrap`.
|
||||
.max_by(|(_, p1), (_, p2)| match p1.partial_cmp(p2) {
|
||||
Some(ordering) => ordering,
|
||||
None => {
|
||||
if p1.is_nan() {
|
||||
Ordering::Less
|
||||
} else if p2.is_nan() {
|
||||
Ordering::Greater
|
||||
} else {
|
||||
Ordering::Equal
|
||||
}
|
||||
}
|
||||
})
|
||||
.map(|(prediction, _probability)| *prediction)
|
||||
.ok_or_else(|| Failed::predict("Failed to predict, there is no result"))
|
||||
})
|
||||
.collect::<Vec<TY>>();
|
||||
.collect::<Result<Vec<TY>, Failed>>()?;
|
||||
let y_hat = Y::from_vec_slice(&predictions);
|
||||
Ok(y_hat)
|
||||
}
|
||||
@@ -119,3 +134,63 @@ pub mod bernoulli;
|
||||
pub mod categorical;
|
||||
pub mod gaussian;
|
||||
pub mod multinomial;
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
use crate::linalg::basic::arrays::Array;
|
||||
use crate::linalg::basic::matrix::DenseMatrix;
|
||||
use num_traits::float::Float;
|
||||
|
||||
type Model<'d> = BaseNaiveBayes<i32, i32, DenseMatrix<i32>, Vec<i32>, TestDistribution<'d>>;
|
||||
|
||||
#[derive(Debug, PartialEq, Clone)]
|
||||
struct TestDistribution<'d>(&'d Vec<i32>);
|
||||
|
||||
impl NBDistribution<i32, i32> for TestDistribution<'_> {
|
||||
fn prior(&self, _class_index: usize) -> f64 {
|
||||
1.
|
||||
}
|
||||
|
||||
fn log_likelihood<'a>(
|
||||
&'a self,
|
||||
class_index: usize,
|
||||
_j: &'a Box<dyn ArrayView1<i32> + 'a>,
|
||||
) -> f64 {
|
||||
match self.0.get(class_index) {
|
||||
&v @ 2 | &v @ 10 | &v @ 20 => v as f64,
|
||||
_ => f64::nan(),
|
||||
}
|
||||
}
|
||||
|
||||
fn classes(&self) -> &Vec<i32> {
|
||||
self.0
|
||||
}
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_predict() {
|
||||
let matrix = DenseMatrix::from_2d_array(&[&[1, 2, 3], &[4, 5, 6], &[7, 8, 9]]).unwrap();
|
||||
|
||||
let val = vec![];
|
||||
match Model::fit(TestDistribution(&val)).unwrap().predict(&matrix) {
|
||||
Ok(_) => panic!("Should return error in case of empty classes"),
|
||||
Err(err) => assert_eq!(
|
||||
err.to_string(),
|
||||
"Predict failed: Failed to predict, there is no result"
|
||||
),
|
||||
}
|
||||
|
||||
let val = vec![1, 2, 3];
|
||||
match Model::fit(TestDistribution(&val)).unwrap().predict(&matrix) {
|
||||
Ok(r) => assert_eq!(r, vec![2, 2, 2]),
|
||||
Err(_) => panic!("Should success in normal case with NaNs"),
|
||||
}
|
||||
|
||||
let val = vec![20, 2, 10];
|
||||
match Model::fit(TestDistribution(&val)).unwrap().predict(&matrix) {
|
||||
Ok(r) => assert_eq!(r, vec![20, 20, 20]),
|
||||
Err(_) => panic!("Should success in normal case without NaNs"),
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
@@ -20,13 +20,13 @@
|
||||
//! &[0, 2, 0, 0, 1, 0],
|
||||
//! &[0, 1, 0, 1, 0, 0],
|
||||
//! &[0, 1, 1, 0, 0, 1],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//! let y: Vec<u32> = vec![0, 0, 0, 1];
|
||||
//! let nb = MultinomialNB::fit(&x, &y, Default::default()).unwrap();
|
||||
//!
|
||||
//! // Testing data point is:
|
||||
//! // Chinese Chinese Chinese Tokyo Japan
|
||||
//! let x_test = DenseMatrix::from_2d_array(&[&[0, 3, 1, 0, 0, 1]]);
|
||||
//! let x_test = DenseMatrix::from_2d_array(&[&[0, 3, 1, 0, 0, 1]]).unwrap();
|
||||
//! let y_hat = nb.predict(&x_test).unwrap();
|
||||
//! ```
|
||||
//!
|
||||
@@ -208,7 +208,7 @@ impl<TY: Number + Ord + Unsigned> MultinomialNBDistribution<TY> {
|
||||
/// * `x` - training data.
|
||||
/// * `y` - vector with target values (classes) of length N.
|
||||
/// * `priors` - Optional vector with prior probabilities of the classes. If not defined,
|
||||
/// priors are adjusted according to the data.
|
||||
/// priors are adjusted according to the data.
|
||||
/// * `alpha` - Additive (Laplace/Lidstone) smoothing parameter.
|
||||
pub fn fit<TX: Number + Unsigned, X: Array2<TX>, Y: Array1<TY>>(
|
||||
x: &X,
|
||||
@@ -345,10 +345,10 @@ impl<TX: Number + Unsigned, TY: Number + Ord + Unsigned, X: Array2<TX>, Y: Array
|
||||
{
|
||||
/// Fits MultinomialNB with given data
|
||||
/// * `x` - training data of size NxM where N is the number of samples and M is the number of
|
||||
/// features.
|
||||
/// features.
|
||||
/// * `y` - vector with target values (classes) of length N.
|
||||
/// * `parameters` - additional parameters like class priors, alpha for smoothing and
|
||||
/// binarizing threshold.
|
||||
/// binarizing threshold.
|
||||
pub fn fit(x: &X, y: &Y, parameters: MultinomialNBParameters) -> Result<Self, Failed> {
|
||||
let distribution =
|
||||
MultinomialNBDistribution::fit(x, y, parameters.alpha, parameters.priors)?;
|
||||
@@ -358,6 +358,7 @@ impl<TX: Number + Unsigned, TY: Number + Ord + Unsigned, X: Array2<TX>, Y: Array
|
||||
|
||||
/// Estimates the class labels for the provided data.
|
||||
/// * `x` - data of shape NxM where N is number of data points to estimate and M is number of features.
|
||||
///
|
||||
/// Returns a vector of size N with class estimates.
|
||||
pub fn predict(&self, x: &X) -> Result<Y, Failed> {
|
||||
self.inner.as_ref().unwrap().predict(x)
|
||||
@@ -433,7 +434,8 @@ mod tests {
|
||||
&[0, 2, 0, 0, 1, 0],
|
||||
&[0, 1, 0, 1, 0, 0],
|
||||
&[0, 1, 1, 0, 0, 1],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<u32> = vec![0, 0, 0, 1];
|
||||
let mnb = MultinomialNB::fit(&x, &y, Default::default()).unwrap();
|
||||
|
||||
@@ -467,7 +469,7 @@ mod tests {
|
||||
|
||||
// Testing data point is:
|
||||
// Chinese Chinese Chinese Tokyo Japan
|
||||
let x_test = DenseMatrix::<u32>::from_2d_array(&[&[0, 3, 1, 0, 0, 1]]);
|
||||
let x_test = DenseMatrix::<u32>::from_2d_array(&[&[0, 3, 1, 0, 0, 1]]).unwrap();
|
||||
let y_hat = mnb.predict(&x_test).unwrap();
|
||||
|
||||
assert_eq!(y_hat, &[0]);
|
||||
@@ -495,7 +497,8 @@ mod tests {
|
||||
&[2, 0, 3, 3, 1, 2, 0, 2, 4, 1],
|
||||
&[2, 4, 0, 4, 2, 4, 1, 3, 1, 4],
|
||||
&[0, 2, 2, 3, 4, 0, 4, 4, 4, 4],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<u32> = vec![2, 2, 0, 0, 0, 2, 1, 1, 0, 1, 0, 0, 2, 0, 2];
|
||||
let nb = MultinomialNB::fit(&x, &y, Default::default()).unwrap();
|
||||
|
||||
@@ -554,7 +557,8 @@ mod tests {
|
||||
&[0, 1, 0, 0, 1, 0],
|
||||
&[0, 1, 0, 1, 0, 0],
|
||||
&[0, 1, 1, 0, 0, 1],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y = vec![0, 0, 0, 1];
|
||||
|
||||
let mnb = MultinomialNB::fit(&x, &y, Default::default()).unwrap();
|
||||
|
||||
@@ -22,7 +22,7 @@
|
||||
//! &[3., 4.],
|
||||
//! &[5., 6.],
|
||||
//! &[7., 8.],
|
||||
//! &[9., 10.]]);
|
||||
//! &[9., 10.]]).unwrap();
|
||||
//! let y = vec![2, 2, 2, 3, 3]; //your class labels
|
||||
//!
|
||||
//! let knn = KNNClassifier::fit(&x, &y, Default::default()).unwrap();
|
||||
@@ -211,7 +211,7 @@ impl<TX: Number, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>, D: Distance<Vec
|
||||
{
|
||||
/// Fits KNN classifier to a NxM matrix where N is number of samples and M is number of features.
|
||||
/// * `x` - training data
|
||||
/// * `y` - vector with target values (classes) of length N
|
||||
/// * `y` - vector with target values (classes) of length N
|
||||
/// * `parameters` - additional parameters like search algorithm and k
|
||||
pub fn fit(
|
||||
x: &X,
|
||||
@@ -261,6 +261,7 @@ impl<TX: Number, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>, D: Distance<Vec
|
||||
|
||||
/// Estimates the class labels for the provided data.
|
||||
/// * `x` - data of shape NxM where N is number of data points to estimate and M is number of features.
|
||||
///
|
||||
/// Returns a vector of size N with class estimates.
|
||||
pub fn predict(&self, x: &X) -> Result<Y, Failed> {
|
||||
let mut result = Y::zeros(x.shape().0);
|
||||
@@ -311,7 +312,8 @@ mod tests {
|
||||
#[test]
|
||||
fn knn_fit_predict() {
|
||||
let x =
|
||||
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]]);
|
||||
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]])
|
||||
.unwrap();
|
||||
let y = vec![2, 2, 2, 3, 3];
|
||||
let knn = KNNClassifier::fit(&x, &y, Default::default()).unwrap();
|
||||
let y_hat = knn.predict(&x).unwrap();
|
||||
@@ -325,7 +327,7 @@ mod tests {
|
||||
)]
|
||||
#[test]
|
||||
fn knn_fit_predict_weighted() {
|
||||
let x = DenseMatrix::from_2d_array(&[&[1.], &[2.], &[3.], &[4.], &[5.]]);
|
||||
let x = DenseMatrix::from_2d_array(&[&[1.], &[2.], &[3.], &[4.], &[5.]]).unwrap();
|
||||
let y = vec![2, 2, 2, 3, 3];
|
||||
let knn = KNNClassifier::fit(
|
||||
&x,
|
||||
@@ -336,7 +338,9 @@ mod tests {
|
||||
.with_weight(KNNWeightFunction::Distance),
|
||||
)
|
||||
.unwrap();
|
||||
let y_hat = knn.predict(&DenseMatrix::from_2d_array(&[&[4.1]])).unwrap();
|
||||
let y_hat = knn
|
||||
.predict(&DenseMatrix::from_2d_array(&[&[4.1]]).unwrap())
|
||||
.unwrap();
|
||||
assert_eq!(vec![3], y_hat);
|
||||
}
|
||||
|
||||
@@ -348,7 +352,8 @@ mod tests {
|
||||
#[cfg(feature = "serde")]
|
||||
fn serde() {
|
||||
let x =
|
||||
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]]);
|
||||
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]])
|
||||
.unwrap();
|
||||
let y = vec![2, 2, 2, 3, 3];
|
||||
|
||||
let knn = KNNClassifier::fit(&x, &y, Default::default()).unwrap();
|
||||
|
||||
@@ -24,7 +24,7 @@
|
||||
//! &[2., 2.],
|
||||
//! &[3., 3.],
|
||||
//! &[4., 4.],
|
||||
//! &[5., 5.]]);
|
||||
//! &[5., 5.]]).unwrap();
|
||||
//! let y = vec![1., 2., 3., 4., 5.]; //your target values
|
||||
//!
|
||||
//! let knn = KNNRegressor::fit(&x, &y, Default::default()).unwrap();
|
||||
@@ -88,25 +88,21 @@ pub struct KNNRegressor<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>, D:
|
||||
impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>, D: Distance<Vec<TX>>>
|
||||
KNNRegressor<TX, TY, X, Y, D>
|
||||
{
|
||||
///
|
||||
fn y(&self) -> &Y {
|
||||
self.y.as_ref().unwrap()
|
||||
}
|
||||
|
||||
///
|
||||
fn knn_algorithm(&self) -> &KNNAlgorithm<TX, D> {
|
||||
self.knn_algorithm
|
||||
.as_ref()
|
||||
.expect("Missing parameter: KNNAlgorithm")
|
||||
}
|
||||
|
||||
///
|
||||
fn weight(&self) -> &KNNWeightFunction {
|
||||
self.weight.as_ref().expect("Missing parameter: weight")
|
||||
}
|
||||
|
||||
#[allow(dead_code)]
|
||||
///
|
||||
fn k(&self) -> usize {
|
||||
self.k.unwrap()
|
||||
}
|
||||
@@ -207,7 +203,7 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>, D: Distance<Vec<TX>>>
|
||||
{
|
||||
/// Fits KNN regressor to a NxM matrix where N is number of samples and M is number of features.
|
||||
/// * `x` - training data
|
||||
/// * `y` - vector with real values
|
||||
/// * `y` - vector with real values
|
||||
/// * `parameters` - additional parameters like search algorithm and k
|
||||
pub fn fit(
|
||||
x: &X,
|
||||
@@ -250,6 +246,7 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>, D: Distance<Vec<TX>>>
|
||||
|
||||
/// Predict the target for the provided data.
|
||||
/// * `x` - data of shape NxM where N is number of data points to estimate and M is number of features.
|
||||
///
|
||||
/// Returns a vector of size N with estimates.
|
||||
pub fn predict(&self, x: &X) -> Result<Y, Failed> {
|
||||
let mut result = Y::zeros(x.shape().0);
|
||||
@@ -295,9 +292,10 @@ mod tests {
|
||||
#[test]
|
||||
fn knn_fit_predict_weighted() {
|
||||
let x =
|
||||
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]]);
|
||||
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]])
|
||||
.unwrap();
|
||||
let y: Vec<f64> = vec![1., 2., 3., 4., 5.];
|
||||
let y_exp = vec![1., 2., 3., 4., 5.];
|
||||
let y_exp = [1., 2., 3., 4., 5.];
|
||||
let knn = KNNRegressor::fit(
|
||||
&x,
|
||||
&y,
|
||||
@@ -311,7 +309,7 @@ mod tests {
|
||||
let y_hat = knn.predict(&x).unwrap();
|
||||
assert_eq!(5, Vec::len(&y_hat));
|
||||
for i in 0..y_hat.len() {
|
||||
assert!((y_hat[i] - y_exp[i]).abs() < std::f64::EPSILON);
|
||||
assert!((y_hat[i] - y_exp[i]).abs() < f64::EPSILON);
|
||||
}
|
||||
}
|
||||
|
||||
@@ -322,9 +320,10 @@ mod tests {
|
||||
#[test]
|
||||
fn knn_fit_predict_uniform() {
|
||||
let x =
|
||||
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]]);
|
||||
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]])
|
||||
.unwrap();
|
||||
let y: Vec<f64> = vec![1., 2., 3., 4., 5.];
|
||||
let y_exp = vec![2., 2., 3., 4., 4.];
|
||||
let y_exp = [2., 2., 3., 4., 4.];
|
||||
let knn = KNNRegressor::fit(&x, &y, Default::default()).unwrap();
|
||||
let y_hat = knn.predict(&x).unwrap();
|
||||
assert_eq!(5, Vec::len(&y_hat));
|
||||
@@ -341,7 +340,8 @@ mod tests {
|
||||
#[cfg(feature = "serde")]
|
||||
fn serde() {
|
||||
let x =
|
||||
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]]);
|
||||
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]])
|
||||
.unwrap();
|
||||
let y = vec![1., 2., 3., 4., 5.];
|
||||
|
||||
let knn = KNNRegressor::fit(&x, &y, Default::default()).unwrap();
|
||||
|
||||
@@ -1,5 +1,3 @@
|
||||
// TODO: missing documentation
|
||||
|
||||
use std::default::Default;
|
||||
|
||||
use crate::linalg::basic::arrays::Array1;
|
||||
@@ -8,30 +6,27 @@ use crate::optimization::first_order::{FirstOrderOptimizer, OptimizerResult};
|
||||
use crate::optimization::line_search::LineSearchMethod;
|
||||
use crate::optimization::{DF, F};
|
||||
|
||||
///
|
||||
/// Gradient Descent optimization algorithm
|
||||
pub struct GradientDescent {
|
||||
///
|
||||
/// Maximum number of iterations
|
||||
pub max_iter: usize,
|
||||
///
|
||||
/// Relative tolerance for the gradient norm
|
||||
pub g_rtol: f64,
|
||||
///
|
||||
/// Absolute tolerance for the gradient norm
|
||||
pub g_atol: f64,
|
||||
}
|
||||
|
||||
///
|
||||
impl Default for GradientDescent {
|
||||
fn default() -> Self {
|
||||
GradientDescent {
|
||||
max_iter: 10000,
|
||||
g_rtol: std::f64::EPSILON.sqrt(),
|
||||
g_atol: std::f64::EPSILON,
|
||||
g_rtol: f64::EPSILON.sqrt(),
|
||||
g_atol: f64::EPSILON,
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
///
|
||||
impl<T: FloatNumber> FirstOrderOptimizer<T> for GradientDescent {
|
||||
///
|
||||
fn optimize<'a, X: Array1<T>, LS: LineSearchMethod<T>>(
|
||||
&self,
|
||||
f: &'a F<'_, T, X>,
|
||||
|
||||
@@ -11,31 +11,29 @@ use crate::optimization::first_order::{FirstOrderOptimizer, OptimizerResult};
|
||||
use crate::optimization::line_search::LineSearchMethod;
|
||||
use crate::optimization::{DF, F};
|
||||
|
||||
///
|
||||
/// Limited-memory BFGS optimization algorithm
|
||||
pub struct LBFGS {
|
||||
///
|
||||
/// Maximum number of iterations
|
||||
pub max_iter: usize,
|
||||
///
|
||||
/// TODO: Add documentation
|
||||
pub g_rtol: f64,
|
||||
///
|
||||
/// TODO: Add documentation
|
||||
pub g_atol: f64,
|
||||
///
|
||||
/// TODO: Add documentation
|
||||
pub x_atol: f64,
|
||||
///
|
||||
/// TODO: Add documentation
|
||||
pub x_rtol: f64,
|
||||
///
|
||||
/// TODO: Add documentation
|
||||
pub f_abstol: f64,
|
||||
///
|
||||
/// TODO: Add documentation
|
||||
pub f_reltol: f64,
|
||||
///
|
||||
/// TODO: Add documentation
|
||||
pub successive_f_tol: usize,
|
||||
///
|
||||
/// TODO: Add documentation
|
||||
pub m: usize,
|
||||
}
|
||||
|
||||
///
|
||||
impl Default for LBFGS {
|
||||
///
|
||||
fn default() -> Self {
|
||||
LBFGS {
|
||||
max_iter: 1000,
|
||||
@@ -51,9 +49,7 @@ impl Default for LBFGS {
|
||||
}
|
||||
}
|
||||
|
||||
///
|
||||
impl LBFGS {
|
||||
///
|
||||
fn two_loops<T: FloatNumber + RealNumber, X: Array1<T>>(&self, state: &mut LBFGSState<T, X>) {
|
||||
let lower = state.iteration.max(self.m) - self.m;
|
||||
let upper = state.iteration;
|
||||
@@ -95,7 +91,6 @@ impl LBFGS {
|
||||
state.s.mul_scalar_mut(-T::one());
|
||||
}
|
||||
|
||||
///
|
||||
fn init_state<T: FloatNumber + RealNumber, X: Array1<T>>(&self, x: &X) -> LBFGSState<T, X> {
|
||||
LBFGSState {
|
||||
x: x.clone(),
|
||||
@@ -119,7 +114,6 @@ impl LBFGS {
|
||||
}
|
||||
}
|
||||
|
||||
///
|
||||
fn update_state<'a, T: FloatNumber + RealNumber, X: Array1<T>, LS: LineSearchMethod<T>>(
|
||||
&self,
|
||||
f: &'a F<'_, T, X>,
|
||||
@@ -161,7 +155,6 @@ impl LBFGS {
|
||||
df(&mut state.x_df, &state.x);
|
||||
}
|
||||
|
||||
///
|
||||
fn assess_convergence<T: FloatNumber, X: Array1<T>>(
|
||||
&self,
|
||||
state: &mut LBFGSState<T, X>,
|
||||
@@ -173,7 +166,7 @@ impl LBFGS {
|
||||
}
|
||||
|
||||
if state.x.max_diff(&state.x_prev)
|
||||
<= T::from_f64(self.x_rtol * state.x.norm(std::f64::INFINITY)).unwrap()
|
||||
<= T::from_f64(self.x_rtol * state.x.norm(f64::INFINITY)).unwrap()
|
||||
{
|
||||
x_converged = true;
|
||||
}
|
||||
@@ -188,14 +181,13 @@ impl LBFGS {
|
||||
state.counter_f_tol += 1;
|
||||
}
|
||||
|
||||
if state.x_df.norm(std::f64::INFINITY) <= self.g_atol {
|
||||
if state.x_df.norm(f64::INFINITY) <= self.g_atol {
|
||||
g_converged = true;
|
||||
}
|
||||
|
||||
g_converged || x_converged || state.counter_f_tol > self.successive_f_tol
|
||||
}
|
||||
|
||||
///
|
||||
fn update_hessian<T: FloatNumber, X: Array1<T>>(
|
||||
&self,
|
||||
_: &DF<'_, X>,
|
||||
@@ -212,7 +204,6 @@ impl LBFGS {
|
||||
}
|
||||
}
|
||||
|
||||
///
|
||||
#[derive(Debug)]
|
||||
struct LBFGSState<T: FloatNumber, X: Array1<T>> {
|
||||
x: X,
|
||||
@@ -234,9 +225,7 @@ struct LBFGSState<T: FloatNumber, X: Array1<T>> {
|
||||
alpha: T,
|
||||
}
|
||||
|
||||
///
|
||||
impl<T: FloatNumber + RealNumber> FirstOrderOptimizer<T> for LBFGS {
|
||||
///
|
||||
fn optimize<'a, X: Array1<T>, LS: LineSearchMethod<T>>(
|
||||
&self,
|
||||
f: &F<'_, T, X>,
|
||||
@@ -248,7 +237,7 @@ impl<T: FloatNumber + RealNumber> FirstOrderOptimizer<T> for LBFGS {
|
||||
|
||||
df(&mut state.x_df, x0);
|
||||
|
||||
let g_converged = state.x_df.norm(std::f64::INFINITY) < self.g_atol;
|
||||
let g_converged = state.x_df.norm(f64::INFINITY) < self.g_atol;
|
||||
let mut converged = g_converged;
|
||||
let stopped = false;
|
||||
|
||||
@@ -299,7 +288,7 @@ mod tests {
|
||||
|
||||
let result = optimizer.optimize(&f, &df, &x0, &ls);
|
||||
|
||||
assert!((result.f_x - 0.0).abs() < std::f64::EPSILON);
|
||||
assert!((result.f_x - 0.0).abs() < f64::EPSILON);
|
||||
assert!((result.x[0] - 1.0).abs() < 1e-8);
|
||||
assert!((result.x[1] - 1.0).abs() < 1e-8);
|
||||
assert!(result.iterations <= 24);
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
///
|
||||
/// Gradient descent optimization algorithm
|
||||
pub mod gradient_descent;
|
||||
///
|
||||
/// Limited-memory BFGS optimization algorithm
|
||||
pub mod lbfgs;
|
||||
|
||||
use std::clone::Clone;
|
||||
@@ -11,9 +11,9 @@ use crate::numbers::floatnum::FloatNumber;
|
||||
use crate::optimization::line_search::LineSearchMethod;
|
||||
use crate::optimization::{DF, F};
|
||||
|
||||
///
|
||||
/// First-order optimization is a class of algorithms that use the first derivative of a function to find optimal solutions.
|
||||
pub trait FirstOrderOptimizer<T: FloatNumber> {
|
||||
///
|
||||
/// run first order optimization
|
||||
fn optimize<'a, X: Array1<T>, LS: LineSearchMethod<T>>(
|
||||
&self,
|
||||
f: &F<'_, T, X>,
|
||||
@@ -23,13 +23,13 @@ pub trait FirstOrderOptimizer<T: FloatNumber> {
|
||||
) -> OptimizerResult<T, X>;
|
||||
}
|
||||
|
||||
///
|
||||
/// Result of optimization
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct OptimizerResult<T: FloatNumber, X: Array1<T>> {
|
||||
///
|
||||
/// Solution
|
||||
pub x: X,
|
||||
///
|
||||
/// f(x) value
|
||||
pub f_x: T,
|
||||
///
|
||||
/// number of iterations
|
||||
pub iterations: usize,
|
||||
}
|
||||
|
||||
@@ -1,11 +1,9 @@
|
||||
// TODO: missing documentation
|
||||
|
||||
use crate::optimization::FunctionOrder;
|
||||
use num_traits::Float;
|
||||
|
||||
///
|
||||
/// Line search optimization.
|
||||
pub trait LineSearchMethod<T: Float> {
|
||||
///
|
||||
/// Find alpha that satisfies strong Wolfe conditions.
|
||||
fn search(
|
||||
&self,
|
||||
f: &(dyn Fn(T) -> T),
|
||||
@@ -16,32 +14,31 @@ pub trait LineSearchMethod<T: Float> {
|
||||
) -> LineSearchResult<T>;
|
||||
}
|
||||
|
||||
///
|
||||
/// Line search result
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct LineSearchResult<T: Float> {
|
||||
///
|
||||
/// Alpha value
|
||||
pub alpha: T,
|
||||
///
|
||||
/// f(alpha) value
|
||||
pub f_x: T,
|
||||
}
|
||||
|
||||
///
|
||||
/// Backtracking line search method.
|
||||
pub struct Backtracking<T: Float> {
|
||||
///
|
||||
/// TODO: Add documentation
|
||||
pub c1: T,
|
||||
///
|
||||
/// Maximum number of iterations for Backtracking single run
|
||||
pub max_iterations: usize,
|
||||
///
|
||||
/// TODO: Add documentation
|
||||
pub max_infinity_iterations: usize,
|
||||
///
|
||||
/// TODO: Add documentation
|
||||
pub phi: T,
|
||||
///
|
||||
/// TODO: Add documentation
|
||||
pub plo: T,
|
||||
///
|
||||
/// function order
|
||||
pub order: FunctionOrder,
|
||||
}
|
||||
|
||||
///
|
||||
impl<T: Float> Default for Backtracking<T> {
|
||||
fn default() -> Self {
|
||||
Backtracking {
|
||||
@@ -55,9 +52,7 @@ impl<T: Float> Default for Backtracking<T> {
|
||||
}
|
||||
}
|
||||
|
||||
///
|
||||
impl<T: Float> LineSearchMethod<T> for Backtracking<T> {
|
||||
///
|
||||
fn search(
|
||||
&self,
|
||||
f: &(dyn Fn(T) -> T),
|
||||
|
||||
@@ -1,21 +1,19 @@
|
||||
// TODO: missing documentation
|
||||
|
||||
///
|
||||
/// first order optimization algorithms
|
||||
pub mod first_order;
|
||||
///
|
||||
/// line search algorithms
|
||||
pub mod line_search;
|
||||
|
||||
///
|
||||
/// Function f(x) = y
|
||||
pub type F<'a, T, X> = dyn for<'b> Fn(&'b X) -> T + 'a;
|
||||
///
|
||||
/// Function df(x)
|
||||
pub type DF<'a, X> = dyn for<'b> Fn(&'b mut X, &'b X) + 'a;
|
||||
|
||||
///
|
||||
/// Function order
|
||||
#[allow(clippy::upper_case_acronyms)]
|
||||
#[derive(Debug, PartialEq, Eq)]
|
||||
pub enum FunctionOrder {
|
||||
///
|
||||
/// Second order
|
||||
SECOND,
|
||||
///
|
||||
/// Third order
|
||||
THIRD,
|
||||
}
|
||||
|
||||
@@ -12,7 +12,7 @@
|
||||
//! &[1.5, 2.0, 1.5, 4.0],
|
||||
//! &[1.5, 1.0, 1.5, 5.0],
|
||||
//! &[1.5, 2.0, 1.5, 6.0],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//! let encoder_params = OneHotEncoderParams::from_cat_idx(&[1, 3]);
|
||||
//! // Infer number of categories from data and return a reusable encoder
|
||||
//! let encoder = OneHotEncoder::fit(&data, encoder_params).unwrap();
|
||||
@@ -240,14 +240,16 @@ mod tests {
|
||||
&[2.0, 1.5, 4.0],
|
||||
&[1.0, 1.5, 5.0],
|
||||
&[2.0, 1.5, 6.0],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let oh_enc = DenseMatrix::from_2d_array(&[
|
||||
&[1.0, 0.0, 1.5, 1.0, 0.0, 0.0, 0.0],
|
||||
&[0.0, 1.0, 1.5, 0.0, 1.0, 0.0, 0.0],
|
||||
&[1.0, 0.0, 1.5, 0.0, 0.0, 1.0, 0.0],
|
||||
&[0.0, 1.0, 1.5, 0.0, 0.0, 0.0, 1.0],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
(orig, oh_enc)
|
||||
}
|
||||
@@ -259,14 +261,16 @@ mod tests {
|
||||
&[1.5, 2.0, 1.5, 4.0],
|
||||
&[1.5, 1.0, 1.5, 5.0],
|
||||
&[1.5, 2.0, 1.5, 6.0],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let oh_enc = DenseMatrix::from_2d_array(&[
|
||||
&[1.5, 1.0, 0.0, 1.5, 1.0, 0.0, 0.0, 0.0],
|
||||
&[1.5, 0.0, 1.0, 1.5, 0.0, 1.0, 0.0, 0.0],
|
||||
&[1.5, 1.0, 0.0, 1.5, 0.0, 0.0, 1.0, 0.0],
|
||||
&[1.5, 0.0, 1.0, 1.5, 0.0, 0.0, 0.0, 1.0],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
(orig, oh_enc)
|
||||
}
|
||||
@@ -277,7 +281,7 @@ mod tests {
|
||||
)]
|
||||
#[test]
|
||||
fn hash_encode_f64_series() {
|
||||
let series = vec![3.0, 1.0, 2.0, 1.0];
|
||||
let series = [3.0, 1.0, 2.0, 1.0];
|
||||
let hashable_series: Vec<CategoricalFloat> =
|
||||
series.iter().map(|v| v.to_category()).collect();
|
||||
let enc = CategoryMapper::from_positional_category_vec(hashable_series);
|
||||
@@ -334,7 +338,8 @@ mod tests {
|
||||
&[2.0, 1.5, 4.0],
|
||||
&[1.0, 1.5, 5.0],
|
||||
&[2.0, 1.5, 6.0],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let params = OneHotEncoderParams::from_cat_idx(&[1]);
|
||||
let result = OneHotEncoder::fit(&m, params);
|
||||
|
||||
@@ -11,7 +11,7 @@
|
||||
//! vec![0.0, 0.0],
|
||||
//! vec![1.0, 1.0],
|
||||
//! vec![1.0, 1.0],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//!
|
||||
//! let standard_scaler =
|
||||
//! numerical::StandardScaler::fit(&data, numerical::StandardScalerParameters::default())
|
||||
@@ -24,7 +24,7 @@
|
||||
//! vec![-1.0, -1.0],
|
||||
//! vec![1.0, 1.0],
|
||||
//! vec![1.0, 1.0],
|
||||
//! ])
|
||||
//! ]).unwrap()
|
||||
//! );
|
||||
//! ```
|
||||
use std::marker::PhantomData;
|
||||
@@ -172,18 +172,14 @@ where
|
||||
T: Number + RealNumber,
|
||||
M: Array2<T>,
|
||||
{
|
||||
if let Some(output_matrix) = columns.first().cloned() {
|
||||
return Some(
|
||||
columns
|
||||
.iter()
|
||||
.skip(1)
|
||||
.fold(output_matrix, |current_matrix, new_colum| {
|
||||
current_matrix.h_stack(new_colum)
|
||||
}),
|
||||
);
|
||||
} else {
|
||||
None
|
||||
}
|
||||
columns.first().cloned().map(|output_matrix| {
|
||||
columns
|
||||
.iter()
|
||||
.skip(1)
|
||||
.fold(output_matrix, |current_matrix, new_colum| {
|
||||
current_matrix.h_stack(new_colum)
|
||||
})
|
||||
})
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
@@ -197,15 +193,18 @@ mod tests {
|
||||
fn combine_three_columns() {
|
||||
assert_eq!(
|
||||
build_matrix_from_columns(vec![
|
||||
DenseMatrix::from_2d_vec(&vec![vec![1.0], vec![1.0], vec![1.0],]),
|
||||
DenseMatrix::from_2d_vec(&vec![vec![2.0], vec![2.0], vec![2.0],]),
|
||||
DenseMatrix::from_2d_vec(&vec![vec![3.0], vec![3.0], vec![3.0],])
|
||||
DenseMatrix::from_2d_vec(&vec![vec![1.0], vec![1.0], vec![1.0],]).unwrap(),
|
||||
DenseMatrix::from_2d_vec(&vec![vec![2.0], vec![2.0], vec![2.0],]).unwrap(),
|
||||
DenseMatrix::from_2d_vec(&vec![vec![3.0], vec![3.0], vec![3.0],]).unwrap()
|
||||
]),
|
||||
Some(DenseMatrix::from_2d_vec(&vec![
|
||||
vec![1.0, 2.0, 3.0],
|
||||
vec![1.0, 2.0, 3.0],
|
||||
vec![1.0, 2.0, 3.0]
|
||||
]))
|
||||
Some(
|
||||
DenseMatrix::from_2d_vec(&vec![
|
||||
vec![1.0, 2.0, 3.0],
|
||||
vec![1.0, 2.0, 3.0],
|
||||
vec![1.0, 2.0, 3.0]
|
||||
])
|
||||
.unwrap()
|
||||
)
|
||||
)
|
||||
}
|
||||
|
||||
@@ -287,13 +286,15 @@ mod tests {
|
||||
/// sklearn.
|
||||
#[test]
|
||||
fn fit_transform_random_values() {
|
||||
let transformed_values =
|
||||
fit_transform_with_default_standard_scaler(&DenseMatrix::from_2d_array(&[
|
||||
let transformed_values = fit_transform_with_default_standard_scaler(
|
||||
&DenseMatrix::from_2d_array(&[
|
||||
&[0.1004222429, 0.2194113576, 0.9310663354, 0.3313593793],
|
||||
&[0.2045493861, 0.1683865411, 0.5071506765, 0.7257355264],
|
||||
&[0.5708488802, 0.1846414616, 0.9590802982, 0.5591871046],
|
||||
&[0.8387612750, 0.5754861361, 0.5537109852, 0.1077646442],
|
||||
]));
|
||||
])
|
||||
.unwrap(),
|
||||
);
|
||||
println!("{transformed_values}");
|
||||
assert!(transformed_values.approximate_eq(
|
||||
&DenseMatrix::from_2d_array(&[
|
||||
@@ -301,7 +302,8 @@ mod tests {
|
||||
&[-0.7615464283, -0.7076698384, -1.1075452562, 1.2632979631],
|
||||
&[0.4832504303, -0.6106747444, 1.0630075435, 0.5494084257],
|
||||
&[1.3936980634, 1.7215431158, -0.8839228078, -1.3855590021],
|
||||
]),
|
||||
])
|
||||
.unwrap(),
|
||||
1.0
|
||||
))
|
||||
}
|
||||
@@ -310,13 +312,10 @@ mod tests {
|
||||
#[test]
|
||||
fn fit_transform_with_zero_variance() {
|
||||
assert_eq!(
|
||||
fit_transform_with_default_standard_scaler(&DenseMatrix::from_2d_array(&[
|
||||
&[1.0],
|
||||
&[1.0],
|
||||
&[1.0],
|
||||
&[1.0]
|
||||
])),
|
||||
DenseMatrix::from_2d_array(&[&[0.0], &[0.0], &[0.0], &[0.0]]),
|
||||
fit_transform_with_default_standard_scaler(
|
||||
&DenseMatrix::from_2d_array(&[&[1.0], &[1.0], &[1.0], &[1.0]]).unwrap()
|
||||
),
|
||||
DenseMatrix::from_2d_array(&[&[0.0], &[0.0], &[0.0], &[0.0]]).unwrap(),
|
||||
"When scaling values with zero variance, zero is expected as return value"
|
||||
)
|
||||
}
|
||||
@@ -331,7 +330,8 @@ mod tests {
|
||||
&[1.0, 2.0, 5.0],
|
||||
&[1.0, 1.0, 1.0],
|
||||
&[1.0, 2.0, 5.0]
|
||||
]),
|
||||
])
|
||||
.unwrap(),
|
||||
StandardScalerParameters::default(),
|
||||
),
|
||||
Ok(StandardScaler {
|
||||
@@ -354,7 +354,8 @@ mod tests {
|
||||
&[0.2045493861, 0.1683865411, 0.5071506765, 0.7257355264],
|
||||
&[0.5708488802, 0.1846414616, 0.9590802982, 0.5591871046],
|
||||
&[0.8387612750, 0.5754861361, 0.5537109852, 0.1077646442],
|
||||
]),
|
||||
])
|
||||
.unwrap(),
|
||||
StandardScalerParameters::default(),
|
||||
)
|
||||
.unwrap();
|
||||
@@ -364,17 +365,18 @@ mod tests {
|
||||
vec![0.42864544605, 0.2869813741, 0.737752073825, 0.431011663625],
|
||||
);
|
||||
|
||||
assert!(
|
||||
&DenseMatrix::<f64>::from_2d_vec(&vec![fitted_scaler.stds]).approximate_eq(
|
||||
assert!(&DenseMatrix::<f64>::from_2d_vec(&vec![fitted_scaler.stds])
|
||||
.unwrap()
|
||||
.approximate_eq(
|
||||
&DenseMatrix::from_2d_array(&[&[
|
||||
0.29426447500954,
|
||||
0.16758497615485,
|
||||
0.20820945786863,
|
||||
0.23329718831165
|
||||
],]),
|
||||
],])
|
||||
.unwrap(),
|
||||
0.00000000000001
|
||||
)
|
||||
)
|
||||
))
|
||||
}
|
||||
|
||||
/// If `with_std` is set to `false` the values should not be
|
||||
@@ -392,8 +394,9 @@ mod tests {
|
||||
};
|
||||
|
||||
assert_eq!(
|
||||
standard_scaler.transform(&DenseMatrix::from_2d_array(&[&[0.0, 2.0], &[2.0, 4.0]])),
|
||||
Ok(DenseMatrix::from_2d_array(&[&[-1.0, -1.0], &[1.0, 1.0]]))
|
||||
standard_scaler
|
||||
.transform(&DenseMatrix::from_2d_array(&[&[0.0, 2.0], &[2.0, 4.0]]).unwrap()),
|
||||
Ok(DenseMatrix::from_2d_array(&[&[-1.0, -1.0], &[1.0, 1.0]]).unwrap())
|
||||
)
|
||||
}
|
||||
|
||||
@@ -413,8 +416,8 @@ mod tests {
|
||||
|
||||
assert_eq!(
|
||||
standard_scaler
|
||||
.transform(&DenseMatrix::from_2d_array(&[&[0.0, 9.0], &[4.0, 12.0]])),
|
||||
Ok(DenseMatrix::from_2d_array(&[&[0.0, 3.0], &[2.0, 4.0]]))
|
||||
.transform(&DenseMatrix::from_2d_array(&[&[0.0, 9.0], &[4.0, 12.0]]).unwrap()),
|
||||
Ok(DenseMatrix::from_2d_array(&[&[0.0, 3.0], &[2.0, 4.0]]).unwrap())
|
||||
)
|
||||
}
|
||||
|
||||
@@ -433,7 +436,8 @@ mod tests {
|
||||
&[0.2045493861, 0.1683865411, 0.5071506765, 0.7257355264],
|
||||
&[0.5708488802, 0.1846414616, 0.9590802982, 0.5591871046],
|
||||
&[0.8387612750, 0.5754861361, 0.5537109852, 0.1077646442],
|
||||
]),
|
||||
])
|
||||
.unwrap(),
|
||||
StandardScalerParameters::default(),
|
||||
)
|
||||
.unwrap();
|
||||
@@ -446,17 +450,18 @@ mod tests {
|
||||
vec![0.42864544605, 0.2869813741, 0.737752073825, 0.431011663625],
|
||||
);
|
||||
|
||||
assert!(
|
||||
&DenseMatrix::from_2d_vec(&vec![deserialized_scaler.stds]).approximate_eq(
|
||||
assert!(&DenseMatrix::from_2d_vec(&vec![deserialized_scaler.stds])
|
||||
.unwrap()
|
||||
.approximate_eq(
|
||||
&DenseMatrix::from_2d_array(&[&[
|
||||
0.29426447500954,
|
||||
0.16758497615485,
|
||||
0.20820945786863,
|
||||
0.23329718831165
|
||||
],]),
|
||||
],])
|
||||
.unwrap(),
|
||||
0.00000000000001
|
||||
)
|
||||
)
|
||||
))
|
||||
}
|
||||
}
|
||||
}
|
||||
|
||||
+7
-12
@@ -30,7 +30,7 @@ pub struct CSVDefinition<'a> {
|
||||
/// What seperates the fields in your csv-file?
|
||||
field_seperator: &'a str,
|
||||
}
|
||||
impl<'a> Default for CSVDefinition<'a> {
|
||||
impl Default for CSVDefinition<'_> {
|
||||
fn default() -> Self {
|
||||
Self {
|
||||
n_rows_header: 1,
|
||||
@@ -83,7 +83,7 @@ where
|
||||
Matrix: Array2<T>,
|
||||
{
|
||||
let csv_text = read_string_from_source(source)?;
|
||||
let rows: Vec<Vec<T>> = extract_row_vectors_from_csv_text::<T, RowVector, Matrix>(
|
||||
let rows: Vec<Vec<T>> = extract_row_vectors_from_csv_text(
|
||||
&csv_text,
|
||||
&definition,
|
||||
detect_row_format(&csv_text, &definition)?,
|
||||
@@ -103,12 +103,7 @@ where
|
||||
|
||||
/// Given a string containing the contents of a csv file, extract its value
|
||||
/// into row-vectors.
|
||||
fn extract_row_vectors_from_csv_text<
|
||||
'a,
|
||||
T: Number + RealNumber + std::str::FromStr,
|
||||
RowVector: Array1<T>,
|
||||
Matrix: Array2<T>,
|
||||
>(
|
||||
fn extract_row_vectors_from_csv_text<'a, T: Number + RealNumber + std::str::FromStr>(
|
||||
csv_text: &'a str,
|
||||
definition: &'a CSVDefinition<'_>,
|
||||
row_format: CSVRowFormat<'_>,
|
||||
@@ -243,7 +238,8 @@ mod tests {
|
||||
&[5.1, 3.5, 1.4, 0.2],
|
||||
&[4.9, 3.0, 1.4, 0.2],
|
||||
&[4.7, 3.2, 1.3, 0.2],
|
||||
]))
|
||||
])
|
||||
.unwrap())
|
||||
)
|
||||
}
|
||||
#[test]
|
||||
@@ -266,7 +262,7 @@ mod tests {
|
||||
&[5.1, 3.5, 1.4, 0.2],
|
||||
&[4.9, 3.0, 1.4, 0.2],
|
||||
&[4.7, 3.2, 1.3, 0.2],
|
||||
]))
|
||||
]).unwrap())
|
||||
)
|
||||
}
|
||||
#[test]
|
||||
@@ -305,12 +301,11 @@ mod tests {
|
||||
}
|
||||
mod extract_row_vectors_from_csv_text {
|
||||
use super::super::{extract_row_vectors_from_csv_text, CSVDefinition, CSVRowFormat};
|
||||
use crate::linalg::basic::matrix::DenseMatrix;
|
||||
|
||||
#[test]
|
||||
fn read_default_csv() {
|
||||
assert_eq!(
|
||||
extract_row_vectors_from_csv_text::<f64, Vec<_>, DenseMatrix<_>>(
|
||||
extract_row_vectors_from_csv_text::<f64>(
|
||||
"column 1, column 2, column3\n1.0,2.0,3.0\n4.0,5.0,6.0",
|
||||
&CSVDefinition::default(),
|
||||
CSVRowFormat {
|
||||
|
||||
+2
-2
@@ -56,7 +56,7 @@ pub struct Kernels;
|
||||
impl Kernels {
|
||||
/// Return a default linear
|
||||
pub fn linear() -> LinearKernel {
|
||||
LinearKernel::default()
|
||||
LinearKernel
|
||||
}
|
||||
/// Return a default RBF
|
||||
pub fn rbf() -> RBFKernel {
|
||||
@@ -292,7 +292,7 @@ mod tests {
|
||||
.unwrap()
|
||||
.abs();
|
||||
|
||||
assert!((4913f64 - result) < std::f64::EPSILON);
|
||||
assert!((4913f64 - result).abs() < f64::EPSILON);
|
||||
}
|
||||
|
||||
#[cfg_attr(
|
||||
|
||||
+69
-73
@@ -53,7 +53,7 @@
|
||||
//! &[4.9, 2.4, 3.3, 1.0],
|
||||
//! &[6.6, 2.9, 4.6, 1.3],
|
||||
//! &[5.2, 2.7, 3.9, 1.4],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//! let y = vec![ -1, -1, -1, -1, -1, -1, -1, -1,
|
||||
//! 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1];
|
||||
//!
|
||||
@@ -322,19 +322,26 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX> + 'a, Y: Array
|
||||
let (n, _) = x.shape();
|
||||
let mut y_hat: Vec<TX> = Array1::zeros(n);
|
||||
|
||||
let mut row = Vec::with_capacity(n);
|
||||
for i in 0..n {
|
||||
let row_pred: TX =
|
||||
self.predict_for_row(Vec::from_iterator(x.get_row(i).iterator(0).copied(), n));
|
||||
row.clear();
|
||||
row.extend(x.get_row(i).iterator(0).copied());
|
||||
let row_pred: TX = self.predict_for_row(&row);
|
||||
y_hat.set(i, row_pred);
|
||||
}
|
||||
|
||||
Ok(y_hat)
|
||||
}
|
||||
|
||||
fn predict_for_row(&self, x: Vec<TX>) -> TX {
|
||||
fn predict_for_row(&self, x: &[TX]) -> TX {
|
||||
let mut f = self.b.unwrap();
|
||||
|
||||
let xi: Vec<_> = x.iter().map(|e| e.to_f64().unwrap()).collect();
|
||||
for i in 0..self.instances.as_ref().unwrap().len() {
|
||||
let xj: Vec<_> = self.instances.as_ref().unwrap()[i]
|
||||
.iter()
|
||||
.map(|e| e.to_f64().unwrap())
|
||||
.collect();
|
||||
f += self.w.as_ref().unwrap()[i]
|
||||
* TX::from(
|
||||
self.parameters
|
||||
@@ -343,13 +350,7 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX> + 'a, Y: Array
|
||||
.kernel
|
||||
.as_ref()
|
||||
.unwrap()
|
||||
.apply(
|
||||
&x.iter().map(|e| e.to_f64().unwrap()).collect(),
|
||||
&self.instances.as_ref().unwrap()[i]
|
||||
.iter()
|
||||
.map(|e| e.to_f64().unwrap())
|
||||
.collect(),
|
||||
)
|
||||
.apply(&xi, &xj)
|
||||
.unwrap(),
|
||||
)
|
||||
.unwrap();
|
||||
@@ -359,8 +360,8 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX> + 'a, Y: Array
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>> PartialEq
|
||||
for SVC<'a, TX, TY, X, Y>
|
||||
impl<TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>> PartialEq
|
||||
for SVC<'_, TX, TY, X, Y>
|
||||
{
|
||||
fn eq(&self, other: &Self) -> bool {
|
||||
if (self.b.unwrap().sub(other.b.unwrap())).abs() > TX::epsilon() * TX::two()
|
||||
@@ -472,14 +473,12 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
|
||||
let tol = self.parameters.tol;
|
||||
let good_enough = TX::from_i32(1000).unwrap();
|
||||
|
||||
let mut x = Vec::with_capacity(n);
|
||||
for _ in 0..self.parameters.epoch {
|
||||
for i in self.permutate(n) {
|
||||
self.process(
|
||||
i,
|
||||
Vec::from_iterator(self.x.get_row(i).iterator(0).copied(), n),
|
||||
*self.y.get(i),
|
||||
&mut cache,
|
||||
);
|
||||
x.clear();
|
||||
x.extend(self.x.get_row(i).iterator(0).take(n).copied());
|
||||
self.process(i, &x, *self.y.get(i), &mut cache);
|
||||
loop {
|
||||
self.reprocess(tol, &mut cache);
|
||||
self.find_min_max_gradient();
|
||||
@@ -511,24 +510,17 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
|
||||
let mut cp = 0;
|
||||
let mut cn = 0;
|
||||
|
||||
let mut x = Vec::with_capacity(n);
|
||||
for i in self.permutate(n) {
|
||||
x.clear();
|
||||
x.extend(self.x.get_row(i).iterator(0).take(n).copied());
|
||||
if *self.y.get(i) == TY::one() && cp < few {
|
||||
if self.process(
|
||||
i,
|
||||
Vec::from_iterator(self.x.get_row(i).iterator(0).copied(), n),
|
||||
*self.y.get(i),
|
||||
cache,
|
||||
) {
|
||||
if self.process(i, &x, *self.y.get(i), cache) {
|
||||
cp += 1;
|
||||
}
|
||||
} else if *self.y.get(i) == TY::from(-1).unwrap()
|
||||
&& cn < few
|
||||
&& self.process(
|
||||
i,
|
||||
Vec::from_iterator(self.x.get_row(i).iterator(0).copied(), n),
|
||||
*self.y.get(i),
|
||||
cache,
|
||||
)
|
||||
&& self.process(i, &x, *self.y.get(i), cache)
|
||||
{
|
||||
cn += 1;
|
||||
}
|
||||
@@ -539,7 +531,7 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
|
||||
}
|
||||
}
|
||||
|
||||
fn process(&mut self, i: usize, x: Vec<TX>, y: TY, cache: &mut Cache<TX, TY, X, Y>) -> bool {
|
||||
fn process(&mut self, i: usize, x: &[TX], y: TY, cache: &mut Cache<TX, TY, X, Y>) -> bool {
|
||||
for j in 0..self.sv.len() {
|
||||
if self.sv[j].index == i {
|
||||
return true;
|
||||
@@ -551,15 +543,14 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
|
||||
let mut cache_values: Vec<((usize, usize), TX)> = Vec::new();
|
||||
|
||||
for v in self.sv.iter() {
|
||||
let xi: Vec<_> = v.x.iter().map(|e| e.to_f64().unwrap()).collect();
|
||||
let xj: Vec<_> = x.iter().map(|e| e.to_f64().unwrap()).collect();
|
||||
let k = self
|
||||
.parameters
|
||||
.kernel
|
||||
.as_ref()
|
||||
.unwrap()
|
||||
.apply(
|
||||
&v.x.iter().map(|e| e.to_f64().unwrap()).collect(),
|
||||
&x.iter().map(|e| e.to_f64().unwrap()).collect(),
|
||||
)
|
||||
.apply(&xi, &xj)
|
||||
.unwrap();
|
||||
cache_values.push(((i, v.index), TX::from(k).unwrap()));
|
||||
g -= v.alpha * k;
|
||||
@@ -578,7 +569,7 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
|
||||
cache.insert(v.0, v.1.to_f64().unwrap());
|
||||
}
|
||||
|
||||
let x_f64 = x.iter().map(|e| e.to_f64().unwrap()).collect();
|
||||
let x_f64: Vec<_> = x.iter().map(|e| e.to_f64().unwrap()).collect();
|
||||
let k_v = self
|
||||
.parameters
|
||||
.kernel
|
||||
@@ -701,8 +692,10 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
|
||||
let km = sv1.k;
|
||||
let gm = sv1.grad;
|
||||
let mut best = 0f64;
|
||||
let xi: Vec<_> = sv1.x.iter().map(|e| e.to_f64().unwrap()).collect();
|
||||
for i in 0..self.sv.len() {
|
||||
let v = &self.sv[i];
|
||||
let xj: Vec<_> = v.x.iter().map(|e| e.to_f64().unwrap()).collect();
|
||||
let z = v.grad - gm;
|
||||
let k = cache.get(
|
||||
sv1,
|
||||
@@ -711,10 +704,7 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
|
||||
.kernel
|
||||
.as_ref()
|
||||
.unwrap()
|
||||
.apply(
|
||||
&sv1.x.iter().map(|e| e.to_f64().unwrap()).collect(),
|
||||
&v.x.iter().map(|e| e.to_f64().unwrap()).collect(),
|
||||
)
|
||||
.apply(&xi, &xj)
|
||||
.unwrap(),
|
||||
);
|
||||
let mut curv = km + v.k - 2f64 * k;
|
||||
@@ -732,6 +722,12 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
|
||||
}
|
||||
}
|
||||
|
||||
let xi: Vec<_> = self.sv[idx_1]
|
||||
.x
|
||||
.iter()
|
||||
.map(|e| e.to_f64().unwrap())
|
||||
.collect::<Vec<_>>();
|
||||
|
||||
idx_2.map(|idx_2| {
|
||||
(
|
||||
idx_1,
|
||||
@@ -742,16 +738,12 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
|
||||
.as_ref()
|
||||
.unwrap()
|
||||
.apply(
|
||||
&self.sv[idx_1]
|
||||
.x
|
||||
.iter()
|
||||
.map(|e| e.to_f64().unwrap())
|
||||
.collect(),
|
||||
&xi,
|
||||
&self.sv[idx_2]
|
||||
.x
|
||||
.iter()
|
||||
.map(|e| e.to_f64().unwrap())
|
||||
.collect(),
|
||||
.collect::<Vec<_>>(),
|
||||
)
|
||||
.unwrap()
|
||||
}),
|
||||
@@ -765,8 +757,11 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
|
||||
let km = sv2.k;
|
||||
let gm = sv2.grad;
|
||||
let mut best = 0f64;
|
||||
|
||||
let xi: Vec<_> = sv2.x.iter().map(|e| e.to_f64().unwrap()).collect();
|
||||
for i in 0..self.sv.len() {
|
||||
let v = &self.sv[i];
|
||||
let xj: Vec<_> = v.x.iter().map(|e| e.to_f64().unwrap()).collect();
|
||||
let z = gm - v.grad;
|
||||
let k = cache.get(
|
||||
sv2,
|
||||
@@ -775,10 +770,7 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
|
||||
.kernel
|
||||
.as_ref()
|
||||
.unwrap()
|
||||
.apply(
|
||||
&sv2.x.iter().map(|e| e.to_f64().unwrap()).collect(),
|
||||
&v.x.iter().map(|e| e.to_f64().unwrap()).collect(),
|
||||
)
|
||||
.apply(&xi, &xj)
|
||||
.unwrap(),
|
||||
);
|
||||
let mut curv = km + v.k - 2f64 * k;
|
||||
@@ -797,6 +789,12 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
|
||||
}
|
||||
}
|
||||
|
||||
let xj: Vec<_> = self.sv[idx_2]
|
||||
.x
|
||||
.iter()
|
||||
.map(|e| e.to_f64().unwrap())
|
||||
.collect();
|
||||
|
||||
idx_1.map(|idx_1| {
|
||||
(
|
||||
idx_1,
|
||||
@@ -811,12 +809,8 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
|
||||
.x
|
||||
.iter()
|
||||
.map(|e| e.to_f64().unwrap())
|
||||
.collect(),
|
||||
&self.sv[idx_2]
|
||||
.x
|
||||
.iter()
|
||||
.map(|e| e.to_f64().unwrap())
|
||||
.collect(),
|
||||
.collect::<Vec<_>>(),
|
||||
&xj,
|
||||
)
|
||||
.unwrap()
|
||||
}),
|
||||
@@ -835,12 +829,12 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
|
||||
.x
|
||||
.iter()
|
||||
.map(|e| e.to_f64().unwrap())
|
||||
.collect(),
|
||||
.collect::<Vec<_>>(),
|
||||
&self.sv[idx_2]
|
||||
.x
|
||||
.iter()
|
||||
.map(|e| e.to_f64().unwrap())
|
||||
.collect(),
|
||||
.collect::<Vec<_>>(),
|
||||
)
|
||||
.unwrap(),
|
||||
)),
|
||||
@@ -895,7 +889,10 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
|
||||
self.sv[v1].alpha -= step.to_f64().unwrap();
|
||||
self.sv[v2].alpha += step.to_f64().unwrap();
|
||||
|
||||
let xi_v1: Vec<_> = self.sv[v1].x.iter().map(|e| e.to_f64().unwrap()).collect();
|
||||
let xi_v2: Vec<_> = self.sv[v2].x.iter().map(|e| e.to_f64().unwrap()).collect();
|
||||
for i in 0..self.sv.len() {
|
||||
let xj: Vec<_> = self.sv[i].x.iter().map(|e| e.to_f64().unwrap()).collect();
|
||||
let k2 = cache.get(
|
||||
&self.sv[v2],
|
||||
&self.sv[i],
|
||||
@@ -903,10 +900,7 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
|
||||
.kernel
|
||||
.as_ref()
|
||||
.unwrap()
|
||||
.apply(
|
||||
&self.sv[v2].x.iter().map(|e| e.to_f64().unwrap()).collect(),
|
||||
&self.sv[i].x.iter().map(|e| e.to_f64().unwrap()).collect(),
|
||||
)
|
||||
.apply(&xi_v2, &xj)
|
||||
.unwrap(),
|
||||
);
|
||||
let k1 = cache.get(
|
||||
@@ -916,10 +910,7 @@ impl<'a, TX: Number + RealNumber, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>
|
||||
.kernel
|
||||
.as_ref()
|
||||
.unwrap()
|
||||
.apply(
|
||||
&self.sv[v1].x.iter().map(|e| e.to_f64().unwrap()).collect(),
|
||||
&self.sv[i].x.iter().map(|e| e.to_f64().unwrap()).collect(),
|
||||
)
|
||||
.apply(&xi_v1, &xj)
|
||||
.unwrap(),
|
||||
);
|
||||
self.sv[i].grad -= step.to_f64().unwrap() * (k2 - k1);
|
||||
@@ -966,7 +957,8 @@ mod tests {
|
||||
&[4.9, 2.4, 3.3, 1.0],
|
||||
&[6.6, 2.9, 4.6, 1.3],
|
||||
&[5.2, 2.7, 3.9, 1.4],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let y: Vec<i32> = vec![
|
||||
-1, -1, -1, -1, -1, -1, -1, -1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
|
||||
@@ -992,7 +984,8 @@ mod tests {
|
||||
)]
|
||||
#[test]
|
||||
fn svc_fit_decision_function() {
|
||||
let x = DenseMatrix::from_2d_array(&[&[4.0, 0.0], &[0.0, 4.0], &[8.0, 0.0], &[0.0, 8.0]]);
|
||||
let x = DenseMatrix::from_2d_array(&[&[4.0, 0.0], &[0.0, 4.0], &[8.0, 0.0], &[0.0, 8.0]])
|
||||
.unwrap();
|
||||
|
||||
let x2 = DenseMatrix::from_2d_array(&[
|
||||
&[3.0, 3.0],
|
||||
@@ -1001,7 +994,8 @@ mod tests {
|
||||
&[10.0, 10.0],
|
||||
&[1.0, 1.0],
|
||||
&[0.0, 0.0],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let y: Vec<i32> = vec![-1, -1, 1, 1];
|
||||
|
||||
@@ -1054,7 +1048,8 @@ mod tests {
|
||||
&[4.9, 2.4, 3.3, 1.0],
|
||||
&[6.6, 2.9, 4.6, 1.3],
|
||||
&[5.2, 2.7, 3.9, 1.4],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let y: Vec<i32> = vec![
|
||||
-1, -1, -1, -1, -1, -1, -1, -1, -1, -1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
|
||||
@@ -1103,7 +1098,8 @@ mod tests {
|
||||
&[4.9, 2.4, 3.3, 1.0],
|
||||
&[6.6, 2.9, 4.6, 1.3],
|
||||
&[5.2, 2.7, 3.9, 1.4],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let y: Vec<i32> = vec![
|
||||
-1, -1, -1, -1, -1, -1, -1, -1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
|
||||
@@ -1114,7 +1110,7 @@ mod tests {
|
||||
let svc = SVC::fit(&x, &y, ¶ms).unwrap();
|
||||
|
||||
// serialization
|
||||
let deserialized_svc: SVC<f64, i32, _, _> =
|
||||
let deserialized_svc: SVC<'_, f64, i32, _, _> =
|
||||
serde_json::from_str(&serde_json::to_string(&svc).unwrap()).unwrap();
|
||||
|
||||
assert_eq!(svc, deserialized_svc);
|
||||
|
||||
+15
-15
@@ -44,7 +44,7 @@
|
||||
//! &[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
//! &[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
//! &[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//!
|
||||
//! let y: Vec<f64> = vec![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];
|
||||
@@ -248,19 +248,20 @@ impl<'a, T: Number + FloatNumber + PartialOrd, X: Array2<T>, Y: Array1<T>> SVR<'
|
||||
|
||||
let mut y_hat: Vec<T> = Vec::<T>::zeros(n);
|
||||
|
||||
let mut x_i = Vec::with_capacity(n);
|
||||
for i in 0..n {
|
||||
y_hat.set(
|
||||
i,
|
||||
self.predict_for_row(Vec::from_iterator(x.get_row(i).iterator(0).copied(), n)),
|
||||
);
|
||||
x_i.clear();
|
||||
x_i.extend(x.get_row(i).iterator(0).copied());
|
||||
y_hat.set(i, self.predict_for_row(&x_i));
|
||||
}
|
||||
|
||||
Ok(y_hat)
|
||||
}
|
||||
|
||||
pub(crate) fn predict_for_row(&self, x: Vec<T>) -> T {
|
||||
pub(crate) fn predict_for_row(&self, x: &[T]) -> T {
|
||||
let mut f = self.b;
|
||||
|
||||
let xi: Vec<_> = x.iter().map(|e| e.to_f64().unwrap()).collect();
|
||||
for i in 0..self.instances.as_ref().unwrap().len() {
|
||||
f += self.w.as_ref().unwrap()[i]
|
||||
* T::from(
|
||||
@@ -270,10 +271,7 @@ impl<'a, T: Number + FloatNumber + PartialOrd, X: Array2<T>, Y: Array1<T>> SVR<'
|
||||
.kernel
|
||||
.as_ref()
|
||||
.unwrap()
|
||||
.apply(
|
||||
&x.iter().map(|e| e.to_f64().unwrap()).collect(),
|
||||
&self.instances.as_ref().unwrap()[i],
|
||||
)
|
||||
.apply(&xi, &self.instances.as_ref().unwrap()[i])
|
||||
.unwrap(),
|
||||
)
|
||||
.unwrap()
|
||||
@@ -283,8 +281,8 @@ impl<'a, T: Number + FloatNumber + PartialOrd, X: Array2<T>, Y: Array1<T>> SVR<'
|
||||
}
|
||||
}
|
||||
|
||||
impl<'a, T: Number + FloatNumber + PartialOrd, X: Array2<T>, Y: Array1<T>> PartialEq
|
||||
for SVR<'a, T, X, Y>
|
||||
impl<T: Number + FloatNumber + PartialOrd, X: Array2<T>, Y: Array1<T>> PartialEq
|
||||
for SVR<'_, T, X, Y>
|
||||
{
|
||||
fn eq(&self, other: &Self) -> bool {
|
||||
if (self.b - other.b).abs() > T::epsilon() * T::two()
|
||||
@@ -642,7 +640,8 @@ mod tests {
|
||||
&[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
&[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
&[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let y: Vec<f64> = vec![
|
||||
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,
|
||||
@@ -690,7 +689,8 @@ mod tests {
|
||||
&[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
&[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
&[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
|
||||
let y: Vec<f64> = vec![
|
||||
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,
|
||||
@@ -702,7 +702,7 @@ mod tests {
|
||||
|
||||
let svr = SVR::fit(&x, &y, ¶ms).unwrap();
|
||||
|
||||
let deserialized_svr: SVR<f64, DenseMatrix<f64>, _> =
|
||||
let deserialized_svr: SVR<'_, f64, DenseMatrix<f64>, _> =
|
||||
serde_json::from_str(&serde_json::to_string(&svr).unwrap()).unwrap();
|
||||
|
||||
assert_eq!(svr, deserialized_svr);
|
||||
|
||||
@@ -48,7 +48,7 @@
|
||||
//! &[4.9, 2.4, 3.3, 1.0],
|
||||
//! &[6.6, 2.9, 4.6, 1.3],
|
||||
//! &[5.2, 2.7, 3.9, 1.4],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//! let y = vec![ 0, 0, 0, 0, 0, 0, 0, 0,
|
||||
//! 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1];
|
||||
//!
|
||||
@@ -77,7 +77,9 @@ use serde::{Deserialize, Serialize};
|
||||
|
||||
use crate::api::{Predictor, SupervisedEstimator};
|
||||
use crate::error::Failed;
|
||||
use crate::linalg::basic::arrays::MutArray;
|
||||
use crate::linalg::basic::arrays::{Array1, Array2, MutArrayView1};
|
||||
use crate::linalg::basic::matrix::DenseMatrix;
|
||||
use crate::numbers::basenum::Number;
|
||||
use crate::rand_custom::get_rng_impl;
|
||||
|
||||
@@ -116,6 +118,7 @@ pub struct DecisionTreeClassifier<
|
||||
num_classes: usize,
|
||||
classes: Vec<TY>,
|
||||
depth: u16,
|
||||
num_features: usize,
|
||||
_phantom_tx: PhantomData<TX>,
|
||||
_phantom_x: PhantomData<X>,
|
||||
_phantom_y: PhantomData<Y>,
|
||||
@@ -159,11 +162,13 @@ pub enum SplitCriterion {
|
||||
#[derive(Debug, Clone)]
|
||||
struct Node {
|
||||
output: usize,
|
||||
n_node_samples: usize,
|
||||
split_feature: usize,
|
||||
split_value: Option<f64>,
|
||||
split_score: Option<f64>,
|
||||
true_child: Option<usize>,
|
||||
false_child: Option<usize>,
|
||||
impurity: Option<f64>,
|
||||
}
|
||||
|
||||
impl<TX: Number + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>> PartialEq
|
||||
@@ -194,12 +199,12 @@ impl PartialEq for Node {
|
||||
self.output == other.output
|
||||
&& self.split_feature == other.split_feature
|
||||
&& match (self.split_value, other.split_value) {
|
||||
(Some(a), Some(b)) => (a - b).abs() < std::f64::EPSILON,
|
||||
(Some(a), Some(b)) => (a - b).abs() < f64::EPSILON,
|
||||
(None, None) => true,
|
||||
_ => false,
|
||||
}
|
||||
&& match (self.split_score, other.split_score) {
|
||||
(Some(a), Some(b)) => (a - b).abs() < std::f64::EPSILON,
|
||||
(Some(a), Some(b)) => (a - b).abs() < f64::EPSILON,
|
||||
(None, None) => true,
|
||||
_ => false,
|
||||
}
|
||||
@@ -400,14 +405,16 @@ impl Default for DecisionTreeClassifierSearchParameters {
|
||||
}
|
||||
|
||||
impl Node {
|
||||
fn new(output: usize) -> Self {
|
||||
fn new(output: usize, n_node_samples: usize) -> Self {
|
||||
Node {
|
||||
output,
|
||||
n_node_samples,
|
||||
split_feature: 0,
|
||||
split_value: Option::None,
|
||||
split_score: Option::None,
|
||||
true_child: Option::None,
|
||||
false_child: Option::None,
|
||||
impurity: Option::None,
|
||||
}
|
||||
}
|
||||
}
|
||||
@@ -507,6 +514,7 @@ impl<TX: Number + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>>
|
||||
num_classes: 0usize,
|
||||
classes: vec![],
|
||||
depth: 0u16,
|
||||
num_features: 0usize,
|
||||
_phantom_tx: PhantomData,
|
||||
_phantom_x: PhantomData,
|
||||
_phantom_y: PhantomData,
|
||||
@@ -578,7 +586,7 @@ impl<TX: Number + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>>
|
||||
count[yi[i]] += samples[i];
|
||||
}
|
||||
|
||||
let root = Node::new(which_max(&count));
|
||||
let root = Node::new(which_max(&count), y_ncols);
|
||||
change_nodes.push(root);
|
||||
let mut order: Vec<Vec<usize>> = Vec::new();
|
||||
|
||||
@@ -593,6 +601,7 @@ impl<TX: Number + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>>
|
||||
num_classes: k,
|
||||
classes,
|
||||
depth: 0u16,
|
||||
num_features: num_attributes,
|
||||
_phantom_tx: PhantomData,
|
||||
_phantom_x: PhantomData,
|
||||
_phantom_y: PhantomData,
|
||||
@@ -606,7 +615,7 @@ impl<TX: Number + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>>
|
||||
visitor_queue.push_back(visitor);
|
||||
}
|
||||
|
||||
while tree.depth() < tree.parameters().max_depth.unwrap_or(std::u16::MAX) {
|
||||
while tree.depth() < tree.parameters().max_depth.unwrap_or(u16::MAX) {
|
||||
match visitor_queue.pop_front() {
|
||||
Some(node) => tree.split(node, mtry, &mut visitor_queue, &mut rng),
|
||||
None => break,
|
||||
@@ -643,7 +652,7 @@ impl<TX: Number + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>>
|
||||
if node.true_child.is_none() && node.false_child.is_none() {
|
||||
result = node.output;
|
||||
} else if x.get((row, node.split_feature)).to_f64().unwrap()
|
||||
<= node.split_value.unwrap_or(std::f64::NAN)
|
||||
<= node.split_value.unwrap_or(f64::NAN)
|
||||
{
|
||||
queue.push_back(node.true_child.unwrap());
|
||||
} else {
|
||||
@@ -678,16 +687,7 @@ impl<TX: Number + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>>
|
||||
}
|
||||
}
|
||||
|
||||
if is_pure {
|
||||
return false;
|
||||
}
|
||||
|
||||
let n = visitor.samples.iter().sum();
|
||||
|
||||
if n <= self.parameters().min_samples_split {
|
||||
return false;
|
||||
}
|
||||
|
||||
let mut count = vec![0; self.num_classes];
|
||||
let mut false_count = vec![0; self.num_classes];
|
||||
for i in 0..n_rows {
|
||||
@@ -696,7 +696,15 @@ impl<TX: Number + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>>
|
||||
}
|
||||
}
|
||||
|
||||
let parent_impurity = impurity(&self.parameters().criterion, &count, n);
|
||||
self.nodes[visitor.node].impurity = Some(impurity(&self.parameters().criterion, &count, n));
|
||||
|
||||
if is_pure {
|
||||
return false;
|
||||
}
|
||||
|
||||
if n <= self.parameters().min_samples_split {
|
||||
return false;
|
||||
}
|
||||
|
||||
let mut variables = (0..n_attr).collect::<Vec<_>>();
|
||||
|
||||
@@ -705,14 +713,7 @@ impl<TX: Number + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>>
|
||||
}
|
||||
|
||||
for variable in variables.iter().take(mtry) {
|
||||
self.find_best_split(
|
||||
visitor,
|
||||
n,
|
||||
&count,
|
||||
&mut false_count,
|
||||
parent_impurity,
|
||||
*variable,
|
||||
);
|
||||
self.find_best_split(visitor, n, &count, &mut false_count, *variable);
|
||||
}
|
||||
|
||||
self.nodes()[visitor.node].split_score.is_some()
|
||||
@@ -724,7 +725,6 @@ impl<TX: Number + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>>
|
||||
n: usize,
|
||||
count: &[usize],
|
||||
false_count: &mut [usize],
|
||||
parent_impurity: f64,
|
||||
j: usize,
|
||||
) {
|
||||
let mut true_count = vec![0; self.num_classes];
|
||||
@@ -760,6 +760,7 @@ impl<TX: Number + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>>
|
||||
|
||||
let true_label = which_max(&true_count);
|
||||
let false_label = which_max(false_count);
|
||||
let parent_impurity = self.nodes()[visitor.node].impurity.unwrap();
|
||||
let gain = parent_impurity
|
||||
- tc as f64 / n as f64
|
||||
* impurity(&self.parameters().criterion, &true_count, tc)
|
||||
@@ -804,9 +805,7 @@ impl<TX: Number + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>>
|
||||
.get((i, self.nodes()[visitor.node].split_feature))
|
||||
.to_f64()
|
||||
.unwrap()
|
||||
<= self.nodes()[visitor.node]
|
||||
.split_value
|
||||
.unwrap_or(std::f64::NAN)
|
||||
<= self.nodes()[visitor.node].split_value.unwrap_or(f64::NAN)
|
||||
{
|
||||
*true_sample = visitor.samples[i];
|
||||
tc += *true_sample;
|
||||
@@ -827,9 +826,9 @@ impl<TX: Number + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>>
|
||||
|
||||
let true_child_idx = self.nodes().len();
|
||||
|
||||
self.nodes.push(Node::new(visitor.true_child_output));
|
||||
self.nodes.push(Node::new(visitor.true_child_output, tc));
|
||||
let false_child_idx = self.nodes().len();
|
||||
self.nodes.push(Node::new(visitor.false_child_output));
|
||||
self.nodes.push(Node::new(visitor.false_child_output, fc));
|
||||
self.nodes[visitor.node].true_child = Some(true_child_idx);
|
||||
self.nodes[visitor.node].false_child = Some(false_child_idx);
|
||||
|
||||
@@ -863,11 +862,104 @@ impl<TX: Number + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>>
|
||||
|
||||
true
|
||||
}
|
||||
|
||||
/// Compute feature importances for the fitted tree.
|
||||
pub fn compute_feature_importances(&self, normalize: bool) -> Vec<f64> {
|
||||
let mut importances = vec![0f64; self.num_features];
|
||||
|
||||
for node in self.nodes().iter() {
|
||||
if node.true_child.is_none() && node.false_child.is_none() {
|
||||
continue;
|
||||
}
|
||||
let left = &self.nodes()[node.true_child.unwrap()];
|
||||
let right = &self.nodes()[node.false_child.unwrap()];
|
||||
|
||||
importances[node.split_feature] += node.n_node_samples as f64 * node.impurity.unwrap()
|
||||
- left.n_node_samples as f64 * left.impurity.unwrap()
|
||||
- right.n_node_samples as f64 * right.impurity.unwrap();
|
||||
}
|
||||
for item in importances.iter_mut() {
|
||||
*item /= self.nodes()[0].n_node_samples as f64;
|
||||
}
|
||||
if normalize {
|
||||
let sum = importances.iter().sum::<f64>();
|
||||
for importance in importances.iter_mut() {
|
||||
*importance /= sum;
|
||||
}
|
||||
}
|
||||
importances
|
||||
}
|
||||
|
||||
/// Predict class probabilities for the input samples.
|
||||
///
|
||||
/// # Arguments
|
||||
///
|
||||
/// * `x` - The input samples as a matrix where each row is a sample and each column is a feature.
|
||||
///
|
||||
/// # Returns
|
||||
///
|
||||
/// A `Result` containing a `DenseMatrix<f64>` where each row corresponds to a sample and each column
|
||||
/// corresponds to a class. The values represent the probability of the sample belonging to each class.
|
||||
///
|
||||
/// # Errors
|
||||
///
|
||||
/// Returns an error if at least one row prediction process fails.
|
||||
pub fn predict_proba(&self, x: &X) -> Result<DenseMatrix<f64>, Failed> {
|
||||
let (n_samples, _) = x.shape();
|
||||
let n_classes = self.classes().len();
|
||||
let mut result = DenseMatrix::<f64>::zeros(n_samples, n_classes);
|
||||
|
||||
for i in 0..n_samples {
|
||||
let probs = self.predict_proba_for_row(x, i)?;
|
||||
for (j, &prob) in probs.iter().enumerate() {
|
||||
result.set((i, j), prob);
|
||||
}
|
||||
}
|
||||
|
||||
Ok(result)
|
||||
}
|
||||
|
||||
/// Predict class probabilities for a single input sample.
|
||||
///
|
||||
/// # Arguments
|
||||
///
|
||||
/// * `x` - The input matrix containing all samples.
|
||||
/// * `row` - The index of the row in `x` for which to predict probabilities.
|
||||
///
|
||||
/// # Returns
|
||||
///
|
||||
/// A vector of probabilities, one for each class, representing the probability
|
||||
/// of the input sample belonging to each class.
|
||||
fn predict_proba_for_row(&self, x: &X, row: usize) -> Result<Vec<f64>, Failed> {
|
||||
let mut node = 0;
|
||||
|
||||
while let Some(current_node) = self.nodes().get(node) {
|
||||
if current_node.true_child.is_none() && current_node.false_child.is_none() {
|
||||
// Leaf node reached
|
||||
let mut probs = vec![0.0; self.classes().len()];
|
||||
probs[current_node.output] = 1.0;
|
||||
return Ok(probs);
|
||||
}
|
||||
|
||||
let split_feature = current_node.split_feature;
|
||||
let split_value = current_node.split_value.unwrap_or(f64::NAN);
|
||||
|
||||
if x.get((row, split_feature)).to_f64().unwrap() <= split_value {
|
||||
node = current_node.true_child.unwrap();
|
||||
} else {
|
||||
node = current_node.false_child.unwrap();
|
||||
}
|
||||
}
|
||||
|
||||
// This should never happen if the tree is properly constructed
|
||||
Err(Failed::predict("Nodes iteration did not reach leaf"))
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg(test)]
|
||||
mod tests {
|
||||
use super::*;
|
||||
use crate::linalg::basic::arrays::Array;
|
||||
use crate::linalg::basic::matrix::DenseMatrix;
|
||||
|
||||
#[test]
|
||||
@@ -899,17 +991,62 @@ mod tests {
|
||||
)]
|
||||
#[test]
|
||||
fn gini_impurity() {
|
||||
assert!((impurity(&SplitCriterion::Gini, &[7, 3], 10) - 0.42).abs() < std::f64::EPSILON);
|
||||
assert!((impurity(&SplitCriterion::Gini, &[7, 3], 10) - 0.42).abs() < f64::EPSILON);
|
||||
assert!(
|
||||
(impurity(&SplitCriterion::Entropy, &[7, 3], 10) - 0.8812908992306927).abs()
|
||||
< std::f64::EPSILON
|
||||
< f64::EPSILON
|
||||
);
|
||||
assert!(
|
||||
(impurity(&SplitCriterion::ClassificationError, &[7, 3], 10) - 0.3).abs()
|
||||
< std::f64::EPSILON
|
||||
< f64::EPSILON
|
||||
);
|
||||
}
|
||||
|
||||
#[cfg_attr(
|
||||
all(target_arch = "wasm32", not(target_os = "wasi")),
|
||||
wasm_bindgen_test::wasm_bindgen_test
|
||||
)]
|
||||
#[test]
|
||||
fn test_predict_proba() {
|
||||
let x: DenseMatrix<f64> = DenseMatrix::from_2d_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],
|
||||
&[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],
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<usize> = vec![0, 0, 0, 0, 0, 1, 1, 1, 1, 1];
|
||||
|
||||
let tree = DecisionTreeClassifier::fit(&x, &y, Default::default()).unwrap();
|
||||
let probabilities = tree.predict_proba(&x).unwrap();
|
||||
|
||||
assert_eq!(probabilities.shape(), (10, 2));
|
||||
|
||||
for row in 0..10 {
|
||||
let row_sum: f64 = probabilities.get_row(row).sum();
|
||||
assert!(
|
||||
(row_sum - 1.0).abs() < 1e-6,
|
||||
"Row probabilities should sum to 1"
|
||||
);
|
||||
}
|
||||
|
||||
// Check if the first 5 samples have higher probability for class 0
|
||||
for i in 0..5 {
|
||||
assert!(probabilities.get((i, 0)) > probabilities.get((i, 1)));
|
||||
}
|
||||
|
||||
// Check if the last 5 samples have higher probability for class 1
|
||||
for i in 5..10 {
|
||||
assert!(probabilities.get((i, 1)) > probabilities.get((i, 0)));
|
||||
}
|
||||
}
|
||||
|
||||
#[cfg_attr(
|
||||
all(target_arch = "wasm32", not(target_os = "wasi")),
|
||||
wasm_bindgen_test::wasm_bindgen_test
|
||||
@@ -938,7 +1075,8 @@ mod tests {
|
||||
&[4.9, 2.4, 3.3, 1.0],
|
||||
&[6.6, 2.9, 4.6, 1.3],
|
||||
&[5.2, 2.7, 3.9, 1.4],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<u32> = vec![0, 0, 0, 0, 0, 0, 0, 0, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1];
|
||||
|
||||
assert_eq!(
|
||||
@@ -1005,7 +1143,8 @@ mod tests {
|
||||
&[0., 0., 1., 1.],
|
||||
&[0., 0., 0., 0.],
|
||||
&[0., 0., 0., 1.],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<u32> = vec![1, 1, 0, 0, 0, 1, 1, 0, 0, 0, 1, 1, 0, 0, 0, 1, 1, 0, 0, 0];
|
||||
|
||||
assert_eq!(
|
||||
@@ -1016,6 +1155,43 @@ mod tests {
|
||||
);
|
||||
}
|
||||
|
||||
#[test]
|
||||
fn test_compute_feature_importances() {
|
||||
let x: DenseMatrix<f64> = DenseMatrix::from_2d_array(&[
|
||||
&[1., 1., 1., 0.],
|
||||
&[1., 1., 1., 0.],
|
||||
&[1., 1., 1., 1.],
|
||||
&[1., 1., 0., 0.],
|
||||
&[1., 1., 0., 1.],
|
||||
&[1., 0., 1., 0.],
|
||||
&[1., 0., 1., 0.],
|
||||
&[1., 0., 1., 1.],
|
||||
&[1., 0., 0., 0.],
|
||||
&[1., 0., 0., 1.],
|
||||
&[0., 1., 1., 0.],
|
||||
&[0., 1., 1., 0.],
|
||||
&[0., 1., 1., 1.],
|
||||
&[0., 1., 0., 0.],
|
||||
&[0., 1., 0., 1.],
|
||||
&[0., 0., 1., 0.],
|
||||
&[0., 0., 1., 0.],
|
||||
&[0., 0., 1., 1.],
|
||||
&[0., 0., 0., 0.],
|
||||
&[0., 0., 0., 1.],
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<u32> = vec![1, 1, 0, 0, 0, 1, 1, 0, 0, 0, 1, 1, 0, 0, 0, 1, 1, 0, 0, 0];
|
||||
let tree = DecisionTreeClassifier::fit(&x, &y, Default::default()).unwrap();
|
||||
assert_eq!(
|
||||
tree.compute_feature_importances(false),
|
||||
vec![0., 0., 0.21333333333333332, 0.26666666666666666]
|
||||
);
|
||||
assert_eq!(
|
||||
tree.compute_feature_importances(true),
|
||||
vec![0., 0., 0.4444444444444444, 0.5555555555555556]
|
||||
);
|
||||
}
|
||||
|
||||
#[cfg_attr(
|
||||
all(target_arch = "wasm32", not(target_os = "wasi")),
|
||||
wasm_bindgen_test::wasm_bindgen_test
|
||||
@@ -1044,7 +1220,8 @@ mod tests {
|
||||
&[0., 0., 1., 1.],
|
||||
&[0., 0., 0., 0.],
|
||||
&[0., 0., 0., 1.],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y = vec![1, 1, 0, 0, 0, 1, 1, 0, 0, 0, 1, 1, 0, 0, 0, 1, 1, 0, 0, 0];
|
||||
|
||||
let tree = DecisionTreeClassifier::fit(&x, &y, Default::default()).unwrap();
|
||||
|
||||
@@ -39,7 +39,7 @@
|
||||
//! &[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
//! &[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
//! &[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
//! ]);
|
||||
//! ]).unwrap();
|
||||
//! let y: Vec<f64> = vec![
|
||||
//! 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,
|
||||
@@ -311,15 +311,15 @@ impl Node {
|
||||
|
||||
impl PartialEq for Node {
|
||||
fn eq(&self, other: &Self) -> bool {
|
||||
(self.output - other.output).abs() < std::f64::EPSILON
|
||||
(self.output - other.output).abs() < f64::EPSILON
|
||||
&& self.split_feature == other.split_feature
|
||||
&& match (self.split_value, other.split_value) {
|
||||
(Some(a), Some(b)) => (a - b).abs() < std::f64::EPSILON,
|
||||
(Some(a), Some(b)) => (a - b).abs() < f64::EPSILON,
|
||||
(None, None) => true,
|
||||
_ => false,
|
||||
}
|
||||
&& match (self.split_score, other.split_score) {
|
||||
(Some(a), Some(b)) => (a - b).abs() < std::f64::EPSILON,
|
||||
(Some(a), Some(b)) => (a - b).abs() < f64::EPSILON,
|
||||
(None, None) => true,
|
||||
_ => false,
|
||||
}
|
||||
@@ -478,7 +478,7 @@ impl<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
|
||||
visitor_queue.push_back(visitor);
|
||||
}
|
||||
|
||||
while tree.depth() < tree.parameters().max_depth.unwrap_or(std::u16::MAX) {
|
||||
while tree.depth() < tree.parameters().max_depth.unwrap_or(u16::MAX) {
|
||||
match visitor_queue.pop_front() {
|
||||
Some(node) => tree.split(node, mtry, &mut visitor_queue, &mut rng),
|
||||
None => break,
|
||||
@@ -515,7 +515,7 @@ impl<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
|
||||
if node.true_child.is_none() && node.false_child.is_none() {
|
||||
result = node.output;
|
||||
} else if x.get((row, node.split_feature)).to_f64().unwrap()
|
||||
<= node.split_value.unwrap_or(std::f64::NAN)
|
||||
<= node.split_value.unwrap_or(f64::NAN)
|
||||
{
|
||||
queue.push_back(node.true_child.unwrap());
|
||||
} else {
|
||||
@@ -640,9 +640,7 @@ impl<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
|
||||
.get((i, self.nodes()[visitor.node].split_feature))
|
||||
.to_f64()
|
||||
.unwrap()
|
||||
<= self.nodes()[visitor.node]
|
||||
.split_value
|
||||
.unwrap_or(std::f64::NAN)
|
||||
<= self.nodes()[visitor.node].split_value.unwrap_or(f64::NAN)
|
||||
{
|
||||
*true_sample = visitor.samples[i];
|
||||
tc += *true_sample;
|
||||
@@ -753,7 +751,8 @@ mod tests {
|
||||
&[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
&[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
&[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<f64> = vec![
|
||||
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,
|
||||
@@ -767,7 +766,7 @@ mod tests {
|
||||
assert!((y_hat[i] - y[i]).abs() < 0.1);
|
||||
}
|
||||
|
||||
let expected_y = vec![
|
||||
let expected_y = [
|
||||
87.3, 87.3, 87.3, 87.3, 98.9, 98.9, 98.9, 98.9, 98.9, 107.9, 107.9, 107.9, 114.85,
|
||||
114.85, 114.85, 114.85,
|
||||
];
|
||||
@@ -788,7 +787,7 @@ mod tests {
|
||||
assert!((y_hat[i] - expected_y[i]).abs() < 0.1);
|
||||
}
|
||||
|
||||
let expected_y = vec![
|
||||
let expected_y = [
|
||||
83.0, 88.35, 88.35, 89.5, 97.15, 97.15, 99.5, 99.5, 101.2, 104.6, 109.6, 109.6, 113.4,
|
||||
113.4, 116.30, 116.30,
|
||||
];
|
||||
@@ -834,7 +833,8 @@ mod tests {
|
||||
&[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
|
||||
&[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
|
||||
&[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
|
||||
]);
|
||||
])
|
||||
.unwrap();
|
||||
let y: Vec<f64> = vec![
|
||||
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,
|
||||
|
||||
Reference in New Issue
Block a user