8 Commits

Author SHA1 Message Date
Lorenzo (Mec-iS)
13bb222ca7 Merge branch 'development' into kmeans-with-fastpair 2023-05-04 17:19:01 +01:00
Lorenzo (Mec-iS)
bf65fe3753 Merge branch 'march-2023-improvements' into kmeans-with-fastpair 2023-03-24 12:09:55 +09:00
Lorenzo (Mec-iS)
074cfaf14f rustfmt 2023-03-24 12:06:54 +09:00
Lorenzo
393cf15534 Merge branch 'development' into march-2023-improvements 2023-03-24 12:05:06 +09:00
Lorenzo (Mec-iS)
80c406b37d Merge branch 'development' of github.com:smartcorelib/smartcore into march-2023-improvements 2023-03-21 17:38:35 +09:00
Lorenzo (Mec-iS)
50e040a7a2 Merge branch 'development' of github.com:smartcorelib/smartcore into kmeans-with-fastpair 2023-03-21 17:38:06 +09:00
Lorenzo (Mec-iS)
8765bd2173 Add fit_with_centroids 2023-03-21 17:37:58 +09:00
Lorenzo (Mec-iS)
0e1bf6ce7f Add ordered_pairs method to FastPair 2023-03-21 14:46:33 +09:00
61 changed files with 926 additions and 1138 deletions
+1 -1
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@@ -36,7 +36,7 @@ jobs:
- name: Install Rust toolchain
uses: actions-rs/toolchain@v1
with:
toolchain: 1.81 # 1.82 seems to break wasm32 tests https://github.com/rustwasm/wasm-bindgen/issues/4274
toolchain: stable
target: ${{ matrix.platform.target }}
profile: minimal
default: true
-6
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@@ -4,12 +4,6 @@ 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
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@@ -2,7 +2,7 @@
name = "smartcore"
description = "Machine Learning in Rust."
homepage = "https://smartcorelib.org"
version = "0.4.0"
version = "0.3.2"
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 = "0.13.0"
itertools = "0.10.5"
serde_json = "1.0"
bincode = "1.3.1"
+3 -4
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@@ -40,11 +40,11 @@ impl BBDTreeNode {
impl BBDTree {
pub fn new<T: Number, M: Array2<T>>(data: &M) -> BBDTree {
let nodes: Vec<BBDTreeNode> = Vec::new();
let nodes = Vec::new();
let (n, _) = data.shape();
let index = (0..n).collect::<Vec<usize>>();
let index = (0..n).collect::<Vec<_>>();
let mut tree = BBDTree {
nodes,
@@ -343,8 +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 tree = BBDTree::new(&data);
+4 -4
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@@ -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(f64::MAX);
heap.add(std::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 {
f64::INFINITY
std::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 == i64::MIN {
if next_scale == std::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 {
i64::MIN
std::i64::MIN
} else {
(self.inv_log_base * d.ln()).ceil() as i64
}
+66 -12
View File
@@ -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();
/// ```
@@ -52,8 +52,10 @@ 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 initialize the algorithm
/// Instantiate and inizialise the algorithm
///
pub fn new(m: &'a M) -> Result<Self, Failed> {
if m.shape().0 < 3 {
return Err(Failed::because(
@@ -72,8 +74,10 @@ 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;
@@ -154,7 +158,9 @@ 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
@@ -173,6 +179,21 @@ impl<'a, T: RealNumber + FloatNumber, M: Array2<T>> FastPair<'a, T, M> {
}
}
///
/// Return order dissimilarities from closest to furthest
///
#[allow(dead_code)]
pub fn ordered_pairs(&self) -> std::vec::IntoIter<&PairwiseDistance<T>> {
// improvement: implement this to return `impl Iterator<Item = &PairwiseDistance<T>>`
// need to implement trait `Iterator` for `Vec<&PairwiseDistance<T>>`
let mut distances = self
.distances
.values()
.collect::<Vec<&PairwiseDistance<T>>>();
distances.sort_by(|a, b| a.partial_cmp(b).unwrap());
distances.into_iter()
}
//
// Compute distances from input to all other points in data-structure.
// input is the row index of the sample matrix
@@ -211,7 +232,9 @@ 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> {
use itertools::Itertools;
let m = fastpair.samples.shape().0;
@@ -263,7 +286,7 @@ 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]]).unwrap();
let dataset = DenseMatrix::<f64>::from_2d_array(&[&[0.0, 0.0], &[1.0, 1.0]]);
// We expect an error when we run `FastPair` on this dataset,
// becuase `FastPair` currently only works on a minimum of 3
@@ -280,7 +303,7 @@ mod tests_fastpair {
#[test]
fn one_dimensional_dataset_minimal() {
let dataset = DenseMatrix::<f64>::from_2d_array(&[&[0.0], &[2.0], &[9.0]]).unwrap();
let dataset = DenseMatrix::<f64>::from_2d_array(&[&[0.0], &[2.0], &[9.0]]);
let result = FastPair::new(&dataset);
assert!(result.is_ok());
@@ -300,8 +323,7 @@ mod tests_fastpair {
#[test]
fn one_dimensional_dataset_2() {
let dataset =
DenseMatrix::<f64>::from_2d_array(&[&[27.0], &[0.0], &[9.0], &[2.0]]).unwrap();
let dataset = DenseMatrix::<f64>::from_2d_array(&[&[27.0], &[0.0], &[9.0], &[2.0]]);
let result = FastPair::new(&dataset);
assert!(result.is_ok());
@@ -336,8 +358,7 @@ 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());
@@ -510,8 +531,7 @@ 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());
@@ -559,8 +579,7 @@ 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());
@@ -586,4 +605,39 @@ mod tests_fastpair {
assert_eq!(closest, min_dissimilarity);
}
#[test]
fn fastpair_ordered_pairs() {
let x = DenseMatrix::<f64>::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],
&[5.4, 3.9, 1.7, 0.4],
&[4.9, 3.1, 1.5, 0.1],
&[7.0, 3.2, 4.7, 1.4],
&[6.4, 3.2, 4.5, 1.5],
&[6.9, 3.1, 4.9, 1.5],
&[5.5, 2.3, 4.0, 1.3],
&[6.5, 2.8, 4.6, 1.5],
&[4.6, 3.4, 1.4, 0.3],
&[5.0, 3.4, 1.5, 0.2],
&[4.4, 2.9, 1.4, 0.2],
]);
let fastpair = FastPair::new(&x).unwrap();
let ordered = fastpair.ordered_pairs();
let mut previous: f64 = -1.0;
for p in ordered {
if previous == -1.0 {
previous = p.distance.unwrap();
} else {
let current = p.distance.unwrap();
assert!(current >= previous);
previous = current;
}
}
}
}
+2 -2
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@@ -61,7 +61,7 @@ impl<T, D: Distance<T>> LinearKNNSearch<T, D> {
for _ in 0..k {
heap.add(KNNPoint {
distance: f64::INFINITY,
distance: std::f64::INFINITY,
index: None,
});
}
@@ -215,7 +215,7 @@ mod tests {
};
let point_inf = KNNPoint {
distance: f64::INFINITY,
distance: std::f64::INFINITY,
index: Some(3),
};
+2 -2
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@@ -133,7 +133,7 @@ mod tests {
#[test]
fn test_add1() {
let mut heap = HeapSelection::with_capacity(3);
heap.add(f64::INFINITY);
heap.add(std::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(f64::INFINITY);
heap.add(std::f64::INFINITY);
heap.add(0.0);
heap.add(8.4852);
heap.add(5.6568);
-1
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@@ -3,7 +3,6 @@ use num_traits::Num;
pub trait QuickArgSort {
fn quick_argsort_mut(&mut self) -> Vec<usize>;
#[allow(dead_code)]
fn quick_argsort(&self) -> Vec<usize>;
}
+4 -5
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@@ -315,7 +315,8 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>, D: Distance<Vec<TX>>>
}
}
while let Some(neighbor) = neighbors.pop() {
while !neighbors.is_empty() {
let neighbor = neighbors.pop().unwrap();
let index = neighbor.0;
if y[index] == outlier {
@@ -442,8 +443,7 @@ 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];
@@ -488,8 +488,7 @@ 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 dbscan = DBSCAN::fit(&x, Default::default()).unwrap();
+186 -12
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@@ -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
@@ -62,7 +62,7 @@ use serde::{Deserialize, Serialize};
use crate::algorithm::neighbour::bbd_tree::BBDTree;
use crate::api::{Predictor, UnsupervisedEstimator};
use crate::error::Failed;
use crate::linalg::basic::arrays::{Array1, Array2};
use crate::linalg::basic::arrays::{Array1, Array2, Array};
use crate::metrics::distance::euclidian::*;
use crate::numbers::basenum::Number;
use crate::rand_custom::get_rng_impl;
@@ -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() > f64::EPSILON {
if (self.centroids[i][j] - other.centroids[i][j]).abs() > std::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 = f64::MAX;
let mut distortion = std::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];
@@ -322,6 +322,109 @@ 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
/// * `parameters` - cluster parameters
/// * `centroids` - starting centroids
pub fn fit_with_centroids(
data: &X,
parameters: KMeansParameters,
centroids: Vec<Vec<f64>>,
) -> Result<KMeans<TX, TY, X, Y>, Failed> {
// TODO: reuse existing methods in `crate::metrics`
fn euclidean_distance(point1: &Vec<f64>, point2: &Vec<f64>) -> f64 {
let mut dist = 0.0;
for i in 0..point1.len() {
dist += (point1[i] - point2[i]).powi(2);
}
dist.sqrt()
}
fn closest_centroid(point: &Vec<f64>, centroids: &Vec<Vec<f64>>) -> usize {
let mut closest_idx = 0;
let mut closest_dist = std::f64::MAX;
for (i, centroid) in centroids.iter().enumerate() {
let dist = euclidean_distance(point, centroid);
if dist < closest_dist {
closest_dist = dist;
closest_idx = i;
}
}
closest_idx
}
let bbd = BBDTree::new(data);
if centroids.len() != parameters.k {
return Err(Failed::fit(&format!(
"number of centroids ({}) must be equal to k ({})",
centroids.len(),
parameters.k
)));
}
let mut y = vec![0; data.shape().0];
for i in 0..data.shape().0 {
y[i] = closest_centroid(
&Vec::from_iterator(data.get_row(i).iterator(0).map(|e| e.to_f64().unwrap()),
data.shape().1), &centroids
);
}
let mut size = vec![0; parameters.k];
let mut new_centroids = vec![vec![0f64; data.shape().1]; parameters.k];
for i in 0..data.shape().0 {
size[y[i]] += 1;
}
for i in 0..data.shape().0 {
for j in 0..data.shape().1 {
new_centroids[y[i]][j] += data.get((i, j)).to_f64().unwrap();
}
}
for i in 0..parameters.k {
for j in 0..data.shape().1 {
new_centroids[i][j] /= size[i] as f64;
}
}
let mut sums = vec![vec![0f64; data.shape().1]; parameters.k];
let mut distortion = std::f64::MAX;
for _ in 1..=parameters.max_iter {
let dist = bbd.clustering(&new_centroids, &mut sums, &mut size, &mut y);
for i in 0..parameters.k {
if size[i] > 0 {
for j in 0..data.shape().1 {
new_centroids[i][j] = sums[i][j] / size[i] as f64;
}
}
}
if distortion <= dist {
break;
} else {
distortion = dist;
}
}
Ok(KMeans {
k: parameters.k,
_y: y,
size,
_distortion: distortion,
centroids: new_centroids,
_phantom_tx: PhantomData,
_phantom_ty: PhantomData,
_phantom_x: PhantomData,
_phantom_y: PhantomData,
})
}
/// Predict clusters for `x`
/// * `x` - matrix with new data to transform of size _KxM_ , where _K_ is number of new samples and _M_ is number of features.
pub fn predict(&self, x: &X) -> Result<Y, Failed> {
@@ -331,7 +434,7 @@ 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 = f64::MAX;
let mut min_dist = std::f64::MAX;
let mut best_cluster = 0;
for j in 0..self.k {
@@ -361,7 +464,7 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>> KMeans<TX, TY, X, Y>
.cloned()
.collect();
let mut d = vec![f64::MAX; n];
let mut d = vec![std::f64::MAX; n];
let mut row = vec![TX::zero(); data.shape().1];
for j in 1..k {
@@ -417,6 +520,7 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>> KMeans<TX, TY, X, Y>
mod tests {
use super::*;
use crate::linalg::basic::matrix::DenseMatrix;
use crate::algorithm::neighbour::fastpair;
#[cfg_attr(
all(target_arch = "wasm32", not(target_os = "wasi")),
@@ -424,7 +528,7 @@ mod tests {
)]
#[test]
fn invalid_k() {
let x = DenseMatrix::from_2d_array(&[&[1, 2, 3], &[4, 5, 6]]).unwrap();
let x = DenseMatrix::from_2d_array(&[&[1, 2, 3], &[4, 5, 6]]);
assert!(KMeans::<i32, i32, DenseMatrix<i32>, Vec<i32>>::fit(
&x,
@@ -492,8 +596,7 @@ 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 kmeans = KMeans::fit(&x, Default::default()).unwrap();
@@ -504,6 +607,78 @@ mod tests {
}
}
#[cfg_attr(
all(target_arch = "wasm32", not(target_os = "wasi")),
wasm_bindgen_test::wasm_bindgen_test
)]
#[test]
fn fit_with_centroids_predict() {
let x = 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],
&[5.4, 3.9, 1.7, 0.4],
&[4.6, 3.4, 1.4, 0.3],
&[5.0, 3.4, 1.5, 0.2],
&[4.4, 2.9, 1.4, 0.2],
&[4.9, 3.1, 1.5, 0.1],
&[7.0, 3.2, 4.7, 1.4],
&[6.4, 3.2, 4.5, 1.5],
&[6.9, 3.1, 4.9, 1.5],
&[5.5, 2.3, 4.0, 1.3],
&[6.5, 2.8, 4.6, 1.5],
&[5.7, 2.8, 4.5, 1.3],
&[6.3, 3.3, 4.7, 1.6],
&[4.9, 2.4, 3.3, 1.0],
&[6.6, 2.9, 4.6, 1.3],
&[5.2, 2.7, 3.9, 1.4],
]);
let parameters = KMeansParameters {
k: 3,
max_iter: 50,
..Default::default()
};
// compute pairs
let fastpair = fastpair::FastPair::new(&x).unwrap();
// compute centroids for N closest pairs
let mut n: isize = 2;
let mut centroids = vec![vec![0f64; x.shape().1]; n as usize + 1];
for p in fastpair.ordered_pairs() {
if n == -1 {
break
}
centroids[n as usize] = {
let mut result: Vec<f64> = Vec::with_capacity(x.shape().1);
for val1 in x.get_row(p.node).iterator(0) {
for val2 in x.get_row(p.neighbour.unwrap()).iterator(0) {
let sum = val1 + val2;
let avg = sum * 0.5f64;
result.push(avg);
}
}
result
};
n -= 1;
}
let kmeans = KMeans::fit_with_centroids(
&x, parameters, centroids).unwrap();
let y: Vec<usize> = kmeans.predict(&x).unwrap();
for (i, _y_i) in y.iter().enumerate() {
assert_eq!({ y[i] }, kmeans._y[i]);
}
}
#[cfg_attr(
all(target_arch = "wasm32", not(target_os = "wasi")),
wasm_bindgen_test::wasm_bindgen_test
@@ -532,8 +707,7 @@ 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 kmeans: KMeans<f32, f32, DenseMatrix<f32>, Vec<f32>> =
KMeans::fit(&x, Default::default()).unwrap();
+1 -1
View File
@@ -40,7 +40,7 @@ pub fn load_dataset() -> Dataset<f32, u32> {
target: y,
num_samples,
num_features,
feature_names: [
feature_names: vec![
"Age", "Sex", "BMI", "BP", "S1", "S2", "S3", "S4", "S5", "S6",
]
.iter()
+5 -3
View File
@@ -25,14 +25,16 @@ pub fn load_dataset() -> Dataset<f32, f32> {
target: y,
num_samples,
num_features,
feature_names: ["sepal length (cm)",
feature_names: vec![
"sepal length (cm)",
"sepal width (cm)",
"petal length (cm)",
"petal width (cm)"]
"petal width (cm)",
]
.iter()
.map(|s| s.to_string())
.collect(),
target_names: ["setosa", "versicolor", "virginica"]
target_names: vec!["setosa", "versicolor", "virginica"]
.iter()
.map(|s| s.to_string())
.collect(),
+2 -2
View File
@@ -36,7 +36,7 @@ pub fn load_dataset() -> Dataset<f32, u32> {
target: y,
num_samples,
num_features,
feature_names: [
feature_names: vec![
"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: ["setosa", "versicolor", "virginica"]
target_names: vec!["setosa", "versicolor", "virginica"]
.iter()
.map(|s| s.to_string())
.collect(),
+7 -13
View File
@@ -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
//!
@@ -443,7 +443,6 @@ 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")),
@@ -458,8 +457,7 @@ mod tests {
&[0.9952, 0.0588],
&[0.0463, 0.9769],
&[0.0752, 0.2007],
])
.unwrap();
]);
let pca = PCA::fit(&us_arrests, Default::default()).unwrap();
@@ -502,8 +500,7 @@ mod tests {
-0.974080592182491,
0.0723250196376097,
],
])
.unwrap();
]);
let expected_projection = DenseMatrix::from_2d_array(&[
&[-64.8022, -11.448, 2.4949, -2.4079],
@@ -556,8 +553,7 @@ 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,
@@ -620,8 +616,7 @@ mod tests {
-0.0881962972508558,
-0.0096011588898465,
],
])
.unwrap();
]);
let expected_projection = DenseMatrix::from_2d_array(&[
&[0.9856, -1.1334, 0.4443, -0.1563],
@@ -674,8 +669,7 @@ 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,
@@ -738,7 +732,7 @@ 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();
+4 -6
View File
@@ -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
@@ -292,8 +292,7 @@ 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],
@@ -301,8 +300,7 @@ 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();
@@ -343,7 +341,7 @@ 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();
+4 -7
View File
@@ -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,
@@ -660,8 +660,7 @@ 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 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(
@@ -734,8 +733,7 @@ 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 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(
@@ -788,8 +786,7 @@ 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 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();
+4 -7
View File
@@ -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
@@ -574,8 +574,7 @@ 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,
114.2, 115.7, 116.9,
@@ -649,8 +648,7 @@ 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,
114.2, 115.7, 116.9,
@@ -704,8 +702,7 @@ 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,
114.2, 115.7, 116.9,
-19
View File
@@ -32,8 +32,6 @@ pub enum FailedError {
SolutionFailed,
/// Error in input parameters
ParametersError,
/// Invalid state error (should never happen)
InvalidStateError,
}
impl Failed {
@@ -66,22 +64,6 @@ 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 {
@@ -115,7 +97,6 @@ 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
View File
@@ -64,7 +64,7 @@
//! &[3., 4.],
//! &[5., 6.],
//! &[7., 8.],
//! &[9., 10.]]).unwrap();
//! &[9., 10.]]);
//! // Our classes are defined as a vector
//! let y = vec![2, 2, 2, 3, 3];
//!
+164 -200
View File
File diff suppressed because it is too large Load Diff
+79 -208
View File
@@ -19,8 +19,6 @@ 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)]
@@ -52,26 +50,26 @@ 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>,
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",
))
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,
)
} else {
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,
})
(
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,
}
}
@@ -104,26 +102,26 @@ 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>,
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",
))
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,
)
} else {
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,
})
(
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,
}
}
@@ -184,102 +182,42 @@ 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,
) -> 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,
})
pub fn new(nrows: usize, ncols: usize, values: Vec<T>, column_major: bool) -> Self {
DenseMatrix {
ncols,
nrows,
values,
column_major,
}
}
/// New instance of `DenseMatrix` from 2d array.
pub fn from_2d_array(values: &[&[T]]) -> Result<Self, Failed> {
pub fn from_2d_array(values: &[&[T]]) -> Self {
DenseMatrix::from_2d_vec(&values.iter().map(|row| Vec::from(*row)).collect())
}
/// New instance of `DenseMatrix` from 2d vector.
#[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);
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);
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> {
@@ -366,7 +304,6 @@ 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",
@@ -446,15 +383,15 @@ 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).unwrap())
Box::new(DenseMatrixView::new(self, row..row + 1, 0..self.ncols))
}
fn get_col<'a>(&'a self, col: usize) -> Box<dyn ArrayView1<T> + 'a> {
Box::new(DenseMatrixView::new(self, 0..self.nrows, col..col + 1).unwrap())
Box::new(DenseMatrixView::new(self, 0..self.nrows, col..col + 1))
}
fn slice<'a>(&'a self, rows: Range<usize>, cols: Range<usize>) -> Box<dyn ArrayView2<T> + 'a> {
Box::new(DenseMatrixView::new(self, rows, cols).unwrap())
Box::new(DenseMatrixView::new(self, rows, cols))
}
fn slice_mut<'a>(
@@ -465,17 +402,15 @@ impl<T: Debug + Display + Copy + Sized> Array2<T> for DenseMatrix<T> {
where
Self: Sized,
{
Box::new(DenseMatrixMutView::new(self, rows, cols).unwrap())
Box::new(DenseMatrixMutView::new(self, rows, cols))
}
// 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).unwrap()
DenseMatrix::new(nrows, ncols, vec![value; nrows * ncols], true)
}
// 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).unwrap()
DenseMatrix::new(nrows, ncols, iter.collect(), axis != 0)
}
fn transpose(&self) -> Self {
@@ -608,75 +543,16 @@ mod tests {
use super::*;
use approx::relative_eq;
#[test]
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();
let x = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.], &[7., 8., 9.]]);
println!("{}", &x);
}
#[test]
fn test_get_row_col() {
let x = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.], &[7., 8., 9.]]).unwrap();
let x = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.], &[7., 8., 9.]]);
assert_eq!(15.0, x.get_col(1).sum());
assert_eq!(15.0, x.get_row(1).sum());
@@ -685,7 +561,7 @@ mod tests {
#[test]
fn test_row_major() {
let mut x = DenseMatrix::new(2, 3, vec![1, 2, 3, 4, 5, 6], false).unwrap();
let mut x = DenseMatrix::new(2, 3, vec![1, 2, 3, 4, 5, 6], false);
assert_eq!(5, *x.get_col(1).get(1));
assert_eq!(7, x.get_col(1).sum());
@@ -699,8 +575,7 @@ 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]])
.unwrap();
let x = DenseMatrix::from_2d_array(&[&[1, 2, 3], &[4, 5, 6], &[7, 8, 9], &[10, 11, 12]]);
assert_eq!(
vec![4, 5, 6],
@@ -714,7 +589,7 @@ mod tests {
#[test]
fn test_iter_mut() {
let mut x = DenseMatrix::from_2d_array(&[&[1, 2, 3], &[4, 5, 6], &[7, 8, 9]]).unwrap();
let mut x = DenseMatrix::from_2d_array(&[&[1, 2, 3], &[4, 5, 6], &[7, 8, 9]]);
assert_eq!(vec![1, 4, 7, 2, 5, 8, 3, 6, 9], x.values);
// add +2 to some elements
@@ -750,8 +625,7 @@ mod tests {
#[test]
fn test_str_array() {
let mut x =
DenseMatrix::from_2d_array(&[&["1", "2", "3"], &["4", "5", "6"], &["7", "8", "9"]])
.unwrap();
DenseMatrix::from_2d_array(&[&["1", "2", "3"], &["4", "5", "6"], &["7", "8", "9"]]);
assert_eq!(vec!["1", "4", "7", "2", "5", "8", "3", "6", "9"], x.values);
x.iterator_mut(0).for_each(|v| *v = "str");
@@ -763,7 +637,7 @@ mod tests {
#[test]
fn test_transpose() {
let x = DenseMatrix::<&str>::from_2d_array(&[&["1", "2", "3"], &["4", "5", "6"]]).unwrap();
let x = DenseMatrix::<&str>::from_2d_array(&[&["1", "2", "3"], &["4", "5", "6"]]);
assert_eq!(vec!["1", "4", "2", "5", "3", "6"], x.values);
assert!(x.column_major);
@@ -776,7 +650,7 @@ mod tests {
#[test]
fn test_from_iterator() {
let data = [1, 2, 3, 4, 5, 6];
let data = vec![1, 2, 3, 4, 5, 6];
let m = DenseMatrix::from_iterator(data.iter(), 2, 3, 0);
@@ -790,8 +664,8 @@ mod tests {
#[test]
fn test_take() {
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();
let a = DenseMatrix::from_2d_array(&[&[1, 2, 3], &[4, 5, 6]]);
let b = DenseMatrix::from_2d_array(&[&[1, 2], &[3, 4], &[5, 6]]);
println!("{a}");
// take column 0 and 2
@@ -803,7 +677,7 @@ mod tests {
#[test]
fn test_mut() {
let a = DenseMatrix::from_2d_array(&[&[1.3, -2.1, 3.4], &[-4., -5.3, 6.1]]).unwrap();
let a = DenseMatrix::from_2d_array(&[&[1.3, -2.1, 3.4], &[-4., -5.3, 6.1]]);
let a = a.abs();
assert_eq!(vec![1.3, 4.0, 2.1, 5.3, 3.4, 6.1], a.values);
@@ -814,8 +688,7 @@ mod tests {
#[test]
fn test_reshape() {
let a = DenseMatrix::from_2d_array(&[&[1, 2, 3], &[4, 5, 6], &[7, 8, 9], &[10, 11, 12]])
.unwrap();
let a = DenseMatrix::from_2d_array(&[&[1, 2, 3], &[4, 5, 6], &[7, 8, 9], &[10, 11, 12]]);
let a = a.reshape(2, 6, 0);
assert_eq!(vec![1, 2, 3, 4, 5, 6, 7, 8, 9, 10, 11, 12], a.values);
@@ -828,15 +701,13 @@ mod tests {
#[test]
fn test_eq() {
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 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 c = DenseMatrix::from_2d_array(&[
&[1. + f32::EPSILON, 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();
]);
let d = DenseMatrix::from_2d_array(&[&[1. + 0.5, 2., 3.], &[4., 5., 6. + f32::EPSILON]]);
assert!(!relative_eq!(a, b));
assert!(!relative_eq!(a, d));
+1 -2
View File
@@ -55,7 +55,6 @@ 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
}
@@ -212,7 +211,7 @@ mod tests {
#[test]
fn test_len() {
let x = [1, 2, 3];
let x = vec![1, 2, 3];
assert_eq!(3, x.len());
}
+7 -11
View File
@@ -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();
@@ -175,14 +175,11 @@ mod tests {
)]
#[test]
fn cholesky_decompose() {
let a = DenseMatrix::from_2d_array(&[&[25., 15., -5.], &[15., 18., 0.], &[-5., 0., 11.]])
.unwrap();
let a = DenseMatrix::from_2d_array(&[&[25., 15., -5.], &[15., 18., 0.], &[-5., 0., 11.]]);
let l =
DenseMatrix::from_2d_array(&[&[5.0, 0.0, 0.0], &[3.0, 3.0, 0.0], &[-1.0, 1.0, 3.0]])
.unwrap();
DenseMatrix::from_2d_array(&[&[5.0, 0.0, 0.0], &[3.0, 3.0, 0.0], &[-1.0, 1.0, 3.0]]);
let u =
DenseMatrix::from_2d_array(&[&[5.0, 3.0, -1.0], &[0.0, 3.0, 1.0], &[0.0, 0.0, 3.0]])
.unwrap();
DenseMatrix::from_2d_array(&[&[5.0, 3.0, -1.0], &[0.0, 3.0, 1.0], &[0.0, 0.0, 3.0]]);
let cholesky = a.cholesky().unwrap();
assert!(relative_eq!(cholesky.L().abs(), l.abs(), epsilon = 1e-4));
@@ -200,10 +197,9 @@ mod tests {
)]
#[test]
fn cholesky_solve_mut() {
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 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 cholesky = a.cholesky().unwrap();
+9 -15
View File
@@ -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;
@@ -820,8 +820,7 @@ 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];
@@ -829,8 +828,7 @@ 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();
@@ -841,7 +839,7 @@ 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() < f64::EPSILON);
assert!((0f64 - evd.e[i]).abs() < std::f64::EPSILON);
}
}
#[cfg_attr(
@@ -854,8 +852,7 @@ 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];
@@ -863,8 +860,7 @@ 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();
@@ -875,7 +871,7 @@ 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() < f64::EPSILON);
assert!((0f64 - evd.e[i]).abs() < std::f64::EPSILON);
}
}
#[cfg_attr(
@@ -889,8 +885,7 @@ 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];
@@ -900,8 +895,7 @@ 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();
+3 -3
View File
@@ -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.]]).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();
/// 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.]]);
///
/// assert_eq!(a.ab(true, &b, false), expected);
/// ```
+7 -8
View File
@@ -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.]]).unwrap();
let a = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[0., 1., 5.], &[5., 6., 0.]]);
let expected_L =
DenseMatrix::from_2d_array(&[&[1., 0., 0.], &[0., 1., 0.], &[0.2, 0.8, 1.]]).unwrap();
DenseMatrix::from_2d_array(&[&[1., 0., 0.], &[0., 1., 0.], &[0.2, 0.8, 1.]]);
let expected_U =
DenseMatrix::from_2d_array(&[&[5., 6., 0.], &[0., 1., 5.], &[0., 0., -1.]]).unwrap();
DenseMatrix::from_2d_array(&[&[5., 6., 0.], &[0., 1., 5.], &[0., 0., -1.]]);
let expected_pivot =
DenseMatrix::from_2d_array(&[&[0., 0., 1.], &[0., 1., 0.], &[1., 0., 0.]]).unwrap();
DenseMatrix::from_2d_array(&[&[0., 0., 1.], &[0., 1., 0.], &[1., 0., 0.]]);
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));
@@ -281,10 +281,9 @@ mod tests {
)]
#[test]
fn inverse() {
let a = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[0., 1., 5.], &[5., 6., 0.]]).unwrap();
let a = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[0., 1., 5.], &[5., 6., 0.]]);
let expected =
DenseMatrix::from_2d_array(&[&[-6.0, 3.6, 1.4], &[5.0, -3.0, -1.0], &[-1.0, 0.8, 0.2]])
.unwrap();
DenseMatrix::from_2d_array(&[&[-6.0, 3.6, 1.4], &[5.0, -3.0, -1.0], &[-1.0, 0.8, 0.2]]);
let a_inv = a.lu().and_then(|lu| lu.inverse()).unwrap();
assert!(relative_eq!(a_inv, expected, epsilon = 1e-4));
}
+7 -12
View File
@@ -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();
@@ -201,20 +201,17 @@ 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]])
.unwrap();
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 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));
@@ -226,15 +223,13 @@ 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]])
.unwrap();
let b = DenseMatrix::from_2d_array(&[&[0.5, 0.2], &[0.5, 0.8], &[0.5, 0.3]]).unwrap();
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 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));
}
+13 -17
View File
@@ -136,8 +136,8 @@ 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.]]).unwrap();
/// let expected = DenseMatrix::from_2d_array(&[&[0., 1., 1.],&[0., 0., 0.]]).unwrap();
/// 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.]]);
/// a.binarize_mut(0.);
///
/// assert_eq!(a, expected);
@@ -159,8 +159,8 @@ 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.]]).unwrap();
/// let expected = DenseMatrix::from_2d_array(&[&[0., 1., 1.],&[0., 0., 0.]]).unwrap();
/// let a = DenseMatrix::from_2d_array(&[&[0., 2., 3.], &[-5., -6., -7.]]);
/// let expected = DenseMatrix::from_2d_array(&[&[0., 1., 1.],&[0., 0., 0.]]);
///
/// assert_eq!(a.binarize(0.), expected);
/// ```
@@ -186,8 +186,7 @@ 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.];
@@ -197,7 +196,7 @@ mod tests {
#[test]
fn test_var() {
let m = DenseMatrix::from_2d_array(&[&[1., 2., 3., 4.], &[5., 6., 7., 8.]]).unwrap();
let m = DenseMatrix::from_2d_array(&[&[1., 2., 3., 4.], &[5., 6., 7., 8.]]);
let expected_0 = vec![4., 4., 4., 4.];
let expected_1 = vec![1.25, 1.25];
@@ -212,13 +211,12 @@ 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, f64::EPSILON));
assert!(m.var(1).approximate_eq(&expected_1, f64::EPSILON));
assert!(m.var(0).approximate_eq(&expected_0, std::f64::EPSILON));
assert!(m.var(1).approximate_eq(&expected_1, std::f64::EPSILON));
assert_eq!(
m.mean(0),
vec![0.0, 0.25, 0.25, 1.25, 1.5, 1.75, 2.75, 3.25]
@@ -232,8 +230,7 @@ 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,
@@ -254,10 +251,10 @@ mod tests {
#[test]
fn test_scale() {
let m: DenseMatrix<f64> =
DenseMatrix::from_2d_array(&[&[1., 2., 3., 4.], &[5., 6., 7., 8.]]).unwrap();
DenseMatrix::from_2d_array(&[&[1., 2., 3., 4.], &[5., 6., 7., 8.]]);
let expected_0: DenseMatrix<f64> =
DenseMatrix::from_2d_array(&[&[-1., -1., -1., -1.], &[1., 1., 1., 1.]]).unwrap();
DenseMatrix::from_2d_array(&[&[-1., -1., -1., -1.], &[1., 1., 1., 1.]]);
let expected_1: DenseMatrix<f64> = DenseMatrix::from_2d_array(&[
&[
-1.3416407864998738,
@@ -271,8 +268,7 @@ 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]);
+14 -20
View File
@@ -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;
@@ -48,9 +48,11 @@ 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,
}
@@ -487,8 +489,7 @@ 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];
@@ -496,15 +497,13 @@ 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();
@@ -578,8 +577,7 @@ 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,
@@ -649,8 +647,7 @@ mod tests {
0.73034065,
-0.43965505,
],
])
.unwrap();
]);
let V = DenseMatrix::from_2d_array(&[
&[
@@ -710,8 +707,7 @@ mod tests {
0.1654796,
-0.32346758,
],
])
.unwrap();
]);
let svd = A.svd().unwrap();
@@ -727,11 +723,10 @@ 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]])
.unwrap();
let b = DenseMatrix::from_2d_array(&[&[0.5, 0.2], &[0.5, 0.8], &[0.5, 0.3]]).unwrap();
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 expected_w =
DenseMatrix::from_2d_array(&[&[-0.20, -1.28], &[0.87, 2.22], &[0.47, 0.66]]).unwrap();
DenseMatrix::from_2d_array(&[&[-0.20, -1.28], &[0.87, 2.22], &[0.47, 0.66]]);
let w = a.svd_solve_mut(b).unwrap();
assert!(relative_eq!(w, expected_w, epsilon = 1e-2));
}
@@ -742,8 +737,7 @@ 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]]).unwrap();
let a = DenseMatrix::from_2d_array(&[&[1.0, 2.0, 3.0, 4.0], &[5.0, 6.0, 7.0, 8.0]]);
let svd = a.svd().unwrap();
let u: &DenseMatrix<f32> = &svd.U; //U
let v: &DenseMatrix<f32> = &svd.V; // V
+7 -9
View File
@@ -12,8 +12,7 @@
//! 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.]]).unwrap();
//! let a = DenseMatrix::from_2d_array(&[&[25., 15., -5.], &[15., 18., 0.], &[-5., 0., 11.]]);
//! let b = vec![40., 51., 28.];
//! let expected = vec![1.0, 2.0, 3.0];
//! let mut x = Vec::zeros(3);
@@ -27,9 +26,9 @@ 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,
@@ -109,7 +108,7 @@ 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();
@@ -133,7 +132,7 @@ 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);
@@ -159,10 +158,9 @@ mod tests {
#[test]
fn bg_solver() {
let a = DenseMatrix::from_2d_array(&[&[25., 15., -5.], &[15., 18., 0.], &[-5., 0., 11.]])
.unwrap();
let a = DenseMatrix::from_2d_array(&[&[25., 15., -5.], &[15., 18., 0.], &[-5., 0., 11.]]);
let b = vec![40., 51., 28.];
let expected = [1.0, 2.0, 3.0];
let expected = vec![1.0, 2.0, 3.0];
let mut x = Vec::zeros(3);
+4 -6
View File
@@ -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];
@@ -511,8 +511,7 @@ 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<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,
@@ -563,8 +562,7 @@ 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,
@@ -629,7 +627,7 @@ 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,
+1 -2
View File
@@ -418,8 +418,7 @@ 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<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,
+10 -4
View File
@@ -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>,
@@ -25,8 +25,9 @@ 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),
@@ -37,7 +38,7 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
}
}
/// Run the optimization
///
pub fn optimize(
&mut self,
x: &X,
@@ -100,7 +101,7 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
// CALCULATE DUALITY GAP
let xnu = nu.xa(false, x);
let max_xnu = xnu.norm(f64::INFINITY);
let max_xnu = xnu.norm(std::f64::INFINITY);
if max_xnu > lambda_f64 {
let lnu = T::from_f64(lambda_f64 / max_xnu).unwrap();
nu.mul_scalar_mut(lnu);
@@ -207,6 +208,7 @@ 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();
@@ -218,9 +220,11 @@ 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();
@@ -230,6 +234,7 @@ 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());
@@ -241,6 +246,7 @@ 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);
}
+3 -4
View File
@@ -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];
@@ -341,8 +341,7 @@ 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<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,
@@ -394,7 +393,7 @@ 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,
+48 -91
View File
@@ -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,
//! ];
@@ -183,11 +183,14 @@ 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();
@@ -413,7 +416,7 @@ 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,
@@ -608,8 +611,7 @@ 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];
@@ -626,11 +628,11 @@ 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() < f64::EPSILON);
assert!((g[0] + 33.000068218163484).abs() < std::f64::EPSILON);
let f = objective.f(&[1., 2., 3., 4., 5., 6., 7., 8., 9.]);
assert!((f - 408.0052230582765).abs() < f64::EPSILON);
assert!((f - 408.0052230582765).abs() < std::f64::EPSILON);
let objective_reg = MultiClassObjectiveFunction {
x: &x,
@@ -669,8 +671,7 @@ 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];
@@ -686,13 +687,13 @@ mod tests {
objective.df(&mut g, &vec![1., 2., 3.]);
objective.df(&mut g, &vec![1., 2., 3.]);
assert!((g[0] - 26.051064349381285).abs() < f64::EPSILON);
assert!((g[1] - 10.239000702928523).abs() < f64::EPSILON);
assert!((g[2] - 3.869294270156324).abs() < f64::EPSILON);
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);
let f = objective.f(&[1., 2., 3.]);
assert!((f - 59.76994756647412).abs() < f64::EPSILON);
assert!((f - 59.76994756647412).abs() < std::f64::EPSILON);
let objective_reg = BinaryObjectiveFunction {
x: &x,
@@ -732,8 +733,7 @@ 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();
@@ -818,41 +818,37 @@ 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<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];
// 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];
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")),
@@ -881,8 +877,7 @@ 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 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();
@@ -895,7 +890,11 @@ mod tests {
let y_hat = lr.predict(&x).unwrap();
let error: i32 = y.into_iter().zip(y_hat).map(|(a, b)| (a - b).abs()).sum();
let error: i32 = y
.into_iter()
.zip(y_hat.into_iter())
.map(|(a, b)| (a - b).abs())
.sum();
assert!(error <= 1);
@@ -904,46 +903,4 @@ 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);
}
}
+3 -4
View File
@@ -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];
@@ -455,8 +455,7 @@ 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<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,
@@ -514,7 +513,7 @@ 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 -3
View File
@@ -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.];
@@ -151,8 +151,7 @@ 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
View File
@@ -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::{Array1, Array2},
numbers::basenum::Number,
linalg::basic::arrays::{Array2, Array1},
numbers::realnum::RealNumber,
numbers::basenum::Number,
};
use crate::model_selection::{cross_validate, BaseKFold, CrossValidationResult};
+6 -10
View File
@@ -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,
//! ];
@@ -396,8 +396,7 @@ 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 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 {
@@ -442,8 +441,7 @@ 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,
114.2, 115.7, 116.9,
@@ -491,8 +489,7 @@ 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<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,
@@ -542,8 +539,7 @@ 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 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);
+9 -13
View File
@@ -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]]).unwrap();
//! let x_test = DenseMatrix::from_2d_array(&[&[0, 1, 1, 0, 0, 1]]);
//! 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(
@@ -427,7 +427,6 @@ 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 {
@@ -528,8 +527,7 @@ 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();
@@ -560,7 +558,7 @@ 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]]).unwrap();
let x_test = DenseMatrix::from_2d_array(&[&[0.0, 1.0, 1.0, 0.0, 0.0, 1.0]]);
let y_hat = bnb.predict(&x_test).unwrap();
assert_eq!(y_hat, &[1]);
@@ -588,8 +586,7 @@ 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();
@@ -646,8 +643,7 @@ 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();
+7 -11
View File
@@ -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() > f64::EPSILON {
if (*a_i_j - *b_i_j).abs() > std::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> {
@@ -375,7 +375,6 @@ 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)
@@ -456,8 +455,7 @@ 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();
@@ -515,7 +513,7 @@ mod tests {
]
);
let x_test = DenseMatrix::from_2d_array(&[&[0, 2, 1, 0], &[2, 2, 0, 0]]).unwrap();
let x_test = DenseMatrix::from_2d_array(&[&[0, 2, 1, 0], &[2, 2, 0, 0]]);
let y_hat = cnb.predict(&x_test).unwrap();
assert_eq!(y_hat, vec![0, 1]);
}
@@ -541,8 +539,7 @@ 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();
@@ -574,8 +571,7 @@ 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();
+6 -10
View File
@@ -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> {
@@ -328,7 +328,6 @@ 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)
@@ -396,8 +395,7 @@ 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();
@@ -437,8 +435,7 @@ 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];
@@ -465,8 +462,7 @@ 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();
+10 -85
View File
@@ -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::{cmp::Ordering, marker::PhantomData};
use std::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 predictions = x
.row_iter()
.map(|row| {
y_classes
let (rows, _) = x.shape();
let predictions = (0..rows)
.map(|row_index| {
let row = x.get_row(row_index);
let (prediction, _probability) = y_classes
.iter()
.enumerate()
.map(|(class_index, class)| {
@@ -106,26 +106,11 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>, D: NBDistribution<TX,
+ self.distribution.prior(class_index).ln(),
)
})
// 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"))
.max_by(|(_, p1), (_, p2)| p1.partial_cmp(p2).unwrap())
.unwrap();
*prediction
})
.collect::<Result<Vec<TY>, Failed>>()?;
.collect::<Vec<TY>>();
let y_hat = Y::from_vec_slice(&predictions);
Ok(y_hat)
}
@@ -134,63 +119,3 @@ 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<'d> NBDistribution<i32, i32> for TestDistribution<'d> {
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"),
}
}
}
+9 -13
View File
@@ -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]]).unwrap();
//! let x_test = DenseMatrix::from_2d_array(&[&[0, 3, 1, 0, 0, 1]]);
//! 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)?;
@@ -358,7 +358,6 @@ 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)
@@ -434,8 +433,7 @@ 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();
@@ -469,7 +467,7 @@ 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]]).unwrap();
let x_test = DenseMatrix::<u32>::from_2d_array(&[&[0, 3, 1, 0, 0, 1]]);
let y_hat = mnb.predict(&x_test).unwrap();
assert_eq!(y_hat, &[0]);
@@ -497,8 +495,7 @@ 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();
@@ -557,8 +554,7 @@ 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();
+6 -11
View File
@@ -22,7 +22,7 @@
//! &[3., 4.],
//! &[5., 6.],
//! &[7., 8.],
//! &[9., 10.]]).unwrap();
//! &[9., 10.]]);
//! 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,
@@ -261,7 +261,6 @@ 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);
@@ -312,8 +311,7 @@ mod tests {
#[test]
fn knn_fit_predict() {
let x =
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]])
.unwrap();
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]]);
let y = vec![2, 2, 2, 3, 3];
let knn = KNNClassifier::fit(&x, &y, Default::default()).unwrap();
let y_hat = knn.predict(&x).unwrap();
@@ -327,7 +325,7 @@ mod tests {
)]
#[test]
fn knn_fit_predict_weighted() {
let x = DenseMatrix::from_2d_array(&[&[1.], &[2.], &[3.], &[4.], &[5.]]).unwrap();
let x = DenseMatrix::from_2d_array(&[&[1.], &[2.], &[3.], &[4.], &[5.]]);
let y = vec![2, 2, 2, 3, 3];
let knn = KNNClassifier::fit(
&x,
@@ -338,9 +336,7 @@ mod tests {
.with_weight(KNNWeightFunction::Distance),
)
.unwrap();
let y_hat = knn
.predict(&DenseMatrix::from_2d_array(&[&[4.1]]).unwrap())
.unwrap();
let y_hat = knn.predict(&DenseMatrix::from_2d_array(&[&[4.1]])).unwrap();
assert_eq!(vec![3], y_hat);
}
@@ -352,8 +348,7 @@ mod tests {
#[cfg(feature = "serde")]
fn serde() {
let x =
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]])
.unwrap();
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]]);
let y = vec![2, 2, 2, 3, 3];
let knn = KNNClassifier::fit(&x, &y, Default::default()).unwrap();
+12 -12
View File
@@ -24,7 +24,7 @@
//! &[2., 2.],
//! &[3., 3.],
//! &[4., 4.],
//! &[5., 5.]]).unwrap();
//! &[5., 5.]]);
//! let y = vec![1., 2., 3., 4., 5.]; //your target values
//!
//! let knn = KNNRegressor::fit(&x, &y, Default::default()).unwrap();
@@ -88,21 +88,25 @@ 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()
}
@@ -203,7 +207,7 @@ 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,
@@ -246,7 +250,6 @@ 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);
@@ -292,10 +295,9 @@ mod tests {
#[test]
fn knn_fit_predict_weighted() {
let x =
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]])
.unwrap();
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]]);
let y: Vec<f64> = vec![1., 2., 3., 4., 5.];
let y_exp = [1., 2., 3., 4., 5.];
let y_exp = vec![1., 2., 3., 4., 5.];
let knn = KNNRegressor::fit(
&x,
&y,
@@ -309,7 +311,7 @@ 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() < f64::EPSILON);
assert!((y_hat[i] - y_exp[i]).abs() < std::f64::EPSILON);
}
}
@@ -320,10 +322,9 @@ mod tests {
#[test]
fn knn_fit_predict_uniform() {
let x =
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]])
.unwrap();
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]]);
let y: Vec<f64> = vec![1., 2., 3., 4., 5.];
let y_exp = [2., 2., 3., 4., 4.];
let y_exp = vec![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));
@@ -340,8 +341,7 @@ mod tests {
#[cfg(feature = "serde")]
fn serde() {
let x =
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]])
.unwrap();
DenseMatrix::from_2d_array(&[&[1., 2.], &[3., 4.], &[5., 6.], &[7., 8.], &[9., 10.]]);
let y = vec![1., 2., 3., 4., 5.];
let knn = KNNRegressor::fit(&x, &y, Default::default()).unwrap();
@@ -1,3 +1,5 @@
// TODO: missing documentation
use std::default::Default;
use crate::linalg::basic::arrays::Array1;
@@ -6,27 +8,30 @@ 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: f64::EPSILON.sqrt(),
g_atol: f64::EPSILON,
g_rtol: std::f64::EPSILON.sqrt(),
g_atol: std::f64::EPSILON,
}
}
}
///
impl<T: FloatNumber> FirstOrderOptimizer<T> for GradientDescent {
///
fn optimize<'a, X: Array1<T>, LS: LineSearchMethod<T>>(
&self,
f: &'a F<'_, T, X>,
+25 -14
View File
@@ -11,29 +11,31 @@ 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,
@@ -49,7 +51,9 @@ 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;
@@ -91,6 +95,7 @@ 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(),
@@ -114,6 +119,7 @@ impl LBFGS {
}
}
///
fn update_state<'a, T: FloatNumber + RealNumber, X: Array1<T>, LS: LineSearchMethod<T>>(
&self,
f: &'a F<'_, T, X>,
@@ -155,6 +161,7 @@ impl LBFGS {
df(&mut state.x_df, &state.x);
}
///
fn assess_convergence<T: FloatNumber, X: Array1<T>>(
&self,
state: &mut LBFGSState<T, X>,
@@ -166,7 +173,7 @@ impl LBFGS {
}
if state.x.max_diff(&state.x_prev)
<= T::from_f64(self.x_rtol * state.x.norm(f64::INFINITY)).unwrap()
<= T::from_f64(self.x_rtol * state.x.norm(std::f64::INFINITY)).unwrap()
{
x_converged = true;
}
@@ -181,13 +188,14 @@ impl LBFGS {
state.counter_f_tol += 1;
}
if state.x_df.norm(f64::INFINITY) <= self.g_atol {
if state.x_df.norm(std::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>,
@@ -204,6 +212,7 @@ impl LBFGS {
}
}
///
#[derive(Debug)]
struct LBFGSState<T: FloatNumber, X: Array1<T>> {
x: X,
@@ -225,7 +234,9 @@ 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>,
@@ -237,7 +248,7 @@ impl<T: FloatNumber + RealNumber> FirstOrderOptimizer<T> for LBFGS {
df(&mut state.x_df, x0);
let g_converged = state.x_df.norm(f64::INFINITY) < self.g_atol;
let g_converged = state.x_df.norm(std::f64::INFINITY) < self.g_atol;
let mut converged = g_converged;
let stopped = false;
@@ -288,7 +299,7 @@ mod tests {
let result = optimizer.optimize(&f, &df, &x0, &ls);
assert!((result.f_x - 0.0).abs() < f64::EPSILON);
assert!((result.f_x - 0.0).abs() < std::f64::EPSILON);
assert!((result.x[0] - 1.0).abs() < 1e-8);
assert!((result.x[1] - 1.0).abs() < 1e-8);
assert!(result.iterations <= 24);
+8 -8
View File
@@ -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,
}
+17 -12
View File
@@ -1,9 +1,11 @@
// 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),
@@ -14,31 +16,32 @@ 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 {
@@ -52,7 +55,9 @@ impl<T: Float> Default for Backtracking<T> {
}
}
///
impl<T: Float> LineSearchMethod<T> for Backtracking<T> {
///
fn search(
&self,
f: &(dyn Fn(T) -> T),
+9 -7
View File
@@ -1,19 +1,21 @@
/// first order optimization algorithms
// TODO: missing documentation
///
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,
}
+7 -12
View File
@@ -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();
@@ -240,16 +240,14 @@ 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)
}
@@ -261,16 +259,14 @@ 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)
}
@@ -281,7 +277,7 @@ mod tests {
)]
#[test]
fn hash_encode_f64_series() {
let series = [3.0, 1.0, 2.0, 1.0];
let series = vec![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);
@@ -338,8 +334,7 @@ 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);
+38 -47
View File
@@ -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;
@@ -197,18 +197,15 @@ 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],]).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()
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],])
]),
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()
)
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]
]))
)
}
@@ -290,15 +287,13 @@ 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(&[
@@ -306,8 +301,7 @@ 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
))
}
@@ -316,10 +310,13 @@ 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]]).unwrap()
),
DenseMatrix::from_2d_array(&[&[0.0], &[0.0], &[0.0], &[0.0]]).unwrap(),
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]]),
"When scaling values with zero variance, zero is expected as return value"
)
}
@@ -334,8 +331,7 @@ 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 {
@@ -358,8 +354,7 @@ 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();
@@ -369,18 +364,17 @@ mod tests {
vec![0.42864544605, 0.2869813741, 0.737752073825, 0.431011663625],
);
assert!(&DenseMatrix::<f64>::from_2d_vec(&vec![fitted_scaler.stds])
.unwrap()
.approximate_eq(
assert!(
&DenseMatrix::<f64>::from_2d_vec(&vec![fitted_scaler.stds]).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
@@ -398,9 +392,8 @@ mod tests {
};
assert_eq!(
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())
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]]))
)
}
@@ -420,8 +413,8 @@ mod tests {
assert_eq!(
standard_scaler
.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())
.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]]))
)
}
@@ -440,8 +433,7 @@ 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();
@@ -454,18 +446,17 @@ mod tests {
vec![0.42864544605, 0.2869813741, 0.737752073825, 0.431011663625],
);
assert!(&DenseMatrix::from_2d_vec(&vec![deserialized_scaler.stds])
.unwrap()
.approximate_eq(
assert!(
&DenseMatrix::from_2d_vec(&vec![deserialized_scaler.stds]).approximate_eq(
&DenseMatrix::from_2d_array(&[&[
0.29426447500954,
0.16758497615485,
0.20820945786863,
0.23329718831165
],])
.unwrap(),
],]),
0.00000000000001
))
)
)
}
}
}
+2 -3
View File
@@ -238,8 +238,7 @@ 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]
@@ -262,7 +261,7 @@ 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]
+2 -2
View File
@@ -56,7 +56,7 @@ pub struct Kernels;
impl Kernels {
/// Return a default linear
pub fn linear() -> LinearKernel {
LinearKernel
LinearKernel::default()
}
/// Return a default RBF
pub fn rbf() -> RBFKernel {
@@ -292,7 +292,7 @@ mod tests {
.unwrap()
.abs();
assert!((4913f64 - result).abs() < f64::EPSILON);
assert!((4913f64 - result) < std::f64::EPSILON);
}
#[cfg_attr(
+6 -11
View File
@@ -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];
//!
@@ -957,8 +957,7 @@ 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 y: Vec<i32> = vec![
-1, -1, -1, -1, -1, -1, -1, -1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
@@ -984,8 +983,7 @@ 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]])
.unwrap();
let x = DenseMatrix::from_2d_array(&[&[4.0, 0.0], &[0.0, 4.0], &[8.0, 0.0], &[0.0, 8.0]]);
let x2 = DenseMatrix::from_2d_array(&[
&[3.0, 3.0],
@@ -994,8 +992,7 @@ mod tests {
&[10.0, 10.0],
&[1.0, 1.0],
&[0.0, 0.0],
])
.unwrap();
]);
let y: Vec<i32> = vec![-1, -1, 1, 1];
@@ -1048,8 +1045,7 @@ 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 y: Vec<i32> = vec![
-1, -1, -1, -1, -1, -1, -1, -1, -1, -1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
@@ -1098,8 +1094,7 @@ 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 y: Vec<i32> = vec![
-1, -1, -1, -1, -1, -1, -1, -1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1, 1,
+3 -5
View File
@@ -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];
@@ -640,8 +640,7 @@ 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<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,
@@ -689,8 +688,7 @@ 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<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,
+37 -101
View File
@@ -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];
//!
@@ -116,7 +116,6 @@ 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>,
@@ -160,13 +159,11 @@ 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
@@ -197,12 +194,12 @@ 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() < f64::EPSILON,
(Some(a), Some(b)) => (a - b).abs() < std::f64::EPSILON,
(None, None) => true,
_ => false,
}
&& match (self.split_score, other.split_score) {
(Some(a), Some(b)) => (a - b).abs() < f64::EPSILON,
(Some(a), Some(b)) => (a - b).abs() < std::f64::EPSILON,
(None, None) => true,
_ => false,
}
@@ -403,16 +400,14 @@ impl Default for DecisionTreeClassifierSearchParameters {
}
impl Node {
fn new(output: usize, n_node_samples: usize) -> Self {
fn new(output: 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,
}
}
}
@@ -512,7 +507,6 @@ 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,
@@ -584,7 +578,7 @@ 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), y_ncols);
let root = Node::new(which_max(&count));
change_nodes.push(root);
let mut order: Vec<Vec<usize>> = Vec::new();
@@ -599,7 +593,6 @@ 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,
@@ -613,7 +606,7 @@ 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(u16::MAX) {
while tree.depth() < tree.parameters().max_depth.unwrap_or(std::u16::MAX) {
match visitor_queue.pop_front() {
Some(node) => tree.split(node, mtry, &mut visitor_queue, &mut rng),
None => break,
@@ -650,7 +643,7 @@ 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(f64::NAN)
<= node.split_value.unwrap_or(std::f64::NAN)
{
queue.push_back(node.true_child.unwrap());
} else {
@@ -685,7 +678,16 @@ 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 {
@@ -694,15 +696,7 @@ impl<TX: Number + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>>
}
}
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 parent_impurity = impurity(&self.parameters().criterion, &count, n);
let mut variables = (0..n_attr).collect::<Vec<_>>();
@@ -711,7 +705,14 @@ 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, *variable);
self.find_best_split(
visitor,
n,
&count,
&mut false_count,
parent_impurity,
*variable,
);
}
self.nodes()[visitor.node].split_score.is_some()
@@ -723,6 +724,7 @@ 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];
@@ -758,7 +760,6 @@ 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)
@@ -803,7 +804,9 @@ 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(f64::NAN)
<= self.nodes()[visitor.node]
.split_value
.unwrap_or(std::f64::NAN)
{
*true_sample = visitor.samples[i];
tc += *true_sample;
@@ -824,9 +827,9 @@ 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, tc));
self.nodes.push(Node::new(visitor.true_child_output));
let false_child_idx = self.nodes().len();
self.nodes.push(Node::new(visitor.false_child_output, fc));
self.nodes.push(Node::new(visitor.false_child_output));
self.nodes[visitor.node].true_child = Some(true_child_idx);
self.nodes[visitor.node].false_child = Some(false_child_idx);
@@ -860,33 +863,6 @@ 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
}
}
#[cfg(test)]
@@ -923,14 +899,14 @@ mod tests {
)]
#[test]
fn gini_impurity() {
assert!((impurity(&SplitCriterion::Gini, &[7, 3], 10) - 0.42).abs() < f64::EPSILON);
assert!((impurity(&SplitCriterion::Gini, &[7, 3], 10) - 0.42).abs() < std::f64::EPSILON);
assert!(
(impurity(&SplitCriterion::Entropy, &[7, 3], 10) - 0.8812908992306927).abs()
< f64::EPSILON
< std::f64::EPSILON
);
assert!(
(impurity(&SplitCriterion::ClassificationError, &[7, 3], 10) - 0.3).abs()
< f64::EPSILON
< std::f64::EPSILON
);
}
@@ -962,8 +938,7 @@ 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 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!(
@@ -1030,8 +1005,7 @@ 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!(
@@ -1042,43 +1016,6 @@ 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
@@ -1107,8 +1044,7 @@ 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();
+13 -13
View File
@@ -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() < f64::EPSILON
(self.output - other.output).abs() < std::f64::EPSILON
&& self.split_feature == other.split_feature
&& match (self.split_value, other.split_value) {
(Some(a), Some(b)) => (a - b).abs() < f64::EPSILON,
(Some(a), Some(b)) => (a - b).abs() < std::f64::EPSILON,
(None, None) => true,
_ => false,
}
&& match (self.split_score, other.split_score) {
(Some(a), Some(b)) => (a - b).abs() < f64::EPSILON,
(Some(a), Some(b)) => (a - b).abs() < std::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(u16::MAX) {
while tree.depth() < tree.parameters().max_depth.unwrap_or(std::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(f64::NAN)
<= node.split_value.unwrap_or(std::f64::NAN)
{
queue.push_back(node.true_child.unwrap());
} else {
@@ -640,7 +640,9 @@ 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(f64::NAN)
<= self.nodes()[visitor.node]
.split_value
.unwrap_or(std::f64::NAN)
{
*true_sample = visitor.samples[i];
tc += *true_sample;
@@ -751,8 +753,7 @@ 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<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,
@@ -766,7 +767,7 @@ mod tests {
assert!((y_hat[i] - y[i]).abs() < 0.1);
}
let expected_y = [
let expected_y = vec![
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,
];
@@ -787,7 +788,7 @@ mod tests {
assert!((y_hat[i] - expected_y[i]).abs() < 0.1);
}
let expected_y = [
let expected_y = vec![
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,
];
@@ -833,8 +834,7 @@ 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<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,