Compare commits
16 Commits
| Author | SHA1 | Date | |
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cfc953b25c | ||
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c56370dfca | ||
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78e53a28e7 | ||
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a9f89a2e15 | ||
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e9ed9e85ae | ||
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28c81eb358 | ||
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7f7b2edca0 | ||
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d46b830bcd | ||
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b6fb8191eb | ||
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61db4ebd90 | ||
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2603a1f42b | ||
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663db0334d |
@@ -36,7 +36,7 @@ jobs:
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- name: Install Rust toolchain
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uses: actions-rs/toolchain@v1
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with:
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toolchain: 1.81 # 1.82 seems to break wasm32 tests https://github.com/rustwasm/wasm-bindgen/issues/4274
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toolchain: stable
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target: ${{ matrix.platform.target }}
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profile: minimal
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default: true
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+1
-1
@@ -48,7 +48,7 @@ getrandom = { version = "0.2.8", optional = true }
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wasm-bindgen-test = "0.3"
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[dev-dependencies]
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itertools = "0.13.0"
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itertools = "0.12.0"
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serde_json = "1.0"
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bincode = "1.3.1"
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@@ -124,7 +124,7 @@ impl<T: Debug + PartialEq, D: Distance<T>> CoverTree<T, D> {
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current_cover_set.push((d, &self.root));
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let mut heap = HeapSelection::with_capacity(k);
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heap.add(f64::MAX);
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heap.add(std::f64::MAX);
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let mut empty_heap = true;
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if !self.identical_excluded || self.get_data_value(self.root.idx) != p {
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@@ -145,7 +145,7 @@ impl<T: Debug + PartialEq, D: Distance<T>> CoverTree<T, D> {
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}
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let upper_bound = if empty_heap {
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f64::INFINITY
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std::f64::INFINITY
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} else {
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*heap.peek()
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};
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@@ -291,7 +291,7 @@ impl<T: Debug + PartialEq, D: Distance<T>> CoverTree<T, D> {
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} else {
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let max_dist = self.max(point_set);
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let next_scale = (max_scale - 1).min(self.get_scale(max_dist));
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if next_scale == i64::MIN {
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if next_scale == std::i64::MIN {
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let mut children: Vec<Node> = Vec::new();
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let mut leaf = self.new_leaf(p);
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children.push(leaf);
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@@ -435,7 +435,7 @@ impl<T: Debug + PartialEq, D: Distance<T>> CoverTree<T, D> {
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fn get_scale(&self, d: f64) -> i64 {
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if d == 0f64 {
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i64::MIN
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std::i64::MIN
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} else {
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(self.inv_log_base * d.ln()).ceil() as i64
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}
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@@ -52,8 +52,10 @@ pub struct FastPair<'a, T: RealNumber + FloatNumber, M: Array2<T>> {
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}
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impl<'a, T: RealNumber + FloatNumber, M: Array2<T>> FastPair<'a, T, M> {
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///
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/// Constructor
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/// Instantiate and initialize the algorithm
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/// Instantiate and inizialise the algorithm
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///
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pub fn new(m: &'a M) -> Result<Self, Failed> {
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if m.shape().0 < 3 {
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return Err(Failed::because(
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@@ -72,8 +74,10 @@ impl<'a, T: RealNumber + FloatNumber, M: Array2<T>> FastPair<'a, T, M> {
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Ok(init)
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}
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///
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/// Initialise `FastPair` by passing a `Array2`.
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/// Build a FastPairs data-structure from a set of (new) points.
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///
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fn init(&mut self) {
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// basic measures
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let len = self.samples.shape().0;
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@@ -154,7 +158,9 @@ impl<'a, T: RealNumber + FloatNumber, M: Array2<T>> FastPair<'a, T, M> {
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self.neighbours = neighbours;
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}
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///
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/// Find closest pair by scanning list of nearest neighbors.
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///
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#[allow(dead_code)]
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pub fn closest_pair(&self) -> PairwiseDistance<T> {
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let mut a = self.neighbours[0]; // Start with first point
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@@ -211,7 +217,9 @@ mod tests_fastpair {
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use super::*;
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use crate::linalg::basic::{arrays::Array, matrix::DenseMatrix};
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///
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/// Brute force algorithm, used only for comparison and testing
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///
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pub fn closest_pair_brute(fastpair: &FastPair<f64, DenseMatrix<f64>>) -> PairwiseDistance<f64> {
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use itertools::Itertools;
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let m = fastpair.samples.shape().0;
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@@ -61,7 +61,7 @@ impl<T, D: Distance<T>> LinearKNNSearch<T, D> {
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for _ in 0..k {
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heap.add(KNNPoint {
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distance: f64::INFINITY,
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distance: std::f64::INFINITY,
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index: None,
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});
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}
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@@ -215,7 +215,7 @@ mod tests {
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};
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let point_inf = KNNPoint {
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distance: f64::INFINITY,
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distance: std::f64::INFINITY,
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index: Some(3),
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};
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@@ -133,7 +133,7 @@ mod tests {
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#[test]
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fn test_add1() {
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let mut heap = HeapSelection::with_capacity(3);
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heap.add(f64::INFINITY);
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heap.add(std::f64::INFINITY);
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heap.add(-5f64);
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heap.add(4f64);
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heap.add(-1f64);
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@@ -151,7 +151,7 @@ mod tests {
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#[test]
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fn test_add2() {
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let mut heap = HeapSelection::with_capacity(3);
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heap.add(f64::INFINITY);
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heap.add(std::f64::INFINITY);
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heap.add(0.0);
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heap.add(8.4852);
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heap.add(5.6568);
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@@ -3,7 +3,6 @@ use num_traits::Num;
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pub trait QuickArgSort {
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fn quick_argsort_mut(&mut self) -> Vec<usize>;
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#[allow(dead_code)]
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fn quick_argsort(&self) -> Vec<usize>;
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}
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@@ -96,7 +96,7 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>> PartialEq for KMeans<
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return false;
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}
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for j in 0..self.centroids[i].len() {
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if (self.centroids[i][j] - other.centroids[i][j]).abs() > f64::EPSILON {
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if (self.centroids[i][j] - other.centroids[i][j]).abs() > std::f64::EPSILON {
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return false;
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}
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}
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@@ -270,7 +270,7 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>> KMeans<TX, TY, X, Y>
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let (n, d) = data.shape();
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let mut distortion = f64::MAX;
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let mut distortion = std::f64::MAX;
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let mut y = KMeans::<TX, TY, X, Y>::kmeans_plus_plus(data, parameters.k, parameters.seed);
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let mut size = vec![0; parameters.k];
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let mut centroids = vec![vec![0f64; d]; parameters.k];
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@@ -331,7 +331,7 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>> KMeans<TX, TY, X, Y>
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let mut row = vec![0f64; x.shape().1];
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for i in 0..n {
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let mut min_dist = f64::MAX;
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let mut min_dist = std::f64::MAX;
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let mut best_cluster = 0;
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for j in 0..self.k {
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@@ -361,7 +361,7 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>> KMeans<TX, TY, X, Y>
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.cloned()
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.collect();
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let mut d = vec![f64::MAX; n];
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let mut d = vec![std::f64::MAX; n];
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let mut row = vec![TX::zero(); data.shape().1];
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for j in 1..k {
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@@ -580,6 +580,37 @@ impl<TX: FloatNumber + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY
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which_max(&result)
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}
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/// Predict the per-class probabilties for each observation.
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/// The probability is calculated as the fraction of trees that predicted a given class
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pub fn predict_proba<R: Array2<f64>>(&self, x: &X) -> Result<R, Failed> {
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let mut result: R = R::zeros(x.shape().0, self.classes.as_ref().unwrap().len());
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let (n, _) = x.shape();
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for i in 0..n {
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let row_probs = self.predict_proba_for_row(x, i);
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for (j, item) in row_probs.iter().enumerate() {
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result.set((i, j), *item);
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}
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}
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Ok(result)
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}
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fn predict_proba_for_row(&self, x: &X, row: usize) -> Vec<f64> {
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let mut result = vec![0; self.classes.as_ref().unwrap().len()];
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for tree in self.trees.as_ref().unwrap().iter() {
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result[tree.predict_for_row(x, row)] += 1;
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}
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result
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.iter()
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.map(|n| *n as f64 / self.trees.as_ref().unwrap().len() as f64)
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.collect()
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}
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fn sample_with_replacement(y: &[usize], num_classes: usize, rng: &mut impl Rng) -> Vec<usize> {
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let class_weight = vec![1.; num_classes];
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let nrows = y.len();
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@@ -607,6 +638,7 @@ impl<TX: FloatNumber + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY
|
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#[cfg(test)]
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mod tests {
|
||||
use super::*;
|
||||
use crate::linalg::basic::arrays::Array;
|
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use crate::linalg::basic::matrix::DenseMatrix;
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use crate::metrics::*;
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|
||||
@@ -799,4 +831,69 @@ mod tests {
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||||
|
||||
assert_eq!(forest, deserialized_forest);
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}
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||||
|
||||
#[cfg_attr(target_arch = "wasm32", wasm_bindgen_test::wasm_bindgen_test)]
|
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#[test]
|
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fn fit_predict_probabilities() {
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let x = DenseMatrix::<f64>::from_2d_array(&[
|
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&[5.1, 3.5, 1.4, 0.2],
|
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&[4.9, 3.0, 1.4, 0.2],
|
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&[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],
|
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&[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 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(
|
||||
&x,
|
||||
&y,
|
||||
RandomForestClassifierParameters {
|
||||
criterion: SplitCriterion::Gini,
|
||||
max_depth: None,
|
||||
min_samples_leaf: 1,
|
||||
min_samples_split: 2,
|
||||
n_trees: 100, // this is n_estimators in sklearn
|
||||
m: Option::None,
|
||||
keep_samples: false,
|
||||
seed: 0,
|
||||
},
|
||||
)
|
||||
.unwrap();
|
||||
|
||||
println!("{:?}", classifier.classes);
|
||||
|
||||
let results: DenseMatrix<f64> = classifier.predict_proba(&x).unwrap();
|
||||
println!("{:?}", x.shape());
|
||||
println!("{:?}", results);
|
||||
println!("{:?}", results.shape());
|
||||
|
||||
assert_eq!(
|
||||
results,
|
||||
DenseMatrix::<f64>::new(
|
||||
20,
|
||||
2,
|
||||
vec![
|
||||
1.0, 0.0, 0.78, 0.22, 0.95, 0.05, 0.82, 0.18, 1.0, 0.0, 0.92, 0.08, 0.99, 0.01,
|
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0.96, 0.04, 0.36, 0.64, 0.33, 0.67, 0.02, 0.98, 0.02, 0.98, 0.0, 1.0, 0.0, 1.0,
|
||||
0.0, 1.0, 0.0, 1.0, 0.03, 0.97, 0.05, 0.95, 0.0, 1.0, 0.02, 0.98
|
||||
],
|
||||
true
|
||||
)
|
||||
);
|
||||
}
|
||||
}
|
||||
|
||||
+76
-76
@@ -265,11 +265,11 @@ pub trait ArrayView1<T: Debug + Display + Copy + Sized>: Array<T, usize> {
|
||||
if p.is_infinite() && p.is_sign_positive() {
|
||||
self.iterator(0)
|
||||
.map(|x| x.to_f64().unwrap().abs())
|
||||
.fold(f64::NEG_INFINITY, |a, b| a.max(b))
|
||||
.fold(std::f64::NEG_INFINITY, |a, b| a.max(b))
|
||||
} else if p.is_infinite() && p.is_sign_negative() {
|
||||
self.iterator(0)
|
||||
.map(|x| x.to_f64().unwrap().abs())
|
||||
.fold(f64::INFINITY, |a, b| a.min(b))
|
||||
.fold(std::f64::INFINITY, |a, b| a.min(b))
|
||||
} else {
|
||||
let mut norm = 0f64;
|
||||
|
||||
@@ -558,11 +558,11 @@ pub trait ArrayView2<T: Debug + Display + Copy + Sized>: Array<T, (usize, usize)
|
||||
if p.is_infinite() && p.is_sign_positive() {
|
||||
self.iterator(0)
|
||||
.map(|x| x.to_f64().unwrap().abs())
|
||||
.fold(f64::NEG_INFINITY, |a, b| a.max(b))
|
||||
.fold(std::f64::NEG_INFINITY, |a, b| a.max(b))
|
||||
} else if p.is_infinite() && p.is_sign_negative() {
|
||||
self.iterator(0)
|
||||
.map(|x| x.to_f64().unwrap().abs())
|
||||
.fold(f64::INFINITY, |a, b| a.min(b))
|
||||
.fold(std::f64::INFINITY, |a, b| a.min(b))
|
||||
} else {
|
||||
let mut norm = 0f64;
|
||||
|
||||
@@ -731,34 +731,34 @@ pub trait MutArrayView1<T: Debug + Display + Copy + Sized>:
|
||||
pub trait MutArrayView2<T: Debug + Display + Copy + Sized>:
|
||||
MutArray<T, (usize, usize)> + ArrayView2<T>
|
||||
{
|
||||
/// copy values from another array
|
||||
///
|
||||
fn copy_from(&mut self, other: &dyn Array<T, (usize, usize)>) {
|
||||
self.iterator_mut(0)
|
||||
.zip(other.iterator(0))
|
||||
.for_each(|(s, o)| *s = *o);
|
||||
}
|
||||
/// update view with absolute values
|
||||
///
|
||||
fn abs_mut(&mut self)
|
||||
where
|
||||
T: Number + Signed,
|
||||
{
|
||||
self.iterator_mut(0).for_each(|v| *v = v.abs());
|
||||
}
|
||||
/// update view values with opposite sign
|
||||
///
|
||||
fn neg_mut(&mut self)
|
||||
where
|
||||
T: Number + Neg<Output = T>,
|
||||
{
|
||||
self.iterator_mut(0).for_each(|v| *v = -*v);
|
||||
}
|
||||
/// update view values at power `p`
|
||||
///
|
||||
fn pow_mut(&mut self, p: T)
|
||||
where
|
||||
T: RealNumber,
|
||||
{
|
||||
self.iterator_mut(0).for_each(|v| *v = v.powf(p));
|
||||
}
|
||||
/// scale view values
|
||||
///
|
||||
fn scale_mut(&mut self, mean: &[T], std: &[T], axis: u8)
|
||||
where
|
||||
T: Number,
|
||||
@@ -784,27 +784,27 @@ pub trait MutArrayView2<T: Debug + Display + Copy + Sized>:
|
||||
|
||||
/// Trait for mutable 1D-array view
|
||||
pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized + Clone {
|
||||
/// return a view of the array
|
||||
///
|
||||
fn slice<'a>(&'a self, range: Range<usize>) -> Box<dyn ArrayView1<T> + 'a>;
|
||||
/// return a mutable view of the array
|
||||
///
|
||||
fn slice_mut<'a>(&'a mut self, range: Range<usize>) -> Box<dyn MutArrayView1<T> + 'a>;
|
||||
/// fill array with a given value
|
||||
///
|
||||
fn fill(len: usize, value: T) -> Self
|
||||
where
|
||||
Self: Sized;
|
||||
/// create array from iterator
|
||||
///
|
||||
fn from_iterator<I: Iterator<Item = T>>(iter: I, len: usize) -> Self
|
||||
where
|
||||
Self: Sized;
|
||||
/// create array from vector
|
||||
///
|
||||
fn from_vec_slice(slice: &[T]) -> Self
|
||||
where
|
||||
Self: Sized;
|
||||
/// create array from slice
|
||||
///
|
||||
fn from_slice(slice: &'_ dyn ArrayView1<T>) -> Self
|
||||
where
|
||||
Self: Sized;
|
||||
/// create a zero array
|
||||
///
|
||||
fn zeros(len: usize) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -812,7 +812,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
|
||||
{
|
||||
Self::fill(len, T::zero())
|
||||
}
|
||||
/// create an array of ones
|
||||
///
|
||||
fn ones(len: usize) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -820,7 +820,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
|
||||
{
|
||||
Self::fill(len, T::one())
|
||||
}
|
||||
/// create an array of random values
|
||||
///
|
||||
fn rand(len: usize) -> Self
|
||||
where
|
||||
T: RealNumber,
|
||||
@@ -828,7 +828,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
|
||||
{
|
||||
Self::from_iterator((0..len).map(|_| T::rand()), len)
|
||||
}
|
||||
/// add a scalar to the array
|
||||
///
|
||||
fn add_scalar(&self, x: T) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -838,7 +838,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
|
||||
result.add_scalar_mut(x);
|
||||
result
|
||||
}
|
||||
/// subtract a scalar from the array
|
||||
///
|
||||
fn sub_scalar(&self, x: T) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -848,7 +848,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
|
||||
result.sub_scalar_mut(x);
|
||||
result
|
||||
}
|
||||
/// divide a scalar from the array
|
||||
///
|
||||
fn div_scalar(&self, x: T) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -858,7 +858,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
|
||||
result.div_scalar_mut(x);
|
||||
result
|
||||
}
|
||||
/// multiply a scalar to the array
|
||||
///
|
||||
fn mul_scalar(&self, x: T) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -868,7 +868,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
|
||||
result.mul_scalar_mut(x);
|
||||
result
|
||||
}
|
||||
/// sum of two arrays
|
||||
///
|
||||
fn add(&self, other: &dyn Array<T, usize>) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -878,7 +878,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
|
||||
result.add_mut(other);
|
||||
result
|
||||
}
|
||||
/// subtract two arrays
|
||||
///
|
||||
fn sub(&self, other: &impl Array1<T>) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -888,7 +888,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
|
||||
result.sub_mut(other);
|
||||
result
|
||||
}
|
||||
/// multiply two arrays
|
||||
///
|
||||
fn mul(&self, other: &dyn Array<T, usize>) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -898,7 +898,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
|
||||
result.mul_mut(other);
|
||||
result
|
||||
}
|
||||
/// divide two arrays
|
||||
///
|
||||
fn div(&self, other: &dyn Array<T, usize>) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -908,7 +908,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
|
||||
result.div_mut(other);
|
||||
result
|
||||
}
|
||||
/// replace values with another array
|
||||
///
|
||||
fn take(&self, index: &[usize]) -> Self
|
||||
where
|
||||
Self: Sized,
|
||||
@@ -920,7 +920,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
|
||||
);
|
||||
Self::from_iterator(index.iter().map(move |&i| *self.get(i)), index.len())
|
||||
}
|
||||
/// create a view of the array with absolute values
|
||||
///
|
||||
fn abs(&self) -> Self
|
||||
where
|
||||
T: Number + Signed,
|
||||
@@ -930,7 +930,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
|
||||
result.abs_mut();
|
||||
result
|
||||
}
|
||||
/// create a view of the array with opposite sign
|
||||
///
|
||||
fn neg(&self) -> Self
|
||||
where
|
||||
T: Number + Neg<Output = T>,
|
||||
@@ -940,7 +940,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
|
||||
result.neg_mut();
|
||||
result
|
||||
}
|
||||
/// create a view of the array with values at power `p`
|
||||
///
|
||||
fn pow(&self, p: T) -> Self
|
||||
where
|
||||
T: RealNumber,
|
||||
@@ -950,7 +950,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
|
||||
result.pow_mut(p);
|
||||
result
|
||||
}
|
||||
/// apply argsort to the array
|
||||
///
|
||||
fn argsort(&self) -> Vec<usize>
|
||||
where
|
||||
T: Number + PartialOrd,
|
||||
@@ -958,12 +958,12 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
|
||||
let mut v = self.clone();
|
||||
v.argsort_mut()
|
||||
}
|
||||
/// map values of the array
|
||||
///
|
||||
fn map<O: Debug + Display + Copy + Sized, A: Array1<O>, F: FnMut(&T) -> O>(self, f: F) -> A {
|
||||
let len = self.shape();
|
||||
A::from_iterator(self.iterator(0).map(f), len)
|
||||
}
|
||||
/// apply softmax to the array
|
||||
///
|
||||
fn softmax(&self) -> Self
|
||||
where
|
||||
T: RealNumber,
|
||||
@@ -973,7 +973,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
|
||||
result.softmax_mut();
|
||||
result
|
||||
}
|
||||
/// multiply array by matrix
|
||||
///
|
||||
fn xa(&self, a_transpose: bool, a: &dyn ArrayView2<T>) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -1003,7 +1003,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
|
||||
result
|
||||
}
|
||||
|
||||
/// check if two arrays are approximately equal
|
||||
///
|
||||
fn approximate_eq(&self, other: &Self, error: T) -> bool
|
||||
where
|
||||
T: Number + RealNumber,
|
||||
@@ -1015,13 +1015,13 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
|
||||
|
||||
/// Trait for mutable 2D-array view
|
||||
pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized + Clone {
|
||||
/// fill 2d array with a given value
|
||||
///
|
||||
fn fill(nrows: usize, ncols: usize, value: T) -> Self;
|
||||
/// get a view of the 2d array
|
||||
///
|
||||
fn slice<'a>(&'a self, rows: Range<usize>, cols: Range<usize>) -> Box<dyn ArrayView2<T> + 'a>
|
||||
where
|
||||
Self: Sized;
|
||||
/// get a mutable view of the 2d array
|
||||
///
|
||||
fn slice_mut<'a>(
|
||||
&'a mut self,
|
||||
rows: Range<usize>,
|
||||
@@ -1029,31 +1029,31 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
) -> Box<dyn MutArrayView2<T> + 'a>
|
||||
where
|
||||
Self: Sized;
|
||||
/// create 2d array from iterator
|
||||
///
|
||||
fn from_iterator<I: Iterator<Item = T>>(iter: I, nrows: usize, ncols: usize, axis: u8) -> Self;
|
||||
/// get row from 2d array
|
||||
///
|
||||
fn get_row<'a>(&'a self, row: usize) -> Box<dyn ArrayView1<T> + 'a>
|
||||
where
|
||||
Self: Sized;
|
||||
/// get column from 2d array
|
||||
///
|
||||
fn get_col<'a>(&'a self, col: usize) -> Box<dyn ArrayView1<T> + 'a>
|
||||
where
|
||||
Self: Sized;
|
||||
/// create a zero 2d array
|
||||
///
|
||||
fn zeros(nrows: usize, ncols: usize) -> Self
|
||||
where
|
||||
T: Number,
|
||||
{
|
||||
Self::fill(nrows, ncols, T::zero())
|
||||
}
|
||||
/// create a 2d array of ones
|
||||
///
|
||||
fn ones(nrows: usize, ncols: usize) -> Self
|
||||
where
|
||||
T: Number,
|
||||
{
|
||||
Self::fill(nrows, ncols, T::one())
|
||||
}
|
||||
/// create an identity matrix
|
||||
///
|
||||
fn eye(size: usize) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -1066,29 +1066,29 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
|
||||
matrix
|
||||
}
|
||||
/// create a 2d array of random values
|
||||
///
|
||||
fn rand(nrows: usize, ncols: usize) -> Self
|
||||
where
|
||||
T: RealNumber,
|
||||
{
|
||||
Self::from_iterator((0..nrows * ncols).map(|_| T::rand()), nrows, ncols, 0)
|
||||
}
|
||||
/// crate from 2d slice
|
||||
///
|
||||
fn from_slice(slice: &dyn ArrayView2<T>) -> Self {
|
||||
let (nrows, ncols) = slice.shape();
|
||||
Self::from_iterator(slice.iterator(0).cloned(), nrows, ncols, 0)
|
||||
}
|
||||
/// create from row
|
||||
///
|
||||
fn from_row(slice: &dyn ArrayView1<T>) -> Self {
|
||||
let ncols = slice.shape();
|
||||
Self::from_iterator(slice.iterator(0).cloned(), 1, ncols, 0)
|
||||
}
|
||||
/// create from column
|
||||
///
|
||||
fn from_column(slice: &dyn ArrayView1<T>) -> Self {
|
||||
let nrows = slice.shape();
|
||||
Self::from_iterator(slice.iterator(0).cloned(), nrows, 1, 0)
|
||||
}
|
||||
/// transpose 2d array
|
||||
///
|
||||
fn transpose(&self) -> Self {
|
||||
let (nrows, ncols) = self.shape();
|
||||
let mut m = Self::fill(ncols, nrows, *self.get((0, 0)));
|
||||
@@ -1099,7 +1099,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
}
|
||||
m
|
||||
}
|
||||
/// change shape of 2d array
|
||||
///
|
||||
fn reshape(&self, nrows: usize, ncols: usize, axis: u8) -> Self {
|
||||
let (onrows, oncols) = self.shape();
|
||||
|
||||
@@ -1110,7 +1110,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
|
||||
Self::from_iterator(self.iterator(0).cloned(), nrows, ncols, axis)
|
||||
}
|
||||
/// multiply two 2d arrays
|
||||
///
|
||||
fn matmul(&self, other: &dyn ArrayView2<T>) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -1136,7 +1136,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
|
||||
result
|
||||
}
|
||||
/// matrix multiplication
|
||||
///
|
||||
fn ab(&self, a_transpose: bool, b: &dyn ArrayView2<T>, b_transpose: bool) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -1171,7 +1171,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
result
|
||||
}
|
||||
}
|
||||
/// matrix vector multiplication
|
||||
///
|
||||
fn ax(&self, a_transpose: bool, x: &dyn ArrayView1<T>) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -1199,7 +1199,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
}
|
||||
result
|
||||
}
|
||||
/// concatenate 1d array
|
||||
///
|
||||
fn concatenate_1d<'a>(arrays: &'a [&'a dyn ArrayView1<T>], axis: u8) -> Self {
|
||||
assert!(
|
||||
axis == 1 || axis == 0,
|
||||
@@ -1237,7 +1237,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
),
|
||||
}
|
||||
}
|
||||
/// concatenate 2d array
|
||||
///
|
||||
fn concatenate_2d<'a>(arrays: &'a [&'a dyn ArrayView2<T>], axis: u8) -> Self {
|
||||
assert!(
|
||||
axis == 1 || axis == 0,
|
||||
@@ -1294,7 +1294,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
}
|
||||
}
|
||||
}
|
||||
/// merge 1d arrays
|
||||
///
|
||||
fn merge_1d<'a>(&'a self, arrays: &'a [&'a dyn ArrayView1<T>], axis: u8, append: bool) -> Self {
|
||||
assert!(
|
||||
axis == 1 || axis == 0,
|
||||
@@ -1362,7 +1362,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
}
|
||||
}
|
||||
}
|
||||
/// Stack arrays in sequence vertically
|
||||
///
|
||||
fn v_stack(&self, other: &dyn ArrayView2<T>) -> Self {
|
||||
let (nrows, ncols) = self.shape();
|
||||
let (other_nrows, other_ncols) = other.shape();
|
||||
@@ -1378,7 +1378,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
0,
|
||||
)
|
||||
}
|
||||
/// Stack arrays in sequence horizontally
|
||||
///
|
||||
fn h_stack(&self, other: &dyn ArrayView2<T>) -> Self {
|
||||
let (nrows, ncols) = self.shape();
|
||||
let (other_nrows, other_ncols) = other.shape();
|
||||
@@ -1394,20 +1394,20 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
1,
|
||||
)
|
||||
}
|
||||
/// map array values
|
||||
///
|
||||
fn map<O: Debug + Display + Copy + Sized, A: Array2<O>, F: FnMut(&T) -> O>(self, f: F) -> A {
|
||||
let (nrows, ncols) = self.shape();
|
||||
A::from_iterator(self.iterator(0).map(f), nrows, ncols, 0)
|
||||
}
|
||||
/// iter rows
|
||||
///
|
||||
fn row_iter<'a>(&'a self) -> Box<dyn Iterator<Item = Box<dyn ArrayView1<T> + 'a>> + 'a> {
|
||||
Box::new((0..self.shape().0).map(move |r| self.get_row(r)))
|
||||
}
|
||||
/// iter cols
|
||||
///
|
||||
fn col_iter<'a>(&'a self) -> Box<dyn Iterator<Item = Box<dyn ArrayView1<T> + 'a>> + 'a> {
|
||||
Box::new((0..self.shape().1).map(move |r| self.get_col(r)))
|
||||
}
|
||||
/// take elements from 2d array
|
||||
///
|
||||
fn take(&self, index: &[usize], axis: u8) -> Self {
|
||||
let (nrows, ncols) = self.shape();
|
||||
|
||||
@@ -1447,7 +1447,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
fn take_column(&self, column_index: usize) -> Self {
|
||||
self.take(&[column_index], 1)
|
||||
}
|
||||
/// add a scalar to the array
|
||||
///
|
||||
fn add_scalar(&self, x: T) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -1456,7 +1456,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
result.add_scalar_mut(x);
|
||||
result
|
||||
}
|
||||
/// subtract a scalar from the array
|
||||
///
|
||||
fn sub_scalar(&self, x: T) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -1465,7 +1465,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
result.sub_scalar_mut(x);
|
||||
result
|
||||
}
|
||||
/// divide a scalar from the array
|
||||
///
|
||||
fn div_scalar(&self, x: T) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -1474,7 +1474,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
result.div_scalar_mut(x);
|
||||
result
|
||||
}
|
||||
/// multiply a scalar to the array
|
||||
///
|
||||
fn mul_scalar(&self, x: T) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -1483,7 +1483,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
result.mul_scalar_mut(x);
|
||||
result
|
||||
}
|
||||
/// sum of two arrays
|
||||
///
|
||||
fn add(&self, other: &dyn Array<T, (usize, usize)>) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -1492,7 +1492,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
result.add_mut(other);
|
||||
result
|
||||
}
|
||||
/// subtract two arrays
|
||||
///
|
||||
fn sub(&self, other: &dyn Array<T, (usize, usize)>) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -1501,7 +1501,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
result.sub_mut(other);
|
||||
result
|
||||
}
|
||||
/// multiply two arrays
|
||||
///
|
||||
fn mul(&self, other: &dyn Array<T, (usize, usize)>) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -1510,7 +1510,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
result.mul_mut(other);
|
||||
result
|
||||
}
|
||||
/// divide two arrays
|
||||
///
|
||||
fn div(&self, other: &dyn Array<T, (usize, usize)>) -> Self
|
||||
where
|
||||
T: Number,
|
||||
@@ -1519,7 +1519,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
result.div_mut(other);
|
||||
result
|
||||
}
|
||||
/// absolute values of the array
|
||||
///
|
||||
fn abs(&self) -> Self
|
||||
where
|
||||
T: Number + Signed,
|
||||
@@ -1528,7 +1528,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
result.abs_mut();
|
||||
result
|
||||
}
|
||||
/// negation of the array
|
||||
///
|
||||
fn neg(&self) -> Self
|
||||
where
|
||||
T: Number + Neg<Output = T>,
|
||||
@@ -1537,7 +1537,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
result.neg_mut();
|
||||
result
|
||||
}
|
||||
/// values at power `p`
|
||||
///
|
||||
fn pow(&self, p: T) -> Self
|
||||
where
|
||||
T: RealNumber,
|
||||
@@ -1575,7 +1575,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
|
||||
}
|
||||
}
|
||||
|
||||
/// approximate equality of the elements of a matrix according to a given error
|
||||
/// appriximate equality of the elements of a matrix according to a given error
|
||||
fn approximate_eq(&self, other: &Self, error: T) -> bool
|
||||
where
|
||||
T: Number + RealNumber,
|
||||
@@ -1631,8 +1631,8 @@ mod tests {
|
||||
let v = vec![3., -2., 6.];
|
||||
assert_eq!(v.norm(1.), 11.);
|
||||
assert_eq!(v.norm(2.), 7.);
|
||||
assert_eq!(v.norm(f64::INFINITY), 6.);
|
||||
assert_eq!(v.norm(f64::NEG_INFINITY), 2.);
|
||||
assert_eq!(v.norm(std::f64::INFINITY), 6.);
|
||||
assert_eq!(v.norm(std::f64::NEG_INFINITY), 2.);
|
||||
}
|
||||
|
||||
#[test]
|
||||
|
||||
@@ -841,7 +841,7 @@ mod tests {
|
||||
));
|
||||
for (i, eigen_values_i) in eigen_values.iter().enumerate() {
|
||||
assert!((eigen_values_i - evd.d[i]).abs() < 1e-4);
|
||||
assert!((0f64 - evd.e[i]).abs() < f64::EPSILON);
|
||||
assert!((0f64 - evd.e[i]).abs() < std::f64::EPSILON);
|
||||
}
|
||||
}
|
||||
#[cfg_attr(
|
||||
@@ -875,7 +875,7 @@ mod tests {
|
||||
));
|
||||
for (i, eigen_values_i) in eigen_values.iter().enumerate() {
|
||||
assert!((eigen_values_i - evd.d[i]).abs() < 1e-4);
|
||||
assert!((0f64 - evd.e[i]).abs() < f64::EPSILON);
|
||||
assert!((0f64 - evd.e[i]).abs() < std::f64::EPSILON);
|
||||
}
|
||||
}
|
||||
#[cfg_attr(
|
||||
|
||||
@@ -217,8 +217,8 @@ mod tests {
|
||||
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]
|
||||
|
||||
@@ -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,
|
||||
}
|
||||
|
||||
|
||||
@@ -27,9 +27,9 @@ use crate::error::Failed;
|
||||
use crate::linalg::basic::arrays::{Array, Array1, Array2, ArrayView1, MutArrayView1};
|
||||
use crate::numbers::floatnum::FloatNumber;
|
||||
|
||||
/// Trait for Biconjugate Gradient Solver
|
||||
///
|
||||
pub trait BiconjugateGradientSolver<'a, T: FloatNumber, X: Array2<T>> {
|
||||
/// Solve Ax = b
|
||||
///
|
||||
fn solve_mut(
|
||||
&self,
|
||||
a: &'a X,
|
||||
@@ -109,7 +109,7 @@ pub trait BiconjugateGradientSolver<'a, T: FloatNumber, X: Array2<T>> {
|
||||
Ok(err)
|
||||
}
|
||||
|
||||
/// solve preconditioner
|
||||
///
|
||||
fn solve_preconditioner(&self, a: &'a X, b: &[T], x: &mut [T]) {
|
||||
let diag = Self::diag(a);
|
||||
let n = diag.len();
|
||||
@@ -133,7 +133,7 @@ pub trait BiconjugateGradientSolver<'a, T: FloatNumber, X: Array2<T>> {
|
||||
y.copy_from(&x.xa(true, a));
|
||||
}
|
||||
|
||||
/// Extract the diagonal from a matrix
|
||||
///
|
||||
fn diag(a: &X) -> Vec<T> {
|
||||
let (nrows, ncols) = a.shape();
|
||||
let n = nrows.min(ncols);
|
||||
|
||||
@@ -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);
|
||||
}
|
||||
|
||||
@@ -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();
|
||||
@@ -626,11 +629,11 @@ 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,
|
||||
@@ -686,13 +689,13 @@ 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,
|
||||
@@ -913,7 +916,7 @@ mod tests {
|
||||
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 y: Vec<i32> = y1.into_iter().chain(y2.into_iter()).collect();
|
||||
|
||||
let lr = LogisticRegression::fit(&x, &y, Default::default()).unwrap();
|
||||
let lr_reg = LogisticRegression::fit(
|
||||
@@ -935,12 +938,12 @@ mod tests {
|
||||
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());
|
||||
let y: &Vec<u32> = &(y1.into_iter().chain(y2.into_iter()).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();
|
||||
let y_hat = lr.predict(&x).unwrap();
|
||||
|
||||
println!("y_hat shape: {:?}", y_hat.shape());
|
||||
|
||||
|
||||
@@ -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 {
|
||||
|
||||
@@ -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)
|
||||
|
||||
@@ -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)
|
||||
|
||||
@@ -89,7 +89,6 @@ 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();
|
||||
@@ -164,7 +163,7 @@ mod tests {
|
||||
}
|
||||
|
||||
fn classes(&self) -> &Vec<i32> {
|
||||
self.0
|
||||
&self.0
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -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)
|
||||
|
||||
@@ -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);
|
||||
|
||||
@@ -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()
|
||||
}
|
||||
@@ -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);
|
||||
@@ -309,7 +312,7 @@ 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);
|
||||
}
|
||||
}
|
||||
|
||||
|
||||
@@ -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>,
|
||||
|
||||
@@ -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);
|
||||
|
||||
@@ -1,6 +1,6 @@
|
||||
/// Gradient descent optimization algorithm
|
||||
///
|
||||
pub mod gradient_descent;
|
||||
/// Limited-memory BFGS optimization algorithm
|
||||
///
|
||||
pub mod lbfgs;
|
||||
|
||||
use std::clone::Clone;
|
||||
@@ -11,9 +11,9 @@ use crate::numbers::floatnum::FloatNumber;
|
||||
use crate::optimization::line_search::LineSearchMethod;
|
||||
use crate::optimization::{DF, F};
|
||||
|
||||
/// First-order optimization is a class of algorithms that use the first derivative of a function to find optimal solutions.
|
||||
///
|
||||
pub trait FirstOrderOptimizer<T: FloatNumber> {
|
||||
/// run first order optimization
|
||||
///
|
||||
fn optimize<'a, X: Array1<T>, LS: LineSearchMethod<T>>(
|
||||
&self,
|
||||
f: &F<'_, T, X>,
|
||||
@@ -23,13 +23,13 @@ pub trait FirstOrderOptimizer<T: FloatNumber> {
|
||||
) -> OptimizerResult<T, X>;
|
||||
}
|
||||
|
||||
/// Result of optimization
|
||||
///
|
||||
#[derive(Debug, Clone)]
|
||||
pub struct OptimizerResult<T: FloatNumber, X: Array1<T>> {
|
||||
/// Solution
|
||||
///
|
||||
pub x: X,
|
||||
/// f(x) value
|
||||
///
|
||||
pub f_x: T,
|
||||
/// number of iterations
|
||||
///
|
||||
pub iterations: usize,
|
||||
}
|
||||
|
||||
@@ -1,9 +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),
|
||||
|
||||
@@ -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,
|
||||
}
|
||||
|
||||
+1
-1
@@ -292,7 +292,7 @@ mod tests {
|
||||
.unwrap()
|
||||
.abs();
|
||||
|
||||
assert!((4913f64 - result).abs() < f64::EPSILON);
|
||||
assert!((4913f64 - result) < std::f64::EPSILON);
|
||||
}
|
||||
|
||||
#[cfg_attr(
|
||||
|
||||
@@ -197,12 +197,12 @@ 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,
|
||||
}
|
||||
@@ -613,7 +613,7 @@ 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 +650,7 @@ 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 {
|
||||
@@ -803,7 +803,9 @@ 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;
|
||||
@@ -923,14 +925,14 @@ 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
|
||||
);
|
||||
}
|
||||
|
||||
|
||||
@@ -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;
|
||||
|
||||
Reference in New Issue
Block a user