16 Commits

Author SHA1 Message Date
Lorenzo
cfc953b25c Merge branch 'development' into prdct-prb 2024-04-08 08:56:24 +01:00
Lorenzo
5bf7102fc2 Merge branch 'development' into prdct-prb 2023-03-21 14:03:04 +09:00
Lorenzo
97604a2d83 Merge branch 'development' into prdct-prb 2023-01-27 10:42:48 +00:00
morenol
dae556776c Merge branch 'development' into prdct-prb 2023-01-26 20:14:05 -04:00
Lorenzo
24d80a0c9a Merge branch 'development' into prdct-prb 2022-11-09 16:31:03 +00:00
Lorenzo
c56370dfca Merge branch 'development' into prdct-prb 2022-11-03 11:59:46 +00:00
Lorenzo (Mec-iS)
78e53a28e7 apply fmt 2022-10-31 19:28:24 +00:00
Lorenzo (Mec-iS)
a9f89a2e15 Fix conflicts 2022-10-31 19:22:06 +00:00
Luis Moreno
e9ed9e85ae Merge remote-tracking branch 'sm/development' into predict-probability 2022-09-22 12:20:56 -04:00
Alan Race
28c81eb358 Test case now passing without transpose 2022-08-30 11:08:35 +02:00
Alan Race
7f7b2edca0 Fixed test by transposing matrix 2022-08-29 16:25:21 +02:00
Alan Race
d46b830bcd Merge branch 'development' into predict-probability 2022-08-29 16:24:39 +02:00
Alan Race
b6fb8191eb Merge pull request #1 from smartcorelib/alanrace-predict-probs
Add test to predict probabilities
2022-08-29 15:57:24 +02:00
Lorenzo (Mec-iS)
61db4ebd90 Add test 2022-08-24 12:34:56 +01:00
Lorenzo (Mec-iS)
2603a1f42b Add test 2022-08-24 11:44:30 +01:00
Alan Race
663db0334d Added per-class probability prediction for random forests 2022-07-11 16:08:03 +02:00
31 changed files with 334 additions and 195 deletions
+1 -1
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@@ -36,7 +36,7 @@ jobs:
- name: Install Rust toolchain - name: Install Rust toolchain
uses: actions-rs/toolchain@v1 uses: actions-rs/toolchain@v1
with: 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 }} target: ${{ matrix.platform.target }}
profile: minimal profile: minimal
default: true default: true
+1 -1
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@@ -48,7 +48,7 @@ getrandom = { version = "0.2.8", optional = true }
wasm-bindgen-test = "0.3" wasm-bindgen-test = "0.3"
[dev-dependencies] [dev-dependencies]
itertools = "0.13.0" itertools = "0.12.0"
serde_json = "1.0" serde_json = "1.0"
bincode = "1.3.1" bincode = "1.3.1"
+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)); current_cover_set.push((d, &self.root));
let mut heap = HeapSelection::with_capacity(k); let mut heap = HeapSelection::with_capacity(k);
heap.add(f64::MAX); heap.add(std::f64::MAX);
let mut empty_heap = true; let mut empty_heap = true;
if !self.identical_excluded || self.get_data_value(self.root.idx) != p { 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 { let upper_bound = if empty_heap {
f64::INFINITY std::f64::INFINITY
} else { } else {
*heap.peek() *heap.peek()
}; };
@@ -291,7 +291,7 @@ impl<T: Debug + PartialEq, D: Distance<T>> CoverTree<T, D> {
} else { } else {
let max_dist = self.max(point_set); let max_dist = self.max(point_set);
let next_scale = (max_scale - 1).min(self.get_scale(max_dist)); 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 children: Vec<Node> = Vec::new();
let mut leaf = self.new_leaf(p); let mut leaf = self.new_leaf(p);
children.push(leaf); children.push(leaf);
@@ -435,7 +435,7 @@ impl<T: Debug + PartialEq, D: Distance<T>> CoverTree<T, D> {
fn get_scale(&self, d: f64) -> i64 { fn get_scale(&self, d: f64) -> i64 {
if d == 0f64 { if d == 0f64 {
i64::MIN std::i64::MIN
} else { } else {
(self.inv_log_base * d.ln()).ceil() as i64 (self.inv_log_base * d.ln()).ceil() as i64
} }
+9 -1
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@@ -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> { impl<'a, T: RealNumber + FloatNumber, M: Array2<T>> FastPair<'a, T, M> {
///
/// Constructor /// Constructor
/// Instantiate and initialize the algorithm /// Instantiate and inizialise the algorithm
///
pub fn new(m: &'a M) -> Result<Self, Failed> { pub fn new(m: &'a M) -> Result<Self, Failed> {
if m.shape().0 < 3 { if m.shape().0 < 3 {
return Err(Failed::because( return Err(Failed::because(
@@ -72,8 +74,10 @@ impl<'a, T: RealNumber + FloatNumber, M: Array2<T>> FastPair<'a, T, M> {
Ok(init) Ok(init)
} }
///
/// Initialise `FastPair` by passing a `Array2`. /// Initialise `FastPair` by passing a `Array2`.
/// Build a FastPairs data-structure from a set of (new) points. /// Build a FastPairs data-structure from a set of (new) points.
///
fn init(&mut self) { fn init(&mut self) {
// basic measures // basic measures
let len = self.samples.shape().0; 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; self.neighbours = neighbours;
} }
///
/// Find closest pair by scanning list of nearest neighbors. /// Find closest pair by scanning list of nearest neighbors.
///
#[allow(dead_code)] #[allow(dead_code)]
pub fn closest_pair(&self) -> PairwiseDistance<T> { pub fn closest_pair(&self) -> PairwiseDistance<T> {
let mut a = self.neighbours[0]; // Start with first point let mut a = self.neighbours[0]; // Start with first point
@@ -211,7 +217,9 @@ mod tests_fastpair {
use super::*; use super::*;
use crate::linalg::basic::{arrays::Array, matrix::DenseMatrix}; use crate::linalg::basic::{arrays::Array, matrix::DenseMatrix};
///
/// Brute force algorithm, used only for comparison and testing /// Brute force algorithm, used only for comparison and testing
///
pub fn closest_pair_brute(fastpair: &FastPair<f64, DenseMatrix<f64>>) -> PairwiseDistance<f64> { pub fn closest_pair_brute(fastpair: &FastPair<f64, DenseMatrix<f64>>) -> PairwiseDistance<f64> {
use itertools::Itertools; use itertools::Itertools;
let m = fastpair.samples.shape().0; let m = fastpair.samples.shape().0;
+2 -2
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@@ -61,7 +61,7 @@ impl<T, D: Distance<T>> LinearKNNSearch<T, D> {
for _ in 0..k { for _ in 0..k {
heap.add(KNNPoint { heap.add(KNNPoint {
distance: f64::INFINITY, distance: std::f64::INFINITY,
index: None, index: None,
}); });
} }
@@ -215,7 +215,7 @@ mod tests {
}; };
let point_inf = KNNPoint { let point_inf = KNNPoint {
distance: f64::INFINITY, distance: std::f64::INFINITY,
index: Some(3), index: Some(3),
}; };
+2 -2
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@@ -133,7 +133,7 @@ mod tests {
#[test] #[test]
fn test_add1() { fn test_add1() {
let mut heap = HeapSelection::with_capacity(3); let mut heap = HeapSelection::with_capacity(3);
heap.add(f64::INFINITY); heap.add(std::f64::INFINITY);
heap.add(-5f64); heap.add(-5f64);
heap.add(4f64); heap.add(4f64);
heap.add(-1f64); heap.add(-1f64);
@@ -151,7 +151,7 @@ mod tests {
#[test] #[test]
fn test_add2() { fn test_add2() {
let mut heap = HeapSelection::with_capacity(3); let mut heap = HeapSelection::with_capacity(3);
heap.add(f64::INFINITY); heap.add(std::f64::INFINITY);
heap.add(0.0); heap.add(0.0);
heap.add(8.4852); heap.add(8.4852);
heap.add(5.6568); heap.add(5.6568);
-1
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@@ -3,7 +3,6 @@ use num_traits::Num;
pub trait QuickArgSort { pub trait QuickArgSort {
fn quick_argsort_mut(&mut self) -> Vec<usize>; fn quick_argsort_mut(&mut self) -> Vec<usize>;
#[allow(dead_code)]
fn quick_argsort(&self) -> Vec<usize>; fn quick_argsort(&self) -> Vec<usize>;
} }
+4 -4
View File
@@ -96,7 +96,7 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>> PartialEq for KMeans<
return false; return false;
} }
for j in 0..self.centroids[i].len() { 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; return false;
} }
} }
@@ -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 (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 y = KMeans::<TX, TY, X, Y>::kmeans_plus_plus(data, parameters.k, parameters.seed);
let mut size = vec![0; parameters.k]; let mut size = vec![0; parameters.k];
let mut centroids = vec![vec![0f64; d]; parameters.k]; let mut centroids = vec![vec![0f64; d]; parameters.k];
@@ -331,7 +331,7 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>> KMeans<TX, TY, X, Y>
let mut row = vec![0f64; x.shape().1]; let mut row = vec![0f64; x.shape().1];
for i in 0..n { for i in 0..n {
let mut min_dist = f64::MAX; let mut min_dist = std::f64::MAX;
let mut best_cluster = 0; let mut best_cluster = 0;
for j in 0..self.k { for j in 0..self.k {
@@ -361,7 +361,7 @@ impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>> KMeans<TX, TY, X, Y>
.cloned() .cloned()
.collect(); .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]; let mut row = vec![TX::zero(); data.shape().1];
for j in 1..k { for j in 1..k {
+97
View File
@@ -580,6 +580,37 @@ impl<TX: FloatNumber + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY
which_max(&result) which_max(&result)
} }
/// Predict the per-class probabilties for each observation.
/// The probability is calculated as the fraction of trees that predicted a given class
pub fn predict_proba<R: Array2<f64>>(&self, x: &X) -> Result<R, Failed> {
let mut result: R = R::zeros(x.shape().0, self.classes.as_ref().unwrap().len());
let (n, _) = x.shape();
for i in 0..n {
let row_probs = self.predict_proba_for_row(x, i);
for (j, item) in row_probs.iter().enumerate() {
result.set((i, j), *item);
}
}
Ok(result)
}
fn predict_proba_for_row(&self, x: &X, row: usize) -> Vec<f64> {
let mut result = vec![0; self.classes.as_ref().unwrap().len()];
for tree in self.trees.as_ref().unwrap().iter() {
result[tree.predict_for_row(x, row)] += 1;
}
result
.iter()
.map(|n| *n as f64 / self.trees.as_ref().unwrap().len() as f64)
.collect()
}
fn sample_with_replacement(y: &[usize], num_classes: usize, rng: &mut impl Rng) -> Vec<usize> { fn sample_with_replacement(y: &[usize], num_classes: usize, rng: &mut impl Rng) -> Vec<usize> {
let class_weight = vec![1.; num_classes]; let class_weight = vec![1.; num_classes];
let nrows = y.len(); let nrows = y.len();
@@ -607,6 +638,7 @@ impl<TX: FloatNumber + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY
#[cfg(test)] #[cfg(test)]
mod tests { mod tests {
use super::*; use super::*;
use crate::linalg::basic::arrays::Array;
use crate::linalg::basic::matrix::DenseMatrix; use crate::linalg::basic::matrix::DenseMatrix;
use crate::metrics::*; use crate::metrics::*;
@@ -799,4 +831,69 @@ mod tests {
assert_eq!(forest, deserialized_forest); assert_eq!(forest, deserialized_forest);
} }
#[cfg_attr(target_arch = "wasm32", wasm_bindgen_test::wasm_bindgen_test)]
#[test]
fn fit_predict_probabilities() {
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],
&[4.6, 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 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,
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
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@@ -265,11 +265,11 @@ pub trait ArrayView1<T: Debug + Display + Copy + Sized>: Array<T, usize> {
if p.is_infinite() && p.is_sign_positive() { if p.is_infinite() && p.is_sign_positive() {
self.iterator(0) self.iterator(0)
.map(|x| x.to_f64().unwrap().abs()) .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() { } else if p.is_infinite() && p.is_sign_negative() {
self.iterator(0) self.iterator(0)
.map(|x| x.to_f64().unwrap().abs()) .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 { } else {
let mut norm = 0f64; 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() { if p.is_infinite() && p.is_sign_positive() {
self.iterator(0) self.iterator(0)
.map(|x| x.to_f64().unwrap().abs()) .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() { } else if p.is_infinite() && p.is_sign_negative() {
self.iterator(0) self.iterator(0)
.map(|x| x.to_f64().unwrap().abs()) .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 { } else {
let mut norm = 0f64; let mut norm = 0f64;
@@ -731,34 +731,34 @@ pub trait MutArrayView1<T: Debug + Display + Copy + Sized>:
pub trait MutArrayView2<T: Debug + Display + Copy + Sized>: pub trait MutArrayView2<T: Debug + Display + Copy + Sized>:
MutArray<T, (usize, usize)> + ArrayView2<T> MutArray<T, (usize, usize)> + ArrayView2<T>
{ {
/// copy values from another array ///
fn copy_from(&mut self, other: &dyn Array<T, (usize, usize)>) { fn copy_from(&mut self, other: &dyn Array<T, (usize, usize)>) {
self.iterator_mut(0) self.iterator_mut(0)
.zip(other.iterator(0)) .zip(other.iterator(0))
.for_each(|(s, o)| *s = *o); .for_each(|(s, o)| *s = *o);
} }
/// update view with absolute values ///
fn abs_mut(&mut self) fn abs_mut(&mut self)
where where
T: Number + Signed, T: Number + Signed,
{ {
self.iterator_mut(0).for_each(|v| *v = v.abs()); self.iterator_mut(0).for_each(|v| *v = v.abs());
} }
/// update view values with opposite sign ///
fn neg_mut(&mut self) fn neg_mut(&mut self)
where where
T: Number + Neg<Output = T>, T: Number + Neg<Output = T>,
{ {
self.iterator_mut(0).for_each(|v| *v = -*v); self.iterator_mut(0).for_each(|v| *v = -*v);
} }
/// update view values at power `p` ///
fn pow_mut(&mut self, p: T) fn pow_mut(&mut self, p: T)
where where
T: RealNumber, T: RealNumber,
{ {
self.iterator_mut(0).for_each(|v| *v = v.powf(p)); 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) fn scale_mut(&mut self, mean: &[T], std: &[T], axis: u8)
where where
T: Number, T: Number,
@@ -784,27 +784,27 @@ pub trait MutArrayView2<T: Debug + Display + Copy + Sized>:
/// Trait for mutable 1D-array view /// Trait for mutable 1D-array view
pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized + Clone { 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>; 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>; 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 fn fill(len: usize, value: T) -> Self
where where
Self: Sized; Self: Sized;
/// create array from iterator ///
fn from_iterator<I: Iterator<Item = T>>(iter: I, len: usize) -> Self fn from_iterator<I: Iterator<Item = T>>(iter: I, len: usize) -> Self
where where
Self: Sized; Self: Sized;
/// create array from vector ///
fn from_vec_slice(slice: &[T]) -> Self fn from_vec_slice(slice: &[T]) -> Self
where where
Self: Sized; Self: Sized;
/// create array from slice ///
fn from_slice(slice: &'_ dyn ArrayView1<T>) -> Self fn from_slice(slice: &'_ dyn ArrayView1<T>) -> Self
where where
Self: Sized; Self: Sized;
/// create a zero array ///
fn zeros(len: usize) -> Self fn zeros(len: usize) -> Self
where where
T: Number, T: Number,
@@ -812,7 +812,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
{ {
Self::fill(len, T::zero()) Self::fill(len, T::zero())
} }
/// create an array of ones ///
fn ones(len: usize) -> Self fn ones(len: usize) -> Self
where where
T: Number, T: Number,
@@ -820,7 +820,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
{ {
Self::fill(len, T::one()) Self::fill(len, T::one())
} }
/// create an array of random values ///
fn rand(len: usize) -> Self fn rand(len: usize) -> Self
where where
T: RealNumber, 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) Self::from_iterator((0..len).map(|_| T::rand()), len)
} }
/// add a scalar to the array ///
fn add_scalar(&self, x: T) -> Self fn add_scalar(&self, x: T) -> Self
where where
T: Number, T: Number,
@@ -838,7 +838,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
result.add_scalar_mut(x); result.add_scalar_mut(x);
result result
} }
/// subtract a scalar from the array ///
fn sub_scalar(&self, x: T) -> Self fn sub_scalar(&self, x: T) -> Self
where where
T: Number, T: Number,
@@ -848,7 +848,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
result.sub_scalar_mut(x); result.sub_scalar_mut(x);
result result
} }
/// divide a scalar from the array ///
fn div_scalar(&self, x: T) -> Self fn div_scalar(&self, x: T) -> Self
where where
T: Number, T: Number,
@@ -858,7 +858,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
result.div_scalar_mut(x); result.div_scalar_mut(x);
result result
} }
/// multiply a scalar to the array ///
fn mul_scalar(&self, x: T) -> Self fn mul_scalar(&self, x: T) -> Self
where where
T: Number, T: Number,
@@ -868,7 +868,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
result.mul_scalar_mut(x); result.mul_scalar_mut(x);
result result
} }
/// sum of two arrays ///
fn add(&self, other: &dyn Array<T, usize>) -> Self fn add(&self, other: &dyn Array<T, usize>) -> Self
where where
T: Number, T: Number,
@@ -878,7 +878,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
result.add_mut(other); result.add_mut(other);
result result
} }
/// subtract two arrays ///
fn sub(&self, other: &impl Array1<T>) -> Self fn sub(&self, other: &impl Array1<T>) -> Self
where where
T: Number, T: Number,
@@ -888,7 +888,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
result.sub_mut(other); result.sub_mut(other);
result result
} }
/// multiply two arrays ///
fn mul(&self, other: &dyn Array<T, usize>) -> Self fn mul(&self, other: &dyn Array<T, usize>) -> Self
where where
T: Number, T: Number,
@@ -898,7 +898,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
result.mul_mut(other); result.mul_mut(other);
result result
} }
/// divide two arrays ///
fn div(&self, other: &dyn Array<T, usize>) -> Self fn div(&self, other: &dyn Array<T, usize>) -> Self
where where
T: Number, T: Number,
@@ -908,7 +908,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
result.div_mut(other); result.div_mut(other);
result result
} }
/// replace values with another array ///
fn take(&self, index: &[usize]) -> Self fn take(&self, index: &[usize]) -> Self
where where
Self: Sized, 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()) 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 fn abs(&self) -> Self
where where
T: Number + Signed, T: Number + Signed,
@@ -930,7 +930,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
result.abs_mut(); result.abs_mut();
result result
} }
/// create a view of the array with opposite sign ///
fn neg(&self) -> Self fn neg(&self) -> Self
where where
T: Number + Neg<Output = T>, T: Number + Neg<Output = T>,
@@ -940,7 +940,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
result.neg_mut(); result.neg_mut();
result result
} }
/// create a view of the array with values at power `p` ///
fn pow(&self, p: T) -> Self fn pow(&self, p: T) -> Self
where where
T: RealNumber, T: RealNumber,
@@ -950,7 +950,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
result.pow_mut(p); result.pow_mut(p);
result result
} }
/// apply argsort to the array ///
fn argsort(&self) -> Vec<usize> fn argsort(&self) -> Vec<usize>
where where
T: Number + PartialOrd, T: Number + PartialOrd,
@@ -958,12 +958,12 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
let mut v = self.clone(); let mut v = self.clone();
v.argsort_mut() 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 { fn map<O: Debug + Display + Copy + Sized, A: Array1<O>, F: FnMut(&T) -> O>(self, f: F) -> A {
let len = self.shape(); let len = self.shape();
A::from_iterator(self.iterator(0).map(f), len) A::from_iterator(self.iterator(0).map(f), len)
} }
/// apply softmax to the array ///
fn softmax(&self) -> Self fn softmax(&self) -> Self
where where
T: RealNumber, T: RealNumber,
@@ -973,7 +973,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
result.softmax_mut(); result.softmax_mut();
result result
} }
/// multiply array by matrix ///
fn xa(&self, a_transpose: bool, a: &dyn ArrayView2<T>) -> Self fn xa(&self, a_transpose: bool, a: &dyn ArrayView2<T>) -> Self
where where
T: Number, T: Number,
@@ -1003,7 +1003,7 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
result result
} }
/// check if two arrays are approximately equal ///
fn approximate_eq(&self, other: &Self, error: T) -> bool fn approximate_eq(&self, other: &Self, error: T) -> bool
where where
T: Number + RealNumber, T: Number + RealNumber,
@@ -1015,13 +1015,13 @@ pub trait Array1<T: Debug + Display + Copy + Sized>: MutArrayView1<T> + Sized +
/// Trait for mutable 2D-array view /// Trait for mutable 2D-array view
pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized + Clone { 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; 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> fn slice<'a>(&'a self, rows: Range<usize>, cols: Range<usize>) -> Box<dyn ArrayView2<T> + 'a>
where where
Self: Sized; Self: Sized;
/// get a mutable view of the 2d array ///
fn slice_mut<'a>( fn slice_mut<'a>(
&'a mut self, &'a mut self,
rows: Range<usize>, rows: Range<usize>,
@@ -1029,31 +1029,31 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
) -> Box<dyn MutArrayView2<T> + 'a> ) -> Box<dyn MutArrayView2<T> + 'a>
where where
Self: Sized; Self: Sized;
/// create 2d array from iterator ///
fn from_iterator<I: Iterator<Item = T>>(iter: I, nrows: usize, ncols: usize, axis: u8) -> Self; 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> fn get_row<'a>(&'a self, row: usize) -> Box<dyn ArrayView1<T> + 'a>
where where
Self: Sized; Self: Sized;
/// get column from 2d array ///
fn get_col<'a>(&'a self, col: usize) -> Box<dyn ArrayView1<T> + 'a> fn get_col<'a>(&'a self, col: usize) -> Box<dyn ArrayView1<T> + 'a>
where where
Self: Sized; Self: Sized;
/// create a zero 2d array ///
fn zeros(nrows: usize, ncols: usize) -> Self fn zeros(nrows: usize, ncols: usize) -> Self
where where
T: Number, T: Number,
{ {
Self::fill(nrows, ncols, T::zero()) Self::fill(nrows, ncols, T::zero())
} }
/// create a 2d array of ones ///
fn ones(nrows: usize, ncols: usize) -> Self fn ones(nrows: usize, ncols: usize) -> Self
where where
T: Number, T: Number,
{ {
Self::fill(nrows, ncols, T::one()) Self::fill(nrows, ncols, T::one())
} }
/// create an identity matrix ///
fn eye(size: usize) -> Self fn eye(size: usize) -> Self
where where
T: Number, T: Number,
@@ -1066,29 +1066,29 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
matrix matrix
} }
/// create a 2d array of random values ///
fn rand(nrows: usize, ncols: usize) -> Self fn rand(nrows: usize, ncols: usize) -> Self
where where
T: RealNumber, T: RealNumber,
{ {
Self::from_iterator((0..nrows * ncols).map(|_| T::rand()), nrows, ncols, 0) Self::from_iterator((0..nrows * ncols).map(|_| T::rand()), nrows, ncols, 0)
} }
/// crate from 2d slice ///
fn from_slice(slice: &dyn ArrayView2<T>) -> Self { fn from_slice(slice: &dyn ArrayView2<T>) -> Self {
let (nrows, ncols) = slice.shape(); let (nrows, ncols) = slice.shape();
Self::from_iterator(slice.iterator(0).cloned(), nrows, ncols, 0) Self::from_iterator(slice.iterator(0).cloned(), nrows, ncols, 0)
} }
/// create from row ///
fn from_row(slice: &dyn ArrayView1<T>) -> Self { fn from_row(slice: &dyn ArrayView1<T>) -> Self {
let ncols = slice.shape(); let ncols = slice.shape();
Self::from_iterator(slice.iterator(0).cloned(), 1, ncols, 0) Self::from_iterator(slice.iterator(0).cloned(), 1, ncols, 0)
} }
/// create from column ///
fn from_column(slice: &dyn ArrayView1<T>) -> Self { fn from_column(slice: &dyn ArrayView1<T>) -> Self {
let nrows = slice.shape(); let nrows = slice.shape();
Self::from_iterator(slice.iterator(0).cloned(), nrows, 1, 0) Self::from_iterator(slice.iterator(0).cloned(), nrows, 1, 0)
} }
/// transpose 2d array ///
fn transpose(&self) -> Self { fn transpose(&self) -> Self {
let (nrows, ncols) = self.shape(); let (nrows, ncols) = self.shape();
let mut m = Self::fill(ncols, nrows, *self.get((0, 0))); 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 m
} }
/// change shape of 2d array ///
fn reshape(&self, nrows: usize, ncols: usize, axis: u8) -> Self { fn reshape(&self, nrows: usize, ncols: usize, axis: u8) -> Self {
let (onrows, oncols) = self.shape(); 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) Self::from_iterator(self.iterator(0).cloned(), nrows, ncols, axis)
} }
/// multiply two 2d arrays ///
fn matmul(&self, other: &dyn ArrayView2<T>) -> Self fn matmul(&self, other: &dyn ArrayView2<T>) -> Self
where where
T: Number, T: Number,
@@ -1136,7 +1136,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
result result
} }
/// matrix multiplication ///
fn ab(&self, a_transpose: bool, b: &dyn ArrayView2<T>, b_transpose: bool) -> Self fn ab(&self, a_transpose: bool, b: &dyn ArrayView2<T>, b_transpose: bool) -> Self
where where
T: Number, T: Number,
@@ -1171,7 +1171,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
result result
} }
} }
/// matrix vector multiplication ///
fn ax(&self, a_transpose: bool, x: &dyn ArrayView1<T>) -> Self fn ax(&self, a_transpose: bool, x: &dyn ArrayView1<T>) -> Self
where where
T: Number, T: Number,
@@ -1199,7 +1199,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
} }
result result
} }
/// concatenate 1d array ///
fn concatenate_1d<'a>(arrays: &'a [&'a dyn ArrayView1<T>], axis: u8) -> Self { fn concatenate_1d<'a>(arrays: &'a [&'a dyn ArrayView1<T>], axis: u8) -> Self {
assert!( assert!(
axis == 1 || axis == 0, 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 { fn concatenate_2d<'a>(arrays: &'a [&'a dyn ArrayView2<T>], axis: u8) -> Self {
assert!( assert!(
axis == 1 || axis == 0, 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 { fn merge_1d<'a>(&'a self, arrays: &'a [&'a dyn ArrayView1<T>], axis: u8, append: bool) -> Self {
assert!( assert!(
axis == 1 || axis == 0, 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 { fn v_stack(&self, other: &dyn ArrayView2<T>) -> Self {
let (nrows, ncols) = self.shape(); let (nrows, ncols) = self.shape();
let (other_nrows, other_ncols) = other.shape(); let (other_nrows, other_ncols) = other.shape();
@@ -1378,7 +1378,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
0, 0,
) )
} }
/// Stack arrays in sequence horizontally ///
fn h_stack(&self, other: &dyn ArrayView2<T>) -> Self { fn h_stack(&self, other: &dyn ArrayView2<T>) -> Self {
let (nrows, ncols) = self.shape(); let (nrows, ncols) = self.shape();
let (other_nrows, other_ncols) = other.shape(); let (other_nrows, other_ncols) = other.shape();
@@ -1394,20 +1394,20 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
1, 1,
) )
} }
/// map array values ///
fn map<O: Debug + Display + Copy + Sized, A: Array2<O>, F: FnMut(&T) -> O>(self, f: F) -> A { fn map<O: Debug + Display + Copy + Sized, A: Array2<O>, F: FnMut(&T) -> O>(self, f: F) -> A {
let (nrows, ncols) = self.shape(); let (nrows, ncols) = self.shape();
A::from_iterator(self.iterator(0).map(f), nrows, ncols, 0) 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> { 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))) 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> { 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))) 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 { fn take(&self, index: &[usize], axis: u8) -> Self {
let (nrows, ncols) = self.shape(); 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 { fn take_column(&self, column_index: usize) -> Self {
self.take(&[column_index], 1) self.take(&[column_index], 1)
} }
/// add a scalar to the array ///
fn add_scalar(&self, x: T) -> Self fn add_scalar(&self, x: T) -> Self
where where
T: Number, T: Number,
@@ -1456,7 +1456,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
result.add_scalar_mut(x); result.add_scalar_mut(x);
result result
} }
/// subtract a scalar from the array ///
fn sub_scalar(&self, x: T) -> Self fn sub_scalar(&self, x: T) -> Self
where where
T: Number, T: Number,
@@ -1465,7 +1465,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
result.sub_scalar_mut(x); result.sub_scalar_mut(x);
result result
} }
/// divide a scalar from the array ///
fn div_scalar(&self, x: T) -> Self fn div_scalar(&self, x: T) -> Self
where where
T: Number, T: Number,
@@ -1474,7 +1474,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
result.div_scalar_mut(x); result.div_scalar_mut(x);
result result
} }
/// multiply a scalar to the array ///
fn mul_scalar(&self, x: T) -> Self fn mul_scalar(&self, x: T) -> Self
where where
T: Number, T: Number,
@@ -1483,7 +1483,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
result.mul_scalar_mut(x); result.mul_scalar_mut(x);
result result
} }
/// sum of two arrays ///
fn add(&self, other: &dyn Array<T, (usize, usize)>) -> Self fn add(&self, other: &dyn Array<T, (usize, usize)>) -> Self
where where
T: Number, T: Number,
@@ -1492,7 +1492,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
result.add_mut(other); result.add_mut(other);
result result
} }
/// subtract two arrays ///
fn sub(&self, other: &dyn Array<T, (usize, usize)>) -> Self fn sub(&self, other: &dyn Array<T, (usize, usize)>) -> Self
where where
T: Number, T: Number,
@@ -1501,7 +1501,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
result.sub_mut(other); result.sub_mut(other);
result result
} }
/// multiply two arrays ///
fn mul(&self, other: &dyn Array<T, (usize, usize)>) -> Self fn mul(&self, other: &dyn Array<T, (usize, usize)>) -> Self
where where
T: Number, T: Number,
@@ -1510,7 +1510,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
result.mul_mut(other); result.mul_mut(other);
result result
} }
/// divide two arrays ///
fn div(&self, other: &dyn Array<T, (usize, usize)>) -> Self fn div(&self, other: &dyn Array<T, (usize, usize)>) -> Self
where where
T: Number, T: Number,
@@ -1519,7 +1519,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
result.div_mut(other); result.div_mut(other);
result result
} }
/// absolute values of the array ///
fn abs(&self) -> Self fn abs(&self) -> Self
where where
T: Number + Signed, T: Number + Signed,
@@ -1528,7 +1528,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
result.abs_mut(); result.abs_mut();
result result
} }
/// negation of the array ///
fn neg(&self) -> Self fn neg(&self) -> Self
where where
T: Number + Neg<Output = T>, T: Number + Neg<Output = T>,
@@ -1537,7 +1537,7 @@ pub trait Array2<T: Debug + Display + Copy + Sized>: MutArrayView2<T> + Sized +
result.neg_mut(); result.neg_mut();
result result
} }
/// values at power `p` ///
fn pow(&self, p: T) -> Self fn pow(&self, p: T) -> Self
where where
T: RealNumber, 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 fn approximate_eq(&self, other: &Self, error: T) -> bool
where where
T: Number + RealNumber, T: Number + RealNumber,
@@ -1631,8 +1631,8 @@ mod tests {
let v = vec![3., -2., 6.]; let v = vec![3., -2., 6.];
assert_eq!(v.norm(1.), 11.); assert_eq!(v.norm(1.), 11.);
assert_eq!(v.norm(2.), 7.); assert_eq!(v.norm(2.), 7.);
assert_eq!(v.norm(f64::INFINITY), 6.); assert_eq!(v.norm(std::f64::INFINITY), 6.);
assert_eq!(v.norm(f64::NEG_INFINITY), 2.); assert_eq!(v.norm(std::f64::NEG_INFINITY), 2.);
} }
#[test] #[test]
+2 -2
View File
@@ -841,7 +841,7 @@ mod tests {
)); ));
for (i, eigen_values_i) in eigen_values.iter().enumerate() { for (i, eigen_values_i) in eigen_values.iter().enumerate() {
assert!((eigen_values_i - evd.d[i]).abs() < 1e-4); 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( #[cfg_attr(
@@ -875,7 +875,7 @@ mod tests {
)); ));
for (i, eigen_values_i) in eigen_values.iter().enumerate() { for (i, eigen_values_i) in eigen_values.iter().enumerate() {
assert!((eigen_values_i - evd.d[i]).abs() < 1e-4); 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( #[cfg_attr(
+2 -2
View File
@@ -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_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]; let expected_1 = vec![1.25, 1.25];
assert!(m.var(0).approximate_eq(&expected_0, f64::EPSILON)); assert!(m.var(0).approximate_eq(&expected_0, std::f64::EPSILON));
assert!(m.var(1).approximate_eq(&expected_1, f64::EPSILON)); assert!(m.var(1).approximate_eq(&expected_1, std::f64::EPSILON));
assert_eq!( assert_eq!(
m.mean(0), m.mean(0),
vec![0.0, 0.25, 0.25, 1.25, 1.5, 1.75, 2.75, 3.25] vec![0.0, 0.25, 0.25, 1.25, 1.5, 1.75, 2.75, 3.25]
+3 -1
View File
@@ -48,9 +48,11 @@ pub struct SVD<T: Number + RealNumber, M: SVDDecomposable<T>> {
pub V: M, pub V: M,
/// Singular values of the original matrix /// Singular values of the original matrix
pub s: Vec<T>, pub s: Vec<T>,
///
m: usize, m: usize,
///
n: usize, n: usize,
/// Tolerance ///
tol: T, tol: T,
} }
+4 -4
View File
@@ -27,9 +27,9 @@ use crate::error::Failed;
use crate::linalg::basic::arrays::{Array, Array1, Array2, ArrayView1, MutArrayView1}; use crate::linalg::basic::arrays::{Array, Array1, Array2, ArrayView1, MutArrayView1};
use crate::numbers::floatnum::FloatNumber; use crate::numbers::floatnum::FloatNumber;
/// Trait for Biconjugate Gradient Solver ///
pub trait BiconjugateGradientSolver<'a, T: FloatNumber, X: Array2<T>> { pub trait BiconjugateGradientSolver<'a, T: FloatNumber, X: Array2<T>> {
/// Solve Ax = b ///
fn solve_mut( fn solve_mut(
&self, &self,
a: &'a X, a: &'a X,
@@ -109,7 +109,7 @@ pub trait BiconjugateGradientSolver<'a, T: FloatNumber, X: Array2<T>> {
Ok(err) Ok(err)
} }
/// solve preconditioner ///
fn solve_preconditioner(&self, a: &'a X, b: &[T], x: &mut [T]) { fn solve_preconditioner(&self, a: &'a X, b: &[T], x: &mut [T]) {
let diag = Self::diag(a); let diag = Self::diag(a);
let n = diag.len(); let n = diag.len();
@@ -133,7 +133,7 @@ pub trait BiconjugateGradientSolver<'a, T: FloatNumber, X: Array2<T>> {
y.copy_from(&x.xa(true, a)); y.copy_from(&x.xa(true, a));
} }
/// Extract the diagonal from a matrix ///
fn diag(a: &X) -> Vec<T> { fn diag(a: &X) -> Vec<T> {
let (nrows, ncols) = a.shape(); let (nrows, ncols) = a.shape();
let n = nrows.min(ncols); let n = nrows.min(ncols);
+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::linear::bg_solver::BiconjugateGradientSolver;
use crate::numbers::floatnum::FloatNumber; use crate::numbers::floatnum::FloatNumber;
/// Interior Point Optimizer ///
pub struct InteriorPointOptimizer<T: FloatNumber, X: Array2<T>> { pub struct InteriorPointOptimizer<T: FloatNumber, X: Array2<T>> {
ata: X, ata: X,
d1: Vec<T>, d1: Vec<T>,
@@ -25,8 +25,9 @@ pub struct InteriorPointOptimizer<T: FloatNumber, X: Array2<T>> {
prs: Vec<T>, prs: Vec<T>,
} }
///
impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> { 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> { pub fn new(a: &X, n: usize) -> InteriorPointOptimizer<T, X> {
InteriorPointOptimizer { InteriorPointOptimizer {
ata: a.ab(true, a, false), 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( pub fn optimize(
&mut self, &mut self,
x: &X, x: &X,
@@ -100,7 +101,7 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
// CALCULATE DUALITY GAP // CALCULATE DUALITY GAP
let xnu = nu.xa(false, x); 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 { if max_xnu > lambda_f64 {
let lnu = T::from_f64(lambda_f64 / max_xnu).unwrap(); let lnu = T::from_f64(lambda_f64 / max_xnu).unwrap();
nu.mul_scalar_mut(lnu); nu.mul_scalar_mut(lnu);
@@ -207,6 +208,7 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
Ok(w) Ok(w)
} }
///
fn sumlogneg(f: &X) -> T { fn sumlogneg(f: &X) -> T {
let (n, _) = f.shape(); let (n, _) = f.shape();
let mut sum = T::zero(); 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> impl<'a, T: FloatNumber, X: Array2<T>> BiconjugateGradientSolver<'a, T, X>
for InteriorPointOptimizer<T, X> for InteriorPointOptimizer<T, X>
{ {
///
fn solve_preconditioner(&self, a: &'a X, b: &[T], x: &mut [T]) { fn solve_preconditioner(&self, a: &'a X, b: &[T], x: &mut [T]) {
let (_, p) = a.shape(); 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>) { fn mat_vec_mul(&self, _: &X, x: &Vec<T>, y: &mut Vec<T>) {
let (_, p) = self.ata.shape(); let (_, p) = self.ata.shape();
let x_slice = Vec::from_slice(x.slice(0..p).as_ref()); 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>) { fn mat_t_vec_mul(&self, a: &X, x: &Vec<T>, y: &mut Vec<T>) {
self.mat_vec_mul(a, x, y); self.mat_vec_mul(a, x, y);
} }
+12 -9
View File
@@ -183,11 +183,14 @@ pub struct LogisticRegression<
} }
trait ObjectiveFunction<T: Number + FloatNumber, X: Array2<T>> { trait ObjectiveFunction<T: Number + FloatNumber, X: Array2<T>> {
///
fn f(&self, w_bias: &[T]) -> T; fn f(&self, w_bias: &[T]) -> T;
///
#[allow(clippy::ptr_arg)] #[allow(clippy::ptr_arg)]
fn df(&self, g: &mut Vec<T>, w_bias: &Vec<T>); fn df(&self, g: &mut Vec<T>, w_bias: &Vec<T>);
///
#[allow(clippy::ptr_arg)] #[allow(clippy::ptr_arg)]
fn partial_dot(w: &[T], x: &X, v_col: usize, m_row: usize) -> T { fn partial_dot(w: &[T], x: &X, v_col: usize, m_row: usize) -> T {
let mut sum = T::zero(); 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.]);
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.]); 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 { let objective_reg = MultiClassObjectiveFunction {
x: &x, x: &x,
@@ -686,13 +689,13 @@ mod tests {
objective.df(&mut g, &vec![1., 2., 3.]); objective.df(&mut g, &vec![1., 2., 3.]);
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[0] - 26.051064349381285).abs() < std::f64::EPSILON);
assert!((g[1] - 10.239000702928523).abs() < f64::EPSILON); assert!((g[1] - 10.239000702928523).abs() < std::f64::EPSILON);
assert!((g[2] - 3.869294270156324).abs() < f64::EPSILON); assert!((g[2] - 3.869294270156324).abs() < std::f64::EPSILON);
let f = objective.f(&[1., 2., 3.]); 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 { let objective_reg = BinaryObjectiveFunction {
x: &x, x: &x,
@@ -913,7 +916,7 @@ mod tests {
let x: DenseMatrix<f32> = DenseMatrix::rand(52181, 94); let x: DenseMatrix<f32> = DenseMatrix::rand(52181, 94);
let y1: Vec<i32> = vec![1; 2181]; let y1: Vec<i32> = vec![1; 2181];
let y2: Vec<i32> = vec![0; 50000]; 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 = LogisticRegression::fit(&x, &y, Default::default()).unwrap();
let lr_reg = LogisticRegression::fit( let lr_reg = LogisticRegression::fit(
@@ -935,12 +938,12 @@ mod tests {
let x: &DenseMatrix<f64> = &DenseMatrix::rand(52181, 94); let x: &DenseMatrix<f64> = &DenseMatrix::rand(52181, 94);
let y1: Vec<u32> = vec![1; 2181]; let y1: Vec<u32> = vec![1; 2181];
let y2: Vec<u32> = vec![0; 50000]; 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!("y vec height: {:?}", y.len());
println!("x matrix shape: {:?}", x.shape()); println!("x matrix shape: {:?}", x.shape());
let lr = LogisticRegression::fit(x, y, Default::default()).unwrap(); 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()); println!("y_hat shape: {:?}", y_hat.shape());
-1
View File
@@ -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. /// 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. /// * `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. /// Returns a vector of size N with class estimates.
pub fn predict(&self, x: &X) -> Result<Y, Failed> { pub fn predict(&self, x: &X) -> Result<Y, Failed> {
if let Some(threshold) = self.binarize { if let Some(threshold) = self.binarize {
+1 -2
View File
@@ -95,7 +95,7 @@ impl<T: Number + Unsigned> PartialEq for CategoricalNBDistribution<T> {
return false; return false;
} }
for (a_i_j, b_i_j) in a_i.iter().zip(b_i.iter()) { 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; return false;
} }
} }
@@ -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. /// 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. /// * `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. /// Returns a vector of size N with class estimates.
pub fn predict(&self, x: &X) -> Result<Y, Failed> { pub fn predict(&self, x: &X) -> Result<Y, Failed> {
self.inner.as_ref().unwrap().predict(x) self.inner.as_ref().unwrap().predict(x)
-1
View File
@@ -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. /// 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. /// * `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. /// Returns a vector of size N with class estimates.
pub fn predict(&self, x: &X) -> Result<Y, Failed> { pub fn predict(&self, x: &X) -> Result<Y, Failed> {
self.inner.as_ref().unwrap().predict(x) self.inner.as_ref().unwrap().predict(x)
+1 -2
View File
@@ -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. /// 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. /// * `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. /// Returns a vector of size N with class estimates.
pub fn predict(&self, x: &X) -> Result<Y, Failed> { pub fn predict(&self, x: &X) -> Result<Y, Failed> {
let y_classes = self.distribution.classes(); let y_classes = self.distribution.classes();
@@ -164,7 +163,7 @@ mod tests {
} }
fn classes(&self) -> &Vec<i32> { fn classes(&self) -> &Vec<i32> {
self.0 &self.0
} }
} }
-1
View File
@@ -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. /// 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. /// * `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. /// Returns a vector of size N with class estimates.
pub fn predict(&self, x: &X) -> Result<Y, Failed> { pub fn predict(&self, x: &X) -> Result<Y, Failed> {
self.inner.as_ref().unwrap().predict(x) self.inner.as_ref().unwrap().predict(x)
-1
View File
@@ -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. /// 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. /// * `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. /// Returns a vector of size N with class estimates.
pub fn predict(&self, x: &X) -> Result<Y, Failed> { pub fn predict(&self, x: &X) -> Result<Y, Failed> {
let mut result = Y::zeros(x.shape().0); let mut result = Y::zeros(x.shape().0);
+5 -2
View File
@@ -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>>> impl<TX: Number, TY: Number, X: Array2<TX>, Y: Array1<TY>, D: Distance<Vec<TX>>>
KNNRegressor<TX, TY, X, Y, D> KNNRegressor<TX, TY, X, Y, D>
{ {
///
fn y(&self) -> &Y { fn y(&self) -> &Y {
self.y.as_ref().unwrap() self.y.as_ref().unwrap()
} }
///
fn knn_algorithm(&self) -> &KNNAlgorithm<TX, D> { fn knn_algorithm(&self) -> &KNNAlgorithm<TX, D> {
self.knn_algorithm self.knn_algorithm
.as_ref() .as_ref()
.expect("Missing parameter: KNNAlgorithm") .expect("Missing parameter: KNNAlgorithm")
} }
///
fn weight(&self) -> &KNNWeightFunction { fn weight(&self) -> &KNNWeightFunction {
self.weight.as_ref().expect("Missing parameter: weight") self.weight.as_ref().expect("Missing parameter: weight")
} }
#[allow(dead_code)] #[allow(dead_code)]
///
fn k(&self) -> usize { fn k(&self) -> usize {
self.k.unwrap() 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. /// 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. /// * `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. /// Returns a vector of size N with estimates.
pub fn predict(&self, x: &X) -> Result<Y, Failed> { pub fn predict(&self, x: &X) -> Result<Y, Failed> {
let mut result = Y::zeros(x.shape().0); let mut result = Y::zeros(x.shape().0);
@@ -309,7 +312,7 @@ mod tests {
let y_hat = knn.predict(&x).unwrap(); let y_hat = knn.predict(&x).unwrap();
assert_eq!(5, Vec::len(&y_hat)); assert_eq!(5, Vec::len(&y_hat));
for i in 0..y_hat.len() { 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 std::default::Default;
use crate::linalg::basic::arrays::Array1; 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::line_search::LineSearchMethod;
use crate::optimization::{DF, F}; use crate::optimization::{DF, F};
/// Gradient Descent optimization algorithm ///
pub struct GradientDescent { pub struct GradientDescent {
/// Maximum number of iterations ///
pub max_iter: usize, pub max_iter: usize,
/// Relative tolerance for the gradient norm ///
pub g_rtol: f64, pub g_rtol: f64,
/// Absolute tolerance for the gradient norm ///
pub g_atol: f64, pub g_atol: f64,
} }
///
impl Default for GradientDescent { impl Default for GradientDescent {
fn default() -> Self { fn default() -> Self {
GradientDescent { GradientDescent {
max_iter: 10000, max_iter: 10000,
g_rtol: f64::EPSILON.sqrt(), g_rtol: std::f64::EPSILON.sqrt(),
g_atol: f64::EPSILON, g_atol: std::f64::EPSILON,
} }
} }
} }
///
impl<T: FloatNumber> FirstOrderOptimizer<T> for GradientDescent { impl<T: FloatNumber> FirstOrderOptimizer<T> for GradientDescent {
///
fn optimize<'a, X: Array1<T>, LS: LineSearchMethod<T>>( fn optimize<'a, X: Array1<T>, LS: LineSearchMethod<T>>(
&self, &self,
f: &'a F<'_, T, X>, 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::line_search::LineSearchMethod;
use crate::optimization::{DF, F}; use crate::optimization::{DF, F};
/// Limited-memory BFGS optimization algorithm ///
pub struct LBFGS { pub struct LBFGS {
/// Maximum number of iterations ///
pub max_iter: usize, pub max_iter: usize,
/// TODO: Add documentation ///
pub g_rtol: f64, pub g_rtol: f64,
/// TODO: Add documentation ///
pub g_atol: f64, pub g_atol: f64,
/// TODO: Add documentation ///
pub x_atol: f64, pub x_atol: f64,
/// TODO: Add documentation ///
pub x_rtol: f64, pub x_rtol: f64,
/// TODO: Add documentation ///
pub f_abstol: f64, pub f_abstol: f64,
/// TODO: Add documentation ///
pub f_reltol: f64, pub f_reltol: f64,
/// TODO: Add documentation ///
pub successive_f_tol: usize, pub successive_f_tol: usize,
/// TODO: Add documentation ///
pub m: usize, pub m: usize,
} }
///
impl Default for LBFGS { impl Default for LBFGS {
///
fn default() -> Self { fn default() -> Self {
LBFGS { LBFGS {
max_iter: 1000, max_iter: 1000,
@@ -49,7 +51,9 @@ impl Default for LBFGS {
} }
} }
///
impl LBFGS { impl LBFGS {
///
fn two_loops<T: FloatNumber + RealNumber, X: Array1<T>>(&self, state: &mut LBFGSState<T, X>) { 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 lower = state.iteration.max(self.m) - self.m;
let upper = state.iteration; let upper = state.iteration;
@@ -91,6 +95,7 @@ impl LBFGS {
state.s.mul_scalar_mut(-T::one()); state.s.mul_scalar_mut(-T::one());
} }
///
fn init_state<T: FloatNumber + RealNumber, X: Array1<T>>(&self, x: &X) -> LBFGSState<T, X> { fn init_state<T: FloatNumber + RealNumber, X: Array1<T>>(&self, x: &X) -> LBFGSState<T, X> {
LBFGSState { LBFGSState {
x: x.clone(), x: x.clone(),
@@ -114,6 +119,7 @@ impl LBFGS {
} }
} }
///
fn update_state<'a, T: FloatNumber + RealNumber, X: Array1<T>, LS: LineSearchMethod<T>>( fn update_state<'a, T: FloatNumber + RealNumber, X: Array1<T>, LS: LineSearchMethod<T>>(
&self, &self,
f: &'a F<'_, T, X>, f: &'a F<'_, T, X>,
@@ -155,6 +161,7 @@ impl LBFGS {
df(&mut state.x_df, &state.x); df(&mut state.x_df, &state.x);
} }
///
fn assess_convergence<T: FloatNumber, X: Array1<T>>( fn assess_convergence<T: FloatNumber, X: Array1<T>>(
&self, &self,
state: &mut LBFGSState<T, X>, state: &mut LBFGSState<T, X>,
@@ -166,7 +173,7 @@ impl LBFGS {
} }
if state.x.max_diff(&state.x_prev) 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; x_converged = true;
} }
@@ -181,13 +188,14 @@ impl LBFGS {
state.counter_f_tol += 1; 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 = true;
} }
g_converged || x_converged || state.counter_f_tol > self.successive_f_tol g_converged || x_converged || state.counter_f_tol > self.successive_f_tol
} }
///
fn update_hessian<T: FloatNumber, X: Array1<T>>( fn update_hessian<T: FloatNumber, X: Array1<T>>(
&self, &self,
_: &DF<'_, X>, _: &DF<'_, X>,
@@ -204,6 +212,7 @@ impl LBFGS {
} }
} }
///
#[derive(Debug)] #[derive(Debug)]
struct LBFGSState<T: FloatNumber, X: Array1<T>> { struct LBFGSState<T: FloatNumber, X: Array1<T>> {
x: X, x: X,
@@ -225,7 +234,9 @@ struct LBFGSState<T: FloatNumber, X: Array1<T>> {
alpha: T, alpha: T,
} }
///
impl<T: FloatNumber + RealNumber> FirstOrderOptimizer<T> for LBFGS { impl<T: FloatNumber + RealNumber> FirstOrderOptimizer<T> for LBFGS {
///
fn optimize<'a, X: Array1<T>, LS: LineSearchMethod<T>>( fn optimize<'a, X: Array1<T>, LS: LineSearchMethod<T>>(
&self, &self,
f: &F<'_, T, X>, f: &F<'_, T, X>,
@@ -237,7 +248,7 @@ impl<T: FloatNumber + RealNumber> FirstOrderOptimizer<T> for LBFGS {
df(&mut state.x_df, x0); 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 mut converged = g_converged;
let stopped = false; let stopped = false;
@@ -288,7 +299,7 @@ mod tests {
let result = optimizer.optimize(&f, &df, &x0, &ls); 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[0] - 1.0).abs() < 1e-8);
assert!((result.x[1] - 1.0).abs() < 1e-8); assert!((result.x[1] - 1.0).abs() < 1e-8);
assert!(result.iterations <= 24); assert!(result.iterations <= 24);
+8 -8
View File
@@ -1,6 +1,6 @@
/// Gradient descent optimization algorithm ///
pub mod gradient_descent; pub mod gradient_descent;
/// Limited-memory BFGS optimization algorithm ///
pub mod lbfgs; pub mod lbfgs;
use std::clone::Clone; use std::clone::Clone;
@@ -11,9 +11,9 @@ use crate::numbers::floatnum::FloatNumber;
use crate::optimization::line_search::LineSearchMethod; use crate::optimization::line_search::LineSearchMethod;
use crate::optimization::{DF, F}; 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> { pub trait FirstOrderOptimizer<T: FloatNumber> {
/// run first order optimization ///
fn optimize<'a, X: Array1<T>, LS: LineSearchMethod<T>>( fn optimize<'a, X: Array1<T>, LS: LineSearchMethod<T>>(
&self, &self,
f: &F<'_, T, X>, f: &F<'_, T, X>,
@@ -23,13 +23,13 @@ pub trait FirstOrderOptimizer<T: FloatNumber> {
) -> OptimizerResult<T, X>; ) -> OptimizerResult<T, X>;
} }
/// Result of optimization ///
#[derive(Debug, Clone)] #[derive(Debug, Clone)]
pub struct OptimizerResult<T: FloatNumber, X: Array1<T>> { pub struct OptimizerResult<T: FloatNumber, X: Array1<T>> {
/// Solution ///
pub x: X, pub x: X,
/// f(x) value ///
pub f_x: T, pub f_x: T,
/// number of iterations ///
pub iterations: usize, pub iterations: usize,
} }
+17 -12
View File
@@ -1,9 +1,11 @@
// TODO: missing documentation
use crate::optimization::FunctionOrder; use crate::optimization::FunctionOrder;
use num_traits::Float; use num_traits::Float;
/// Line search optimization. ///
pub trait LineSearchMethod<T: Float> { pub trait LineSearchMethod<T: Float> {
/// Find alpha that satisfies strong Wolfe conditions. ///
fn search( fn search(
&self, &self,
f: &(dyn Fn(T) -> T), f: &(dyn Fn(T) -> T),
@@ -14,31 +16,32 @@ pub trait LineSearchMethod<T: Float> {
) -> LineSearchResult<T>; ) -> LineSearchResult<T>;
} }
/// Line search result ///
#[derive(Debug, Clone)] #[derive(Debug, Clone)]
pub struct LineSearchResult<T: Float> { pub struct LineSearchResult<T: Float> {
/// Alpha value ///
pub alpha: T, pub alpha: T,
/// f(alpha) value ///
pub f_x: T, pub f_x: T,
} }
/// Backtracking line search method. ///
pub struct Backtracking<T: Float> { pub struct Backtracking<T: Float> {
/// TODO: Add documentation ///
pub c1: T, pub c1: T,
/// Maximum number of iterations for Backtracking single run ///
pub max_iterations: usize, pub max_iterations: usize,
/// TODO: Add documentation ///
pub max_infinity_iterations: usize, pub max_infinity_iterations: usize,
/// TODO: Add documentation ///
pub phi: T, pub phi: T,
/// TODO: Add documentation ///
pub plo: T, pub plo: T,
/// function order ///
pub order: FunctionOrder, pub order: FunctionOrder,
} }
///
impl<T: Float> Default for Backtracking<T> { impl<T: Float> Default for Backtracking<T> {
fn default() -> Self { fn default() -> Self {
Backtracking { Backtracking {
@@ -52,7 +55,9 @@ impl<T: Float> Default for Backtracking<T> {
} }
} }
///
impl<T: Float> LineSearchMethod<T> for Backtracking<T> { impl<T: Float> LineSearchMethod<T> for Backtracking<T> {
///
fn search( fn search(
&self, &self,
f: &(dyn Fn(T) -> T), f: &(dyn Fn(T) -> T),
+9 -7
View File
@@ -1,19 +1,21 @@
/// first order optimization algorithms // TODO: missing documentation
///
pub mod first_order; pub mod first_order;
/// line search algorithms ///
pub mod line_search; pub mod line_search;
/// Function f(x) = y ///
pub type F<'a, T, X> = dyn for<'b> Fn(&'b X) -> T + 'a; 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; pub type DF<'a, X> = dyn for<'b> Fn(&'b mut X, &'b X) + 'a;
/// Function order ///
#[allow(clippy::upper_case_acronyms)] #[allow(clippy::upper_case_acronyms)]
#[derive(Debug, PartialEq, Eq)] #[derive(Debug, PartialEq, Eq)]
pub enum FunctionOrder { pub enum FunctionOrder {
/// Second order ///
SECOND, SECOND,
/// Third order ///
THIRD, THIRD,
} }
+1 -1
View File
@@ -292,7 +292,7 @@ mod tests {
.unwrap() .unwrap()
.abs(); .abs();
assert!((4913f64 - result).abs() < f64::EPSILON); assert!((4913f64 - result) < std::f64::EPSILON);
} }
#[cfg_attr( #[cfg_attr(
+10 -8
View File
@@ -197,12 +197,12 @@ impl PartialEq for Node {
self.output == other.output self.output == other.output
&& self.split_feature == other.split_feature && self.split_feature == other.split_feature
&& match (self.split_value, other.split_value) { && 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, (None, None) => true,
_ => false, _ => false,
} }
&& match (self.split_score, other.split_score) { && 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, (None, None) => true,
_ => false, _ => false,
} }
@@ -613,7 +613,7 @@ impl<TX: Number + PartialOrd, TY: Number + Ord, X: Array2<TX>, Y: Array1<TY>>
visitor_queue.push_back(visitor); 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() { match visitor_queue.pop_front() {
Some(node) => tree.split(node, mtry, &mut visitor_queue, &mut rng), Some(node) => tree.split(node, mtry, &mut visitor_queue, &mut rng),
None => break, 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() { if node.true_child.is_none() && node.false_child.is_none() {
result = node.output; result = node.output;
} else if x.get((row, node.split_feature)).to_f64().unwrap() } 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()); queue.push_back(node.true_child.unwrap());
} else { } 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)) .get((i, self.nodes()[visitor.node].split_feature))
.to_f64() .to_f64()
.unwrap() .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]; *true_sample = visitor.samples[i];
tc += *true_sample; tc += *true_sample;
@@ -923,14 +925,14 @@ mod tests {
)] )]
#[test] #[test]
fn gini_impurity() { 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!( assert!(
(impurity(&SplitCriterion::Entropy, &[7, 3], 10) - 0.8812908992306927).abs() (impurity(&SplitCriterion::Entropy, &[7, 3], 10) - 0.8812908992306927).abs()
< f64::EPSILON < std::f64::EPSILON
); );
assert!( assert!(
(impurity(&SplitCriterion::ClassificationError, &[7, 3], 10) - 0.3).abs() (impurity(&SplitCriterion::ClassificationError, &[7, 3], 10) - 0.3).abs()
< f64::EPSILON < std::f64::EPSILON
); );
} }
+8 -6
View File
@@ -311,15 +311,15 @@ impl Node {
impl PartialEq for Node { impl PartialEq for Node {
fn eq(&self, other: &Self) -> bool { 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 && self.split_feature == other.split_feature
&& match (self.split_value, other.split_value) { && 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, (None, None) => true,
_ => false, _ => false,
} }
&& match (self.split_score, other.split_score) { && 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, (None, None) => true,
_ => false, _ => false,
} }
@@ -478,7 +478,7 @@ impl<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
visitor_queue.push_back(visitor); 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() { match visitor_queue.pop_front() {
Some(node) => tree.split(node, mtry, &mut visitor_queue, &mut rng), Some(node) => tree.split(node, mtry, &mut visitor_queue, &mut rng),
None => break, 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() { if node.true_child.is_none() && node.false_child.is_none() {
result = node.output; result = node.output;
} else if x.get((row, node.split_feature)).to_f64().unwrap() } 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()); queue.push_back(node.true_child.unwrap());
} else { } 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)) .get((i, self.nodes()[visitor.node].split_feature))
.to_f64() .to_f64()
.unwrap() .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]; *true_sample = visitor.samples[i];
tc += *true_sample; tc += *true_sample;