13 Commits

Author SHA1 Message Date
Lorenzo Mec-iS
c57a4370ba bump version tp 0.4.9 2026-01-09 06:14:44 +00:00
Georeth Chow
78f18505b1 fix LASSO (#346)
* fix lasso doc typo
* fix lasso optimizer bug
2025-12-05 17:49:07 +09:00
Lorenzo
58a8624fa9 v0.4.8 (#345) 2025-11-29 02:54:35 +00:00
Georeth Chow
18de2aa244 add fit_intercept to LASSO (#344)
* add fit_intercept to LASSO
* lasso: intercept=None if fit_intercept is false
* update CHANGELOG.md to reflect lasso changes
* lasso: minor
2025-11-29 02:46:14 +00:00
Georeth Chow
2bf5f7a1a5 Fix LASSO (first two of #342) (#343)
* Fix LASSO (#342)
* change loss function in doc to match code
* allow `n == p` case
* lasso add test_full_rank_x

---------

Co-authored-by: Zhou Xiaozhou <zxz@jiweifund.com>
2025-11-28 12:15:43 +09:00
Lorenzo
0caa8306ff Modernise CI toolchain to avoid deprecation (#341)
* fix cache failing to find Cargo.toml
2025-11-24 02:25:36 +00:00
Lorenzo
2f63148de4 fix CI (#340)
* fix CI workflow
2025-11-24 02:07:49 +00:00
Lorenzo
f9e473c919 v0.4.7 (#339) 2025-11-24 01:57:25 +00:00
Charlie Martin
70d8a0f34b fix precision and recall calculations (#338)
* fix precision and recall calculations
2025-11-24 01:46:56 +00:00
Charlie Martin
0e42a97514 add serde support for XGRegressor (#337)
* add serde support for XGBoostRegressor
* add traits to dependent structs
2025-11-16 19:31:21 +09:00
Lorenzo
36efd582a5 Fix is_empty method logic in matrix.rs (#336)
* Fix is_empty method logic in matrix.rs
* bump to 0.4.6
* silence some clippy
2025-11-15 05:22:42 +00:00
Lorenzo
70212c71e0 Update Cargo.toml (#333) 2025-10-09 17:37:02 +01:00
Lorenzo
63f86f7bc9 Add with_top_k to CosineSimilarity (#332)
* Implement cosine similarity and cosinepair
* formatting
* fix clippy
* Add top k CosinePair
* fix distance computation
* set min similarity for constant zeros
* bump version to 0.4.5
2025-10-09 17:27:54 +01:00
16 changed files with 718 additions and 248 deletions
+10 -30
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@@ -31,33 +31,21 @@ jobs:
~/.cargo ~/.cargo
./target ./target
key: ${{ runner.os }}-cargo-${{ matrix.platform.target }}-${{ hashFiles('**/Cargo.toml') }} key: ${{ runner.os }}-cargo-${{ matrix.platform.target }}-${{ hashFiles('**/Cargo.toml') }}
restore-keys: ${{ runner.os }}-cargo-${{ matrix.platform.target }}-${{ hashFiles('**/Cargo.toml') }} restore-keys: ${{ runner.os }}-cargo-${{ matrix.platform.target }}
- name: Install Rust toolchain - name: Install Rust toolchain
uses: actions-rs/toolchain@v1 uses: dtolnay/rust-toolchain@stable
with: with:
toolchain: stable targets: ${{ matrix.platform.target }}
target: ${{ matrix.platform.target }}
profile: minimal
default: true
- name: Install test runner for wasm - name: Install test runner for wasm
if: matrix.platform.target == 'wasm32-unknown-unknown' if: matrix.platform.target == 'wasm32-unknown-unknown'
run: curl https://rustwasm.github.io/wasm-pack/installer/init.sh -sSf | sh run: curl https://rustwasm.github.io/wasm-pack/installer/init.sh -sSf | sh
- name: Stable Build with all features - name: Stable Build with all features
uses: actions-rs/cargo@v1 run: cargo build --all-features --target ${{ matrix.platform.target }}
with:
command: build
args: --all-features --target ${{ matrix.platform.target }}
- name: Stable Build without features - name: Stable Build without features
uses: actions-rs/cargo@v1 run: cargo build --target ${{ matrix.platform.target }}
with:
command: build
args: --target ${{ matrix.platform.target }}
- name: Tests - name: Tests
if: matrix.platform.target == 'x86_64-unknown-linux-gnu' || matrix.platform.target == 'x86_64-pc-windows-msvc' || matrix.platform.target == 'aarch64-apple-darwin' if: matrix.platform.target == 'x86_64-unknown-linux-gnu' || matrix.platform.target == 'x86_64-pc-windows-msvc' || matrix.platform.target == 'aarch64-apple-darwin'
uses: actions-rs/cargo@v1 run: cargo test --all-features
with:
command: test
args: --all-features
- name: Tests in WASM - name: Tests in WASM
if: matrix.platform.target == 'wasm32-unknown-unknown' if: matrix.platform.target == 'wasm32-unknown-unknown'
run: wasm-pack test --node -- --all-features run: wasm-pack test --node -- --all-features
@@ -78,17 +66,9 @@ jobs:
path: | path: |
~/.cargo ~/.cargo
./target ./target
key: ${{ runner.os }}-cargo-features-${{ hashFiles('**/Cargo.toml') }} key: ${{ runner.os }}-cargo-features-${{ hashFiles('Cargo.toml') }}
restore-keys: ${{ runner.os }}-cargo-features-${{ hashFiles('**/Cargo.toml') }} restore-keys: ${{ runner.os }}-cargo-features
- name: Install Rust toolchain - name: Install Rust toolchain
uses: actions-rs/toolchain@v1 uses: dtolnay/rust-toolchain@stable
with:
toolchain: stable
target: ${{ matrix.platform.target }}
profile: minimal
default: true
- name: Stable Build - name: Stable Build
uses: actions-rs/cargo@v1 run: cargo build --no-default-features ${{ matrix.features }}
with:
command: build
args: --no-default-features ${{ matrix.features }}
+6 -17
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@@ -19,26 +19,15 @@ jobs:
path: | path: |
~/.cargo ~/.cargo
./target ./target
key: ${{ runner.os }}-coverage-cargo-${{ hashFiles('**/Cargo.toml') }} key: ${{ runner.os }}-coverage-cargo-${{ hashFiles('Cargo.toml') }}
restore-keys: ${{ runner.os }}-coverage-cargo-${{ hashFiles('**/Cargo.toml') }} restore-keys: ${{ runner.os }}-coverage-cargo
- name: Install Rust toolchain - name: Install Rust toolchain
uses: actions-rs/toolchain@v1 uses: dtolnay/rust-toolchain@nightly
with:
toolchain: nightly
profile: minimal
default: true
- name: Install cargo-tarpaulin - name: Install cargo-tarpaulin
uses: actions-rs/install@v0.1 run: cargo install cargo-tarpaulin
with:
crate: cargo-tarpaulin
version: latest
use-tool-cache: true
- name: Run cargo-tarpaulin - name: Run cargo-tarpaulin
uses: actions-rs/cargo@v1 run: cargo tarpaulin --out Lcov --all-features -- --test-threads 1
with:
command: tarpaulin
args: --out Lcov --all-features -- --test-threads 1
- name: Upload to codecov.io - name: Upload to codecov.io
uses: codecov/codecov-action@v2 uses: codecov/codecov-action@v4
with: with:
fail_ci_if_error: false fail_ci_if_error: false
+9 -18
View File
@@ -6,36 +6,27 @@ on:
pull_request: pull_request:
branches: [ development ] branches: [ development ]
jobs: jobs:
lint: lint:
runs-on: ubuntu-latest runs-on: ubuntu-latest
env: env:
TZ: "/usr/share/zoneinfo/your/location" TZ: "/usr/share/zoneinfo/your/location"
steps: steps:
- uses: actions/checkout@v2 - uses: actions/checkout@v4
- name: Cache .cargo and target - name: Cache .cargo and target
uses: actions/cache@v4 uses: actions/cache@v4
with: with:
path: | path: |
~/.cargo ~/.cargo
./target ./target
key: ${{ runner.os }}-lint-cargo-${{ hashFiles('**/Cargo.toml') }} key: ${{ runner.os }}-lint-cargo-${{ hashFiles('Cargo.toml') }}
restore-keys: ${{ runner.os }}-lint-cargo-${{ hashFiles('**/Cargo.toml') }} restore-keys: ${{ runner.os }}-lint-cargo
- name: Install Rust toolchain - name: Install Rust toolchain
uses: actions-rs/toolchain@v1 uses: dtolnay/rust-toolchain@stable
with: with:
toolchain: stable components: rustfmt, clippy
profile: minimal - name: Check format
default: true run: cargo fmt --all -- --check
- run: rustup component add rustfmt
- name: Check formt
uses: actions-rs/cargo@v1
with:
command: fmt
args: --all -- --check
- run: rustup component add clippy
- name: Run clippy - name: Run clippy
uses: actions-rs/cargo@v1 run: cargo clippy --all-features -- -Drust-2018-idioms -Dwarnings
with:
command: clippy
args: --all-features -- -Drust-2018-idioms -Dwarnings
+5
View File
@@ -4,6 +4,11 @@ All notable changes to this project will be documented in this file.
The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/), The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/),
and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html). and this project adheres to [Semantic Versioning](https://semver.org/spec/v2.0.0.html).
## [0.4.8] - 2025-11-29
- WARNING: Breaking changes!
- `LassoParameters` and `LassoSearchParameters` have a new field `fit_intercept`. When it is set to false, the `beta_0` term in the formula will be forced to zero, and `intercept` field in `Lasso` will be set to `None`.
## [0.4.0] - 2023-04-05 ## [0.4.0] - 2023-04-05
## Added ## Added
+2 -1
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@@ -2,7 +2,7 @@
name = "smartcore" name = "smartcore"
description = "Machine Learning in Rust." description = "Machine Learning in Rust."
homepage = "https://smartcorelib.org" homepage = "https://smartcorelib.org"
version = "0.4.4" version = "0.4.9"
authors = ["smartcore Developers"] authors = ["smartcore Developers"]
edition = "2021" edition = "2021"
license = "Apache-2.0" license = "Apache-2.0"
@@ -28,6 +28,7 @@ num = "0.4"
rand = { version = "0.8.5", default-features = false, features = ["small_rng"] } rand = { version = "0.8.5", default-features = false, features = ["small_rng"] }
rand_distr = { version = "0.4", optional = true } rand_distr = { version = "0.4", optional = true }
serde = { version = "1", features = ["derive"], optional = true } serde = { version = "1", features = ["derive"], optional = true }
ordered-float = "5.1.0"
[target.'cfg(not(target_arch = "wasm32"))'.dependencies] [target.'cfg(not(target_arch = "wasm32"))'.dependencies]
typetag = { version = "0.2", optional = true } typetag = { version = "0.2", optional = true }
+365 -74
View File
@@ -23,7 +23,10 @@
/// ``` /// ```
/// <script src="https://polyfill.io/v3/polyfill.min.js?features=es6"></script> /// <script src="https://polyfill.io/v3/polyfill.min.js?features=es6"></script>
/// <script id="MathJax-script" async src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script> /// <script id="MathJax-script" async src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script>
use std::collections::HashMap; use ordered_float::{FloatCore, OrderedFloat};
use std::cmp::Reverse;
use std::collections::{BinaryHeap, HashMap};
use num::Bounded; use num::Bounded;
@@ -34,6 +37,25 @@ use crate::metrics::distance::{Distance, PairwiseDistance};
use crate::numbers::floatnum::FloatNumber; use crate::numbers::floatnum::FloatNumber;
use crate::numbers::realnum::RealNumber; use crate::numbers::realnum::RealNumber;
/// Parameters for CosinePair construction
#[derive(Debug, Clone)]
pub struct CosinePairParameters {
/// Maximum number of neighbors to consider per point (default: all points)
pub top_k: Option<usize>,
/// Whether to use approximate nearest neighbor search
pub approximate: bool,
}
#[allow(clippy::derivable_impls)]
impl Default for CosinePairParameters {
fn default() -> Self {
Self {
top_k: None,
approximate: false,
}
}
}
/// ///
/// Inspired by Python implementation: /// Inspired by Python implementation:
/// <https://github.com/carsonfarmer/fastpair/blob/b8b4d3000ab6f795a878936667eee1b557bf353d/fastpair/base.py> /// <https://github.com/carsonfarmer/fastpair/blob/b8b4d3000ab6f795a878936667eee1b557bf353d/fastpair/base.py>
@@ -49,12 +71,29 @@ pub struct CosinePair<'a, T: RealNumber + FloatNumber, M: Array2<T>> {
pub distances: HashMap<usize, PairwiseDistance<T>>, pub distances: HashMap<usize, PairwiseDistance<T>>,
/// conga line used to keep track of the closest pair /// conga line used to keep track of the closest pair
pub neighbours: Vec<usize>, pub neighbours: Vec<usize>,
/// parameters used during construction
pub parameters: CosinePairParameters,
} }
impl<'a, T: RealNumber + FloatNumber, M: Array2<T>> CosinePair<'a, T, M> { impl<'a, T: RealNumber + FloatNumber + FloatCore, M: Array2<T>> CosinePair<'a, T, M> {
/// Constructor /// Constructor with default parameters (backward compatibility)
/// Instantiate and initialize the algorithm
pub fn new(m: &'a M) -> Result<Self, Failed> { pub fn new(m: &'a M) -> Result<Self, Failed> {
Self::with_parameters(m, CosinePairParameters::default())
}
/// Constructor with top-k limiting for faster performance
pub fn with_top_k(m: &'a M, top_k: usize) -> Result<Self, Failed> {
Self::with_parameters(
m,
CosinePairParameters {
top_k: Some(top_k),
approximate: false,
},
)
}
/// Constructor with full parameter control
pub fn with_parameters(m: &'a M, parameters: CosinePairParameters) -> Result<Self, Failed> {
if m.shape().0 < 2 { if m.shape().0 < 2 {
return Err(Failed::because( return Err(Failed::because(
FailedError::FindFailed, FailedError::FindFailed,
@@ -64,96 +103,156 @@ impl<'a, T: RealNumber + FloatNumber, M: Array2<T>> CosinePair<'a, T, M> {
let mut init = Self { let mut init = Self {
samples: m, samples: m,
// to be computed in init(..)
distances: HashMap::with_capacity(m.shape().0), distances: HashMap::with_capacity(m.shape().0),
neighbours: Vec::with_capacity(m.shape().0 + 1), neighbours: Vec::with_capacity(m.shape().0),
parameters,
}; };
init.init(); init.init();
Ok(init) Ok(init)
} }
/// Initialise `CosinePair` by passing a `Array2`. /// Helper function to create ordered float wrapper
/// Build a CosinePairs data-structure from a set of (new) points. fn ordered_float(value: T) -> OrderedFloat<T> {
OrderedFloat(value)
}
/// Helper function to extract value from ordered float wrapper
fn extract_float(ordered: OrderedFloat<T>) -> T {
ordered.into_inner()
}
/// Optimized initialization with top-k neighbor limiting
fn init(&mut self) { fn init(&mut self) {
// basic measures
let len = self.samples.shape().0; let len = self.samples.shape().0;
let max_index = self.samples.shape().0 - 1; let max_neighbors: usize = self.parameters.top_k.unwrap_or(len - 1).min(len - 1);
// Store all closest neighbors let mut distances = HashMap::with_capacity(len);
let _distances = Box::new(HashMap::with_capacity(len)); let mut neighbours = Vec::with_capacity(len);
let _neighbours = Box::new(Vec::with_capacity(len));
let mut distances = *_distances;
let mut neighbours = *_neighbours;
// fill neighbours with -1 values
neighbours.extend(0..len); neighbours.extend(0..len);
// init closest neighbour pairwise data // Initialize with max distances
for index_row_i in 0..(max_index) { for i in 0..len {
distances.insert( distances.insert(
index_row_i, i,
PairwiseDistance { PairwiseDistance {
node: index_row_i, node: i,
neighbour: Option::None, neighbour: None,
distance: Some(<T as Bounded>::max_value()), distance: Some(<T as Bounded>::max_value()),
}, },
); );
} }
// loop through indeces and neighbours // Compute distances for each point using top-k optimization
for index_row_i in 0..(len) { for i in 0..len {
// start looking for the neighbour in the second element let mut candidate_distances = BinaryHeap::new();
let mut index_closest = index_row_i + 1; // closest neighbour index
let mut nbd: Option<T> = distances[&index_row_i].distance; // init neighbour distance
for index_row_j in (index_row_i + 1)..len {
distances.insert(
index_row_j,
PairwiseDistance {
node: index_row_j,
neighbour: Some(index_row_i),
distance: nbd,
},
);
let d = Cosine::new().distance( for j in 0..len {
&Vec::from_iterator( if i != j {
self.samples.get_row(index_row_i).iterator(0).copied(), let distance = T::from(Cosine::new().distance(
self.samples.shape().1, &Vec::from_iterator(
), self.samples.get_row(i).iterator(0).copied(),
&Vec::from_iterator( self.samples.shape().1,
self.samples.get_row(index_row_j).iterator(0).copied(), ),
self.samples.shape().1, &Vec::from_iterator(
), self.samples.get_row(j).iterator(0).copied(),
); self.samples.shape().1,
if d < nbd.unwrap().to_f64().unwrap() { ),
// set this j-value to be the closest neighbour ))
index_closest = index_row_j; .unwrap();
nbd = Some(T::from(d).unwrap());
// Use OrderedFloat for stable ordering
candidate_distances.push(Reverse((Self::ordered_float(distance), j)));
if candidate_distances.len() > max_neighbors {
candidate_distances.pop();
}
} }
} }
// Add that edge // Find the closest neighbor from candidates
distances.entry(index_row_i).and_modify(|e| { if let Some(Reverse((closest_distance, closest_neighbor))) =
e.distance = nbd; candidate_distances.iter().min_by_key(|Reverse((d, _))| *d)
e.neighbour = Some(index_closest); {
}); distances.entry(i).and_modify(|e| {
} e.distance = Some(Self::extract_float(*closest_distance));
// No more neighbors, terminate conga line. e.neighbour = Some(*closest_neighbor);
// Last person on the line has no neigbors });
distances.get_mut(&max_index).unwrap().neighbour = Some(max_index); }
distances.get_mut(&(len - 1)).unwrap().distance = Some(<T as Bounded>::max_value());
// compute sparse matrix (connectivity matrix)
let mut sparse_matrix = M::zeros(len, len);
for (_, p) in distances.iter() {
sparse_matrix.set((p.node, p.neighbour.unwrap()), p.distance.unwrap());
} }
self.distances = distances; self.distances = distances;
self.neighbours = neighbours; self.neighbours = neighbours;
} }
/// Fast query using top-k pre-computed neighbors with ordered-float
pub fn query_row_top_k(
&self,
query_row_index: usize,
k: usize,
) -> Result<Vec<(T, usize)>, Failed> {
if query_row_index >= self.samples.shape().0 {
return Err(Failed::because(
FailedError::FindFailed,
"Query row index out of bounds",
));
}
if k == 0 {
return Ok(Vec::new());
}
let max_candidates = self.parameters.top_k.unwrap_or(self.samples.shape().0);
let actual_k: usize = k.min(max_candidates);
// Use binary heap with ordered-float for reliable ordering
let mut heap = BinaryHeap::with_capacity(actual_k + 1);
let candidates = if let Some(top_k) = self.parameters.top_k {
let step = (self.samples.shape().0 / top_k).max(1);
(0..self.samples.shape().0)
.step_by(step)
.filter(|&i| i != query_row_index)
.take(top_k)
.collect::<Vec<_>>()
} else {
(0..self.samples.shape().0)
.filter(|&i| i != query_row_index)
.collect::<Vec<_>>()
};
for &candidate_idx in &candidates {
let distance = T::from(Cosine::new().distance(
&Vec::from_iterator(
self.samples.get_row(query_row_index).iterator(0).copied(),
self.samples.shape().1,
),
&Vec::from_iterator(
self.samples.get_row(candidate_idx).iterator(0).copied(),
self.samples.shape().1,
),
))
.unwrap();
heap.push(Reverse((Self::ordered_float(distance), candidate_idx)));
if heap.len() > actual_k {
heap.pop();
}
}
// Convert heap to sorted vector
let mut neighbors: Vec<_> = heap
.into_vec()
.into_iter()
.map(|Reverse((dist, idx))| (Self::extract_float(dist), idx))
.collect();
neighbors.sort_by(|a, b| Self::ordered_float(a.0).cmp(&Self::ordered_float(b.0)));
Ok(neighbors)
}
/// Query k nearest neighbors for a row that's already in the dataset /// Query k nearest neighbors for a row that's already in the dataset
pub fn query_row(&self, query_row_index: usize, k: usize) -> Result<Vec<(T, usize)>, Failed> { pub fn query_row(&self, query_row_index: usize, k: usize) -> Result<Vec<(T, usize)>, Failed> {
if query_row_index >= self.samples.shape().0 { if query_row_index >= self.samples.shape().0 {
@@ -318,7 +417,7 @@ impl<'a, T: RealNumber + FloatNumber, M: Array2<T>> CosinePair<'a, T, M> {
mod tests { mod tests {
use super::*; use super::*;
use crate::linalg::basic::{arrays::Array, matrix::DenseMatrix}; use crate::linalg::basic::{arrays::Array, matrix::DenseMatrix};
use approx::assert_relative_eq; use approx::{assert_relative_eq, relative_eq};
#[cfg_attr( #[cfg_attr(
all(target_arch = "wasm32", not(target_os = "wasi")), all(target_arch = "wasm32", not(target_os = "wasi")),
@@ -499,10 +598,6 @@ mod tests {
} }
} }
#[cfg_attr(
all(target_arch = "wasm32", not(target_os = "wasi")),
wasm_bindgen_test::wasm_bindgen_test
)]
#[test] #[test]
fn cosine_pair_query_row_bounds_error() { fn cosine_pair_query_row_bounds_error() {
let x = DenseMatrix::<f64>::from_2d_array(&[&[1.0, 2.0], &[3.0, 4.0]]).unwrap(); let x = DenseMatrix::<f64>::from_2d_array(&[&[1.0, 2.0], &[3.0, 4.0]]).unwrap();
@@ -520,10 +615,6 @@ mod tests {
} }
} }
#[cfg_attr(
all(target_arch = "wasm32", not(target_os = "wasi")),
wasm_bindgen_test::wasm_bindgen_test
)]
#[test] #[test]
fn cosine_pair_query_row_k_zero() { fn cosine_pair_query_row_k_zero() {
let x = let x =
@@ -635,6 +726,206 @@ mod tests {
assert!(distance >= 0.0 && distance <= 2.0); assert!(distance >= 0.0 && distance <= 2.0);
} }
#[test]
fn query_row_top_k_top_k_limiting() {
// Test that query_row_top_k respects top_k parameter and returns correct results
let x = DenseMatrix::<f64>::from_2d_array(&[
&[1.0, 0.0, 0.0], // Point 0
&[0.0, 1.0, 0.0], // Point 1 - orthogonal to point 0
&[0.0, 0.0, 1.0], // Point 2 - orthogonal to point 0
&[1.0, 1.0, 0.0], // Point 3 - closer to point 0 than points 1,2
&[0.5, 0.0, 0.0], // Point 4 - very close to point 0 (parallel)
&[2.0, 0.0, 0.0], // Point 5 - very close to point 0 (parallel)
&[0.0, 1.0, 1.0], // Point 6 - far from point 0
&[3.0, 3.0, 3.0], // Point 7 - moderately close to point 0
])
.unwrap();
// Create CosinePair with top_k=4 to limit candidates
let cosine_pair = CosinePair::with_top_k(&x, 4).unwrap();
// Query for 3 nearest neighbors to point 0
let neighbors = cosine_pair.query_row_top_k(0, 3).unwrap();
// Should return exactly 3 neighbors
assert_eq!(neighbors.len(), 3);
// Verify that distances are in ascending order
for i in 1..neighbors.len() {
assert!(
neighbors[i - 1].0 <= neighbors[i].0,
"Distances should be in ascending order: {} <= {}",
neighbors[i - 1].0,
neighbors[i].0
);
}
// All distances should be valid cosine distances (0 to 2)
for (distance, index) in &neighbors {
assert!(
*distance >= 0.0 && *distance <= 2.0,
"Cosine distance {} should be between 0 and 2",
distance
);
assert!(
*index < x.shape().0,
"Neighbor index {} should be less than dataset size {}",
index,
x.shape().0
);
assert!(
*index != 0,
"Neighbor index should not include query point itself"
);
}
// The closest neighbor should be either point 4 or 5 (parallel vectors)
// These should have cosine distance ≈ 0
let closest_distance = neighbors[0].0;
assert!(
closest_distance < 0.01,
"Closest parallel vector should have distance close to 0, got {}",
closest_distance
);
// Verify that we get different results with different top_k values
let cosine_pair_full = CosinePair::new(&x).unwrap();
let neighbors_full = cosine_pair_full.query_row(0, 3).unwrap();
// Results should be the same or very close since we're asking for top 3
// but the algorithm might find different candidates due to top_k limiting
assert_eq!(neighbors.len(), neighbors_full.len());
// The closest neighbor should be the same in both cases
let closest_idx_fast = neighbors[0].1;
let closest_idx_full = neighbors_full[0].1;
let closest_dist_fast = neighbors[0].0;
let closest_dist_full = neighbors_full[0].0;
// Either we get the same closest neighbor, or distances are very close
if closest_idx_fast == closest_idx_full {
assert!(relative_eq!(
closest_dist_fast,
closest_dist_full,
epsilon = 1e-10
));
} else {
// Different neighbors, but distances should be very close (parallel vectors)
assert!(relative_eq!(
closest_dist_fast,
closest_dist_full,
epsilon = 1e-6
));
}
}
#[test]
fn query_row_top_k_performance_vs_accuracy() {
// Test that query_row_top_k provides reasonable performance/accuracy tradeoff
// and handles edge cases properly
let large_dataset = DenseMatrix::<f32>::from_2d_array(&[
&[1.0f32, 2.0, 3.0, 4.0], // Point 0 - query point
&[1.1f32, 2.1, 3.1, 4.1], // Point 1 - very close to 0
&[1.05f32, 2.05, 3.05, 4.05], // Point 2 - very close to 0
&[2.0f32, 4.0, 6.0, 8.0], // Point 3 - parallel to 0 (2x scaling)
&[0.5f32, 1.0, 1.5, 2.0], // Point 4 - parallel to 0 (0.5x scaling)
&[-1.0f32, -2.0, -3.0, -4.0], // Point 5 - opposite to 0
&[4.0f32, 3.0, 2.0, 1.0], // Point 6 - different direction
&[0.0f32, 0.0, 0.0, 0.1], // Point 7 - mostly orthogonal
&[10.0f32, 20.0, 30.0, 40.0], // Point 8 - parallel but far
&[1.0f32, 0.0, 0.0, 0.0], // Point 9 - partially similar
&[0.0f32, 2.0, 0.0, 0.0], // Point 10 - partially similar
&[0.0f32, 0.0, 3.0, 0.0], // Point 11 - partially similar
])
.unwrap();
// Test with aggressive top_k limiting (only consider 5 out of 11 other points)
let cosine_pair_limited = CosinePair::with_top_k(&large_dataset, 5).unwrap();
// Query for 4 nearest neighbors
let neighbors_limited = cosine_pair_limited.query_row_top_k(0, 4).unwrap();
// Should return exactly 4 neighbors
assert_eq!(neighbors_limited.len(), 4);
// Test error handling - out of bounds query
let result_oob = cosine_pair_limited.query_row_top_k(15, 2);
assert!(result_oob.is_err());
if let Err(e) = result_oob {
assert_eq!(
e,
Failed::because(FailedError::FindFailed, "Query row index out of bounds")
);
}
// Test k=0 case
let neighbors_zero = cosine_pair_limited.query_row_top_k(0, 0).unwrap();
assert_eq!(neighbors_zero.len(), 0);
// Test k > available candidates
let neighbors_large_k = cosine_pair_limited.query_row_top_k(0, 20).unwrap();
assert!(neighbors_large_k.len() <= 11); // At most 11 other points
// Verify ordering is correct
for i in 1..neighbors_limited.len() {
assert!(
neighbors_limited[i - 1].0 <= neighbors_limited[i].0,
"Distance ordering violation at position {}: {} > {}",
i,
neighbors_limited[i - 1].0,
neighbors_limited[i].0
);
}
// The closest neighbors should be the parallel vectors (points 1, 2, 3, 4)
// since they have the smallest cosine distances
let closest_distance = neighbors_limited[0].0;
assert!(
closest_distance < 0.1,
"Closest neighbor should be nearly parallel, distance: {}",
closest_distance
);
// Compare with full algorithm for accuracy assessment
let cosine_pair_full = CosinePair::new(&large_dataset).unwrap();
let neighbors_full = cosine_pair_full.query_row(0, 4).unwrap();
// The fast version might not find the exact same neighbors due to sampling,
// but the closest neighbor's distance should be very similar
let dist_diff = (neighbors_limited[0].0 - neighbors_full[0].0).abs();
assert!(
dist_diff < 0.01,
"Fast and full algorithms should give similar closest distances. Diff: {}",
dist_diff
);
// Verify that all returned indices are valid and unique
let mut indices: Vec<usize> = neighbors_limited.iter().map(|(_, idx)| *idx).collect();
indices.sort();
indices.dedup();
assert_eq!(
indices.len(),
neighbors_limited.len(),
"All neighbor indices should be unique"
);
for &idx in &indices {
assert!(
idx < large_dataset.shape().0,
"Neighbor index {} should be valid",
idx
);
assert!(idx != 0, "Neighbor should not include query point itself");
}
// Test with f32 precision to ensure type compatibility
for (distance, _) in &neighbors_limited {
assert!(!distance.is_nan(), "Distance should not be NaN");
assert!(distance.is_finite(), "Distance should be finite");
assert!(*distance >= 0.0, "Distance should be non-negative");
}
}
#[test] #[test]
fn cosine_pair_float_precision() { fn cosine_pair_float_precision() {
// Test with f32 precision // Test with f32 precision
+1 -1
View File
@@ -1,4 +1,4 @@
#![allow(clippy::ptr_arg)] #![allow(clippy::ptr_arg, clippy::needless_range_loop)]
//! # Nearest Neighbors Search Algorithms and Data Structures //! # Nearest Neighbors Search Algorithms and Data Structures
//! //!
//! Nearest neighbor search is a basic computational tool that is particularly relevant to machine learning, //! Nearest neighbor search is a basic computational tool that is particularly relevant to machine learning,
+1
View File
@@ -1,3 +1,4 @@
#![allow(clippy::ptr_arg, clippy::needless_range_loop)]
//! # Clustering //! # Clustering
//! //!
//! Clustering is the type of unsupervised learning where you divide the population or data points into a number of groups such that data points in the same groups //! Clustering is the type of unsupervised learning where you divide the population or data points into a number of groups such that data points in the same groups
+1
View File
@@ -1,3 +1,4 @@
#![allow(clippy::ptr_arg, clippy::needless_range_loop)]
//! Datasets //! Datasets
//! //!
//! In this module you will find small datasets that are used in `smartcore` mostly for demonstration purposes. //! In this module you will find small datasets that are used in `smartcore` mostly for demonstration purposes.
+1 -1
View File
@@ -385,7 +385,7 @@ impl<T: Debug + Display + Copy + Sized> Array<T, (usize, usize)> for DenseMatrix
} }
fn is_empty(&self) -> bool { fn is_empty(&self) -> bool {
self.ncols > 0 && self.nrows > 0 self.ncols < 1 || self.nrows < 1
} }
fn iterator<'b>(&'b self, axis: u8) -> Box<dyn Iterator<Item = &'b T> + 'b> { fn iterator<'b>(&'b self, axis: u8) -> Box<dyn Iterator<Item = &'b T> + 'b> {
+2
View File
@@ -345,6 +345,7 @@ impl<TX: FloatNumber + RealNumber, TY: Number, X: Array2<TX>, Y: Array1<TY>>
l1_reg * gamma, l1_reg * gamma,
parameters.max_iter, parameters.max_iter,
TX::from_f64(parameters.tol).unwrap(), TX::from_f64(parameters.tol).unwrap(),
true,
)?; )?;
for i in 0..p { for i in 0..p {
@@ -371,6 +372,7 @@ impl<TX: FloatNumber + RealNumber, TY: Number, X: Array2<TX>, Y: Array1<TY>>
l1_reg * gamma, l1_reg * gamma,
parameters.max_iter, parameters.max_iter,
TX::from_f64(parameters.tol).unwrap(), TX::from_f64(parameters.tol).unwrap(),
true,
)?; )?;
for i in 0..p { for i in 0..p {
+145 -55
View File
@@ -9,7 +9,7 @@
//! //!
//! Lasso coefficient estimates solve the problem: //! Lasso coefficient estimates solve the problem:
//! //!
//! \\[\underset{\beta}{minimize} \space \space \sum_{i=1}^n \left( y_i - \beta_0 - \sum_{j=1}^p \beta_jx_{ij} \right)^2 + \alpha \sum_{j=1}^p \lVert \beta_j \rVert_1\\] //! \\[\underset{\beta}{minimize} \space \space \frac{1}{n} \sum_{i=1}^n \left( y_i - \beta_0 - \sum_{j=1}^p \beta_jx_{ij} \right)^2 + \alpha \sum_{j=1}^p \lVert \beta_j \rVert_1\\]
//! //!
//! This problem is solved with an interior-point method that is comparable to coordinate descent in solving large problems with modest accuracy, //! This problem is solved with an interior-point method that is comparable to coordinate descent in solving large problems with modest accuracy,
//! but is able to solve them with high accuracy with relatively small additional computational cost. //! but is able to solve them with high accuracy with relatively small additional computational cost.
@@ -53,6 +53,9 @@ pub struct LassoParameters {
#[cfg_attr(feature = "serde", serde(default))] #[cfg_attr(feature = "serde", serde(default))]
/// The maximum number of iterations /// The maximum number of iterations
pub max_iter: usize, pub max_iter: usize,
#[cfg_attr(feature = "serde", serde(default))]
/// If false, force the intercept parameter (beta_0) to be zero.
pub fit_intercept: bool,
} }
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))] #[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
@@ -86,6 +89,12 @@ impl LassoParameters {
self.max_iter = max_iter; self.max_iter = max_iter;
self self
} }
/// If false, force the intercept parameter (beta_0) to be zero.
pub fn with_fit_intercept(mut self, fit_intercept: bool) -> Self {
self.fit_intercept = fit_intercept;
self
}
} }
impl Default for LassoParameters { impl Default for LassoParameters {
@@ -95,6 +104,7 @@ impl Default for LassoParameters {
normalize: true, normalize: true,
tol: 1e-4, tol: 1e-4,
max_iter: 1000, max_iter: 1000,
fit_intercept: true,
} }
} }
} }
@@ -118,8 +128,8 @@ impl<TX: FloatNumber + RealNumber, TY: Number, X: Array2<TX>, Y: Array1<TY>>
{ {
fn new() -> Self { fn new() -> Self {
Self { Self {
coefficients: Option::None, coefficients: None,
intercept: Option::None, intercept: None,
_phantom_ty: PhantomData, _phantom_ty: PhantomData,
_phantom_y: PhantomData, _phantom_y: PhantomData,
} }
@@ -155,6 +165,9 @@ pub struct LassoSearchParameters {
#[cfg_attr(feature = "serde", serde(default))] #[cfg_attr(feature = "serde", serde(default))]
/// The maximum number of iterations /// The maximum number of iterations
pub max_iter: Vec<usize>, pub max_iter: Vec<usize>,
#[cfg_attr(feature = "serde", serde(default))]
/// If false, force the intercept parameter (beta_0) to be zero.
pub fit_intercept: Vec<bool>,
} }
/// Lasso grid search iterator /// Lasso grid search iterator
@@ -164,6 +177,7 @@ pub struct LassoSearchParametersIterator {
current_normalize: usize, current_normalize: usize,
current_tol: usize, current_tol: usize,
current_max_iter: usize, current_max_iter: usize,
current_fit_intercept: usize,
} }
impl IntoIterator for LassoSearchParameters { impl IntoIterator for LassoSearchParameters {
@@ -177,6 +191,7 @@ impl IntoIterator for LassoSearchParameters {
current_normalize: 0, current_normalize: 0,
current_tol: 0, current_tol: 0,
current_max_iter: 0, current_max_iter: 0,
current_fit_intercept: 0,
} }
} }
} }
@@ -189,6 +204,7 @@ impl Iterator for LassoSearchParametersIterator {
&& self.current_normalize == self.lasso_search_parameters.normalize.len() && self.current_normalize == self.lasso_search_parameters.normalize.len()
&& self.current_tol == self.lasso_search_parameters.tol.len() && self.current_tol == self.lasso_search_parameters.tol.len()
&& self.current_max_iter == self.lasso_search_parameters.max_iter.len() && self.current_max_iter == self.lasso_search_parameters.max_iter.len()
&& self.current_fit_intercept == self.lasso_search_parameters.fit_intercept.len()
{ {
return None; return None;
} }
@@ -198,6 +214,7 @@ impl Iterator for LassoSearchParametersIterator {
normalize: self.lasso_search_parameters.normalize[self.current_normalize], normalize: self.lasso_search_parameters.normalize[self.current_normalize],
tol: self.lasso_search_parameters.tol[self.current_tol], tol: self.lasso_search_parameters.tol[self.current_tol],
max_iter: self.lasso_search_parameters.max_iter[self.current_max_iter], max_iter: self.lasso_search_parameters.max_iter[self.current_max_iter],
fit_intercept: self.lasso_search_parameters.fit_intercept[self.current_fit_intercept],
}; };
if self.current_alpha + 1 < self.lasso_search_parameters.alpha.len() { if self.current_alpha + 1 < self.lasso_search_parameters.alpha.len() {
@@ -214,11 +231,19 @@ impl Iterator for LassoSearchParametersIterator {
self.current_normalize = 0; self.current_normalize = 0;
self.current_tol = 0; self.current_tol = 0;
self.current_max_iter += 1; self.current_max_iter += 1;
} else if self.current_fit_intercept + 1 < self.lasso_search_parameters.fit_intercept.len()
{
self.current_alpha = 0;
self.current_normalize = 0;
self.current_tol = 0;
self.current_max_iter = 0;
self.current_fit_intercept += 1;
} else { } else {
self.current_alpha += 1; self.current_alpha += 1;
self.current_normalize += 1; self.current_normalize += 1;
self.current_tol += 1; self.current_tol += 1;
self.current_max_iter += 1; self.current_max_iter += 1;
self.current_fit_intercept += 1;
} }
Some(next) Some(next)
@@ -234,6 +259,7 @@ impl Default for LassoSearchParameters {
normalize: vec![default_params.normalize], normalize: vec![default_params.normalize],
tol: vec![default_params.tol], tol: vec![default_params.tol],
max_iter: vec![default_params.max_iter], max_iter: vec![default_params.max_iter],
fit_intercept: vec![default_params.fit_intercept],
} }
} }
} }
@@ -246,7 +272,7 @@ impl<TX: FloatNumber + RealNumber, TY: Number, X: Array2<TX>, Y: Array1<TY>> Las
pub fn fit(x: &X, y: &Y, parameters: LassoParameters) -> Result<Lasso<TX, TY, X, Y>, Failed> { pub fn fit(x: &X, y: &Y, parameters: LassoParameters) -> Result<Lasso<TX, TY, X, Y>, Failed> {
let (n, p) = x.shape(); let (n, p) = x.shape();
if n <= p { if n < p {
return Err(Failed::fit( return Err(Failed::fit(
"Number of rows in X should be >= number of columns in X", "Number of rows in X should be >= number of columns in X",
)); ));
@@ -283,19 +309,23 @@ impl<TX: FloatNumber + RealNumber, TY: Number, X: Array2<TX>, Y: Array1<TY>> Las
l1_reg, l1_reg,
parameters.max_iter, parameters.max_iter,
TX::from_f64(parameters.tol).unwrap(), TX::from_f64(parameters.tol).unwrap(),
parameters.fit_intercept,
)?; )?;
for (j, col_std_j) in col_std.iter().enumerate().take(p) { for (j, col_std_j) in col_std.iter().enumerate().take(p) {
w[j] /= *col_std_j; w[j] /= *col_std_j;
} }
let mut b = TX::zero(); let b = if parameters.fit_intercept {
let mut xw_mean = TX::zero();
for (i, col_mean_i) in col_mean.iter().enumerate().take(p) {
xw_mean += w[i] * *col_mean_i;
}
for (i, col_mean_i) in col_mean.iter().enumerate().take(p) { Some(TX::from_f64(y.mean_by()).unwrap() - xw_mean)
b += w[i] * *col_mean_i; } else {
} None
};
b = TX::from_f64(y.mean_by()).unwrap() - b;
(X::from_column(&w), b) (X::from_column(&w), b)
} else { } else {
let mut optimizer = InteriorPointOptimizer::new(x, p); let mut optimizer = InteriorPointOptimizer::new(x, p);
@@ -306,13 +336,21 @@ impl<TX: FloatNumber + RealNumber, TY: Number, X: Array2<TX>, Y: Array1<TY>> Las
l1_reg, l1_reg,
parameters.max_iter, parameters.max_iter,
TX::from_f64(parameters.tol).unwrap(), TX::from_f64(parameters.tol).unwrap(),
parameters.fit_intercept,
)?; )?;
(X::from_column(&w), TX::from_f64(y.mean_by()).unwrap()) (
X::from_column(&w),
if parameters.fit_intercept {
Some(TX::from_f64(y.mean_by()).unwrap())
} else {
None
},
)
}; };
Ok(Lasso { Ok(Lasso {
intercept: Some(b), intercept: b,
coefficients: Some(w), coefficients: Some(w),
_phantom_ty: PhantomData, _phantom_ty: PhantomData,
_phantom_y: PhantomData, _phantom_y: PhantomData,
@@ -369,6 +407,7 @@ impl<TX: FloatNumber + RealNumber, TY: Number, X: Array2<TX>, Y: Array1<TY>> Las
#[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::mean_absolute_error; use crate::metrics::mean_absolute_error;
@@ -377,30 +416,28 @@ mod tests {
let parameters = LassoSearchParameters { let parameters = LassoSearchParameters {
alpha: vec![0., 1.], alpha: vec![0., 1.],
max_iter: vec![10, 100], max_iter: vec![10, 100],
fit_intercept: vec![false, true],
..Default::default() ..Default::default()
}; };
let mut iter = parameters.into_iter();
let next = iter.next().unwrap(); let mut iter = parameters.clone().into_iter();
assert_eq!(next.alpha, 0.); for current_fit_intercept in 0..parameters.fit_intercept.len() {
assert_eq!(next.max_iter, 10); for current_max_iter in 0..parameters.max_iter.len() {
let next = iter.next().unwrap(); for current_alpha in 0..parameters.alpha.len() {
assert_eq!(next.alpha, 1.); let next = iter.next().unwrap();
assert_eq!(next.max_iter, 10); assert_eq!(next.alpha, parameters.alpha[current_alpha]);
let next = iter.next().unwrap(); assert_eq!(next.max_iter, parameters.max_iter[current_max_iter]);
assert_eq!(next.alpha, 0.); assert_eq!(
assert_eq!(next.max_iter, 100); next.fit_intercept,
let next = iter.next().unwrap(); parameters.fit_intercept[current_fit_intercept]
assert_eq!(next.alpha, 1.); );
assert_eq!(next.max_iter, 100); }
}
}
assert!(iter.next().is_none()); assert!(iter.next().is_none());
} }
#[cfg_attr( fn get_example_x_y() -> (DenseMatrix<f64>, Vec<f64>) {
all(target_arch = "wasm32", not(target_os = "wasi")),
wasm_bindgen_test::wasm_bindgen_test
)]
#[test]
fn lasso_fit_predict() {
let x = DenseMatrix::from_2d_array(&[ let x = DenseMatrix::from_2d_array(&[
&[234.289, 235.6, 159.0, 107.608, 1947., 60.323], &[234.289, 235.6, 159.0, 107.608, 1947., 60.323],
&[259.426, 232.5, 145.6, 108.632, 1948., 61.122], &[259.426, 232.5, 145.6, 108.632, 1948., 61.122],
@@ -426,6 +463,17 @@ mod tests {
114.2, 115.7, 116.9, 114.2, 115.7, 116.9,
]; ];
(x, y)
}
#[cfg_attr(
all(target_arch = "wasm32", not(target_os = "wasi")),
wasm_bindgen_test::wasm_bindgen_test
)]
#[test]
fn lasso_fit_predict() {
let (x, y) = get_example_x_y();
let y_hat = Lasso::fit(&x, &y, Default::default()) let y_hat = Lasso::fit(&x, &y, Default::default())
.and_then(|lr| lr.predict(&x)) .and_then(|lr| lr.predict(&x))
.unwrap(); .unwrap();
@@ -440,6 +488,7 @@ mod tests {
normalize: false, normalize: false,
tol: 1e-4, tol: 1e-4,
max_iter: 1000, max_iter: 1000,
fit_intercept: true,
}, },
) )
.and_then(|lr| lr.predict(&x)) .and_then(|lr| lr.predict(&x))
@@ -448,35 +497,76 @@ mod tests {
assert!(mean_absolute_error(&y_hat, &y) < 2.0); assert!(mean_absolute_error(&y_hat, &y) < 2.0);
} }
#[cfg_attr(
all(target_arch = "wasm32", not(target_os = "wasi")),
wasm_bindgen_test::wasm_bindgen_test
)]
#[test]
fn test_full_rank_x() {
// x: randn(3,3) * 10, demean, then round to 2 decimal points
// y = x @ [10.0, 0.2, -3.0], round to 2 decimal points
let param = LassoParameters::default()
.with_normalize(false)
.with_alpha(200.0);
let x = DenseMatrix::from_2d_array(&[
&[-8.9, -2.24, 8.89],
&[-4.02, 8.89, 12.33],
&[12.92, -6.65, -21.22],
])
.unwrap();
let y = vec![-116.12, -75.41, 191.53];
let w = Lasso::fit(&x, &y, param)
.unwrap()
.coefficients()
.iterator(0)
.copied()
.collect();
let expected_w = vec![5.20289531, 0., -5.32823882]; // by coordinate descent
assert!(mean_absolute_error(&w, &expected_w) < 1e-3); // actual mean_absolute_error is about 2e-4
}
#[cfg_attr(
all(target_arch = "wasm32", not(target_os = "wasi")),
wasm_bindgen_test::wasm_bindgen_test
)]
#[test]
fn test_fit_intercept() {
let (x, y) = get_example_x_y();
let fit_result = Lasso::fit(
&x,
&y,
LassoParameters {
alpha: 0.1,
normalize: false,
tol: 1e-8,
max_iter: 1000,
fit_intercept: false,
},
)
.unwrap();
let w = fit_result.coefficients().iterator(0).copied().collect();
// by sklearn LassoLars. coordinate descent doesn't converge well
let expected_w = vec![
0.18335684,
0.02106526,
0.00703214,
-1.35952542,
0.09295222,
0.,
];
assert!(mean_absolute_error(&w, &expected_w) < 1e-6);
assert_eq!(fit_result.intercept, None);
}
// TODO: serialization for the new DenseMatrix needs to be implemented // TODO: serialization for the new DenseMatrix needs to be implemented
// #[cfg_attr(all(target_arch = "wasm32", not(target_os = "wasi")), wasm_bindgen_test::wasm_bindgen_test)] // #[cfg_attr(all(target_arch = "wasm32", not(target_os = "wasi")), wasm_bindgen_test::wasm_bindgen_test)]
// #[test] // #[test]
// #[cfg(feature = "serde")] // #[cfg(feature = "serde")]
// fn serde() { // fn serde() {
// let x = DenseMatrix::from_2d_array(&[ // let (x, y) = get_lasso_sample_x_y();
// &[234.289, 235.6, 159.0, 107.608, 1947., 60.323],
// &[259.426, 232.5, 145.6, 108.632, 1948., 61.122],
// &[258.054, 368.2, 161.6, 109.773, 1949., 60.171],
// &[284.599, 335.1, 165.0, 110.929, 1950., 61.187],
// &[328.975, 209.9, 309.9, 112.075, 1951., 63.221],
// &[346.999, 193.2, 359.4, 113.270, 1952., 63.639],
// &[365.385, 187.0, 354.7, 115.094, 1953., 64.989],
// &[363.112, 357.8, 335.0, 116.219, 1954., 63.761],
// &[397.469, 290.4, 304.8, 117.388, 1955., 66.019],
// &[419.180, 282.2, 285.7, 118.734, 1956., 67.857],
// &[442.769, 293.6, 279.8, 120.445, 1957., 68.169],
// &[444.546, 468.1, 263.7, 121.950, 1958., 66.513],
// &[482.704, 381.3, 255.2, 123.366, 1959., 68.655],
// &[502.601, 393.1, 251.4, 125.368, 1960., 69.564],
// &[518.173, 480.6, 257.2, 127.852, 1961., 69.331],
// &[554.894, 400.7, 282.7, 130.081, 1962., 70.551],
// ]);
// let y = vec![
// 83.0, 88.5, 88.2, 89.5, 96.2, 98.1, 99.0, 100.0, 101.2, 104.6, 108.4, 110.8, 112.6,
// 114.2, 115.7, 116.9,
// ];
// let lr = Lasso::fit(&x, &y, Default::default()).unwrap(); // let lr = Lasso::fit(&x, &y, Default::default()).unwrap();
// let deserialized_lr: Lasso<f64, f64, DenseMatrix<f64>, Vec<f64>> = // let deserialized_lr: Lasso<f64, f64, DenseMatrix<f64>, Vec<f64>> =
+9 -4
View File
@@ -45,6 +45,7 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
lambda: T, lambda: T,
max_iter: usize, max_iter: usize,
tol: T, tol: T,
fit_intercept: bool,
) -> Result<Vec<T>, Failed> { ) -> Result<Vec<T>, Failed> {
let (n, p) = x.shape(); let (n, p) = x.shape();
let p_f64 = T::from_usize(p).unwrap(); let p_f64 = T::from_usize(p).unwrap();
@@ -52,6 +53,7 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
let lambda = lambda.max(T::epsilon()); let lambda = lambda.max(T::epsilon());
//parameters //parameters
let max_ls_iter = 100;
let pcgmaxi = 5000; let pcgmaxi = 5000;
let min_pcgtol = T::from_f64(0.1).unwrap(); let min_pcgtol = T::from_f64(0.1).unwrap();
let eta = T::from_f64(1E-3).unwrap(); let eta = T::from_f64(1E-3).unwrap();
@@ -61,9 +63,12 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
let mu = T::two(); let mu = T::two();
// let y = M::from_row_vector(y.sub_scalar(y.mean_by())).transpose(); // let y = M::from_row_vector(y.sub_scalar(y.mean_by())).transpose();
let y = y.sub_scalar(T::from_f64(y.mean_by()).unwrap()); let y = if fit_intercept {
y.sub_scalar(T::from_f64(y.mean_by()).unwrap())
} else {
y.to_owned()
};
let mut max_ls_iter = 100;
let mut pitr = 0; let mut pitr = 0;
let mut w = Vec::zeros(p); let mut w = Vec::zeros(p);
let mut neww = w.clone(); let mut neww = w.clone();
@@ -165,7 +170,7 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
s = T::one(); s = T::one();
let gdx = grad.dot(&dxu); let gdx = grad.dot(&dxu);
let lsiter = 0; let mut lsiter = 0;
while lsiter < max_ls_iter { while lsiter < max_ls_iter {
for i in 0..p { for i in 0..p {
neww[i] = w[i] + s * dx[i]; neww[i] = w[i] + s * dx[i];
@@ -190,7 +195,7 @@ impl<T: FloatNumber, X: Array2<T>> InteriorPointOptimizer<T, X> {
} }
} }
s = beta * s; s = beta * s;
max_ls_iter += 1; lsiter += 1;
} }
if lsiter == max_ls_iter { if lsiter == max_ls_iter {
+88 -23
View File
@@ -4,7 +4,9 @@
//! //!
//! \\[precision = \frac{tp}{tp + fp}\\] //! \\[precision = \frac{tp}{tp + fp}\\]
//! //!
//! where tp (true positive) - correct result, fp (false positive) - unexpected result //! where tp (true positive) - correct result, fp (false positive) - unexpected result.
//! For binary classification, this is precision for the positive class (assumed to be 1.0).
//! For multiclass, this is macro-averaged precision (average of per-class precisions).
//! //!
//! Example: //! Example:
//! //!
@@ -19,7 +21,8 @@
//! //!
//! <script src="https://polyfill.io/v3/polyfill.min.js?features=es6"></script> //! <script src="https://polyfill.io/v3/polyfill.min.js?features=es6"></script>
//! <script id="MathJax-script" async src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script> //! <script id="MathJax-script" async src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script>
use std::collections::HashSet;
use std::collections::{HashMap, HashSet};
use std::marker::PhantomData; use std::marker::PhantomData;
#[cfg(feature = "serde")] #[cfg(feature = "serde")]
@@ -61,33 +64,63 @@ impl<T: RealNumber> Metrics<T> for Precision<T> {
); );
} }
let mut classes = HashSet::new(); let n = y_true.shape();
for i in 0..y_true.shape() {
classes.insert(y_true.get(i).to_f64_bits());
}
let classes = classes.len();
let mut tp = 0; let mut classes_set: HashSet<u64> = HashSet::new();
let mut fp = 0; for i in 0..n {
for i in 0..y_true.shape() { classes_set.insert(y_true.get(i).to_f64_bits());
if y_pred.get(i) == y_true.get(i) { }
if classes == 2 { let classes: usize = classes_set.len();
if *y_true.get(i) == T::one() {
if classes == 2 {
// Binary case: precision for positive class (assumed T::one())
let positive = T::one();
let mut tp: usize = 0;
let mut fp_count: usize = 0;
for i in 0..n {
let t = *y_true.get(i);
let p = *y_pred.get(i);
if p == t {
if t == positive {
tp += 1; tp += 1;
} }
} else { } else if t != positive {
tp += 1; fp_count += 1;
}
} else if classes == 2 {
if *y_true.get(i) == T::one() {
fp += 1;
} }
}
if tp + fp_count == 0 {
0.0
} else { } else {
fp += 1; tp as f64 / (tp + fp_count) as f64
}
} else {
// Multiclass case: macro-averaged precision
let mut predicted: HashMap<u64, usize> = HashMap::new();
let mut tp_map: HashMap<u64, usize> = HashMap::new();
for i in 0..n {
let p_bits = y_pred.get(i).to_f64_bits();
*predicted.entry(p_bits).or_insert(0) += 1;
if *y_true.get(i) == *y_pred.get(i) {
*tp_map.entry(p_bits).or_insert(0) += 1;
}
}
let mut precision_sum = 0.0;
for &bits in &classes_set {
let pred_count = *predicted.get(&bits).unwrap_or(&0);
let tp = *tp_map.get(&bits).unwrap_or(&0);
let prec = if pred_count > 0 {
tp as f64 / pred_count as f64
} else {
0.0
};
precision_sum += prec;
}
if classes == 0 {
0.0
} else {
precision_sum / classes as f64
} }
} }
tp as f64 / (tp as f64 + fp as f64)
} }
} }
@@ -114,7 +147,7 @@ mod tests {
let y_pred: Vec<f64> = vec![0., 0., 1., 1., 1., 1.]; let y_pred: Vec<f64> = vec![0., 0., 1., 1., 1., 1.];
let score3: f64 = Precision::new().get_score(&y_true, &y_pred); let score3: f64 = Precision::new().get_score(&y_true, &y_pred);
assert!((score3 - 0.6666666666).abs() < 1e-8); assert!((score3 - 0.5).abs() < 1e-8);
} }
#[cfg_attr( #[cfg_attr(
@@ -132,4 +165,36 @@ mod tests {
assert!((score1 - 0.333333333).abs() < 1e-8); assert!((score1 - 0.333333333).abs() < 1e-8);
assert!((score2 - 1.0).abs() < 1e-8); assert!((score2 - 1.0).abs() < 1e-8);
} }
#[cfg_attr(
all(target_arch = "wasm32", not(target_os = "wasi")),
wasm_bindgen_test::wasm_bindgen_test
)]
#[test]
fn precision_multiclass_imbalanced() {
let y_true: Vec<f64> = vec![0., 0., 1., 2., 2., 2.];
let y_pred: Vec<f64> = vec![0., 1., 1., 2., 0., 2.];
let score: f64 = Precision::new().get_score(&y_true, &y_pred);
let expected = (0.5 + 0.5 + 1.0) / 3.0;
assert!((score - expected).abs() < 1e-8);
}
#[cfg_attr(
all(target_arch = "wasm32", not(target_os = "wasi")),
wasm_bindgen_test::wasm_bindgen_test
)]
#[test]
fn precision_multiclass_unpredicted_class() {
let y_true: Vec<f64> = vec![0., 0., 1., 2., 2., 2., 3.];
let y_pred: Vec<f64> = vec![0., 1., 1., 2., 0., 2., 0.];
let score: f64 = Precision::new().get_score(&y_true, &y_pred);
// Class 0: pred=3, tp=1 -> 1/3 ≈0.333
// Class 1: pred=2, tp=1 -> 0.5
// Class 2: pred=2, tp=2 -> 1.0
// Class 3: pred=0, tp=0 -> 0.0
let expected = (1.0 / 3.0 + 0.5 + 1.0 + 0.0) / 4.0;
assert!((score - expected).abs() < 1e-8);
}
} }
+64 -24
View File
@@ -4,7 +4,9 @@
//! //!
//! \\[recall = \frac{tp}{tp + fn}\\] //! \\[recall = \frac{tp}{tp + fn}\\]
//! //!
//! where tp (true positive) - correct result, fn (false negative) - missing result //! where tp (true positive) - correct result, fn (false negative) - missing result.
//! For binary classification, this is recall for the positive class (assumed to be 1.0).
//! For multiclass, this is macro-averaged recall (average of per-class recalls).
//! //!
//! Example: //! Example:
//! //!
@@ -20,8 +22,7 @@
//! <script src="https://polyfill.io/v3/polyfill.min.js?features=es6"></script> //! <script src="https://polyfill.io/v3/polyfill.min.js?features=es6"></script>
//! <script id="MathJax-script" async src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script> //! <script id="MathJax-script" async src="https://cdn.jsdelivr.net/npm/mathjax@3/es5/tex-mml-chtml.js"></script>
use std::collections::HashSet; use std::collections::{HashMap, HashSet};
use std::convert::TryInto;
use std::marker::PhantomData; use std::marker::PhantomData;
#[cfg(feature = "serde")] #[cfg(feature = "serde")]
@@ -52,7 +53,7 @@ impl<T: RealNumber> Metrics<T> for Recall<T> {
} }
} }
/// Calculated recall score /// Calculated recall score
/// * `y_true` - cround truth (correct) labels. /// * `y_true` - ground truth (correct) labels.
/// * `y_pred` - predicted labels, as returned by a classifier. /// * `y_pred` - predicted labels, as returned by a classifier.
fn get_score(&self, y_true: &dyn ArrayView1<T>, y_pred: &dyn ArrayView1<T>) -> f64 { fn get_score(&self, y_true: &dyn ArrayView1<T>, y_pred: &dyn ArrayView1<T>) -> f64 {
if y_true.shape() != y_pred.shape() { if y_true.shape() != y_pred.shape() {
@@ -63,32 +64,57 @@ impl<T: RealNumber> Metrics<T> for Recall<T> {
); );
} }
let mut classes = HashSet::new(); let n = y_true.shape();
for i in 0..y_true.shape() {
classes.insert(y_true.get(i).to_f64_bits());
}
let classes: i64 = classes.len().try_into().unwrap();
let mut tp = 0; let mut classes_set = HashSet::new();
let mut fne = 0; for i in 0..n {
for i in 0..y_true.shape() { classes_set.insert(y_true.get(i).to_f64_bits());
if y_pred.get(i) == y_true.get(i) { }
if classes == 2 { let classes: usize = classes_set.len();
if *y_true.get(i) == T::one() {
if classes == 2 {
// Binary case: recall for positive class (assumed T::one())
let positive = T::one();
let mut tp: usize = 0;
let mut fn_count: usize = 0;
for i in 0..n {
let t = *y_true.get(i);
let p = *y_pred.get(i);
if p == t {
if t == positive {
tp += 1; tp += 1;
} }
} else { } else if t == positive {
tp += 1; fn_count += 1;
}
} else if classes == 2 {
if *y_true.get(i) != T::one() {
fne += 1;
} }
}
if tp + fn_count == 0 {
0.0
} else { } else {
fne += 1; tp as f64 / (tp + fn_count) as f64
}
} else {
// Multiclass case: macro-averaged recall
let mut support: HashMap<u64, usize> = HashMap::new();
let mut tp_map: HashMap<u64, usize> = HashMap::new();
for i in 0..n {
let t_bits = y_true.get(i).to_f64_bits();
*support.entry(t_bits).or_insert(0) += 1;
if *y_true.get(i) == *y_pred.get(i) {
*tp_map.entry(t_bits).or_insert(0) += 1;
}
}
let mut recall_sum = 0.0;
for (&bits, &sup) in &support {
let tp = *tp_map.get(&bits).unwrap_or(&0);
recall_sum += tp as f64 / sup as f64;
}
if support.is_empty() {
0.0
} else {
recall_sum / support.len() as f64
} }
} }
tp as f64 / (tp as f64 + fne as f64)
} }
} }
@@ -115,7 +141,7 @@ mod tests {
let y_pred: Vec<f64> = vec![0., 0., 1., 1., 1., 1.]; let y_pred: Vec<f64> = vec![0., 0., 1., 1., 1., 1.];
let score3: f64 = Recall::new().get_score(&y_true, &y_pred); let score3: f64 = Recall::new().get_score(&y_true, &y_pred);
assert!((score3 - 0.5).abs() < 1e-8); assert!((score3 - (2.0 / 3.0)).abs() < 1e-8);
} }
#[cfg_attr( #[cfg_attr(
@@ -133,4 +159,18 @@ mod tests {
assert!((score1 - 0.333333333).abs() < 1e-8); assert!((score1 - 0.333333333).abs() < 1e-8);
assert!((score2 - 1.0).abs() < 1e-8); assert!((score2 - 1.0).abs() < 1e-8);
} }
#[cfg_attr(
all(target_arch = "wasm32", not(target_os = "wasi")),
wasm_bindgen_test::wasm_bindgen_test
)]
#[test]
fn recall_multiclass_imbalanced() {
let y_true: Vec<f64> = vec![0., 0., 1., 2., 2., 2.];
let y_pred: Vec<f64> = vec![0., 1., 1., 2., 0., 2.];
let score: f64 = Recall::new().get_score(&y_true, &y_pred);
let expected = (0.5 + 1.0 + (2.0 / 3.0)) / 3.0;
assert!((score - expected).abs() < 1e-8);
}
} }
+9
View File
@@ -53,10 +53,14 @@ use crate::{
rand_custom::get_rng_impl, rand_custom::get_rng_impl,
}; };
#[cfg(feature = "serde")]
use serde::{Deserialize, Serialize};
/// Defines the objective function to be optimized. /// Defines the objective function to be optimized.
/// The objective function provides the loss, gradient (first derivative), and /// The objective function provides the loss, gradient (first derivative), and
/// hessian (second derivative) required for the XGBoost algorithm. /// hessian (second derivative) required for the XGBoost algorithm.
#[derive(Clone, Debug)] #[derive(Clone, Debug)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
pub enum Objective { pub enum Objective {
/// The objective for regression tasks using Mean Squared Error. /// The objective for regression tasks using Mean Squared Error.
/// Loss: 0.5 * (y_true - y_pred)^2 /// Loss: 0.5 * (y_true - y_pred)^2
@@ -122,6 +126,8 @@ impl Objective {
/// This is a recursive data structure where each `TreeRegressor` is a node /// This is a recursive data structure where each `TreeRegressor` is a node
/// that can have a left and a right child, also of type `TreeRegressor`. /// that can have a left and a right child, also of type `TreeRegressor`.
#[allow(dead_code)] #[allow(dead_code)]
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug)]
struct TreeRegressor<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>> { struct TreeRegressor<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>> {
left: Option<Box<TreeRegressor<TX, TY, X, Y>>>, left: Option<Box<TreeRegressor<TX, TY, X, Y>>>,
right: Option<Box<TreeRegressor<TX, TY, X, Y>>>, right: Option<Box<TreeRegressor<TX, TY, X, Y>>>,
@@ -374,6 +380,7 @@ impl<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>>
/// Parameters for the `jRegressor` model. /// Parameters for the `jRegressor` model.
/// ///
/// This struct holds all the hyperparameters that control the training process. /// This struct holds all the hyperparameters that control the training process.
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Clone, Debug)] #[derive(Clone, Debug)]
pub struct XGRegressorParameters { pub struct XGRegressorParameters {
/// The number of boosting rounds or trees to build. /// The number of boosting rounds or trees to build.
@@ -494,6 +501,8 @@ impl XGRegressorParameters {
} }
/// An Extreme Gradient Boosting (XGBoost) model for regression and classification tasks. /// An Extreme Gradient Boosting (XGBoost) model for regression and classification tasks.
#[cfg_attr(feature = "serde", derive(Serialize, Deserialize))]
#[derive(Debug)]
pub struct XGRegressor<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>> { pub struct XGRegressor<TX: Number + PartialOrd, TY: Number, X: Array2<TX>, Y: Array1<TY>> {
regressors: Option<Vec<TreeRegressor<TX, TY, X, Y>>>, regressors: Option<Vec<TreeRegressor<TX, TY, X, Y>>>,
parameters: Option<XGRegressorParameters>, parameters: Option<XGRegressorParameters>,