isotree 0.2.0 → 0.3.0
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- checksums.yaml +4 -4
- data/CHANGELOG.md +16 -1
- data/LICENSE.txt +2 -2
- data/README.md +41 -23
- data/ext/isotree/ext.cpp +144 -31
- data/ext/isotree/extconf.rb +7 -7
- data/lib/isotree/dataset.rb +0 -1
- data/lib/isotree/isolation_forest.rb +114 -30
- data/lib/isotree/version.rb +1 -1
- data/vendor/isotree/LICENSE +1 -1
- data/vendor/isotree/README.md +165 -27
- data/vendor/isotree/include/isotree.hpp +2111 -0
- data/vendor/isotree/include/isotree_oop.hpp +394 -0
- data/vendor/isotree/inst/COPYRIGHTS +62 -0
- data/vendor/isotree/src/RcppExports.cpp +525 -52
- data/vendor/isotree/src/Rwrapper.cpp +1931 -268
- data/vendor/isotree/src/c_interface.cpp +953 -0
- data/vendor/isotree/src/crit.hpp +4232 -0
- data/vendor/isotree/src/dist.hpp +1886 -0
- data/vendor/isotree/src/exp_depth_table.hpp +134 -0
- data/vendor/isotree/src/extended.hpp +1444 -0
- data/vendor/isotree/src/external_facing_generic.hpp +399 -0
- data/vendor/isotree/src/fit_model.hpp +2401 -0
- data/vendor/isotree/src/{dealloc.cpp → headers_joined.hpp} +38 -22
- data/vendor/isotree/src/helpers_iforest.hpp +813 -0
- data/vendor/isotree/src/{impute.cpp → impute.hpp} +353 -122
- data/vendor/isotree/src/indexer.cpp +515 -0
- data/vendor/isotree/src/instantiate_template_headers.cpp +118 -0
- data/vendor/isotree/src/instantiate_template_headers.hpp +240 -0
- data/vendor/isotree/src/isoforest.hpp +1659 -0
- data/vendor/isotree/src/isotree.hpp +1804 -392
- data/vendor/isotree/src/isotree_exportable.hpp +99 -0
- data/vendor/isotree/src/merge_models.cpp +159 -16
- data/vendor/isotree/src/mult.hpp +1321 -0
- data/vendor/isotree/src/oop_interface.cpp +842 -0
- data/vendor/isotree/src/oop_interface.hpp +278 -0
- data/vendor/isotree/src/other_helpers.hpp +219 -0
- data/vendor/isotree/src/predict.hpp +1932 -0
- data/vendor/isotree/src/python_helpers.hpp +134 -0
- data/vendor/isotree/src/ref_indexer.hpp +154 -0
- data/vendor/isotree/src/robinmap/LICENSE +21 -0
- data/vendor/isotree/src/robinmap/README.md +483 -0
- data/vendor/isotree/src/robinmap/include/tsl/robin_growth_policy.h +406 -0
- data/vendor/isotree/src/robinmap/include/tsl/robin_hash.h +1620 -0
- data/vendor/isotree/src/robinmap/include/tsl/robin_map.h +807 -0
- data/vendor/isotree/src/robinmap/include/tsl/robin_set.h +660 -0
- data/vendor/isotree/src/serialize.cpp +4300 -139
- data/vendor/isotree/src/sql.cpp +141 -59
- data/vendor/isotree/src/subset_models.cpp +174 -0
- data/vendor/isotree/src/utils.hpp +3808 -0
- data/vendor/isotree/src/xoshiro.hpp +467 -0
- data/vendor/isotree/src/ziggurat.hpp +405 -0
- metadata +40 -106
- data/vendor/cereal/LICENSE +0 -24
- data/vendor/cereal/README.md +0 -85
- data/vendor/cereal/include/cereal/access.hpp +0 -351
- data/vendor/cereal/include/cereal/archives/adapters.hpp +0 -163
- data/vendor/cereal/include/cereal/archives/binary.hpp +0 -169
- data/vendor/cereal/include/cereal/archives/json.hpp +0 -1019
- data/vendor/cereal/include/cereal/archives/portable_binary.hpp +0 -334
- data/vendor/cereal/include/cereal/archives/xml.hpp +0 -956
- data/vendor/cereal/include/cereal/cereal.hpp +0 -1089
- data/vendor/cereal/include/cereal/details/helpers.hpp +0 -422
- data/vendor/cereal/include/cereal/details/polymorphic_impl.hpp +0 -796
- data/vendor/cereal/include/cereal/details/polymorphic_impl_fwd.hpp +0 -65
- data/vendor/cereal/include/cereal/details/static_object.hpp +0 -127
- data/vendor/cereal/include/cereal/details/traits.hpp +0 -1411
- data/vendor/cereal/include/cereal/details/util.hpp +0 -84
- data/vendor/cereal/include/cereal/external/base64.hpp +0 -134
- data/vendor/cereal/include/cereal/external/rapidjson/allocators.h +0 -284
- data/vendor/cereal/include/cereal/external/rapidjson/cursorstreamwrapper.h +0 -78
- data/vendor/cereal/include/cereal/external/rapidjson/document.h +0 -2652
- data/vendor/cereal/include/cereal/external/rapidjson/encodedstream.h +0 -299
- data/vendor/cereal/include/cereal/external/rapidjson/encodings.h +0 -716
- data/vendor/cereal/include/cereal/external/rapidjson/error/en.h +0 -74
- data/vendor/cereal/include/cereal/external/rapidjson/error/error.h +0 -161
- data/vendor/cereal/include/cereal/external/rapidjson/filereadstream.h +0 -99
- data/vendor/cereal/include/cereal/external/rapidjson/filewritestream.h +0 -104
- data/vendor/cereal/include/cereal/external/rapidjson/fwd.h +0 -151
- data/vendor/cereal/include/cereal/external/rapidjson/internal/biginteger.h +0 -290
- data/vendor/cereal/include/cereal/external/rapidjson/internal/diyfp.h +0 -271
- data/vendor/cereal/include/cereal/external/rapidjson/internal/dtoa.h +0 -245
- data/vendor/cereal/include/cereal/external/rapidjson/internal/ieee754.h +0 -78
- data/vendor/cereal/include/cereal/external/rapidjson/internal/itoa.h +0 -308
- data/vendor/cereal/include/cereal/external/rapidjson/internal/meta.h +0 -186
- data/vendor/cereal/include/cereal/external/rapidjson/internal/pow10.h +0 -55
- data/vendor/cereal/include/cereal/external/rapidjson/internal/regex.h +0 -740
- data/vendor/cereal/include/cereal/external/rapidjson/internal/stack.h +0 -232
- data/vendor/cereal/include/cereal/external/rapidjson/internal/strfunc.h +0 -69
- data/vendor/cereal/include/cereal/external/rapidjson/internal/strtod.h +0 -290
- data/vendor/cereal/include/cereal/external/rapidjson/internal/swap.h +0 -46
- data/vendor/cereal/include/cereal/external/rapidjson/istreamwrapper.h +0 -128
- data/vendor/cereal/include/cereal/external/rapidjson/memorybuffer.h +0 -70
- data/vendor/cereal/include/cereal/external/rapidjson/memorystream.h +0 -71
- data/vendor/cereal/include/cereal/external/rapidjson/msinttypes/inttypes.h +0 -316
- data/vendor/cereal/include/cereal/external/rapidjson/msinttypes/stdint.h +0 -300
- data/vendor/cereal/include/cereal/external/rapidjson/ostreamwrapper.h +0 -81
- data/vendor/cereal/include/cereal/external/rapidjson/pointer.h +0 -1414
- data/vendor/cereal/include/cereal/external/rapidjson/prettywriter.h +0 -277
- data/vendor/cereal/include/cereal/external/rapidjson/rapidjson.h +0 -656
- data/vendor/cereal/include/cereal/external/rapidjson/reader.h +0 -2230
- data/vendor/cereal/include/cereal/external/rapidjson/schema.h +0 -2497
- data/vendor/cereal/include/cereal/external/rapidjson/stream.h +0 -223
- data/vendor/cereal/include/cereal/external/rapidjson/stringbuffer.h +0 -121
- data/vendor/cereal/include/cereal/external/rapidjson/writer.h +0 -709
- data/vendor/cereal/include/cereal/external/rapidxml/license.txt +0 -52
- data/vendor/cereal/include/cereal/external/rapidxml/manual.html +0 -406
- data/vendor/cereal/include/cereal/external/rapidxml/rapidxml.hpp +0 -2624
- data/vendor/cereal/include/cereal/external/rapidxml/rapidxml_iterators.hpp +0 -175
- data/vendor/cereal/include/cereal/external/rapidxml/rapidxml_print.hpp +0 -428
- data/vendor/cereal/include/cereal/external/rapidxml/rapidxml_utils.hpp +0 -123
- data/vendor/cereal/include/cereal/macros.hpp +0 -154
- data/vendor/cereal/include/cereal/specialize.hpp +0 -139
- data/vendor/cereal/include/cereal/types/array.hpp +0 -79
- data/vendor/cereal/include/cereal/types/atomic.hpp +0 -55
- data/vendor/cereal/include/cereal/types/base_class.hpp +0 -203
- data/vendor/cereal/include/cereal/types/bitset.hpp +0 -176
- data/vendor/cereal/include/cereal/types/boost_variant.hpp +0 -164
- data/vendor/cereal/include/cereal/types/chrono.hpp +0 -72
- data/vendor/cereal/include/cereal/types/common.hpp +0 -129
- data/vendor/cereal/include/cereal/types/complex.hpp +0 -56
- data/vendor/cereal/include/cereal/types/concepts/pair_associative_container.hpp +0 -73
- data/vendor/cereal/include/cereal/types/deque.hpp +0 -62
- data/vendor/cereal/include/cereal/types/forward_list.hpp +0 -68
- data/vendor/cereal/include/cereal/types/functional.hpp +0 -43
- data/vendor/cereal/include/cereal/types/list.hpp +0 -62
- data/vendor/cereal/include/cereal/types/map.hpp +0 -36
- data/vendor/cereal/include/cereal/types/memory.hpp +0 -425
- data/vendor/cereal/include/cereal/types/optional.hpp +0 -66
- data/vendor/cereal/include/cereal/types/polymorphic.hpp +0 -483
- data/vendor/cereal/include/cereal/types/queue.hpp +0 -132
- data/vendor/cereal/include/cereal/types/set.hpp +0 -103
- data/vendor/cereal/include/cereal/types/stack.hpp +0 -76
- data/vendor/cereal/include/cereal/types/string.hpp +0 -61
- data/vendor/cereal/include/cereal/types/tuple.hpp +0 -123
- data/vendor/cereal/include/cereal/types/unordered_map.hpp +0 -36
- data/vendor/cereal/include/cereal/types/unordered_set.hpp +0 -99
- data/vendor/cereal/include/cereal/types/utility.hpp +0 -47
- data/vendor/cereal/include/cereal/types/valarray.hpp +0 -89
- data/vendor/cereal/include/cereal/types/variant.hpp +0 -109
- data/vendor/cereal/include/cereal/types/vector.hpp +0 -112
- data/vendor/cereal/include/cereal/version.hpp +0 -52
- data/vendor/isotree/src/Makevars +0 -4
- data/vendor/isotree/src/crit.cpp +0 -912
- data/vendor/isotree/src/dist.cpp +0 -749
- data/vendor/isotree/src/extended.cpp +0 -790
- data/vendor/isotree/src/fit_model.cpp +0 -1090
- data/vendor/isotree/src/helpers_iforest.cpp +0 -324
- data/vendor/isotree/src/isoforest.cpp +0 -771
- data/vendor/isotree/src/mult.cpp +0 -607
- data/vendor/isotree/src/predict.cpp +0 -853
- data/vendor/isotree/src/utils.cpp +0 -1566
data/vendor/isotree/src/mult.cpp
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/* Isolation forests and variations thereof, with adjustments for incorporation
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* of categorical variables and missing values.
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* Writen for C++11 standard and aimed at being used in R and Python.
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*
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* This library is based on the following works:
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* [1] Liu, Fei Tony, Kai Ming Ting, and Zhi-Hua Zhou.
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* "Isolation forest."
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* 2008 Eighth IEEE International Conference on Data Mining. IEEE, 2008.
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* [2] Liu, Fei Tony, Kai Ming Ting, and Zhi-Hua Zhou.
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* "Isolation-based anomaly detection."
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* ACM Transactions on Knowledge Discovery from Data (TKDD) 6.1 (2012): 3.
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* [3] Hariri, Sahand, Matias Carrasco Kind, and Robert J. Brunner.
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* "Extended Isolation Forest."
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* arXiv preprint arXiv:1811.02141 (2018).
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* [4] Liu, Fei Tony, Kai Ming Ting, and Zhi-Hua Zhou.
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* "On detecting clustered anomalies using SCiForest."
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* Joint European Conference on Machine Learning and Knowledge Discovery in Databases. Springer, Berlin, Heidelberg, 2010.
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* [5] https://sourceforge.net/projects/iforest/
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* [6] https://math.stackexchange.com/questions/3388518/expected-number-of-paths-required-to-separate-elements-in-a-binary-tree
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* [7] Quinlan, J. Ross. C4. 5: programs for machine learning. Elsevier, 2014.
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* [8] Cortes, David. "Distance approximation using Isolation Forests." arXiv preprint arXiv:1910.12362 (2019).
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* [9] Cortes, David. "Imputing missing values with unsupervised random trees." arXiv preprint arXiv:1911.06646 (2019).
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*
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* BSD 2-Clause License
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* Copyright (c) 2020, David Cortes
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* All rights reserved.
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* Redistribution and use in source and binary forms, with or without
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* modification, are permitted provided that the following conditions are met:
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* * Redistributions of source code must retain the above copyright notice, this
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* list of conditions and the following disclaimer.
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* * Redistributions in binary form must reproduce the above copyright notice,
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* this list of conditions and the following disclaimer in the documentation
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* and/or other materials provided with the distribution.
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* THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS"
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* AND ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE
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* IMPLIED WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
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* DISCLAIMED. IN NO EVENT SHALL THE COPYRIGHT HOLDER OR CONTRIBUTORS BE LIABLE
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* FOR ANY DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL
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* DAMAGES (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR
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* SERVICES; LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER
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* CAUSED AND ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY,
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* OR TORT (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE
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* OF THIS SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
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*/
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#include "isotree.hpp"
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/* for regular numerical */
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void calc_mean_and_sd(size_t ix_arr[], size_t st, size_t end, double *restrict x,
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MissingAction missing_action, double &x_sd, double &x_mean)
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{
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long double m = 0;
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long double s = 0;
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long double m_prev = 0;
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if (missing_action == Fail)
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{
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for (size_t row = st; row <= end; row++)
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{
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m += (x[ix_arr[row]] - m) / (long double)(row - st + 1);
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s += (x[ix_arr[row]] - m) * (x[ix_arr[row]] - m_prev);
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m_prev = m;
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}
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x_mean = m;
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x_sd = sqrtl(s / (long double)(end - st + 1));
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}
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else
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if (!is_na_or_inf(x[ix_arr[row]]))
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cnt++;
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m += (x[ix_arr[row]] - m) / (long double)cnt;
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s += (x[ix_arr[row]] - m) * (x[ix_arr[row]] - m_prev);
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m_prev = m;
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}
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x_mean = m;
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x_sd = sqrtl(s / (long double)cnt);
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}
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}
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/* for sparse numerical */
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void calc_mean_and_sd(size_t ix_arr[], size_t st, size_t end, size_t col_num,
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double *restrict Xc, sparse_ix Xc_ind[], sparse_ix Xc_indptr[],
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double &x_sd, double &x_mean)
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{
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/* ix_arr must be already sorted beforehand */
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if (Xc_indptr[col_num] == Xc_indptr[col_num + 1])
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}
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size_t st_col = Xc_indptr[col_num];
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size_t curr_pos = st_col;
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size_t ind_end_col = (size_t) Xc_ind[end_col];
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size_t *ptr_st = std::lower_bound(ix_arr + st, ix_arr + end + 1, (size_t)Xc_ind[st_col]);
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size_t cnt = end - st + 1;
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long double sum = 0;
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long double sum_sq = 0;
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/* Note: this function will discard NAs regardless of chosen action. If reaching the point of calling
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this function, chances are that the performance gain of not checking for them will not be important */
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for (size_t *row = ptr_st;
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)
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if (Xc_ind[curr_pos] == *row)
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{
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sum += Xc[curr_pos];
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sum_sq += square(Xc[curr_pos]);
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if (row == ix_arr + end || curr_pos == end_col) break;
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curr_pos = std::lower_bound(Xc_ind + curr_pos + 1, Xc_ind + end_col + 1, *(++row)) - Xc_ind;
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row = std::lower_bound(row + 1, ix_arr + end + 1, Xc_ind[curr_pos]);
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curr_pos = std::lower_bound(Xc_ind + curr_pos + 1, Xc_ind + end_col + 1, *row) - Xc_ind;
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}
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x_mean = sum / (long double) cnt;
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x_sd = calc_sd_raw(cnt, sum, sum_sq);
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}
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/* Note about these functions: they write into an array that does not need to match to 'ix_arr',
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and instead, the index that is stored in ix_arr[n] will have the value in res[n] */
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void add_linear_comb(size_t ix_arr[], size_t st, size_t end, double *restrict res,
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double *restrict x, double &coef, double x_sd, double x_mean, double &fill_val,
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MissingAction missing_action, double *restrict buffer_arr,
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size_t *restrict buffer_NAs, bool first_run)
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{
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/* TODO: here don't need the buffer for NAs */
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if (first_run)
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coef /= x_sd;
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size_t cnt = 0;
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size_t cnt_NA = 0;
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double *restrict res_write = res - st;
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if (missing_action == Fail)
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{
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for (size_t row = st; row <= end; row++)
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res_write[row] += (x[ix_arr[row]] - x_mean) * coef;
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}
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else
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{
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{
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if (!is_na_or_inf(x[ix_arr[row]]))
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{
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res_write[row] += (x[ix_arr[row]] - x_mean) * coef;
|
180
|
-
buffer_arr[cnt++] = x[ix_arr[row]];
|
181
|
-
}
|
182
|
-
|
183
|
-
else
|
184
|
-
{
|
185
|
-
buffer_NAs[cnt_NA++] = row;
|
186
|
-
}
|
187
|
-
|
188
|
-
}
|
189
|
-
}
|
190
|
-
|
191
|
-
else
|
192
|
-
{
|
193
|
-
for (size_t row = st; row <= end; row++)
|
194
|
-
{
|
195
|
-
res_write[row] += (is_na_or_inf(x[ix_arr[row]]))? fill_val : ( (x[ix_arr[row]]-x_mean) * coef );
|
196
|
-
}
|
197
|
-
return;
|
198
|
-
}
|
199
|
-
|
200
|
-
size_t mid_ceil = cnt / 2;
|
201
|
-
std::partial_sort(buffer_arr, buffer_arr + mid_ceil + 1, buffer_arr + cnt);
|
202
|
-
|
203
|
-
if ((cnt % 2) == 0)
|
204
|
-
fill_val = (buffer_arr[mid_ceil - 1] + buffer_arr[mid_ceil]) / 2.0;
|
205
|
-
else
|
206
|
-
fill_val = buffer_arr[mid_ceil];
|
207
|
-
|
208
|
-
fill_val = (fill_val - x_mean) * coef;
|
209
|
-
if (cnt_NA)
|
210
|
-
{
|
211
|
-
for (size_t row = 0; row < cnt_NA; row++)
|
212
|
-
res_write[buffer_NAs[row]] += fill_val;
|
213
|
-
}
|
214
|
-
|
215
|
-
}
|
216
|
-
}
|
217
|
-
|
218
|
-
/* for sparse numerical */
|
219
|
-
void add_linear_comb(size_t *restrict ix_arr, size_t st, size_t end, size_t col_num, double *restrict res,
|
220
|
-
double *restrict Xc, sparse_ix *restrict Xc_ind, sparse_ix *restrict Xc_indptr,
|
221
|
-
double &coef, double x_sd, double x_mean, double &fill_val, MissingAction missing_action,
|
222
|
-
double *restrict buffer_arr, size_t *restrict buffer_NAs, bool first_run)
|
223
|
-
{
|
224
|
-
/* ix_arr must be already sorted beforehand */
|
225
|
-
|
226
|
-
/* if it's all zeros, no need to do anything, but this is not supposed
|
227
|
-
to happen while fitting because the range is determined before calling this */
|
228
|
-
if (
|
229
|
-
Xc_indptr[col_num] == Xc_indptr[col_num + 1] ||
|
230
|
-
Xc_ind[Xc_indptr[col_num]] > ix_arr[end] ||
|
231
|
-
Xc_ind[Xc_indptr[col_num + 1] - 1] < ix_arr[st]
|
232
|
-
)
|
233
|
-
{
|
234
|
-
if (first_run)
|
235
|
-
{
|
236
|
-
coef /= x_sd;
|
237
|
-
if (missing_action != Fail)
|
238
|
-
fill_val = 0;
|
239
|
-
}
|
240
|
-
|
241
|
-
double *restrict res_write = res - st;
|
242
|
-
double offset = x_mean * coef;
|
243
|
-
for (size_t row = st; row <= end; row++)
|
244
|
-
res_write[row] -= offset;
|
245
|
-
|
246
|
-
return;
|
247
|
-
}
|
248
|
-
|
249
|
-
size_t st_col = Xc_indptr[col_num];
|
250
|
-
size_t end_col = Xc_indptr[col_num + 1] - 1;
|
251
|
-
size_t curr_pos = st_col;
|
252
|
-
size_t *ptr_st = std::lower_bound(ix_arr + st, ix_arr + end + 1, (size_t)Xc_ind[st_col]);
|
253
|
-
|
254
|
-
size_t cnt_non_NA = 0; /* when NAs need to be imputed */
|
255
|
-
size_t cnt_NA = 0; /* when NAs need to be imputed */
|
256
|
-
size_t n_sample = end - st + 1;
|
257
|
-
size_t *ix_arr_plus_st = ix_arr + st;
|
258
|
-
|
259
|
-
if (first_run)
|
260
|
-
coef /= x_sd;
|
261
|
-
|
262
|
-
double *restrict res_write = res - st;
|
263
|
-
double offset = x_mean * coef;
|
264
|
-
for (size_t row = st; row <= end; row++)
|
265
|
-
res_write[row] -= offset;
|
266
|
-
|
267
|
-
size_t ind_end_col = Xc_ind[end_col];
|
268
|
-
size_t nmatches = 0;
|
269
|
-
|
270
|
-
if (missing_action != Fail)
|
271
|
-
{
|
272
|
-
if (first_run)
|
273
|
-
{
|
274
|
-
for (size_t *row = ptr_st;
|
275
|
-
row != ix_arr + end + 1 && curr_pos != end_col + 1 && ind_end_col >= *row;
|
276
|
-
)
|
277
|
-
{
|
278
|
-
if (Xc_ind[curr_pos] == *row)
|
279
|
-
{
|
280
|
-
if (is_na_or_inf(Xc[curr_pos]))
|
281
|
-
{
|
282
|
-
buffer_NAs[cnt_NA++] = row - ix_arr_plus_st;
|
283
|
-
}
|
284
|
-
|
285
|
-
else
|
286
|
-
{
|
287
|
-
buffer_arr[cnt_non_NA++] = Xc[curr_pos];
|
288
|
-
res[row - ix_arr_plus_st] += Xc[curr_pos] * coef;
|
289
|
-
}
|
290
|
-
|
291
|
-
nmatches++;
|
292
|
-
if (row == ix_arr + end || curr_pos == end_col) break;
|
293
|
-
curr_pos = std::lower_bound(Xc_ind + curr_pos + 1, Xc_ind + end_col + 1, *(++row)) - Xc_ind;
|
294
|
-
}
|
295
|
-
|
296
|
-
else
|
297
|
-
{
|
298
|
-
if (Xc_ind[curr_pos] > *row)
|
299
|
-
row = std::lower_bound(row + 1, ix_arr + end + 1, Xc_ind[curr_pos]);
|
300
|
-
else
|
301
|
-
curr_pos = std::lower_bound(Xc_ind + curr_pos + 1, Xc_ind + end_col + 1, *row) - Xc_ind;
|
302
|
-
}
|
303
|
-
}
|
304
|
-
}
|
305
|
-
|
306
|
-
else
|
307
|
-
{
|
308
|
-
/* when impute value for missing has already been determined */
|
309
|
-
for (size_t *row = ptr_st;
|
310
|
-
row != ix_arr + end + 1 && curr_pos != end_col + 1 && ind_end_col >= *row;
|
311
|
-
)
|
312
|
-
{
|
313
|
-
if (Xc_ind[curr_pos] == *row)
|
314
|
-
{
|
315
|
-
res[row - ix_arr_plus_st] += is_na_or_inf(Xc[curr_pos])?
|
316
|
-
(fill_val + offset) : (Xc[curr_pos] * coef);
|
317
|
-
if (row == ix_arr + end) break;
|
318
|
-
curr_pos = std::lower_bound(Xc_ind + curr_pos + 1, Xc_ind + end_col + 1, *(++row)) - Xc_ind;
|
319
|
-
}
|
320
|
-
|
321
|
-
else
|
322
|
-
{
|
323
|
-
if (Xc_ind[curr_pos] > *row)
|
324
|
-
row = std::lower_bound(row + 1, ix_arr + end + 1, Xc_ind[curr_pos]);
|
325
|
-
else
|
326
|
-
curr_pos = std::lower_bound(Xc_ind + curr_pos + 1, Xc_ind + end_col + 1, *row) - Xc_ind;
|
327
|
-
}
|
328
|
-
}
|
329
|
-
|
330
|
-
return;
|
331
|
-
}
|
332
|
-
|
333
|
-
|
334
|
-
/* Determine imputation value */
|
335
|
-
std::sort(buffer_arr, buffer_arr + cnt_non_NA);
|
336
|
-
size_t mid_ceil = (n_sample - cnt_NA) / 2;
|
337
|
-
size_t nzeros = (end - st + 1) - nmatches;
|
338
|
-
if (nzeros > mid_ceil && buffer_arr[0] > 0)
|
339
|
-
{
|
340
|
-
fill_val = 0;
|
341
|
-
return;
|
342
|
-
}
|
343
|
-
|
344
|
-
else
|
345
|
-
{
|
346
|
-
size_t n_neg = (buffer_arr[0] > 0)?
|
347
|
-
0 : ((buffer_arr[cnt_non_NA - 1] < 0)?
|
348
|
-
cnt_non_NA : std::lower_bound(buffer_arr, buffer_arr + cnt_non_NA, (double)0) - buffer_arr);
|
349
|
-
|
350
|
-
|
351
|
-
if (n_neg < (mid_ceil-1) && n_neg + nzeros > mid_ceil)
|
352
|
-
{
|
353
|
-
fill_val = 0;
|
354
|
-
return;
|
355
|
-
}
|
356
|
-
|
357
|
-
else
|
358
|
-
{
|
359
|
-
/* if the sample size is odd, take the middle, otherwise take a simple average */
|
360
|
-
if (((n_sample - cnt_NA) % 2) != 0)
|
361
|
-
{
|
362
|
-
if (mid_ceil < n_neg)
|
363
|
-
fill_val = buffer_arr[mid_ceil];
|
364
|
-
else if (mid_ceil < n_neg + nzeros)
|
365
|
-
fill_val = 0;
|
366
|
-
else
|
367
|
-
fill_val = buffer_arr[mid_ceil - nzeros];
|
368
|
-
}
|
369
|
-
|
370
|
-
else
|
371
|
-
{
|
372
|
-
if (mid_ceil < n_neg)
|
373
|
-
{
|
374
|
-
fill_val = (buffer_arr[mid_ceil - 1] + buffer_arr[mid_ceil]) / 2;
|
375
|
-
}
|
376
|
-
|
377
|
-
else if (mid_ceil < n_neg + nzeros)
|
378
|
-
{
|
379
|
-
if (mid_ceil == n_neg)
|
380
|
-
fill_val = buffer_arr[mid_ceil - 1] / 2;
|
381
|
-
else
|
382
|
-
fill_val = 0;
|
383
|
-
}
|
384
|
-
|
385
|
-
else
|
386
|
-
{
|
387
|
-
if (mid_ceil == n_neg + nzeros && nzeros > 0)
|
388
|
-
fill_val = buffer_arr[n_neg] / 2;
|
389
|
-
else
|
390
|
-
fill_val = (buffer_arr[mid_ceil - nzeros - 1] + buffer_arr[mid_ceil - nzeros]) / 2; /* WRONG!!!! */
|
391
|
-
}
|
392
|
-
}
|
393
|
-
|
394
|
-
/* fill missing if any */
|
395
|
-
fill_val *= coef;
|
396
|
-
if (cnt_NA && fill_val)
|
397
|
-
for (size_t ix = 0; ix < cnt_NA; ix++)
|
398
|
-
res[buffer_NAs[ix]] += fill_val;
|
399
|
-
|
400
|
-
/* next time, it will need to have the offset added */
|
401
|
-
fill_val -= offset;
|
402
|
-
}
|
403
|
-
}
|
404
|
-
}
|
405
|
-
|
406
|
-
else /* no NAs */
|
407
|
-
{
|
408
|
-
for (size_t *row = ptr_st;
|
409
|
-
row != ix_arr + end + 1 && curr_pos != end_col + 1 && ind_end_col >= *row;
|
410
|
-
)
|
411
|
-
{
|
412
|
-
if (Xc_ind[curr_pos] == *row)
|
413
|
-
{
|
414
|
-
res[row - ix_arr_plus_st] += Xc[curr_pos] * coef;
|
415
|
-
if (row == ix_arr + end || curr_pos == end_col) break;
|
416
|
-
curr_pos = std::lower_bound(Xc_ind + curr_pos + 1, Xc_ind + end_col + 1, *(++row)) - Xc_ind;
|
417
|
-
}
|
418
|
-
|
419
|
-
else
|
420
|
-
{
|
421
|
-
if (Xc_ind[curr_pos] > *row)
|
422
|
-
row = std::lower_bound(row + 1, ix_arr + end + 1, Xc_ind[curr_pos]);
|
423
|
-
else
|
424
|
-
curr_pos = std::lower_bound(Xc_ind + curr_pos + 1, Xc_ind + end_col + 1, *row) - Xc_ind;
|
425
|
-
}
|
426
|
-
}
|
427
|
-
}
|
428
|
-
}
|
429
|
-
|
430
|
-
/* for categoricals */
|
431
|
-
void add_linear_comb(size_t *restrict ix_arr, size_t st, size_t end, double *restrict res,
|
432
|
-
int x[], int ncat, double *restrict cat_coef, double single_cat_coef, int chosen_cat,
|
433
|
-
double &fill_val, double &fill_new, size_t *restrict buffer_cnt, size_t *restrict buffer_pos,
|
434
|
-
NewCategAction new_cat_action, MissingAction missing_action, CategSplit cat_split_type, bool first_run)
|
435
|
-
{
|
436
|
-
double *restrict res_write = res - st;
|
437
|
-
switch(cat_split_type)
|
438
|
-
{
|
439
|
-
case SingleCateg:
|
440
|
-
{
|
441
|
-
/* in this case there's no need to make-up an impute value for new categories, only for NAs */
|
442
|
-
switch(missing_action)
|
443
|
-
{
|
444
|
-
case Fail:
|
445
|
-
{
|
446
|
-
for (size_t row = st; row <= end; row++)
|
447
|
-
res_write[row] += (x[ix_arr[row]] == chosen_cat)? single_cat_coef : 0;
|
448
|
-
return;
|
449
|
-
}
|
450
|
-
|
451
|
-
case Impute:
|
452
|
-
{
|
453
|
-
size_t cnt_NA = 0;
|
454
|
-
size_t cnt_this = 0;
|
455
|
-
size_t cnt = end - st + 1;
|
456
|
-
if (first_run)
|
457
|
-
{
|
458
|
-
for (size_t row = st; row <= end; row++)
|
459
|
-
{
|
460
|
-
if (x[ix_arr[row]] < 0)
|
461
|
-
{
|
462
|
-
cnt_NA++;
|
463
|
-
}
|
464
|
-
|
465
|
-
else if (x[ix_arr[row]] == chosen_cat)
|
466
|
-
{
|
467
|
-
cnt_this++;
|
468
|
-
res_write[row] += single_cat_coef;
|
469
|
-
}
|
470
|
-
}
|
471
|
-
}
|
472
|
-
|
473
|
-
else
|
474
|
-
{
|
475
|
-
for (size_t row = st; row <= end; row++)
|
476
|
-
res_write[row] += (x[ix_arr[row]] < 0)? fill_val : ((x[ix_arr[row]] == chosen_cat)? single_cat_coef : 0);
|
477
|
-
return;
|
478
|
-
}
|
479
|
-
|
480
|
-
fill_val = (cnt_this > (cnt - cnt_NA - cnt_this))? single_cat_coef : 0;
|
481
|
-
if (cnt_NA)
|
482
|
-
{
|
483
|
-
for (size_t row = st; row <= end; row++)
|
484
|
-
if (x[ix_arr[row]] < 0)
|
485
|
-
res_write[row] += fill_val;
|
486
|
-
}
|
487
|
-
return;
|
488
|
-
}
|
489
|
-
}
|
490
|
-
}
|
491
|
-
|
492
|
-
case SubSet:
|
493
|
-
{
|
494
|
-
/* in this case, since the splits are by more than 1 variable, it's not possible to
|
495
|
-
divide missing/new categoricals by assigning weights, so they have to be imputed
|
496
|
-
in both cases, unless using random weights for the new ones, in which case they won't
|
497
|
-
need to be imputed for new, but sill need it for NA */
|
498
|
-
|
499
|
-
if (new_cat_action == Random && missing_action == Fail)
|
500
|
-
{
|
501
|
-
for (size_t row = st; row <= end; row++)
|
502
|
-
res_write[row] += cat_coef[x[ix_arr[row]]];
|
503
|
-
return;
|
504
|
-
}
|
505
|
-
|
506
|
-
if (!first_run)
|
507
|
-
{
|
508
|
-
if (missing_action == Fail)
|
509
|
-
{
|
510
|
-
for (size_t row = st; row <= end; row++)
|
511
|
-
res_write[row] += (x[ix_arr[row]] >= ncat)? fill_new : cat_coef[x[ix_arr[row]]];
|
512
|
-
}
|
513
|
-
|
514
|
-
else
|
515
|
-
{
|
516
|
-
for (size_t row = st; row <= end; row++)
|
517
|
-
res_write[row] += (x[ix_arr[row]] < 0)? fill_val : ((x[ix_arr[row]] >= ncat)? fill_new : cat_coef[x[ix_arr[row]]]);
|
518
|
-
}
|
519
|
-
return;
|
520
|
-
}
|
521
|
-
|
522
|
-
std::fill(buffer_cnt, buffer_cnt + ncat + 1, 0);
|
523
|
-
switch(missing_action)
|
524
|
-
{
|
525
|
-
case Fail:
|
526
|
-
{
|
527
|
-
for (size_t row = st; row <= end; row++)
|
528
|
-
{
|
529
|
-
buffer_cnt[x[ix_arr[row]]]++;
|
530
|
-
res_write[row] += cat_coef[x[ix_arr[row]]];
|
531
|
-
}
|
532
|
-
break;
|
533
|
-
}
|
534
|
-
|
535
|
-
default:
|
536
|
-
{
|
537
|
-
for (size_t row = st; row <= end; row++)
|
538
|
-
{
|
539
|
-
if (x[ix_arr[row]] >= 0)
|
540
|
-
{
|
541
|
-
buffer_cnt[x[ix_arr[row]]]++;
|
542
|
-
res_write[row] += cat_coef[x[ix_arr[row]]];
|
543
|
-
}
|
544
|
-
|
545
|
-
else
|
546
|
-
{
|
547
|
-
buffer_cnt[ncat]++;
|
548
|
-
}
|
549
|
-
|
550
|
-
}
|
551
|
-
break;
|
552
|
-
}
|
553
|
-
}
|
554
|
-
|
555
|
-
switch(new_cat_action)
|
556
|
-
{
|
557
|
-
case Smallest:
|
558
|
-
{
|
559
|
-
size_t smallest = SIZE_MAX;
|
560
|
-
int cat_smallest;
|
561
|
-
for (int cat = 0; cat < ncat; cat++)
|
562
|
-
{
|
563
|
-
if (buffer_cnt[cat] > 0 && buffer_cnt[cat] < smallest)
|
564
|
-
{
|
565
|
-
smallest = buffer_cnt[cat];
|
566
|
-
cat_smallest = cat;
|
567
|
-
}
|
568
|
-
}
|
569
|
-
fill_new = cat_coef[cat_smallest];
|
570
|
-
if (missing_action == Fail) break;
|
571
|
-
}
|
572
|
-
|
573
|
-
default:
|
574
|
-
{
|
575
|
-
/* Determine imputation value as the category in sorted order that gives 50% + 1 */
|
576
|
-
long double cnt_l = (long double)((end - st + 1) - buffer_cnt[ncat]);
|
577
|
-
std::iota(buffer_pos, buffer_pos + ncat, (size_t)0);
|
578
|
-
std::sort(buffer_pos, buffer_pos + ncat, [&cat_coef](const size_t a, const size_t b){return cat_coef[a] < cat_coef[b];});
|
579
|
-
|
580
|
-
double cumprob = 0;
|
581
|
-
int cat;
|
582
|
-
for (cat = 0; cat < ncat; cat++)
|
583
|
-
{
|
584
|
-
cumprob += (long double)buffer_cnt[buffer_pos[cat]] / cnt_l;
|
585
|
-
if (cumprob >= .5) break;
|
586
|
-
}
|
587
|
-
// cat = std::min(cat, ncat); /* in case it picks the last one */
|
588
|
-
fill_val = cat_coef[buffer_pos[cat]];
|
589
|
-
if (new_cat_action != Smallest)
|
590
|
-
fill_new = fill_val;
|
591
|
-
|
592
|
-
if (buffer_cnt[ncat] > 0) /* NAs */
|
593
|
-
for (size_t row = st; row <= end; row++)
|
594
|
-
if (x[ix_arr[row]] < 0)
|
595
|
-
res_write[row] += fill_val;
|
596
|
-
}
|
597
|
-
}
|
598
|
-
|
599
|
-
/* now fill unseen categories */
|
600
|
-
if (new_cat_action != Random)
|
601
|
-
for (int cat = 0; cat < ncat; cat++)
|
602
|
-
if (!buffer_cnt[cat])
|
603
|
-
cat_coef[cat] = fill_new;
|
604
|
-
|
605
|
-
}
|
606
|
-
}
|
607
|
-
}
|