isotree 0.2.2 → 0.3.0

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Files changed (151) hide show
  1. checksums.yaml +4 -4
  2. data/CHANGELOG.md +8 -1
  3. data/LICENSE.txt +2 -2
  4. data/README.md +32 -14
  5. data/ext/isotree/ext.cpp +144 -31
  6. data/ext/isotree/extconf.rb +7 -7
  7. data/lib/isotree/isolation_forest.rb +110 -30
  8. data/lib/isotree/version.rb +1 -1
  9. data/vendor/isotree/LICENSE +1 -1
  10. data/vendor/isotree/README.md +165 -27
  11. data/vendor/isotree/include/isotree.hpp +2111 -0
  12. data/vendor/isotree/include/isotree_oop.hpp +394 -0
  13. data/vendor/isotree/inst/COPYRIGHTS +62 -0
  14. data/vendor/isotree/src/RcppExports.cpp +525 -52
  15. data/vendor/isotree/src/Rwrapper.cpp +1931 -268
  16. data/vendor/isotree/src/c_interface.cpp +953 -0
  17. data/vendor/isotree/src/crit.hpp +4232 -0
  18. data/vendor/isotree/src/dist.hpp +1886 -0
  19. data/vendor/isotree/src/exp_depth_table.hpp +134 -0
  20. data/vendor/isotree/src/extended.hpp +1444 -0
  21. data/vendor/isotree/src/external_facing_generic.hpp +399 -0
  22. data/vendor/isotree/src/fit_model.hpp +2401 -0
  23. data/vendor/isotree/src/{dealloc.cpp → headers_joined.hpp} +38 -22
  24. data/vendor/isotree/src/helpers_iforest.hpp +813 -0
  25. data/vendor/isotree/src/{impute.cpp → impute.hpp} +353 -122
  26. data/vendor/isotree/src/indexer.cpp +515 -0
  27. data/vendor/isotree/src/instantiate_template_headers.cpp +118 -0
  28. data/vendor/isotree/src/instantiate_template_headers.hpp +240 -0
  29. data/vendor/isotree/src/isoforest.hpp +1659 -0
  30. data/vendor/isotree/src/isotree.hpp +1804 -392
  31. data/vendor/isotree/src/isotree_exportable.hpp +99 -0
  32. data/vendor/isotree/src/merge_models.cpp +159 -16
  33. data/vendor/isotree/src/mult.hpp +1321 -0
  34. data/vendor/isotree/src/oop_interface.cpp +842 -0
  35. data/vendor/isotree/src/oop_interface.hpp +278 -0
  36. data/vendor/isotree/src/other_helpers.hpp +219 -0
  37. data/vendor/isotree/src/predict.hpp +1932 -0
  38. data/vendor/isotree/src/python_helpers.hpp +134 -0
  39. data/vendor/isotree/src/ref_indexer.hpp +154 -0
  40. data/vendor/isotree/src/robinmap/LICENSE +21 -0
  41. data/vendor/isotree/src/robinmap/README.md +483 -0
  42. data/vendor/isotree/src/robinmap/include/tsl/robin_growth_policy.h +406 -0
  43. data/vendor/isotree/src/robinmap/include/tsl/robin_hash.h +1620 -0
  44. data/vendor/isotree/src/robinmap/include/tsl/robin_map.h +807 -0
  45. data/vendor/isotree/src/robinmap/include/tsl/robin_set.h +660 -0
  46. data/vendor/isotree/src/serialize.cpp +4300 -139
  47. data/vendor/isotree/src/sql.cpp +141 -59
  48. data/vendor/isotree/src/subset_models.cpp +174 -0
  49. data/vendor/isotree/src/utils.hpp +3808 -0
  50. data/vendor/isotree/src/xoshiro.hpp +467 -0
  51. data/vendor/isotree/src/ziggurat.hpp +405 -0
  52. metadata +38 -104
  53. data/vendor/cereal/LICENSE +0 -24
  54. data/vendor/cereal/README.md +0 -85
  55. data/vendor/cereal/include/cereal/access.hpp +0 -351
  56. data/vendor/cereal/include/cereal/archives/adapters.hpp +0 -163
  57. data/vendor/cereal/include/cereal/archives/binary.hpp +0 -169
  58. data/vendor/cereal/include/cereal/archives/json.hpp +0 -1019
  59. data/vendor/cereal/include/cereal/archives/portable_binary.hpp +0 -334
  60. data/vendor/cereal/include/cereal/archives/xml.hpp +0 -956
  61. data/vendor/cereal/include/cereal/cereal.hpp +0 -1089
  62. data/vendor/cereal/include/cereal/details/helpers.hpp +0 -422
  63. data/vendor/cereal/include/cereal/details/polymorphic_impl.hpp +0 -796
  64. data/vendor/cereal/include/cereal/details/polymorphic_impl_fwd.hpp +0 -65
  65. data/vendor/cereal/include/cereal/details/static_object.hpp +0 -127
  66. data/vendor/cereal/include/cereal/details/traits.hpp +0 -1411
  67. data/vendor/cereal/include/cereal/details/util.hpp +0 -84
  68. data/vendor/cereal/include/cereal/external/base64.hpp +0 -134
  69. data/vendor/cereal/include/cereal/external/rapidjson/allocators.h +0 -284
  70. data/vendor/cereal/include/cereal/external/rapidjson/cursorstreamwrapper.h +0 -78
  71. data/vendor/cereal/include/cereal/external/rapidjson/document.h +0 -2652
  72. data/vendor/cereal/include/cereal/external/rapidjson/encodedstream.h +0 -299
  73. data/vendor/cereal/include/cereal/external/rapidjson/encodings.h +0 -716
  74. data/vendor/cereal/include/cereal/external/rapidjson/error/en.h +0 -74
  75. data/vendor/cereal/include/cereal/external/rapidjson/error/error.h +0 -161
  76. data/vendor/cereal/include/cereal/external/rapidjson/filereadstream.h +0 -99
  77. data/vendor/cereal/include/cereal/external/rapidjson/filewritestream.h +0 -104
  78. data/vendor/cereal/include/cereal/external/rapidjson/fwd.h +0 -151
  79. data/vendor/cereal/include/cereal/external/rapidjson/internal/biginteger.h +0 -290
  80. data/vendor/cereal/include/cereal/external/rapidjson/internal/diyfp.h +0 -271
  81. data/vendor/cereal/include/cereal/external/rapidjson/internal/dtoa.h +0 -245
  82. data/vendor/cereal/include/cereal/external/rapidjson/internal/ieee754.h +0 -78
  83. data/vendor/cereal/include/cereal/external/rapidjson/internal/itoa.h +0 -308
  84. data/vendor/cereal/include/cereal/external/rapidjson/internal/meta.h +0 -186
  85. data/vendor/cereal/include/cereal/external/rapidjson/internal/pow10.h +0 -55
  86. data/vendor/cereal/include/cereal/external/rapidjson/internal/regex.h +0 -740
  87. data/vendor/cereal/include/cereal/external/rapidjson/internal/stack.h +0 -232
  88. data/vendor/cereal/include/cereal/external/rapidjson/internal/strfunc.h +0 -69
  89. data/vendor/cereal/include/cereal/external/rapidjson/internal/strtod.h +0 -290
  90. data/vendor/cereal/include/cereal/external/rapidjson/internal/swap.h +0 -46
  91. data/vendor/cereal/include/cereal/external/rapidjson/istreamwrapper.h +0 -128
  92. data/vendor/cereal/include/cereal/external/rapidjson/memorybuffer.h +0 -70
  93. data/vendor/cereal/include/cereal/external/rapidjson/memorystream.h +0 -71
  94. data/vendor/cereal/include/cereal/external/rapidjson/msinttypes/inttypes.h +0 -316
  95. data/vendor/cereal/include/cereal/external/rapidjson/msinttypes/stdint.h +0 -300
  96. data/vendor/cereal/include/cereal/external/rapidjson/ostreamwrapper.h +0 -81
  97. data/vendor/cereal/include/cereal/external/rapidjson/pointer.h +0 -1414
  98. data/vendor/cereal/include/cereal/external/rapidjson/prettywriter.h +0 -277
  99. data/vendor/cereal/include/cereal/external/rapidjson/rapidjson.h +0 -656
  100. data/vendor/cereal/include/cereal/external/rapidjson/reader.h +0 -2230
  101. data/vendor/cereal/include/cereal/external/rapidjson/schema.h +0 -2497
  102. data/vendor/cereal/include/cereal/external/rapidjson/stream.h +0 -223
  103. data/vendor/cereal/include/cereal/external/rapidjson/stringbuffer.h +0 -121
  104. data/vendor/cereal/include/cereal/external/rapidjson/writer.h +0 -709
  105. data/vendor/cereal/include/cereal/external/rapidxml/license.txt +0 -52
  106. data/vendor/cereal/include/cereal/external/rapidxml/manual.html +0 -406
  107. data/vendor/cereal/include/cereal/external/rapidxml/rapidxml.hpp +0 -2624
  108. data/vendor/cereal/include/cereal/external/rapidxml/rapidxml_iterators.hpp +0 -175
  109. data/vendor/cereal/include/cereal/external/rapidxml/rapidxml_print.hpp +0 -428
  110. data/vendor/cereal/include/cereal/external/rapidxml/rapidxml_utils.hpp +0 -123
  111. data/vendor/cereal/include/cereal/macros.hpp +0 -154
  112. data/vendor/cereal/include/cereal/specialize.hpp +0 -139
  113. data/vendor/cereal/include/cereal/types/array.hpp +0 -79
  114. data/vendor/cereal/include/cereal/types/atomic.hpp +0 -55
  115. data/vendor/cereal/include/cereal/types/base_class.hpp +0 -203
  116. data/vendor/cereal/include/cereal/types/bitset.hpp +0 -176
  117. data/vendor/cereal/include/cereal/types/boost_variant.hpp +0 -164
  118. data/vendor/cereal/include/cereal/types/chrono.hpp +0 -72
  119. data/vendor/cereal/include/cereal/types/common.hpp +0 -129
  120. data/vendor/cereal/include/cereal/types/complex.hpp +0 -56
  121. data/vendor/cereal/include/cereal/types/concepts/pair_associative_container.hpp +0 -73
  122. data/vendor/cereal/include/cereal/types/deque.hpp +0 -62
  123. data/vendor/cereal/include/cereal/types/forward_list.hpp +0 -68
  124. data/vendor/cereal/include/cereal/types/functional.hpp +0 -43
  125. data/vendor/cereal/include/cereal/types/list.hpp +0 -62
  126. data/vendor/cereal/include/cereal/types/map.hpp +0 -36
  127. data/vendor/cereal/include/cereal/types/memory.hpp +0 -425
  128. data/vendor/cereal/include/cereal/types/optional.hpp +0 -66
  129. data/vendor/cereal/include/cereal/types/polymorphic.hpp +0 -483
  130. data/vendor/cereal/include/cereal/types/queue.hpp +0 -132
  131. data/vendor/cereal/include/cereal/types/set.hpp +0 -103
  132. data/vendor/cereal/include/cereal/types/stack.hpp +0 -76
  133. data/vendor/cereal/include/cereal/types/string.hpp +0 -61
  134. data/vendor/cereal/include/cereal/types/tuple.hpp +0 -123
  135. data/vendor/cereal/include/cereal/types/unordered_map.hpp +0 -36
  136. data/vendor/cereal/include/cereal/types/unordered_set.hpp +0 -99
  137. data/vendor/cereal/include/cereal/types/utility.hpp +0 -47
  138. data/vendor/cereal/include/cereal/types/valarray.hpp +0 -89
  139. data/vendor/cereal/include/cereal/types/variant.hpp +0 -109
  140. data/vendor/cereal/include/cereal/types/vector.hpp +0 -112
  141. data/vendor/cereal/include/cereal/version.hpp +0 -52
  142. data/vendor/isotree/src/Makevars +0 -4
  143. data/vendor/isotree/src/crit.cpp +0 -912
  144. data/vendor/isotree/src/dist.cpp +0 -749
  145. data/vendor/isotree/src/extended.cpp +0 -790
  146. data/vendor/isotree/src/fit_model.cpp +0 -1090
  147. data/vendor/isotree/src/helpers_iforest.cpp +0 -324
  148. data/vendor/isotree/src/isoforest.cpp +0 -771
  149. data/vendor/isotree/src/mult.cpp +0 -607
  150. data/vendor/isotree/src/predict.cpp +0 -853
  151. data/vendor/isotree/src/utils.cpp +0 -1566
@@ -1,749 +0,0 @@
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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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-
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-
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- /* Calculate distance or similarity between data points
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- *
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- * Parameters
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- * ==========
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- * - numeric_data[nrows * ncols_numeric]
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- * Pointer to numeric data for which to make calculations. Must be ordered by columns like Fortran,
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- * not ordered by rows like C (i.e. entries 1..n contain column 0, n+1..2n column 1, etc.),
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- * and the column order must be the same as in the data that was used to fit the model.
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- * If making calculations between two sets of observations/rows (see documentation for 'rmat'),
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- * the first group is assumed to be the earlier rows here.
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- * Pass NULL if there are no dense numeric columns.
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- * Can only pass one of 'numeric_data' or 'Xc' + 'Xc_ind' + 'Xc_indptr'.
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- * - categ_data[nrows * ncols_categ]
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- * Pointer to categorical data for which to make calculations. Must be ordered by columns like Fortran,
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- * not ordered by rows like C (i.e. entries 1..n contain column 0, n+1..2n column 1, etc.),
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- * and the column order must be the same as in the data that was used to fit the model.
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- * Pass NULL if there are no categorical columns.
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- * Each category should be represented as an integer, and these integers must start at zero and
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- * be in consecutive order - i.e. if category '3' is present, category '2' must have also been
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- * present when the model was fit (note that they are not treated as being ordinal, this is just
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- * an encoding). Missing values should be encoded as negative numbers such as (-1). The encoding
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- * must be the same as was used in the data to which the model was fit.
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- * If making calculations between two sets of observations/rows (see documentation for 'rmat'),
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- * the first group is assumed to be the earlier rows here.
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- * - Xc[nnz]
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- * Pointer to numeric data in sparse numeric matrix in CSC format (column-compressed).
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- * Pass NULL if there are no sparse numeric columns.
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- * Can only pass one of 'numeric_data' or 'Xc' + 'Xc_ind' + 'Xc_indptr'.
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- * - Xc_ind[nnz]
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- * Pointer to row indices to which each non-zero entry in 'Xc' corresponds.
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- * Pass NULL if there are no sparse numeric columns in CSC format.
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- * - Xc_indptr[ncols_categ + 1]
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- * Pointer to column index pointers that tell at entry [col] where does column 'col'
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- * start and at entry [col + 1] where does column 'col' end.
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- * Pass NULL if there are no sparse numeric columns in CSC format.
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- * If making calculations between two sets of observations/rows (see documentation for 'rmat'),
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- * the first group is assumed to be the earlier rows here.
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- * - nrows
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- * Number of rows in 'numeric_data', 'Xc', 'Xr, 'categ_data'.
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- * - nthreads
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- * Number of parallel threads to use. Note that, the more threads, the more memory will be
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- * allocated, even if the thread does not end up being used. Ignored when not building with
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- * OpenMP support.
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- * - assume_full_distr
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- * Whether to assume that the fitted model represents a full population distribution (will use a
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- * standardizing criterion assuming infinite sample, and the results of the similarity between two points
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- * at prediction time will not depend on the prescence of any third point that is similar to them, but will
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- * differ more compared to the pairwise distances between points from which the model was fit). If passing
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- * 'false', will calculate pairwise distances as if the new observations at prediction time were added to
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- * the sample to which each tree was fit, which will make the distances between two points potentially vary
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- * according to other newly introduced points.
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- * - standardize_dist
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- * Whether to standardize the resulting average separation depths between rows according
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- * to the expected average separation depth in a similar way as when predicting outlierness,
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- * in order to obtain a standardized distance. If passing 'false', will output the average
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- * separation depth instead.
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- * - model_outputs
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- * Pointer to fitted single-variable model object from function 'fit_iforest'. Pass NULL
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- * if the calculations are to be made from an extended model. Can only pass one of
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- * 'model_outputs' and 'model_outputs_ext'.
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- * - model_outputs_ext
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- * Pointer to fitted extended model object from function 'fit_iforest'. Pass NULL
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- * if the calculations are to be made from a single-variable model. Can only pass one of
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- * 'model_outputs' and 'model_outputs_ext'.
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- * - tmat[nrows * (nrows - 1) / 2] (out)
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- * Pointer to array where the resulting pairwise distances or average separation depths will
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- * be written into. As the output is a symmetric matrix, this function will only fill in the
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- * upper-triangular part, in which entry 0 <= i < j < n will be located at position
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- * p(i,j) = (i * (n - (i+1)/2) + j - i - 1).
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- * Can be converted to a dense square matrix through function 'tmat_to_dense'.
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- * The array must already be initialized to zeros.
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- * If calculating distance/separation from a group of points to another group of points,
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- * pass NULL here and use 'rmat' instead.
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- * - rmat[nrows1 * nrows2] (out)
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- * Pointer to array where to write the distances or separation depths between each row in
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- * one set of observations and each row in a different set of observations. If doing these
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- * calculations for all pairs of observations/rows, pass 'rmat' instead.
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- * Will take the first group of observations as the rows in this matrix, and the second
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- * group as the columns. The groups are assumed to be in the same data arrays, with the
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- * first group corresponding to the earlier rows there.
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- * This matrix will be used in row-major order (i.e. entries 1..n_from contain the first row).
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- * Must be already initialized to zeros.
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- * Ignored when 'tmat' is passed.
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- * - n_from
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- * When calculating distances between two groups of points, this indicates the number of
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- * observations/rows belonging to the first group (the rows in 'rmat'), which will be
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- * assumed to be the first 'n_from' rows.
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- * Ignored when 'tmat' is passed.
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- */
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- void calc_similarity(double numeric_data[], int categ_data[],
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- double Xc[], sparse_ix Xc_ind[], sparse_ix Xc_indptr[],
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- size_t nrows, int nthreads, bool assume_full_distr, bool standardize_dist,
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- IsoForest *model_outputs, ExtIsoForest *model_outputs_ext,
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- double tmat[], double rmat[], size_t n_from)
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- {
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- PredictionData prediction_data = {numeric_data, categ_data, nrows,
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- Xc, Xc_ind, Xc_indptr,
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- NULL, NULL, NULL};
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-
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- size_t ntrees = (model_outputs != NULL)? model_outputs->trees.size() : model_outputs_ext->hplanes.size();
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-
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- if (tmat != NULL) n_from = 0;
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-
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- if ((size_t)nthreads > ntrees)
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- nthreads = (int)ntrees;
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- #ifdef _OPENMP
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- std::vector<WorkerForSimilarity> worker_memory(nthreads);
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- #else
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- std::vector<WorkerForSimilarity> worker_memory(1);
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- #endif
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-
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- if (model_outputs != NULL)
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- {
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- #pragma omp parallel for schedule(dynamic) num_threads(nthreads) shared(ntrees, worker_memory, prediction_data, model_outputs)
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- for (size_t_for tree = 0; tree < ntrees; tree++)
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- {
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- initialize_worker_for_sim(worker_memory[omp_get_thread_num()], prediction_data,
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- model_outputs, NULL, n_from, assume_full_distr);
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- traverse_tree_sim(worker_memory[omp_get_thread_num()],
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- prediction_data,
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- *model_outputs,
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- model_outputs->trees[tree],
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- (size_t)0);
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- }
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- }
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-
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- else
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- {
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- #pragma omp parallel for schedule(dynamic) num_threads(nthreads) shared(ntrees, worker_memory, prediction_data, model_outputs_ext)
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- for (size_t_for hplane = 0; hplane < ntrees; hplane++)
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- {
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- initialize_worker_for_sim(worker_memory[omp_get_thread_num()], prediction_data,
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- NULL, model_outputs_ext, n_from, assume_full_distr);
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- traverse_hplane_sim(worker_memory[omp_get_thread_num()],
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- prediction_data,
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- *model_outputs_ext,
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- model_outputs_ext->hplanes[hplane],
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- (size_t)0);
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- }
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- }
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-
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- /* gather and transform the results */
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- gather_sim_result(&worker_memory, NULL,
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- &prediction_data, NULL,
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- model_outputs, model_outputs_ext,
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- tmat, rmat, n_from,
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- ntrees, assume_full_distr,
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- standardize_dist, nthreads);
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- }
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-
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- void traverse_tree_sim(WorkerForSimilarity &workspace,
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- PredictionData &prediction_data,
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- IsoForest &model_outputs,
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- std::vector<IsoTree> &trees,
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- size_t curr_tree)
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- {
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- if (workspace.st == workspace.end)
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- return;
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-
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- if (!workspace.tmat_sep.size())
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- {
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- std::sort(workspace.ix_arr.begin() + workspace.st, workspace.ix_arr.begin() + workspace.end + 1);
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- if (workspace.ix_arr[workspace.st] >= workspace.n_from)
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- return;
212
- if (workspace.ix_arr[workspace.end] < workspace.n_from)
213
- return;
214
- }
215
-
216
- /* Note: the first separation step will not be added here, as it simply consists of adding +1
217
- to every combination regardless. It has to be added at the end in 'gather_sim_result' to
218
- obtain the average separation depth. */
219
- if (trees[curr_tree].score >= 0.)
220
- {
221
- long double rem = (long double) trees[curr_tree].remainder;
222
- if (!workspace.weights_arr.size())
223
- {
224
- rem += (long double)(workspace.end - workspace.st + 1);
225
- if (workspace.tmat_sep.size())
226
- increase_comb_counter(workspace.ix_arr.data(), workspace.st, workspace.end,
227
- prediction_data.nrows, workspace.tmat_sep.data(),
228
- workspace.assume_full_distr? 3. : expected_separation_depth(rem));
229
- else
230
- increase_comb_counter_in_groups(workspace.ix_arr.data(), workspace.st, workspace.end,
231
- workspace.n_from, prediction_data.nrows, workspace.rmat.data(),
232
- workspace.assume_full_distr? 3. : expected_separation_depth(rem));
233
- }
234
-
235
- else
236
- {
237
- if (!workspace.assume_full_distr)
238
- {
239
- rem += std::accumulate(workspace.ix_arr.begin() + workspace.st,
240
- workspace.ix_arr.begin() + workspace.end,
241
- (long double) 0.,
242
- [&workspace](long double curr, size_t ix)
243
- {return curr + (long double)workspace.weights_arr[ix];}
244
- );
245
- }
246
-
247
- if (workspace.tmat_sep.size())
248
- increase_comb_counter(workspace.ix_arr.data(), workspace.st, workspace.end,
249
- prediction_data.nrows, workspace.tmat_sep.data(),
250
- workspace.weights_arr.data(),
251
- workspace.assume_full_distr? 3. : expected_separation_depth(rem));
252
- else
253
- increase_comb_counter_in_groups(workspace.ix_arr.data(), workspace.st, workspace.end,
254
- workspace.n_from, prediction_data.nrows,
255
- workspace.rmat.data(), workspace.weights_arr.data(),
256
- workspace.assume_full_distr? 3. : expected_separation_depth(rem));
257
- }
258
- return;
259
- }
260
-
261
- else if (curr_tree > 0)
262
- {
263
- if (workspace.tmat_sep.size())
264
- if (!workspace.weights_arr.size())
265
- increase_comb_counter(workspace.ix_arr.data(), workspace.st, workspace.end,
266
- prediction_data.nrows, workspace.tmat_sep.data(), -1.);
267
- else
268
- increase_comb_counter(workspace.ix_arr.data(), workspace.st, workspace.end,
269
- prediction_data.nrows, workspace.tmat_sep.data(),
270
- workspace.weights_arr.data(), -1.);
271
- else
272
- if (!workspace.weights_arr.size())
273
- increase_comb_counter_in_groups(workspace.ix_arr.data(), workspace.st, workspace.end,
274
- workspace.n_from, prediction_data.nrows, workspace.rmat.data(), -1.);
275
- else
276
- increase_comb_counter_in_groups(workspace.ix_arr.data(), workspace.st, workspace.end,
277
- workspace.n_from, prediction_data.nrows,
278
- workspace.rmat.data(), workspace.weights_arr.data(), -1.);
279
- }
280
-
281
-
282
- /* divide according to tree */
283
- if (prediction_data.Xc_indptr != NULL && workspace.tmat_sep.size())
284
- std::sort(workspace.ix_arr.begin() + workspace.st, workspace.ix_arr.begin() + workspace.end + 1);
285
- size_t st_NA, end_NA, split_ix;
286
- switch(trees[curr_tree].col_type)
287
- {
288
- case Numeric:
289
- {
290
- if (prediction_data.Xc_indptr == NULL)
291
- divide_subset_split(workspace.ix_arr.data(),
292
- prediction_data.numeric_data + prediction_data.nrows * trees[curr_tree].col_num,
293
- workspace.st, workspace.end, trees[curr_tree].num_split,
294
- model_outputs.missing_action, st_NA, end_NA, split_ix);
295
- else
296
- divide_subset_split(workspace.ix_arr.data(), workspace.st, workspace.end, trees[curr_tree].col_num,
297
- prediction_data.Xc, prediction_data.Xc_ind, prediction_data.Xc_indptr,
298
- trees[curr_tree].num_split, model_outputs.missing_action,
299
- st_NA, end_NA, split_ix);
300
-
301
- break;
302
- }
303
-
304
- case Categorical:
305
- {
306
- switch(model_outputs.cat_split_type)
307
- {
308
- case SingleCateg:
309
- {
310
- divide_subset_split(workspace.ix_arr.data(),
311
- prediction_data.categ_data + prediction_data.nrows * trees[curr_tree].col_num,
312
- workspace.st, workspace.end, trees[curr_tree].chosen_cat,
313
- model_outputs.missing_action, st_NA, end_NA, split_ix);
314
- break;
315
- }
316
-
317
- case SubSet:
318
- {
319
- if (!trees[curr_tree].cat_split.size())
320
- divide_subset_split(workspace.ix_arr.data(),
321
- prediction_data.categ_data + prediction_data.nrows * trees[curr_tree].col_num,
322
- workspace.st, workspace.end,
323
- model_outputs.missing_action, model_outputs.new_cat_action,
324
- trees[curr_tree].pct_tree_left < .5, st_NA, end_NA, split_ix);
325
- else
326
- divide_subset_split(workspace.ix_arr.data(),
327
- prediction_data.categ_data + prediction_data.nrows * trees[curr_tree].col_num,
328
- workspace.st, workspace.end, trees[curr_tree].cat_split.data(),
329
- (int) trees[curr_tree].cat_split.size(),
330
- model_outputs.missing_action, model_outputs.new_cat_action,
331
- (bool)(trees[curr_tree].pct_tree_left < .5), st_NA, end_NA, split_ix);
332
- break;
333
- }
334
- }
335
- break;
336
- }
337
- }
338
-
339
-
340
- /* continue splitting recursively */
341
- size_t orig_end = workspace.end;
342
- switch(model_outputs.missing_action)
343
- {
344
- case Impute:
345
- {
346
- split_ix = (trees.back().pct_tree_left >= .5)? end_NA : st_NA;
347
- }
348
-
349
- case Fail:
350
- {
351
- if (split_ix > workspace.st)
352
- {
353
- workspace.end = split_ix - 1;
354
- traverse_tree_sim(workspace,
355
- prediction_data,
356
- model_outputs,
357
- trees,
358
- trees[curr_tree].tree_left);
359
- }
360
-
361
-
362
- if (split_ix < orig_end)
363
- {
364
- workspace.st = split_ix;
365
- workspace.end = orig_end;
366
- traverse_tree_sim(workspace,
367
- prediction_data,
368
- model_outputs,
369
- trees,
370
- trees[curr_tree].tree_right);
371
- }
372
- break;
373
- }
374
-
375
- case Divide: /* new_cat_action = 'Weighted' will also fall here */
376
- {
377
- std::vector<double> weights_arr;
378
- std::vector<size_t> ix_arr;
379
- if (end_NA > workspace.st)
380
- {
381
- weights_arr.assign(workspace.weights_arr.begin(),
382
- workspace.weights_arr.begin() + end_NA);
383
- ix_arr.assign(workspace.ix_arr.begin(),
384
- workspace.ix_arr.begin() + end_NA);
385
- }
386
-
387
- if (end_NA > workspace.st)
388
- {
389
- workspace.end = end_NA - 1;
390
- for (size_t row = st_NA; row < end_NA; row++)
391
- workspace.weights_arr[workspace.ix_arr[row]] *= trees[curr_tree].pct_tree_left;
392
- traverse_tree_sim(workspace,
393
- prediction_data,
394
- model_outputs,
395
- trees,
396
- trees[curr_tree].tree_left);
397
- }
398
-
399
- if (st_NA < orig_end)
400
- {
401
- workspace.st = st_NA;
402
- workspace.end = orig_end;
403
- if (weights_arr.size())
404
- {
405
- std::copy(weights_arr.begin(),
406
- weights_arr.end(),
407
- workspace.weights_arr.begin());
408
- std::copy(ix_arr.begin(),
409
- ix_arr.end(),
410
- workspace.ix_arr.begin());
411
- weights_arr.clear();
412
- weights_arr.shrink_to_fit();
413
- ix_arr.clear();
414
- ix_arr.shrink_to_fit();
415
- }
416
-
417
- for (size_t row = st_NA; row < end_NA; row++)
418
- workspace.weights_arr[workspace.ix_arr[row]] *= (1 - trees[curr_tree].pct_tree_left);
419
- traverse_tree_sim(workspace,
420
- prediction_data,
421
- model_outputs,
422
- trees,
423
- trees[curr_tree].tree_right);
424
- }
425
- break;
426
- }
427
- }
428
- }
429
-
430
- void traverse_hplane_sim(WorkerForSimilarity &workspace,
431
- PredictionData &prediction_data,
432
- ExtIsoForest &model_outputs,
433
- std::vector<IsoHPlane> &hplanes,
434
- size_t curr_tree)
435
- {
436
- if (workspace.st == workspace.end)
437
- return;
438
-
439
- if (!workspace.tmat_sep.size())
440
- {
441
- std::sort(workspace.ix_arr.begin() + workspace.st, workspace.ix_arr.begin() + workspace.end + 1);
442
- if (workspace.ix_arr[workspace.st] >= workspace.n_from)
443
- return;
444
- if (workspace.ix_arr[workspace.end] < workspace.n_from)
445
- return;
446
- }
447
-
448
- /* Note: the first separation step will not be added here, as it simply consists of adding +1
449
- to every combination regardless. It has to be added at the end in 'gather_sim_result' to
450
- obtain the average separation depth. */
451
- if (hplanes[curr_tree].score >= 0)
452
- {
453
- if (workspace.tmat_sep.size())
454
- increase_comb_counter(workspace.ix_arr.data(), workspace.st, workspace.end,
455
- prediction_data.nrows, workspace.tmat_sep.data(),
456
- workspace.assume_full_distr? 3. :
457
- expected_separation_depth((long double) hplanes[curr_tree].remainder
458
- + (long double)(workspace.end - workspace.st + 1))
459
- );
460
- else
461
- increase_comb_counter_in_groups(workspace.ix_arr.data(), workspace.st, workspace.end, workspace.n_from,
462
- prediction_data.nrows, workspace.rmat.data(),
463
- workspace.assume_full_distr? 3. :
464
- expected_separation_depth((long double) hplanes[curr_tree].remainder
465
- + (long double)(workspace.end - workspace.st + 1))
466
- );
467
- return;
468
- }
469
-
470
- else if (curr_tree > 0)
471
- {
472
- if (workspace.tmat_sep.size())
473
- increase_comb_counter(workspace.ix_arr.data(), workspace.st, workspace.end,
474
- prediction_data.nrows, workspace.tmat_sep.data(), -1.);
475
- else
476
- increase_comb_counter_in_groups(workspace.ix_arr.data(), workspace.st, workspace.end, workspace.n_from,
477
- prediction_data.nrows, workspace.rmat.data(), -1.);
478
- }
479
-
480
- if (prediction_data.Xc_indptr != NULL && workspace.tmat_sep.size())
481
- std::sort(workspace.ix_arr.begin() + workspace.st, workspace.ix_arr.begin() + workspace.end + 1);
482
-
483
- /* reconstruct linear combination */
484
- size_t ncols_numeric = 0;
485
- size_t ncols_categ = 0;
486
- std::fill(workspace.comb_val.begin(), workspace.comb_val.begin() + (workspace.end - workspace.st + 1), 0);
487
- if (prediction_data.categ_data != NULL || prediction_data.Xc_indptr != NULL)
488
- {
489
- for (size_t col = 0; col < hplanes[curr_tree].col_num.size(); col++)
490
- {
491
- switch(hplanes[curr_tree].col_type[col])
492
- {
493
- case Numeric:
494
- {
495
- if (prediction_data.Xc_indptr == NULL)
496
- add_linear_comb(workspace.ix_arr.data(), workspace.st, workspace.end, workspace.comb_val.data(),
497
- prediction_data.numeric_data + prediction_data.nrows * hplanes[curr_tree].col_num[col],
498
- hplanes[curr_tree].coef[ncols_numeric], (double)0, hplanes[curr_tree].mean[ncols_numeric],
499
- (model_outputs.missing_action == Fail)? workspace.comb_val[0] : hplanes[curr_tree].fill_val[col],
500
- model_outputs.missing_action, NULL, NULL, false);
501
- else
502
- add_linear_comb(workspace.ix_arr.data(), workspace.st, workspace.end,
503
- hplanes[curr_tree].col_num[col], workspace.comb_val.data(),
504
- prediction_data.Xc, prediction_data.Xc_ind, prediction_data.Xc_indptr,
505
- hplanes[curr_tree].coef[ncols_numeric], (double)0, hplanes[curr_tree].mean[ncols_numeric],
506
- (model_outputs.missing_action == Fail)? workspace.comb_val[0] : hplanes[curr_tree].fill_val[col],
507
- model_outputs.missing_action, NULL, NULL, false);
508
- ncols_numeric++;
509
- break;
510
- }
511
-
512
- case Categorical:
513
- {
514
- switch(model_outputs.cat_split_type)
515
- {
516
- case SingleCateg:
517
- {
518
- add_linear_comb(workspace.ix_arr.data(), workspace.st, workspace.end, workspace.comb_val.data(),
519
- prediction_data.categ_data + prediction_data.nrows * hplanes[curr_tree].col_num[col],
520
- (int)0, NULL, hplanes[curr_tree].fill_new[ncols_categ],
521
- hplanes[curr_tree].chosen_cat[ncols_categ],
522
- (model_outputs.missing_action == Fail)? workspace.comb_val[0] : hplanes[curr_tree].fill_val[col],
523
- workspace.comb_val[0], NULL, NULL, model_outputs.new_cat_action,
524
- model_outputs.missing_action, SingleCateg, false);
525
- break;
526
- }
527
-
528
- case SubSet:
529
- {
530
- add_linear_comb(workspace.ix_arr.data(), workspace.st, workspace.end, workspace.comb_val.data(),
531
- prediction_data.categ_data + prediction_data.nrows * hplanes[curr_tree].col_num[col],
532
- (int) hplanes[curr_tree].cat_coef[ncols_categ].size(),
533
- hplanes[curr_tree].cat_coef[ncols_categ].data(), (double) 0, (int) 0,
534
- (model_outputs.missing_action == Fail)? workspace.comb_val[0] : hplanes[curr_tree].fill_val[col],
535
- hplanes[curr_tree].fill_new[ncols_categ], NULL, NULL,
536
- model_outputs.new_cat_action, model_outputs.missing_action, SubSet, false);
537
- break;
538
- }
539
- }
540
- ncols_categ++;
541
- break;
542
- }
543
- }
544
- }
545
- }
546
-
547
-
548
- else /* faster version for numerical-only */
549
- {
550
- for (size_t col = 0; col < hplanes[curr_tree].col_num.size(); col++)
551
- add_linear_comb(workspace.ix_arr.data(), workspace.st, workspace.end, workspace.comb_val.data(),
552
- prediction_data.numeric_data + prediction_data.nrows * hplanes[curr_tree].col_num[col],
553
- hplanes[curr_tree].coef[col], (double)0, hplanes[curr_tree].mean[col],
554
- (model_outputs.missing_action == Fail)? workspace.comb_val[0] : hplanes[curr_tree].fill_val[col],
555
- model_outputs.missing_action, NULL, NULL, false);
556
- }
557
-
558
- /* divide data */
559
- size_t split_ix = divide_subset_split(workspace.ix_arr.data(), workspace.comb_val.data(),
560
- workspace.st, workspace.end, hplanes[curr_tree].split_point);
561
-
562
- /* continue splitting recursively */
563
- size_t orig_end = workspace.end;
564
- if (split_ix > workspace.st)
565
- {
566
- workspace.end = split_ix - 1;
567
- traverse_hplane_sim(workspace,
568
- prediction_data,
569
- model_outputs,
570
- hplanes,
571
- hplanes[curr_tree].hplane_left);
572
- }
573
-
574
- if (split_ix < orig_end)
575
- {
576
- workspace.st = split_ix;
577
- workspace.end = orig_end;
578
- traverse_hplane_sim(workspace,
579
- prediction_data,
580
- model_outputs,
581
- hplanes,
582
- hplanes[curr_tree].hplane_right);
583
- }
584
-
585
- }
586
-
587
- void gather_sim_result(std::vector<WorkerForSimilarity> *worker_memory,
588
- std::vector<WorkerMemory> *worker_memory_m,
589
- PredictionData *prediction_data, InputData *input_data,
590
- IsoForest *model_outputs, ExtIsoForest *model_outputs_ext,
591
- double *restrict tmat, double *restrict rmat, size_t n_from,
592
- size_t ntrees, bool assume_full_distr,
593
- bool standardize_dist, int nthreads)
594
- {
595
- size_t ncomb = (prediction_data != NULL)?
596
- (prediction_data->nrows * (prediction_data->nrows - 1)) / 2
597
- :
598
- (input_data->nrows * (input_data->nrows - 1)) / 2;
599
- size_t n_to = (prediction_data != NULL)? (prediction_data->nrows - n_from) : 0;
600
-
601
- #ifdef _OPENMP
602
- if (nthreads > 1)
603
- {
604
- if (worker_memory != NULL)
605
- {
606
- for (WorkerForSimilarity &w : *worker_memory)
607
- {
608
- if (w.tmat_sep.size())
609
- {
610
- #pragma omp parallel for schedule(static) num_threads(nthreads) shared(ncomb, tmat, w, worker_memory)
611
- for (size_t_for ix = 0; ix < ncomb; ix++)
612
- tmat[ix] += w.tmat_sep[ix];
613
- }
614
- else if (w.rmat.size())
615
- {
616
- #pragma omp parallel for schedule(static) num_threads(nthreads) shared(rmat, w, worker_memory)
617
- for (size_t_for ix = 0; ix < w.rmat.size(); ix++)
618
- rmat[ix] += w.rmat[ix];
619
- }
620
- }
621
- }
622
-
623
- else
624
- {
625
- for (WorkerMemory &w : *worker_memory_m)
626
- {
627
- if (w.tmat_sep.size())
628
- {
629
- #pragma omp parallel for schedule(static) num_threads(nthreads) shared(ncomb, tmat, w, worker_memory_m)
630
- for (size_t_for ix = 0; ix < ncomb; ix++)
631
- tmat[ix] += w.tmat_sep[ix];
632
- }
633
- }
634
- }
635
- }
636
-
637
- else
638
- #endif
639
- {
640
- if (worker_memory != NULL)
641
- {
642
- if ((*worker_memory)[0].tmat_sep.size())
643
- std::copy((*worker_memory)[0].tmat_sep.begin(), (*worker_memory)[0].tmat_sep.end(), tmat);
644
- else
645
- std::copy((*worker_memory)[0].rmat.begin(), (*worker_memory)[0].rmat.end(), rmat);
646
- }
647
-
648
- else
649
- {
650
- std::copy((*worker_memory_m)[0].tmat_sep.begin(), (*worker_memory_m)[0].tmat_sep.end(), tmat);
651
- }
652
- }
653
-
654
- double ntrees_dbl = (double) ntrees;
655
- if (standardize_dist)
656
- {
657
- /* Note: the separation distances up this point are missing the first hop, which is always
658
- a +1 to every combination. Thus, it needs to be added back for the average separation depth.
659
- For the standardized metric, it takes the expected divisor as 2(=3-1) instead of 3, given
660
- that every combination will always get a +1 at the beginning. Since what's obtained here
661
- is a sum across all trees, adding this +1 means adding the number of trees. */
662
- double div_trees = ntrees_dbl;
663
- if (assume_full_distr)
664
- {
665
- div_trees *= 2;
666
- }
667
-
668
- else if (input_data != NULL)
669
- {
670
- div_trees *= (expected_separation_depth(input_data->nrows) - 1);
671
- }
672
-
673
- else
674
- {
675
- div_trees *= ((
676
- (model_outputs != NULL)?
677
- expected_separation_depth_hotstart(model_outputs->exp_avg_sep,
678
- model_outputs->orig_sample_size,
679
- model_outputs->orig_sample_size + prediction_data->nrows)
680
- :
681
- expected_separation_depth_hotstart(model_outputs_ext->exp_avg_sep,
682
- model_outputs_ext->orig_sample_size,
683
- model_outputs_ext->orig_sample_size + prediction_data->nrows)
684
- ) - 1);
685
- }
686
-
687
-
688
- if (tmat != NULL)
689
- #pragma omp parallel for schedule(static) num_threads(nthreads) shared(ncomb, tmat, ntrees_dbl, div_trees)
690
- for (size_t_for ix = 0; ix < ncomb; ix++)
691
- tmat[ix] = exp2( - tmat[ix] / div_trees);
692
- else
693
- #pragma omp parallel for schedule(static) num_threads(nthreads) shared(ncomb, rmat, ntrees_dbl, div_trees)
694
- for (size_t_for ix = 0; ix < n_from * n_to; ix++)
695
- rmat[ix] = exp2( - rmat[ix] / div_trees);
696
- }
697
-
698
- else
699
- {
700
- if (tmat != NULL)
701
- #pragma omp parallel for schedule(static) num_threads(nthreads) shared(ncomb, tmat, ntrees_dbl)
702
- for (size_t_for ix = 0; ix < ncomb; ix++)
703
- tmat[ix] = (tmat[ix] + ntrees) / ntrees_dbl;
704
- else
705
- #pragma omp parallel for schedule(static) num_threads(nthreads) shared(n_from, rmat, ntrees_dbl)
706
- for (size_t_for ix = 0; ix < n_from * n_to; ix++)
707
- rmat[ix] = (rmat[ix] + ntrees) / ntrees_dbl;
708
- }
709
- }
710
-
711
- void initialize_worker_for_sim(WorkerForSimilarity &workspace,
712
- PredictionData &prediction_data,
713
- IsoForest *model_outputs,
714
- ExtIsoForest *model_outputs_ext,
715
- size_t n_from,
716
- bool assume_full_distr)
717
- {
718
- workspace.st = 0;
719
- workspace.end = prediction_data.nrows - 1;
720
- workspace.n_from = n_from;
721
- workspace.assume_full_distr = assume_full_distr; /* doesn't need to have one copy per worker */
722
-
723
- if (!workspace.ix_arr.size())
724
- {
725
- workspace.ix_arr.resize(prediction_data.nrows);
726
- std::iota(workspace.ix_arr.begin(), workspace.ix_arr.end(), (size_t)0);
727
- if (!n_from)
728
- workspace.tmat_sep.resize((prediction_data.nrows * (prediction_data.nrows - 1)) / 2, 0);
729
- else
730
- workspace.rmat.resize(prediction_data.nrows * n_from, 0);
731
- }
732
-
733
- if (model_outputs != NULL && (model_outputs->missing_action == Divide || model_outputs->new_cat_action == Weighted))
734
- {
735
- if (!workspace.weights_arr.size())
736
- workspace.weights_arr.resize(prediction_data.nrows, 1);
737
- else
738
- std::fill(workspace.weights_arr.begin(), workspace.weights_arr.end(), 1);
739
- }
740
-
741
- if (model_outputs_ext != NULL)
742
- {
743
- if (!workspace.comb_val.size())
744
- workspace.comb_val.resize(prediction_data.nrows, 0);
745
- else
746
- std::fill(workspace.comb_val.begin(), workspace.comb_val.end(), 0);
747
- }
748
- }
749
-