outliertree 0.1.0
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- checksums.yaml +7 -0
- data/CHANGELOG.md +3 -0
- data/LICENSE.txt +674 -0
- data/NOTICE.txt +14 -0
- data/README.md +107 -0
- data/ext/outliertree/ext.cpp +260 -0
- data/ext/outliertree/extconf.rb +21 -0
- data/lib/outliertree.rb +17 -0
- data/lib/outliertree/dataset.rb +35 -0
- data/lib/outliertree/model.rb +128 -0
- data/lib/outliertree/result.rb +190 -0
- data/lib/outliertree/version.rb +3 -0
- data/vendor/outliertree/LICENSE +674 -0
- data/vendor/outliertree/README.md +155 -0
- data/vendor/outliertree/src/Makevars +3 -0
- data/vendor/outliertree/src/RcppExports.cpp +123 -0
- data/vendor/outliertree/src/Rwrapper.cpp +1225 -0
- data/vendor/outliertree/src/cat_outlier.cpp +328 -0
- data/vendor/outliertree/src/clusters.cpp +972 -0
- data/vendor/outliertree/src/fit_model.cpp +1932 -0
- data/vendor/outliertree/src/misc.cpp +685 -0
- data/vendor/outliertree/src/outlier_tree.hpp +758 -0
- data/vendor/outliertree/src/predict.cpp +706 -0
- data/vendor/outliertree/src/split.cpp +1098 -0
- metadata +150 -0
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/********************************************************************************************************************
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* Explainable outlier detection
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*
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* Tries to detect outliers by generating decision trees that attempt to predict the values of each column based on
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* each other column, testing in each branch of every tried split (if it meets some minimum criteria) whether there
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* are observations that seem too distant from the others in a 1-D distribution for the column that the split tries
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* to "predict" (will not generate a score for each observation).
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* Splits are based on gain, while outlierness is based on confidence intervals.
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* Similar in spirit to the GritBot software developed by RuleQuest research. Reference article is:
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* Cortes, David. "Explainable outlier detection through decision tree conditioning."
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* arXiv preprint arXiv:2001.00636 (2020).
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*
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*
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* Copyright 2020 David Cortes.
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*
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* Written for C++11 standard and OpenMP 2.0 or later. Code is meant to be wrapped into scripting languages
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* such as R or Python.
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*
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* This file is part of OutlierTree.
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*
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* OutlierTree is free software: you can redistribute it and/or modify
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* it under the terms of the GNU General Public License as published by
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* the Free Software Foundation, either version 3 of the License, or
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* (at your option) any later version.
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*
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* OutlierTree is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with OutlierTree. If not, see <https://www.gnu.org/licenses/>.
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********************************************************************************************************************/
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#include "outlier_tree.hpp"
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/* TODO: don't divide the gains by tot at every calculation as it makes it slower */
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/* TODO: sorting here is the slowest thing, so it could be improved by using radix sort for categorical/ordinal and timsort for numerical */
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/* TODO: columns that split by numeric should output the sum/sum_sq to pass it to the cluster functions, instead of recalculating them later */
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void subset_to_onehot(size_t ix_arr[], size_t n_true, size_t n_tot, char onehot[])
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{
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memset(onehot, 0, sizeof(bool) * n_tot);
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for (size_t i = 0; i <= n_true; i++) onehot[ix_arr[i]] = 1;
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}
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size_t move_zero_count_to_front(size_t *restrict cat_sorted, size_t *restrict cat_cnt, size_t ncat_x)
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{
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size_t temp_ix;
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size_t st_cat = 0;
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for (size_t cat = 0; cat < ncat_x; cat++) {
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if (cat_cnt[cat] == 0) {
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temp_ix = cat_sorted[st_cat];
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cat_sorted[st_cat] = cat;
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cat_sorted[cat] = temp_ix;
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st_cat++;
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}
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}
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return st_cat;
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}
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void flag_zero_counts(char split_subset[], size_t buffer_cat_cnt[], size_t ncat_x)
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{
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for (size_t cat = 0; cat < ncat_x; cat++)
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if (buffer_cat_cnt[cat] == 0) split_subset[cat] = -1;
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}
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long double calc_sd(size_t cnt, long double sum, long double sum_sq)
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{
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if (cnt < 3) return 0;
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return sqrtl( (sum_sq - (square(sum) / (long double) cnt) + SD_REG) / (long double) (cnt - 1) );
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}
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long double calc_sd(NumericBranch &branch)
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{
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if (branch.cnt < 3) return 0;
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return sqrtl((branch.sum_sq - (square(branch.sum) / (long double) branch.cnt) + SD_REG) / (long double) (branch.cnt - 1));
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}
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long double calc_sd(size_t ix_arr[], double *restrict x, size_t st, size_t end, double *restrict mean)
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{
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long double running_mean = 0;
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long double mean_prev = 0;
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long double running_ssq = 0;
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double xval;
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for (size_t row = st; row <= end; row++) {
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xval = x[ix_arr[row]];
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running_mean += (xval - running_mean) / (long double)(row - st + 1);
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running_ssq += (xval - running_mean) * (xval - mean_prev);
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mean_prev = running_mean;
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}
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*mean = (double) running_mean;
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return sqrtl(running_ssq / (long double)(end - st));
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}
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long double numeric_gain(NumericSplit &split_info, long double tot_sd)
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{
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long double tot = (long double)(split_info.NA_branch.cnt + split_info.left_branch.cnt + split_info.right_branch.cnt);
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long double residual =
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((long double) split_info.NA_branch.cnt) * calc_sd(split_info.NA_branch) +
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((long double) split_info.left_branch.cnt) * calc_sd(split_info.left_branch) +
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((long double) split_info.right_branch.cnt) * calc_sd(split_info.right_branch);
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return tot_sd - (residual / tot);
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}
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long double numeric_gain(long double tot_sd, long double info_left, long double info_right, long double info_NA, long double cnt)
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{
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return tot_sd - (info_left + info_right + info_NA) / cnt;
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}
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long double total_info(size_t categ_counts[], size_t ncat)
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{
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long double s = 0;
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size_t tot = 0;
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for (size_t cat = 0; cat < ncat; cat++) {
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if (categ_counts[cat] > 0) {
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s += (long double)categ_counts[cat] * logl((long double)categ_counts[cat]);
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tot += categ_counts[cat];
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}
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}
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if (tot == 0) return 0;
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return (long double)tot * logl((long double)tot) - s;
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}
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long double total_info(size_t categ_counts[], size_t ncat, size_t tot)
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{
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if (tot == 0) return 0;
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long double s = 0;
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for (size_t cat = 0; cat < ncat; cat++) {
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if (categ_counts[cat] > 1) {
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s += (long double)categ_counts[cat] * logl((long double)categ_counts[cat]);
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}
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}
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return (long double) tot * logl((long double) tot) - s;
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/* tot = sum(categ_counts[]) */
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}
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long double total_info(size_t *restrict ix_arr, int *restrict x, size_t st, size_t end, size_t ncat, size_t *restrict buffer_cat_cnt)
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{
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long double info = (long double)(end - st + 1) * logl((long double)(end - st + 1));
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memset(buffer_cat_cnt, 0, ncat * sizeof(size_t));
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for (size_t row = st; row <= end; row++) {
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buffer_cat_cnt[ x[ix_arr[row]] ]++;
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}
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for (size_t cat = 0; cat < ncat; cat++) {
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if (buffer_cat_cnt[cat] > 1) {
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info -= (long double)buffer_cat_cnt[cat] * logl((long double)buffer_cat_cnt[cat]);
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}
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}
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return info;
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}
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long double categ_gain(CategSplit split_info, long double base_info)
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{
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return (
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base_info -
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total_info(split_info.NA_branch, split_info.ncat, split_info.size_NA) -
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total_info(split_info.left_branch, split_info.ncat, split_info.size_left) -
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total_info(split_info.right_branch, split_info.ncat, split_info.size_right)
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) / (long double) split_info.tot ;
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}
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long double categ_gain(size_t *restrict categ_counts, size_t ncat, size_t *restrict ncat_col, size_t maxcat, long double base_info, size_t tot)
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{
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long double info = 0;
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for (size_t cat = 0; cat < ncat; cat++) {
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if (categ_counts[cat] > 0) {
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info += total_info(categ_counts + cat * maxcat, ncat_col[cat]);
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}
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}
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/* last entry in the array corresponds to NA values */
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if (categ_counts[ncat] > 0) {
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info += total_info(categ_counts + ncat * maxcat, ncat_col[ncat]);
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}
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return (base_info - info) / (long double) tot;
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}
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long double categ_gain_from_split(size_t *restrict ix_arr, int *restrict x, size_t st, size_t st_non_na, size_t split_ix, size_t end,
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size_t ncat, size_t *restrict buffer_cat_cnt, long double base_info)
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{
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long double gain = base_info;
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memset(buffer_cat_cnt, 0, ncat * sizeof(size_t));
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if (st_non_na > st) {
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for (size_t row = st; row < st_non_na; row++) {
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buffer_cat_cnt[ x[ix_arr[row]] ]++;
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}
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gain -= total_info(buffer_cat_cnt, ncat, st_non_na - st);
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memset(buffer_cat_cnt, 0, ncat * sizeof(size_t));
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}
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for (size_t row = st_non_na; row < split_ix; row++) {
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buffer_cat_cnt[ x[ix_arr[row]] ]++;
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}
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gain -= total_info(buffer_cat_cnt, ncat, split_ix - st_non_na);
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memset(buffer_cat_cnt, 0, ncat * sizeof(size_t));
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for (size_t row = split_ix; row <= end; row++) {
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buffer_cat_cnt[ x[ix_arr[row]] ]++;
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}
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gain -= total_info(buffer_cat_cnt, ncat, end - split_ix + 1);
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return gain / (long double)(end - st + 1);
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}
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/* Calculate gain from splitting a numeric column by another numeric column
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*
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* Function splits into buckets (NA, <= threshold, > threshold)
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*
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* Parameters
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* - ix_arr[n] (in)
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* Array containing the indices at which 'x' and 'y' can be accessed, considering only the
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* elements between st and end (i.e. ix_arr[st:end], inclusive of both ends)
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* (Note: will be modified in-place)
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* - st (in)
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* See above.
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* - end (in)
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* See above.
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* - x[n] (in)
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* Numeric column from which a split predicting 'y' will be calculated.
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* - y[n] (in)
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* Numeric column whose distribution wants to be split by 'x'.
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* Must not contain missing values.
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* - sd_y (in)
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* Standard deviation of 'y' between the indices considered here.
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* - has_na (in)
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* Whether 'x' can have missing values or not.
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* - min_size (in)
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* Minimum number of elements that can be in a split.
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* - buffer_sd[n] (in)
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* Buffer where to write temporary sd/information at each split point in a first pass.
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* - gain (out)
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* Gain calculated on the best split found. If no split is possible, will return -Inf.
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* - split_point (out)
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* Threshold for splitting on values of 'x'. If no split is posible, will return -Inf.
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* - split_left (out)
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* Index at which the data is split between the two branches (includes last from left branch).
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* - split_NA (out)
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* Index at which the NA data is separated from the other branches
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*/
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void split_numericx_numericy(size_t *restrict ix_arr, size_t st, size_t end, double *restrict x, double *restrict y,
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long double sd_y, bool has_na, size_t min_size, bool take_mid, long double *restrict buffer_sd,
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long double *restrict gain, double *restrict split_point, size_t *restrict split_left, size_t *restrict split_NA)
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{
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*gain = -HUGE_VAL;
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*split_point = -HUGE_VAL;
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size_t st_non_na;
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long double this_gain;
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long double cnt_dbl = (long double)(end - st + 1);
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long double running_mean = 0;
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long double mean_prev = 0;
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long double running_ssq = 0;
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double xval;
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long double info_left;
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long double info_NA = 0;
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/* check that there are enough observations for a split */
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if ((end - st + 1) < (2 * min_size)) return;
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/* move all NAs of X to the front */
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if (has_na) {
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st_non_na = move_NAs_to_front(ix_arr, x, st, end, false);
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} else { st_non_na = st; }
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*split_NA = st_non_na;
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/* assign NAs to their own branch */
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if (st_non_na > st) {
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/* first check that it's still possible to split */
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if ((end - st_non_na + 1) < (2 * min_size)) return;
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info_NA = (long double)(st_non_na - st) * calc_sd(ix_arr, y, st, st_non_na-1, &xval); /* last arg is not used */
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}
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/* sort the remaining non-NA values in ascending order */
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std::sort(ix_arr + st_non_na, ix_arr + end + 1, [&x](const size_t a, const size_t b){return x[a] < x[b];});
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/* calculate SD*N backwards first, then forwards */
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for (size_t i = end; i >= st_non_na; i--) {
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xval = y[ix_arr[i]];
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running_mean += (xval - running_mean) / (long double)(end - i + 1);
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running_ssq += (xval - running_mean) * (xval - mean_prev);
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mean_prev = running_mean;
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buffer_sd[i] = (long double)(end - i + 1) * sqrtl(running_ssq / (long double)(end - i));
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/* could also avoid div by n-1, would be faster */
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if (i == st_non_na) break; /* be aware unsigned integer overflow */
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}
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/* look for the best split point, by moving one observation at a time to the left branch*/
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running_mean = 0;
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running_ssq = 0;
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mean_prev = 0;
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for (size_t i = st_non_na; i <= (end - min_size); i++) {
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xval = y[ix_arr[i]];
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running_mean += (xval - running_mean) / (long double)(i - st_non_na + 1);
|
304
|
+
running_ssq += (xval - running_mean) * (xval - mean_prev);
|
305
|
+
mean_prev = running_mean;
|
306
|
+
|
307
|
+
/* check that split meets minimum criteria (size on right branch is controlled in loop condition) */
|
308
|
+
if ((i - st_non_na + 1) < min_size) continue;
|
309
|
+
|
310
|
+
/* check that value is not repeated next -- note that condition in loop prevents out-of-bounds access */
|
311
|
+
if (x[ix_arr[i]] == x[ix_arr[i + 1]]) continue;
|
312
|
+
|
313
|
+
/* evaluate gain at this split point */
|
314
|
+
info_left = (long double)(i - st_non_na + 1) * sqrtl(running_ssq / (long double)(i - st_non_na));
|
315
|
+
this_gain = numeric_gain(sd_y, info_left, buffer_sd[i + 1], info_NA, cnt_dbl);
|
316
|
+
if (this_gain > *gain) {
|
317
|
+
*gain = this_gain;
|
318
|
+
*split_point = take_mid? (avg_between(x[ix_arr[i]], x[ix_arr[i + 1]])) : (x[ix_arr[i]]);
|
319
|
+
*split_left = i;
|
320
|
+
}
|
321
|
+
}
|
322
|
+
}
|
323
|
+
|
324
|
+
/* Calculate gain from splitting a numeric column by a categorical column
|
325
|
+
*
|
326
|
+
* Function splits into two subsets + NAs on their own branch
|
327
|
+
*
|
328
|
+
* Parameters
|
329
|
+
* - ix_arr[n] (in)
|
330
|
+
* Array containing the indices at which 'x' and 'y' can be accessed, considering only the
|
331
|
+
* elements between st and end (i.e. ix_arr[st:end], inclusive of both ends)
|
332
|
+
* (Note: will be modified in-place)
|
333
|
+
* - st (in)
|
334
|
+
* See above.
|
335
|
+
* - end (in)
|
336
|
+
* See above.
|
337
|
+
* - x[n] (in)
|
338
|
+
* Categorical column from which a split predicting 'y' will be calculated.
|
339
|
+
* Missing values should be encoded as negative integers.
|
340
|
+
* - y[n] (in)
|
341
|
+
* Numeric column whose distribution wants to be split by 'x'.
|
342
|
+
* Must not contain missing values.
|
343
|
+
* - sd_y (in)
|
344
|
+
* Standard deviation of 'y' between the indices considered here.
|
345
|
+
* - x_is_ordinal (in)
|
346
|
+
* Whether the 'x' column has ordered categories, in which case the split will be a
|
347
|
+
* <= that respects this order.
|
348
|
+
* - ncat_x (in)
|
349
|
+
* Number of categories in 'x' (excluding NA).
|
350
|
+
* - buffer_cat_cnt[ncat_x + 1] (temp)
|
351
|
+
* Array where temporary data for each category will be written into.
|
352
|
+
* Must have one additional entry anove the number of categories to account for NAs.
|
353
|
+
* - buffer_cat_sum[ncat_x + 1] (temp)
|
354
|
+
* See above.
|
355
|
+
* - buffer_cat_sum_sq[ncat_x + 1] (temp)
|
356
|
+
* See above.
|
357
|
+
* - buffer_cat_sorted[ncat_x] (temp)
|
358
|
+
* See above. This one doesn't need an extra entry.
|
359
|
+
* - has_na (in)
|
360
|
+
* Whether 'x' can have missing values or not.
|
361
|
+
* - min_size (in)
|
362
|
+
* Minimum number of elements that can be in a split.
|
363
|
+
* - gain (out)
|
364
|
+
* Gain calculated on the best split found. If no split is possible, will return -Inf.
|
365
|
+
* - split_subset[ncat_x] (out)
|
366
|
+
* Array that will indicate which categories go into the left branch in the chosen split.
|
367
|
+
* (value of 1 means it's on the left branch, 0 in the right branch, -1 not applicable)
|
368
|
+
* - split_point (out)
|
369
|
+
* Split level for ordinal X variables (left branch is <= this)
|
370
|
+
*/
|
371
|
+
void split_categx_numericy(size_t *restrict ix_arr, size_t st, size_t end, int *restrict x, double *restrict y, long double sd_y, double ymean,
|
372
|
+
bool x_is_ordinal, size_t ncat_x, size_t *restrict buffer_cat_cnt, long double *restrict buffer_cat_sum,
|
373
|
+
long double *restrict buffer_cat_sum_sq, size_t *restrict buffer_cat_sorted,
|
374
|
+
bool has_na, size_t min_size, long double *gain, char *restrict split_subset, int *restrict split_point)
|
375
|
+
{
|
376
|
+
|
377
|
+
/* output parameters and variables to use */
|
378
|
+
*gain = -HUGE_VAL;
|
379
|
+
long double this_gain;
|
380
|
+
NumericSplit split_info;
|
381
|
+
size_t st_cat = 0;
|
382
|
+
double sd_y_d = (double) sd_y;
|
383
|
+
|
384
|
+
/* reset the buffers */
|
385
|
+
memset(split_subset, 0, sizeof(char) * ncat_x);
|
386
|
+
memset(buffer_cat_cnt, 0, sizeof(size_t) * (ncat_x + 1));
|
387
|
+
memset(buffer_cat_sum, 0, sizeof(long double) * (ncat_x + 1));
|
388
|
+
memset(buffer_cat_sum_sq, 0, sizeof(long double) * (ncat_x + 1));
|
389
|
+
|
390
|
+
/* calculate summary info for each category */
|
391
|
+
if (has_na) {
|
392
|
+
|
393
|
+
for (size_t i = st; i <= end; i++) {
|
394
|
+
|
395
|
+
/* NAs are encoded as negative integers, and go at the last slot */
|
396
|
+
if (x[ix_arr[i]] < 0) {
|
397
|
+
buffer_cat_cnt[ncat_x]++;
|
398
|
+
buffer_cat_sum[ncat_x] += z_score(y[ix_arr[i]], ymean, sd_y_d);
|
399
|
+
buffer_cat_sum_sq[ncat_x] += square(z_score(y[ix_arr[i]], ymean, sd_y_d));
|
400
|
+
} else {
|
401
|
+
buffer_cat_cnt[ x[ix_arr[i]] ]++;
|
402
|
+
buffer_cat_sum[ x[ix_arr[i]] ] += z_score(y[ix_arr[i]], ymean, sd_y_d);
|
403
|
+
buffer_cat_sum_sq[ x[ix_arr[i]] ] += square(z_score(y[ix_arr[i]], ymean, sd_y_d));
|
404
|
+
}
|
405
|
+
}
|
406
|
+
|
407
|
+
} else {
|
408
|
+
|
409
|
+
buffer_cat_cnt[ncat_x] = 0;
|
410
|
+
for (size_t i = st; i <= end; i++) {
|
411
|
+
buffer_cat_cnt[ x[ix_arr[i]] ]++;
|
412
|
+
buffer_cat_sum[ x[ix_arr[i]] ] += z_score(y[ix_arr[i]], ymean, sd_y_d);
|
413
|
+
buffer_cat_sum_sq[ x[ix_arr[i]] ] += square(z_score(y[ix_arr[i]], ymean, sd_y_d));
|
414
|
+
}
|
415
|
+
|
416
|
+
}
|
417
|
+
|
418
|
+
/* set NAs to their own branch */
|
419
|
+
if (buffer_cat_cnt[ncat_x] > 0) {
|
420
|
+
split_info.NA_branch = {buffer_cat_cnt[ncat_x], buffer_cat_sum[ncat_x], buffer_cat_sum_sq[ncat_x]};
|
421
|
+
}
|
422
|
+
|
423
|
+
/* easy case: binary split (only one possible split point) */
|
424
|
+
if (ncat_x == 2) {
|
425
|
+
|
426
|
+
/* must still meet minimum size requirements */
|
427
|
+
if (buffer_cat_cnt[0] < min_size || buffer_cat_cnt[1] < min_size) return;
|
428
|
+
|
429
|
+
split_info.left_branch = {buffer_cat_cnt[0], buffer_cat_sum[0], buffer_cat_sum_sq[0]};
|
430
|
+
split_info.right_branch = {buffer_cat_cnt[1], buffer_cat_sum[1], buffer_cat_sum_sq[1]};
|
431
|
+
*gain = numeric_gain(split_info, 1.0) * sd_y;
|
432
|
+
split_subset[0] = 1;
|
433
|
+
}
|
434
|
+
|
435
|
+
/* subset and ordinal splits */
|
436
|
+
else {
|
437
|
+
|
438
|
+
/* put all the categories on the right branch */
|
439
|
+
for (size_t cat = 0; cat < ncat_x; cat++) {
|
440
|
+
split_info.right_branch.cnt += buffer_cat_cnt[cat];
|
441
|
+
split_info.right_branch.sum += buffer_cat_sum[cat];
|
442
|
+
split_info.right_branch.sum_sq += buffer_cat_sum_sq[cat];
|
443
|
+
}
|
444
|
+
|
445
|
+
/* if it's an ordinal variable, must respect the order */
|
446
|
+
for (size_t cat = 0; cat < ncat_x; cat++) buffer_cat_sorted[cat] = cat;
|
447
|
+
|
448
|
+
if (!x_is_ordinal) {
|
449
|
+
/* otherwise, sort the categories according to their mean of y */
|
450
|
+
|
451
|
+
/* first remove zero-counts */
|
452
|
+
st_cat = move_zero_count_to_front(buffer_cat_sorted, buffer_cat_cnt, ncat_x);
|
453
|
+
|
454
|
+
/* then sort */
|
455
|
+
std::sort(buffer_cat_sorted + st_cat, buffer_cat_sorted + ncat_x,
|
456
|
+
[&buffer_cat_sum, &buffer_cat_cnt](const size_t a, const size_t b)
|
457
|
+
{
|
458
|
+
return (buffer_cat_sum[a] / (long double) buffer_cat_cnt[a]) >
|
459
|
+
(buffer_cat_sum[b] / (long double) buffer_cat_cnt[b]);
|
460
|
+
});
|
461
|
+
}
|
462
|
+
|
463
|
+
/* try moving each category to the left branch in the given order */
|
464
|
+
for (size_t cat = st_cat; cat < ncat_x; cat++) {
|
465
|
+
split_info.right_branch.cnt -= buffer_cat_cnt[ buffer_cat_sorted[cat] ];
|
466
|
+
split_info.right_branch.sum -= buffer_cat_sum[ buffer_cat_sorted[cat] ];
|
467
|
+
split_info.right_branch.sum_sq -= buffer_cat_sum_sq[ buffer_cat_sorted[cat] ];
|
468
|
+
|
469
|
+
split_info.left_branch.cnt += buffer_cat_cnt[ buffer_cat_sorted[cat] ];
|
470
|
+
split_info.left_branch.sum += buffer_cat_sum[ buffer_cat_sorted[cat] ];
|
471
|
+
split_info.left_branch.sum_sq += buffer_cat_sum_sq[ buffer_cat_sorted[cat] ];
|
472
|
+
|
473
|
+
/* see if it meets minimum split sizes */
|
474
|
+
if (split_info.left_branch.cnt < min_size || split_info.right_branch.cnt < min_size) continue;
|
475
|
+
|
476
|
+
/* calculate the gain */
|
477
|
+
this_gain = numeric_gain(split_info, 1.0);
|
478
|
+
if (this_gain > *gain) {
|
479
|
+
*gain = this_gain * sd_y;
|
480
|
+
if (!x_is_ordinal)
|
481
|
+
subset_to_onehot(buffer_cat_sorted, cat, ncat_x, split_subset);
|
482
|
+
else
|
483
|
+
*split_point = (int) cat;
|
484
|
+
}
|
485
|
+
}
|
486
|
+
|
487
|
+
/* if it's categorical, set the non-present categories to -1 */
|
488
|
+
if (!is_na_or_inf(*gain) && !x_is_ordinal) flag_zero_counts(split_subset, buffer_cat_cnt, ncat_x);
|
489
|
+
|
490
|
+
}
|
491
|
+
|
492
|
+
}
|
493
|
+
|
494
|
+
|
495
|
+
|
496
|
+
/* Calculate gain from splitting a categorical column by a numeric column
|
497
|
+
*
|
498
|
+
* Function splits into two subsets + NAs on their own branch
|
499
|
+
*
|
500
|
+
* Parameters
|
501
|
+
* - ix_arr[n] (in)
|
502
|
+
* Array containing the indices at which 'x' and 'y' can be accessed, considering only the
|
503
|
+
* elements between st and end (i.e. ix_arr[st:end], inclusive of both ends)
|
504
|
+
* (Note: will be modified in-place)
|
505
|
+
* - st (in)
|
506
|
+
* See above.
|
507
|
+
* - end (in)
|
508
|
+
* See above.
|
509
|
+
* - x[n] (in)
|
510
|
+
* Numerical column from which a split predicting 'y' will be calculated.
|
511
|
+
* - y[n] (in)
|
512
|
+
* Categorical column whose distributions are to be split by 'x'.
|
513
|
+
* Must not contain missing values (which are encoded as negative integers).
|
514
|
+
* - ncat_y (in)
|
515
|
+
* Number of categories in 'y' (excluding NAs, which are encoded as negative integers).
|
516
|
+
* - base_info (in)
|
517
|
+
* Base information for the 'y' counts before splitting.
|
518
|
+
* (:= N*log(N) - sum_i..m N_i*log(N_i))
|
519
|
+
* - buffer_cat_cnt[ncat_y * 3] (temp)
|
520
|
+
* Array where temporary data for each category will be written into.
|
521
|
+
* - has_na (in)
|
522
|
+
* Whether 'x' can have missing values or not.
|
523
|
+
* - min_size (in)
|
524
|
+
* Minimum number of elements that can be in a split.
|
525
|
+
* - gain (out)
|
526
|
+
* Gain calculated on the best split found. If no split is possible, will return -Inf.
|
527
|
+
* - split_point (out)
|
528
|
+
* Threshold for splitting on values of 'x'. If no split is posible, will return -Inf.
|
529
|
+
* - split_left (out)
|
530
|
+
* Index at which the data is split between the two branches (includes last from left branch).
|
531
|
+
* - split_NA (out)
|
532
|
+
* Index at which the NA data is separated from the other branches
|
533
|
+
*/
|
534
|
+
void split_numericx_categy(size_t *restrict ix_arr, size_t st, size_t end, double *restrict x, int *restrict y,
|
535
|
+
size_t ncat_y, long double base_info, size_t *restrict buffer_cat_cnt,
|
536
|
+
bool has_na, size_t min_size, bool take_mid, long double *restrict gain, double *restrict split_point,
|
537
|
+
size_t *restrict split_left, size_t *restrict split_NA)
|
538
|
+
{
|
539
|
+
*gain = -HUGE_VAL;
|
540
|
+
*split_point = -HUGE_VAL;
|
541
|
+
size_t st_non_na;
|
542
|
+
long double this_gain;
|
543
|
+
CategSplit split_info;
|
544
|
+
split_info.ncat = ncat_y;
|
545
|
+
split_info.tot = end - st + 1;
|
546
|
+
|
547
|
+
/* check that there are enough observations for a split */
|
548
|
+
if ((end - st + 1) < (2 * min_size)) return;
|
549
|
+
|
550
|
+
/* will divide into 3 branches: NA, <= p, > p */
|
551
|
+
memset(buffer_cat_cnt, 0, 3 * ncat_y * sizeof(size_t));
|
552
|
+
split_info.NA_branch = buffer_cat_cnt;
|
553
|
+
split_info.left_branch = buffer_cat_cnt + ncat_y;
|
554
|
+
split_info.right_branch = buffer_cat_cnt + 2 * ncat_y;
|
555
|
+
|
556
|
+
/* move all NAs of X to the front */
|
557
|
+
if (has_na) {
|
558
|
+
st_non_na = move_NAs_to_front(ix_arr, x, st, end, false);
|
559
|
+
} else { st_non_na = st; }
|
560
|
+
*split_NA = st_non_na;
|
561
|
+
|
562
|
+
/* assign NAs to their own branch */
|
563
|
+
split_info.size_NA = st_non_na - st;
|
564
|
+
if (st_non_na > st) {
|
565
|
+
|
566
|
+
/* first check that it's still possible to split */
|
567
|
+
if ((end - st_non_na + 1) < (2 * min_size)) return;
|
568
|
+
|
569
|
+
for (size_t i = st; i < st_non_na; i++) split_info.NA_branch[ y[ix_arr[i]] ]++;
|
570
|
+
}
|
571
|
+
|
572
|
+
/* sort the remaining non-NA values in ascending order */
|
573
|
+
std::sort(ix_arr + st_non_na, ix_arr + end + 1, [&x](const size_t a, const size_t b){return x[a] < x[b];});
|
574
|
+
|
575
|
+
/* put all observations on the right branch */
|
576
|
+
for (size_t i = st_non_na; i <= end; i++) split_info.right_branch[ y[ix_arr[i]] ]++;
|
577
|
+
|
578
|
+
/* look for the best split point, by moving one observation at a time to the left branch*/
|
579
|
+
for (size_t i = st_non_na; i <= (end - min_size); i++) {
|
580
|
+
split_info.right_branch[ y[ix_arr[i]] ]--;
|
581
|
+
split_info.left_branch [ y[ix_arr[i]] ]++;
|
582
|
+
split_info.size_left = i - st_non_na + 1;
|
583
|
+
split_info.size_right = end - i;
|
584
|
+
|
585
|
+
/* check that split meets minimum criteria (size on right branch is controlled in loop condition) */
|
586
|
+
if (split_info.size_left < min_size) continue;
|
587
|
+
|
588
|
+
/* check that value is not repeated next -- note that condition in loop prevents out-of-bounds access */
|
589
|
+
if (x[ix_arr[i]] == x[ix_arr[i + 1]]) continue;
|
590
|
+
|
591
|
+
/* evaluate gain at this split point */
|
592
|
+
this_gain = categ_gain(split_info, base_info);
|
593
|
+
if (this_gain > *gain) {
|
594
|
+
*gain = this_gain;
|
595
|
+
*split_point = take_mid? (avg_between(x[ix_arr[i]], x[ix_arr[i + 1]])) : (x[ix_arr[i]]);
|
596
|
+
*split_left = i;
|
597
|
+
}
|
598
|
+
}
|
599
|
+
}
|
600
|
+
|
601
|
+
/* Calculate gain from splitting a categorical column by an ordinal column
|
602
|
+
*
|
603
|
+
* Function splits into two subsets + NAs on their own branch
|
604
|
+
*
|
605
|
+
* Parameters
|
606
|
+
* - ix_arr[n] (in)
|
607
|
+
* Array containing the indices at which 'x' and 'y' can be accessed, considering only the
|
608
|
+
* elements between st and end (i.e. ix_arr[st:end], inclusive of both ends)
|
609
|
+
* (Note: will be modified in-place)
|
610
|
+
* - st (in)
|
611
|
+
* See above.
|
612
|
+
* - end (in)
|
613
|
+
* See above.
|
614
|
+
* - x[n] (in)
|
615
|
+
* Ordinal column from which a split predicting 'y' will be calculated.
|
616
|
+
* Missing values must be encoded as negative integers.
|
617
|
+
* - y[n] (in)
|
618
|
+
* Categorical column whose distributions are to be split by 'x'.
|
619
|
+
* Must not contain missing values (which are encoded as negative integers).
|
620
|
+
* - ncat_y (in)
|
621
|
+
* Number of categories in 'y' (excluding NAs, which are encoded as negative integers).
|
622
|
+
* - ncat_x (in)
|
623
|
+
* Number of categories in 'x' (excluding NAs, which are encoded as negative integers).
|
624
|
+
* - base_info (in)
|
625
|
+
* Base information for the 'y' counts before splitting.
|
626
|
+
* (:= N*log(N) - sum_i..m N_i*log(N_i))
|
627
|
+
* - buffer_cat_cnt[ncat_y * 3] (temp)
|
628
|
+
* Array where temporary data for each category will be written into.
|
629
|
+
* - buffer_crosstab[ncat_x * ncat_y] (temp)
|
630
|
+
* See above.
|
631
|
+
* - buffer_ord_cnt[ncat_x] (temp)
|
632
|
+
* See above.
|
633
|
+
* - has_na (in)
|
634
|
+
* Whether 'x' can have missing values or not.
|
635
|
+
* - min_size (in)
|
636
|
+
* Minimum number of elements that can be in a split.
|
637
|
+
* - gain (out)
|
638
|
+
* Gain calculated on the best split found. If no split is possible, will return -Inf.
|
639
|
+
* - split_point (out)
|
640
|
+
* Threshold for splitting on values of 'x'. If no split is posible, will return -1.
|
641
|
+
*/
|
642
|
+
void split_ordx_categy(size_t *restrict ix_arr, size_t st, size_t end, int *restrict x, int *restrict y,
|
643
|
+
size_t ncat_y, size_t ncat_x, long double base_info,
|
644
|
+
size_t *restrict buffer_cat_cnt, size_t *restrict buffer_crosstab, size_t *restrict buffer_ord_cnt,
|
645
|
+
bool has_na, size_t min_size, long double *gain, int *split_point)
|
646
|
+
{
|
647
|
+
*gain = -HUGE_VAL;
|
648
|
+
*split_point = -1;
|
649
|
+
size_t st_non_na;
|
650
|
+
long double this_gain;
|
651
|
+
CategSplit split_info;
|
652
|
+
split_info.ncat = ncat_y;
|
653
|
+
split_info.tot = end - st + 1;
|
654
|
+
|
655
|
+
/* check that there are enough observations for a split */
|
656
|
+
if ((end - st + 1) < (2 * min_size)) return;
|
657
|
+
|
658
|
+
/* will divide into 3 branches: NA, <= p, > p */
|
659
|
+
memset(buffer_cat_cnt, 0, 3 * ncat_y * sizeof(size_t));
|
660
|
+
split_info.NA_branch = buffer_cat_cnt;
|
661
|
+
split_info.left_branch = buffer_cat_cnt + ncat_y;
|
662
|
+
split_info.right_branch = buffer_cat_cnt + 2 * ncat_y;
|
663
|
+
|
664
|
+
/* move all NAs of X to the front */
|
665
|
+
if (has_na) {
|
666
|
+
st_non_na = move_NAs_to_front(ix_arr, x, st, end);
|
667
|
+
} else { st_non_na = st; }
|
668
|
+
|
669
|
+
/* assign NAs to their own branch */
|
670
|
+
split_info.size_NA = st_non_na - st;
|
671
|
+
if (st_non_na > st) {
|
672
|
+
|
673
|
+
/* first check that it's still possible to split */
|
674
|
+
if ((end - st_non_na + 1) < (2 * min_size)) return;
|
675
|
+
|
676
|
+
for (size_t i = st; i < st_non_na; i++) split_info.NA_branch[ y[ix_arr[i]] ]++;
|
677
|
+
}
|
678
|
+
|
679
|
+
/* calculate cross-table on the non-missing cases, and put all observations in the right branch */
|
680
|
+
memset(buffer_crosstab, 0, ncat_y * ncat_x * sizeof(size_t));
|
681
|
+
memset(buffer_ord_cnt, 0, ncat_x * sizeof(size_t));
|
682
|
+
for (size_t i = st_non_na; i <= end; i++) {
|
683
|
+
buffer_crosstab[ y[ix_arr[i]] + ncat_y * x[ix_arr[i]] ]++;
|
684
|
+
buffer_ord_cnt [ x[ix_arr[i]] ]++;
|
685
|
+
split_info.right_branch[ y[ix_arr[i]] ]++;
|
686
|
+
}
|
687
|
+
split_info.size_right = end - st_non_na + 1;
|
688
|
+
split_info.size_left = 0;
|
689
|
+
|
690
|
+
/* look for the best split point, by moving one observation at a time to the left branch*/
|
691
|
+
for (size_t ord_cat = 0; ord_cat < (ncat_x - 1); ord_cat++) {
|
692
|
+
|
693
|
+
for (size_t moved_cat = 0; moved_cat < ncat_y; moved_cat++) {
|
694
|
+
split_info.right_branch[ moved_cat ] -= buffer_crosstab[ moved_cat + ncat_y * ord_cat ];
|
695
|
+
split_info.left_branch [ moved_cat ] += buffer_crosstab[ moved_cat + ncat_y * ord_cat ];
|
696
|
+
}
|
697
|
+
split_info.size_right -= buffer_ord_cnt[ord_cat];
|
698
|
+
split_info.size_left += buffer_ord_cnt[ord_cat];
|
699
|
+
|
700
|
+
/* check that split meets minimum criteria */
|
701
|
+
if (split_info.size_left < min_size || split_info.size_right < min_size) continue;
|
702
|
+
|
703
|
+
/* evaluate gain at this split point */
|
704
|
+
this_gain = categ_gain(split_info, base_info);
|
705
|
+
if (this_gain > *gain) {
|
706
|
+
*gain = this_gain;
|
707
|
+
*split_point = ord_cat;
|
708
|
+
}
|
709
|
+
}
|
710
|
+
}
|
711
|
+
|
712
|
+
|
713
|
+
/* Calculate gain from splitting a binary column by a categorical column
|
714
|
+
*
|
715
|
+
* Function splits into two subsets + NAs on their own branch
|
716
|
+
*
|
717
|
+
* Parameters
|
718
|
+
* - ix_arr[n] (in)
|
719
|
+
* Array containing the indices at which 'x' and 'y' can be accessed, considering only the
|
720
|
+
* elements between st and end (i.e. ix_arr[st:end], inclusive of both ends)
|
721
|
+
* (Note: will be modified in-place)
|
722
|
+
* - st (in)
|
723
|
+
* See above.
|
724
|
+
* - end (in)
|
725
|
+
* See above.
|
726
|
+
* - x[n] (in)
|
727
|
+
* Categorical column from which a split predicting 'y' will be calculated.
|
728
|
+
* Missing values must be encoded as negative integers.
|
729
|
+
* - y[n] (in)
|
730
|
+
* Binary column whose distributions are to be split by 'x'.
|
731
|
+
* Must not contain missing values (which are encoded as negative integers).
|
732
|
+
* - ncat_x (in)
|
733
|
+
* Number of categories in 'x' (excluding NAs, which are encoded as negative integers).
|
734
|
+
* - base_info (in)
|
735
|
+
* Base information for the 'y' counts before splitting.
|
736
|
+
* (:= N*log(N) - sum_i..m N_i*log(N_i))
|
737
|
+
* - buffer_cat_cnt[ncat_x] (temp)
|
738
|
+
* Array where temporary data for each category will be written into.
|
739
|
+
* - buffer_crosstab[2 * ncat_x] (temp)
|
740
|
+
* See above.
|
741
|
+
* - buffer_cat_sorted[ncat_x] (temp)
|
742
|
+
* See above.
|
743
|
+
* - has_na (in)
|
744
|
+
* Whether 'x' can have missing values or not.
|
745
|
+
* - min_size (in)
|
746
|
+
* Minimum number of elements that can be in a split.
|
747
|
+
* - gain (out)
|
748
|
+
* Gain calculated on the best split found. If no split is possible, will return -Inf.
|
749
|
+
* - split_subset[ncat_x] (out)
|
750
|
+
* Array that will indicate which categories go into the left branch in the chosen split.
|
751
|
+
* (value of 1 means it's on the left branch, 0 in the right branch, -1 not applicable)
|
752
|
+
*/
|
753
|
+
void split_categx_biny(size_t *restrict ix_arr, size_t st, size_t end, int *restrict x, int *restrict y,
|
754
|
+
size_t ncat_x, long double base_info,
|
755
|
+
size_t *restrict buffer_cat_cnt, size_t *restrict buffer_crosstab, size_t *restrict buffer_cat_sorted,
|
756
|
+
bool has_na, size_t min_size, long double *gain, char *restrict split_subset)
|
757
|
+
{
|
758
|
+
*gain = -HUGE_VAL;
|
759
|
+
size_t st_non_na;
|
760
|
+
long double this_gain;
|
761
|
+
size_t buffer_fixed_size[6] = {0};
|
762
|
+
CategSplit split_info;
|
763
|
+
size_t st_cat;
|
764
|
+
split_info.ncat = 2;
|
765
|
+
split_info.tot = end - st + 1;
|
766
|
+
|
767
|
+
/* check that there are enough observations for a split */
|
768
|
+
if ((end - st + 1) < (2 * min_size)) return;
|
769
|
+
|
770
|
+
/* will divide into 3 branches: NA, <= p, > p */
|
771
|
+
split_info.NA_branch = buffer_fixed_size;
|
772
|
+
split_info.left_branch = buffer_fixed_size + 2;
|
773
|
+
split_info.right_branch = buffer_fixed_size + 2 * 2;
|
774
|
+
|
775
|
+
/* move all NAs of X to the front */
|
776
|
+
if (has_na) {
|
777
|
+
st_non_na = move_NAs_to_front(ix_arr, x, st, end);
|
778
|
+
} else { st_non_na = st; }
|
779
|
+
|
780
|
+
/* assign NAs to their own branch */
|
781
|
+
split_info.size_NA = st_non_na - st;
|
782
|
+
if (st_non_na > st) {
|
783
|
+
|
784
|
+
/* first check that it's still possible to split */
|
785
|
+
if ((end - st_non_na + 1) < (2 * min_size)) return;
|
786
|
+
|
787
|
+
for (size_t i = st; i < st_non_na; i++) split_info.NA_branch[ y[ix_arr[i]] ]++;
|
788
|
+
}
|
789
|
+
|
790
|
+
/* calculate cross-table on the non-missing cases, and put all observations in the right branch */
|
791
|
+
memset(buffer_crosstab, 0, 2 * ncat_x * sizeof(size_t));
|
792
|
+
memset(buffer_cat_cnt, 0, ncat_x * sizeof(size_t));
|
793
|
+
for (size_t i = st_non_na; i <= end; i++) {
|
794
|
+
buffer_crosstab[ y[ix_arr[i]] + 2 * x[ix_arr[i]] ]++;
|
795
|
+
buffer_cat_cnt [ x[ix_arr[i]] ]++;
|
796
|
+
split_info.right_branch[ y[ix_arr[i]] ]++;
|
797
|
+
}
|
798
|
+
split_info.size_right = end - st_non_na + 1;
|
799
|
+
split_info.size_left = 0;
|
800
|
+
|
801
|
+
/* sort the categories according to their mean of y */
|
802
|
+
for (size_t cat = 0; cat < ncat_x; cat++) buffer_cat_sorted[cat] = cat;
|
803
|
+
st_cat = move_zero_count_to_front(buffer_cat_sorted, buffer_cat_cnt, ncat_x);
|
804
|
+
std::sort(buffer_cat_sorted + st_cat, buffer_cat_sorted + ncat_x,
|
805
|
+
[&buffer_crosstab, &buffer_cat_cnt](const size_t a, const size_t b)
|
806
|
+
{
|
807
|
+
return ((long double) buffer_crosstab[2 * a] / (long double) buffer_cat_cnt[a]) >
|
808
|
+
((long double) buffer_crosstab[2 * b] / (long double) buffer_cat_cnt[b]);
|
809
|
+
});
|
810
|
+
|
811
|
+
/* look for the best split subset, by moving one category at a time to the left branch*/
|
812
|
+
for (size_t cat = st_cat; cat < (ncat_x - 1); cat++) {
|
813
|
+
|
814
|
+
split_info.right_branch[0] -= buffer_crosstab[2 * buffer_cat_sorted[cat]];
|
815
|
+
split_info.right_branch[1] -= buffer_crosstab[2 * buffer_cat_sorted[cat] + 1];
|
816
|
+
split_info.left_branch [0] += buffer_crosstab[2 * buffer_cat_sorted[cat]];
|
817
|
+
split_info.left_branch [1] += buffer_crosstab[2 * buffer_cat_sorted[cat] + 1];
|
818
|
+
split_info.size_right -= buffer_cat_cnt [buffer_cat_sorted[cat]];
|
819
|
+
split_info.size_left += buffer_cat_cnt [buffer_cat_sorted[cat]];
|
820
|
+
|
821
|
+
/* check that split meets minimum criteria */
|
822
|
+
if (split_info.size_left < min_size || split_info.size_right < min_size) continue;
|
823
|
+
|
824
|
+
/* evaluate gain at this split point */
|
825
|
+
this_gain = categ_gain(split_info, base_info);
|
826
|
+
if (this_gain > *gain) {
|
827
|
+
*gain = this_gain;
|
828
|
+
subset_to_onehot(buffer_cat_sorted, cat, ncat_x, split_subset);
|
829
|
+
}
|
830
|
+
}
|
831
|
+
if (!is_na_or_inf(*gain)) flag_zero_counts(split_subset, buffer_cat_cnt, ncat_x);
|
832
|
+
}
|
833
|
+
|
834
|
+
|
835
|
+
/* Calculate gain from splitting a categorical columns by another categorical column
|
836
|
+
*
|
837
|
+
* Function splits into one branch per category of 'x'
|
838
|
+
*
|
839
|
+
* Parameters
|
840
|
+
* - ix_arr[n] (in)
|
841
|
+
* Array containing the indices at which 'x' and 'y' can be accessed, considering only the
|
842
|
+
* elements between st and end (i.e. ix_arr[st:end], inclusive of both ends)
|
843
|
+
* (Note: will be modified in-place)
|
844
|
+
* - st (in)
|
845
|
+
* See above.
|
846
|
+
* - end (in)
|
847
|
+
* See above.
|
848
|
+
* - x[n] (in)
|
849
|
+
* Categorical column from which a split predicting 'y' will be calculated.
|
850
|
+
* Missing values must be encoded as negative integers.
|
851
|
+
* - y[n] (in)
|
852
|
+
* Categorical column whose distributions are to be split by 'x'.
|
853
|
+
* Must not contain missing values (which are encoded as negative integers).
|
854
|
+
* - ncat_x (in)
|
855
|
+
* Number of categories in 'x' (excluding NAs, which are encoded as negative integers).
|
856
|
+
* - ncat_y (in)
|
857
|
+
* Number of categories in 'y'.
|
858
|
+
* - base_info (in)
|
859
|
+
* Base information for the 'y' counts before splitting.
|
860
|
+
* (:= N*log(N) - sum_i..m N_i*log(N_i))
|
861
|
+
* - buffer_cat_cnt[ncat_x + 1] (temp)
|
862
|
+
* Array where temporary data for each category will be written into.
|
863
|
+
* - buffer_crosstab[(ncat_x + 1) * ncat_y] (temp)
|
864
|
+
* See above.
|
865
|
+
* - has_na (in)
|
866
|
+
* Whether 'x' can have missing values or not.
|
867
|
+
* - gain (out)
|
868
|
+
* Gain calculated on the split. If no split is possible, will return -Inf.
|
869
|
+
*/
|
870
|
+
void split_categx_categy_separate(size_t *restrict ix_arr, size_t st, size_t end, int *restrict x, int *restrict y,
|
871
|
+
size_t ncat_x, size_t ncat_y, long double base_info,
|
872
|
+
size_t *restrict buffer_cat_cnt, size_t *restrict buffer_crosstab,
|
873
|
+
bool has_na, size_t min_size, long double *gain)
|
874
|
+
{
|
875
|
+
long double this_gain = 0;
|
876
|
+
size_t st_non_na;
|
877
|
+
|
878
|
+
/* move all NAs of X to the front */
|
879
|
+
if (has_na) {
|
880
|
+
st_non_na = move_NAs_to_front(ix_arr, x, st, end);
|
881
|
+
} else { st_non_na = st; }
|
882
|
+
|
883
|
+
/* calculate cross-table on the non-missing cases */
|
884
|
+
memset(buffer_crosstab, 0, ncat_y * (ncat_x + 1) * sizeof(size_t));
|
885
|
+
memset(buffer_cat_cnt, 0, (ncat_x + 1) * sizeof(size_t));
|
886
|
+
for (size_t i = st_non_na; i <= end; i++) {
|
887
|
+
buffer_crosstab[ y[ix_arr[i]] + ncat_y * x[ix_arr[i]] ]++;
|
888
|
+
buffer_cat_cnt [ x[ix_arr[i]] ]++;
|
889
|
+
}
|
890
|
+
|
891
|
+
/* if no category meets the minimum split size, end here */
|
892
|
+
if (*std::max_element(buffer_cat_cnt, buffer_cat_cnt + (ncat_x + 1)) < min_size) {
|
893
|
+
*gain = -HUGE_VAL;
|
894
|
+
return;
|
895
|
+
}
|
896
|
+
|
897
|
+
/* calculate gain for splitting at each category */
|
898
|
+
for (size_t cat = 0; cat < ncat_x; cat++) {
|
899
|
+
this_gain += total_info(buffer_crosstab + cat * ncat_y, ncat_y, buffer_cat_cnt[cat]);
|
900
|
+
}
|
901
|
+
|
902
|
+
/* add the split on missing x */
|
903
|
+
if (st_non_na > st) {
|
904
|
+
for (size_t i = st; i < st_non_na; i++) {
|
905
|
+
buffer_crosstab[ y[ix_arr[i]] + ncat_y * ncat_x ]++;
|
906
|
+
buffer_cat_cnt [ ncat_x ]++;
|
907
|
+
}
|
908
|
+
this_gain += total_info(buffer_crosstab + ncat_x * ncat_y, ncat_y, buffer_cat_cnt[ncat_x]);
|
909
|
+
}
|
910
|
+
|
911
|
+
/* return calculated gain */
|
912
|
+
*gain = (base_info - this_gain) / (long double) (end - st + 1);
|
913
|
+
}
|
914
|
+
|
915
|
+
|
916
|
+
/* Calculate gain from splitting a categorical column by another categorical column
|
917
|
+
*
|
918
|
+
* Function splits into two subsets + NAs on their own branch
|
919
|
+
*
|
920
|
+
* Parameters
|
921
|
+
* - ix_arr[n] (in)
|
922
|
+
* Array containing the indices at which 'x' and 'y' can be accessed, considering only the
|
923
|
+
* elements between st and end (i.e. ix_arr[st:end], inclusive of both ends)
|
924
|
+
* (Note: will be modified in-place)
|
925
|
+
* - st (in)
|
926
|
+
* See above.
|
927
|
+
* - end (in)
|
928
|
+
* See above.
|
929
|
+
* - x[n] (in)
|
930
|
+
* Categorical column from which a split predicting 'y' will be calculated.
|
931
|
+
* Missing values must be encoded as negative integers.
|
932
|
+
* - y[n] (in)
|
933
|
+
* Categorical column whose distributions are to be split by 'x'.
|
934
|
+
* Must not contain missing values (which are encoded as negative integers).
|
935
|
+
* - ncat_x (in)
|
936
|
+
* Number of categories in 'x' (excluding NAs, which are encoded as negative integers).
|
937
|
+
* - ncat_y (in)
|
938
|
+
* Number of categories in 'x'.
|
939
|
+
* - base_info (in)
|
940
|
+
* Base information for the 'y' counts before splitting.
|
941
|
+
* (:= N*log(N) - sum_i..m N_i*log(N_i))
|
942
|
+
* - buffer_cat_cnt[ncat_x] (temp)
|
943
|
+
* Array where temporary data for each category will be written into.
|
944
|
+
* - buffer_crosstab[ncat_x * ncat_y] (temp)
|
945
|
+
* See above.
|
946
|
+
* - buffer_split[3 * ncat_y] (temp)
|
947
|
+
* See above.
|
948
|
+
* - has_na (in)
|
949
|
+
* Whether 'x' can have missing values or not.
|
950
|
+
* - min_size (in)
|
951
|
+
* Minimum number of elements that can be in a split.
|
952
|
+
* - gain (out)
|
953
|
+
* Gain calculated on the best split found. If no split is possible, will return -Inf.
|
954
|
+
* - split_subset[ncat_x] (out)
|
955
|
+
* Array that will indicate which categories go into the left branch in the chosen split.
|
956
|
+
* (value of 1 means it's on the left branch, 0 in the right branch, -1 not applicable)
|
957
|
+
*/
|
958
|
+
void split_categx_categy_subset(size_t *restrict ix_arr, size_t st, size_t end, int *restrict x, int *restrict y,
|
959
|
+
size_t ncat_x, size_t ncat_y, long double base_info,
|
960
|
+
size_t *restrict buffer_cat_cnt, size_t *restrict buffer_crosstab, size_t *restrict buffer_split,
|
961
|
+
bool has_na, size_t min_size, long double *gain, char *restrict split_subset)
|
962
|
+
{
|
963
|
+
*gain = -HUGE_VAL;
|
964
|
+
long double this_gain;
|
965
|
+
size_t best_subset;
|
966
|
+
CategSplit split_info;
|
967
|
+
split_info.tot = end - st + 1;
|
968
|
+
split_info.ncat = ncat_y;
|
969
|
+
size_t st_non_na;
|
970
|
+
|
971
|
+
/* will divide into 3 branches: NA, within subset, outside subset */
|
972
|
+
memset(buffer_split, 0, 3 * ncat_y * sizeof(size_t));
|
973
|
+
split_info.NA_branch = buffer_split;
|
974
|
+
split_info.left_branch = buffer_split + ncat_y;
|
975
|
+
split_info.right_branch = buffer_split + 2 * ncat_y;
|
976
|
+
|
977
|
+
/* move all NAs of X to the front */
|
978
|
+
if (has_na) {
|
979
|
+
st_non_na = move_NAs_to_front(ix_arr, x, st, end);
|
980
|
+
} else { st_non_na = st; }
|
981
|
+
split_info.size_NA = st_non_na - st;
|
982
|
+
|
983
|
+
/* calculate cross-table */
|
984
|
+
memset(buffer_crosstab, 0, ncat_y * ncat_x * sizeof(size_t));
|
985
|
+
memset(buffer_cat_cnt, 0, ncat_x * sizeof(size_t));
|
986
|
+
for (size_t i = st_non_na; i <= end; i++) {
|
987
|
+
buffer_crosstab[ y[ix_arr[i]] + ncat_y * x[ix_arr[i]] ]++;
|
988
|
+
buffer_cat_cnt [ x[ix_arr[i]] ]++;
|
989
|
+
}
|
990
|
+
if (st_non_na > st) {
|
991
|
+
for (size_t i = st; i < st_non_na; i++) {
|
992
|
+
split_info.NA_branch[ y[ix_arr[i]] ]++;
|
993
|
+
}
|
994
|
+
}
|
995
|
+
|
996
|
+
/* put all categories on the right branch */
|
997
|
+
memset(split_info.left_branch, 0, ncat_y * sizeof(size_t));
|
998
|
+
memset(split_info.right_branch, 0, ncat_y * sizeof(size_t));
|
999
|
+
split_info.size_left = 0;
|
1000
|
+
split_info.size_right = 0;
|
1001
|
+
for (size_t catx = 0; catx < ncat_x; catx++) {
|
1002
|
+
for (size_t caty = 0; caty < ncat_y; caty++) {
|
1003
|
+
split_info.right_branch[caty] += buffer_crosstab[caty + catx * ncat_y];
|
1004
|
+
}
|
1005
|
+
split_info.size_right += buffer_cat_cnt[catx];
|
1006
|
+
}
|
1007
|
+
|
1008
|
+
/* TODO: don't loop over categories with zero-counts everywhere */
|
1009
|
+
|
1010
|
+
/* do a brute-force search over all possible subset splits (there's [2^ncat_x - 2] of them) */
|
1011
|
+
size_t curr_exponent = 0;
|
1012
|
+
size_t last_bit;
|
1013
|
+
size_t ncomb = pow2(ncat_x) - 1;
|
1014
|
+
|
1015
|
+
/* iteration is done by putting a category in the left branch if the bit at its
|
1016
|
+
position in the binary representation of the combination number is a 1 */
|
1017
|
+
/* TODO: this would be faster with a depth-first search routine */
|
1018
|
+
for (size_t combin = 1; combin < ncomb; combin++) {
|
1019
|
+
|
1020
|
+
/* at each iteration, move the bits that differ from one branch to the other */
|
1021
|
+
/* note however than when there are few categories, it's actually faster to recalculate
|
1022
|
+
the counts based on the bitset -- this code however still follows this more "smart" way
|
1023
|
+
of moving cateogries when needed, which makes it slightly more scalable */
|
1024
|
+
|
1025
|
+
/* at any given number, the bits can only vary up a certain bit from an increase by one,
|
1026
|
+
which can be obtained from calculating the maximum power of two that is smaller than
|
1027
|
+
the combination number */
|
1028
|
+
if (combin == pow2(curr_exponent)) {
|
1029
|
+
curr_exponent++;
|
1030
|
+
last_bit = (size_t) curr_exponent - 1;
|
1031
|
+
|
1032
|
+
/* when this happens, this specific bit will change from a zero to a one,
|
1033
|
+
while the ones before will change from ones to zeros */
|
1034
|
+
for (size_t caty = 0; caty < ncat_y; caty++) {
|
1035
|
+
split_info.right_branch[caty] -= buffer_crosstab[caty + last_bit * ncat_y];
|
1036
|
+
split_info.left_branch [caty] += buffer_crosstab[caty + last_bit * ncat_y];
|
1037
|
+
}
|
1038
|
+
split_info.size_left += buffer_cat_cnt[last_bit];
|
1039
|
+
split_info.size_right -= buffer_cat_cnt[last_bit];
|
1040
|
+
|
1041
|
+
for (size_t catx = 0; catx < last_bit; catx++) {
|
1042
|
+
for (size_t caty = 0; caty < ncat_y; caty++) {
|
1043
|
+
split_info.left_branch [caty] -= buffer_crosstab[caty + catx * ncat_y];
|
1044
|
+
split_info.right_branch[caty] += buffer_crosstab[caty + catx * ncat_y];
|
1045
|
+
}
|
1046
|
+
split_info.size_left -= buffer_cat_cnt[catx];
|
1047
|
+
split_info.size_right += buffer_cat_cnt[catx];
|
1048
|
+
}
|
1049
|
+
|
1050
|
+
} else {
|
1051
|
+
|
1052
|
+
/* in the regular case, just inspect the bits that come before the exponent in the current
|
1053
|
+
power of two that is less than the combination number, and see if a category needs to be moved */
|
1054
|
+
for (size_t catx = 0; catx < last_bit; catx++) {
|
1055
|
+
if (extract_bit(combin, catx) != extract_bit(combin - 1, catx)) {
|
1056
|
+
|
1057
|
+
if (extract_bit(combin - 1, catx)) {
|
1058
|
+
for (size_t caty = 0; caty < ncat_y; caty++) {
|
1059
|
+
split_info.left_branch [caty] -= buffer_crosstab[caty + catx * ncat_y];
|
1060
|
+
split_info.right_branch[caty] += buffer_crosstab[caty + catx * ncat_y];
|
1061
|
+
}
|
1062
|
+
split_info.size_left -= buffer_cat_cnt[catx];
|
1063
|
+
split_info.size_right += buffer_cat_cnt[catx];
|
1064
|
+
} else {
|
1065
|
+
for (size_t caty = 0; caty < ncat_y; caty++) {
|
1066
|
+
split_info.left_branch [caty] += buffer_crosstab[caty + catx * ncat_y];
|
1067
|
+
split_info.right_branch[caty] -= buffer_crosstab[caty + catx * ncat_y];
|
1068
|
+
}
|
1069
|
+
split_info.size_left += buffer_cat_cnt[catx];
|
1070
|
+
split_info.size_right -= buffer_cat_cnt[catx];
|
1071
|
+
}
|
1072
|
+
|
1073
|
+
}
|
1074
|
+
}
|
1075
|
+
|
1076
|
+
}
|
1077
|
+
|
1078
|
+
/* check that split meets minimum criteria */
|
1079
|
+
if (split_info.size_left < min_size || split_info.size_right < min_size) continue;
|
1080
|
+
|
1081
|
+
/* now evaluate the subset */
|
1082
|
+
this_gain = categ_gain(split_info, base_info);
|
1083
|
+
if (this_gain > *gain) {
|
1084
|
+
*gain = this_gain;
|
1085
|
+
best_subset = combin;
|
1086
|
+
}
|
1087
|
+
|
1088
|
+
}
|
1089
|
+
|
1090
|
+
/* now convert the best subset into a proper array */
|
1091
|
+
if (*gain > -HUGE_VAL) {
|
1092
|
+
for (size_t catx = 0; catx < ncat_x; catx++) {
|
1093
|
+
split_subset[catx] = extract_bit(best_subset, catx);
|
1094
|
+
}
|
1095
|
+
flag_zero_counts(split_subset, buffer_cat_cnt, ncat_x);
|
1096
|
+
}
|
1097
|
+
|
1098
|
+
}
|