@mark1russell7/rigor-statistics 0.1.7 → 0.1.8

package/README.md

@@ -73,6 +73,31 @@ The band of a curve is `value ± width × RMSE`, from the held-out error of the
 
 The field `nearest` of each place tells how far the place is from a measurement. It goes from 0 to 1, and 0 means that a point was measured there. A viewer can fade the band away from the data. A table cell with the `fallback` value has `nearest` above 0.
 
+### The error of one cell
+
+Each fold keeps one error for each measure. To get the error of a chosen set of points, fit with the option `outOfFold`. Each fold then stores the prediction of each held-out point with a value, on the scale of the model. The default is off, and a record with no option has the same bytes as a record of an earlier version.
+
+`heldOutErrorAt(record, "ms", ids)` gives the fields of `heldOutError` for these points. The baseline of a point is the mean of the training points of its fold. The set of all the points gives the pooled error of the folds, to the rounding of the sums. A test examines this at 24 seeds, with a relative tolerance of 1e-12.
+
+### The reason that a measure is absent
+
+A measure with `null` has no value. To tell why, declare the reasons in the field `reasons` of the data. Then map the measure to a reason in the field `absent` of the point:
+
+```json
+{
+  "reasons": [{ "id": "budget", "label": "Out of budget" }],
+  "points": [{ "id": "p7", "values": { "boxes": 10000 }, "measures": { "ms": null }, "absent": { "ms": "budget" } }]
+}
+```
+
+`parseResponseRecord` refuses a reason on a measure with a number, and a reason with no declaration. A measure with `null` and no reason is good. `fitResponse` treats each of them as `null`, and it keeps the reasons in the record.
+
+`sliceResponse` and `surfaceResponse` give these points in a list `absent`, beside the list `points`. Each item has `id`, `at`, `reason` and `group`. The value of `reason` is `null` when the point states no reason. Thus a chart can draw each reason apart.
+
+### Many levels with few pairs
+
+The default expansion has one product for each pair of levels of two dimensions. Two dimensions with 76 and 33 levels thus give 2508 products, and the limit `RESPONSE_MAX_TERMS` refuses them. With the option `interactions: "seen"`, a ridge fit keeps only the terms that are not 0 at one point or more. This choice looks only at the inputs of the points. A term with no point has the weight 0, so the choice does not change a prediction. The limit applies after the choice.
+
 ## The functions
 
 | Function | What it gives |
@@ -98,7 +123,8 @@ The field `nearest` of each place tells how far the place is from a measurement.
 | `fitResponse(data, options)` | A record of the format `response-records/1`, with one model for each measure and held-out folds. |
 | `parseResponseRecord(value)` | The examination of unknown data. It gives the record, or one fault with a path for each error. |
 | `predictResponse(model, inputs)`, `heldOutError(record, measure)` | The value of a model at one set of inputs, and the error of the folds of a measure. |
-| `sliceResponse(record, measure, options)`, `surfaceResponse(record, measure, options)` | A fitted curve over one dimension, or a fitted surface over two, with the matching measured points, a band and the distance to the nearest measurement. |
+| `heldOutErrorAt(record, measure, ids)` | The held-out error of a chosen set of points, from the predictions of the option `outOfFold`. |
+| `sliceResponse(record, measure, options)`, `surfaceResponse(record, measure, options)` | A fitted curve over one dimension, or a fitted surface over two, with the matching measured points, the matching points with no value, a band and the distance to the nearest measurement. |
 
 Each function throws a RangeError for an empty list, for a NaN and for a parameter out of its range. Thus a missing value cannot make a quiet NaN in a record.
 

package/build/index.d.ts

@@ -216,6 +216,13 @@ interface ResponseMeasure {
   /** The better direction of the value. The value `none` means that no direction is better. */
   readonly direction: "higher" | "lower" | "none";
 }
+/** A declared reason that a measure is absent, for example infeasible, unsupported or out of budget. */
+interface ResponseReason {
+  /** The key of the reason in the field `absent` of a point. */
+  readonly id: string;
+  /** The name that a view shows. */
+  readonly label: string;
+}
 /** One measured point. */
 interface ResponsePoint {
   readonly id: string;
@@ -225,6 +232,8 @@ interface ResponsePoint {
   readonly measures: Readonly<Record<string, number | null>>;
   /** The points of one group stay on one side of each split, for example the repeats of one seed. */
   readonly group?: string;
+  /** The reason of a measure with `null`: a map from the id of the measure to the id of a declared reason. */
+  readonly absent?: Readonly<Record<string, string>>;
 }
 /** One factor of a term: a power of a number dimension, or 1 at a level and 0 at each other level. */
 type ResponseFactor = {
@@ -322,6 +331,11 @@ interface ResponseFold {
   readonly heldOut: readonly string[];
   /** The error of each measure. A measure with no held-out point or no training point has no entry. */
   readonly errors: Readonly<Record<string, ResponseFoldError>>;
+  /**
+   * The prediction of each held-out point with a value, on the scale of the model. The keys are the id of the measure,
+   * then the id of the point. The model of this fold gave them. Only the option `outOfFold` of `fitResponse` writes this field.
+   */
+  readonly predictions?: Readonly<Record<string, Readonly<Record<string, number>>>>;
 }
 /** The data of a record, before a fit. */
 interface ResponseData {
@@ -329,6 +343,8 @@ interface ResponseData {
   readonly name: string;
   readonly dimensions: readonly ResponseDimension[];
   readonly measures: readonly ResponseMeasure[];
+  /** The reasons that a measure of a point can be absent. Each id in the field `absent` of a point is in this list. */
+  readonly reasons?: readonly ResponseReason[];
   readonly points: readonly ResponsePoint[];
 }
 /** A record: the data, one model for each measure, and the folds. */
@@ -404,6 +420,15 @@ interface ResponseSlicePoint {
   readonly value: number;
   readonly group?: string;
 }
+/** A point of a slice that matches the held values and has no value of the measure. */
+interface ResponseAbsentPoint {
+  readonly id: string;
+  /** The value of the varied dimension. */
+  readonly at: ResponseValue;
+  /** The id of the declared reason. The value `null` means that the point states no reason. */
+  readonly reason: string | null;
+  readonly group?: string;
+}
 /** The fitted curve over one dimension, and the measured points that match the held values. */
 interface ResponseSlice {
   readonly measure: string;
@@ -412,6 +437,8 @@ interface ResponseSlice {
   readonly held: Readonly<Record<string, ResponseInputValue>>;
   readonly curve: readonly ResponseCurvePoint[];
   readonly points: readonly ResponseSlicePoint[];
+  /** The points that match the held values and have no value of the measure, each with its reason. */
+  readonly absent: readonly ResponseAbsentPoint[];
   readonly error: ResponseHeldOutError;
 }
 /** A measured point of a surface. */
@@ -422,6 +449,15 @@ interface ResponseSurfacePoint {
   readonly value: number;
   readonly group?: string;
 }
+/** A point of a surface that matches the held values and has no value of the measure. */
+interface ResponseSurfaceAbsentPoint {
+  readonly id: string;
+  /** The values of the two varied dimensions. */
+  readonly at: readonly [ResponseValue, ResponseValue];
+  /** The id of the declared reason. The value `null` means that the point states no reason. */
+  readonly reason: string | null;
+  readonly group?: string;
+}
 /** The fitted surface over two dimensions, and the measured points that match the held values. */
 interface ResponseSurface {
   readonly measure: string;
@@ -433,6 +469,8 @@ interface ResponseSurface {
   /** One row for each value of `y`. Each row has one cell for each value of `x`. */
   readonly cells: readonly (readonly ResponseBand[])[];
   readonly points: readonly ResponseSurfacePoint[];
+  /** The points that match the held values and have no value of the measure, each with its reason. */
+  readonly absent: readonly ResponseSurfaceAbsentPoint[];
   readonly error: ResponseHeldOutError;
 }
 /**
@@ -451,10 +489,24 @@ export declare function predictResponse(model: ResponseModel, inputs: Readonly<R
  * fold has a small effect. The function throws a RangeError when no fold has the measure.
  */
 export declare function heldOutError(record: Pick<ResponseRecord, "folds">, measure: string): ResponseHeldOutError;
+/**
+ * This function gives the held-out error of a chosen set of points, on the scale of the model. It uses the stored
+ * predictions of the option `outOfFold`. Thus a reader can get the error of one cell. The result has the fields of
+ * `heldOutError`, and the set of all the points gives the same values to the rounding of the sums.
+ *
+ * Each point counts at most once. A point with no value of the measure, or with no prediction, adds nothing to `n`.
+ * The baseline of a point is the mean of the training points of its fold.
+ *
+ * The function throws a RangeError for an unknown measure and for a record with no predictions of the measure. It
+ * also throws for an unknown id, for a repeated id, and for a set with no point to score.
+ */
+export declare function heldOutErrorAt(record: ResponseRecord, measure: string, ids: readonly string[]): ResponseHeldOutError;
 /**
  * This function gives a view of a measure over one dimension of a parsed record:
  * - `curve`: the fitted value at each level, or at `steps` values of a continuous dimension, with its band.
  * - `points`: the measured points that match the held values. This list is empty when no point matches them.
+ * - `absent`: the points that match the held values and have no value of the measure, each with its reason. A chart
+ *   can draw each reason apart.
  * - `held`: the value of each other dimension.
  * - `error`: the held-out error.
  *
@@ -515,6 +567,15 @@ type ParsedResponseRecord = {
  * - All the points of a group are in one fold, or all are in no fold. Thus no group is on both sides of a split.
  * - The count `n` of an error is the number of held-out points with a value of the measure.
  * - Each measure has an error in one fold or more.
+ *
+ * These rules apply to the predictions of a fold:
+ * - Each prediction is a finite number of a held-out point of the fold with a value of the measure.
+ * - The fold has a prediction of each such point, and an error of the measure.
+ * - When one fold has predictions of a measure, each fold with an error of the measure has them.
+ *
+ * These rules apply to the reasons of a point:
+ * - Each reason is on a known measure with no number. A measure with `null` and no reason is good.
+ * - Each reason has a declaration in the field `reasons` of the record.
  */
 export declare function parseResponseRecord(value: unknown): ParsedResponseRecord;
 /** The options of `fitResponse`. */
@@ -531,8 +592,11 @@ interface ResponseFitOptions {
    * When true, a ridge fit also has the products of two dimensions, up to `degree`. The default is true. The value
    * false also removes the products of a conditional dimension with the levels of its parent. Thus this option is the
    * way out of the limit `RESPONSE_MAX_TERMS`.
+   *
+   * The value `seen` is the expansion of true, with only the terms that are not 0 at one point or more. Thus a sparse
+   * product of two large sets of levels keeps only the pairs with points. The limit applies after this choice.
    */
-  readonly interactions?: boolean;
+  readonly interactions?: boolean | "seen";
   /** The stated terms of a ridge fit, in place of `degree` and `interactions`. */
   readonly terms?: readonly (readonly ResponseFactor[])[];
   /** The penalties that a ridge fit chooses from, each above 0. The default is `RESPONSE_LAMBDAS`. */
@@ -541,6 +605,11 @@ interface ResponseFitOptions {
   readonly log?: readonly string[];
   /** On a log scale, each smaller value takes this value. With no floor, a value of 0 or less is an error. */
   readonly logFloor?: number;
+  /**
+   * When true, each fold stores the prediction of each held-out point with a value. Then `heldOutErrorAt` gives the error of
+   * a chosen set of points. The default is false, and the record then has no field `predictions`.
+   */
+  readonly outOfFold?: boolean;
 }
 /** The default penalties of a ridge fit. The coordinates are from -1 to 1, so one list suits each record. */
 export declare const RESPONSE_LAMBDAS: readonly number[];
@@ -565,7 +634,10 @@ export declare const RESPONSE_MAX_TERMS = 1024;
  * The penalty: each fold of a ridge fit chooses from `lambdas` with the other folds. Thus the held-out error of a
  * fold is not optimistic. The model of the record chooses with all the folds.
  *
- * The errors: a fold scores the model of the other folds on its held-out points, on the scale of the model.
+ * The errors: a fold scores the model of the other folds on its held-out points, on the scale of the model. With the
+ * option `outOfFold`, the fold also stores the prediction of each of these points.
+ *
+ * The reasons: a measure with a stated reason is `null` for the fit. The field `reasons` of the data stays in the record.
  *
  * The result does not depend on the order of the points, except for the field `points`, which keeps the order of
  * the data. The same data and options give the same bytes in one JavaScript engine.
@@ -796,5 +868,5 @@ interface CalibrationLevel {
 }
 /** The hit rate of each stated level, from the lowest level. */
 export declare function calibration(forecasts: readonly Forecast[]): CalibrationLevel[];
-export type { BootstrapOptions, CalibrationLevel, CategoricalDimension, CompareOptions, Comparison, ContinuousDimension, Corrected, CountInterval, Effect, Forecast, Interval, LeastSquaresFit, LeastSquaresOptions, MedianInterval, NoiseOptions, NoiseState, NoiseVerdict, OrdinalDimension, ParsedResponseRecord, PermutationOptions, PermutationResult, Proportion, QuantileMethod, ResponseBand, ResponseCurvePoint, ResponseData, ResponseDimension, ResponseDimensionBase, ResponseFactor, ResponseFault, ResponseFitOptions, ResponseFold, ResponseFoldError, ResponseHeldOutError, ResponseInputValue, ResponseMeasure, ResponseModel, ResponseModelBase, ResponsePoint, ResponseRecord, ResponseSlice, ResponseSliceOptions, ResponseSlicePoint, ResponseSurface, ResponseSurfaceOptions, ResponseSurfacePoint, ResponseTableCell, ResponseValue, ResponseViewOptions, ResponseWhen, RidgeInput, RidgeInputBase, RidgeLevelInput, RidgeNumberInput, RidgeOptions, RidgeRankInput, RidgeResponseModel, RidgeTerm, Summary, TableResponseModel };
+export type { BootstrapOptions, CalibrationLevel, CategoricalDimension, CompareOptions, Comparison, ContinuousDimension, Corrected, CountInterval, Effect, Forecast, Interval, LeastSquaresFit, LeastSquaresOptions, MedianInterval, NoiseOptions, NoiseState, NoiseVerdict, OrdinalDimension, ParsedResponseRecord, PermutationOptions, PermutationResult, Proportion, QuantileMethod, ResponseAbsentPoint, ResponseBand, ResponseCurvePoint, ResponseData, ResponseDimension, ResponseDimensionBase, ResponseFactor, ResponseFault, ResponseFitOptions, ResponseFold, ResponseFoldError, ResponseHeldOutError, ResponseInputValue, ResponseMeasure, ResponseModel, ResponseModelBase, ResponsePoint, ResponseReason, ResponseRecord, ResponseSlice, ResponseSliceOptions, ResponseSlicePoint, ResponseSurface, ResponseSurfaceAbsentPoint, ResponseSurfaceOptions, ResponseSurfacePoint, ResponseTableCell, ResponseValue, ResponseViewOptions, ResponseWhen, RidgeInput, RidgeInputBase, RidgeLevelInput, RidgeNumberInput, RidgeOptions, RidgeRankInput, RidgeResponseModel, RidgeTerm, Summary, TableResponseModel };
 //# sourceMappingURL=index.d.ts.map

package/build/index.d.ts.map

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