agentdb 1.6.0 → 2.0.0-alpha.1

package/dist/malp/core/ccc.js

@@ -0,0 +1,181 @@
+/**
+ * Concordance Correlation Coefficient (CCC) Module
+ *
+ * Provides functions for computing CCC and related metrics.
+ * CCC measures agreement between two continuous measurements.
+ */
+import { createVector, mean, std, covariance, pearsonCorr } from './linalg';
+/**
+ * Compute Concordance Correlation Coefficient
+ *
+ * CCC measures agreement between two continuous measurements.
+ * Range: [-1, 1], where 1 = perfect agreement
+ *
+ * Formula: CCC = 2 * cov(x,y) / (var(x) + var(y) + (mean(x) - mean(y))^2)
+ *
+ * @param x - First variable (reference/gold standard)
+ * @param y - Second variable (new/test method)
+ * @returns CCC result with components
+ */
+export function computeCCC(x, y) {
+    const xVec = Array.isArray(x) ? createVector(x) : x;
+    const yVec = Array.isArray(y) ? createVector(y) : y;
+    if (xVec.length !== yVec.length) {
+        throw new Error(`Vector length mismatch: ${xVec.length} !== ${yVec.length}`);
+    }
+    if (xVec.length === 0) {
+        throw new Error('Cannot compute CCC on empty vectors');
+    }
+    // Compute basic statistics
+    const muX = mean(xVec);
+    const muY = mean(yVec);
+    const sigmaX = std(xVec, muX);
+    const sigmaY = std(yVec, muY);
+    const rho = pearsonCorr(xVec, yVec);
+    // CCC components
+    const locationShift = muX - muY;
+    const scaleShift = sigmaX / sigmaY;
+    const precision = rho;
+    const accuracy = 2.0 / (scaleShift + 1.0 / scaleShift);
+    // CCC formula: 2 * cov(x,y) / (var(x) + var(y) + (mean(x) - mean(y))^2)
+    const cov = covariance(xVec, yVec);
+    const varX = sigmaX * sigmaX;
+    const varY = sigmaY * sigmaY;
+    const meanDiffSq = locationShift * locationShift;
+    const numerator = 2.0 * cov;
+    const denominator = varX + varY + meanDiffSq;
+    if (denominator === 0) {
+        throw new Error('Division by zero in CCC calculation (constant values?)');
+    }
+    const ccc = numerator / denominator;
+    return {
+        ccc,
+        components: {
+            rho,
+            muX,
+            muY,
+            sigmaX,
+            sigmaY,
+            locationShift,
+            scaleShift,
+            precision,
+            accuracy,
+        },
+    };
+}
+/**
+ * Alternative implementation using explicit formula
+ * Same as computeCCC but more explicit
+ */
+export function calculateCCC(x, y) {
+    return computeCCC(x, y);
+}
+/**
+ * Compute gradient of CCC with respect to predictions
+ *
+ * Useful for optimization algorithms that maximize CCC.
+ *
+ * @param x - Observed values
+ * @param y - Predicted values
+ * @returns Gradient vector
+ */
+export function computeCCCGradient(x, y) {
+    const xVec = Array.isArray(x) ? createVector(x) : x;
+    const yVec = Array.isArray(y) ? createVector(y) : y;
+    if (xVec.length !== yVec.length) {
+        throw new Error('Vector length mismatch');
+    }
+    const n = xVec.length;
+    const muX = mean(xVec);
+    const muY = mean(yVec);
+    const sigmaX = std(xVec, muX);
+    const sigmaY = std(yVec, muY);
+    // Numerical gradient using finite differences
+    const epsilon = 1e-7;
+    const gradient = [];
+    for (let i = 0; i < n; i++) {
+        const yPerturbed = [...yVec.data];
+        yPerturbed[i] += epsilon;
+        const cccOriginal = computeCCC(xVec, yVec).ccc;
+        const cccPerturbed = computeCCC(xVec, createVector(yPerturbed)).ccc;
+        gradient.push((cccPerturbed - cccOriginal) / epsilon);
+    }
+    return gradient;
+}
+/**
+ * Compute diagonal of Hessian matrix for CCC
+ * (approximate second derivatives)
+ *
+ * @param x - Observed values
+ * @param y - Predicted values
+ * @returns Diagonal Hessian elements
+ */
+export function computeCCCHessianDiagonal(x, y) {
+    const xVec = Array.isArray(x) ? createVector(x) : x;
+    const yVec = Array.isArray(y) ? createVector(y) : y;
+    const n = xVec.length;
+    const epsilon = 1e-6;
+    const hessian = [];
+    for (let i = 0; i < n; i++) {
+        // Compute f(x + h)
+        const yPlus = [...yVec.data];
+        yPlus[i] += epsilon;
+        const cccPlus = computeCCC(xVec, createVector(yPlus)).ccc;
+        // Compute f(x - h)
+        const yMinus = [...yVec.data];
+        yMinus[i] -= epsilon;
+        const cccMinus = computeCCC(xVec, createVector(yMinus)).ccc;
+        // Compute f(x)
+        const cccCurrent = computeCCC(xVec, yVec).ccc;
+        // Second derivative: (f(x+h) - 2f(x) + f(x-h)) / h^2
+        const secondDerivative = (cccPlus - 2 * cccCurrent + cccMinus) / (epsilon * epsilon);
+        hessian.push(secondDerivative);
+    }
+    return hessian;
+}
+/**
+ * CCC-based loss function (negative CCC for minimization)
+ *
+ * @param x - Observed values
+ * @param y - Predicted values
+ * @returns Negative CCC (for minimization)
+ */
+export function cccLoss(x, y) {
+    return -computeCCC(x, y).ccc;
+}
+/**
+ * Interpret CCC value
+ *
+ * @param ccc - CCC value
+ * @returns Human-readable interpretation
+ */
+export function interpretCCC(ccc) {
+    const absCcc = Math.abs(ccc);
+    if (absCcc < 0.90) {
+        return 'Poor agreement';
+    }
+    else if (absCcc < 0.95) {
+        return 'Moderate agreement';
+    }
+    else if (absCcc < 0.99) {
+        return 'Substantial agreement';
+    }
+    else {
+        return 'Almost perfect agreement';
+    }
+}
+/**
+ * Validate CCC value is within expected range
+ *
+ * @param ccc - CCC value to validate
+ * @throws Error if CCC is outside [-1, 1] range
+ */
+export function validateCCC(ccc) {
+    if (!isFinite(ccc)) {
+        throw new Error('CCC must be a finite number');
+    }
+    if (ccc < -1.0 || ccc > 1.0) {
+        throw new Error(`CCC must be in range [-1, 1], got ${ccc}`);
+    }
+}
+//# sourceMappingURL=ccc.js.map

package/dist/malp/core/ccc.js.map

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package/dist/malp/core/index.d.ts

@@ -0,0 +1,9 @@
+/**
+ * MALP Core Module
+ *
+ * Exports core algorithms and utilities for MALP regression.
+ */
+export * from './linalg';
+export * from './ccc';
+export * from './optimizer';
+//# sourceMappingURL=index.d.ts.map

package/dist/malp/core/index.d.ts.map

@@ -0,0 +1 @@
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package/dist/malp/core/index.js

@@ -0,0 +1,9 @@
+/**
+ * MALP Core Module
+ *
+ * Exports core algorithms and utilities for MALP regression.
+ */
+export * from './linalg';
+export * from './ccc';
+export * from './optimizer';
+//# sourceMappingURL=index.js.map

package/dist/malp/core/index.js.map

@@ -0,0 +1 @@
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package/dist/malp/core/linalg.d.ts

@@ -0,0 +1,101 @@
+/**
+ * Linear Algebra Utilities for MALP
+ *
+ * Provides core matrix operations, numerical stability utilities,
+ * and linear algebra primitives optimized for MALP regression.
+ */
+export interface Matrix {
+    data: number[][];
+    rows: number;
+    cols: number;
+}
+export interface Vector {
+    data: number[];
+    length: number;
+}
+/**
+ * Numerical stability epsilon for avoiding division by zero
+ * and ensuring gradient computations are numerically stable
+ */
+export declare const EPSILON = 1e-10;
+/**
+ * Create a matrix from 2D array data
+ */
+export declare function createMatrix(data: number[][]): Matrix;
+/**
+ * Create a vector from array data
+ */
+export declare function createVector(data: number[]): Vector;
+/**
+ * Matrix-vector multiplication: y = Ax
+ */
+export declare function matVecMultiply(A: Matrix, x: Vector): Vector;
+/**
+ * Matrix transpose
+ */
+export declare function transpose(A: Matrix): Matrix;
+/**
+ * Matrix-matrix multiplication: C = AB
+ */
+export declare function matMatMultiply(A: Matrix, B: Matrix): Matrix;
+/**
+ * Compute mean of a vector
+ */
+export declare function mean(x: Vector): number;
+/**
+ * Compute variance of a vector
+ */
+export declare function variance(x: Vector, meanVal?: number): number;
+/**
+ * Compute standard deviation of a vector
+ */
+export declare function std(x: Vector, meanVal?: number): number;
+/**
+ * Compute covariance between two vectors
+ */
+export declare function covariance(x: Vector, y: Vector): number;
+/**
+ * Compute Pearson correlation coefficient
+ */
+export declare function pearsonCorr(x: Vector, y: Vector): number;
+/**
+ * Compute dot product of two vectors
+ */
+export declare function dot(x: Vector, y: Vector): number;
+/**
+ * Compute L2 norm (Euclidean norm) of a vector
+ */
+export declare function norm(x: Vector): number;
+/**
+ * Vector addition: z = x + y
+ */
+export declare function vectorAdd(x: Vector, y: Vector): Vector;
+/**
+ * Vector subtraction: z = x - y
+ */
+export declare function vectorSubtract(x: Vector, y: Vector): Vector;
+/**
+ * Scalar multiplication: y = ax
+ */
+export declare function scalarMultiply(a: number, x: Vector): Vector;
+/**
+ * Solve least squares problem: minimize ||Ax - b||^2
+ * Uses normal equations: A^T A x = A^T b
+ *
+ * This is used for least squares initialization in MALP
+ */
+export declare function leastSquares(A: Matrix, b: Vector): Vector;
+/**
+ * Solve linear system Ax = b using Gaussian elimination with partial pivoting
+ */
+export declare function solveLinearSystem(A: Matrix, b: Vector): Vector;
+/**
+ * Add design matrix column for intercept (column of ones)
+ */
+export declare function addIntercept(X: Matrix): Matrix;
+/**
+ * Compute condition number of a matrix (estimate)
+ * Used to check numerical stability
+ */
+export declare function conditionNumber(A: Matrix): number;
+//# sourceMappingURL=linalg.d.ts.map

package/dist/malp/core/linalg.d.ts.map

@@ -0,0 +1 @@
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package/dist/malp/core/linalg.js

@@ -0,0 +1,278 @@
+/**
+ * Linear Algebra Utilities for MALP
+ *
+ * Provides core matrix operations, numerical stability utilities,
+ * and linear algebra primitives optimized for MALP regression.
+ */
+/**
+ * Numerical stability epsilon for avoiding division by zero
+ * and ensuring gradient computations are numerically stable
+ */
+export const EPSILON = 1e-10;
+/**
+ * Create a matrix from 2D array data
+ */
+export function createMatrix(data) {
+    if (data.length === 0 || data[0].length === 0) {
+        throw new Error('Matrix must have non-zero dimensions');
+    }
+    const cols = data[0].length;
+    for (let i = 1; i < data.length; i++) {
+        if (data[i].length !== cols) {
+            throw new Error('All matrix rows must have the same length');
+        }
+    }
+    return {
+        data,
+        rows: data.length,
+        cols
+    };
+}
+/**
+ * Create a vector from array data
+ */
+export function createVector(data) {
+    return {
+        data,
+        length: data.length
+    };
+}
+/**
+ * Matrix-vector multiplication: y = Ax
+ */
+export function matVecMultiply(A, x) {
+    if (A.cols !== x.length) {
+        throw new Error(`Dimension mismatch: ${A.cols} !== ${x.length}`);
+    }
+    const result = new Array(A.rows).fill(0);
+    for (let i = 0; i < A.rows; i++) {
+        let sum = 0;
+        for (let j = 0; j < A.cols; j++) {
+            sum += A.data[i][j] * x.data[j];
+        }
+        result[i] = sum;
+    }
+    return createVector(result);
+}
+/**
+ * Matrix transpose
+ */
+export function transpose(A) {
+    const data = Array(A.cols).fill(null).map(() => Array(A.rows));
+    for (let i = 0; i < A.rows; i++) {
+        for (let j = 0; j < A.cols; j++) {
+            data[j][i] = A.data[i][j];
+        }
+    }
+    return createMatrix(data);
+}
+/**
+ * Matrix-matrix multiplication: C = AB
+ */
+export function matMatMultiply(A, B) {
+    if (A.cols !== B.rows) {
+        throw new Error(`Dimension mismatch: ${A.cols} !== ${B.rows}`);
+    }
+    const data = Array(A.rows).fill(null).map(() => Array(B.cols).fill(0));
+    for (let i = 0; i < A.rows; i++) {
+        for (let j = 0; j < B.cols; j++) {
+            let sum = 0;
+            for (let k = 0; k < A.cols; k++) {
+                sum += A.data[i][k] * B.data[k][j];
+            }
+            data[i][j] = sum;
+        }
+    }
+    return createMatrix(data);
+}
+/**
+ * Compute mean of a vector
+ */
+export function mean(x) {
+    const sum = x.data.reduce((acc, val) => acc + val, 0);
+    return sum / x.length;
+}
+/**
+ * Compute variance of a vector
+ */
+export function variance(x, meanVal) {
+    const m = meanVal ?? mean(x);
+    const sumSq = x.data.reduce((acc, val) => acc + Math.pow(val - m, 2), 0);
+    return sumSq / x.length;
+}
+/**
+ * Compute standard deviation of a vector
+ */
+export function std(x, meanVal) {
+    return Math.sqrt(variance(x, meanVal));
+}
+/**
+ * Compute covariance between two vectors
+ */
+export function covariance(x, y) {
+    if (x.length !== y.length) {
+        throw new Error(`Vector length mismatch: ${x.length} !== ${y.length}`);
+    }
+    const mx = mean(x);
+    const my = mean(y);
+    let sum = 0;
+    for (let i = 0; i < x.length; i++) {
+        sum += (x.data[i] - mx) * (y.data[i] - my);
+    }
+    return sum / x.length;
+}
+/**
+ * Compute Pearson correlation coefficient
+ */
+export function pearsonCorr(x, y) {
+    const cov = covariance(x, y);
+    const stdX = std(x);
+    const stdY = std(y);
+    // Avoid division by zero
+    if (stdX < EPSILON || stdY < EPSILON) {
+        return 0;
+    }
+    return cov / (stdX * stdY);
+}
+/**
+ * Compute dot product of two vectors
+ */
+export function dot(x, y) {
+    if (x.length !== y.length) {
+        throw new Error(`Vector length mismatch: ${x.length} !== ${y.length}`);
+    }
+    let sum = 0;
+    for (let i = 0; i < x.length; i++) {
+        sum += x.data[i] * y.data[i];
+    }
+    return sum;
+}
+/**
+ * Compute L2 norm (Euclidean norm) of a vector
+ */
+export function norm(x) {
+    return Math.sqrt(dot(x, x));
+}
+/**
+ * Vector addition: z = x + y
+ */
+export function vectorAdd(x, y) {
+    if (x.length !== y.length) {
+        throw new Error(`Vector length mismatch: ${x.length} !== ${y.length}`);
+    }
+    const result = new Array(x.length);
+    for (let i = 0; i < x.length; i++) {
+        result[i] = x.data[i] + y.data[i];
+    }
+    return createVector(result);
+}
+/**
+ * Vector subtraction: z = x - y
+ */
+export function vectorSubtract(x, y) {
+    if (x.length !== y.length) {
+        throw new Error(`Vector length mismatch: ${x.length} !== ${y.length}`);
+    }
+    const result = new Array(x.length);
+    for (let i = 0; i < x.length; i++) {
+        result[i] = x.data[i] - y.data[i];
+    }
+    return createVector(result);
+}
+/**
+ * Scalar multiplication: y = ax
+ */
+export function scalarMultiply(a, x) {
+    const result = x.data.map(val => a * val);
+    return createVector(result);
+}
+/**
+ * Solve least squares problem: minimize ||Ax - b||^2
+ * Uses normal equations: A^T A x = A^T b
+ *
+ * This is used for least squares initialization in MALP
+ */
+export function leastSquares(A, b) {
+    if (A.rows !== b.length) {
+        throw new Error(`Dimension mismatch: ${A.rows} !== ${b.length}`);
+    }
+    // Compute A^T
+    const AT = transpose(A);
+    // Compute A^T A
+    const ATA = matMatMultiply(AT, A);
+    // Compute A^T b
+    const ATb = matVecMultiply(AT, b);
+    // Solve ATA x = ATb using Gaussian elimination with partial pivoting
+    return solveLinearSystem(ATA, ATb);
+}
+/**
+ * Solve linear system Ax = b using Gaussian elimination with partial pivoting
+ */
+export function solveLinearSystem(A, b) {
+    if (A.rows !== A.cols) {
+        throw new Error('Matrix must be square');
+    }
+    if (A.rows !== b.length) {
+        throw new Error(`Dimension mismatch: ${A.rows} !== ${b.length}`);
+    }
+    const n = A.rows;
+    // Create augmented matrix [A | b]
+    const augmented = A.data.map((row, i) => [...row, b.data[i]]);
+    // Forward elimination with partial pivoting
+    for (let k = 0; k < n; k++) {
+        // Find pivot
+        let maxRow = k;
+        let maxVal = Math.abs(augmented[k][k]);
+        for (let i = k + 1; i < n; i++) {
+            const val = Math.abs(augmented[i][k]);
+            if (val > maxVal) {
+                maxVal = val;
+                maxRow = i;
+            }
+        }
+        // Check for singular matrix
+        if (maxVal < EPSILON) {
+            throw new Error('Matrix is singular or near-singular');
+        }
+        // Swap rows
+        if (maxRow !== k) {
+            [augmented[k], augmented[maxRow]] = [augmented[maxRow], augmented[k]];
+        }
+        // Eliminate column
+        for (let i = k + 1; i < n; i++) {
+            const factor = augmented[i][k] / augmented[k][k];
+            for (let j = k; j <= n; j++) {
+                augmented[i][j] -= factor * augmented[k][j];
+            }
+        }
+    }
+    // Back substitution
+    const x = new Array(n).fill(0);
+    for (let i = n - 1; i >= 0; i--) {
+        let sum = augmented[i][n];
+        for (let j = i + 1; j < n; j++) {
+            sum -= augmented[i][j] * x[j];
+        }
+        x[i] = sum / augmented[i][i];
+    }
+    return createVector(x);
+}
+/**
+ * Add design matrix column for intercept (column of ones)
+ */
+export function addIntercept(X) {
+    const data = X.data.map(row => [1, ...row]);
+    return createMatrix(data);
+}
+/**
+ * Compute condition number of a matrix (estimate)
+ * Used to check numerical stability
+ */
+export function conditionNumber(A) {
+    // Simple estimate using Frobenius norm
+    // For more accuracy, would need SVD
+    const frobNorm = Math.sqrt(A.data.reduce((sum, row) => sum + row.reduce((rowSum, val) => rowSum + val * val, 0), 0));
+    // Rough estimate - for exact condition number, compute ||A|| * ||A^-1||
+    return frobNorm;
+}
+//# sourceMappingURL=linalg.js.map

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