agentdb 1.6.1 → 2.0.0-alpha.2

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

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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

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package/dist/malp/core/linalg.js

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+/**
+ * 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

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

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

@@ -0,0 +1,68 @@
+/**
+ * Gradient Ascent Optimizer for MALP
+ *
+ * Maximizes concordance correlation coefficient through iterative optimization.
+ * Uses adaptive learning rate and convergence detection.
+ */
+export interface OptimizerConfig {
+    learningRate: number;
+    maxIterations: number;
+    tolerance: number;
+    momentum?: number;
+    adaptive?: boolean;
+    verbose?: boolean;
+}
+export interface OptimizationStep {
+    iteration: number;
+    ccc: number;
+    gradientNorm: number;
+    learningRate: number;
+}
+export interface OptimizerResult {
+    weights: number[];
+    finalCCC: number;
+    iterations: number;
+    converged: boolean;
+    history: OptimizationStep[];
+}
+export interface OptimizationResult extends OptimizerResult {
+}
+export declare const DEFAULT_OPTIMIZER_CONFIG: Required<OptimizerConfig>;
+export declare class MALPOptimizer {
+    private config;
+    constructor(config?: Partial<OptimizerConfig>);
+    /**
+     * Optimize weights to maximize CCC between predictions and targets
+     * @param X Feature matrix (n_samples × n_features)
+     * @param y Target values (n_samples)
+     * @param initialWeights Starting weights (optional)
+     */
+    optimize(X: number[][], y: number[], initialWeights?: number[]): OptimizerResult;
+    /**
+     * Compute gradient of CCC with respect to weights
+     * Uses finite differences for numerical gradient
+     */
+    private computeGradient;
+    /**
+     * Compute predictions from features and weights
+     */
+    private predict;
+    /**
+     * Set new configuration
+     */
+    setConfig(config: Partial<OptimizerConfig>): void;
+}
+/**
+ * Perform line search to find optimal learning rate
+ */
+export declare function lineSearch(X: number[][], y: number[], weights: number[], gradient: number[], maxLR?: number, nSteps?: number): number;
+/**
+ * Alias for MALPOptimizer for backward compatibility
+ */
+export declare class GradientAscentOptimizer extends MALPOptimizer {
+}
+/**
+ * Convenience function to optimize MALP weights
+ */
+export declare function optimizeMALP(X: number[][], y: number[], config?: Partial<OptimizerConfig>): OptimizerResult;
+//# sourceMappingURL=optimizer.d.ts.map

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

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package/dist/malp/core/optimizer.js

@@ -0,0 +1,160 @@
+/**
+ * Gradient Ascent Optimizer for MALP
+ *
+ * Maximizes concordance correlation coefficient through iterative optimization.
+ * Uses adaptive learning rate and convergence detection.
+ */
+import { calculateCCC } from './ccc';
+export const DEFAULT_OPTIMIZER_CONFIG = {
+    learningRate: 0.01,
+    maxIterations: 1000,
+    tolerance: 1e-6,
+    momentum: 0.9,
+    adaptive: true,
+    verbose: false
+};
+export class MALPOptimizer {
+    config;
+    constructor(config = {}) {
+        this.config = {
+            learningRate: config.learningRate ?? 0.01,
+            maxIterations: config.maxIterations ?? 1000,
+            tolerance: config.tolerance ?? 1e-6,
+            momentum: config.momentum ?? 0.9,
+            adaptive: config.adaptive ?? true,
+            verbose: config.verbose ?? false
+        };
+    }
+    /**
+     * Optimize weights to maximize CCC between predictions and targets
+     * @param X Feature matrix (n_samples × n_features)
+     * @param y Target values (n_samples)
+     * @param initialWeights Starting weights (optional)
+     */
+    optimize(X, y, initialWeights) {
+        const nSamples = X.length;
+        const nFeatures = X[0].length;
+        // Initialize weights
+        let weights = initialWeights ?? Array(nFeatures).fill(0).map(() => (Math.random() - 0.5) * 0.01);
+        // Velocity for momentum
+        let velocity = Array(nFeatures).fill(0);
+        const history = [];
+        let learningRate = this.config.learningRate;
+        let prevCCC = -Infinity;
+        for (let iter = 0; iter < this.config.maxIterations; iter++) {
+            // Compute predictions
+            const predictions = this.predict(X, weights);
+            // Compute CCC and gradient
+            const cccResult = calculateCCC(predictions, y);
+            const gradient = this.computeGradient(X, y, predictions, cccResult);
+            const gradientNorm = Math.sqrt(gradient.reduce((sum, g) => sum + g * g, 0));
+            // Record history
+            history.push({
+                iteration: iter,
+                ccc: cccResult.ccc,
+                gradientNorm,
+                learningRate
+            });
+            if (this.config.verbose && iter % 100 === 0) {
+                console.log(`Iteration ${iter}: CCC = ${cccResult.ccc.toFixed(6)}, ` +
+                    `Gradient Norm = ${gradientNorm.toFixed(6)}`);
+            }
+            // Check convergence
+            if (gradientNorm < this.config.tolerance) {
+                return {
+                    weights,
+                    finalCCC: cccResult.ccc,
+                    iterations: iter + 1,
+                    converged: true,
+                    history
+                };
+            }
+            // Adaptive learning rate
+            if (this.config.adaptive) {
+                if (cccResult.ccc < prevCCC) {
+                    learningRate *= 0.5; // Reduce if CCC decreased
+                }
+                else if (iter > 0 && cccResult.ccc > prevCCC) {
+                    learningRate *= 1.05; // Increase if improving
+                }
+            }
+            // Update weights with momentum
+            for (let j = 0; j < nFeatures; j++) {
+                velocity[j] = this.config.momentum * velocity[j] +
+                    learningRate * gradient[j];
+                weights[j] += velocity[j];
+            }
+            prevCCC = cccResult.ccc;
+        }
+        // Max iterations reached
+        const finalPredictions = this.predict(X, weights);
+        const finalCCC = calculateCCC(finalPredictions, y).ccc;
+        return {
+            weights,
+            finalCCC,
+            iterations: this.config.maxIterations,
+            converged: false,
+            history
+        };
+    }
+    /**
+     * Compute gradient of CCC with respect to weights
+     * Uses finite differences for numerical gradient
+     */
+    computeGradient(X, y, predictions, cccResult) {
+        const nFeatures = X[0].length;
+        const gradient = Array(nFeatures).fill(0);
+        const epsilon = 1e-5;
+        // Numerical gradient via finite differences
+        for (let j = 0; j < nFeatures; j++) {
+            // Perturb feature contribution
+            const perturbedPreds = predictions.map((pred, i) => pred + epsilon * X[i][j]);
+            const perturbedCCC = calculateCCC(perturbedPreds, y).ccc;
+            gradient[j] = (perturbedCCC - cccResult.ccc) / epsilon;
+        }
+        return gradient;
+    }
+    /**
+     * Compute predictions from features and weights
+     */
+    predict(X, weights) {
+        return X.map(row => row.reduce((sum, val, j) => sum + val * weights[j], 0));
+    }
+    /**
+     * Set new configuration
+     */
+    setConfig(config) {
+        this.config = { ...this.config, ...config };
+    }
+}
+/**
+ * Perform line search to find optimal learning rate
+ */
+export function lineSearch(X, y, weights, gradient, maxLR = 1.0, nSteps = 10) {
+    let bestLR = 0;
+    let bestCCC = -Infinity;
+    for (let i = 0; i <= nSteps; i++) {
+        const lr = (i / nSteps) * maxLR;
+        const testWeights = weights.map((w, j) => w + lr * gradient[j]);
+        const predictions = X.map(row => row.reduce((sum, val, j) => sum + val * testWeights[j], 0));
+        const ccc = calculateCCC(predictions, y).ccc;
+        if (ccc > bestCCC) {
+            bestCCC = ccc;
+            bestLR = lr;
+        }
+    }
+    return bestLR;
+}
+/**
+ * Alias for MALPOptimizer for backward compatibility
+ */
+export class GradientAscentOptimizer extends MALPOptimizer {
+}
+/**
+ * Convenience function to optimize MALP weights
+ */
+export function optimizeMALP(X, y, config = {}) {
+    const optimizer = new MALPOptimizer(config);
+    return optimizer.optimize(X, y);
+}
+//# sourceMappingURL=optimizer.js.map

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