agentdb 2.0.0-alpha.2 → 2.0.0-alpha.2.1

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

@@ -1,101 +0,0 @@
-/**
- * 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

@@ -1,278 +0,0 @@
-/**
- * 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

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

@@ -1,68 +0,0 @@
-/**
- * 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

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

@@ -1,160 +0,0 @@
-/**
- * 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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package/dist/malp/index.d.ts

@@ -1,33 +0,0 @@
-/**
- * MALP - Maximum Agreement Linear Predictor
- *
- * A regression library that maximizes the Concordance Correlation Coefficient (CCC)
- * instead of minimizing squared error. Optimized for measurement validation,
- * method comparison, and scenarios requiring high agreement between predictions
- * and observations.
- *
- * @module malp
- *
- * @example
- * ```typescript
- * import { MALPRegressor, compareMALPvsOLS } from 'agentdb/malp';
- *
- * // Fit MALP model
- * const model = new MALPRegressor();
- * model.fit(X, y);
- * const predictions = model.predict(X);
- * const cccScore = model.score(X, y);
- *
- * // Compare with OLS
- * const comparison = compareMALPvsOLS(X_train, y_train, X_test, y_test);
- * console.log(comparison.summary);
- * ```
- */
-export { type Matrix, type Vector, createMatrix, createVector, matVecMultiply, matMatMultiply, transpose, leastSquares, mean, std, variance, covariance, pearsonCorr, dot, norm, vectorAdd, vectorSubtract, scalarMultiply, addIntercept, EPSILON } from './core/linalg';
-export { type CCCComponents, computeCCC, computeCCCGradient, computeCCCHessianDiagonal, cccLoss, interpretCCC, validateCCC } from './core/ccc';
-export { type OptimizerConfig, type OptimizationStep, type OptimizationResult, GradientAscentOptimizer, optimizeMALP, DEFAULT_OPTIMIZER_CONFIG } from './core/optimizer';
-export { type MALPConfig, type MALPRegressorConfig, type FitResult, MALPRegressor, fitMALP, crossValidateMALP, DEFAULT_MALP_CONFIG } from './models/regressor';
-export { type AgreementMetrics, type BlandAltmanAnalysis, computeAgreementMetrics, blandAltmanAnalysis, computePrecisionMetrics, computeBiasMetrics, isAgreementAcceptable, generateAgreementReport } from './metrics/agreement';
-export { type RegressionMetrics, type ComparisonResults, OLSRegressor, computeRegressionMetrics, compareMALPvsOLS, crossValidateComparison } from './metrics/comparison';
-export declare const MALP_VERSION = "1.0.0";
-//# sourceMappingURL=index.d.ts.map