bartz 0.5.0__py3-none-any.whl → 0.7.0__py3-none-any.whl
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- bartz/BART.py +582 -279
- bartz/__init__.py +3 -3
- bartz/_version.py +1 -1
- bartz/debug.py +1259 -79
- bartz/grove.py +168 -81
- bartz/jaxext/__init__.py +213 -0
- bartz/jaxext/_autobatch.py +238 -0
- bartz/jaxext/scipy/__init__.py +25 -0
- bartz/jaxext/scipy/special.py +240 -0
- bartz/jaxext/scipy/stats.py +36 -0
- bartz/mcmcloop.py +568 -158
- bartz/mcmcstep.py +1722 -926
- bartz/prepcovars.py +142 -44
- {bartz-0.5.0.dist-info → bartz-0.7.0.dist-info}/METADATA +6 -5
- bartz-0.7.0.dist-info/RECORD +17 -0
- {bartz-0.5.0.dist-info → bartz-0.7.0.dist-info}/WHEEL +1 -1
- bartz/jaxext.py +0 -374
- bartz-0.5.0.dist-info/RECORD +0 -13
bartz/prepcovars.py
CHANGED
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@@ -22,64 +22,113 @@
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# OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
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# SOFTWARE.
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"""Functions to preprocess data."""
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import
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from functools import partial
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from jax import jit, vmap
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from jax import numpy as jnp
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from jaxtyping import Array, Float, Integer, Real, UInt
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from bartz.jaxext import autobatch, minimal_unsigned_dtype, unique
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-
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def parse_xinfo(
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xinfo: Float[Array, 'p m'],
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) -> tuple[Float[Array, 'p m'], UInt[Array, ' p']]:
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"""Parse pre-defined splits in the format of the R package BART.
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Parameters
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----------
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xinfo
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A matrix with the cutpoins to use to bin each predictor. Each row shall
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contain a sorted list of cutpoints for a predictor. If there are less
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cutpoints than the number of columns in the matrix, fill the remaining
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cells with NaN.
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`xinfo` shall be a matrix even if `x_train` is a dataframe.
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Returns
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-------
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splits : Float[Array, 'p m']
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`xinfo` modified by replacing nan with a large value.
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max_split : UInt[Array, 'p']
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The number of non-nan elements in each row of `xinfo`.
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"""
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is_not_nan = ~jnp.isnan(xinfo)
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max_split = jnp.sum(is_not_nan, axis=1)
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max_split = max_split.astype(minimal_unsigned_dtype(xinfo.shape[1]))
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huge = _huge_value(xinfo)
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splits = jnp.where(is_not_nan, xinfo, huge)
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return splits, max_split
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@
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def quantilized_splits_from_matrix(
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@partial(jit, static_argnums=(1,))
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def quantilized_splits_from_matrix(
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X: Real[Array, 'p n'], max_bins: int
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) -> tuple[Real[Array, 'p m'], UInt[Array, ' p']]:
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"""
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Determine bins that make the distribution of each predictor uniform.
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Parameters
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----------
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X
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X
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A matrix with `p` predictors and `n` observations.
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max_bins
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max_bins
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The maximum number of bins to produce.
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Returns
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-------
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splits :
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splits : Real[Array, 'p m']
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A matrix containing, for each predictor, the boundaries between bins.
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`m` is ``min(max_bins, n) - 1``, which is an upper bound on the number
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of splits. Each predictor may have a different number of splits; unused
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values at the end of each row are filled with the maximum value
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representable in the type of `X`.
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max_split :
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max_split : UInt[Array, ' p']
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The number of actually used values in each row of `splits`.
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Raises
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------
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ValueError
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If `X` has no columns or if `max_bins` is less than 1.
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"""
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out_length = min(max_bins, X.shape[1]) - 1
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if out_length < 0:
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msg = f'{X.shape[1]=} and {max_bins=}, they should be both at least 1.'
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raise ValueError(msg)
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@partial(autobatch, max_io_nbytes=2**29)
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def quantilize(X):
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# wrap this function because autobatch needs traceable args
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return _quantilized_splits_from_matrix(X, out_length)
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return quantilize(X)
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@
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def _quantilized_splits_from_matrix(
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@partial(vmap, in_axes=(0, None))
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def _quantilized_splits_from_matrix(
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x: Real[Array, 'p n'], out_length: int
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) -> tuple[Real[Array, 'p m'], UInt[Array, ' p']]:
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# find the sorted unique values in x
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huge = _huge_value(x)
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u, actual_length = unique(x, size=x.size, fill_value=huge)
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# compute the midpoints between each unique value
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if jnp.issubdtype(x.dtype, jnp.integer):
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midpoints = u[:-1] +
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indices = jnp.arange(
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midpoints.size, dtype=jaxext.minimal_unsigned_dtype(midpoints.size - 1)
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)
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midpoints = jnp.where(indices < actual_length, midpoints, huge)
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midpoints = u[:-1] + _ensure_unsigned(u[1:] - u[:-1]) // 2
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else:
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midpoints = (u[1:]
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midpoints = u[:-1] + (u[1:] - u[:-1]) / 2
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# using x_i + (x_i+1 - x_i) / 2 instead of (x_i + x_i+1) / 2 is to
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# avoid overflow
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actual_length -= 1
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if midpoints.size:
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midpoints = midpoints.at[actual_length].set(huge)
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# take a subset of the midpoints if there are more than the requested maximum
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indices = jnp.linspace(-1, actual_length, out_length + 2)[1:-1]
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indices = jnp.around(indices).astype(
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jaxext.minimal_unsigned_dtype(midpoints.size - 1)
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)
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indices = jnp.around(indices).astype(minimal_unsigned_dtype(midpoints.size - 1))
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# indices calculation with float rather than int to avoid potential
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# overflow with int32, and to round to nearest instead of rounding down
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decimated_midpoints = midpoints[indices]
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actual_length > out_length, decimated_midpoints, truncated_midpoints
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)
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max_split = jnp.minimum(actual_length, out_length)
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max_split = max_split.astype(
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max_split = max_split.astype(minimal_unsigned_dtype(out_length))
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return splits, max_split
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def _huge_value(x: Array) -> int | float:
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"""
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Return the maximum value that can be stored in `x`.
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Parameters
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----------
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x
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A numerical numpy or jax array.
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Returns
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-------
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The maximum value allowed by `x`'s type (finite for floats).
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"""
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if jnp.issubdtype(x.dtype, jnp.integer):
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return jnp.iinfo(x.dtype).max
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else:
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return float(jnp.finfo(x.dtype).max)
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def _ensure_unsigned(x: Integer[Array, '*shape']) -> UInt[Array, '*shape']:
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"""If x has signed integer type, cast it to the unsigned dtype of the same size."""
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return x.astype(_signed_to_unsigned(x.dtype))
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def _signed_to_unsigned(int_dtype: jnp.dtype) -> jnp.dtype:
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"""
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Map a signed integer type to its unsigned counterpart.
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Unsigned types are passed through.
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"""
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assert jnp.issubdtype(int_dtype, jnp.integer)
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if jnp.issubdtype(int_dtype, jnp.unsignedinteger):
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return int_dtype
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match int_dtype:
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case jnp.int8:
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return jnp.uint8
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case jnp.int16:
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return jnp.uint16
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case jnp.int32:
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return jnp.uint32
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case jnp.int64:
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return jnp.uint64
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case _:
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msg = f'unexpected integer type {int_dtype}'
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raise TypeError(msg)
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@partial(jit, static_argnums=(1,))
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def uniform_splits_from_matrix(
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X: Real[Array, 'p n'], num_bins: int
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) -> tuple[Real[Array, 'p m'], UInt[Array, ' p']]:
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"""
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Make an evenly spaced binning grid.
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Parameters
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----------
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A matrix with `p` predictors and `n` observations.
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num_bins
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num_bins
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The number of bins to produce.
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Returns
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-------
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splits : Real[Array, 'p m']
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A matrix containing, for each predictor, the boundaries between bins.
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The excluded endpoints are the minimum and maximum value in each row of
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`X`.
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max_split : UInt[Array, ' p']
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The number of cutpoints in each row of `splits`, i.e., ``num_bins - 1``.
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"""
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low = jnp.min(X, axis=1)
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high = jnp.max(X, axis=1)
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splits = jnp.linspace(low, high, num_bins + 1, axis=1)[:, 1:-1]
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assert splits.shape == (X.shape[0], num_bins - 1)
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max_split = jnp.full(*splits.shape,
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max_split = jnp.full(*splits.shape, minimal_unsigned_dtype(num_bins - 1))
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return splits, max_split
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def bin_predictors(
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@partial(jit, static_argnames=('method',))
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def bin_predictors(
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X: Real[Array, 'p n'], splits: Real[Array, 'p m'], **kw
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) -> UInt[Array, 'p n']:
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"""
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Bin the predictors according to the given splits.
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Parameters
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----------
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A matrix with `p` predictors and `n` observations.
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splits
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splits
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A matrix containing, for each predictor, the boundaries between bins.
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`m` is the maximum number of splits; each row may have shorter
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actual length, marked by padding unused locations at the end of the
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row with the maximum value allowed by the type.
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**kw
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**kw
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Additional arguments are passed to `jax.numpy.searchsorted`.
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-------
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A matrix with `p` predictors and `n` observations, where each predictor
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has been replaced by the index of the bin it falls into.
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`X` but with each value replaced by the index of the bin it falls into.
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"""
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@partial(autobatch, max_io_nbytes=2**29)
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@vmap
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def bin_predictors(x, splits):
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dtype =
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dtype = minimal_unsigned_dtype(splits.size)
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return jnp.searchsorted(splits, x, **kw).astype(dtype)
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return bin_predictors(X, splits)
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Metadata-Version: 2.4
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Name: bartz
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Version: 0.
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Version: 0.7.0
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Summary: Super-fast BART (Bayesian Additive Regression Trees) in Python
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Author: Giacomo Petrillo
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Author-email: Giacomo Petrillo <info@giacomopetrillo.com>
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License-Expression: MIT
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Requires-Dist: equinox>=0.12.2
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Requires-Dist: jax>=0.5.3
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Requires-Dist: jaxtyping>=0.3.2
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Requires-Dist: numpy>=1.25.2
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Requires-Dist: scipy>=1.11.4
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Requires-Python: >=3.10
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Project-URL: Documentation, https://gattocrucco.github.io/bartz/docs-dev
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Project-URL: Homepage, https://github.com/Gattocrucco/bartz
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bartz/.DS_Store,sha256=7191af46d7b8c0d4c03c502f94eb01353bc2e615d75c45b3af0e31ab238034b5,6148
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bartz/BART.py,sha256=6b129e20a258d724e0cba5ffaf377b5c4d62e545c1f3a737602c2a0be5d84b96,29601
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bartz/__init__.py,sha256=98c579136a8755390210ada33e713290749e4d7fca58550c791f77f192f4b4a1,1436
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bartz/_version.py,sha256=d3d868979a2f2fa02b20b248259f8c8ac7273a329ae918da1139ad7602695b67,22
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bartz/grove.py,sha256=f64505623feec7edcec96930909f9a9326f290976d7e9bdb7b9abcb32fe425fe,10559
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bartz/jaxext/__init__.py,sha256=6cd2e7c23ccc4f0399fb3f7989312a500fd8bd3f7f07eb85ce537f2c8873f35a,6705
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bartz/jaxext/_autobatch.py,sha256=b5dbaec52e39b4b32c824fde47eaaf33f496a1574cc336d3a79fa71f4c5e348a,7116
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bartz/jaxext/scipy/__init__.py,sha256=a1f5990a75c1c73908565be4cd5fa1c07278ad3a02b78b21e2f1225b388ab6b5,1227
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bartz/jaxext/scipy/special.py,sha256=f0e777c29a77d46d55ff2f0169b3d8581de24d8580b8d6f1c7c1473910fb62d9,8111
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bartz/jaxext/scipy/stats.py,sha256=703beb9fcfe606a195fe9a3143eceed367c87a31bd75763ecdb6e509c2e87f53,1483
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bartz/mcmcstep.py,sha256=3b2a4bdad3bbf836efc7cc6f52adac3ba23dce00a1cca4a99e5a8d79d10c3e68,84092
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bartz/prepcovars.py,sha256=50334621ca6ec7a6e35d21ce5ff8b96d4cbf0e696c9bcd10d86268e301a820a7,8728
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bartz-0.7.0.dist-info/WHEEL,sha256=607c46fee47e440c91332c738096ff0f5e54ca3b0818ee85462dd5172a38e793,79
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bartz-0.7.0.dist-info/RECORD,,
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# bartz/src/bartz/jaxext.py
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# Copyright (c) 2024-2025, Giacomo Petrillo
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# SOFTWARE.
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unbatched arguments.)
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sizes = tree_util.tree_map(get_size, tree, axes)
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def next_divisor_small(dividend, min_divisor):
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return divisor
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return dividend
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return dividend // inv_divisor
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return dividend
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def next_divisor(dividend, min_divisor):
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return min_divisor
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if min_divisor * min_divisor <= dividend:
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return next_divisor_large(dividend, min_divisor)
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def pull_nonbatched(axes, tree):
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def push_nonbatched(axes, tree, original_tree):
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def push_nonbatched(original_x, x, axis):
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return original_x
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else:
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return x
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return tree_util.tree_map(push_nonbatched, original_tree, tree, axes)
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def move_axes_out(axes, tree):
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def move_axis_out(x, axis):
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return jnp.moveaxis(x, axis, 0)
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return tree_util.tree_map(move_axis_out, tree, axes)
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def move_axes_in(axes, tree):
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def move_axis_in(x, axis):
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return jnp.moveaxis(x, 0, axis)
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return tree_util.tree_map(move_axis_in, tree, axes)
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def batch(tree, nbatches):
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def batch(x):
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return x.reshape((nbatches, x.shape[0] // nbatches) + x.shape[1:])
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return tree_util.tree_map(batch, tree)
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|
|
293
|
-
def unbatch(tree):
|
|
294
|
-
def unbatch(x):
|
|
295
|
-
return x.reshape((x.shape[0] * x.shape[1],) + x.shape[2:])
|
|
296
|
-
|
|
297
|
-
return tree_util.tree_map(unbatch, tree)
|
|
298
|
-
|
|
299
|
-
def check_same(tree1, tree2):
|
|
300
|
-
def check_same(x1, x2):
|
|
301
|
-
assert x1.shape == x2.shape
|
|
302
|
-
assert x1.dtype == x2.dtype
|
|
303
|
-
|
|
304
|
-
tree_util.tree_map(check_same, tree1, tree2)
|
|
305
|
-
|
|
306
|
-
initial_in_axes = in_axes
|
|
307
|
-
initial_out_axes = out_axes
|
|
308
|
-
|
|
309
|
-
@jax.jit
|
|
310
|
-
@functools.wraps(func)
|
|
311
|
-
def batched_func(*args):
|
|
312
|
-
example_result = jax.eval_shape(func, *args)
|
|
313
|
-
|
|
314
|
-
in_axes = expand_axes(initial_in_axes, args)
|
|
315
|
-
out_axes = expand_axes(initial_out_axes, example_result)
|
|
316
|
-
check_no_nones(out_axes, example_result)
|
|
317
|
-
|
|
318
|
-
size = extract_size((in_axes, out_axes), (args, example_result))
|
|
319
|
-
|
|
320
|
-
args, nonbatched_args = pull_nonbatched(in_axes, args)
|
|
321
|
-
|
|
322
|
-
total_nbytes = sum_nbytes((args, example_result))
|
|
323
|
-
min_nbatches = total_nbytes // max_io_nbytes + bool(
|
|
324
|
-
total_nbytes % max_io_nbytes
|
|
325
|
-
)
|
|
326
|
-
min_nbatches = max(1, min_nbatches)
|
|
327
|
-
nbatches = next_divisor(size, min_nbatches)
|
|
328
|
-
assert 1 <= nbatches <= max(1, size)
|
|
329
|
-
assert size % nbatches == 0
|
|
330
|
-
assert total_nbytes % nbatches == 0
|
|
331
|
-
|
|
332
|
-
batch_nbytes = total_nbytes // nbatches
|
|
333
|
-
if batch_nbytes > max_io_nbytes:
|
|
334
|
-
assert size == nbatches
|
|
335
|
-
warnings.warn(
|
|
336
|
-
f'batch_nbytes = {batch_nbytes} > max_io_nbytes = {max_io_nbytes}'
|
|
337
|
-
)
|
|
338
|
-
|
|
339
|
-
def loop(_, args):
|
|
340
|
-
args = move_axes_in(in_axes, args)
|
|
341
|
-
args = push_nonbatched(in_axes, args, nonbatched_args)
|
|
342
|
-
result = func(*args)
|
|
343
|
-
result = move_axes_out(out_axes, result)
|
|
344
|
-
return None, result
|
|
345
|
-
|
|
346
|
-
args = move_axes_out(in_axes, args)
|
|
347
|
-
args = batch(args, nbatches)
|
|
348
|
-
_, result = lax.scan(loop, None, args)
|
|
349
|
-
result = unbatch(result)
|
|
350
|
-
result = move_axes_in(out_axes, result)
|
|
351
|
-
|
|
352
|
-
check_same(example_result, result)
|
|
353
|
-
|
|
354
|
-
if return_nbatches:
|
|
355
|
-
return result, nbatches
|
|
356
|
-
return result
|
|
357
|
-
|
|
358
|
-
return batched_func
|
|
359
|
-
|
|
360
|
-
|
|
361
|
-
@tree_util.register_pytree_node_class
|
|
362
|
-
class LeafDict(dict):
|
|
363
|
-
"""dictionary that acts as a leaf in jax pytrees, to store compile-time
|
|
364
|
-
values"""
|
|
365
|
-
|
|
366
|
-
def tree_flatten(self):
|
|
367
|
-
return (), self
|
|
368
|
-
|
|
369
|
-
@classmethod
|
|
370
|
-
def tree_unflatten(cls, aux_data, children):
|
|
371
|
-
return aux_data
|
|
372
|
-
|
|
373
|
-
def __repr__(self):
|
|
374
|
-
return f'{__class__.__name__}({super().__repr__()})'
|