scm2cpp-lasso 0.13.2__py3-none-win_amd64.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.
- scm2cpp_lasso/__init__.py +2808 -0
- scm2cpp_lasso/_classifiers.cp312-win_amd64.pyd +0 -0
- scm2cpp_lasso/_generated/__init__.py +0 -0
- scm2cpp_lasso/_generated/_loader.py +41 -0
- scm2cpp_lasso/_generated/_loader_accel_cublas.py +140 -0
- scm2cpp_lasso/_generated/_loader_classifiers.py +281 -0
- scm2cpp_lasso/_generated/_loader_derived_blas.py +29 -0
- scm2cpp_lasso/_generated/_loader_derived_cublas.py +29 -0
- scm2cpp_lasso/_generated/_loader_derived_loops.py +29 -0
- scm2cpp_lasso/_generated/_loader_gpu_cuda.py +294 -0
- scm2cpp_lasso/_generated/_loader_gramops_blas.py +496 -0
- scm2cpp_lasso/_generated/_loader_gramops_loops.py +496 -0
- scm2cpp_lasso/_generated/_loader_nmf_blas.py +29 -0
- scm2cpp_lasso/_generated/_loader_nmf_cublas.py +29 -0
- scm2cpp_lasso/_generated/_loader_nmf_loops.py +29 -0
- scm2cpp_lasso/_generated/accel_cublas/accel.cpp +20 -0
- scm2cpp_lasso/_generated/accel_cublas/accel.hpp +1023 -0
- scm2cpp_lasso/_generated/accel_cublas/accel_capi.cpp +64 -0
- scm2cpp_lasso/_generated/classifiers.cpp +34 -0
- scm2cpp_lasso/_generated/classifiers.hpp +2825 -0
- scm2cpp_lasso/_generated/classifiers_capi.cpp +106 -0
- scm2cpp_lasso/_generated/derived_blas/lasso_design.cpp +5 -0
- scm2cpp_lasso/_generated/derived_blas/lasso_design.hpp +153 -0
- scm2cpp_lasso/_generated/derived_blas/lasso_design_capi.cpp +19 -0
- scm2cpp_lasso/_generated/derived_cublas/lasso_design.cpp +5 -0
- scm2cpp_lasso/_generated/derived_cublas/lasso_design.hpp +155 -0
- scm2cpp_lasso/_generated/derived_cublas/lasso_design_capi.cpp +19 -0
- scm2cpp_lasso/_generated/derived_loops/lasso_design.cpp +5 -0
- scm2cpp_lasso/_generated/derived_loops/lasso_design.hpp +176 -0
- scm2cpp_lasso/_generated/derived_loops/lasso_design_capi.cpp +19 -0
- scm2cpp_lasso/_generated/gpu_cuda/gpu.cpp +35 -0
- scm2cpp_lasso/_generated/gpu_cuda/gpu.hpp +3715 -0
- scm2cpp_lasso/_generated/gpu_cuda/gpu_capi.cpp +289 -0
- scm2cpp_lasso/_generated/gramops_blas/gramops.cpp +57 -0
- scm2cpp_lasso/_generated/gramops_blas/gramops.hpp +3033 -0
- scm2cpp_lasso/_generated/gramops_blas/gramops_capi.cpp +175 -0
- scm2cpp_lasso/_generated/gramops_loops/gramops.cpp +57 -0
- scm2cpp_lasso/_generated/gramops_loops/gramops.hpp +3302 -0
- scm2cpp_lasso/_generated/gramops_loops/gramops_capi.cpp +175 -0
- scm2cpp_lasso/_generated/lasso_cov.cpp +7 -0
- scm2cpp_lasso/_generated/lasso_cov.hpp +152 -0
- scm2cpp_lasso/_generated/lasso_cov_capi.cpp +25 -0
- scm2cpp_lasso/_generated/nmf_blas/nmf_cd.cpp +5 -0
- scm2cpp_lasso/_generated/nmf_blas/nmf_cd.hpp +132 -0
- scm2cpp_lasso/_generated/nmf_blas/nmf_cd_capi.cpp +19 -0
- scm2cpp_lasso/_generated/nmf_cublas/nmf_cd.cpp +5 -0
- scm2cpp_lasso/_generated/nmf_cublas/nmf_cd.hpp +136 -0
- scm2cpp_lasso/_generated/nmf_cublas/nmf_cd_capi.cpp +19 -0
- scm2cpp_lasso/_generated/nmf_loops/nmf_cd.cpp +5 -0
- scm2cpp_lasso/_generated/nmf_loops/nmf_cd.hpp +167 -0
- scm2cpp_lasso/_generated/nmf_loops/nmf_cd_capi.cpp +19 -0
- scm2cpp_lasso/_generated/scm2cpp-blas.hpp +77 -0
- scm2cpp_lasso/_generated/scm2cpp-cublas.hpp +155 -0
- scm2cpp_lasso/_generated/scm2cpp-cuda.hpp +285 -0
- scm2cpp_lasso/_generated/scm2cpp.hpp +1627 -0
- scm2cpp_lasso/_gramops_loops.cp312-win_amd64.pyd +0 -0
- scm2cpp_lasso/_lasso_cov.cp312-win_amd64.pyd +0 -0
- scm2cpp_lasso/_lasso_derived_loops.cp312-win_amd64.pyd +0 -0
- scm2cpp_lasso/_libfind.py +149 -0
- scm2cpp_lasso/_nmf_loops.cp312-win_amd64.pyd +0 -0
- scm2cpp_lasso/batch_capi.cu +428 -0
- scm2cpp_lasso-0.13.2.dist-info/METADATA +920 -0
- scm2cpp_lasso-0.13.2.dist-info/RECORD +65 -0
- scm2cpp_lasso-0.13.2.dist-info/WHEEL +5 -0
- scm2cpp_lasso-0.13.2.dist-info/top_level.txt +1 -0
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#ifndef GRAMOPS_HPP
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#define GRAMOPS_HPP
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#define SCM2CPP_MINIMAL
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#include <cmath>
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#include <array>
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#include <math.h>
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#include <vector>
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#include "scm2cpp.hpp"
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SCM2CPP_FN int
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spd_inverse( scm2cpp::cspan<double> a, scm2cpp::span<double> inv, scm2cpp::span<double> l, scm2cpp::span<double> z, int p );
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SCM2CPP_FN int
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enet_gap( scm2cpp::cspan<double> w, scm2cpp::cspan<double> q, scm2cpp::cspan<double> qw, scm2cpp::span<double> xta, std::array<double,2> & out, double alpha, double ynorm2, int m );
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SCM2CPP_FN int
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enet_safe_rule( scm2cpp::span<double> w, scm2cpp::cspan<double> qm, scm2cpp::span<double> qw, scm2cpp::cspan<double> xta, scm2cpp::span<int> active, scm2cpp::span<int> excl, const std::array<double,2> & out, double alpha, int m );
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SCM2CPP_FN int
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enet_gram( scm2cpp::span<double> w, scm2cpp::cspan<double> qm, scm2cpp::cspan<double> q, scm2cpp::span<double> qw, scm2cpp::span<double> xta, scm2cpp::span<int> active, scm2cpp::span<int> excl, std::array<double,2> & out, double alpha, int maxiter, double tol, int m );
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int
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graphical_lasso( scm2cpp::cspan<double> emp, scm2cpp::span<double> cov, scm2cpp::span<double> prec, double alpha, int maxiter, double tol, double enettol, int p );
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int
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omp( scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> coef, scm2cpp::span<double> path, int rec, int kmax, int n, int p );
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SCM2CPP_FN double
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logistic_fg( scm2cpp::cspan<double> coef, scm2cpp::span<double> g, scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> z, double l2, int multi, int fitint, int n, int p, int k );
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int
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logistic_lbfgs( scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> coef, scm2cpp::span<double> out, double c, int maxiter, double tol, int multi, int fitint, int n, int p, int k );
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SCM2CPP_FN double
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huber_fg( scm2cpp::cspan<double> coef, scm2cpp::span<double> g, scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> z, double epsilon, double alpha, int fitint, int n, int p );
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int
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huber( scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> coef, scm2cpp::span<double> out, double epsilon, double alpha, int maxiter, double tol, int fitint, int n, int p );
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SCM2CPP_FN double
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glm_fg( scm2cpp::cspan<double> coef, scm2cpp::span<double> g, scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> z, int family, double power, double l2, int fitint, int n, int p );
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int
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glm( scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> coef, scm2cpp::span<double> out, int family, double power, double alpha, int maxiter, double tol, int fitint, int n, int p );
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SCM2CPP_FN double
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lb_abs( double a );
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SCM2CPP_FN double
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lb_max( double a, double b );
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SCM2CPP_FN double
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lb_min( double a, double b );
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SCM2CPP_FN int
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lb_dcstep( std::array<double,8> & cs, double fp, double dp, double stpmin, double stpmax );
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SCM2CPP_FN int
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lb_search_start( std::array<double,16> & ls, double f, double g, double stp, double stpmin, double stpmax, double ftol );
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SCM2CPP_FN int
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lb_search_step( std::array<double,16> & ls, std::array<double,8> & cs, double f, double g, double ftol, double gtol, double xtol, double stpmin, double stpmax );
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SCM2CPP_FN double
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lb_dot( scm2cpp::cspan<double> a, scm2cpp::cspan<double> b, int nv );
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SCM2CPP_FN double
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lb_dot_row( scm2cpp::cspan<double> mem, int slot, scm2cpp::cspan<double> v, int nv );
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SCM2CPP_FN double
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lb_dot_rows( scm2cpp::cspan<double> a, int ra, scm2cpp::cspan<double> b, int rb, int nv );
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SCM2CPP_FN double
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lb_projgr( scm2cpp::cspan<double> g, scm2cpp::cspan<double> w, int ib, double lbv, int nv );
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SCM2CPP_FN int
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lb_hv( scm2cpp::span<double> q, scm2cpp::cspan<double> smem, scm2cpp::cspan<double> ymem, scm2cpp::cspan<double> rho, scm2cpp::span<double> al, double theta, int col, int head, int m, int nv );
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SCM2CPP_FN double
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lb_vbv( scm2cpp::cspan<double> v, scm2cpp::cspan<double> smem, scm2cpp::cspan<double> ymem, scm2cpp::cspan<double> rho, scm2cpp::span<double> bm, scm2cpp::span<double> sb, double theta, int col, int head, int m, int nv );
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SCM2CPP_FN int
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lb_direction( scm2cpp::cspan<double> w, scm2cpp::cspan<double> g, scm2cpp::span<double> d, scm2cpp::span<double> q, scm2cpp::span<double> e, scm2cpp::cspan<double> smem, scm2cpp::cspan<double> ymem, scm2cpp::cspan<double> rho, scm2cpp::span<double> al, scm2cpp::span<double> bm, scm2cpp::span<double> sb, double theta, int col, int head, int m, int ib, double lbv, int nv );
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int
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lbfgs( int kind, scm2cpp::span<double> w, scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, const std::array<double,4> & aux, scm2cpp::span<double> work, scm2cpp::span<double> out, int m, int maxiter, double pgtol, double ftol, int maxls, int ib, double lbv, int nv, int n, int p, int k );
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SCM2CPP_FN double
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lbfgs_fg( int kind, scm2cpp::cspan<double> w, scm2cpp::span<double> g, scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, const std::array<double,4> & aux, scm2cpp::span<double> work, int n, int p, int k );
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SCM2CPP_FN int
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gmm_mstep( scm2cpp::cspan<double> x, scm2cpp::cspan<double> resp, scm2cpp::span<double> weights, scm2cpp::span<double> means, scm2cpp::span<double> prec, scm2cpp::span<double> dw, scm2cpp::span<double> cov, scm2cpp::span<double> l, scm2cpp::span<double> u, double reg, int norm, int n, int p, int kc );
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SCM2CPP_FN double
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gmm_estep( scm2cpp::cspan<double> x, scm2cpp::span<double> resp, scm2cpp::cspan<double> weights, scm2cpp::cspan<double> means, scm2cpp::cspan<double> prec, scm2cpp::span<double> wlp, scm2cpp::span<double> y, scm2cpp::span<double> u, scm2cpp::span<double> mu, int n, int p, int kc );
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SCM2CPP_FN double
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gmm_abs( double a );
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int
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gmm( scm2cpp::cspan<double> x, scm2cpp::span<double> resp, scm2cpp::span<double> weights, scm2cpp::span<double> means, scm2cpp::span<double> prec, scm2cpp::span<double> labels, scm2cpp::span<double> out, int maxiter, double tol, double reg, int n, int p, int kc );
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SCM2CPP_FN double
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eig_hypot( double a, double b );
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SCM2CPP_FN int
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sym_eigen( scm2cpp::span<double> a, scm2cpp::span<double> v, scm2cpp::span<double> ev, scm2cpp::span<double> e, int m );
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SCM2CPP_FN double
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eig_abs( double a );
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SCM2CPP_FN int
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eig_order( scm2cpp::cspan<double> ev, scm2cpp::span<int> ord, int m );
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SCM2CPP_FN double
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ica_tanh( double x );
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SCM2CPP_FN int
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ica_sym( scm2cpp::span<double> w, scm2cpp::span<double> a, scm2cpp::span<double> v, scm2cpp::span<double> ev, scm2cpp::span<double> e, scm2cpp::span<double> t, int m );
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int
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fastica( scm2cpp::cspan<double> x, scm2cpp::cspan<double> winit, scm2cpp::span<double> comps, scm2cpp::span<double> white, scm2cpp::span<double> unmix, scm2cpp::span<double> mean, int maxiter, double tol, int n, int p, int nc );
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int
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pca( scm2cpp::cspan<double> x, scm2cpp::span<double> comps, scm2cpp::span<double> ev, scm2cpp::span<double> sv, scm2cpp::span<double> mean, int n, int p );
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SCM2CPP_FN int
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ard_pinvh( scm2cpp::span<double> a, scm2cpp::span<double> s, scm2cpp::span<double> v, scm2cpp::span<double> ev, scm2cpp::span<double> e, int k );
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SCM2CPP_FN int
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ard_sigma_coef( scm2cpp::cspan<double> xy, scm2cpp::cspan<int> idx, scm2cpp::cspan<double> lam, scm2cpp::span<double> coef, scm2cpp::span<double> sigma, scm2cpp::span<double> a, scm2cpp::span<double> v, scm2cpp::span<double> ev, scm2cpp::span<double> e, scm2cpp::cspan<double> gk, double alpha, int k );
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int
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ard( scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> coef, scm2cpp::span<double> sigma, scm2cpp::span<double> lam, scm2cpp::span<double> out, int maxiter, double tol, double alpha1, double alpha2, double lambda1, double lambda2, double thresh, int hoist, int n, int p );
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int
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f_regression( scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> r, scm2cpp::span<double> f, int center, int n, int p, int q );
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int
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f_classif( scm2cpp::cspan<double> x, scm2cpp::cspan<int> lab, scm2cpp::span<double> f, int n, int p, int k );
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SCM2CPP_FN double
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min_pos( scm2cpp::cspan<double> v, int m );
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SCM2CPP_FN double
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round_even( double y );
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SCM2CPP_FN int
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cholesky_delete( scm2cpp::span<double> l, int go, int n, int k );
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SCM2CPP_FN int
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swap_rc( scm2cpp::span<double> g, int a, int b, int p );
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int
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lars( scm2cpp::span<double> g, scm2cpp::cspan<double> cov, scm2cpp::span<double> coef, scm2cpp::span<double> path, scm2cpp::span<double> alphas, int rec, double nsamples, double alphamin, int method, int maxiter, double eps, int p );
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SCM2CPP_FN int
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rfe_chol( scm2cpp::cspan<double> g, scm2cpp::cspan<int> idx, scm2cpp::span<double> l, double alpha, int k, int p );
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SCM2CPP_FN int
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rfe_solve( scm2cpp::cspan<double> c, scm2cpp::cspan<int> idx, scm2cpp::span<double> w, scm2cpp::cspan<double> l, int k, int p );
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int
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rfe( scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> coef, scm2cpp::span<int> support, scm2cpp::span<int> ranking, double alpha, int nsel, int step, int n, int p );
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SCM2CPP_FN int
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gram_xx( scm2cpp::cspan<double> x, scm2cpp::span<double> g, int n, int p );
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SCM2CPP_FN int
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gram_xy( scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> c, int n, int p, int q );
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SCM2CPP_FN inline int
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spd_inverse( scm2cpp::cspan<double> a, scm2cpp::span<double> inv, scm2cpp::span<double> l, scm2cpp::span<double> z, int p )
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{ for( int j = 0 ; !(j == p) ; j = (j+1) ) {
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double s = a[((j*p)+j)];
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for( int k = 0 ; !(k == j) ; k = (k+1) ) {
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s = (s-(l[((j*p)+k)]*l[((j*p)+k)])) ;
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} ;
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l[ ((j*p)+j) ] = sqrt(s) ;
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for( int i = (j+1) ; !(i >= p) ; i = (i+1) ) {
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double t = a[((i*p)+j)];
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for( int k = 0 ; !(k == j) ; k = (k+1) ) {
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t = (t-(l[((i*p)+k)]*l[((j*p)+k)])) ;
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} ;
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l[ ((i*p)+j) ] = (t/l[((j*p)+j)]) ;
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;
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} ;
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;
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} ;
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for( int c = 0 ; !(c == p) ; c = (c+1) ) {
|
|
141
|
+
for( int i = 0 ; !(i == p) ; i = (i+1) ) {
|
|
142
|
+
double t = ( ( i == c ) ? (1.0) : (0.0) );
|
|
143
|
+
for( int k = 0 ; !(k == i) ; k = (k+1) ) {
|
|
144
|
+
t = (t-(l[((i*p)+k)]*z[k])) ;
|
|
145
|
+
} ;
|
|
146
|
+
z[ i ] = (t/l[((i*p)+i)]) ;
|
|
147
|
+
;
|
|
148
|
+
} ;
|
|
149
|
+
for( int ii = 0 ; !(ii == p) ; ii = (ii+1) ) {
|
|
150
|
+
int i = ((p-1)-ii);
|
|
151
|
+
double t = z[i];
|
|
152
|
+
for( int k = (i+1) ; !(k >= p) ; k = (k+1) ) {
|
|
153
|
+
t = (t-(l[((k*p)+i)]*inv[((k*p)+c)])) ;
|
|
154
|
+
} ;
|
|
155
|
+
inv[ ((i*p)+c) ] = (t/l[((i*p)+i)]) ;
|
|
156
|
+
;
|
|
157
|
+
;
|
|
158
|
+
} ;
|
|
159
|
+
} ;
|
|
160
|
+
return 0 ;
|
|
161
|
+
}
|
|
162
|
+
|
|
163
|
+
|
|
164
|
+
SCM2CPP_FN inline int
|
|
165
|
+
enet_gap( scm2cpp::cspan<double> w, scm2cpp::cspan<double> q, scm2cpp::cspan<double> qw, scm2cpp::span<double> xta, std::array<double,2> & out, double alpha, double ynorm2, int m )
|
|
166
|
+
{ double qdotw = 0.0;
|
|
167
|
+
double wqw = 0.0;
|
|
168
|
+
double l1 = 0.0;
|
|
169
|
+
double dn = 0.0;
|
|
170
|
+
for( int j = 0 ; !(j == m) ; j = (j+1) ) {
|
|
171
|
+
double wj = w[j];
|
|
172
|
+
qdotw = (qdotw+(wj*q[j])) ;
|
|
173
|
+
wqw = (wqw+(wj*qw[j])) ;
|
|
174
|
+
l1 = (l1+( ( wj < 0.0 ) ? ((0.0-wj)) : (wj) )) ;
|
|
175
|
+
double x = (q[j]-qw[j]);
|
|
176
|
+
xta[ j ] = x ;
|
|
177
|
+
double ax = ( ( x < 0.0 ) ? ((0.0-x)) : (x) );
|
|
178
|
+
if( ax > dn ) {
|
|
179
|
+
dn = ax ;
|
|
180
|
+
} else {
|
|
181
|
+
0 ;
|
|
182
|
+
} ;
|
|
183
|
+
;
|
|
184
|
+
;
|
|
185
|
+
;
|
|
186
|
+
} ;
|
|
187
|
+
double rnorm2 = ((ynorm2+wqw)-(2.0*qdotw));
|
|
188
|
+
double ry = (ynorm2-qdotw);
|
|
189
|
+
double scale = ( ( dn > alpha ) ? ((alpha/dn)) : (1.0) );
|
|
190
|
+
out[ 0 ] = (((0.5*rnorm2)+(alpha*l1))-((-0.5*((scale*scale)*rnorm2))+(scale*ry))) ;
|
|
191
|
+
out[ 1 ] = dn ;
|
|
192
|
+
;
|
|
193
|
+
;
|
|
194
|
+
;
|
|
195
|
+
return 0 ;
|
|
196
|
+
}
|
|
197
|
+
|
|
198
|
+
|
|
199
|
+
SCM2CPP_FN inline int
|
|
200
|
+
enet_safe_rule( scm2cpp::span<double> w, scm2cpp::cspan<double> qm, scm2cpp::span<double> qw, scm2cpp::cspan<double> xta, scm2cpp::span<int> active, scm2cpp::span<int> excl, const std::array<double,2> & out, double alpha, int m )
|
|
201
|
+
{
|
|
202
|
+
struct let17060 {
|
|
203
|
+
let17060() {}
|
|
204
|
+
double operator()( double g )
|
|
205
|
+
{
|
|
206
|
+
if( g < 0.0 ) {
|
|
207
|
+
return (0.0-g) ;
|
|
208
|
+
}
|
|
209
|
+
else {
|
|
210
|
+
return g ;
|
|
211
|
+
}
|
|
212
|
+
}
|
|
213
|
+
} ;
|
|
214
|
+
double radius = (sqrt((2.0*let17060()(out[0])))/alpha);
|
|
215
|
+
double dn = out[1];
|
|
216
|
+
int nact = 0;
|
|
217
|
+
for( int j = 0 ; !(j == m) ; j = (j+1) ) {
|
|
218
|
+
if( excl[j] == 0 ) {
|
|
219
|
+
double xjt = (xta[j]/( ( alpha > dn ) ? (alpha) : (dn) ));
|
|
220
|
+
double dj = ((1.0-( ( xjt < 0.0 ) ? ((0.0-xjt)) : (xjt) ))/sqrt(qm[((j*m)+j)]));
|
|
221
|
+
if( dj <= radius ) {
|
|
222
|
+
active[ nact ] = j ;
|
|
223
|
+
nact = (nact+1) ;
|
|
224
|
+
} else {
|
|
225
|
+
if( !(w[j] == 0.0) ) {
|
|
226
|
+
double wj = w[j];
|
|
227
|
+
for( int r = 0 ; !(r == m) ; r = (r+1) ) {
|
|
228
|
+
qw[ r ] = (qw[r]-(wj*qm[((j*m)+r)])) ;
|
|
229
|
+
} ;
|
|
230
|
+
w[ j ] = 0.0 ;
|
|
231
|
+
;
|
|
232
|
+
} else {
|
|
233
|
+
0 ;
|
|
234
|
+
} ;
|
|
235
|
+
excl[ j ] = 1 ;
|
|
236
|
+
} ;
|
|
237
|
+
;
|
|
238
|
+
;
|
|
239
|
+
} else {
|
|
240
|
+
0 ;
|
|
241
|
+
} ;
|
|
242
|
+
} ;
|
|
243
|
+
return nact ;
|
|
244
|
+
}
|
|
245
|
+
|
|
246
|
+
|
|
247
|
+
SCM2CPP_FN inline int
|
|
248
|
+
enet_gram( scm2cpp::span<double> w, scm2cpp::cspan<double> qm, scm2cpp::cspan<double> q, scm2cpp::span<double> qw, scm2cpp::span<double> xta, scm2cpp::span<int> active, scm2cpp::span<int> excl, std::array<double,2> & out, double alpha, int maxiter, double tol, int m )
|
|
249
|
+
{ double ynorm2 = 0.0;
|
|
250
|
+
double dwtol = tol;
|
|
251
|
+
int nact = 0;
|
|
252
|
+
int done = 0;
|
|
253
|
+
int iter = 0;
|
|
254
|
+
for( int j = 0 ; !(j == m) ; j = (j+1) ) {
|
|
255
|
+
ynorm2 = (ynorm2+(q[j]*q[j])) ;
|
|
256
|
+
excl[ j ] = 0 ;
|
|
257
|
+
} ;
|
|
258
|
+
for( int k2493 = 0 ; !(k2493 == m) ; k2493 = (k2493+1) ) {
|
|
259
|
+
qw[ k2493 ] = ([&]() -> double { int i2496 = 0; double r2497 = 0.0; while (!(i2496 == m)) {
|
|
260
|
+
int i2496_next17088 = (i2496+1);
|
|
261
|
+
double r2497_next17089 = (r2497+(qm[((k2493*m)+i2496)]*w[i2496]));
|
|
262
|
+
i2496 = i2496_next17088;
|
|
263
|
+
r2497 = r2497_next17089;
|
|
264
|
+
} return r2497; })() ;
|
|
265
|
+
} ;
|
|
266
|
+
double gtol = (tol*ynorm2);
|
|
267
|
+
enet_gap(w,q,qw,xta,out,alpha,ynorm2,m) ;
|
|
268
|
+
if( (out[0] >= 0.0 && out[0] <= gtol) ) {
|
|
269
|
+
done = 1 ;
|
|
270
|
+
} else {
|
|
271
|
+
for( int j = 0 ; !(j == m) ; j = (j+1) ) {
|
|
272
|
+
if( qm[((j*m)+j)] == 0.0 ) {
|
|
273
|
+
w[ j ] = 0.0 ;
|
|
274
|
+
excl[ j ] = 1 ;
|
|
275
|
+
} else {
|
|
276
|
+
0 ;
|
|
277
|
+
} ;
|
|
278
|
+
} ;
|
|
279
|
+
nact = enet_safe_rule(w,qm,qw,xta,active,excl,out,alpha,m) ;
|
|
280
|
+
} ;
|
|
281
|
+
for( ; !((done == 1 || iter >= maxiter)) ; ) {
|
|
282
|
+
double wmax = 0.0;
|
|
283
|
+
double dwmax = 0.0;
|
|
284
|
+
for( int f = 0 ; !(f == nact) ; f = (f+1) ) {
|
|
285
|
+
int j = active[f];
|
|
286
|
+
double qjj = qm[((j*m)+j)];
|
|
287
|
+
if( !(qjj == 0.0) ) {
|
|
288
|
+
double wj = w[j];
|
|
289
|
+
double tmp = ((q[j]-qw[j])+(wj*qjj));
|
|
290
|
+
double mag = (( ( tmp < 0.0 ) ? ((0.0-tmp)) : (tmp) )-alpha);
|
|
291
|
+
double wn = ( ( mag > 0.0 ) ? ((( ( tmp < 0.0 ) ? ((0.0-mag)) : (mag) )/qjj)) : (0.0) );
|
|
292
|
+
w[ j ] = wn ;
|
|
293
|
+
if( !(wn == wj) ) {
|
|
294
|
+
for( int r = 0 ; !(r == m) ; r = (r+1) ) {
|
|
295
|
+
qw[ r ] = (qw[r]+((wn-wj)*qm[((j*m)+r)])) ;
|
|
296
|
+
} ;
|
|
297
|
+
} else {
|
|
298
|
+
0 ;
|
|
299
|
+
} ;
|
|
300
|
+
double dw = ( ( wn < wj ) ? ((wj-wn)) : ((wn-wj)) );
|
|
301
|
+
double aw = ( ( wn < 0.0 ) ? ((0.0-wn)) : (wn) );
|
|
302
|
+
if( dw > dwmax ) {
|
|
303
|
+
dwmax = dw ;
|
|
304
|
+
} else {
|
|
305
|
+
0 ;
|
|
306
|
+
} ;
|
|
307
|
+
if( aw > wmax ) {
|
|
308
|
+
wmax = aw ;
|
|
309
|
+
} else {
|
|
310
|
+
0 ;
|
|
311
|
+
} ;
|
|
312
|
+
;
|
|
313
|
+
;
|
|
314
|
+
;
|
|
315
|
+
;
|
|
316
|
+
;
|
|
317
|
+
} else {
|
|
318
|
+
0 ;
|
|
319
|
+
} ;
|
|
320
|
+
;
|
|
321
|
+
;
|
|
322
|
+
} ;
|
|
323
|
+
if( (wmax == 0.0 || (dwmax/wmax) <= dwtol || iter == (maxiter-1)) ) {
|
|
324
|
+
enet_gap(w,q,qw,xta,out,alpha,ynorm2,m) ;
|
|
325
|
+
if( out[0] <= gtol ) {
|
|
326
|
+
done = 1 ;
|
|
327
|
+
} else {
|
|
328
|
+
nact = enet_safe_rule(w,qm,qw,xta,active,excl,out,alpha,m) ;
|
|
329
|
+
} ;
|
|
330
|
+
} else {
|
|
331
|
+
0 ;
|
|
332
|
+
} ;
|
|
333
|
+
iter = (iter+1) ;
|
|
334
|
+
;
|
|
335
|
+
} ;
|
|
336
|
+
;
|
|
337
|
+
return iter ;
|
|
338
|
+
}
|
|
339
|
+
|
|
340
|
+
|
|
341
|
+
inline int
|
|
342
|
+
graphical_lasso( scm2cpp::cspan<double> emp, scm2cpp::span<double> cov, scm2cpp::span<double> prec, double alpha, int maxiter, double tol, double enettol, int p )
|
|
343
|
+
{ int m = (p-1);
|
|
344
|
+
std::vector<double> sub((m*m),0.0);
|
|
345
|
+
std::vector<double> row(m,0.0);
|
|
346
|
+
std::vector<double> b(m,0.0);
|
|
347
|
+
std::vector<double> bnew(m,0.0);
|
|
348
|
+
std::vector<double> qw(m,0.0);
|
|
349
|
+
std::vector<double> xta(m,0.0);
|
|
350
|
+
std::vector<int> active(m,0);
|
|
351
|
+
std::vector<int> excl(m,0);
|
|
352
|
+
std::array<double,2> out = scm2cpp::filled_array<double,2>(0.0);
|
|
353
|
+
std::vector<double> l((p*p),0.0);
|
|
354
|
+
std::vector<double> z(p,0.0);
|
|
355
|
+
int done = 0;
|
|
356
|
+
int it = 0;
|
|
357
|
+
int innermax = ( ( maxiter > 20 ) ? (maxiter) : (20) );
|
|
358
|
+
for( int i = 0 ; !(i == p) ; i = (i+1) ) {
|
|
359
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
360
|
+
cov[ ((i*p)+j) ] = ( ( i == j ) ? (emp[((i*p)+j)]) : ((0.95*emp[((i*p)+j)])) ) ;
|
|
361
|
+
} ;
|
|
362
|
+
} ;
|
|
363
|
+
spd_inverse(cov,prec,l,z,p) ;
|
|
364
|
+
for( ; !((done == 1 || it >= maxiter)) ; ) {
|
|
365
|
+
for( int idx = 0 ; !(idx == p) ; idx = (idx+1) ) {
|
|
366
|
+
if( idx > 0 ) {
|
|
367
|
+
int di = (idx-1);
|
|
368
|
+
for( int s = 0 ; !(s == m) ; s = (s+1) ) {
|
|
369
|
+
int o = ( ( s < idx ) ? (s) : ((s+1)) );
|
|
370
|
+
sub[ ((di*m)+s) ] = cov[((di*p)+o)] ;
|
|
371
|
+
sub[ ((s*m)+di) ] = cov[((o*p)+di)] ;
|
|
372
|
+
;
|
|
373
|
+
} ;
|
|
374
|
+
;
|
|
375
|
+
} else {
|
|
376
|
+
for( int s = 0 ; !(s == m) ; s = (s+1) ) {
|
|
377
|
+
for( int t = 0 ; !(t == m) ; t = (t+1) ) {
|
|
378
|
+
sub[ ((s*m)+t) ] = cov[(((s+1)*p)+(t+1))] ;
|
|
379
|
+
} ;
|
|
380
|
+
} ;
|
|
381
|
+
} ;
|
|
382
|
+
double pii = prec[((idx*p)+idx)];
|
|
383
|
+
for( int s = 0 ; !(s == m) ; s = (s+1) ) {
|
|
384
|
+
int o = ( ( s < idx ) ? (s) : ((s+1)) );
|
|
385
|
+
row[ s ] = emp[((idx*p)+o)] ;
|
|
386
|
+
b[ s ] = (0.0-(prec[((o*p)+idx)]/(pii+(1000.0*2.220446049250313e-16)))) ;
|
|
387
|
+
;
|
|
388
|
+
} ;
|
|
389
|
+
;
|
|
390
|
+
enet_gram(b,sub,row,qw,xta,active,excl,out,alpha,innermax,enettol,m) ;
|
|
391
|
+
double acc = 0.0;
|
|
392
|
+
for( int s = 0 ; !(s == m) ; s = (s+1) ) {
|
|
393
|
+
int o = ( ( s < idx ) ? (s) : ((s+1)) );
|
|
394
|
+
acc = (acc+(cov[((o*p)+idx)]*b[s])) ;
|
|
395
|
+
;
|
|
396
|
+
} ;
|
|
397
|
+
double pnew = (1.0/(cov[((idx*p)+idx)]-acc));
|
|
398
|
+
prec[ ((idx*p)+idx) ] = pnew ;
|
|
399
|
+
for( int s = 0 ; !(s == m) ; s = (s+1) ) {
|
|
400
|
+
int o = ( ( s < idx ) ? (s) : ((s+1)) );
|
|
401
|
+
prec[ ((o*p)+idx) ] = (0.0-(pnew*b[s])) ;
|
|
402
|
+
prec[ ((idx*p)+o) ] = (0.0-(pnew*b[s])) ;
|
|
403
|
+
;
|
|
404
|
+
} ;
|
|
405
|
+
;
|
|
406
|
+
;
|
|
407
|
+
for( int k2500 = 0 ; !(k2500 == m) ; k2500 = (k2500+1) ) {
|
|
408
|
+
bnew[ k2500 ] = ([&]() -> double { int i2503 = 0; double r2504 = 0.0; while (!(i2503 == m)) {
|
|
409
|
+
int i2503_next17090 = (i2503+1);
|
|
410
|
+
double r2504_next17091 = (r2504+(sub[((k2500*m)+i2503)]*b[i2503]));
|
|
411
|
+
i2503 = i2503_next17090;
|
|
412
|
+
r2504 = r2504_next17091;
|
|
413
|
+
} return r2504; })() ;
|
|
414
|
+
} ;
|
|
415
|
+
for( int s = 0 ; !(s == m) ; s = (s+1) ) {
|
|
416
|
+
int o = ( ( s < idx ) ? (s) : ((s+1)) );
|
|
417
|
+
cov[ ((idx*p)+o) ] = bnew[s] ;
|
|
418
|
+
cov[ ((o*p)+idx) ] = bnew[s] ;
|
|
419
|
+
;
|
|
420
|
+
} ;
|
|
421
|
+
} ;
|
|
422
|
+
double tr = 0.0;
|
|
423
|
+
double offl1 = 0.0;
|
|
424
|
+
for( int i = 0 ; !(i == p) ; i = (i+1) ) {
|
|
425
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
426
|
+
double t = prec[((i*p)+j)];
|
|
427
|
+
tr = (tr+(emp[((i*p)+j)]*t)) ;
|
|
428
|
+
if( !(i == j) ) {
|
|
429
|
+
offl1 = (offl1+( ( t < 0.0 ) ? ((0.0-t)) : (t) )) ;
|
|
430
|
+
} else {
|
|
431
|
+
0 ;
|
|
432
|
+
} ;
|
|
433
|
+
;
|
|
434
|
+
} ;
|
|
435
|
+
} ;
|
|
436
|
+
double gap = ((tr-(1.0*p))+(alpha*offl1));
|
|
437
|
+
it = (it+1) ;
|
|
438
|
+
if( ( ( gap < 0.0 ) ? ((0.0-gap)) : (gap) ) < tol ) {
|
|
439
|
+
done = 1 ;
|
|
440
|
+
} else {
|
|
441
|
+
0 ;
|
|
442
|
+
} ;
|
|
443
|
+
;
|
|
444
|
+
;
|
|
445
|
+
} ;
|
|
446
|
+
return it ;
|
|
447
|
+
}
|
|
448
|
+
|
|
449
|
+
|
|
450
|
+
inline int
|
|
451
|
+
omp( scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> coef, scm2cpp::span<double> path, int rec, int kmax, int n, int p )
|
|
452
|
+
{ std::vector<double> g((p*p),0.0);
|
|
453
|
+
std::vector<double> xy(p,0.0);
|
|
454
|
+
std::vector<double> alpha(p,0.0);
|
|
455
|
+
std::vector<double> beta(p,0.0);
|
|
456
|
+
std::vector<int> index(p,0);
|
|
457
|
+
std::vector<double> l((kmax*kmax),0.0);
|
|
458
|
+
std::vector<double> gamma(kmax,0.0);
|
|
459
|
+
std::vector<double> z(kmax,0.0);
|
|
460
|
+
double eps = 2.220446049250313e-16;
|
|
461
|
+
int na = 0;
|
|
462
|
+
int done = 0;
|
|
463
|
+
for( int k2507 = 0 ; !(k2507 == p) ; k2507 = (k2507+1) ) {
|
|
464
|
+
for( int k2508 = k2507 ; !(k2508 == p) ; k2508 = (k2508+1) ) {
|
|
465
|
+
g[ ((k2507*p)+k2508) ] = ([&]() -> double { int i2510 = 0; double r2511 = 0.0; while (!(i2510 == n)) {
|
|
466
|
+
int i2510_next17092 = (i2510+1);
|
|
467
|
+
double r2511_next17093 = (r2511+(x[((i2510*p)+k2507)]*x[((i2510*p)+k2508)]));
|
|
468
|
+
i2510 = i2510_next17092;
|
|
469
|
+
r2511 = r2511_next17093;
|
|
470
|
+
} return r2511; })() ;
|
|
471
|
+
g[ ((k2508*p)+k2507) ] = g[((k2507*p)+k2508)] ;
|
|
472
|
+
} ;
|
|
473
|
+
} ;
|
|
474
|
+
for( int i2515 = 0 ; !(i2515 == p) ; i2515 = (i2515+1) ) {
|
|
475
|
+
xy[ i2515 ] = 0.0 ;
|
|
476
|
+
} ;
|
|
477
|
+
for( int k2513 = 0 ; !(k2513 == n) ; k2513 = (k2513+1) ) {
|
|
478
|
+
for( int i2516 = 0 ; !(i2516 == p) ; i2516 = (i2516+1) ) {
|
|
479
|
+
xy[ i2516 ] = (xy[i2516]+(x[((k2513*p)+i2516)]*y[k2513])) ;
|
|
480
|
+
} ;
|
|
481
|
+
} ;
|
|
482
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
483
|
+
index[ j ] = j ;
|
|
484
|
+
alpha[ j ] = xy[j] ;
|
|
485
|
+
} ;
|
|
486
|
+
for( ; !(done == 1) ; ) {
|
|
487
|
+
int lam = 0;
|
|
488
|
+
double best = -1.0;
|
|
489
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
490
|
+
double a = alpha[j];
|
|
491
|
+
double aa = ( ( a < 0.0 ) ? ((0.0-a)) : (a) );
|
|
492
|
+
if( aa > best ) {
|
|
493
|
+
best = aa ;
|
|
494
|
+
lam = j ;
|
|
495
|
+
} else {
|
|
496
|
+
0 ;
|
|
497
|
+
} ;
|
|
498
|
+
;
|
|
499
|
+
;
|
|
500
|
+
} ;
|
|
501
|
+
if( (lam < na || (alpha[lam]*alpha[lam]) < eps) ) {
|
|
502
|
+
done = 1 ;
|
|
503
|
+
} else {
|
|
504
|
+
if( na > 0 ) {
|
|
505
|
+
double v = 0.0;
|
|
506
|
+
for( int i = 0 ; !(i == na) ; i = (i+1) ) {
|
|
507
|
+
double t = g[((lam*p)+i)];
|
|
508
|
+
for( int s = 0 ; !(s == i) ; s = (s+1) ) {
|
|
509
|
+
t = (t-(l[((i*kmax)+s)]*l[((na*kmax)+s)])) ;
|
|
510
|
+
} ;
|
|
511
|
+
double li = (t/l[((i*kmax)+i)]);
|
|
512
|
+
l[ ((na*kmax)+i) ] = li ;
|
|
513
|
+
v = (v+(li*li)) ;
|
|
514
|
+
;
|
|
515
|
+
;
|
|
516
|
+
} ;
|
|
517
|
+
double lkk = (g[((lam*p)+lam)]-v);
|
|
518
|
+
if( lkk <= eps ) {
|
|
519
|
+
done = 1 ;
|
|
520
|
+
} else {
|
|
521
|
+
l[ ((na*kmax)+na) ] = sqrt(lkk) ;
|
|
522
|
+
} ;
|
|
523
|
+
;
|
|
524
|
+
;
|
|
525
|
+
} else {
|
|
526
|
+
l[ 0 ] = sqrt(g[((lam*p)+lam)]) ;
|
|
527
|
+
} ;
|
|
528
|
+
if( done == 0 ) {
|
|
529
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
530
|
+
double grow = g[((na*p)+j)];
|
|
531
|
+
g[ ((na*p)+j) ] = g[((lam*p)+j)] ;
|
|
532
|
+
g[ ((lam*p)+j) ] = grow ;
|
|
533
|
+
;
|
|
534
|
+
} ;
|
|
535
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
536
|
+
double gcol = g[((j*p)+na)];
|
|
537
|
+
g[ ((j*p)+na) ] = g[((j*p)+lam)] ;
|
|
538
|
+
g[ ((j*p)+lam) ] = gcol ;
|
|
539
|
+
;
|
|
540
|
+
} ;
|
|
541
|
+
int itmp = index[na];
|
|
542
|
+
index[ na ] = index[lam] ;
|
|
543
|
+
index[ lam ] = itmp ;
|
|
544
|
+
;
|
|
545
|
+
double xtmp = xy[na];
|
|
546
|
+
xy[ na ] = xy[lam] ;
|
|
547
|
+
xy[ lam ] = xtmp ;
|
|
548
|
+
;
|
|
549
|
+
na = (na+1) ;
|
|
550
|
+
for( int i = 0 ; !(i == na) ; i = (i+1) ) {
|
|
551
|
+
double t = xy[i];
|
|
552
|
+
for( int s = 0 ; !(s == i) ; s = (s+1) ) {
|
|
553
|
+
t = (t-(l[((i*kmax)+s)]*z[s])) ;
|
|
554
|
+
} ;
|
|
555
|
+
z[ i ] = (t/l[((i*kmax)+i)]) ;
|
|
556
|
+
;
|
|
557
|
+
} ;
|
|
558
|
+
for( int ii = 0 ; !(ii == na) ; ii = (ii+1) ) {
|
|
559
|
+
int i = ((na-1)-ii);
|
|
560
|
+
double t = z[i];
|
|
561
|
+
for( int s = (i+1) ; !(s >= na) ; s = (s+1) ) {
|
|
562
|
+
t = (t-(l[((s*kmax)+i)]*gamma[s])) ;
|
|
563
|
+
} ;
|
|
564
|
+
gamma[ i ] = (t/l[((i*kmax)+i)]) ;
|
|
565
|
+
;
|
|
566
|
+
;
|
|
567
|
+
} ;
|
|
568
|
+
if( rec == 1 ) {
|
|
569
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
570
|
+
path[ (((na-1)*p)+j) ] = 0.0 ;
|
|
571
|
+
} ;
|
|
572
|
+
for( int s = 0 ; !(s == na) ; s = (s+1) ) {
|
|
573
|
+
path[ (((na-1)*p)+index[s]) ] = gamma[s] ;
|
|
574
|
+
} ;
|
|
575
|
+
} else {
|
|
576
|
+
0 ;
|
|
577
|
+
} ;
|
|
578
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
579
|
+
double acc = 0.0;
|
|
580
|
+
for( int s = 0 ; !(s == na) ; s = (s+1) ) {
|
|
581
|
+
acc = (acc+(g[((j*p)+s)]*gamma[s])) ;
|
|
582
|
+
} ;
|
|
583
|
+
beta[ j ] = acc ;
|
|
584
|
+
alpha[ j ] = (xy[j]-acc) ;
|
|
585
|
+
;
|
|
586
|
+
} ;
|
|
587
|
+
if( na == kmax ) {
|
|
588
|
+
done = 1 ;
|
|
589
|
+
} else {
|
|
590
|
+
0 ;
|
|
591
|
+
} ;
|
|
592
|
+
} else {
|
|
593
|
+
0 ;
|
|
594
|
+
} ;
|
|
595
|
+
} ;
|
|
596
|
+
;
|
|
597
|
+
} ;
|
|
598
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
599
|
+
coef[ j ] = 0.0 ;
|
|
600
|
+
} ;
|
|
601
|
+
for( int s = 0 ; !(s == na) ; s = (s+1) ) {
|
|
602
|
+
coef[ index[s] ] = gamma[s] ;
|
|
603
|
+
} ;
|
|
604
|
+
return na ;
|
|
605
|
+
}
|
|
606
|
+
|
|
607
|
+
|
|
608
|
+
SCM2CPP_FN inline double
|
|
609
|
+
logistic_fg( scm2cpp::cspan<double> coef, scm2cpp::span<double> g, scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> z, double l2, int multi, int fitint, int n, int p, int k )
|
|
610
|
+
{ double loss = 0.0;
|
|
611
|
+
double pen = 0.0;
|
|
612
|
+
for( int k2518 = 0 ; !(k2518 == n) ; k2518 = (k2518+1) ) {
|
|
613
|
+
for( int k2519 = 0 ; !(k2519 == k) ; k2519 = (k2519+1) ) {
|
|
614
|
+
z[ ((k2518*k)+k2519) ] = ([&]() -> double { int i2521 = 0; double r2522 = 0.0; while (!(i2521 == p)) {
|
|
615
|
+
int i2521_next17094 = (i2521+1);
|
|
616
|
+
double r2522_next17095 = (r2522+(x[((k2518*p)+i2521)]*coef[((k2519*p)+i2521)]));
|
|
617
|
+
i2521 = i2521_next17094;
|
|
618
|
+
r2522 = r2522_next17095;
|
|
619
|
+
} return r2522; })() ;
|
|
620
|
+
} ;
|
|
621
|
+
} ;
|
|
622
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
623
|
+
for( int c = 0 ; !(c == k) ; c = (c+1) ) {
|
|
624
|
+
z[ ((i*k)+c) ] = (z[((i*k)+c)]+coef[((k*p)+c)]) ;
|
|
625
|
+
} ;
|
|
626
|
+
} ;
|
|
627
|
+
if( multi == 0 ) {
|
|
628
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
629
|
+
double zi = z[i];
|
|
630
|
+
double yi = y[i];
|
|
631
|
+
if( zi <= -2.0 ) {
|
|
632
|
+
double e1 = exp(zi);
|
|
633
|
+
if( zi <= -37.0 ) {
|
|
634
|
+
loss = (loss+(e1-(yi*zi))) ;
|
|
635
|
+
z[ i ] = (e1-yi) ;
|
|
636
|
+
} else {
|
|
637
|
+
loss = (loss+(log((1.0+e1))-(yi*zi))) ;
|
|
638
|
+
z[ i ] = ((((1.0-yi)*e1)-yi)/(1.0+e1)) ;
|
|
639
|
+
} ;
|
|
640
|
+
;
|
|
641
|
+
} else {
|
|
642
|
+
double e2 = exp((0.0-zi));
|
|
643
|
+
loss = (loss+(( ( zi <= 18.0 ) ? (log((1.0+e2))) : (e2) )+((1.0-yi)*zi))) ;
|
|
644
|
+
z[ i ] = (((1.0-yi)-(yi*e2))/(1.0+e2)) ;
|
|
645
|
+
;
|
|
646
|
+
} ;
|
|
647
|
+
;
|
|
648
|
+
} ;
|
|
649
|
+
} else {
|
|
650
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
651
|
+
double zmax = z[(i*k)];
|
|
652
|
+
double se = 0.0;
|
|
653
|
+
double yc = y[i];
|
|
654
|
+
for( int c = 1 ; !(c == k) ; c = (c+1) ) {
|
|
655
|
+
if( z[((i*k)+c)] > zmax ) {
|
|
656
|
+
zmax = z[((i*k)+c)] ;
|
|
657
|
+
} else {
|
|
658
|
+
0 ;
|
|
659
|
+
} ;
|
|
660
|
+
} ;
|
|
661
|
+
loss = (loss-z[((i*k)+int(yc))]) ;
|
|
662
|
+
for( int c = 0 ; !(c == k) ; c = (c+1) ) {
|
|
663
|
+
double ec = exp((z[((i*k)+c)]-zmax));
|
|
664
|
+
z[ ((i*k)+c) ] = ec ;
|
|
665
|
+
se = (se+ec) ;
|
|
666
|
+
;
|
|
667
|
+
} ;
|
|
668
|
+
loss = (loss+(zmax+log(se))) ;
|
|
669
|
+
for( int c = 0 ; !(c == k) ; c = (c+1) ) {
|
|
670
|
+
z[ ((i*k)+c) ] = (z[((i*k)+c)]/se) ;
|
|
671
|
+
} ;
|
|
672
|
+
int iy = ((i*k)+int(yc));
|
|
673
|
+
z[ iy ] = (z[iy]-1.0) ;
|
|
674
|
+
;
|
|
675
|
+
;
|
|
676
|
+
} ;
|
|
677
|
+
} ;
|
|
678
|
+
for( int i2526 = 0 ; !(i2526 == k) ; i2526 = (i2526+1) ) {
|
|
679
|
+
for( int i2527 = 0 ; !(i2527 == p) ; i2527 = (i2527+1) ) {
|
|
680
|
+
g[ ((i2526*p)+i2527) ] = 0.0 ;
|
|
681
|
+
} ;
|
|
682
|
+
} ;
|
|
683
|
+
for( int k2524 = 0 ; !(k2524 == n) ; k2524 = (k2524+1) ) {
|
|
684
|
+
for( int k2525 = 0 ; !(k2525 == k) ; k2525 = (k2525+1) ) {
|
|
685
|
+
for( int k2528 = 0 ; !(k2528 == p) ; k2528 = (k2528+1) ) {
|
|
686
|
+
g[ ((k2525*p)+k2528) ] = (g[((k2525*p)+k2528)]+(x[((k2524*p)+k2528)]*z[((k2524*k)+k2525)])) ;
|
|
687
|
+
} ;
|
|
688
|
+
} ;
|
|
689
|
+
} ;
|
|
690
|
+
for( int t = 0 ; !(t == (k*p)) ; t = (t+1) ) {
|
|
691
|
+
double wt = coef[t];
|
|
692
|
+
pen = (pen+(wt*wt)) ;
|
|
693
|
+
g[ t ] = ((g[t]/double(n))+(l2*wt)) ;
|
|
694
|
+
;
|
|
695
|
+
} ;
|
|
696
|
+
for( int c = 0 ; !(c == k) ; c = (c+1) ) {
|
|
697
|
+
double acc = 0.0;
|
|
698
|
+
if( fitint == 1 ) {
|
|
699
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
700
|
+
acc = (acc+z[((i*k)+c)]) ;
|
|
701
|
+
} ;
|
|
702
|
+
} else {
|
|
703
|
+
0 ;
|
|
704
|
+
} ;
|
|
705
|
+
g[ ((k*p)+c) ] = (acc/double(n)) ;
|
|
706
|
+
;
|
|
707
|
+
} ;
|
|
708
|
+
return ((loss/double(n))+(0.5*(l2*pen))) ;
|
|
709
|
+
}
|
|
710
|
+
|
|
711
|
+
|
|
712
|
+
inline int
|
|
713
|
+
logistic_lbfgs( scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> coef, scm2cpp::span<double> out, double c, int maxiter, double tol, int multi, int fitint, int n, int p, int k )
|
|
714
|
+
{ std::array<double,4> aux = scm2cpp::filled_array<double,4>(0.0);
|
|
715
|
+
std::vector<double> work((n*k),0.0);
|
|
716
|
+
aux[ 0 ] = (1.0/(c*double(n))) ;
|
|
717
|
+
aux[ 1 ] = ( ( multi == 1 ) ? (1.0) : (0.0) ) ;
|
|
718
|
+
aux[ 2 ] = ( ( fitint == 1 ) ? (1.0) : (0.0) ) ;
|
|
719
|
+
return lbfgs(0,coef,x,y,aux,work,out,10,maxiter,tol,(64.0*2.220446049250313e-16),50,-1,0.0,(k*(p+1)),n,p,k) ;
|
|
720
|
+
}
|
|
721
|
+
|
|
722
|
+
|
|
723
|
+
SCM2CPP_FN inline double
|
|
724
|
+
huber_fg( scm2cpp::cspan<double> coef, scm2cpp::span<double> g, scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> z, double epsilon, double alpha, int fitint, int n, int p )
|
|
725
|
+
{ double b = coef[p];
|
|
726
|
+
double sigma = coef[(p+1)];
|
|
727
|
+
int nout = 0;
|
|
728
|
+
double outsum = 0.0;
|
|
729
|
+
double sq = 0.0;
|
|
730
|
+
double csum = 0.0;
|
|
731
|
+
double ww = 0.0;
|
|
732
|
+
for( int k2531 = 0 ; !(k2531 == n) ; k2531 = (k2531+1) ) {
|
|
733
|
+
z[ k2531 ] = ([&]() -> double { int i2534 = 0; double r2535 = 0.0; while (!(i2534 == p)) {
|
|
734
|
+
int i2534_next17096 = (i2534+1);
|
|
735
|
+
double r2535_next17097 = (r2535+(x[((k2531*p)+i2534)]*coef[i2534]));
|
|
736
|
+
i2534 = i2534_next17096;
|
|
737
|
+
r2535 = r2535_next17097;
|
|
738
|
+
} return r2535; })() ;
|
|
739
|
+
} ;
|
|
740
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
741
|
+
double r = ((y[i]-z[i])-b);
|
|
742
|
+
double a = lb_abs(r);
|
|
743
|
+
if( a > (epsilon*sigma) ) {
|
|
744
|
+
nout = (nout+1) ;
|
|
745
|
+
outsum = (outsum+a) ;
|
|
746
|
+
z[ i ] = (-2.0*(epsilon*( ( r < 0.0 ) ? (-1.0) : (1.0) ))) ;
|
|
747
|
+
} else {
|
|
748
|
+
sq = (sq+(r*r)) ;
|
|
749
|
+
z[ i ] = ((-2.0*r)/sigma) ;
|
|
750
|
+
} ;
|
|
751
|
+
csum = (csum+z[i]) ;
|
|
752
|
+
;
|
|
753
|
+
;
|
|
754
|
+
} ;
|
|
755
|
+
for( int i2539 = 0 ; !(i2539 == p) ; i2539 = (i2539+1) ) {
|
|
756
|
+
g[ i2539 ] = 0.0 ;
|
|
757
|
+
} ;
|
|
758
|
+
for( int k2537 = 0 ; !(k2537 == n) ; k2537 = (k2537+1) ) {
|
|
759
|
+
for( int i2540 = 0 ; !(i2540 == p) ; i2540 = (i2540+1) ) {
|
|
760
|
+
g[ i2540 ] = (g[i2540]+(x[((k2537*p)+i2540)]*z[k2537])) ;
|
|
761
|
+
} ;
|
|
762
|
+
} ;
|
|
763
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
764
|
+
double wj = coef[j];
|
|
765
|
+
ww = (ww+(wj*wj)) ;
|
|
766
|
+
g[ j ] = (g[j]+(2.0*(alpha*wj))) ;
|
|
767
|
+
;
|
|
768
|
+
} ;
|
|
769
|
+
g[ p ] = ( ( fitint == 1 ) ? (csum) : (0.0) ) ;
|
|
770
|
+
double sqloss = (sq/sigma);
|
|
771
|
+
double eps2 = (epsilon*epsilon);
|
|
772
|
+
g[ (p+1) ] = ((double(n)-(double(nout)*eps2))-(sqloss/sigma)) ;
|
|
773
|
+
return ((((double(n)*sigma)+sqloss)+((2.0*(epsilon*outsum))-(sigma*(double(nout)*eps2))))+(alpha*ww)) ;
|
|
774
|
+
}
|
|
775
|
+
|
|
776
|
+
|
|
777
|
+
inline int
|
|
778
|
+
huber( scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> coef, scm2cpp::span<double> out, double epsilon, double alpha, int maxiter, double tol, int fitint, int n, int p )
|
|
779
|
+
{ std::array<double,4> aux = scm2cpp::filled_array<double,4>(0.0);
|
|
780
|
+
std::vector<double> work(n,0.0);
|
|
781
|
+
aux[ 0 ] = epsilon ;
|
|
782
|
+
aux[ 1 ] = alpha ;
|
|
783
|
+
aux[ 2 ] = ( ( fitint == 1 ) ? (1.0) : (0.0) ) ;
|
|
784
|
+
return lbfgs(1,coef,x,y,aux,work,out,10,maxiter,tol,(10000000.0*2.220446049250313e-16),20,(p+1),(10.0*2.220446049250313e-16),(p+2),n,p,1) ;
|
|
785
|
+
}
|
|
786
|
+
|
|
787
|
+
|
|
788
|
+
SCM2CPP_FN inline double
|
|
789
|
+
glm_fg( scm2cpp::cspan<double> coef, scm2cpp::span<double> g, scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> z, int family, double power, double l2, int fitint, int n, int p )
|
|
790
|
+
{ double loss = 0.0;
|
|
791
|
+
double pen = 0.0;
|
|
792
|
+
double b = coef[p];
|
|
793
|
+
for( int k2543 = 0 ; !(k2543 == n) ; k2543 = (k2543+1) ) {
|
|
794
|
+
z[ k2543 ] = ([&]() -> double { int i2546 = 0; double r2547 = 0.0; while (!(i2546 == p)) {
|
|
795
|
+
int i2546_next17098 = (i2546+1);
|
|
796
|
+
double r2547_next17099 = (r2547+(x[((k2543*p)+i2546)]*coef[i2546]));
|
|
797
|
+
i2546 = i2546_next17098;
|
|
798
|
+
r2547 = r2547_next17099;
|
|
799
|
+
} return r2547; })() ;
|
|
800
|
+
} ;
|
|
801
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
802
|
+
double zi = (z[i]+b);
|
|
803
|
+
double yi = y[i];
|
|
804
|
+
if( (family == 0 || (family == 2 && power == 1.0)) ) {
|
|
805
|
+
double e = exp(zi);
|
|
806
|
+
loss = (loss+(e-(yi*zi))) ;
|
|
807
|
+
z[ i ] = (e-yi) ;
|
|
808
|
+
;
|
|
809
|
+
} else {
|
|
810
|
+
if( (family == 1 || (family == 2 && power == 2.0)) ) {
|
|
811
|
+
double e2 = exp((0.0-zi));
|
|
812
|
+
loss = (loss+(zi+(yi*e2))) ;
|
|
813
|
+
z[ i ] = (1.0-(yi*e2)) ;
|
|
814
|
+
;
|
|
815
|
+
} else {
|
|
816
|
+
if( family == 3 ) {
|
|
817
|
+
double r = (zi-yi);
|
|
818
|
+
loss = (loss+(0.5*(r*r))) ;
|
|
819
|
+
z[ i ] = r ;
|
|
820
|
+
;
|
|
821
|
+
} else {
|
|
822
|
+
if( power == 0.0 ) {
|
|
823
|
+
double e3 = exp(zi);
|
|
824
|
+
loss = (loss+(0.5*((e3-yi)*(e3-yi)))) ;
|
|
825
|
+
z[ i ] = (e3*(e3-yi)) ;
|
|
826
|
+
;
|
|
827
|
+
} else {
|
|
828
|
+
double e1 = exp(((1.0-power)*zi));
|
|
829
|
+
double e4 = exp(((2.0-power)*zi));
|
|
830
|
+
loss = (loss+((e4/(2.0-power))-((yi*e1)/(1.0-power)))) ;
|
|
831
|
+
z[ i ] = (e4-(yi*e1)) ;
|
|
832
|
+
;
|
|
833
|
+
} ;
|
|
834
|
+
} ;
|
|
835
|
+
} ;
|
|
836
|
+
} ;
|
|
837
|
+
;
|
|
838
|
+
} ;
|
|
839
|
+
for( int i2551 = 0 ; !(i2551 == p) ; i2551 = (i2551+1) ) {
|
|
840
|
+
g[ i2551 ] = 0.0 ;
|
|
841
|
+
} ;
|
|
842
|
+
for( int k2549 = 0 ; !(k2549 == n) ; k2549 = (k2549+1) ) {
|
|
843
|
+
for( int i2552 = 0 ; !(i2552 == p) ; i2552 = (i2552+1) ) {
|
|
844
|
+
g[ i2552 ] = (g[i2552]+(x[((k2549*p)+i2552)]*z[k2549])) ;
|
|
845
|
+
} ;
|
|
846
|
+
} ;
|
|
847
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
848
|
+
double wj = coef[j];
|
|
849
|
+
pen = (pen+(wj*wj)) ;
|
|
850
|
+
g[ j ] = ((g[j]/double(n))+(l2*wj)) ;
|
|
851
|
+
;
|
|
852
|
+
} ;
|
|
853
|
+
double acc = 0.0;
|
|
854
|
+
if( fitint == 1 ) {
|
|
855
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
856
|
+
acc = (acc+z[i]) ;
|
|
857
|
+
} ;
|
|
858
|
+
} else {
|
|
859
|
+
0 ;
|
|
860
|
+
} ;
|
|
861
|
+
g[ p ] = (acc/double(n)) ;
|
|
862
|
+
;
|
|
863
|
+
return ((loss/double(n))+(0.5*(l2*pen))) ;
|
|
864
|
+
}
|
|
865
|
+
|
|
866
|
+
|
|
867
|
+
inline int
|
|
868
|
+
glm( scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> coef, scm2cpp::span<double> out, int family, double power, double alpha, int maxiter, double tol, int fitint, int n, int p )
|
|
869
|
+
{ std::array<double,4> aux = scm2cpp::filled_array<double,4>(0.0);
|
|
870
|
+
std::vector<double> work(n,0.0);
|
|
871
|
+
double ym = 0.0;
|
|
872
|
+
aux[ 0 ] = alpha ;
|
|
873
|
+
aux[ 1 ] = double(family) ;
|
|
874
|
+
aux[ 2 ] = ( ( fitint == 1 ) ? (1.0) : (0.0) ) ;
|
|
875
|
+
aux[ 3 ] = power ;
|
|
876
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
877
|
+
coef[ j ] = 0.0 ;
|
|
878
|
+
} ;
|
|
879
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
880
|
+
ym = (ym+y[i]) ;
|
|
881
|
+
} ;
|
|
882
|
+
ym = (ym/double(n)) ;
|
|
883
|
+
coef[ p ] = ( ( fitint == 1 ) ? (( ( family == 3 ) ? (ym) : (log(ym)) )) : (0.0) ) ;
|
|
884
|
+
return lbfgs(2,coef,x,y,aux,work,out,10,maxiter,tol,(64.0*2.220446049250313e-16),50,-1,0.0,(p+1),n,p,1) ;
|
|
885
|
+
}
|
|
886
|
+
|
|
887
|
+
|
|
888
|
+
SCM2CPP_FN inline double
|
|
889
|
+
lb_abs( double a )
|
|
890
|
+
{
|
|
891
|
+
if( a < 0.0 ) {
|
|
892
|
+
return (0.0-a) ;
|
|
893
|
+
}
|
|
894
|
+
else {
|
|
895
|
+
return a ;
|
|
896
|
+
}
|
|
897
|
+
}
|
|
898
|
+
|
|
899
|
+
|
|
900
|
+
SCM2CPP_FN inline double
|
|
901
|
+
lb_max( double a, double b )
|
|
902
|
+
{
|
|
903
|
+
if( a > b ) {
|
|
904
|
+
return a ;
|
|
905
|
+
}
|
|
906
|
+
else {
|
|
907
|
+
return b ;
|
|
908
|
+
}
|
|
909
|
+
}
|
|
910
|
+
|
|
911
|
+
|
|
912
|
+
SCM2CPP_FN inline double
|
|
913
|
+
lb_min( double a, double b )
|
|
914
|
+
{
|
|
915
|
+
if( a < b ) {
|
|
916
|
+
return a ;
|
|
917
|
+
}
|
|
918
|
+
else {
|
|
919
|
+
return b ;
|
|
920
|
+
}
|
|
921
|
+
}
|
|
922
|
+
|
|
923
|
+
|
|
924
|
+
SCM2CPP_FN inline int
|
|
925
|
+
lb_dcstep( std::array<double,8> & cs, double fp, double dp, double stpmin, double stpmax )
|
|
926
|
+
{ double stx = cs[0];
|
|
927
|
+
double fx = cs[1];
|
|
928
|
+
double dx = cs[2];
|
|
929
|
+
double sty = cs[3];
|
|
930
|
+
double fy = cs[4];
|
|
931
|
+
double dy = cs[5];
|
|
932
|
+
double stp = cs[6];
|
|
933
|
+
double brackt = cs[7];
|
|
934
|
+
double stpf = 0.0;
|
|
935
|
+
double sgnd = (dp*(dx/lb_abs(dx)));
|
|
936
|
+
if( fp > fx ) {
|
|
937
|
+
double th1 = ((((3.0*(fx-fp))/(stp-stx))+dx)+dp);
|
|
938
|
+
double s1 = lb_max(lb_abs(th1),lb_max(lb_abs(dx),lb_abs(dp)));
|
|
939
|
+
double ga1 = (s1*sqrt((((th1/s1)*(th1/s1))-((dx/s1)*(dp/s1)))));
|
|
940
|
+
double gm1 = ( ( stp < stx ) ? ((0.0-ga1)) : (ga1) );
|
|
941
|
+
double r1 = (((gm1-dx)+th1)/(((gm1-dx)+gm1)+dp));
|
|
942
|
+
double stpc1 = (stx+(r1*(stp-stx)));
|
|
943
|
+
double stpq1 = (stx+(((dx/(((fx-fp)/(stp-stx))+dx))/2.0)*(stp-stx)));
|
|
944
|
+
if( lb_abs(double((stpc1-stx))) < lb_abs(double((stpq1-stx))) ) {
|
|
945
|
+
stpf = stpc1 ;
|
|
946
|
+
} else {
|
|
947
|
+
stpf = (stpc1+((stpq1-stpc1)/2.0)) ;
|
|
948
|
+
} ;
|
|
949
|
+
brackt = 1.0 ;
|
|
950
|
+
;
|
|
951
|
+
;
|
|
952
|
+
;
|
|
953
|
+
;
|
|
954
|
+
;
|
|
955
|
+
;
|
|
956
|
+
0 ;
|
|
957
|
+
} else {
|
|
958
|
+
if( sgnd < 0.0 ) {
|
|
959
|
+
double th2 = ((((3.0*(fx-fp))/(stp-stx))+dx)+dp);
|
|
960
|
+
double s2 = lb_max(lb_abs(th2),lb_max(lb_abs(dx),lb_abs(dp)));
|
|
961
|
+
double ga2 = (s2*sqrt((((th2/s2)*(th2/s2))-((dx/s2)*(dp/s2)))));
|
|
962
|
+
double gm2 = ( ( stp > stx ) ? ((0.0-ga2)) : (ga2) );
|
|
963
|
+
double r2 = (((gm2-dp)+th2)/(((gm2-dp)+gm2)+dx));
|
|
964
|
+
double stpc2 = (stp+(r2*(stx-stp)));
|
|
965
|
+
double stpq2 = (stp+((dp/(dp-dx))*(stx-stp)));
|
|
966
|
+
if( lb_abs(double((stpc2-stp))) > lb_abs(double((stpq2-stp))) ) {
|
|
967
|
+
stpf = stpc2 ;
|
|
968
|
+
} else {
|
|
969
|
+
stpf = stpq2 ;
|
|
970
|
+
} ;
|
|
971
|
+
brackt = 1.0 ;
|
|
972
|
+
;
|
|
973
|
+
;
|
|
974
|
+
;
|
|
975
|
+
;
|
|
976
|
+
;
|
|
977
|
+
;
|
|
978
|
+
0 ;
|
|
979
|
+
} else {
|
|
980
|
+
if( lb_abs(dp) < lb_abs(dx) ) {
|
|
981
|
+
double th3 = ((((3.0*(fx-fp))/(stp-stx))+dx)+dp);
|
|
982
|
+
double s3 = lb_max(lb_abs(th3),lb_max(lb_abs(dx),lb_abs(dp)));
|
|
983
|
+
double ga3 = (s3*sqrt(lb_max(0.0,double((((th3/s3)*(th3/s3))-((dx/s3)*(dp/s3)))))));
|
|
984
|
+
double gm3 = ( ( stp > stx ) ? ((0.0-ga3)) : (ga3) );
|
|
985
|
+
double r3 = (((gm3-dp)+th3)/((gm3+(dx-dp))+gm3));
|
|
986
|
+
double stpc3 = ( ( (r3 < 0.0 && !(gm3 == 0.0)) ) ? ((stp+(r3*(stx-stp)))) : (( ( stp > stx ) ? (stpmax) : (stpmin) )) );
|
|
987
|
+
double stpq3 = (stp+((dp/(dp-dx))*(stx-stp)));
|
|
988
|
+
if( brackt == 1.0 ) {
|
|
989
|
+
if( lb_abs(double((stpc3-stp))) < lb_abs(double((stpq3-stp))) ) {
|
|
990
|
+
stpf = stpc3 ;
|
|
991
|
+
} else {
|
|
992
|
+
stpf = stpq3 ;
|
|
993
|
+
} ;
|
|
994
|
+
if( stp > stx ) {
|
|
995
|
+
stpf = lb_min(double((stp+(0.66*(sty-stp)))),stpf) ;
|
|
996
|
+
} else {
|
|
997
|
+
stpf = lb_max(double((stp+(0.66*(sty-stp)))),stpf) ;
|
|
998
|
+
} ;
|
|
999
|
+
} else {
|
|
1000
|
+
if( lb_abs(double((stpc3-stp))) > lb_abs(double((stpq3-stp))) ) {
|
|
1001
|
+
stpf = stpc3 ;
|
|
1002
|
+
} else {
|
|
1003
|
+
stpf = stpq3 ;
|
|
1004
|
+
} ;
|
|
1005
|
+
stpf = lb_min(stpmax,stpf) ;
|
|
1006
|
+
stpf = lb_max(stpmin,stpf) ;
|
|
1007
|
+
} ;
|
|
1008
|
+
;
|
|
1009
|
+
;
|
|
1010
|
+
;
|
|
1011
|
+
;
|
|
1012
|
+
;
|
|
1013
|
+
;
|
|
1014
|
+
0 ;
|
|
1015
|
+
} else {
|
|
1016
|
+
if( brackt == 1.0 ) {
|
|
1017
|
+
double th4 = ((((3.0*(fp-fy))/(sty-stp))+dy)+dp);
|
|
1018
|
+
double s4 = lb_max(lb_abs(th4),lb_max(lb_abs(dy),lb_abs(dp)));
|
|
1019
|
+
double ga4 = (s4*sqrt((((th4/s4)*(th4/s4))-((dy/s4)*(dp/s4)))));
|
|
1020
|
+
double gm4 = ( ( stp > sty ) ? ((0.0-ga4)) : (ga4) );
|
|
1021
|
+
double r4 = (((gm4-dp)+th4)/(((gm4-dp)+gm4)+dy));
|
|
1022
|
+
stpf = (stp+(r4*(sty-stp))) ;
|
|
1023
|
+
;
|
|
1024
|
+
;
|
|
1025
|
+
;
|
|
1026
|
+
;
|
|
1027
|
+
;
|
|
1028
|
+
0 ;
|
|
1029
|
+
} else {
|
|
1030
|
+
if( stp > stx ) {
|
|
1031
|
+
stpf = stpmax ;
|
|
1032
|
+
} else {
|
|
1033
|
+
stpf = stpmin ;
|
|
1034
|
+
} ;
|
|
1035
|
+
} ;
|
|
1036
|
+
} ;
|
|
1037
|
+
} ;
|
|
1038
|
+
} ;
|
|
1039
|
+
if( fp > fx ) {
|
|
1040
|
+
cs[ 3 ] = stp ;
|
|
1041
|
+
cs[ 4 ] = fp ;
|
|
1042
|
+
cs[ 5 ] = dp ;
|
|
1043
|
+
} else {
|
|
1044
|
+
if( sgnd < 0.0 ) {
|
|
1045
|
+
cs[ 3 ] = stx ;
|
|
1046
|
+
cs[ 4 ] = fx ;
|
|
1047
|
+
cs[ 5 ] = dx ;
|
|
1048
|
+
} else {
|
|
1049
|
+
0 ;
|
|
1050
|
+
} ;
|
|
1051
|
+
cs[ 0 ] = stp ;
|
|
1052
|
+
cs[ 1 ] = fp ;
|
|
1053
|
+
cs[ 2 ] = dp ;
|
|
1054
|
+
} ;
|
|
1055
|
+
cs[ 6 ] = stpf ;
|
|
1056
|
+
cs[ 7 ] = brackt ;
|
|
1057
|
+
return 0 ;
|
|
1058
|
+
}
|
|
1059
|
+
|
|
1060
|
+
|
|
1061
|
+
SCM2CPP_FN inline int
|
|
1062
|
+
lb_search_start( std::array<double,16> & ls, double f, double g, double stp, double stpmin, double stpmax, double ftol )
|
|
1063
|
+
{ ls[ 0 ] = 0.0 ;
|
|
1064
|
+
ls[ 1 ] = f ;
|
|
1065
|
+
ls[ 2 ] = g ;
|
|
1066
|
+
ls[ 3 ] = 0.0 ;
|
|
1067
|
+
ls[ 4 ] = f ;
|
|
1068
|
+
ls[ 5 ] = g ;
|
|
1069
|
+
ls[ 6 ] = 0.0 ;
|
|
1070
|
+
ls[ 7 ] = 1.0 ;
|
|
1071
|
+
ls[ 8 ] = f ;
|
|
1072
|
+
ls[ 9 ] = g ;
|
|
1073
|
+
ls[ 10 ] = (ftol*g) ;
|
|
1074
|
+
ls[ 11 ] = (stpmax-stpmin) ;
|
|
1075
|
+
ls[ 12 ] = ((stpmax-stpmin)/0.5) ;
|
|
1076
|
+
ls[ 13 ] = 0.0 ;
|
|
1077
|
+
ls[ 14 ] = (stp+(4.0*stp)) ;
|
|
1078
|
+
ls[ 15 ] = stp ;
|
|
1079
|
+
return 0 ;
|
|
1080
|
+
}
|
|
1081
|
+
|
|
1082
|
+
|
|
1083
|
+
SCM2CPP_FN inline int
|
|
1084
|
+
lb_search_step( std::array<double,16> & ls, std::array<double,8> & cs, double f, double g, double ftol, double gtol, double xtol, double stpmin, double stpmax )
|
|
1085
|
+
{ double stp = ls[15];
|
|
1086
|
+
double finit = ls[8];
|
|
1087
|
+
double ginit = ls[9];
|
|
1088
|
+
double gtest = ls[10];
|
|
1089
|
+
int task = 0;
|
|
1090
|
+
double ftest = (finit+(stp*gtest));
|
|
1091
|
+
if( (ls[7] == 1.0 && (f <= ftest && g >= 0.0)) ) {
|
|
1092
|
+
ls[ 7 ] = 2.0 ;
|
|
1093
|
+
} else {
|
|
1094
|
+
0 ;
|
|
1095
|
+
} ;
|
|
1096
|
+
if( (ls[6] == 1.0 && (stp <= ls[13] || stp >= ls[14])) ) {
|
|
1097
|
+
task = 2 ;
|
|
1098
|
+
} else {
|
|
1099
|
+
0 ;
|
|
1100
|
+
} ;
|
|
1101
|
+
if( (ls[6] == 1.0 && (ls[14]-ls[13]) <= (xtol*ls[14])) ) {
|
|
1102
|
+
task = 2 ;
|
|
1103
|
+
} else {
|
|
1104
|
+
0 ;
|
|
1105
|
+
} ;
|
|
1106
|
+
if( (stp == stpmax && (f <= ftest && g <= gtest)) ) {
|
|
1107
|
+
task = 2 ;
|
|
1108
|
+
} else {
|
|
1109
|
+
0 ;
|
|
1110
|
+
} ;
|
|
1111
|
+
if( (stp == stpmin && (f > ftest || g >= gtest)) ) {
|
|
1112
|
+
task = 2 ;
|
|
1113
|
+
} else {
|
|
1114
|
+
0 ;
|
|
1115
|
+
} ;
|
|
1116
|
+
if( (f <= ftest && lb_abs(g) <= (gtol*(0.0-ginit))) ) {
|
|
1117
|
+
task = 1 ;
|
|
1118
|
+
} else {
|
|
1119
|
+
0 ;
|
|
1120
|
+
} ;
|
|
1121
|
+
if( task == 0 ) {
|
|
1122
|
+
cs[ 0 ] = ls[0] ;
|
|
1123
|
+
cs[ 3 ] = ls[3] ;
|
|
1124
|
+
cs[ 6 ] = stp ;
|
|
1125
|
+
cs[ 7 ] = ls[6] ;
|
|
1126
|
+
if( (ls[7] == 1.0 && (f <= ls[1] && f > ftest)) ) {
|
|
1127
|
+
cs[ 1 ] = (ls[1]-(ls[0]*gtest)) ;
|
|
1128
|
+
cs[ 2 ] = (ls[2]-gtest) ;
|
|
1129
|
+
cs[ 4 ] = (ls[4]-(ls[3]*gtest)) ;
|
|
1130
|
+
cs[ 5 ] = (ls[5]-gtest) ;
|
|
1131
|
+
lb_dcstep(cs,double((f-(stp*gtest))),double((g-gtest)),ls[13],ls[14]) ;
|
|
1132
|
+
ls[ 1 ] = (cs[1]+(cs[0]*gtest)) ;
|
|
1133
|
+
ls[ 2 ] = (cs[2]+gtest) ;
|
|
1134
|
+
ls[ 4 ] = (cs[4]+(cs[3]*gtest)) ;
|
|
1135
|
+
ls[ 5 ] = (cs[5]+gtest) ;
|
|
1136
|
+
} else {
|
|
1137
|
+
cs[ 1 ] = ls[1] ;
|
|
1138
|
+
cs[ 2 ] = ls[2] ;
|
|
1139
|
+
cs[ 4 ] = ls[4] ;
|
|
1140
|
+
cs[ 5 ] = ls[5] ;
|
|
1141
|
+
lb_dcstep(cs,f,g,ls[13],ls[14]) ;
|
|
1142
|
+
ls[ 1 ] = cs[1] ;
|
|
1143
|
+
ls[ 2 ] = cs[2] ;
|
|
1144
|
+
ls[ 4 ] = cs[4] ;
|
|
1145
|
+
ls[ 5 ] = cs[5] ;
|
|
1146
|
+
} ;
|
|
1147
|
+
ls[ 0 ] = cs[0] ;
|
|
1148
|
+
ls[ 3 ] = cs[3] ;
|
|
1149
|
+
ls[ 6 ] = cs[7] ;
|
|
1150
|
+
double nstp = cs[6];
|
|
1151
|
+
double stx = cs[0];
|
|
1152
|
+
double sty = cs[3];
|
|
1153
|
+
if( ls[6] == 1.0 ) {
|
|
1154
|
+
if( lb_abs(double((sty-stx))) >= (0.66*ls[12]) ) {
|
|
1155
|
+
nstp = (stx+(0.5*(sty-stx))) ;
|
|
1156
|
+
} else {
|
|
1157
|
+
0 ;
|
|
1158
|
+
} ;
|
|
1159
|
+
ls[ 12 ] = ls[11] ;
|
|
1160
|
+
ls[ 11 ] = lb_abs(double((sty-stx))) ;
|
|
1161
|
+
} else {
|
|
1162
|
+
0 ;
|
|
1163
|
+
} ;
|
|
1164
|
+
if( ls[6] == 1.0 ) {
|
|
1165
|
+
ls[ 13 ] = lb_min(stx,sty) ;
|
|
1166
|
+
ls[ 14 ] = lb_max(stx,sty) ;
|
|
1167
|
+
} else {
|
|
1168
|
+
ls[ 13 ] = (nstp+(1.1*(nstp-stx))) ;
|
|
1169
|
+
ls[ 14 ] = (nstp+(4.0*(nstp-stx))) ;
|
|
1170
|
+
} ;
|
|
1171
|
+
nstp = lb_max(nstp,stpmin) ;
|
|
1172
|
+
nstp = lb_min(nstp,stpmax) ;
|
|
1173
|
+
if( (ls[6] == 1.0 && ((nstp <= ls[13] || nstp >= ls[14]) || (ls[14]-ls[13]) <= (xtol*ls[14]))) ) {
|
|
1174
|
+
nstp = stx ;
|
|
1175
|
+
} else {
|
|
1176
|
+
0 ;
|
|
1177
|
+
} ;
|
|
1178
|
+
ls[ 15 ] = nstp ;
|
|
1179
|
+
;
|
|
1180
|
+
} else {
|
|
1181
|
+
0 ;
|
|
1182
|
+
} ;
|
|
1183
|
+
return task ;
|
|
1184
|
+
}
|
|
1185
|
+
|
|
1186
|
+
|
|
1187
|
+
SCM2CPP_FN inline double
|
|
1188
|
+
lb_dot( scm2cpp::cspan<double> a, scm2cpp::cspan<double> b, int nv )
|
|
1189
|
+
{ double acc = 0.0;
|
|
1190
|
+
for( int j = 0 ; !(j == nv) ; j = (j+1) ) {
|
|
1191
|
+
acc = (acc+(a[j]*b[j])) ;
|
|
1192
|
+
} ;
|
|
1193
|
+
return acc ;
|
|
1194
|
+
}
|
|
1195
|
+
|
|
1196
|
+
|
|
1197
|
+
SCM2CPP_FN inline double
|
|
1198
|
+
lb_dot_row( scm2cpp::cspan<double> mem, int slot, scm2cpp::cspan<double> v, int nv )
|
|
1199
|
+
{ double acc = 0.0;
|
|
1200
|
+
for( int j = 0 ; !(j == nv) ; j = (j+1) ) {
|
|
1201
|
+
acc = (acc+(mem[((slot*nv)+j)]*v[j])) ;
|
|
1202
|
+
} ;
|
|
1203
|
+
return acc ;
|
|
1204
|
+
}
|
|
1205
|
+
|
|
1206
|
+
|
|
1207
|
+
SCM2CPP_FN inline double
|
|
1208
|
+
lb_dot_rows( scm2cpp::cspan<double> a, int ra, scm2cpp::cspan<double> b, int rb, int nv )
|
|
1209
|
+
{ double acc = 0.0;
|
|
1210
|
+
for( int j = 0 ; !(j == nv) ; j = (j+1) ) {
|
|
1211
|
+
acc = (acc+(a[((ra*nv)+j)]*b[((rb*nv)+j)])) ;
|
|
1212
|
+
} ;
|
|
1213
|
+
return acc ;
|
|
1214
|
+
}
|
|
1215
|
+
|
|
1216
|
+
|
|
1217
|
+
SCM2CPP_FN inline double
|
|
1218
|
+
lb_projgr( scm2cpp::cspan<double> g, scm2cpp::cspan<double> w, int ib, double lbv, int nv )
|
|
1219
|
+
{ double acc = 0.0;
|
|
1220
|
+
for( int j = 0 ; !(j == nv) ; j = (j+1) ) {
|
|
1221
|
+
double gj = g[j];
|
|
1222
|
+
double gp = ( ( (j == ib && gj >= 0.0) ) ? (lb_min(double((w[j]-lbv)),gj)) : (gj) );
|
|
1223
|
+
double v = lb_abs(gp);
|
|
1224
|
+
if( v > acc ) {
|
|
1225
|
+
acc = v ;
|
|
1226
|
+
} else {
|
|
1227
|
+
0 ;
|
|
1228
|
+
} ;
|
|
1229
|
+
;
|
|
1230
|
+
;
|
|
1231
|
+
;
|
|
1232
|
+
} ;
|
|
1233
|
+
return acc ;
|
|
1234
|
+
}
|
|
1235
|
+
|
|
1236
|
+
|
|
1237
|
+
SCM2CPP_FN inline int
|
|
1238
|
+
lb_hv( scm2cpp::span<double> q, scm2cpp::cspan<double> smem, scm2cpp::cspan<double> ymem, scm2cpp::cspan<double> rho, scm2cpp::span<double> al, double theta, int col, int head, int m, int nv )
|
|
1239
|
+
{ for( int ii = 0 ; !(ii == col) ; ii = (ii+1) ) {
|
|
1240
|
+
int slot = ((head+((col-1)-ii)) % m);
|
|
1241
|
+
double a = (rho[slot]*lb_dot_row(smem,slot,q,nv));
|
|
1242
|
+
al[ slot ] = a ;
|
|
1243
|
+
for( int j = 0 ; !(j == nv) ; j = (j+1) ) {
|
|
1244
|
+
q[ j ] = (q[j]-(a*ymem[((slot*nv)+j)])) ;
|
|
1245
|
+
} ;
|
|
1246
|
+
;
|
|
1247
|
+
;
|
|
1248
|
+
} ;
|
|
1249
|
+
for( int j = 0 ; !(j == nv) ; j = (j+1) ) {
|
|
1250
|
+
q[ j ] = (q[j]/theta) ;
|
|
1251
|
+
} ;
|
|
1252
|
+
for( int ii = 0 ; !(ii == col) ; ii = (ii+1) ) {
|
|
1253
|
+
int slot2 = ((head+ii) % m);
|
|
1254
|
+
double bb = (rho[slot2]*lb_dot_row(ymem,slot2,q,nv));
|
|
1255
|
+
for( int j = 0 ; !(j == nv) ; j = (j+1) ) {
|
|
1256
|
+
q[ j ] = (q[j]+((al[slot2]-bb)*smem[((slot2*nv)+j)])) ;
|
|
1257
|
+
} ;
|
|
1258
|
+
;
|
|
1259
|
+
;
|
|
1260
|
+
} ;
|
|
1261
|
+
return 0 ;
|
|
1262
|
+
}
|
|
1263
|
+
|
|
1264
|
+
|
|
1265
|
+
SCM2CPP_FN inline double
|
|
1266
|
+
lb_vbv( scm2cpp::cspan<double> v, scm2cpp::cspan<double> smem, scm2cpp::cspan<double> ymem, scm2cpp::cspan<double> rho, scm2cpp::span<double> bm, scm2cpp::span<double> sb, double theta, int col, int head, int m, int nv )
|
|
1267
|
+
{ for( int ii = 0 ; !(ii == col) ; ii = (ii+1) ) {
|
|
1268
|
+
int si = ((head+ii) % m);
|
|
1269
|
+
for( int j = 0 ; !(j == nv) ; j = (j+1) ) {
|
|
1270
|
+
bm[ ((ii*nv)+j) ] = (theta*smem[((si*nv)+j)]) ;
|
|
1271
|
+
} ;
|
|
1272
|
+
for( int jj = 0 ; !(jj == ii) ; jj = (jj+1) ) {
|
|
1273
|
+
int sj = ((head+jj) % m);
|
|
1274
|
+
double cb = (lb_dot_rows(bm,jj,smem,si,nv)/sb[jj]);
|
|
1275
|
+
double cy = (rho[sj]*lb_dot_rows(ymem,sj,smem,si,nv));
|
|
1276
|
+
for( int j = 0 ; !(j == nv) ; j = (j+1) ) {
|
|
1277
|
+
bm[ ((ii*nv)+j) ] = ((bm[((ii*nv)+j)]-(cb*bm[((jj*nv)+j)]))+(cy*ymem[((sj*nv)+j)])) ;
|
|
1278
|
+
} ;
|
|
1279
|
+
;
|
|
1280
|
+
;
|
|
1281
|
+
} ;
|
|
1282
|
+
sb[ ii ] = lb_dot_rows(bm,ii,smem,si,nv) ;
|
|
1283
|
+
;
|
|
1284
|
+
} ;
|
|
1285
|
+
double acc = (theta*lb_dot(v,v,nv));
|
|
1286
|
+
for( int ii = 0 ; !(ii == col) ; ii = (ii+1) ) {
|
|
1287
|
+
int si2 = ((head+ii) % m);
|
|
1288
|
+
double bv = lb_dot_row(bm,ii,v,nv);
|
|
1289
|
+
double yv = lb_dot_row(ymem,si2,v,nv);
|
|
1290
|
+
acc = ((acc-((bv*bv)/sb[ii]))+(rho[si2]*(yv*yv))) ;
|
|
1291
|
+
;
|
|
1292
|
+
;
|
|
1293
|
+
} ;
|
|
1294
|
+
return acc ;
|
|
1295
|
+
}
|
|
1296
|
+
|
|
1297
|
+
|
|
1298
|
+
SCM2CPP_FN inline int
|
|
1299
|
+
lb_direction( scm2cpp::cspan<double> w, scm2cpp::cspan<double> g, scm2cpp::span<double> d, scm2cpp::span<double> q, scm2cpp::span<double> e, scm2cpp::cspan<double> smem, scm2cpp::cspan<double> ymem, scm2cpp::cspan<double> rho, scm2cpp::span<double> al, scm2cpp::span<double> bm, scm2cpp::span<double> sb, double theta, int col, int head, int m, int ib, double lbv, int nv )
|
|
1300
|
+
{ for( int j = 0 ; !(j == nv) ; j = (j+1) ) {
|
|
1301
|
+
q[ j ] = g[j] ;
|
|
1302
|
+
} ;
|
|
1303
|
+
lb_hv(q,smem,ymem,rho,al,theta,col,head,m,nv) ;
|
|
1304
|
+
for( int j = 0 ; !(j == nv) ; j = (j+1) ) {
|
|
1305
|
+
d[ j ] = (0.0-q[j]) ;
|
|
1306
|
+
} ;
|
|
1307
|
+
if( ib >= 0 ) {
|
|
1308
|
+
double gs = g[ib];
|
|
1309
|
+
double tl = (w[ib]-lbv);
|
|
1310
|
+
int fixed = 0;
|
|
1311
|
+
double delta = 0.0;
|
|
1312
|
+
double dtm = 0.0;
|
|
1313
|
+
if( (tl <= 0.0 && gs >= 0.0) ) {
|
|
1314
|
+
fixed = 1 ;
|
|
1315
|
+
} else {
|
|
1316
|
+
dtm = (lb_dot(g,g,nv)/lb_vbv(g,smem,ymem,rho,bm,sb,theta,col,head,m,nv)) ;
|
|
1317
|
+
if( (gs > 0.0 && dtm >= (tl/gs)) ) {
|
|
1318
|
+
fixed = 1 ;
|
|
1319
|
+
delta = (0.0-tl) ;
|
|
1320
|
+
} else {
|
|
1321
|
+
0 ;
|
|
1322
|
+
} ;
|
|
1323
|
+
} ;
|
|
1324
|
+
if( fixed == 1 ) {
|
|
1325
|
+
for( int j = 0 ; !(j == nv) ; j = (j+1) ) {
|
|
1326
|
+
e[ j ] = 0.0 ;
|
|
1327
|
+
} ;
|
|
1328
|
+
e[ ib ] = 1.0 ;
|
|
1329
|
+
lb_hv(e,smem,ymem,rho,al,theta,col,head,m,nv) ;
|
|
1330
|
+
double lam = ((delta+q[ib])/e[ib]);
|
|
1331
|
+
for( int j = 0 ; !(j == nv) ; j = (j+1) ) {
|
|
1332
|
+
d[ j ] = (d[j]+(lam*e[j])) ;
|
|
1333
|
+
} ;
|
|
1334
|
+
;
|
|
1335
|
+
d[ ib ] = delta ;
|
|
1336
|
+
} else {
|
|
1337
|
+
if( (w[ib]+d[ib]) < lbv ) {
|
|
1338
|
+
double ddp = ((lb_dot(d,g,nv)-(d[ib]*gs))+((lbv-w[ib])*gs));
|
|
1339
|
+
if( ddp > 0.0 ) {
|
|
1340
|
+
double dus = (d[ib]-((0.0-dtm)*gs));
|
|
1341
|
+
double xcps = (w[ib]-(dtm*gs));
|
|
1342
|
+
double alpha = 1.0;
|
|
1343
|
+
if( dus < 0.0 ) {
|
|
1344
|
+
double temp2 = (lbv-xcps);
|
|
1345
|
+
if( temp2 >= 0.0 ) {
|
|
1346
|
+
alpha = 0.0 ;
|
|
1347
|
+
} else {
|
|
1348
|
+
if( dus < temp2 ) {
|
|
1349
|
+
alpha = (temp2/dus) ;
|
|
1350
|
+
} else {
|
|
1351
|
+
0 ;
|
|
1352
|
+
} ;
|
|
1353
|
+
} ;
|
|
1354
|
+
;
|
|
1355
|
+
} else {
|
|
1356
|
+
0 ;
|
|
1357
|
+
} ;
|
|
1358
|
+
for( int j = 0 ; !(j == nv) ; j = (j+1) ) {
|
|
1359
|
+
double xcpj = ((0.0-dtm)*g[j]);
|
|
1360
|
+
d[ j ] = (xcpj+(alpha*(d[j]-xcpj))) ;
|
|
1361
|
+
;
|
|
1362
|
+
} ;
|
|
1363
|
+
if( alpha < 1.0 ) {
|
|
1364
|
+
d[ ib ] = (lbv-w[ib]) ;
|
|
1365
|
+
} else {
|
|
1366
|
+
0 ;
|
|
1367
|
+
} ;
|
|
1368
|
+
;
|
|
1369
|
+
} else {
|
|
1370
|
+
d[ ib ] = (lbv-w[ib]) ;
|
|
1371
|
+
} ;
|
|
1372
|
+
;
|
|
1373
|
+
} else {
|
|
1374
|
+
0 ;
|
|
1375
|
+
} ;
|
|
1376
|
+
} ;
|
|
1377
|
+
;
|
|
1378
|
+
} else {
|
|
1379
|
+
0 ;
|
|
1380
|
+
} ;
|
|
1381
|
+
return 0 ;
|
|
1382
|
+
}
|
|
1383
|
+
|
|
1384
|
+
|
|
1385
|
+
inline int
|
|
1386
|
+
lbfgs( int kind, scm2cpp::span<double> w, scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, const std::array<double,4> & aux, scm2cpp::span<double> work, scm2cpp::span<double> out, int m, int maxiter, double pgtol, double ftol, int maxls, int ib, double lbv, int nv, int n, int p, int k )
|
|
1387
|
+
{ std::vector<double> g(nv,0.0);
|
|
1388
|
+
std::vector<double> gold(nv,0.0);
|
|
1389
|
+
std::vector<double> d(nv,0.0);
|
|
1390
|
+
std::vector<double> t(nv,0.0);
|
|
1391
|
+
std::vector<double> q(nv,0.0);
|
|
1392
|
+
std::vector<double> e(nv,0.0);
|
|
1393
|
+
std::vector<double> smem((m*nv),0.0);
|
|
1394
|
+
std::vector<double> ymem((m*nv),0.0);
|
|
1395
|
+
std::vector<double> bm((m*nv),0.0);
|
|
1396
|
+
std::vector<double> rho(m,0.0);
|
|
1397
|
+
std::vector<double> sb(m,0.0);
|
|
1398
|
+
std::vector<double> al(m,0.0);
|
|
1399
|
+
std::array<double,16> ls = scm2cpp::filled_array<double,16>(0.0);
|
|
1400
|
+
std::array<double,8> cs = scm2cpp::filled_array<double,8>(0.0);
|
|
1401
|
+
double eps = 2.220446049250313e-16;
|
|
1402
|
+
int iter = 0;
|
|
1403
|
+
int col = 0;
|
|
1404
|
+
int head = 0;
|
|
1405
|
+
double theta = 1.0;
|
|
1406
|
+
int nfg = 0;
|
|
1407
|
+
int done = 0;
|
|
1408
|
+
double f = lbfgs_fg(kind,w,g,x,y,aux,work,n,p,k);
|
|
1409
|
+
nfg = 1 ;
|
|
1410
|
+
if( lb_projgr(g,w,ib,lbv,nv) <= pgtol ) {
|
|
1411
|
+
done = 1 ;
|
|
1412
|
+
} else {
|
|
1413
|
+
0 ;
|
|
1414
|
+
} ;
|
|
1415
|
+
for( ; !(done == 1) ; ) {
|
|
1416
|
+
lb_direction(w,g,d,q,e,smem,ymem,rho,al,bm,sb,theta,col,head,m,ib,lbv,nv) ;
|
|
1417
|
+
for( int j = 0 ; !(j == nv) ; j = (j+1) ) {
|
|
1418
|
+
t[ j ] = w[j] ;
|
|
1419
|
+
gold[ j ] = g[j] ;
|
|
1420
|
+
} ;
|
|
1421
|
+
double fold = f;
|
|
1422
|
+
double dnorm = sqrt(lb_dot(d,d,nv));
|
|
1423
|
+
double gdold = lb_dot(g,d,nv);
|
|
1424
|
+
double stpmx = 10000000000.0;
|
|
1425
|
+
double gd = 0.0;
|
|
1426
|
+
int task = 0;
|
|
1427
|
+
int ifun = 0;
|
|
1428
|
+
int fail = 0;
|
|
1429
|
+
if( ib >= 0 ) {
|
|
1430
|
+
if( iter == 0 ) {
|
|
1431
|
+
stpmx = 1.0 ;
|
|
1432
|
+
} else {
|
|
1433
|
+
if( d[ib] < 0.0 ) {
|
|
1434
|
+
double a2 = (lbv-w[ib]);
|
|
1435
|
+
if( a2 >= 0.0 ) {
|
|
1436
|
+
stpmx = 0.0 ;
|
|
1437
|
+
} else {
|
|
1438
|
+
if( (d[ib]*stpmx) < a2 ) {
|
|
1439
|
+
stpmx = (a2/d[ib]) ;
|
|
1440
|
+
} else {
|
|
1441
|
+
0 ;
|
|
1442
|
+
} ;
|
|
1443
|
+
} ;
|
|
1444
|
+
;
|
|
1445
|
+
} else {
|
|
1446
|
+
0 ;
|
|
1447
|
+
} ;
|
|
1448
|
+
} ;
|
|
1449
|
+
} else {
|
|
1450
|
+
0 ;
|
|
1451
|
+
} ;
|
|
1452
|
+
if( gdold >= 0.0 ) {
|
|
1453
|
+
fail = 1 ;
|
|
1454
|
+
} else {
|
|
1455
|
+
lb_search_start(ls,f,gdold,( ( iter == 0 ) ? (lb_min(double((1.0/dnorm)),stpmx)) : (1.0) ),0.0,stpmx,0.001) ;
|
|
1456
|
+
for( ; !((fail == 1 || !(task == 0))) ; ) {
|
|
1457
|
+
ifun = (ifun+1) ;
|
|
1458
|
+
if( ifun > maxls ) {
|
|
1459
|
+
fail = 1 ;
|
|
1460
|
+
} else {
|
|
1461
|
+
double stp = ls[15];
|
|
1462
|
+
for( int j = 0 ; !(j == nv) ; j = (j+1) ) {
|
|
1463
|
+
w[ j ] = (t[j]+(stp*d[j])) ;
|
|
1464
|
+
} ;
|
|
1465
|
+
f = lbfgs_fg(kind,w,g,x,y,aux,work,n,p,k) ;
|
|
1466
|
+
nfg = (nfg+1) ;
|
|
1467
|
+
gd = lb_dot(g,d,nv) ;
|
|
1468
|
+
task = lb_search_step(ls,cs,f,gd,0.001,0.9,0.1,0.0,stpmx) ;
|
|
1469
|
+
;
|
|
1470
|
+
} ;
|
|
1471
|
+
} ;
|
|
1472
|
+
} ;
|
|
1473
|
+
if( fail == 1 ) {
|
|
1474
|
+
for( int j = 0 ; !(j == nv) ; j = (j+1) ) {
|
|
1475
|
+
w[ j ] = t[j] ;
|
|
1476
|
+
g[ j ] = gold[j] ;
|
|
1477
|
+
} ;
|
|
1478
|
+
f = fold ;
|
|
1479
|
+
if( col == 0 ) {
|
|
1480
|
+
done = 1 ;
|
|
1481
|
+
} else {
|
|
1482
|
+
col = 0 ;
|
|
1483
|
+
head = 0 ;
|
|
1484
|
+
theta = 1.0 ;
|
|
1485
|
+
} ;
|
|
1486
|
+
} else {
|
|
1487
|
+
double stp2 = ls[15];
|
|
1488
|
+
iter = (iter+1) ;
|
|
1489
|
+
if( iter >= maxiter ) {
|
|
1490
|
+
done = 1 ;
|
|
1491
|
+
} else {
|
|
1492
|
+
0 ;
|
|
1493
|
+
} ;
|
|
1494
|
+
if( lb_projgr(g,w,ib,lbv,nv) <= pgtol ) {
|
|
1495
|
+
done = 1 ;
|
|
1496
|
+
} else {
|
|
1497
|
+
0 ;
|
|
1498
|
+
} ;
|
|
1499
|
+
if( (fold-f) <= (ftol*lb_max(lb_max(lb_abs(fold),lb_abs(f)),1.0)) ) {
|
|
1500
|
+
done = 1 ;
|
|
1501
|
+
} else {
|
|
1502
|
+
0 ;
|
|
1503
|
+
} ;
|
|
1504
|
+
if( done == 0 ) {
|
|
1505
|
+
double dr = ((gd-gdold)*stp2);
|
|
1506
|
+
double ddum = ((0.0-gdold)*stp2);
|
|
1507
|
+
if( dr > (eps*ddum) ) {
|
|
1508
|
+
int slot3 = ( ( col < m ) ? (((head+col) % m)) : (head) );
|
|
1509
|
+
double rr = 0.0;
|
|
1510
|
+
for( int j = 0 ; !(j == nv) ; j = (j+1) ) {
|
|
1511
|
+
double yj = (g[j]-gold[j]);
|
|
1512
|
+
smem[ ((slot3*nv)+j) ] = (stp2*d[j]) ;
|
|
1513
|
+
ymem[ ((slot3*nv)+j) ] = yj ;
|
|
1514
|
+
rr = (rr+(yj*yj)) ;
|
|
1515
|
+
;
|
|
1516
|
+
} ;
|
|
1517
|
+
rho[ slot3 ] = (1.0/dr) ;
|
|
1518
|
+
theta = (rr/dr) ;
|
|
1519
|
+
if( col < m ) {
|
|
1520
|
+
col = (col+1) ;
|
|
1521
|
+
} else {
|
|
1522
|
+
head = ((head+1) % m) ;
|
|
1523
|
+
} ;
|
|
1524
|
+
;
|
|
1525
|
+
;
|
|
1526
|
+
0 ;
|
|
1527
|
+
} else {
|
|
1528
|
+
0 ;
|
|
1529
|
+
} ;
|
|
1530
|
+
;
|
|
1531
|
+
} else {
|
|
1532
|
+
0 ;
|
|
1533
|
+
} ;
|
|
1534
|
+
;
|
|
1535
|
+
} ;
|
|
1536
|
+
;
|
|
1537
|
+
} ;
|
|
1538
|
+
out[ 0 ] = f ;
|
|
1539
|
+
out[ 1 ] = double(nfg) ;
|
|
1540
|
+
return iter ;
|
|
1541
|
+
}
|
|
1542
|
+
|
|
1543
|
+
|
|
1544
|
+
SCM2CPP_FN inline double
|
|
1545
|
+
lbfgs_fg( int kind, scm2cpp::cspan<double> w, scm2cpp::span<double> g, scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, const std::array<double,4> & aux, scm2cpp::span<double> work, int n, int p, int k )
|
|
1546
|
+
{
|
|
1547
|
+
if( kind == 0 ) {
|
|
1548
|
+
return logistic_fg(w,g,x,y,work,aux[0],( ( aux[1] == 1.0 ) ? (1) : (0) ),( ( aux[2] == 1.0 ) ? (1) : (0) ),n,p,k) ;
|
|
1549
|
+
}
|
|
1550
|
+
else {
|
|
1551
|
+
if( kind == 1 ) {
|
|
1552
|
+
return huber_fg(w,g,x,y,work,aux[0],aux[1],( ( aux[2] == 1.0 ) ? (1) : (0) ),n,p) ;
|
|
1553
|
+
}
|
|
1554
|
+
else {
|
|
1555
|
+
return glm_fg(w,g,x,y,work,int(aux[1]),aux[3],aux[0],( ( aux[2] == 1.0 ) ? (1) : (0) ),n,p) ;
|
|
1556
|
+
}
|
|
1557
|
+
}
|
|
1558
|
+
}
|
|
1559
|
+
|
|
1560
|
+
|
|
1561
|
+
SCM2CPP_FN inline int
|
|
1562
|
+
gmm_mstep( scm2cpp::cspan<double> x, scm2cpp::cspan<double> resp, scm2cpp::span<double> weights, scm2cpp::span<double> means, scm2cpp::span<double> prec, scm2cpp::span<double> dw, scm2cpp::span<double> cov, scm2cpp::span<double> l, scm2cpp::span<double> u, double reg, int norm, int n, int p, int kc )
|
|
1563
|
+
{ double tot = 0.0;
|
|
1564
|
+
for( int c = 0 ; !(c == kc) ; c = (c+1) ) {
|
|
1565
|
+
weights[ c ] = 0.0 ;
|
|
1566
|
+
} ;
|
|
1567
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
1568
|
+
for( int c = 0 ; !(c == kc) ; c = (c+1) ) {
|
|
1569
|
+
weights[ c ] = (weights[c]+resp[((i*kc)+c)]) ;
|
|
1570
|
+
} ;
|
|
1571
|
+
} ;
|
|
1572
|
+
for( int c = 0 ; !(c == kc) ; c = (c+1) ) {
|
|
1573
|
+
weights[ c ] = (weights[c]+(10.0*2.220446049250313e-16)) ;
|
|
1574
|
+
tot = (tot+weights[c]) ;
|
|
1575
|
+
} ;
|
|
1576
|
+
for( int i2572 = 0 ; !(i2572 == kc) ; i2572 = (i2572+1) ) {
|
|
1577
|
+
for( int i2573 = 0 ; !(i2573 == p) ; i2573 = (i2573+1) ) {
|
|
1578
|
+
means[ ((i2572*p)+i2573) ] = 0.0 ;
|
|
1579
|
+
} ;
|
|
1580
|
+
} ;
|
|
1581
|
+
for( int k2570 = 0 ; !(k2570 == n) ; k2570 = (k2570+1) ) {
|
|
1582
|
+
for( int k2571 = 0 ; !(k2571 == kc) ; k2571 = (k2571+1) ) {
|
|
1583
|
+
for( int k2574 = 0 ; !(k2574 == p) ; k2574 = (k2574+1) ) {
|
|
1584
|
+
means[ ((k2571*p)+k2574) ] = (means[((k2571*p)+k2574)]+(x[((k2570*p)+k2574)]*resp[((k2570*kc)+k2571)])) ;
|
|
1585
|
+
} ;
|
|
1586
|
+
} ;
|
|
1587
|
+
} ;
|
|
1588
|
+
for( int c = 0 ; !(c == kc) ; c = (c+1) ) {
|
|
1589
|
+
double nk = weights[c];
|
|
1590
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
1591
|
+
means[ ((c*p)+j) ] = (means[((c*p)+j)]/nk) ;
|
|
1592
|
+
} ;
|
|
1593
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
1594
|
+
double r = resp[((i*kc)+c)];
|
|
1595
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
1596
|
+
double dv = (x[((i*p)+j)]-means[((c*p)+j)]);
|
|
1597
|
+
u[ ((i*p)+j) ] = dv ;
|
|
1598
|
+
dw[ ((i*p)+j) ] = (r*dv) ;
|
|
1599
|
+
;
|
|
1600
|
+
} ;
|
|
1601
|
+
;
|
|
1602
|
+
} ;
|
|
1603
|
+
for( int i2577 = 0 ; !(i2577 == p) ; i2577 = (i2577+1) ) {
|
|
1604
|
+
for( int i2578 = 0 ; !(i2578 == p) ; i2578 = (i2578+1) ) {
|
|
1605
|
+
cov[ ((i2577*p)+i2578) ] = 0.0 ;
|
|
1606
|
+
} ;
|
|
1607
|
+
} ;
|
|
1608
|
+
for( int k2575 = 0 ; !(k2575 == n) ; k2575 = (k2575+1) ) {
|
|
1609
|
+
for( int k2576 = 0 ; !(k2576 == p) ; k2576 = (k2576+1) ) {
|
|
1610
|
+
for( int k2579 = 0 ; !(k2579 == p) ; k2579 = (k2579+1) ) {
|
|
1611
|
+
cov[ ((k2576*p)+k2579) ] = (cov[((k2576*p)+k2579)]+(u[((k2575*p)+k2579)]*dw[((k2575*p)+k2576)])) ;
|
|
1612
|
+
} ;
|
|
1613
|
+
} ;
|
|
1614
|
+
} ;
|
|
1615
|
+
for( int t = 0 ; !(t == (p*p)) ; t = (t+1) ) {
|
|
1616
|
+
cov[ t ] = (cov[t]/nk) ;
|
|
1617
|
+
} ;
|
|
1618
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
1619
|
+
cov[ ((j*p)+j) ] = (cov[((j*p)+j)]+reg) ;
|
|
1620
|
+
} ;
|
|
1621
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
1622
|
+
double s = cov[((j*p)+j)];
|
|
1623
|
+
for( int m = 0 ; !(m == j) ; m = (m+1) ) {
|
|
1624
|
+
s = (s-(l[((j*p)+m)]*l[((j*p)+m)])) ;
|
|
1625
|
+
} ;
|
|
1626
|
+
l[ ((j*p)+j) ] = sqrt(s) ;
|
|
1627
|
+
for( int i = (j+1) ; !(i >= p) ; i = (i+1) ) {
|
|
1628
|
+
double t2 = cov[((i*p)+j)];
|
|
1629
|
+
for( int m = 0 ; !(m == j) ; m = (m+1) ) {
|
|
1630
|
+
t2 = (t2-(l[((i*p)+m)]*l[((j*p)+m)])) ;
|
|
1631
|
+
} ;
|
|
1632
|
+
l[ ((i*p)+j) ] = (t2/l[((j*p)+j)]) ;
|
|
1633
|
+
;
|
|
1634
|
+
} ;
|
|
1635
|
+
;
|
|
1636
|
+
} ;
|
|
1637
|
+
for( int t = 0 ; !(t == (p*p)) ; t = (t+1) ) {
|
|
1638
|
+
prec[ ((c*(p*p))+t) ] = 0.0 ;
|
|
1639
|
+
} ;
|
|
1640
|
+
for( int e = 0 ; !(e == p) ; e = (e+1) ) {
|
|
1641
|
+
for( int i = e ; !(i == p) ; i = (i+1) ) {
|
|
1642
|
+
double t3 = ( ( i == e ) ? (1.0) : (0.0) );
|
|
1643
|
+
for( int m = e ; !(m == i) ; m = (m+1) ) {
|
|
1644
|
+
t3 = (t3-(l[((i*p)+m)]*prec[((c*(p*p))+((e*p)+m))])) ;
|
|
1645
|
+
} ;
|
|
1646
|
+
prec[ ((c*(p*p))+((e*p)+i)) ] = (t3/l[((i*p)+i)]) ;
|
|
1647
|
+
;
|
|
1648
|
+
} ;
|
|
1649
|
+
} ;
|
|
1650
|
+
;
|
|
1651
|
+
} ;
|
|
1652
|
+
for( int c = 0 ; !(c == kc) ; c = (c+1) ) {
|
|
1653
|
+
weights[ c ] = (weights[c]/( ( norm == 1 ) ? (double(n)) : (tot) )) ;
|
|
1654
|
+
} ;
|
|
1655
|
+
return 0 ;
|
|
1656
|
+
}
|
|
1657
|
+
|
|
1658
|
+
|
|
1659
|
+
SCM2CPP_FN inline double
|
|
1660
|
+
gmm_estep( scm2cpp::cspan<double> x, scm2cpp::span<double> resp, scm2cpp::cspan<double> weights, scm2cpp::cspan<double> means, scm2cpp::cspan<double> prec, scm2cpp::span<double> wlp, scm2cpp::span<double> y, scm2cpp::span<double> u, scm2cpp::span<double> mu, int n, int p, int kc )
|
|
1661
|
+
{ for( int c = 0 ; !(c == kc) ; c = (c+1) ) {
|
|
1662
|
+
double logdet = 0.0;
|
|
1663
|
+
double lw = log(weights[c]);
|
|
1664
|
+
for( int t = 0 ; !(t == (p*p)) ; t = (t+1) ) {
|
|
1665
|
+
u[ t ] = prec[((c*(p*p))+t)] ;
|
|
1666
|
+
} ;
|
|
1667
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
1668
|
+
logdet = (logdet+log(u[((j*p)+j)])) ;
|
|
1669
|
+
double acc = 0.0;
|
|
1670
|
+
for( int m = 0 ; !(m == p) ; m = (m+1) ) {
|
|
1671
|
+
acc = (acc+(means[((c*p)+m)]*u[((m*p)+j)])) ;
|
|
1672
|
+
} ;
|
|
1673
|
+
mu[ j ] = acc ;
|
|
1674
|
+
;
|
|
1675
|
+
} ;
|
|
1676
|
+
for( int k2581 = 0 ; !(k2581 == n) ; k2581 = (k2581+1) ) {
|
|
1677
|
+
for( int k2582 = 0 ; !(k2582 == p) ; k2582 = (k2582+1) ) {
|
|
1678
|
+
y[ ((k2581*p)+k2582) ] = ([&]() -> double { int i2583 = 0; double sum2584 = 0.0; while (!(i2583 == p)) {
|
|
1679
|
+
int i2583_next17402 = (i2583+1);
|
|
1680
|
+
double sum2584_next17403 = (sum2584+(x[((k2581*p)+i2583)]*u[((i2583*p)+k2582)]));
|
|
1681
|
+
i2583 = i2583_next17402;
|
|
1682
|
+
sum2584 = sum2584_next17403;
|
|
1683
|
+
} return sum2584; })() ;
|
|
1684
|
+
} ;
|
|
1685
|
+
} ;
|
|
1686
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
1687
|
+
double sq = 0.0;
|
|
1688
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
1689
|
+
double v = (y[((i*p)+j)]-mu[j]);
|
|
1690
|
+
sq = (sq+(v*v)) ;
|
|
1691
|
+
;
|
|
1692
|
+
} ;
|
|
1693
|
+
wlp[ ((i*kc)+c) ] = (((-0.5*((double(p)*1.8378770664093453)+sq))+logdet)+lw) ;
|
|
1694
|
+
;
|
|
1695
|
+
} ;
|
|
1696
|
+
;
|
|
1697
|
+
} ;
|
|
1698
|
+
double lb = 0.0;
|
|
1699
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
1700
|
+
double amax = wlp[(i*kc)];
|
|
1701
|
+
double se = 0.0;
|
|
1702
|
+
for( int c = 1 ; !(c == kc) ; c = (c+1) ) {
|
|
1703
|
+
if( wlp[((i*kc)+c)] > amax ) {
|
|
1704
|
+
amax = wlp[((i*kc)+c)] ;
|
|
1705
|
+
} else {
|
|
1706
|
+
0 ;
|
|
1707
|
+
} ;
|
|
1708
|
+
} ;
|
|
1709
|
+
for( int c = 0 ; !(c == kc) ; c = (c+1) ) {
|
|
1710
|
+
se = (se+exp((wlp[((i*kc)+c)]-amax))) ;
|
|
1711
|
+
} ;
|
|
1712
|
+
double lse = (log(se)+amax);
|
|
1713
|
+
lb = (lb+lse) ;
|
|
1714
|
+
for( int c = 0 ; !(c == kc) ; c = (c+1) ) {
|
|
1715
|
+
resp[ ((i*kc)+c) ] = exp((wlp[((i*kc)+c)]-lse)) ;
|
|
1716
|
+
} ;
|
|
1717
|
+
;
|
|
1718
|
+
;
|
|
1719
|
+
} ;
|
|
1720
|
+
return (lb/double(n)) ;
|
|
1721
|
+
}
|
|
1722
|
+
|
|
1723
|
+
|
|
1724
|
+
SCM2CPP_FN inline double
|
|
1725
|
+
gmm_abs( double a )
|
|
1726
|
+
{
|
|
1727
|
+
if( a < 0.0 ) {
|
|
1728
|
+
return (0.0-a) ;
|
|
1729
|
+
}
|
|
1730
|
+
else {
|
|
1731
|
+
return a ;
|
|
1732
|
+
}
|
|
1733
|
+
}
|
|
1734
|
+
|
|
1735
|
+
|
|
1736
|
+
inline int
|
|
1737
|
+
gmm( scm2cpp::cspan<double> x, scm2cpp::span<double> resp, scm2cpp::span<double> weights, scm2cpp::span<double> means, scm2cpp::span<double> prec, scm2cpp::span<double> labels, scm2cpp::span<double> out, int maxiter, double tol, double reg, int n, int p, int kc )
|
|
1738
|
+
{ std::vector<double> dw((n*p),0.0);
|
|
1739
|
+
std::vector<double> y((n*p),0.0);
|
|
1740
|
+
std::vector<double> wlp((n*kc),0.0);
|
|
1741
|
+
std::vector<double> cov((p*p),0.0);
|
|
1742
|
+
std::vector<double> l((p*p),0.0);
|
|
1743
|
+
std::vector<double> u((p*p),0.0);
|
|
1744
|
+
std::vector<double> mu(p,0.0);
|
|
1745
|
+
double lb = -1e+300;
|
|
1746
|
+
int it = 0;
|
|
1747
|
+
int conv = 0;
|
|
1748
|
+
int done = 0;
|
|
1749
|
+
gmm_mstep(x,resp,weights,means,prec,dw,cov,l,y,reg,1,n,p,kc) ;
|
|
1750
|
+
for( ; !((done == 1 || it >= maxiter)) ; ) {
|
|
1751
|
+
double prev = lb;
|
|
1752
|
+
lb = gmm_estep(x,resp,weights,means,prec,wlp,y,u,mu,n,p,kc) ;
|
|
1753
|
+
gmm_mstep(x,resp,weights,means,prec,dw,cov,l,y,reg,0,n,p,kc) ;
|
|
1754
|
+
it = (it+1) ;
|
|
1755
|
+
if( (it > 1 && gmm_abs(double((lb-prev))) < tol) ) {
|
|
1756
|
+
conv = 1 ;
|
|
1757
|
+
done = 1 ;
|
|
1758
|
+
} else {
|
|
1759
|
+
0 ;
|
|
1760
|
+
} ;
|
|
1761
|
+
;
|
|
1762
|
+
} ;
|
|
1763
|
+
gmm_estep(x,resp,weights,means,prec,wlp,y,u,mu,n,p,kc) ;
|
|
1764
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
1765
|
+
int best = 0;
|
|
1766
|
+
double bv = resp[(i*kc)];
|
|
1767
|
+
for( int c = 1 ; !(c == kc) ; c = (c+1) ) {
|
|
1768
|
+
if( resp[((i*kc)+c)] > bv ) {
|
|
1769
|
+
bv = resp[((i*kc)+c)] ;
|
|
1770
|
+
best = c ;
|
|
1771
|
+
} else {
|
|
1772
|
+
0 ;
|
|
1773
|
+
} ;
|
|
1774
|
+
} ;
|
|
1775
|
+
labels[ i ] = double(best) ;
|
|
1776
|
+
;
|
|
1777
|
+
} ;
|
|
1778
|
+
out[ 0 ] = lb ;
|
|
1779
|
+
out[ 1 ] = double(conv) ;
|
|
1780
|
+
return it ;
|
|
1781
|
+
}
|
|
1782
|
+
|
|
1783
|
+
|
|
1784
|
+
SCM2CPP_FN inline double
|
|
1785
|
+
eig_hypot( double a, double b )
|
|
1786
|
+
{
|
|
1787
|
+
double aa = ( ( a < 0.0 ) ? ((0.0-a)) : (a) );
|
|
1788
|
+
double bb = ( ( b < 0.0 ) ? ((0.0-b)) : (b) );
|
|
1789
|
+
if( aa > bb ) {
|
|
1790
|
+
return (aa*sqrt((1.0+((bb/aa)*(bb/aa))))) ;
|
|
1791
|
+
}
|
|
1792
|
+
else {
|
|
1793
|
+
if( bb == 0.0 ) {
|
|
1794
|
+
return 0.0 ;
|
|
1795
|
+
}
|
|
1796
|
+
else {
|
|
1797
|
+
return (bb*sqrt((1.0+((aa/bb)*(aa/bb))))) ;
|
|
1798
|
+
}
|
|
1799
|
+
}
|
|
1800
|
+
}
|
|
1801
|
+
|
|
1802
|
+
|
|
1803
|
+
SCM2CPP_FN inline int
|
|
1804
|
+
sym_eigen( scm2cpp::span<double> a, scm2cpp::span<double> v, scm2cpp::span<double> ev, scm2cpp::span<double> e, int m )
|
|
1805
|
+
{ for( int ii = 0 ; !(ii == (m-1)) ; ii = (ii+1) ) {
|
|
1806
|
+
int i = ((m-1)-ii);
|
|
1807
|
+
int l = (i-1);
|
|
1808
|
+
double h = 0.0;
|
|
1809
|
+
double scale = 0.0;
|
|
1810
|
+
if( l > 0 ) {
|
|
1811
|
+
for( int k = 0 ; !(k > l) ; k = (k+1) ) {
|
|
1812
|
+
double ak = a[((i*m)+k)];
|
|
1813
|
+
scale = (scale+( ( ak < 0.0 ) ? ((0.0-ak)) : (ak) )) ;
|
|
1814
|
+
;
|
|
1815
|
+
} ;
|
|
1816
|
+
if( scale == 0.0 ) {
|
|
1817
|
+
e[ i ] = a[((i*m)+l)] ;
|
|
1818
|
+
} else {
|
|
1819
|
+
for( int k = 0 ; !(k > l) ; k = (k+1) ) {
|
|
1820
|
+
a[ ((i*m)+k) ] = (a[((i*m)+k)]/scale) ;
|
|
1821
|
+
h = (h+(a[((i*m)+k)]*a[((i*m)+k)])) ;
|
|
1822
|
+
} ;
|
|
1823
|
+
double f = a[((i*m)+l)];
|
|
1824
|
+
double g = ( ( f >= 0.0 ) ? ((0.0-sqrt(h))) : (sqrt(h)) );
|
|
1825
|
+
e[ i ] = (scale*g) ;
|
|
1826
|
+
h = (h-(f*g)) ;
|
|
1827
|
+
a[ ((i*m)+l) ] = (f-g) ;
|
|
1828
|
+
double ff = 0.0;
|
|
1829
|
+
for( int j = 0 ; !(j > l) ; j = (j+1) ) {
|
|
1830
|
+
a[ ((j*m)+i) ] = (a[((i*m)+j)]/h) ;
|
|
1831
|
+
double gg = 0.0;
|
|
1832
|
+
for( int k = 0 ; !(k > j) ; k = (k+1) ) {
|
|
1833
|
+
gg = (gg+(a[((j*m)+k)]*a[((i*m)+k)])) ;
|
|
1834
|
+
} ;
|
|
1835
|
+
for( int k = (j+1) ; !(k > l) ; k = (k+1) ) {
|
|
1836
|
+
gg = (gg+(a[((k*m)+j)]*a[((i*m)+k)])) ;
|
|
1837
|
+
} ;
|
|
1838
|
+
e[ j ] = (gg/h) ;
|
|
1839
|
+
ff = (ff+(e[j]*a[((i*m)+j)])) ;
|
|
1840
|
+
;
|
|
1841
|
+
} ;
|
|
1842
|
+
double hh = (ff/(h+h));
|
|
1843
|
+
for( int j = 0 ; !(j > l) ; j = (j+1) ) {
|
|
1844
|
+
double f2 = a[((i*m)+j)];
|
|
1845
|
+
double g2 = (e[j]-(hh*f2));
|
|
1846
|
+
e[ j ] = g2 ;
|
|
1847
|
+
for( int k = 0 ; !(k > j) ; k = (k+1) ) {
|
|
1848
|
+
a[ ((j*m)+k) ] = (a[((j*m)+k)]-((f2*e[k])+(g2*a[((i*m)+k)]))) ;
|
|
1849
|
+
} ;
|
|
1850
|
+
;
|
|
1851
|
+
;
|
|
1852
|
+
} ;
|
|
1853
|
+
;
|
|
1854
|
+
;
|
|
1855
|
+
;
|
|
1856
|
+
;
|
|
1857
|
+
} ;
|
|
1858
|
+
} else {
|
|
1859
|
+
e[ i ] = a[((i*m)+l)] ;
|
|
1860
|
+
} ;
|
|
1861
|
+
ev[ i ] = h ;
|
|
1862
|
+
;
|
|
1863
|
+
;
|
|
1864
|
+
} ;
|
|
1865
|
+
ev[ 0 ] = 0.0 ;
|
|
1866
|
+
e[ 0 ] = 0.0 ;
|
|
1867
|
+
for( int i = 0 ; !(i == m) ; i = (i+1) ) {
|
|
1868
|
+
if( !(ev[i] == 0.0) ) {
|
|
1869
|
+
for( int j = 0 ; !(j == i) ; j = (j+1) ) {
|
|
1870
|
+
double g3 = 0.0;
|
|
1871
|
+
for( int k = 0 ; !(k == i) ; k = (k+1) ) {
|
|
1872
|
+
g3 = (g3+(a[((i*m)+k)]*a[((k*m)+j)])) ;
|
|
1873
|
+
} ;
|
|
1874
|
+
for( int k = 0 ; !(k == i) ; k = (k+1) ) {
|
|
1875
|
+
a[ ((k*m)+j) ] = (a[((k*m)+j)]-(g3*a[((k*m)+i)])) ;
|
|
1876
|
+
} ;
|
|
1877
|
+
;
|
|
1878
|
+
} ;
|
|
1879
|
+
} else {
|
|
1880
|
+
0 ;
|
|
1881
|
+
} ;
|
|
1882
|
+
ev[ i ] = a[((i*m)+i)] ;
|
|
1883
|
+
a[ ((i*m)+i) ] = 1.0 ;
|
|
1884
|
+
for( int j = 0 ; !(j == i) ; j = (j+1) ) {
|
|
1885
|
+
a[ ((j*m)+i) ] = 0.0 ;
|
|
1886
|
+
a[ ((i*m)+j) ] = 0.0 ;
|
|
1887
|
+
} ;
|
|
1888
|
+
} ;
|
|
1889
|
+
for( int i = 0 ; !(i == m) ; i = (i+1) ) {
|
|
1890
|
+
for( int j = 0 ; !(j == m) ; j = (j+1) ) {
|
|
1891
|
+
v[ ((j*m)+i) ] = a[((i*m)+j)] ;
|
|
1892
|
+
} ;
|
|
1893
|
+
} ;
|
|
1894
|
+
for( int i = 1 ; !(i == m) ; i = (i+1) ) {
|
|
1895
|
+
e[ (i-1) ] = e[i] ;
|
|
1896
|
+
} ;
|
|
1897
|
+
e[ (m-1) ] = 0.0 ;
|
|
1898
|
+
for( int l = 0 ; !(l == m) ; l = (l+1) ) {
|
|
1899
|
+
int fin = 0;
|
|
1900
|
+
int iter = 0;
|
|
1901
|
+
for( ; !((fin == 1 || iter > 60)) ; ) {
|
|
1902
|
+
int mm = l;
|
|
1903
|
+
int found = 0;
|
|
1904
|
+
for( ; !((found == 1 || mm >= (m-1))) ; ) {
|
|
1905
|
+
double dd = (eig_abs(ev[mm])+eig_abs(ev[(mm+1)]));
|
|
1906
|
+
if( (eig_abs(e[mm])+dd) == dd ) {
|
|
1907
|
+
found = 1 ;
|
|
1908
|
+
} else {
|
|
1909
|
+
mm = (mm+1) ;
|
|
1910
|
+
} ;
|
|
1911
|
+
;
|
|
1912
|
+
} ;
|
|
1913
|
+
if( mm == l ) {
|
|
1914
|
+
fin = 1 ;
|
|
1915
|
+
} else {
|
|
1916
|
+
iter = (iter+1) ;
|
|
1917
|
+
double g = ((ev[(l+1)]-ev[l])/(2.0*e[l]));
|
|
1918
|
+
double r = eig_hypot(g,1.0);
|
|
1919
|
+
double g4 = ((ev[mm]-ev[l])+(e[l]/(g+( ( g >= 0.0 ) ? (eig_abs(r)) : ((0.0-eig_abs(r))) ))));
|
|
1920
|
+
double s = 1.0;
|
|
1921
|
+
double c = 1.0;
|
|
1922
|
+
double pp = 0.0;
|
|
1923
|
+
double gq = g4;
|
|
1924
|
+
int under = 0;
|
|
1925
|
+
int i = (mm-1);
|
|
1926
|
+
for( ; !((under == 1 || i < l)) ; ) {
|
|
1927
|
+
double f = (s*e[i]);
|
|
1928
|
+
double b = (c*e[i]);
|
|
1929
|
+
double r2 = eig_hypot(f,gq);
|
|
1930
|
+
e[ (i+1) ] = r2 ;
|
|
1931
|
+
if( r2 == 0.0 ) {
|
|
1932
|
+
ev[ (i+1) ] = (ev[(i+1)]-pp) ;
|
|
1933
|
+
e[ mm ] = 0.0 ;
|
|
1934
|
+
under = 1 ;
|
|
1935
|
+
} else {
|
|
1936
|
+
s = (f/r2) ;
|
|
1937
|
+
c = (gq/r2) ;
|
|
1938
|
+
double g5 = (ev[(i+1)]-pp);
|
|
1939
|
+
double r3 = (((ev[i]-g5)*s)+(2.0*(c*b)));
|
|
1940
|
+
pp = (s*r3) ;
|
|
1941
|
+
ev[ (i+1) ] = (g5+pp) ;
|
|
1942
|
+
gq = ((c*r3)-b) ;
|
|
1943
|
+
;
|
|
1944
|
+
;
|
|
1945
|
+
for( int k = 0 ; !(k == m) ; k = (k+1) ) {
|
|
1946
|
+
double zf = v[(((i+1)*m)+k)];
|
|
1947
|
+
double zi = v[((i*m)+k)];
|
|
1948
|
+
v[ (((i+1)*m)+k) ] = ((s*zi)+(c*zf)) ;
|
|
1949
|
+
v[ ((i*m)+k) ] = ((c*zi)-(s*zf)) ;
|
|
1950
|
+
;
|
|
1951
|
+
} ;
|
|
1952
|
+
i = (i-1) ;
|
|
1953
|
+
} ;
|
|
1954
|
+
;
|
|
1955
|
+
;
|
|
1956
|
+
} ;
|
|
1957
|
+
if( under == 0 ) {
|
|
1958
|
+
ev[ l ] = (ev[l]-pp) ;
|
|
1959
|
+
e[ l ] = gq ;
|
|
1960
|
+
e[ mm ] = 0.0 ;
|
|
1961
|
+
} else {
|
|
1962
|
+
0 ;
|
|
1963
|
+
} ;
|
|
1964
|
+
;
|
|
1965
|
+
;
|
|
1966
|
+
;
|
|
1967
|
+
;
|
|
1968
|
+
} ;
|
|
1969
|
+
;
|
|
1970
|
+
} ;
|
|
1971
|
+
;
|
|
1972
|
+
} ;
|
|
1973
|
+
for( int i = 0 ; !(i == m) ; i = (i+1) ) {
|
|
1974
|
+
for( int j = (i+1) ; !(j >= m) ; j = (j+1) ) {
|
|
1975
|
+
double tmp = v[((i*m)+j)];
|
|
1976
|
+
v[ ((i*m)+j) ] = v[((j*m)+i)] ;
|
|
1977
|
+
v[ ((j*m)+i) ] = tmp ;
|
|
1978
|
+
;
|
|
1979
|
+
} ;
|
|
1980
|
+
} ;
|
|
1981
|
+
return 0 ;
|
|
1982
|
+
}
|
|
1983
|
+
|
|
1984
|
+
|
|
1985
|
+
SCM2CPP_FN inline double
|
|
1986
|
+
eig_abs( double a )
|
|
1987
|
+
{
|
|
1988
|
+
if( a < 0.0 ) {
|
|
1989
|
+
return (0.0-a) ;
|
|
1990
|
+
}
|
|
1991
|
+
else {
|
|
1992
|
+
return a ;
|
|
1993
|
+
}
|
|
1994
|
+
}
|
|
1995
|
+
|
|
1996
|
+
|
|
1997
|
+
SCM2CPP_FN inline int
|
|
1998
|
+
eig_order( scm2cpp::cspan<double> ev, scm2cpp::span<int> ord, int m )
|
|
1999
|
+
{ for( int j = 0 ; !(j == m) ; j = (j+1) ) {
|
|
2000
|
+
ord[ j ] = j ;
|
|
2001
|
+
} ;
|
|
2002
|
+
for( int j = 0 ; !(j == m) ; j = (j+1) ) {
|
|
2003
|
+
int best = j;
|
|
2004
|
+
for( int r = (j+1) ; !(r >= m) ; r = (r+1) ) {
|
|
2005
|
+
if( ev[ord[r]] > ev[ord[best]] ) {
|
|
2006
|
+
best = r ;
|
|
2007
|
+
} else {
|
|
2008
|
+
0 ;
|
|
2009
|
+
} ;
|
|
2010
|
+
} ;
|
|
2011
|
+
int tmp = ord[j];
|
|
2012
|
+
ord[ j ] = ord[best] ;
|
|
2013
|
+
ord[ best ] = tmp ;
|
|
2014
|
+
;
|
|
2015
|
+
;
|
|
2016
|
+
} ;
|
|
2017
|
+
return 0 ;
|
|
2018
|
+
}
|
|
2019
|
+
|
|
2020
|
+
|
|
2021
|
+
SCM2CPP_FN inline double
|
|
2022
|
+
ica_tanh( double x )
|
|
2023
|
+
{
|
|
2024
|
+
return (1.0-(2.0/(exp((2.0*x))+1.0))) ;
|
|
2025
|
+
}
|
|
2026
|
+
|
|
2027
|
+
|
|
2028
|
+
SCM2CPP_FN inline int
|
|
2029
|
+
ica_sym( scm2cpp::span<double> w, scm2cpp::span<double> a, scm2cpp::span<double> v, scm2cpp::span<double> ev, scm2cpp::span<double> e, scm2cpp::span<double> t, int m )
|
|
2030
|
+
{ for( int i = 0 ; !(i == m) ; i = (i+1) ) {
|
|
2031
|
+
for( int j = 0 ; !(j == m) ; j = (j+1) ) {
|
|
2032
|
+
double acc = 0.0;
|
|
2033
|
+
for( int r = 0 ; !(r == m) ; r = (r+1) ) {
|
|
2034
|
+
acc = (acc+(w[((i*m)+r)]*w[((j*m)+r)])) ;
|
|
2035
|
+
} ;
|
|
2036
|
+
a[ ((i*m)+j) ] = acc ;
|
|
2037
|
+
;
|
|
2038
|
+
} ;
|
|
2039
|
+
} ;
|
|
2040
|
+
sym_eigen(a,v,ev,e,m) ;
|
|
2041
|
+
for( int i = 0 ; !(i == m) ; i = (i+1) ) {
|
|
2042
|
+
for( int j = 0 ; !(j == m) ; j = (j+1) ) {
|
|
2043
|
+
double acc = 0.0;
|
|
2044
|
+
for( int r = 0 ; !(r == m) ; r = (r+1) ) {
|
|
2045
|
+
double sr = ( ( ev[r] < 2.2250738585072014e-308 ) ? (2.2250738585072014e-308) : (ev[r]) );
|
|
2046
|
+
acc = (acc+((v[((i*m)+r)]/sqrt(sr))*v[((j*m)+r)])) ;
|
|
2047
|
+
;
|
|
2048
|
+
} ;
|
|
2049
|
+
t[ ((i*m)+j) ] = acc ;
|
|
2050
|
+
;
|
|
2051
|
+
} ;
|
|
2052
|
+
} ;
|
|
2053
|
+
for( int i = 0 ; !(i == m) ; i = (i+1) ) {
|
|
2054
|
+
for( int j = 0 ; !(j == m) ; j = (j+1) ) {
|
|
2055
|
+
double acc = 0.0;
|
|
2056
|
+
for( int r = 0 ; !(r == m) ; r = (r+1) ) {
|
|
2057
|
+
acc = (acc+(t[((i*m)+r)]*w[((r*m)+j)])) ;
|
|
2058
|
+
} ;
|
|
2059
|
+
a[ ((i*m)+j) ] = acc ;
|
|
2060
|
+
;
|
|
2061
|
+
} ;
|
|
2062
|
+
} ;
|
|
2063
|
+
for( int t2 = 0 ; !(t2 == (m*m)) ; t2 = (t2+1) ) {
|
|
2064
|
+
w[ t2 ] = a[t2] ;
|
|
2065
|
+
} ;
|
|
2066
|
+
return 0 ;
|
|
2067
|
+
}
|
|
2068
|
+
|
|
2069
|
+
|
|
2070
|
+
inline int
|
|
2071
|
+
fastica( scm2cpp::cspan<double> x, scm2cpp::cspan<double> winit, scm2cpp::span<double> comps, scm2cpp::span<double> white, scm2cpp::span<double> unmix, scm2cpp::span<double> mean, int maxiter, double tol, int n, int p, int nc )
|
|
2072
|
+
{ std::vector<double> xc((n*p),0.0);
|
|
2073
|
+
std::vector<double> g((p*p),0.0);
|
|
2074
|
+
std::vector<double> u((p*p),0.0);
|
|
2075
|
+
std::vector<double> ev(p,0.0);
|
|
2076
|
+
std::vector<int> ord(p,0);
|
|
2077
|
+
std::vector<double> x1((nc*n),0.0);
|
|
2078
|
+
std::vector<double> gw((nc*n),0.0);
|
|
2079
|
+
std::vector<double> w1((nc*nc),0.0);
|
|
2080
|
+
std::vector<double> gx(nc,0.0);
|
|
2081
|
+
std::vector<double> sa((nc*nc),0.0);
|
|
2082
|
+
std::vector<double> sv((nc*nc),0.0);
|
|
2083
|
+
std::vector<double> se(nc,0.0);
|
|
2084
|
+
std::vector<double> se2(nc,0.0);
|
|
2085
|
+
std::vector<double> pe(p,0.0);
|
|
2086
|
+
std::vector<double> st((nc*nc),0.0);
|
|
2087
|
+
int it = 0;
|
|
2088
|
+
int done = 0;
|
|
2089
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2090
|
+
mean[ j ] = 0.0 ;
|
|
2091
|
+
} ;
|
|
2092
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
2093
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2094
|
+
mean[ j ] = (mean[j]+x[((i*p)+j)]) ;
|
|
2095
|
+
} ;
|
|
2096
|
+
} ;
|
|
2097
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2098
|
+
mean[ j ] = (mean[j]/double(n)) ;
|
|
2099
|
+
} ;
|
|
2100
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
2101
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2102
|
+
xc[ ((i*p)+j) ] = (x[((i*p)+j)]-mean[j]) ;
|
|
2103
|
+
} ;
|
|
2104
|
+
} ;
|
|
2105
|
+
for( int k2595 = 0 ; !(k2595 == p) ; k2595 = (k2595+1) ) {
|
|
2106
|
+
for( int k2596 = k2595 ; !(k2596 == p) ; k2596 = (k2596+1) ) {
|
|
2107
|
+
g[ ((k2595*p)+k2596) ] = ([&]() -> double { int i2598 = 0; double r2599 = 0.0; while (!(i2598 == n)) {
|
|
2108
|
+
int i2598_next17416 = (i2598+1);
|
|
2109
|
+
double r2599_next17417 = (r2599+(xc[((i2598*p)+k2595)]*xc[((i2598*p)+k2596)]));
|
|
2110
|
+
i2598 = i2598_next17416;
|
|
2111
|
+
r2599 = r2599_next17417;
|
|
2112
|
+
} return r2599; })() ;
|
|
2113
|
+
g[ ((k2596*p)+k2595) ] = g[((k2595*p)+k2596)] ;
|
|
2114
|
+
} ;
|
|
2115
|
+
} ;
|
|
2116
|
+
sym_eigen(g,u,ev,pe,p) ;
|
|
2117
|
+
eig_order(ev,ord,p) ;
|
|
2118
|
+
for( int c = 0 ; !(c == nc) ; c = (c+1) ) {
|
|
2119
|
+
int col = ord[c];
|
|
2120
|
+
double sg = ( ( u[col] < 0.0 ) ? (-1.0) : (( ( u[col] > 0.0 ) ? (1.0) : (0.0) )) );
|
|
2121
|
+
double d = sqrt(ev[col]);
|
|
2122
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2123
|
+
white[ ((c*p)+j) ] = ((sg*u[((j*p)+col)])/d) ;
|
|
2124
|
+
} ;
|
|
2125
|
+
;
|
|
2126
|
+
;
|
|
2127
|
+
} ;
|
|
2128
|
+
for( int k2601 = 0 ; !(k2601 == nc) ; k2601 = (k2601+1) ) {
|
|
2129
|
+
for( int k2602 = 0 ; !(k2602 == n) ; k2602 = (k2602+1) ) {
|
|
2130
|
+
x1[ ((k2601*n)+k2602) ] = ([&]() -> double { int i2604 = 0; double r2605 = 0.0; while (!(i2604 == p)) {
|
|
2131
|
+
int i2604_next17418 = (i2604+1);
|
|
2132
|
+
double r2605_next17419 = (r2605+(white[((k2601*p)+i2604)]*xc[((k2602*p)+i2604)]));
|
|
2133
|
+
i2604 = i2604_next17418;
|
|
2134
|
+
r2605 = r2605_next17419;
|
|
2135
|
+
} return r2605; })() ;
|
|
2136
|
+
} ;
|
|
2137
|
+
} ;
|
|
2138
|
+
double sn = sqrt(double(n));
|
|
2139
|
+
for( int t = 0 ; !(t == (nc*n)) ; t = (t+1) ) {
|
|
2140
|
+
x1[ t ] = (x1[t]*sn) ;
|
|
2141
|
+
} ;
|
|
2142
|
+
;
|
|
2143
|
+
for( int t = 0 ; !(t == (nc*nc)) ; t = (t+1) ) {
|
|
2144
|
+
unmix[ t ] = winit[t] ;
|
|
2145
|
+
} ;
|
|
2146
|
+
ica_sym(unmix,sa,sv,se,se2,st,nc) ;
|
|
2147
|
+
for( ; !((done == 1 || it >= maxiter)) ; ) {
|
|
2148
|
+
for( int k2613 = 0 ; !(k2613 == nc) ; k2613 = (k2613+1) ) {
|
|
2149
|
+
for( int k2614 = 0 ; !(k2614 == n) ; k2614 = (k2614+1) ) {
|
|
2150
|
+
gw[ ((k2613*n)+k2614) ] = ([&]() -> double { int i2615 = 0; double sum2616 = 0.0; while (!(i2615 == nc)) {
|
|
2151
|
+
int i2615_next17420 = (i2615+1);
|
|
2152
|
+
double sum2616_next17421 = (sum2616+(unmix[((k2613*nc)+i2615)]*x1[((i2615*n)+k2614)]));
|
|
2153
|
+
i2615 = i2615_next17420;
|
|
2154
|
+
sum2616 = sum2616_next17421;
|
|
2155
|
+
} return sum2616; })() ;
|
|
2156
|
+
} ;
|
|
2157
|
+
} ;
|
|
2158
|
+
for( int c = 0 ; !(c == nc) ; c = (c+1) ) {
|
|
2159
|
+
double acc = 0.0;
|
|
2160
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
2161
|
+
double th = ica_tanh(gw[((c*n)+i)]);
|
|
2162
|
+
gw[ ((c*n)+i) ] = th ;
|
|
2163
|
+
acc = (acc+(1.0-(th*th))) ;
|
|
2164
|
+
;
|
|
2165
|
+
} ;
|
|
2166
|
+
gx[ c ] = (acc/double(n)) ;
|
|
2167
|
+
;
|
|
2168
|
+
} ;
|
|
2169
|
+
for( int k2618 = 0 ; !(k2618 == nc) ; k2618 = (k2618+1) ) {
|
|
2170
|
+
for( int k2619 = 0 ; !(k2619 == nc) ; k2619 = (k2619+1) ) {
|
|
2171
|
+
w1[ ((k2618*nc)+k2619) ] = ([&]() -> double { int i2621 = 0; double r2622 = 0.0; while (!(i2621 == n)) {
|
|
2172
|
+
int i2621_next17426 = (i2621+1);
|
|
2173
|
+
double r2622_next17427 = (r2622+(gw[((k2618*n)+i2621)]*x1[((k2619*n)+i2621)]));
|
|
2174
|
+
i2621 = i2621_next17426;
|
|
2175
|
+
r2622 = r2622_next17427;
|
|
2176
|
+
} return r2622; })() ;
|
|
2177
|
+
} ;
|
|
2178
|
+
} ;
|
|
2179
|
+
for( int c = 0 ; !(c == nc) ; c = (c+1) ) {
|
|
2180
|
+
for( int j = 0 ; !(j == nc) ; j = (j+1) ) {
|
|
2181
|
+
w1[ ((c*nc)+j) ] = ((w1[((c*nc)+j)]/double(n))-(gx[c]*unmix[((c*nc)+j)])) ;
|
|
2182
|
+
} ;
|
|
2183
|
+
} ;
|
|
2184
|
+
ica_sym(w1,sa,sv,se,se2,st,nc) ;
|
|
2185
|
+
double lim = 0.0;
|
|
2186
|
+
for( int c = 0 ; !(c == nc) ; c = (c+1) ) {
|
|
2187
|
+
double acc = 0.0;
|
|
2188
|
+
for( int j = 0 ; !(j == nc) ; j = (j+1) ) {
|
|
2189
|
+
acc = (acc+(w1[((c*nc)+j)]*unmix[((c*nc)+j)])) ;
|
|
2190
|
+
} ;
|
|
2191
|
+
double dv = (( ( acc < 0.0 ) ? ((0.0-acc)) : (acc) )-1.0);
|
|
2192
|
+
double av = ( ( dv < 0.0 ) ? ((0.0-dv)) : (dv) );
|
|
2193
|
+
if( av > lim ) {
|
|
2194
|
+
lim = av ;
|
|
2195
|
+
} else {
|
|
2196
|
+
0 ;
|
|
2197
|
+
} ;
|
|
2198
|
+
;
|
|
2199
|
+
;
|
|
2200
|
+
;
|
|
2201
|
+
} ;
|
|
2202
|
+
for( int t = 0 ; !(t == (nc*nc)) ; t = (t+1) ) {
|
|
2203
|
+
unmix[ t ] = w1[t] ;
|
|
2204
|
+
} ;
|
|
2205
|
+
it = (it+1) ;
|
|
2206
|
+
if( lim < tol ) {
|
|
2207
|
+
done = 1 ;
|
|
2208
|
+
} else {
|
|
2209
|
+
0 ;
|
|
2210
|
+
} ;
|
|
2211
|
+
;
|
|
2212
|
+
} ;
|
|
2213
|
+
for( int c = 0 ; !(c == nc) ; c = (c+1) ) {
|
|
2214
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2215
|
+
double acc = 0.0;
|
|
2216
|
+
for( int r = 0 ; !(r == nc) ; r = (r+1) ) {
|
|
2217
|
+
acc = (acc+(unmix[((c*nc)+r)]*white[((r*p)+j)])) ;
|
|
2218
|
+
} ;
|
|
2219
|
+
comps[ ((c*p)+j) ] = acc ;
|
|
2220
|
+
;
|
|
2221
|
+
} ;
|
|
2222
|
+
} ;
|
|
2223
|
+
for( int k2607 = 0 ; !(k2607 == nc) ; k2607 = (k2607+1) ) {
|
|
2224
|
+
for( int k2608 = 0 ; !(k2608 == n) ; k2608 = (k2608+1) ) {
|
|
2225
|
+
gw[ ((k2607*n)+k2608) ] = ([&]() -> double { int i2610 = 0; double r2611 = 0.0; while (!(i2610 == p)) {
|
|
2226
|
+
int i2610_next17428 = (i2610+1);
|
|
2227
|
+
double r2611_next17429 = (r2611+(comps[((k2607*p)+i2610)]*xc[((k2608*p)+i2610)]));
|
|
2228
|
+
i2610 = i2610_next17428;
|
|
2229
|
+
r2611 = r2611_next17429;
|
|
2230
|
+
} return r2611; })() ;
|
|
2231
|
+
} ;
|
|
2232
|
+
} ;
|
|
2233
|
+
for( int c = 0 ; !(c == nc) ; c = (c+1) ) {
|
|
2234
|
+
double m1 = 0.0;
|
|
2235
|
+
double v1 = 0.0;
|
|
2236
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
2237
|
+
m1 = (m1+gw[((c*n)+i)]) ;
|
|
2238
|
+
} ;
|
|
2239
|
+
m1 = (m1/double(n)) ;
|
|
2240
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
2241
|
+
double dd = (gw[((c*n)+i)]-m1);
|
|
2242
|
+
v1 = (v1+(dd*dd)) ;
|
|
2243
|
+
;
|
|
2244
|
+
} ;
|
|
2245
|
+
double sd = sqrt((v1/double(n)));
|
|
2246
|
+
for( int j = 0 ; !(j == nc) ; j = (j+1) ) {
|
|
2247
|
+
unmix[ ((c*nc)+j) ] = (unmix[((c*nc)+j)]/sd) ;
|
|
2248
|
+
} ;
|
|
2249
|
+
;
|
|
2250
|
+
;
|
|
2251
|
+
} ;
|
|
2252
|
+
for( int c = 0 ; !(c == nc) ; c = (c+1) ) {
|
|
2253
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2254
|
+
double acc = 0.0;
|
|
2255
|
+
for( int r = 0 ; !(r == nc) ; r = (r+1) ) {
|
|
2256
|
+
acc = (acc+(unmix[((c*nc)+r)]*white[((r*p)+j)])) ;
|
|
2257
|
+
} ;
|
|
2258
|
+
comps[ ((c*p)+j) ] = acc ;
|
|
2259
|
+
;
|
|
2260
|
+
} ;
|
|
2261
|
+
} ;
|
|
2262
|
+
return it ;
|
|
2263
|
+
}
|
|
2264
|
+
|
|
2265
|
+
|
|
2266
|
+
inline int
|
|
2267
|
+
pca( scm2cpp::cspan<double> x, scm2cpp::span<double> comps, scm2cpp::span<double> ev, scm2cpp::span<double> sv, scm2cpp::span<double> mean, int n, int p )
|
|
2268
|
+
{ std::vector<double> c((p*p),0.0);
|
|
2269
|
+
std::vector<double> v((p*p),0.0);
|
|
2270
|
+
std::vector<double> e(p,0.0);
|
|
2271
|
+
std::vector<double> sc(p,0.0);
|
|
2272
|
+
std::vector<int> ord(p,0);
|
|
2273
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2274
|
+
mean[ j ] = 0.0 ;
|
|
2275
|
+
} ;
|
|
2276
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
2277
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2278
|
+
mean[ j ] = (mean[j]+x[((i*p)+j)]) ;
|
|
2279
|
+
} ;
|
|
2280
|
+
} ;
|
|
2281
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2282
|
+
mean[ j ] = (mean[j]/double(n)) ;
|
|
2283
|
+
} ;
|
|
2284
|
+
for( int k2625 = 0 ; !(k2625 == p) ; k2625 = (k2625+1) ) {
|
|
2285
|
+
for( int k2626 = k2625 ; !(k2626 == p) ; k2626 = (k2626+1) ) {
|
|
2286
|
+
c[ ((k2625*p)+k2626) ] = ([&]() -> double { int i2628 = 0; double r2629 = 0.0; while (!(i2628 == n)) {
|
|
2287
|
+
int i2628_next17430 = (i2628+1);
|
|
2288
|
+
double r2629_next17431 = (r2629+(x[((i2628*p)+k2625)]*x[((i2628*p)+k2626)]));
|
|
2289
|
+
i2628 = i2628_next17430;
|
|
2290
|
+
r2629 = r2629_next17431;
|
|
2291
|
+
} return r2629; })() ;
|
|
2292
|
+
c[ ((k2626*p)+k2625) ] = c[((k2625*p)+k2626)] ;
|
|
2293
|
+
} ;
|
|
2294
|
+
} ;
|
|
2295
|
+
for( int i = 0 ; !(i == p) ; i = (i+1) ) {
|
|
2296
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2297
|
+
c[ ((i*p)+j) ] = ((c[((i*p)+j)]-(double(n)*(mean[i]*mean[j])))/double((n-1))) ;
|
|
2298
|
+
} ;
|
|
2299
|
+
} ;
|
|
2300
|
+
sym_eigen(c,v,e,sc,p) ;
|
|
2301
|
+
eig_order(e,ord,p) ;
|
|
2302
|
+
for( int r = 0 ; !(r == p) ; r = (r+1) ) {
|
|
2303
|
+
int col = ord[r];
|
|
2304
|
+
double lam = ( ( e[col] < 0.0 ) ? (0.0) : (e[col]) );
|
|
2305
|
+
int big = 0;
|
|
2306
|
+
double bv = -1.0;
|
|
2307
|
+
ev[ r ] = lam ;
|
|
2308
|
+
sv[ r ] = sqrt((lam*double((n-1)))) ;
|
|
2309
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2310
|
+
double a = v[((j*p)+col)];
|
|
2311
|
+
double aa = ( ( a < 0.0 ) ? ((0.0-a)) : (a) );
|
|
2312
|
+
if( aa > bv ) {
|
|
2313
|
+
bv = aa ;
|
|
2314
|
+
big = j ;
|
|
2315
|
+
} else {
|
|
2316
|
+
0 ;
|
|
2317
|
+
} ;
|
|
2318
|
+
;
|
|
2319
|
+
;
|
|
2320
|
+
} ;
|
|
2321
|
+
double sg = ( ( v[((big*p)+col)] < 0.0 ) ? (-1.0) : (1.0) );
|
|
2322
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2323
|
+
comps[ ((r*p)+j) ] = (sg*v[((j*p)+col)]) ;
|
|
2324
|
+
} ;
|
|
2325
|
+
;
|
|
2326
|
+
;
|
|
2327
|
+
;
|
|
2328
|
+
} ;
|
|
2329
|
+
return 0 ;
|
|
2330
|
+
}
|
|
2331
|
+
|
|
2332
|
+
|
|
2333
|
+
SCM2CPP_FN inline int
|
|
2334
|
+
ard_pinvh( scm2cpp::span<double> a, scm2cpp::span<double> s, scm2cpp::span<double> v, scm2cpp::span<double> ev, scm2cpp::span<double> e, int k )
|
|
2335
|
+
{ sym_eigen(a,v,ev,e,k) ;
|
|
2336
|
+
double mx = 0.0;
|
|
2337
|
+
for( int r = 0 ; !(r == k) ; r = (r+1) ) {
|
|
2338
|
+
double av = ( ( ev[r] < 0.0 ) ? ((0.0-ev[r])) : (ev[r]) );
|
|
2339
|
+
if( av > mx ) {
|
|
2340
|
+
mx = av ;
|
|
2341
|
+
} else {
|
|
2342
|
+
0 ;
|
|
2343
|
+
} ;
|
|
2344
|
+
;
|
|
2345
|
+
} ;
|
|
2346
|
+
double cut = (mx*(double(k)*2.220446049250313e-16));
|
|
2347
|
+
for( int i = 0 ; !(i == k) ; i = (i+1) ) {
|
|
2348
|
+
for( int j = 0 ; !(j == k) ; j = (j+1) ) {
|
|
2349
|
+
double acc = 0.0;
|
|
2350
|
+
for( int r = 0 ; !(r == k) ; r = (r+1) ) {
|
|
2351
|
+
double er = ev[r];
|
|
2352
|
+
if( ( ( er < 0.0 ) ? ((0.0-er)) : (er) ) > cut ) {
|
|
2353
|
+
acc = (acc+((v[((i*k)+r)]*v[((j*k)+r)])/er)) ;
|
|
2354
|
+
} else {
|
|
2355
|
+
0 ;
|
|
2356
|
+
} ;
|
|
2357
|
+
;
|
|
2358
|
+
} ;
|
|
2359
|
+
s[ ((i*k)+j) ] = acc ;
|
|
2360
|
+
;
|
|
2361
|
+
} ;
|
|
2362
|
+
} ;
|
|
2363
|
+
;
|
|
2364
|
+
;
|
|
2365
|
+
return 0 ;
|
|
2366
|
+
}
|
|
2367
|
+
|
|
2368
|
+
|
|
2369
|
+
SCM2CPP_FN inline int
|
|
2370
|
+
ard_sigma_coef( scm2cpp::cspan<double> xy, scm2cpp::cspan<int> idx, scm2cpp::cspan<double> lam, scm2cpp::span<double> coef, scm2cpp::span<double> sigma, scm2cpp::span<double> a, scm2cpp::span<double> v, scm2cpp::span<double> ev, scm2cpp::span<double> e, scm2cpp::cspan<double> gk, double alpha, int k )
|
|
2371
|
+
{ for( int r = 0 ; !(r == k) ; r = (r+1) ) {
|
|
2372
|
+
for( int c = 0 ; !(c == k) ; c = (c+1) ) {
|
|
2373
|
+
a[ ((r*k)+c) ] = (( ( r == c ) ? (lam[idx[r]]) : (0.0) )+(alpha*gk[((r*k)+c)])) ;
|
|
2374
|
+
} ;
|
|
2375
|
+
} ;
|
|
2376
|
+
ard_pinvh(a,sigma,v,ev,e,k) ;
|
|
2377
|
+
for( int r = 0 ; !(r == k) ; r = (r+1) ) {
|
|
2378
|
+
double acc = 0.0;
|
|
2379
|
+
for( int c = 0 ; !(c == k) ; c = (c+1) ) {
|
|
2380
|
+
acc = (acc+(sigma[((r*k)+c)]*xy[idx[c]])) ;
|
|
2381
|
+
} ;
|
|
2382
|
+
coef[ idx[r] ] = (alpha*acc) ;
|
|
2383
|
+
;
|
|
2384
|
+
} ;
|
|
2385
|
+
return 0 ;
|
|
2386
|
+
}
|
|
2387
|
+
|
|
2388
|
+
|
|
2389
|
+
inline int
|
|
2390
|
+
ard( scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> coef, scm2cpp::span<double> sigma, scm2cpp::span<double> lam, scm2cpp::span<double> out, int maxiter, double tol, double alpha1, double alpha2, double lambda1, double lambda2, double thresh, int hoist, int n, int p )
|
|
2391
|
+
{ std::vector<double> g(( ( hoist == 1 ) ? ((p*p)) : (1) ),0.0);
|
|
2392
|
+
std::vector<double> xy(p,0.0);
|
|
2393
|
+
std::vector<double> xk(( ( hoist == 1 ) ? (1) : ((n*p)) ),0.0);
|
|
2394
|
+
std::vector<double> gk((p*p),0.0);
|
|
2395
|
+
std::vector<double> a((p*p),0.0);
|
|
2396
|
+
std::vector<double> v((p*p),0.0);
|
|
2397
|
+
std::vector<double> ev(p,0.0);
|
|
2398
|
+
std::vector<double> e(p,0.0);
|
|
2399
|
+
std::vector<double> r(n,0.0);
|
|
2400
|
+
std::vector<int> idx(p,0);
|
|
2401
|
+
std::vector<int> keep(p,1);
|
|
2402
|
+
std::vector<double> old(p,0.0);
|
|
2403
|
+
double alpha = 0.0;
|
|
2404
|
+
int k = p;
|
|
2405
|
+
int it = 0;
|
|
2406
|
+
int done = 0;
|
|
2407
|
+
if( hoist == 1 ) {
|
|
2408
|
+
for( int k2638 = 0 ; !(k2638 == p) ; k2638 = (k2638+1) ) {
|
|
2409
|
+
for( int k2639 = k2638 ; !(k2639 == p) ; k2639 = (k2639+1) ) {
|
|
2410
|
+
g[ ((k2638*p)+k2639) ] = ([&]() -> double { int i2641 = 0; double r2642 = 0.0; while (!(i2641 == n)) {
|
|
2411
|
+
int i2641_next17432 = (i2641+1);
|
|
2412
|
+
double r2642_next17433 = (r2642+(x[((i2641*p)+k2638)]*x[((i2641*p)+k2639)]));
|
|
2413
|
+
i2641 = i2641_next17432;
|
|
2414
|
+
r2642 = r2642_next17433;
|
|
2415
|
+
} return r2642; })() ;
|
|
2416
|
+
g[ ((k2639*p)+k2638) ] = g[((k2638*p)+k2639)] ;
|
|
2417
|
+
} ;
|
|
2418
|
+
} ;
|
|
2419
|
+
} else {
|
|
2420
|
+
0 ;
|
|
2421
|
+
} ;
|
|
2422
|
+
for( int i2636 = 0 ; !(i2636 == p) ; i2636 = (i2636+1) ) {
|
|
2423
|
+
xy[ i2636 ] = 0.0 ;
|
|
2424
|
+
} ;
|
|
2425
|
+
for( int k2634 = 0 ; !(k2634 == n) ; k2634 = (k2634+1) ) {
|
|
2426
|
+
for( int i2637 = 0 ; !(i2637 == p) ; i2637 = (i2637+1) ) {
|
|
2427
|
+
xy[ i2637 ] = (xy[i2637]+(x[((k2634*p)+i2637)]*y[k2634])) ;
|
|
2428
|
+
} ;
|
|
2429
|
+
} ;
|
|
2430
|
+
double ym = 0.0;
|
|
2431
|
+
double vy = 0.0;
|
|
2432
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
2433
|
+
ym = (ym+y[i]) ;
|
|
2434
|
+
} ;
|
|
2435
|
+
ym = (ym/double(n)) ;
|
|
2436
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
2437
|
+
vy = (vy+((y[i]-ym)*(y[i]-ym))) ;
|
|
2438
|
+
} ;
|
|
2439
|
+
alpha = (1.0/((vy/double(n))+2.220446049250313e-16)) ;
|
|
2440
|
+
;
|
|
2441
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2442
|
+
lam[ j ] = 1.0 ;
|
|
2443
|
+
coef[ j ] = 0.0 ;
|
|
2444
|
+
} ;
|
|
2445
|
+
for( ; !((done == 1 || it >= maxiter)) ; ) {
|
|
2446
|
+
k = 0 ;
|
|
2447
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2448
|
+
if( keep[j] == 1 ) {
|
|
2449
|
+
idx[ k ] = j ;
|
|
2450
|
+
k = (k+1) ;
|
|
2451
|
+
} else {
|
|
2452
|
+
0 ;
|
|
2453
|
+
} ;
|
|
2454
|
+
} ;
|
|
2455
|
+
if( hoist == 1 ) {
|
|
2456
|
+
for( int r = 0 ; !(r == k) ; r = (r+1) ) {
|
|
2457
|
+
for( int c = 0 ; !(c == k) ; c = (c+1) ) {
|
|
2458
|
+
gk[ ((r*k)+c) ] = g[((idx[r]*p)+idx[c])] ;
|
|
2459
|
+
} ;
|
|
2460
|
+
} ;
|
|
2461
|
+
} else {
|
|
2462
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
2463
|
+
for( int c = 0 ; !(c == k) ; c = (c+1) ) {
|
|
2464
|
+
xk[ ((i*k)+c) ] = x[((i*p)+idx[c])] ;
|
|
2465
|
+
} ;
|
|
2466
|
+
} ;
|
|
2467
|
+
for( int k2644 = 0 ; !(k2644 == k) ; k2644 = (k2644+1) ) {
|
|
2468
|
+
for( int k2645 = k2644 ; !(k2645 == k) ; k2645 = (k2645+1) ) {
|
|
2469
|
+
gk[ ((k2644*k)+k2645) ] = ([&]() -> double { int i2647 = 0; double r2648 = 0.0; while (!(i2647 == n)) {
|
|
2470
|
+
int i2647_next17434 = (i2647+1);
|
|
2471
|
+
double r2648_next17435 = (r2648+(xk[((i2647*k)+k2644)]*xk[((i2647*k)+k2645)]));
|
|
2472
|
+
i2647 = i2647_next17434;
|
|
2473
|
+
r2648 = r2648_next17435;
|
|
2474
|
+
} return r2648; })() ;
|
|
2475
|
+
gk[ ((k2645*k)+k2644) ] = gk[((k2644*k)+k2645)] ;
|
|
2476
|
+
} ;
|
|
2477
|
+
} ;
|
|
2478
|
+
} ;
|
|
2479
|
+
ard_sigma_coef(xy,idx,lam,coef,sigma,a,v,ev,e,gk,alpha,k) ;
|
|
2480
|
+
for( int k2650 = 0 ; !(k2650 == n) ; k2650 = (k2650+1) ) {
|
|
2481
|
+
r[ k2650 ] = ([&]() -> double { int i2653 = 0; double r2654 = 0.0; while (!(i2653 == p)) {
|
|
2482
|
+
int i2653_next17436 = (i2653+1);
|
|
2483
|
+
double r2654_next17437 = (r2654+(x[((k2650*p)+i2653)]*coef[i2653]));
|
|
2484
|
+
i2653 = i2653_next17436;
|
|
2485
|
+
r2654 = r2654_next17437;
|
|
2486
|
+
} return r2654; })() ;
|
|
2487
|
+
} ;
|
|
2488
|
+
double sse = 0.0;
|
|
2489
|
+
double gsum = 0.0;
|
|
2490
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
2491
|
+
double d = (y[i]-r[i]);
|
|
2492
|
+
sse = (sse+(d*d)) ;
|
|
2493
|
+
;
|
|
2494
|
+
} ;
|
|
2495
|
+
for( int c = 0 ; !(c == k) ; c = (c+1) ) {
|
|
2496
|
+
int j = idx[c];
|
|
2497
|
+
double gm = (1.0-(lam[j]*sigma[((c*k)+c)]));
|
|
2498
|
+
gsum = (gsum+gm) ;
|
|
2499
|
+
lam[ j ] = ((gm+(2.0*lambda1))/((coef[j]*coef[j])+(2.0*lambda2))) ;
|
|
2500
|
+
;
|
|
2501
|
+
;
|
|
2502
|
+
} ;
|
|
2503
|
+
alpha = (((double(n)-gsum)+(2.0*alpha1))/(sse+(2.0*alpha2))) ;
|
|
2504
|
+
;
|
|
2505
|
+
int nk = 0;
|
|
2506
|
+
double moved = 0.0;
|
|
2507
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2508
|
+
if( lam[j] < thresh ) {
|
|
2509
|
+
keep[ j ] = 1 ;
|
|
2510
|
+
nk = (nk+1) ;
|
|
2511
|
+
} else {
|
|
2512
|
+
keep[ j ] = 0 ;
|
|
2513
|
+
coef[ j ] = 0.0 ;
|
|
2514
|
+
} ;
|
|
2515
|
+
double dv = (old[j]-coef[j]);
|
|
2516
|
+
moved = (moved+( ( dv < 0.0 ) ? ((0.0-dv)) : (dv) )) ;
|
|
2517
|
+
;
|
|
2518
|
+
} ;
|
|
2519
|
+
if( (it > 0 && moved < tol) ) {
|
|
2520
|
+
done = 1 ;
|
|
2521
|
+
} else {
|
|
2522
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2523
|
+
old[ j ] = coef[j] ;
|
|
2524
|
+
} ;
|
|
2525
|
+
if( nk == 0 ) {
|
|
2526
|
+
done = 1 ;
|
|
2527
|
+
} else {
|
|
2528
|
+
0 ;
|
|
2529
|
+
} ;
|
|
2530
|
+
} ;
|
|
2531
|
+
;
|
|
2532
|
+
it = (it+1) ;
|
|
2533
|
+
} ;
|
|
2534
|
+
k = 0 ;
|
|
2535
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2536
|
+
if( keep[j] == 1 ) {
|
|
2537
|
+
idx[ k ] = j ;
|
|
2538
|
+
k = (k+1) ;
|
|
2539
|
+
} else {
|
|
2540
|
+
0 ;
|
|
2541
|
+
} ;
|
|
2542
|
+
} ;
|
|
2543
|
+
if( k > 0 ) {
|
|
2544
|
+
if( hoist == 1 ) {
|
|
2545
|
+
for( int r = 0 ; !(r == k) ; r = (r+1) ) {
|
|
2546
|
+
for( int c = 0 ; !(c == k) ; c = (c+1) ) {
|
|
2547
|
+
gk[ ((r*k)+c) ] = g[((idx[r]*p)+idx[c])] ;
|
|
2548
|
+
} ;
|
|
2549
|
+
} ;
|
|
2550
|
+
} else {
|
|
2551
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
2552
|
+
for( int c = 0 ; !(c == k) ; c = (c+1) ) {
|
|
2553
|
+
xk[ ((i*k)+c) ] = x[((i*p)+idx[c])] ;
|
|
2554
|
+
} ;
|
|
2555
|
+
} ;
|
|
2556
|
+
for( int k2656 = 0 ; !(k2656 == k) ; k2656 = (k2656+1) ) {
|
|
2557
|
+
for( int k2657 = k2656 ; !(k2657 == k) ; k2657 = (k2657+1) ) {
|
|
2558
|
+
gk[ ((k2656*k)+k2657) ] = ([&]() -> double { int i2659 = 0; double r2660 = 0.0; while (!(i2659 == n)) {
|
|
2559
|
+
int i2659_next17438 = (i2659+1);
|
|
2560
|
+
double r2660_next17439 = (r2660+(xk[((i2659*k)+k2656)]*xk[((i2659*k)+k2657)]));
|
|
2561
|
+
i2659 = i2659_next17438;
|
|
2562
|
+
r2660 = r2660_next17439;
|
|
2563
|
+
} return r2660; })() ;
|
|
2564
|
+
gk[ ((k2657*k)+k2656) ] = gk[((k2656*k)+k2657)] ;
|
|
2565
|
+
} ;
|
|
2566
|
+
} ;
|
|
2567
|
+
} ;
|
|
2568
|
+
ard_sigma_coef(xy,idx,lam,coef,sigma,a,v,ev,e,gk,alpha,k) ;
|
|
2569
|
+
} else {
|
|
2570
|
+
0 ;
|
|
2571
|
+
} ;
|
|
2572
|
+
out[ 0 ] = alpha ;
|
|
2573
|
+
out[ 1 ] = double(k) ;
|
|
2574
|
+
return it ;
|
|
2575
|
+
}
|
|
2576
|
+
|
|
2577
|
+
|
|
2578
|
+
inline int
|
|
2579
|
+
f_regression( scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> r, scm2cpp::span<double> f, int center, int n, int p, int q )
|
|
2580
|
+
{ std::vector<double> mx(p,0.0);
|
|
2581
|
+
std::vector<double> sx(p,0.0);
|
|
2582
|
+
std::vector<double> yc((n*q),0.0);
|
|
2583
|
+
std::vector<double> yn(q,0.0);
|
|
2584
|
+
double dof = double((n-( ( center == 1 ) ? (2) : (1) )));
|
|
2585
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
2586
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2587
|
+
double v = x[((i*p)+j)];
|
|
2588
|
+
mx[ j ] = (mx[j]+v) ;
|
|
2589
|
+
sx[ j ] = (sx[j]+(v*v)) ;
|
|
2590
|
+
;
|
|
2591
|
+
} ;
|
|
2592
|
+
} ;
|
|
2593
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2594
|
+
mx[ j ] = (mx[j]/double(n)) ;
|
|
2595
|
+
} ;
|
|
2596
|
+
for( int t = 0 ; !(t == q) ; t = (t+1) ) {
|
|
2597
|
+
double m = 0.0;
|
|
2598
|
+
double s = 0.0;
|
|
2599
|
+
if( center == 1 ) {
|
|
2600
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
2601
|
+
m = (m+y[((i*q)+t)]) ;
|
|
2602
|
+
} ;
|
|
2603
|
+
m = (m/double(n)) ;
|
|
2604
|
+
} else {
|
|
2605
|
+
0 ;
|
|
2606
|
+
} ;
|
|
2607
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
2608
|
+
double v = (y[((i*q)+t)]-m);
|
|
2609
|
+
yc[ ((i*q)+t) ] = v ;
|
|
2610
|
+
s = (s+(v*v)) ;
|
|
2611
|
+
;
|
|
2612
|
+
} ;
|
|
2613
|
+
yn[ t ] = sqrt(s) ;
|
|
2614
|
+
;
|
|
2615
|
+
} ;
|
|
2616
|
+
for( int i2665 = 0 ; !(i2665 == p) ; i2665 = (i2665+1) ) {
|
|
2617
|
+
for( int i2666 = 0 ; !(i2666 == q) ; i2666 = (i2666+1) ) {
|
|
2618
|
+
r[ ((i2665*q)+i2666) ] = 0.0 ;
|
|
2619
|
+
} ;
|
|
2620
|
+
} ;
|
|
2621
|
+
for( int k2663 = 0 ; !(k2663 == n) ; k2663 = (k2663+1) ) {
|
|
2622
|
+
for( int k2664 = 0 ; !(k2664 == p) ; k2664 = (k2664+1) ) {
|
|
2623
|
+
for( int k2667 = 0 ; !(k2667 == q) ; k2667 = (k2667+1) ) {
|
|
2624
|
+
r[ ((k2664*q)+k2667) ] = (r[((k2664*q)+k2667)]+(yc[((k2663*q)+k2667)]*x[((k2663*p)+k2664)])) ;
|
|
2625
|
+
} ;
|
|
2626
|
+
} ;
|
|
2627
|
+
} ;
|
|
2628
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2629
|
+
double xn = sqrt(( ( center == 1 ) ? ((sx[j]-(double(n)*(mx[j]*mx[j])))) : (sx[j]) ));
|
|
2630
|
+
for( int t = 0 ; !(t == q) ; t = (t+1) ) {
|
|
2631
|
+
double rr = ((r[((j*q)+t)]/xn)/yn[t]);
|
|
2632
|
+
r[ ((j*q)+t) ] = rr ;
|
|
2633
|
+
f[ ((j*q)+t) ] = (((rr*rr)/(1.0-(rr*rr)))*dof) ;
|
|
2634
|
+
;
|
|
2635
|
+
} ;
|
|
2636
|
+
;
|
|
2637
|
+
} ;
|
|
2638
|
+
return 0 ;
|
|
2639
|
+
}
|
|
2640
|
+
|
|
2641
|
+
|
|
2642
|
+
inline int
|
|
2643
|
+
f_classif( scm2cpp::cspan<double> x, scm2cpp::cspan<int> lab, scm2cpp::span<double> f, int n, int p, int k )
|
|
2644
|
+
{ std::vector<double> oh((n*k),0.0);
|
|
2645
|
+
std::vector<double> cs((k*p),0.0);
|
|
2646
|
+
std::vector<double> cnt(k,0.0);
|
|
2647
|
+
std::vector<double> ss(p,0.0);
|
|
2648
|
+
std::vector<double> tot(p,0.0);
|
|
2649
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
2650
|
+
int c = lab[i];
|
|
2651
|
+
oh[ ((i*k)+c) ] = 1.0 ;
|
|
2652
|
+
cnt[ c ] = (cnt[c]+1.0) ;
|
|
2653
|
+
;
|
|
2654
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2655
|
+
double v = x[((i*p)+j)];
|
|
2656
|
+
ss[ j ] = (ss[j]+(v*v)) ;
|
|
2657
|
+
;
|
|
2658
|
+
} ;
|
|
2659
|
+
} ;
|
|
2660
|
+
for( int i2671 = 0 ; !(i2671 == k) ; i2671 = (i2671+1) ) {
|
|
2661
|
+
for( int i2672 = 0 ; !(i2672 == p) ; i2672 = (i2672+1) ) {
|
|
2662
|
+
cs[ ((i2671*p)+i2672) ] = 0.0 ;
|
|
2663
|
+
} ;
|
|
2664
|
+
} ;
|
|
2665
|
+
for( int k2669 = 0 ; !(k2669 == n) ; k2669 = (k2669+1) ) {
|
|
2666
|
+
for( int k2670 = 0 ; !(k2670 == k) ; k2670 = (k2670+1) ) {
|
|
2667
|
+
for( int k2673 = 0 ; !(k2673 == p) ; k2673 = (k2673+1) ) {
|
|
2668
|
+
cs[ ((k2670*p)+k2673) ] = (cs[((k2670*p)+k2673)]+(x[((k2669*p)+k2673)]*oh[((k2669*k)+k2670)])) ;
|
|
2669
|
+
} ;
|
|
2670
|
+
} ;
|
|
2671
|
+
} ;
|
|
2672
|
+
for( int c = 0 ; !(c == k) ; c = (c+1) ) {
|
|
2673
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2674
|
+
tot[ j ] = (tot[j]+cs[((c*p)+j)]) ;
|
|
2675
|
+
} ;
|
|
2676
|
+
} ;
|
|
2677
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2678
|
+
double sq = ((tot[j]*tot[j])/double(n));
|
|
2679
|
+
double ssbn = 0.0;
|
|
2680
|
+
for( int c = 0 ; !(c == k) ; c = (c+1) ) {
|
|
2681
|
+
ssbn = (ssbn+((cs[((c*p)+j)]*cs[((c*p)+j)])/cnt[c])) ;
|
|
2682
|
+
} ;
|
|
2683
|
+
ssbn = (ssbn-sq) ;
|
|
2684
|
+
double sswn = ((ss[j]-sq)-ssbn);
|
|
2685
|
+
f[ j ] = ((ssbn/double((k-1)))/(sswn/double((n-k)))) ;
|
|
2686
|
+
;
|
|
2687
|
+
;
|
|
2688
|
+
} ;
|
|
2689
|
+
return 0 ;
|
|
2690
|
+
}
|
|
2691
|
+
|
|
2692
|
+
|
|
2693
|
+
SCM2CPP_FN inline double
|
|
2694
|
+
min_pos( scm2cpp::cspan<double> v, int m )
|
|
2695
|
+
{ double r = 1.7976931348623157e+308;
|
|
2696
|
+
for( int i = 0 ; !(i == m) ; i = (i+1) ) {
|
|
2697
|
+
double x = v[i];
|
|
2698
|
+
if( (x > 0.0 && x < r) ) {
|
|
2699
|
+
r = x ;
|
|
2700
|
+
} else {
|
|
2701
|
+
0 ;
|
|
2702
|
+
} ;
|
|
2703
|
+
;
|
|
2704
|
+
} ;
|
|
2705
|
+
return r ;
|
|
2706
|
+
}
|
|
2707
|
+
|
|
2708
|
+
|
|
2709
|
+
SCM2CPP_FN inline double
|
|
2710
|
+
round_even( double y )
|
|
2711
|
+
{
|
|
2712
|
+
double r = std::floor(y);
|
|
2713
|
+
double d = (y-r);
|
|
2714
|
+
if( d > 0.5 ) {
|
|
2715
|
+
return (r+1.0) ;
|
|
2716
|
+
}
|
|
2717
|
+
else {
|
|
2718
|
+
if( d < 0.5 ) {
|
|
2719
|
+
return r ;
|
|
2720
|
+
}
|
|
2721
|
+
else {
|
|
2722
|
+
if( (2.0*std::floor((0.5*r))) == r ) {
|
|
2723
|
+
return r ;
|
|
2724
|
+
}
|
|
2725
|
+
else {
|
|
2726
|
+
return (r+1.0) ;
|
|
2727
|
+
}
|
|
2728
|
+
}
|
|
2729
|
+
}
|
|
2730
|
+
}
|
|
2731
|
+
|
|
2732
|
+
|
|
2733
|
+
SCM2CPP_FN inline int
|
|
2734
|
+
cholesky_delete( scm2cpp::span<double> l, int go, int n, int k )
|
|
2735
|
+
{ for( int i = go ; !(i >= (n-1)) ; i = (i+1) ) {
|
|
2736
|
+
for( int j = 0 ; !(j == (i+2)) ; j = (j+1) ) {
|
|
2737
|
+
l[ ((i*k)+j) ] = l[(((i+1)*k)+j)] ;
|
|
2738
|
+
} ;
|
|
2739
|
+
} ;
|
|
2740
|
+
for( int i = go ; !(i >= (n-1)) ; i = (i+1) ) {
|
|
2741
|
+
double a = l[((i*k)+i)];
|
|
2742
|
+
double b = l[((i*k)+(i+1))];
|
|
2743
|
+
double aa = ( ( a < 0.0 ) ? ((0.0-a)) : (a) );
|
|
2744
|
+
double ab = ( ( b < 0.0 ) ? ((0.0-b)) : (b) );
|
|
2745
|
+
double roe = ( ( aa > ab ) ? (a) : (b) );
|
|
2746
|
+
double scale = (aa+ab);
|
|
2747
|
+
double r = ( ( scale == 0.0 ) ? (0.0) : ((( ( roe < 0.0 ) ? (-1.0) : (1.0) )*(scale*sqrt((((a/scale)*(a/scale))+((b/scale)*(b/scale))))))) );
|
|
2748
|
+
double c = ( ( scale == 0.0 ) ? (1.0) : ((a/r)) );
|
|
2749
|
+
double s = ( ( scale == 0.0 ) ? (0.0) : ((b/r)) );
|
|
2750
|
+
double cc = ( ( r < 0.0 ) ? ((0.0-c)) : (c) );
|
|
2751
|
+
double ss = ( ( r < 0.0 ) ? ((0.0-s)) : (s) );
|
|
2752
|
+
l[ ((i*k)+i) ] = ( ( r < 0.0 ) ? ((0.0-r)) : (r) ) ;
|
|
2753
|
+
l[ ((i*k)+(i+1)) ] = 0.0 ;
|
|
2754
|
+
for( int t = (i+1) ; !(t >= n) ; t = (t+1) ) {
|
|
2755
|
+
double x = l[((t*k)+i)];
|
|
2756
|
+
double y = l[((t*k)+(i+1))];
|
|
2757
|
+
l[ ((t*k)+i) ] = ((cc*x)+(ss*y)) ;
|
|
2758
|
+
l[ ((t*k)+(i+1)) ] = ((cc*y)-(ss*x)) ;
|
|
2759
|
+
;
|
|
2760
|
+
} ;
|
|
2761
|
+
;
|
|
2762
|
+
;
|
|
2763
|
+
;
|
|
2764
|
+
;
|
|
2765
|
+
;
|
|
2766
|
+
;
|
|
2767
|
+
} ;
|
|
2768
|
+
return 0 ;
|
|
2769
|
+
}
|
|
2770
|
+
|
|
2771
|
+
|
|
2772
|
+
SCM2CPP_FN inline int
|
|
2773
|
+
swap_rc( scm2cpp::span<double> g, int a, int b, int p )
|
|
2774
|
+
{ for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2775
|
+
double rv = g[((a*p)+j)];
|
|
2776
|
+
g[ ((a*p)+j) ] = g[((b*p)+j)] ;
|
|
2777
|
+
g[ ((b*p)+j) ] = rv ;
|
|
2778
|
+
;
|
|
2779
|
+
} ;
|
|
2780
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2781
|
+
double cv = g[((j*p)+a)];
|
|
2782
|
+
g[ ((j*p)+a) ] = g[((j*p)+b)] ;
|
|
2783
|
+
g[ ((j*p)+b) ] = cv ;
|
|
2784
|
+
;
|
|
2785
|
+
} ;
|
|
2786
|
+
return 0 ;
|
|
2787
|
+
}
|
|
2788
|
+
|
|
2789
|
+
|
|
2790
|
+
inline int
|
|
2791
|
+
lars( scm2cpp::span<double> g, scm2cpp::cspan<double> cov, scm2cpp::span<double> coef, scm2cpp::span<double> path, scm2cpp::span<double> alphas, int rec, double nsamples, double alphamin, int method, int maxiter, double eps, int p )
|
|
2792
|
+
{ std::vector<double> g0((p*p),0.0);
|
|
2793
|
+
std::vector<double> cov0(p,0.0);
|
|
2794
|
+
std::vector<double> cbuf(p,0.0);
|
|
2795
|
+
std::vector<int> index(p,0);
|
|
2796
|
+
std::vector<int> active(p,0);
|
|
2797
|
+
std::vector<double> sign(p,0.0);
|
|
2798
|
+
int kmax = ( ( maxiter < p ) ? (maxiter) : (p) );
|
|
2799
|
+
std::vector<double> prev(p,0.0);
|
|
2800
|
+
std::vector<double> dir(p,0.0);
|
|
2801
|
+
std::vector<double> ls(p,0.0);
|
|
2802
|
+
std::vector<double> zz(p,0.0);
|
|
2803
|
+
std::vector<double> ratio(p,0.0);
|
|
2804
|
+
std::vector<int> idx(p,0);
|
|
2805
|
+
std::vector<int> dropv(p,0);
|
|
2806
|
+
int cs = 0;
|
|
2807
|
+
int na = 0;
|
|
2808
|
+
int niter = 0;
|
|
2809
|
+
int drop = 0;
|
|
2810
|
+
int done = 0;
|
|
2811
|
+
double alpha = 0.0;
|
|
2812
|
+
double prevalpha = 0.0;
|
|
2813
|
+
double tiny32 = 1.1754943508222875e-38;
|
|
2814
|
+
double eqtol = 1.1920928955078125e-7;
|
|
2815
|
+
std::vector<double> l((kmax*kmax),0.0);
|
|
2816
|
+
for( int t = 0 ; !(t == (p*p)) ; t = (t+1) ) {
|
|
2817
|
+
g0[ t ] = g[t] ;
|
|
2818
|
+
} ;
|
|
2819
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2820
|
+
cov0[ j ] = cov[j] ;
|
|
2821
|
+
cbuf[ j ] = cov[j] ;
|
|
2822
|
+
index[ j ] = j ;
|
|
2823
|
+
coef[ j ] = 0.0 ;
|
|
2824
|
+
if( rec == 1 ) {
|
|
2825
|
+
path[ j ] = 0.0 ;
|
|
2826
|
+
} else {
|
|
2827
|
+
0 ;
|
|
2828
|
+
} ;
|
|
2829
|
+
} ;
|
|
2830
|
+
for( ; !(done == 1) ; ) {
|
|
2831
|
+
int clen = (p-cs);
|
|
2832
|
+
int cidx = 0;
|
|
2833
|
+
double cval = 0.0;
|
|
2834
|
+
double cabs = 0.0;
|
|
2835
|
+
for( int t = 0 ; !(t == clen) ; t = (t+1) ) {
|
|
2836
|
+
double v = cbuf[(cs+t)];
|
|
2837
|
+
double av = ( ( v < 0.0 ) ? ((0.0-v)) : (v) );
|
|
2838
|
+
if( av > cabs ) {
|
|
2839
|
+
cabs = av ;
|
|
2840
|
+
cidx = t ;
|
|
2841
|
+
cval = v ;
|
|
2842
|
+
} else {
|
|
2843
|
+
0 ;
|
|
2844
|
+
} ;
|
|
2845
|
+
;
|
|
2846
|
+
;
|
|
2847
|
+
} ;
|
|
2848
|
+
alpha = (cabs/(1.0*nsamples)) ;
|
|
2849
|
+
if( rec == 1 ) {
|
|
2850
|
+
alphas[ niter ] = alpha ;
|
|
2851
|
+
} else {
|
|
2852
|
+
0 ;
|
|
2853
|
+
} ;
|
|
2854
|
+
if( alpha <= (alphamin+eqtol) ) {
|
|
2855
|
+
if( ( ( (alpha-alphamin) < 0.0 ) ? ((alphamin-alpha)) : ((alpha-alphamin)) ) > eqtol ) {
|
|
2856
|
+
if( niter > 0 ) {
|
|
2857
|
+
double ss = ((prevalpha-alphamin)/(prevalpha-alpha));
|
|
2858
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2859
|
+
coef[ j ] = (prev[j]+(ss*(coef[j]-prev[j]))) ;
|
|
2860
|
+
} ;
|
|
2861
|
+
;
|
|
2862
|
+
} else {
|
|
2863
|
+
0 ;
|
|
2864
|
+
} ;
|
|
2865
|
+
alpha = alphamin ;
|
|
2866
|
+
if( rec == 1 ) {
|
|
2867
|
+
alphas[ niter ] = alphamin ;
|
|
2868
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
2869
|
+
path[ ((niter*p)+j) ] = coef[j] ;
|
|
2870
|
+
} ;
|
|
2871
|
+
} else {
|
|
2872
|
+
0 ;
|
|
2873
|
+
} ;
|
|
2874
|
+
} else {
|
|
2875
|
+
0 ;
|
|
2876
|
+
} ;
|
|
2877
|
+
done = 1 ;
|
|
2878
|
+
} else {
|
|
2879
|
+
if( (niter >= maxiter || na >= p) ) {
|
|
2880
|
+
done = 1 ;
|
|
2881
|
+
} else {
|
|
2882
|
+
int degenerate = 0;
|
|
2883
|
+
if( drop == 0 ) {
|
|
2884
|
+
int m = na;
|
|
2885
|
+
int nn = (cidx+na);
|
|
2886
|
+
sign[ na ] = ( ( cval > 0.0 ) ? (1.0) : (( ( cval < 0.0 ) ? (-1.0) : (0.0) )) ) ;
|
|
2887
|
+
double tc = cbuf[(cs+cidx)];
|
|
2888
|
+
cbuf[ (cs+cidx) ] = cbuf[cs] ;
|
|
2889
|
+
cbuf[ cs ] = tc ;
|
|
2890
|
+
;
|
|
2891
|
+
int ti = index[nn];
|
|
2892
|
+
index[ nn ] = index[m] ;
|
|
2893
|
+
index[ m ] = ti ;
|
|
2894
|
+
;
|
|
2895
|
+
cs = (cs+1) ;
|
|
2896
|
+
swap_rc(g,m,nn,p) ;
|
|
2897
|
+
double c = g[((na*p)+na)];
|
|
2898
|
+
double v = 0.0;
|
|
2899
|
+
for( int i = 0 ; !(i == na) ; i = (i+1) ) {
|
|
2900
|
+
double t = g[((na*p)+i)];
|
|
2901
|
+
for( int s = 0 ; !(s == i) ; s = (s+1) ) {
|
|
2902
|
+
t = (t-(l[((i*kmax)+s)]*l[((na*kmax)+s)])) ;
|
|
2903
|
+
} ;
|
|
2904
|
+
double li = (t/l[((i*kmax)+i)]);
|
|
2905
|
+
l[ ((na*kmax)+i) ] = li ;
|
|
2906
|
+
v = (v+(li*li)) ;
|
|
2907
|
+
;
|
|
2908
|
+
;
|
|
2909
|
+
} ;
|
|
2910
|
+
double dd = sqrt(( ( (c-v) < 0.0 ) ? ((v-c)) : ((c-v)) ));
|
|
2911
|
+
double dg = ( ( dd > (1.0*eps) ) ? (dd) : ((1.0*eps)) );
|
|
2912
|
+
l[ ((na*kmax)+na) ] = dg ;
|
|
2913
|
+
if( dg < 1e-7 ) {
|
|
2914
|
+
cs = (cs-1) ;
|
|
2915
|
+
cbuf[ cs ] = 0.0 ;
|
|
2916
|
+
double tc = cbuf[(cs+cidx)];
|
|
2917
|
+
cbuf[ (cs+cidx) ] = cbuf[cs] ;
|
|
2918
|
+
cbuf[ cs ] = tc ;
|
|
2919
|
+
;
|
|
2920
|
+
degenerate = 1 ;
|
|
2921
|
+
} else {
|
|
2922
|
+
active[ na ] = index[na] ;
|
|
2923
|
+
na = (na+1) ;
|
|
2924
|
+
} ;
|
|
2925
|
+
;
|
|
2926
|
+
;
|
|
2927
|
+
;
|
|
2928
|
+
;
|
|
2929
|
+
} else {
|
|
2930
|
+
false ;
|
|
2931
|
+
} ;
|
|
2932
|
+
if( degenerate == 0 ) {
|
|
2933
|
+
if( (method == 1 && niter > 0 && prevalpha < alpha) ) {
|
|
2934
|
+
done = 1 ;
|
|
2935
|
+
} else {
|
|
2936
|
+
double aa = 0.0;
|
|
2937
|
+
int clen2 = (p-cs);
|
|
2938
|
+
for( int i = 0 ; !(i == na) ; i = (i+1) ) {
|
|
2939
|
+
double t = sign[i];
|
|
2940
|
+
for( int s = 0 ; !(s == i) ; s = (s+1) ) {
|
|
2941
|
+
t = (t-(l[((i*kmax)+s)]*zz[s])) ;
|
|
2942
|
+
} ;
|
|
2943
|
+
zz[ i ] = (t/l[((i*kmax)+i)]) ;
|
|
2944
|
+
;
|
|
2945
|
+
} ;
|
|
2946
|
+
for( int ii = 0 ; !(ii == na) ; ii = (ii+1) ) {
|
|
2947
|
+
int i = ((na-1)-ii);
|
|
2948
|
+
double t = zz[i];
|
|
2949
|
+
for( int s = (i+1) ; !(s >= na) ; s = (s+1) ) {
|
|
2950
|
+
t = (t-(l[((s*kmax)+i)]*ls[s])) ;
|
|
2951
|
+
} ;
|
|
2952
|
+
ls[ i ] = (t/l[((i*kmax)+i)]) ;
|
|
2953
|
+
;
|
|
2954
|
+
;
|
|
2955
|
+
} ;
|
|
2956
|
+
if( (na == 1 && ls[0] == 0.0) ) {
|
|
2957
|
+
ls[ 0 ] = 1.0 ;
|
|
2958
|
+
aa = 1.0 ;
|
|
2959
|
+
} else {
|
|
2960
|
+
double sm = 0.0;
|
|
2961
|
+
for( int i = 0 ; !(i == na) ; i = (i+1) ) {
|
|
2962
|
+
sm = (sm+(ls[i]*sign[i])) ;
|
|
2963
|
+
} ;
|
|
2964
|
+
aa = (1.0/sqrt(sm)) ;
|
|
2965
|
+
for( int i = 0 ; !(i == na) ; i = (i+1) ) {
|
|
2966
|
+
ls[ i ] = (aa*ls[i]) ;
|
|
2967
|
+
} ;
|
|
2968
|
+
;
|
|
2969
|
+
} ;
|
|
2970
|
+
for( int t = 0 ; !(t == clen2) ; t = (t+1) ) {
|
|
2971
|
+
double acc = 0.0;
|
|
2972
|
+
for( int i = 0 ; !(i == na) ; i = (i+1) ) {
|
|
2973
|
+
acc = (acc+(g[((i*p)+(na+t))]*ls[i])) ;
|
|
2974
|
+
} ;
|
|
2975
|
+
dir[ t ] = (round_even(double((acc*1e+15)))/1e+15) ;
|
|
2976
|
+
;
|
|
2977
|
+
} ;
|
|
2978
|
+
for( int t = 0 ; !(t == clen2) ; t = (t+1) ) {
|
|
2979
|
+
ratio[ t ] = ((cabs-cbuf[(cs+t)])/((aa-dir[t])+tiny32)) ;
|
|
2980
|
+
} ;
|
|
2981
|
+
double gfirst = min_pos(ratio,clen2);
|
|
2982
|
+
for( int t = 0 ; !(t == clen2) ; t = (t+1) ) {
|
|
2983
|
+
ratio[ t ] = ((cabs+cbuf[(cs+t)])/((aa+dir[t])+tiny32)) ;
|
|
2984
|
+
} ;
|
|
2985
|
+
double gsecond = min_pos(ratio,clen2);
|
|
2986
|
+
double gam = ( ( ( ( gfirst < gsecond ) ? (gfirst) : (gsecond) ) < (cabs/aa) ) ? (( ( gfirst < gsecond ) ? (gfirst) : (gsecond) )) : ((cabs/aa)) );
|
|
2987
|
+
int nidx = 0;
|
|
2988
|
+
drop = 0 ;
|
|
2989
|
+
for( int i = 0 ; !(i == na) ; i = (i+1) ) {
|
|
2990
|
+
zz[ i ] = ((0.0-coef[active[i]])/(ls[i]+tiny32)) ;
|
|
2991
|
+
} ;
|
|
2992
|
+
double zpos = min_pos(zz,na);
|
|
2993
|
+
if( zpos < gam ) {
|
|
2994
|
+
for( int ii = 0 ; !(ii == na) ; ii = (ii+1) ) {
|
|
2995
|
+
int i = ((na-1)-ii);
|
|
2996
|
+
if( zz[i] == zpos ) {
|
|
2997
|
+
idx[ nidx ] = i ;
|
|
2998
|
+
nidx = (nidx+1) ;
|
|
2999
|
+
} else {
|
|
3000
|
+
0 ;
|
|
3001
|
+
} ;
|
|
3002
|
+
;
|
|
3003
|
+
} ;
|
|
3004
|
+
for( int r = 0 ; !(r == nidx) ; r = (r+1) ) {
|
|
3005
|
+
int i = idx[r];
|
|
3006
|
+
sign[ i ] = (0.0-sign[i]) ;
|
|
3007
|
+
;
|
|
3008
|
+
} ;
|
|
3009
|
+
if( method == 1 ) {
|
|
3010
|
+
gam = zpos ;
|
|
3011
|
+
} else {
|
|
3012
|
+
0 ;
|
|
3013
|
+
} ;
|
|
3014
|
+
drop = 1 ;
|
|
3015
|
+
} else {
|
|
3016
|
+
0 ;
|
|
3017
|
+
} ;
|
|
3018
|
+
;
|
|
3019
|
+
niter = (niter+1) ;
|
|
3020
|
+
prevalpha = alpha ;
|
|
3021
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
3022
|
+
prev[ j ] = coef[j] ;
|
|
3023
|
+
coef[ j ] = 0.0 ;
|
|
3024
|
+
} ;
|
|
3025
|
+
for( int i = 0 ; !(i == na) ; i = (i+1) ) {
|
|
3026
|
+
int a = active[i];
|
|
3027
|
+
coef[ a ] = (prev[a]+(gam*ls[i])) ;
|
|
3028
|
+
;
|
|
3029
|
+
} ;
|
|
3030
|
+
if( rec == 1 ) {
|
|
3031
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
3032
|
+
path[ ((niter*p)+j) ] = coef[j] ;
|
|
3033
|
+
} ;
|
|
3034
|
+
} else {
|
|
3035
|
+
0 ;
|
|
3036
|
+
} ;
|
|
3037
|
+
for( int t = 0 ; !(t == clen2) ; t = (t+1) ) {
|
|
3038
|
+
cbuf[ (cs+t) ] = (cbuf[(cs+t)]-(gam*dir[t])) ;
|
|
3039
|
+
} ;
|
|
3040
|
+
if( (drop == 1 && method == 1) ) {
|
|
3041
|
+
for( int r = 0 ; !(r == nidx) ; r = (r+1) ) {
|
|
3042
|
+
cholesky_delete(l,idx[r],na,kmax) ;
|
|
3043
|
+
} ;
|
|
3044
|
+
na = (na-1) ;
|
|
3045
|
+
for( int r = 0 ; !(r == nidx) ; r = (r+1) ) {
|
|
3046
|
+
int ii = idx[r];
|
|
3047
|
+
int dropped = active[ii];
|
|
3048
|
+
for( int i = ii ; !(i >= na) ; i = (i+1) ) {
|
|
3049
|
+
active[ i ] = active[(i+1)] ;
|
|
3050
|
+
} ;
|
|
3051
|
+
dropv[ r ] = dropped ;
|
|
3052
|
+
;
|
|
3053
|
+
;
|
|
3054
|
+
} ;
|
|
3055
|
+
for( int r = 0 ; !(r == nidx) ; r = (r+1) ) {
|
|
3056
|
+
int ii = idx[r];
|
|
3057
|
+
for( int i = ii ; !(i >= na) ; i = (i+1) ) {
|
|
3058
|
+
int ti = index[i];
|
|
3059
|
+
index[ i ] = index[(i+1)] ;
|
|
3060
|
+
index[ (i+1) ] = ti ;
|
|
3061
|
+
;
|
|
3062
|
+
swap_rc(g,i,int((i+1)),p) ;
|
|
3063
|
+
} ;
|
|
3064
|
+
;
|
|
3065
|
+
} ;
|
|
3066
|
+
for( int rr = 0 ; !(rr == nidx) ; rr = (rr+1) ) {
|
|
3067
|
+
int r = ((nidx-1)-rr);
|
|
3068
|
+
int d = dropv[r];
|
|
3069
|
+
double t = cov0[d];
|
|
3070
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
3071
|
+
t = (t-(g0[((d*p)+j)]*coef[j])) ;
|
|
3072
|
+
} ;
|
|
3073
|
+
cs = (cs-1) ;
|
|
3074
|
+
cbuf[ cs ] = t ;
|
|
3075
|
+
;
|
|
3076
|
+
;
|
|
3077
|
+
;
|
|
3078
|
+
} ;
|
|
3079
|
+
for( int r = 0 ; !(r == nidx) ; r = (r+1) ) {
|
|
3080
|
+
int ii = idx[r];
|
|
3081
|
+
for( int i = ii ; !(i >= (p-1)) ; i = (i+1) ) {
|
|
3082
|
+
sign[ i ] = sign[(i+1)] ;
|
|
3083
|
+
} ;
|
|
3084
|
+
sign[ (p-1) ] = 0.0 ;
|
|
3085
|
+
;
|
|
3086
|
+
} ;
|
|
3087
|
+
} else {
|
|
3088
|
+
0 ;
|
|
3089
|
+
} ;
|
|
3090
|
+
;
|
|
3091
|
+
;
|
|
3092
|
+
;
|
|
3093
|
+
;
|
|
3094
|
+
} ;
|
|
3095
|
+
} else {
|
|
3096
|
+
0 ;
|
|
3097
|
+
} ;
|
|
3098
|
+
;
|
|
3099
|
+
} ;
|
|
3100
|
+
} ;
|
|
3101
|
+
;
|
|
3102
|
+
} ;
|
|
3103
|
+
;
|
|
3104
|
+
return niter ;
|
|
3105
|
+
}
|
|
3106
|
+
|
|
3107
|
+
|
|
3108
|
+
SCM2CPP_FN inline int
|
|
3109
|
+
rfe_chol( scm2cpp::cspan<double> g, scm2cpp::cspan<int> idx, scm2cpp::span<double> l, double alpha, int k, int p )
|
|
3110
|
+
{ for( int j = 0 ; !(j == k) ; j = (j+1) ) {
|
|
3111
|
+
double s = (g[((idx[j]*p)+idx[j])]+alpha);
|
|
3112
|
+
for( int m = 0 ; !(m == j) ; m = (m+1) ) {
|
|
3113
|
+
s = (s-(l[((j*p)+m)]*l[((j*p)+m)])) ;
|
|
3114
|
+
} ;
|
|
3115
|
+
l[ ((j*p)+j) ] = sqrt(s) ;
|
|
3116
|
+
for( int i = (j+1) ; !(i >= k) ; i = (i+1) ) {
|
|
3117
|
+
double t = g[((idx[i]*p)+idx[j])];
|
|
3118
|
+
for( int m = 0 ; !(m == j) ; m = (m+1) ) {
|
|
3119
|
+
t = (t-(l[((i*p)+m)]*l[((j*p)+m)])) ;
|
|
3120
|
+
} ;
|
|
3121
|
+
l[ ((i*p)+j) ] = (t/l[((j*p)+j)]) ;
|
|
3122
|
+
;
|
|
3123
|
+
} ;
|
|
3124
|
+
;
|
|
3125
|
+
} ;
|
|
3126
|
+
return 0 ;
|
|
3127
|
+
}
|
|
3128
|
+
|
|
3129
|
+
|
|
3130
|
+
SCM2CPP_FN inline int
|
|
3131
|
+
rfe_solve( scm2cpp::cspan<double> c, scm2cpp::cspan<int> idx, scm2cpp::span<double> w, scm2cpp::cspan<double> l, int k, int p )
|
|
3132
|
+
{ for( int i = 0 ; !(i == k) ; i = (i+1) ) {
|
|
3133
|
+
double t = c[idx[i]];
|
|
3134
|
+
for( int m = 0 ; !(m == i) ; m = (m+1) ) {
|
|
3135
|
+
t = (t-(l[((i*p)+m)]*w[m])) ;
|
|
3136
|
+
} ;
|
|
3137
|
+
w[ i ] = (t/l[((i*p)+i)]) ;
|
|
3138
|
+
;
|
|
3139
|
+
} ;
|
|
3140
|
+
for( int ii = 0 ; !(ii == k) ; ii = (ii+1) ) {
|
|
3141
|
+
int i = ((k-1)-ii);
|
|
3142
|
+
double t = w[i];
|
|
3143
|
+
for( int m = (i+1) ; !(m >= k) ; m = (m+1) ) {
|
|
3144
|
+
t = (t-(l[((m*p)+i)]*w[m])) ;
|
|
3145
|
+
} ;
|
|
3146
|
+
w[ i ] = (t/l[((i*p)+i)]) ;
|
|
3147
|
+
;
|
|
3148
|
+
;
|
|
3149
|
+
} ;
|
|
3150
|
+
return 0 ;
|
|
3151
|
+
}
|
|
3152
|
+
|
|
3153
|
+
|
|
3154
|
+
inline int
|
|
3155
|
+
rfe( scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> coef, scm2cpp::span<int> support, scm2cpp::span<int> ranking, double alpha, int nsel, int step, int n, int p )
|
|
3156
|
+
{ std::vector<double> xc((n*p),0.0);
|
|
3157
|
+
std::vector<double> yc(n,0.0);
|
|
3158
|
+
std::vector<double> mx(p,0.0);
|
|
3159
|
+
std::vector<double> g((p*p),0.0);
|
|
3160
|
+
std::vector<double> c(p,0.0);
|
|
3161
|
+
std::vector<double> l((p*p),0.0);
|
|
3162
|
+
std::vector<double> w(p,0.0);
|
|
3163
|
+
std::vector<int> idx(p,0);
|
|
3164
|
+
std::vector<int> ord(p,0);
|
|
3165
|
+
std::vector<int> gone(p,0);
|
|
3166
|
+
double ym = 0.0;
|
|
3167
|
+
int rounds = 0;
|
|
3168
|
+
int k = p;
|
|
3169
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
3170
|
+
ym = (ym+y[i]) ;
|
|
3171
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
3172
|
+
mx[ j ] = (mx[j]+x[((i*p)+j)]) ;
|
|
3173
|
+
} ;
|
|
3174
|
+
} ;
|
|
3175
|
+
ym = (ym/double(n)) ;
|
|
3176
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
3177
|
+
mx[ j ] = (mx[j]/double(n)) ;
|
|
3178
|
+
} ;
|
|
3179
|
+
for( int i = 0 ; !(i == n) ; i = (i+1) ) {
|
|
3180
|
+
yc[ i ] = (y[i]-ym) ;
|
|
3181
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
3182
|
+
xc[ ((i*p)+j) ] = (x[((i*p)+j)]-mx[j]) ;
|
|
3183
|
+
} ;
|
|
3184
|
+
} ;
|
|
3185
|
+
for( int k2682 = 0 ; !(k2682 == p) ; k2682 = (k2682+1) ) {
|
|
3186
|
+
for( int k2683 = k2682 ; !(k2683 == p) ; k2683 = (k2683+1) ) {
|
|
3187
|
+
g[ ((k2682*p)+k2683) ] = ([&]() -> double { int i2685 = 0; double r2686 = 0.0; while (!(i2685 == n)) {
|
|
3188
|
+
int i2685_next17444 = (i2685+1);
|
|
3189
|
+
double r2686_next17445 = (r2686+(xc[((i2685*p)+k2682)]*xc[((i2685*p)+k2683)]));
|
|
3190
|
+
i2685 = i2685_next17444;
|
|
3191
|
+
r2686 = r2686_next17445;
|
|
3192
|
+
} return r2686; })() ;
|
|
3193
|
+
g[ ((k2683*p)+k2682) ] = g[((k2682*p)+k2683)] ;
|
|
3194
|
+
} ;
|
|
3195
|
+
} ;
|
|
3196
|
+
for( int i2690 = 0 ; !(i2690 == p) ; i2690 = (i2690+1) ) {
|
|
3197
|
+
c[ i2690 ] = 0.0 ;
|
|
3198
|
+
} ;
|
|
3199
|
+
for( int k2688 = 0 ; !(k2688 == n) ; k2688 = (k2688+1) ) {
|
|
3200
|
+
for( int i2691 = 0 ; !(i2691 == p) ; i2691 = (i2691+1) ) {
|
|
3201
|
+
c[ i2691 ] = (c[i2691]+(xc[((k2688*p)+i2691)]*yc[k2688])) ;
|
|
3202
|
+
} ;
|
|
3203
|
+
} ;
|
|
3204
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
3205
|
+
support[ j ] = 1 ;
|
|
3206
|
+
ranking[ j ] = 1 ;
|
|
3207
|
+
idx[ j ] = j ;
|
|
3208
|
+
} ;
|
|
3209
|
+
rfe_chol(g,idx,l,alpha,p,p) ;
|
|
3210
|
+
for( ; !(k <= nsel) ; ) {
|
|
3211
|
+
rfe_solve(c,idx,w,l,k,p) ;
|
|
3212
|
+
for( int i = 0 ; !(i == k) ; i = (i+1) ) {
|
|
3213
|
+
double key = (w[i]*w[i]);
|
|
3214
|
+
int jj = (i-1);
|
|
3215
|
+
for( ; !((jj < 0 || (w[ord[jj]]*w[ord[jj]]) <= key)) ; ) {
|
|
3216
|
+
ord[ (jj+1) ] = ord[jj] ;
|
|
3217
|
+
jj = (jj-1) ;
|
|
3218
|
+
} ;
|
|
3219
|
+
ord[ (jj+1) ] = i ;
|
|
3220
|
+
;
|
|
3221
|
+
} ;
|
|
3222
|
+
int thr = ( ( step < (k-nsel) ) ? (step) : ((k-nsel)) );
|
|
3223
|
+
for( int r = 0 ; !(r == thr) ; r = (r+1) ) {
|
|
3224
|
+
support[ idx[ord[r]] ] = 0 ;
|
|
3225
|
+
} ;
|
|
3226
|
+
for( int t = 0 ; !(t == k) ; t = (t+1) ) {
|
|
3227
|
+
gone[ t ] = 0 ;
|
|
3228
|
+
} ;
|
|
3229
|
+
for( int r = 0 ; !(r == thr) ; r = (r+1) ) {
|
|
3230
|
+
gone[ ord[r] ] = 1 ;
|
|
3231
|
+
} ;
|
|
3232
|
+
int cur = k;
|
|
3233
|
+
for( int tt = 0 ; !(tt == k) ; tt = (tt+1) ) {
|
|
3234
|
+
int pos = ((k-1)-tt);
|
|
3235
|
+
if( gone[pos] == 1 ) {
|
|
3236
|
+
cholesky_delete(l,pos,cur,p) ;
|
|
3237
|
+
for( int u = pos ; !(u >= (cur-1)) ; u = (u+1) ) {
|
|
3238
|
+
idx[ u ] = idx[(u+1)] ;
|
|
3239
|
+
} ;
|
|
3240
|
+
cur = (cur-1) ;
|
|
3241
|
+
} else {
|
|
3242
|
+
0 ;
|
|
3243
|
+
} ;
|
|
3244
|
+
;
|
|
3245
|
+
} ;
|
|
3246
|
+
;
|
|
3247
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
3248
|
+
if( support[j] == 0 ) {
|
|
3249
|
+
ranking[ j ] = (ranking[j]+1) ;
|
|
3250
|
+
} else {
|
|
3251
|
+
0 ;
|
|
3252
|
+
} ;
|
|
3253
|
+
} ;
|
|
3254
|
+
k = (k-thr) ;
|
|
3255
|
+
rounds = (rounds+1) ;
|
|
3256
|
+
;
|
|
3257
|
+
} ;
|
|
3258
|
+
for( int j = 0 ; !(j == p) ; j = (j+1) ) {
|
|
3259
|
+
coef[ j ] = 0.0 ;
|
|
3260
|
+
} ;
|
|
3261
|
+
rfe_solve(c,idx,w,l,k,p) ;
|
|
3262
|
+
for( int i = 0 ; !(i == k) ; i = (i+1) ) {
|
|
3263
|
+
coef[ idx[i] ] = w[i] ;
|
|
3264
|
+
} ;
|
|
3265
|
+
return rounds ;
|
|
3266
|
+
}
|
|
3267
|
+
|
|
3268
|
+
|
|
3269
|
+
SCM2CPP_FN inline int
|
|
3270
|
+
gram_xx( scm2cpp::cspan<double> x, scm2cpp::span<double> g, int n, int p )
|
|
3271
|
+
{ for( int k2693 = 0 ; !(k2693 == p) ; k2693 = (k2693+1) ) {
|
|
3272
|
+
for( int k2694 = k2693 ; !(k2694 == p) ; k2694 = (k2694+1) ) {
|
|
3273
|
+
g[ ((k2693*p)+k2694) ] = ([&]() -> double { int i2696 = 0; double r2697 = 0.0; while (!(i2696 == n)) {
|
|
3274
|
+
int i2696_next17446 = (i2696+1);
|
|
3275
|
+
double r2697_next17447 = (r2697+(x[((i2696*p)+k2693)]*x[((i2696*p)+k2694)]));
|
|
3276
|
+
i2696 = i2696_next17446;
|
|
3277
|
+
r2697 = r2697_next17447;
|
|
3278
|
+
} return r2697; })() ;
|
|
3279
|
+
g[ ((k2694*p)+k2693) ] = g[((k2693*p)+k2694)] ;
|
|
3280
|
+
} ;
|
|
3281
|
+
} ;
|
|
3282
|
+
return 0 ;
|
|
3283
|
+
}
|
|
3284
|
+
|
|
3285
|
+
|
|
3286
|
+
SCM2CPP_FN inline int
|
|
3287
|
+
gram_xy( scm2cpp::cspan<double> x, scm2cpp::cspan<double> y, scm2cpp::span<double> c, int n, int p, int q )
|
|
3288
|
+
{ for( int i2702 = 0 ; !(i2702 == p) ; i2702 = (i2702+1) ) {
|
|
3289
|
+
for( int i2703 = 0 ; !(i2703 == q) ; i2703 = (i2703+1) ) {
|
|
3290
|
+
c[ ((i2702*q)+i2703) ] = 0.0 ;
|
|
3291
|
+
} ;
|
|
3292
|
+
} ;
|
|
3293
|
+
for( int k2700 = 0 ; !(k2700 == n) ; k2700 = (k2700+1) ) {
|
|
3294
|
+
for( int k2701 = 0 ; !(k2701 == p) ; k2701 = (k2701+1) ) {
|
|
3295
|
+
for( int k2704 = 0 ; !(k2704 == q) ; k2704 = (k2704+1) ) {
|
|
3296
|
+
c[ ((k2701*q)+k2704) ] = (c[((k2701*q)+k2704)]+(y[((k2700*q)+k2704)]*x[((k2700*p)+k2701)])) ;
|
|
3297
|
+
} ;
|
|
3298
|
+
} ;
|
|
3299
|
+
} ;
|
|
3300
|
+
return 0 ;
|
|
3301
|
+
}
|
|
3302
|
+
#endif // GRAMOPS_HPP
|