func TestChebyshev(t *testing.T) {
var vectorX, vectorY *mat64.Dense
chebyshev := NewChebyshev()
Convey("Given two vectors", t, func() {
vectorX = mat64.NewDense(4, 1, []float64{1, 2, 3, 4})
vectorY = mat64.NewDense(4, 1, []float64{-5, -6, 7, 8})
Convey("When calculating distance with two vectors", func() {
result := chebyshev.Distance(vectorX, vectorY)
Convey("The result should be 8", func() {
So(result, ShouldEqual, 8)
})
})
Convey("When calculating distance with row vectors", func() {
vectorX.Copy(vectorX.T())
vectorY.Copy(vectorY.T())
result := chebyshev.Distance(vectorX, vectorY)
Convey("The result should be 8", func() {
So(result, ShouldEqual, 8)
})
})
Convey("When calculating distance with different dimension matrices", func() {
vectorX.Clone(vectorX.T())
So(func() { chebyshev.Distance(vectorX, vectorY) }, ShouldPanic)
})
})
}
// CovarianceMatrix calculates a covariance matrix (also known as a
// variance-covariance matrix) from a matrix of data, using a two-pass
// algorithm.
//
// The weights must have length equal to the number of rows in
// input data matrix x. If cov is nil, then a new matrix with appropriate size will
// be constructed. If cov is not nil, it should have the same number of columns as the
// input data matrix x, and it will be used as the destination for the covariance
// data. Weights must not be negative.
func CovarianceMatrix(cov *mat64.SymDense, x mat64.Matrix, weights []float64) *mat64.SymDense {
// This is the matrix version of the two-pass algorithm. It doesn't use the
// additional floating point error correction that the Covariance function uses
// to reduce the impact of rounding during centering.
r, c := x.Dims()
if cov == nil {
cov = mat64.NewSymDense(c, nil)
} else if n := cov.Symmetric(); n != c {
panic(matrix.ErrShape)
}
var xt mat64.Dense
xt.Clone(x.T())
// Subtract the mean of each of the columns.
for i := 0; i < c; i++ {
v := xt.RawRowView(i)
// This will panic with ErrShape if len(weights) != len(v), so
// we don't have to check the size later.
mean := Mean(v, weights)
floats.AddConst(-mean, v)
}
if weights == nil {
// Calculate the normalization factor
// scaled by the sample size.
cov.SymOuterK(1/(float64(r)-1), &xt)
return cov
}
// Multiply by the sqrt of the weights, so that multiplication is symmetric.
sqrtwts := make([]float64, r)
for i, w := range weights {
if w < 0 {
panic("stat: negative covariance matrix weights")
}
sqrtwts[i] = math.Sqrt(w)
}
// Weight the rows.
for i := 0; i < c; i++ {
v := xt.RawRowView(i)
floats.Mul(v, sqrtwts)
}
// Calculate the normalization factor
// scaled by the weighted sample size.
cov.SymOuterK(1/(floats.Sum(weights)-1), &xt)
return cov
}
func TestCranberrra(t *testing.T) {
var vectorX, vectorY *mat64.Dense
cranberra := NewCranberra()
Convey("Given two vectors that are same", t, func() {
vec := mat64.NewDense(7, 1, []float64{0, 1, -2, 3.4, 5, -6.7, 89})
distance := cranberra.Distance(vec, vec)
Convey("The result should be 0", func() {
So(distance, ShouldEqual, 0)
})
})
Convey("Given two vectors", t, func() {
vectorX = mat64.NewDense(5, 1, []float64{1, 2, 3, 4, 9})
vectorY = mat64.NewDense(5, 1, []float64{-5, -6, 7, 4, 3})
Convey("When calculating distance with two vectors", func() {
result := cranberra.Distance(vectorX, vectorY)
Convey("The result should be 2.9", func() {
So(result, ShouldEqual, 2.9)
})
})
Convey("When calculating distance with row vectors", func() {
vectorX.Copy(vectorX.T())
vectorY.Copy(vectorY.T())
result := cranberra.Distance(vectorX, vectorY)
Convey("The result should be 2.9", func() {
So(result, ShouldEqual, 2.9)
})
})
Convey("When calculating distance with different dimension matrices", func() {
vectorX.Clone(vectorX.T())
So(func() { cranberra.Distance(vectorX, vectorY) }, ShouldPanic)
})
})
}
func TestManhattan(t *testing.T) {
var vectorX, vectorY *mat64.Dense
manhattan := NewManhattan()
Convey("Given two vectors that are same", t, func() {
vec := mat64.NewDense(7, 1, []float64{0, 1, -2, 3.4, 5, -6.7, 89})
distance := manhattan.Distance(vec, vec)
Convey("The result should be 0", func() {
So(distance, ShouldEqual, 0)
})
})
Convey("Given two vectors", t, func() {
vectorX = mat64.NewDense(3, 1, []float64{2, 2, 3})
vectorY = mat64.NewDense(3, 1, []float64{1, 4, 5})
Convey("When calculating distance with column vectors", func() {
result := manhattan.Distance(vectorX, vectorY)
Convey("The result should be 5", func() {
So(result, ShouldEqual, 5)
})
})
Convey("When calculating distance with row vectors", func() {
vectorX.Copy(vectorX.T())
vectorY.Copy(vectorY.T())
result := manhattan.Distance(vectorX, vectorY)
Convey("The result should be 5", func() {
So(result, ShouldEqual, 5)
})
})
Convey("When calculating distance with different dimension matrices", func() {
vectorX.Clone(vectorX.T())
So(func() { manhattan.Distance(vectorX, vectorY) }, ShouldPanic)
})
})
}
// Activate propagates the given input matrix (with) across the network
// a certain number of times (up to maxIterations).
//
// The with matrix should be size * size elements, with only the values
// of input neurons set (everything else should be zero).
//
// If the network is conceptually organised into layers, maxIterations
// should be set to the number of layers.
//
// This function overwrites whatever's stored in its first argument.
func (n *Network) Activate(with *mat64.Dense, maxIterations int) {
// Add bias and feed to activation
biasFunc := func(r, c int, v float64) float64 {
return v + n.biases[r]
}
activFunc := func(r, c int, v float64) float64 {
return n.funcs[r].Forward(v)
}
tmp := new(mat64.Dense)
tmp.Clone(with)
// Main loop
for i := 0; i < maxIterations; i++ {
with.Mul(n.weights, with)
with.Apply(biasFunc, with)
with.Apply(activFunc, with)
}
}
// Factors returns matrices W and H that are non-negative factors of V within the
// specified tolerance and computation limits given initial non-negative solutions Wo
// and Ho.
func Factors(V, Wo, Ho *mat64.Dense, c Config) (W, H *mat64.Dense, ok bool) {
to := time.Now()
W = Wo
H = Ho
var (
wr, wc = W.Dims()
hr, hc = H.Dims()
tmp mat64.Dense
)
var vhT mat64.Dense
gW := mat64.NewDense(wr, wc, nil)
tmp.Mul(H, H.T())
gW.Mul(W, &tmp)
vhT.Mul(V, H.T())
gW.Sub(gW, &vhT)
var wTv mat64.Dense
gH := mat64.NewDense(hr, hc, nil)
tmp.Reset()
tmp.Mul(W.T(), W)
gH.Mul(&tmp, H)
wTv.Mul(W.T(), V)
gH.Sub(gH, &wTv)
var gHT, gWHT mat64.Dense
gHT.Clone(gH.T())
gWHT.Stack(gW, &gHT)
grad := mat64.Norm(&gWHT, 2)
tolW := math.Max(0.001, c.Tolerance) * grad
tolH := tolW
var (
_ok bool
iter int
)
decFiltW := func(r, c int, v float64) float64 {
// decFiltW is applied to gW, so v = gW.At(r, c).
if v < 0 || W.At(r, c) > 0 {
return v
}
return 0
}
decFiltH := func(r, c int, v float64) float64 {
// decFiltH is applied to gH, so v = gH.At(r, c).
if v < 0 || H.At(r, c) > 0 {
return v
}
return 0
}
var vT, hT, wT mat64.Dense
for i := 0; i < c.MaxIter; i++ {
gW.Apply(decFiltW, gW)
gH.Apply(decFiltH, gH)
var proj float64
for _, v := range gW.RawMatrix().Data {
proj += v * v
}
for _, v := range gH.RawMatrix().Data {
proj += v * v
}
proj = math.Sqrt(proj)
if proj < c.Tolerance*grad || time.Now().Sub(to) > c.Limit {
break
}
vT.Clone(V.T())
hT.Clone(H.T())
wT.Clone(W.T())
W, gW, iter, ok = nnlsSubproblem(&vT, &hT, &wT, tolW, c.MaxOuterSub, c.MaxInnerSub)
if iter == 0 {
tolW *= 0.1
}
wT.Reset()
wT.Clone(W.T())
W = &wT
var gWT mat64.Dense
gWT.Clone(gW.T())
*gW = gWT
H, gH, iter, _ok = nnlsSubproblem(V, W, H, tolH, c.MaxOuterSub, c.MaxInnerSub)
ok = ok && _ok
if iter == 0 {
tolH *= 0.1
}
}
return W, H, ok
}
// CovarianceMatrix calculates a covariance matrix (also known as a
// variance-covariance matrix) from a matrix of data, using a two-pass
// algorithm. The matrix returned will be symmetric and square.
//
// The weights wts should have the length equal to the number of rows in
// input data matrix x. If c is nil, then a new matrix with appropriate size will
// be constructed. If c is not nil, it should be a square matrix with the same
// number of columns as the input data matrix x, and it will be used as the receiver
// for the covariance data. Weights cannot be negative.
func CovarianceMatrix(cov *mat64.Dense, x mat64.Matrix, wts []float64) *mat64.Dense {
// This is the matrix version of the two-pass algorithm. It doesn't use the
// additional floating point error correction that the Covariance function uses
// to reduce the impact of rounding during centering.
// TODO(jonlawlor): indicate that the resulting matrix is symmetric, and change
// the returned type from a *mat.Dense to a *mat.Symmetric.
r, c := x.Dims()
if cov == nil {
cov = mat64.NewDense(c, c, nil)
} else if covr, covc := cov.Dims(); covr != covc || covc != c {
panic(mat64.ErrShape)
}
var xt mat64.Dense
xt.Clone(x.T())
// Subtract the mean of each of the columns.
for i := 0; i < c; i++ {
v := xt.RawRowView(i)
// This will panic with ErrShape if len(wts) != len(v), so
// we don't have to check the size later.
mean := Mean(v, wts)
floats.AddConst(-mean, v)
}
var n float64
if wts == nil {
n = float64(r)
cov.Mul(&xt, (&xt).T())
// Scale by the sample size.
cov.Scale(1/(n-1), cov)
return cov
}
// Multiply by the sqrt of the weights, so that multiplication is symmetric.
sqrtwts := make([]float64, r)
for i, w := range wts {
if w < 0 {
panic("stat: negative covariance matrix weights")
}
sqrtwts[i] = math.Sqrt(w)
}
// Weight the rows.
for i := 0; i < c; i++ {
v := xt.RawRowView(i)
floats.Mul(v, sqrtwts)
}
// Calculate the normalization factor.
n = floats.Sum(wts)
cov.Mul(&xt, (&xt).T())
// Scale by the sample size.
cov.Scale(1/(n-1), cov)
return cov
}
func (lr *LinearRegression) Fit(inst base.FixedDataGrid) error {
// Retrieve row size
_, rows := inst.Size()
// Validate class Attribute count
classAttrs := inst.AllClassAttributes()
if len(classAttrs) != 1 {
return fmt.Errorf("Only 1 class variable is permitted")
}
classAttrSpecs := base.ResolveAttributes(inst, classAttrs)
// Retrieve relevant Attributes
allAttrs := base.NonClassAttributes(inst)
attrs := make([]base.Attribute, 0)
for _, a := range allAttrs {
if _, ok := a.(*base.FloatAttribute); ok {
attrs = append(attrs, a)
}
}
cols := len(attrs) + 1
if rows < cols {
return NotEnoughDataError
}
// Retrieve relevant Attribute specifications
attrSpecs := base.ResolveAttributes(inst, attrs)
// Split into two matrices, observed results (dependent variable y)
// and the explanatory variables (X) - see http://en.wikipedia.org/wiki/Linear_regression
observed := mat64.NewDense(rows, 1, nil)
explVariables := mat64.NewDense(rows, cols, nil)
// Build the observed matrix
inst.MapOverRows(classAttrSpecs, func(row [][]byte, i int) (bool, error) {
val := base.UnpackBytesToFloat(row[0])
observed.Set(i, 0, val)
return true, nil
})
// Build the explainatory variables
inst.MapOverRows(attrSpecs, func(row [][]byte, i int) (bool, error) {
// Set intercepts to 1.0
explVariables.Set(i, 0, 1.0)
for j, r := range row {
explVariables.Set(i, j+1, base.UnpackBytesToFloat(r))
}
return true, nil
})
n := cols
qr := new(mat64.QR)
qr.Factorize(explVariables)
var q, reg mat64.Dense
q.QFromQR(qr)
reg.RFromQR(qr)
var transposed, qty mat64.Dense
transposed.Clone(q.T())
qty.Mul(&transposed, observed)
regressionCoefficients := make([]float64, n)
for i := n - 1; i >= 0; i-- {
regressionCoefficients[i] = qty.At(i, 0)
for j := i + 1; j < n; j++ {
regressionCoefficients[i] -= regressionCoefficients[j] * reg.At(i, j)
}
regressionCoefficients[i] /= reg.At(i, i)
}
lr.disturbance = regressionCoefficients[0]
lr.regressionCoefficients = regressionCoefficients[1:]
lr.fitted = true
lr.attrs = attrs
lr.cls = classAttrs[0]
return nil
}