// Batch gradient descent finds the local minimum of a function.
// See http://en.wikipedia.org/wiki/Gradient_descent for more details.
func BatchGradientDescent(x, y, theta *mat64.Dense, alpha float64, epoch int) *mat64.Dense {
m, _ := y.Dims()
for i := 0; i < epoch; i++ {
xFlat := mat64.DenseCopyOf(x)
xFlat.TCopy(xFlat)
temp := mat64.DenseCopyOf(x)
// Calculate our best prediction, given theta
temp.Mul(temp, theta)
// Calculate our error from the real values
temp.Sub(temp, y)
xFlat.Mul(xFlat, temp)
// Temporary hack to get around the fact there is no scalar division in mat64
xFlatRow, _ := xFlat.Dims()
gradient := make([]float64, 0)
for k := 0; k < xFlatRow; k++ {
row := xFlat.RowView(k)
for v := range row {
divd := row[v] / float64(m) * alpha
gradient = append(gradient, divd)
}
}
grows := len(gradient)
grad := mat64.NewDense(grows, 1, gradient)
theta.Sub(theta, grad)
}
return theta
}
func (nb *NaiveBayes) Predict(X *mat64.Dense) []Prediction {
nSamples, _ := X.Dims()
prediction := []Prediction{}
for i := 0; i < nSamples; i++ {
scores := map[int]float64{}
for langIdx, _ := range nb.params.LangsCount {
scores[langIdx] = nb.tokensProba(X.Row(nil, i), langIdx) + nb.langProba(langIdx)
}
bestScore := scores[0]
bestLangIdx := 0
for langIdx, score := range scores {
if score > bestScore {
bestScore = score
bestLangIdx = langIdx
}
}
prediction = append(prediction, Prediction{
Label: bestLangIdx,
Language: "TODO: PENDING",
Score: bestScore,
})
}
return prediction
}
func GradientDescent(X *mat64.Dense, y *mat64.Vector, alpha, tolerance float64, maxIters int) *mat64.Vector {
// m = Number of Training Examples
// n = Number of Features
m, n := X.Dims()
h := mat64.NewVector(m, nil)
partials := mat64.NewVector(n, nil)
new_theta := mat64.NewVector(n, nil)
Regression:
for i := 0; i < maxIters; i++ {
// Calculate partial derivatives
h.MulVec(X, new_theta)
for el := 0; el < m; el++ {
val := (h.At(el, 0) - y.At(el, 0)) / float64(m)
h.SetVec(el, val)
}
partials.MulVec(X.T(), h)
// Update theta values
for el := 0; el < n; el++ {
new_val := new_theta.At(el, 0) - (alpha * partials.At(el, 0))
new_theta.SetVec(el, new_val)
}
// Check the "distance" to the local minumum
dist := math.Sqrt(mat64.Dot(partials, partials))
if dist <= tolerance {
break Regression
}
}
return new_theta
}
func (n *InnerNormal) SetScale(data *mat64.Dense) error {
rows, dim := data.Dims()
if rows < 2 {
return errors.New("scale: less than two inputs")
}
means := make([]float64, dim)
stds := make([]float64, dim)
for i := 0; i < dim; i++ {
// Filter out the extremes
r := data.Col(nil, i)
if len(r) != rows {
panic("bad lengths")
}
sort.Float64s(r)
lowerIdx := int(math.Floor(float64(rows) * n.LowerQuantile))
upperIdx := int(math.Ceil(float64(rows) * n.UpperQuantile))
trimmed := r[lowerIdx:upperIdx]
mean, std := stat.MeanStdDev(trimmed, nil)
//std := stat.StdDev(trimmed, mean, nil)
means[i] = mean
stds[i] = std
}
n.Mu = means
n.Sigma = stds
fmt.Println(n.Mu, n.Sigma)
n.Dim = dim
n.Scaled = true
return nil
}
func StackConstr(low, A, up *mat64.Dense) (stackA, b *mat64.Dense, ranges []float64) {
neglow := &mat64.Dense{}
neglow.Scale(-1, low)
b = &mat64.Dense{}
b.Stack(up, neglow)
negA := &mat64.Dense{}
negA.Scale(-1, A)
stackA = &mat64.Dense{}
stackA.Stack(A, negA)
// capture the range of each constraint from A because this information is
// lost when converting from "low <= Ax <= up" via stacking to "Ax <= up".
m, _ := A.Dims()
ranges = make([]float64, m, 2*m)
for i := 0; i < m; i++ {
ranges[i] = up.At(i, 0) - low.At(i, 0)
if ranges[i] == 0 {
if up.At(i, 0) == 0 {
ranges[i] = 1
} else {
ranges[i] = up.At(i, 0)
}
}
}
ranges = append(ranges, ranges...)
return stackA, b, ranges
}
func (lr *LogisticRegression) Predict(X *mat64.Dense) []Prediction {
nSamples, _ := X.Dims()
prediction := []Prediction{}
for i := 0; i < nSamples; i++ {
scores := liblinear.PredictProba(lr.model, X)
_, nClasses := scores.Dims()
bestScore := scores.At(i, 0)
bestLangIdx := 0
for langIdx := 0; langIdx < nClasses; langIdx++ {
score := scores.At(i, langIdx)
if score > bestScore {
bestScore = score
bestLangIdx = langIdx
}
}
prediction = append(prediction, Prediction{
Label: bestLangIdx,
Language: "TODO: PENDING",
Score: bestScore,
})
}
return prediction
}
// MetropolisHastings generates rows(batch) samples using the Metropolis Hastings
// algorithm (http://en.wikipedia.org/wiki/Metropolis%E2%80%93Hastings_algorithm),
// with the given target and proposal distributions, starting at the intial location
// and storing the results in-place into samples. If src != nil, it will be used to generate random
// numbers, otherwise rand.Float64 will be used.
//
// Metropolis-Hastings is a Markov-chain Monte Carlo algorithm that generates
// samples according to the distribution specified by target by using the Markov
// chain implicitly defined by the proposal distribution. At each
// iteration, a proposal point is generated randomly from the current location.
// This proposal point is accepted with probability
// p = min(1, (target(new) * proposal(current|new)) / (target(current) * proposal(new|current)))
// If the new location is accepted, it is stored into batch and becomes the
// new current location. If it is rejected, the current location remains and
// is stored into samples. Thus, a location is stored into batch at every iteration.
//
// The samples in Metropolis Hastings are correlated with one another through the
// Markov chain. As a result, the initial value can have a significant influence
// on the early samples, and so, typically, the first samples generated by the chain
// are ignored. This is known as "burn-in", and can be accomplished with slicing.
// The best choice for burn-in length will depend on the sampling and target
// distributions.
//
// Many choose to have a sampling "rate" where a number of samples
// are ignored in between each kept sample. This helps decorrelate
// the samples from one another, but also reduces the number of available samples.
// A sampling rate can be implemented with successive calls to MetropolisHastings.
func MetropolisHastings(batch *mat64.Dense, initial []float64, target distmv.LogProber, proposal MHProposal, src *rand.Rand) {
f64 := rand.Float64
if src != nil {
f64 = src.Float64
}
if len(initial) == 0 {
panic("metropolishastings: zero length initial")
}
r, _ := batch.Dims()
current := make([]float64, len(initial))
copy(current, initial)
proposed := make([]float64, len(initial))
currentLogProb := target.LogProb(initial)
for i := 0; i < r; i++ {
proposal.ConditionalRand(proposed, current)
proposedLogProb := target.LogProb(proposed)
probTo := proposal.ConditionalLogProb(proposed, current)
probBack := proposal.ConditionalLogProb(current, proposed)
accept := math.Exp(proposedLogProb + probBack - probTo - currentLogProb)
if accept > f64() {
copy(current, proposed)
currentLogProb = proposedLogProb
}
batch.SetRow(i, current)
}
}
func (nb *NaiveBayes) Fit(X, y *mat64.Dense) {
nSamples, nFeatures := X.Dims()
tokensTotal := 0
langsTotal, _ := y.Dims()
langsCount := histogram(y.Col(nil, 0))
tokensTotalPerLang := map[int]int{}
tokenCountPerLang := map[int](map[int]int){}
for i := 0; i < nSamples; i++ {
langIdx := int(y.At(i, 0))
for j := 0; j < nFeatures; j++ {
tokensTotal += int(X.At(i, j))
tokensTotalPerLang[langIdx] += int(X.At(i, j))
if _, ok := tokenCountPerLang[langIdx]; !ok {
tokenCountPerLang[langIdx] = map[int]int{}
}
tokenCountPerLang[langIdx][j] += int(X.At(i, j))
}
}
params := nbParams{
TokensTotal: tokensTotal,
LangsTotal: langsTotal,
LangsCount: langsCount,
TokensTotalPerLang: tokensTotalPerLang,
TokenCountPerLang: tokenCountPerLang,
}
nb.params = params
}
// GcvInitCameraMatrix2D takes one 3-by-N matrix and one 2-by-N Matrix as input.
// Each column in the input matrix represents a point in real world (objPts) or
// in image (imgPts).
// Return: the camera matrix.
func GcvInitCameraMatrix2D(objPts, imgPts *mat64.Dense, dims [2]int,
aspectRatio float64) (camMat *mat64.Dense) {
objDim, nObjPts := objPts.Dims()
imgDim, nImgPts := imgPts.Dims()
if objDim != 3 || imgDim != 2 || nObjPts != nImgPts {
panic("Invalid dimensions for objPts and imgPts")
}
objPtsVec := NewGcvPoint3f32Vector(int64(nObjPts))
imgPtsVec := NewGcvPoint2f32Vector(int64(nObjPts))
for j := 0; j < nObjPts; j++ {
objPtsVec.Set(j, NewGcvPoint3f32(mat64.Col(nil, j, objPts)...))
}
for j := 0; j < nObjPts; j++ {
imgPtsVec.Set(j, NewGcvPoint2f32(mat64.Col(nil, j, imgPts)...))
}
_imgSize := NewGcvSize2i(dims[0], dims[1])
camMat = GcvMatToMat64(GcvInitCameraMatrix2D_(
objPtsVec, imgPtsVec, _imgSize, aspectRatio))
return camMat
}
// LatinHypercube generates rows(batch) samples using Latin hypercube sampling
// from the given distribution. If src is not nil, it will be used to generate
// random numbers, otherwise rand.Float64 will be used.
//
// Latin hypercube sampling divides the cumulative distribution function into equally
// spaced bins and guarantees that one sample is generated per bin. Within each bin,
// the location is randomly sampled. The distmv.UnitNormal variable can be used
// for easy generation from the unit interval.
func LatinHypercube(batch *mat64.Dense, q distmv.Quantiler, src *rand.Rand) {
r, c := batch.Dims()
var f64 func() float64
var perm func(int) []int
if src != nil {
f64 = src.Float64
perm = src.Perm
} else {
f64 = rand.Float64
perm = rand.Perm
}
r64 := float64(r)
for i := 0; i < c; i++ {
p := perm(r)
for j := 0; j < r; j++ {
var v float64
v = f64()
v = v/r64 + float64(j)/r64
batch.Set(p[j], i, v)
}
}
p := make([]float64, c)
for i := 0; i < r; i++ {
copy(p, batch.RawRowView(i))
q.Quantile(batch.RawRowView(i), p)
}
}
func toFeatureNodes(X *mat64.Dense) []*C.struct_feature_node {
featureNodes := []*C.struct_feature_node{}
nRows, nCols := X.Dims()
for i := 0; i < nRows; i++ {
row := []C.struct_feature_node{}
for j := 0; j < nCols; j++ {
val := X.At(i, j)
if val != 0 {
row = append(row, C.struct_feature_node{
index: C.int(j + 1),
value: C.double(val),
})
}
}
row = append(row, C.struct_feature_node{
index: C.int(-1),
value: C.double(0),
})
featureNodes = append(featureNodes, &row[0])
}
return featureNodes
}
func DfFromMat(mat *mat64.Dense) *DataFrame {
rows, cols := mat.Dims()
return &DataFrame{
data: mat,
rows: rows,
cols: cols,
}
}
func rowSum(matrix *mat64.Dense, rowId int) float64 {
_, col := matrix.Dims()
sum := float64(0)
for c := 0; c < col; c++ {
sum += matrix.At(rowId, c)
}
return sum
}
func colSum(matrix *mat64.Dense, colId int) float64 {
row, _ := matrix.Dims()
sum := float64(0)
for r := 0; r < row; r++ {
sum += matrix.At(r, colId)
}
return sum
}
// double predict(const struct model *model_, const struct feature_node *x);
func Predict(model *Model, X *mat64.Dense) *mat64.Dense {
nRows, nCols := X.Dims()
cX := mapCDouble(X.RawMatrix().Data)
y := mat64.NewDense(nRows, 1, nil)
result := doubleToFloats(C.call_predict(
model.cModel, &cX[0], C.int(nRows), C.int(nCols)), nRows)
y.SetCol(0, result)
return y
}
// SetScale sets a linear scale between 0 and 1. If no data
// points. If the minimum and maximum value are identical in
// a dimension, the minimum and maximum values will be set to
// that value +/- 0.5 and a
func (l *Linear) SetScale(data *mat64.Dense) error {
rows, dim := data.Dims()
if rows < 2 {
return errors.New("scale: less than two inputs")
}
// Generate data for min and max if they don't already exist
if len(l.Min) < dim {
l.Min = make([]float64, dim)
} else {
l.Min = l.Min[0:dim]
}
if len(l.Max) < dim {
l.Max = make([]float64, dim)
} else {
l.Max = l.Max[0:dim]
}
for i := range l.Min {
l.Min[i] = math.Inf(1)
}
for i := range l.Max {
l.Max[i] = math.Inf(-1)
}
// Find the minimum and maximum in each dimension
for i := 0; i < rows; i++ {
for j := 0; j < dim; j++ {
val := data.At(i, j)
if val < l.Min[j] {
l.Min[j] = val
}
if val > l.Max[j] {
l.Max[j] = val
}
}
}
l.Scaled = true
l.Dim = dim
var unifError *UniformDimension
// Check that the maximum and minimum values are not identical
for i := range l.Min {
if l.Min[i] == l.Max[i] {
if unifError == nil {
unifError = &UniformDimension{}
}
unifError.Dims = append(unifError.Dims, i)
l.Min[i] -= 0.5
l.Max[i] += 0.5
}
}
if unifError != nil {
return unifError
}
return nil
}
// double predict(const struct model *model_, const struct feature_node *x);
func Predict(model *Model, X *mat64.Dense) *mat64.Dense {
nRows, _ := X.Dims()
cXs := toFeatureNodes(X)
y := mat64.NewDense(nRows, 1, nil)
for i, cX := range cXs {
y.Set(i, 0, float64(C.predict(model.cModel, cX)))
}
return y
}
func regionQuery(p int, ret *big.Int, dist *mat64.Dense, eps float64) *big.Int {
rows, _ := dist.Dims()
// Return any points within the Eps neighbourhood
for i := 0; i < rows; i++ {
if dist.At(p, i) <= eps {
ret = ret.SetBit(ret, i, 1) // Mark as neighbour
}
}
return ret
}
// SampleWeighted generates rows(batch) samples from the embedded Sampler type
// and sets all of the weights equal to 1. If rows(batch) and len(weights)
// of weights are not equal, SampleWeighted will panic.
func (w SampleUniformWeighted) SampleWeighted(batch *mat64.Dense, weights []float64) {
r, _ := batch.Dims()
if r != len(weights) {
panic(badLengthMismatch)
}
w.Sample(batch)
for i := range weights {
weights[i] = 1
}
}
func (n *None) SetScale(data *mat64.Dense) error {
rows, cols := data.Dims()
if rows < 2 {
return errors.New("scale: less than two inputs")
}
n.Dim = cols
n.Scaled = true
return nil
}
// Importance sampling generates rows(batch) samples from the proposal distribution,
// and stores the locations and importance sampling weights in place.
//
// Importance sampling is a variance reduction technique where samples are
// generated from a proposal distribution, q(x), instead of the target distribution
// p(x). This allows relatively unlikely samples in p(x) to be generated more frequently.
//
// The importance sampling weight at x is given by p(x)/q(x). To reduce variance,
// a good proposal distribution will bound this sampling weight. This implies the
// support of q(x) should be at least as broad as p(x), and q(x) should be "fatter tailed"
// than p(x).
//
// If weights is nil, the weights are not stored. The length of weights must equal
// the length of batch, otherwise Importance will panic.
func Importance(batch *mat64.Dense, weights []float64, target distmv.LogProber, proposal distmv.RandLogProber) {
r, _ := batch.Dims()
if r != len(weights) {
panic(badLengthMismatch)
}
for i := 0; i < r; i++ {
v := batch.RawRowView(i)
proposal.Rand(v)
weights[i] = math.Exp(target.LogProb(v) - proposal.LogProb(v))
}
}
// Sample generates rows(batch) samples using the Metropolis Hastings sample
// generation method. The initial location is NOT updated during the call to Sample.
//
// The number of columns in batch must equal len(m.Initial), otherwise Sample
// will panic.
func (m MetropolisHastingser) Sample(batch *mat64.Dense) {
burnIn := m.BurnIn
rate := m.Rate
if rate == 0 {
rate = 1
}
r, c := batch.Dims()
if len(m.Initial) != c {
panic("metropolishastings: length mismatch")
}
// Use the optimal size for the temporary memory to allow the fewest calls
// to MetropolisHastings. The case where tmp shadows samples must be
// aligned with the logic after burn-in so that tmp does not shadow samples
// during the rate portion.
tmp := batch
if rate > r {
tmp = mat64.NewDense(rate, c, nil)
}
rTmp, _ := tmp.Dims()
// Perform burn-in.
remaining := burnIn
initial := make([]float64, c)
copy(initial, m.Initial)
for remaining != 0 {
newSamp := min(rTmp, remaining)
MetropolisHastings(tmp.View(0, 0, newSamp, c).(*mat64.Dense), initial, m.Target, m.Proposal, m.Src)
copy(initial, tmp.RawRowView(newSamp-1))
remaining -= newSamp
}
if rate == 1 {
MetropolisHastings(batch, initial, m.Target, m.Proposal, m.Src)
return
}
if rTmp <= r {
tmp = mat64.NewDense(rate, c, nil)
}
// Take a single sample from the chain.
MetropolisHastings(batch.View(0, 0, 1, c).(*mat64.Dense), initial, m.Target, m.Proposal, m.Src)
copy(initial, batch.RawRowView(0))
// For all of the other samples, first generate Rate samples and then actually
// accept the last one.
for i := 1; i < r; i++ {
MetropolisHastings(tmp, initial, m.Target, m.Proposal, m.Src)
v := tmp.RawRowView(rate - 1)
batch.SetRow(i, v)
copy(initial, v)
}
}
// Convert *mat64.Dense to Mat
func Mat64ToGcvMat(mat *mat64.Dense) GcvMat {
row, col := mat.Dims()
rawData := NewGcvFloat64Vector(int64(row * col))
for i := 0; i < row; i++ {
for j := 0; j < col; j++ {
rawData.Set(i*col+j, mat.At(i, j))
}
}
return Mat64ToGcvMat_(row, col, rawData)
}
// SetScale Finds the appropriate scaling of the data such that the dataset has
// a mean of 0 and a variance of 1. If the standard deviation of any of
// the data is zero (all of the entries have the same value),
// the standard deviation is set to 1.0 and a UniformDimension error is
// returned
func (n *Normal) SetScale(data *mat64.Dense) error {
rows, dim := data.Dims()
if rows < 2 {
return errors.New("scale: less than two inputs")
}
// Need to find the mean input and the std of the input
mean := make([]float64, dim)
for i := 0; i < rows; i++ {
for j := 0; j < dim; j++ {
mean[j] += data.At(i, j)
}
}
for i := range mean {
mean[i] /= float64(rows)
}
// TODO: Replace this with something that has better numerical properties
std := make([]float64, dim)
for i := 0; i < rows; i++ {
for j := 0; j < dim; j++ {
diff := data.At(i, j) - mean[j]
std[j] += diff * diff
}
}
for i := range std {
std[i] /= float64(rows)
std[i] = math.Sqrt(std[i])
}
n.Scaled = true
n.Dim = dim
var unifError *UniformDimension
for i := range std {
if std[i] == 0 {
if unifError == nil {
unifError = &UniformDimension{}
}
unifError.Dims = append(unifError.Dims, i)
std[i] = 1.0
}
}
n.Mu = mean
n.Sigma = std
if unifError != nil {
return unifError
}
return nil
}
// Stochastic gradient descent updates the parameters of theta on a random row selection from a matrix.
// It is faster as it does not compute the cost function over the entire dataset every time.
// It instead calculates the error parameters over only one row of the dataset at a time.
// In return, there is a trade off for accuracy. This is minimised by running multiple SGD processes
// (the number of goroutines spawned is specified by the procs variable) in parallel and taking an average of the result.
func StochasticGradientDescent(x, y, theta *mat64.Dense, alpha float64, epoch, procs int) *mat64.Dense {
m, _ := y.Dims()
resultPipe := make(chan *mat64.Dense)
results := make([]*mat64.Dense, 0)
for p := 0; p < procs; p++ {
go func() {
// Is this just a pointer to theta?
thetaCopy := mat64.DenseCopyOf(theta)
for i := 0; i < epoch; i++ {
for k := 0; k < m; k++ {
datXtemp := x.RowView(k)
datYtemp := y.RowView(k)
datX := mat64.NewDense(1, len(datXtemp), datXtemp)
datY := mat64.NewDense(1, 1, datYtemp)
datXFlat := mat64.DenseCopyOf(datX)
datXFlat.TCopy(datXFlat)
datX.Mul(datX, thetaCopy)
datX.Sub(datX, datY)
datXFlat.Mul(datXFlat, datX)
// Horrible hack to get around the fact there is no elementwise division in mat64
xFlatRow, _ := datXFlat.Dims()
gradient := make([]float64, 0)
for i := 0; i < xFlatRow; i++ {
row := datXFlat.RowView(i)
for i := range row {
divd := row[i] / float64(m) * alpha
gradient = append(gradient, divd)
}
}
grows := len(gradient)
grad := mat64.NewDense(grows, 1, gradient)
thetaCopy.Sub(thetaCopy, grad)
}
}
resultPipe <- thetaCopy
}()
}
for {
select {
case d := <-resultPipe:
results = append(results, d)
if len(results) == procs {
return averageTheta(results)
}
}
}
}
// LinearSolve trains a Linear algorithm.
// Assumes inputs and outputs are already scaled
// If features is nil will call featurize
// Will return nil if regularizer is not a linear regularizer
// Is destructive if any of the weights are zero
// Losser is always the two-norm
// Does not set the value of the parameters (in case this is called in parallel with a different routine)
func LinearSolve(linearTrainable LinearTrainable, features *mat64.Dense, inputs, trueOutputs common.RowMatrix,
weights []float64, regularizer regularize.Regularizer) (parameters []float64) {
// TODO: Allow tikhonov regularization
// TODO: Add test for weights
// TODO: Need to do something about returning a []float64
if !IsLinearSolveRegularizer(regularizer) {
return nil
}
if features == nil {
features = FeaturizeTrainable(linearTrainable, inputs, features)
}
_, nFeatures := features.Dims()
var weightedFeatures, weightedOutput *mat64.Dense
if weights != nil {
scaledWeight := make([]float64, len(weights))
for i, weight := range weights {
scaledWeight[i] = math.Sqrt(weight)
}
diagWeight := diagonal.NewDiagonal(nFeatures, weights)
nSamples, outputDim := trueOutputs.Dims()
weightedOutput = mat64.NewDense(nSamples, outputDim, nil)
weightedFeatures = mat64.NewDense(nSamples, nFeatures, nil)
weightedOutput.Mul(diagWeight, trueOutputs)
weightedFeatures.Mul(diagWeight, features)
}
switch regularizer.(type) {
case nil:
case regularize.None:
default:
panic("Shouldn't be here. Must be error in IsLinearRegularizer")
}
if weights == nil {
parameterMat := mat64.Solve(features, trueOutputs)
return parameterMat.RawMatrix().Data
}
parameterMat := mat64.Solve(weightedFeatures, weightedOutput)
return parameterMat.RawMatrix().Data
}
func Cost(x *mat64.Dense, y, theta *mat64.Vector) float64 {
//initialize receivers
m, _ := x.Dims()
h := mat64.NewDense(m, 1, make([]float64, m))
squaredErrors := mat64.NewDense(m, 1, make([]float64, m))
//actual calculus
h.Mul(x, theta)
squaredErrors.Apply(func(r, c int, v float64) float64 {
return math.Pow(h.At(r, c)-y.At(r, c), 2)
}, h)
j := mat64.Sum(squaredErrors) * 1.0 / (2.0 * float64(m))
return j
}
// double predict_probability(const struct model *model_, const struct feature_node *x, double* prob_estimates);
func PredictProba(model *Model, X *mat64.Dense) *mat64.Dense {
nRows, nCols := X.Dims()
nrClasses := int(C.get_nr_class(model.cModel))
cX := mapCDouble(X.RawMatrix().Data)
y := mat64.NewDense(nRows, nrClasses, nil)
result := doubleToFloats(C.call_predict_proba(
model.cModel, &cX[0], C.int(nRows), C.int(nCols), C.int(nrClasses)),
nRows*nrClasses)
for i := 0; i < nRows; i++ {
y.SetRow(i, result[i*nrClasses:(i+1)*nrClasses])
}
return y
}
// double predict_probability(const struct model *model_, const struct feature_node *x, double* prob_estimates);
func PredictProba(model *Model, X *mat64.Dense) *mat64.Dense {
nRows, _ := X.Dims()
nrClasses := int(C.get_nr_class(model.cModel))
cXs := toFeatureNodes(X)
y := mat64.NewDense(nRows, nrClasses, nil)
proba := make([]C.double, nrClasses, nrClasses)
for i, cX := range cXs {
C.predict_probability(model.cModel, cX, &proba[0])
for j := 0; j < nrClasses; j++ {
y.Set(i, j, float64(proba[j]))
}
}
return y
}
// Manhattan distance, also known as L1 distance.
// Compute sum of absolute values of elements.
func (self *Manhattan) Distance(vectorX *mat64.Dense, vectorY *mat64.Dense) float64 {
r1, c1 := vectorX.Dims()
r2, c2 := vectorY.Dims()
if r1 != r2 || c1 != c2 {
panic(mat64.ErrShape)
}
result := .0
for i := 0; i < r1; i++ {
for j := 0; j < c1; j++ {
result += math.Abs(vectorX.At(i, j) - vectorY.At(i, j))
}
}
return result
}