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//! Additional support functions
use ndarray::parallel::prelude::*;
use ndarray::prelude::*;
use crate::Error;
// use ndarray_rand::rand::prelude::*;
use ndarray_rand::rand_distr::Standard;
use ndarray_rand::RandomExt;
use ndarray_rand::{rand, rand_distr::Dirichlet};
use rand_distr::Distribution;
use statrs::distribution::MultivariateNormal;
use ndarray_linalg::cholesky::*;
/* ****************************************************************************
* Convenience
* ****************************************************************************/
/// Gets the shape of an Array3 object or raise an error if not possible
#[inline(always)]
pub fn get_shape3(array: &Array3<f64>) -> Result<[usize; 3], Error> {
Ok(if let [n, m, k] = array.shape() {
[*n, *m, *k]
} else {
return Err(Error::DimensionMismatch);
})
}
// FIXME make generic over the DataOwnership
/// Gets the shape of an Array2 object or raise an error if not possible
#[inline(always)]
pub fn get_shape2(array: &ArrayView2<f64>) -> Result<[usize; 2], Error> {
Ok(if let [n, m] = array.shape() {
[*n, *m]
} else {
return Err(Error::DimensionMismatch);
})
}
// TODO make this conditional depending on the lib (nd-linalg/nalgbra)
#[inline(always)]
pub fn invert_spd(matrix: &ArrayView2<f64>) -> Result<Array2<f64>, Error> {
Ok(matrix.invc()?)
}
#[inline(always)]
pub fn get_det_spd(matrix: &ArrayView2<f64>) -> Result<f64, Error> {
Ok(matrix.detc()?)
}
/* ****************************************************************************
* Data Generation
* ****************************************************************************/
/// Create data generated with a Gaussian mixture model.
/// Returns $n_1+\ldots +n_k$ samples from a Gaussian mixture with $k$ components
/// in a $d$-dimensional feature space. It also returns the $(n_1+\ldots +n_k) \times k$
/// "true" responisiblity matrix (i.e., only ones and zeros in its elements).
/// For testing, it returns also the generated covariances
/// Returns: (samples, responsibilities, means, covariances)
pub fn generate_samples(
nk: &[usize],
d: usize,
) -> (Array2<f64>, Array2<f64>, Array2<f64>, Array3<f64>) {
// TODO simplify!
let n_total = nk.into_iter().sum();
let k = nk.len();
let mut covariances = Array3::<f64>::default((k, d, d));
covariances.axis_iter_mut(Axis(0)).for_each(|mut x| {
let y = Array2::<f64>::random((d, d), Standard) / 5.0;
x.assign(&y.t().dot(&y));
});
let mut means = Array2::<f64>::default((k, d));
means.axis_iter_mut(Axis(0)).for_each(|mut x| {
x.assign(&Array1::<f64>::random(d, Standard));
});
let mvn: Vec<_> = (means.axis_iter(Axis(0)), covariances.axis_iter(Axis(0)))
.into_par_iter()
.map(|(m, x)| {
MultivariateNormal::new(m.into_owned().into_raw_vec(), x.into_owned().into_raw_vec())
.unwrap()
})
.collect();
let mut samples = Array2::<f64>::default((n_total, d));
let mut responsibilities = Array2::<f64>::default((n_total, k));
(
samples.axis_iter_mut(Axis(0)),
responsibilities.axis_iter_mut(Axis(0)),
)
.into_par_iter()
.enumerate()
.for_each(|(i, (mut s_row, mut r_row))| {
let mut component: usize = 0;
component = loop {
if i < nk[0..component + 1].into_iter().sum() {
break component;
}
component += 1;
};
let sample = mvn[component].sample(&mut rand::thread_rng());
r_row[component] = 1.0;
s_row.assign(&Array::from_shape_vec((2,), sample.data.into()).unwrap());
});
(samples, responsibilities, means, covariances)
}
// todo: remove when above works
// pub fn generate_samples_old(
// n: usize,
// k: usize,
// d: usize,
// ) -> (Array2<f64>, Array2<f64>, Array2<f64>, Array3<f64>) {
// // TODO simplify!
// let mut covariances = Array3::<f64>::default((k, d, d));
// covariances.axis_iter_mut(Axis(0)).for_each(|mut x| {
// let y = Array2::<f64>::random((d, d), Standard) / 5.0;
// x.assign(&y.t().dot(&y));
// });
// let mut means = Array2::<f64>::default((k, d));
// means.axis_iter_mut(Axis(0)).for_each(|mut x| {
// x.assign(&Array1::<f64>::random(d, Standard));
// });
// let mvn: Vec<_> = (means.axis_iter(Axis(0)), covariances.axis_iter(Axis(0)))
// .into_par_iter()
// .map(|(m, x)| {
// MultivariateNormal::new(m.into_owned().into_raw_vec(), x.into_owned().into_raw_vec())
// .unwrap()
// })
// .collect();
// let mut samples = Array2::<f64>::default((n, d));
// let mut responsibilities = Array2::<f64>::default((n, k));
// (
// samples.axis_iter_mut(Axis(0)),
// responsibilities.axis_iter_mut(Axis(0)),
// )
// .into_par_iter()
// .enumerate()
// .for_each(|(i, (mut s_row, mut r_row))| {
// let component = i / (n / k);
// let sample = mvn[component].sample(&mut rand::thread_rng());
// r_row[component] = 1.0;
// s_row.assign(&Array::from_shape_vec((2,), sample.data.into()).unwrap());
// });
// (samples, responsibilities, means, covariances)
// }
/// Splits a dataset consiting of two arrays according to a row-wise criteria
pub fn filter_data<F>(
data_a: &ArrayView2<f64>,
data_b: &ArrayView2<f64>,
predicate: F,
) -> Result<(Array2<f64>, Array2<f64>), Error>
where
F: Fn(&ArrayView1<f64>, &ArrayView1<f64>) -> bool + Sync,
{
let [_, a] = get_shape2(&data_a)?;
let [_, b] = get_shape2(&data_b)?;
let selected_a: Vec<_> = (data_a.axis_iter(Axis(0)), data_b.axis_iter(Axis(0)))
.into_par_iter()
.filter(|(x, y)| predicate(&x, &y))
.map(|(x, _y)| x.into_owned().into_raw_vec())
.collect();
let n = selected_a.len();
let selected_a: Vec<f64> = selected_a.iter().flatten().cloned().collect();
let selected_b: Vec<_> = (data_a.axis_iter(Axis(0)), data_b.axis_iter(Axis(0)))
.into_par_iter()
.filter(|(x, y)| predicate(&x, &y))
.map(|(_x, y)| y.into_owned().into_raw_vec())
.collect();
let selected_b: Vec<_> = selected_b.iter().flatten().cloned().collect();
Ok((
Array::from_shape_vec((n, a), selected_a)?,
Array::from_shape_vec((n, b), selected_b)?,
))
}
/* ****************************************************************************
* Shared functionality for models
* ****************************************************************************/
/// Generate random initializations from a dirichlet distribution.
#[inline(always)]
pub fn generate_random_expections(data: &ArrayView2<f64>, k: usize) -> Result<Array2<f64>, Error> {
let [n, _d] = get_shape2(data)?;
let alpha: Vec<_> = (0..k).map(|_| 1.0f64).collect();
let dirichlet = Dirichlet::new(&alpha).unwrap();
let mut x = Array2::<f64>::zeros((n, k));
x.axis_iter_mut(Axis(0)).for_each(|mut x| {
x.assign(&Array::from_shape_vec(k, dirichlet.sample(&mut rand::thread_rng())).unwrap())
});
Ok(x)
}
/// Get the means ($k\times d$) of the $n$ weighted samples
/// for $k$ components using the weighted sum of the samples ($n \times k \times d$)
/// and the sum of the responsibilities ($k$).
/// Useful for multiple distributions (e.g., Gaussian, Poisson).
#[inline(always)]
pub(crate) fn get_weighted_means(
weighted_sum: &Array2<f64>,
sum_responsibilities: &Array1<f64>,
) -> Array2<f64> {
weighted_sum / &sum_responsibilities.slice(s![.., NewAxis])
}
/// Get the sum ($n \times k \times d$) of the samples ($n \times d$) weighted by the
/// responsibilities ($k \times d$)
/// Useful for multiple distributions (e.g., Gaussian, Poisson).
#[inline(always)]
pub(crate) fn get_weighted_sum(
samples: &ArrayView2<f64>,
responsibilities: &Array2<f64>,
) -> Array2<f64> {
(&responsibilities.slice(s![.., .., NewAxis]) * &samples.slice(s![.., NewAxis, ..]))
.sum_axis(Axis(0))
}
/// Mean adjust samples ($n \times d$) set given a responsibility matrix
/// ($n \times k$). Useful for multiple distributions. Returns a $n \times k \times d$
/// array.
/// Obsolete with the use of sufficient statistics
// pub(crate) fn adjust_weighted_means(
// samples: &ArrayView2<f64>,
// responsibilities: &Array2<f64>,
// means: &Array2<f64>,
// ) -> Array3<f64> {
// let adjusted = (&samples.slice(s![.., NewAxis, ..]) - &means.slice(s![NewAxis, .., ..]))
// * responsibilities.slice(s![.., .., NewAxis]);
// adjusted
// }
#[cfg(test)]
mod tests {
use ndarray::Array2;
use ndarray_rand::RandomExt;
use rand_distr::Standard;
use crate::backend::ndarray::utils::invert_spd;
// use tracing::debug;
// use tracing_test::traced_test;
// #[traced_test]
#[test]
fn check_invc_1() {
let n = 5;
let mut matrix = Array2::<f64>::random((n, n), Standard);
matrix = matrix.t().dot(&matrix);
let inverted = invert_spd(&matrix.view()).unwrap();
// debug!(%matrix);
// debug!(%inverted);
let eye = &matrix.dot(&inverted);
assert!(eye.abs_diff_eq(&Array2::<f64>::eye(n), 1e-5));
let eye = &inverted.dot(&matrix);
assert!(eye.abs_diff_eq(&Array2::<f64>::eye(n), 1e-5));
}
}