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use crate::control::Control;
use crate::gain::{ApproxGain, ApproxGainResult, Gain, GainResult};
use crate::optimizer::OptimizerResult;
use crate::Classifier;
use crate::ModelSelectionResult;
use ndarray::{s, Array1, Array2, Axis};
use rand::{rngs::StdRng, SeedableRng};
pub struct ClassifierGain<T: Classifier> {
pub classifier: T,
}
impl<T> Gain for ClassifierGain<T>
where
T: Classifier,
{
fn n(&self) -> usize {
self.classifier.n()
}
fn gain(&self, start: usize, stop: usize, split: usize) -> f64 {
let predictions = self.classifier.predict(start, stop, split);
self.classifier
.single_likelihood(&predictions, start, stop, split)
}
fn model_selection(&self, optimizer_result: &OptimizerResult) -> ModelSelectionResult {
let mut rng = StdRng::seed_from_u64(self.control().seed);
let mut max_gain = -f64::INFINITY;
let mut deltas: Vec<Array1<f64>> = Vec::with_capacity(3);
let mut likelihood_0: Vec<f64> = Vec::with_capacity(3);
for gain_result in optimizer_result.gain_results.split_last().unwrap().1.iter() {
let result = match gain_result {
GainResult::ApproxGainResult(result) => result,
_ => panic!("Not an ApproxGainResult"),
};
deltas
.push(&result.likelihoods.slice(s![0, ..]) - &result.likelihoods.slice(s![1, ..]));
likelihood_0.push(result.likelihoods.slice(s![1, ..]).sum());
if result.max_gain.unwrap() > max_gain {
max_gain = result.max_gain.unwrap();
}
}
let mut p_value: u32 = 1;
let segment_length = optimizer_result.stop - optimizer_result.start;
let minimal_segment_length =
(self.control().minimal_relative_segment_length * (self.n() as f64)).ceil() as usize;
for _ in 0..self.control().model_selection_n_permutations {
let mut values = likelihood_0.clone();
let permutation = rand::seq::index::sample(&mut rng, segment_length, segment_length);
for idx in permutation.iter().take(minimal_segment_length - 1) {
for jdx in 0..deltas.len() {
values[jdx] += deltas[jdx][idx];
}
}
'outer: for idx in permutation
.iter()
.skip(minimal_segment_length - 1)
.take(segment_length - 2 * minimal_segment_length + 1)
{
for jdx in 0..deltas.len() {
values[jdx] += deltas[jdx][idx];
if values[jdx] >= max_gain {
p_value += 1;
break 'outer;
}
}
}
}
let p_value = p_value as f64 / (self.control().model_selection_n_permutations + 1) as f64;
let is_significant = p_value <= self.control().model_selection_alpha;
ModelSelectionResult {
is_significant,
p_value: Some(p_value),
}
}
fn control(&self) -> &Control {
self.classifier.control()
}
}
impl<T> ApproxGain for ClassifierGain<T>
where
T: Classifier,
{
fn gain_approx(
&self,
start: usize,
stop: usize,
guess: usize,
_: &[usize],
) -> ApproxGainResult {
let predictions = self.classifier.predict(start, stop, guess);
let likelihoods = self
.classifier
.full_likelihood(&predictions, start, stop, guess);
let gain = gain_from_likelihoods(&likelihoods);
ApproxGainResult {
start,
stop,
guess,
gain,
best_split: None,
max_gain: None,
likelihoods,
predictions,
}
}
}
pub fn gain_from_likelihoods(likelihoods: &Array2<f64>) -> Array1<f64> {
let n = likelihoods.shape()[1];
let mut gain = Array1::<f64>::zeros(n);
gain.slice_mut(s![1..])
.assign(&(&likelihoods.slice(s![0, ..(n - 1)]) - &likelihoods.slice(s![1, ..(n - 1)])));
gain.accumulate_axis_inplace(Axis(0), |&prev, curr| *curr += prev);
gain + likelihoods.slice(s![1, ..]).sum()
}
#[cfg(test)]
mod tests {
use super::*;
use crate::optimizer::{Optimizer, TwoStepSearch};
use crate::testing::RandomClassifier;
#[test]
fn test_gain_from_likelihoods() {
let likelihoods = ndarray::array![
[1., -1.],
[1., -1.],
[0.5, -1.5],
[-2., 0.],
[-1., 1.],
[-1., 1.]
]
.reversed_axes();
let gain = gain_from_likelihoods(&likelihoods);
let expected = ndarray::array![-1.5, 0.5, 2.5, 4.5, 2.5, 0.5];
assert_eq!(gain, expected);
}
#[test]
fn test_model_selection() {
let n = 200;
let mut p_values = Vec::<f64>::new();
for seed in 0..100 {
let control = Control::default();
let classifier = RandomClassifier {
n,
control: &control,
seed,
};
let gain = ClassifierGain { classifier };
let optimizer = TwoStepSearch { gain };
let optimizer_result = optimizer.find_best_split(0, n).unwrap();
let model_selection = optimizer.model_selection(&optimizer_result);
p_values.push(model_selection.p_value.unwrap());
}
let p_value = p_values.into_iter().filter(|x| *x < 0.05).count() as f64 / n as f64;
assert!(p_value >= 0.03);
assert!(p_value <= 0.07);
}
}