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use super::Predictor;
use crate::linalg::*;
use crate::optimize::{loss::mse, num_gradient::partial, optimizers::Optimizer};
#[derive(Debug)]
pub struct PolynomialRegressor {
coeffs: Vec<f64>,
}
impl PolynomialRegressor {
pub fn new(deg: usize) -> Self {
PolynomialRegressor {
coeffs: vec![0.; deg + 1],
}
}
pub fn get_coeffs(&self) -> Vec<f64> {
self.coeffs.clone()
}
}
impl Predictor for PolynomialRegressor {
fn update(&mut self, params: &[f64]) -> &mut Self {
self.coeffs = params.to_owned();
self
}
fn fit_with_optimizer<O>(&mut self, x: &[f64], y: &[f64], mut optimizer: O) -> &mut Self
where
O: Optimizer,
{
self.coeffs = optimizer.optimize(
|evalat: &[f64], dim: usize| {
partial(|params: &[f64]| mse(&predict(params, &x), &y), evalat, dim)
},
self.get_coeffs(),
1e6 as usize,
);
self
}
fn predict(&self, x: &[f64]) -> Vec<f64> {
x.iter()
.map(|val| {
(0..self.coeffs.len())
.into_iter()
.map(|ith| self.coeffs[ith] * val.powi(ith as i32))
.sum::<f64>()
})
.collect::<Vec<_>>()
}
}
impl PolynomialRegressor {
pub fn fit(&mut self, x: &[f64], y: &[f64]) -> &mut Self {
assert_eq!(x.len(), y.len());
let xv = vandermonde(x, self.coeffs.len());
let xtx = xtx(&xv, x.len());
let xtxinv = invert_matrix(&xtx);
let xty = matmul(&xv, y, x.len(), y.len(), true, false);
let coeffs = matmul(
&xtxinv,
&xty,
self.coeffs.len(),
self.coeffs.len(),
false,
false,
);
self.update(&coeffs)
}
}
fn predict(coeffs: &[f64], x: &[f64]) -> Vec<f64> {
x.iter()
.map(|val| {
(0..coeffs.len())
.into_iter()
.map(|ith| coeffs[ith] * val.powi(ith as i32))
.sum::<f64>()
})
.collect::<Vec<_>>()
}
#[cfg(test)]
mod tests {
use super::*;
use crate::distributions::{Distribution, Normal};
use approx_eq::assert_approx_eq;
#[test]
fn test_slr() {
let x = vec![0., 1., 2., 3., 4., 5., 6., 7., 8., 9.];
let y = vec![5., 7., 9., 11., 13., 15., 17., 19., 21., 23.];
let mut slr = PolynomialRegressor::new(1);
slr.update(&[5., 2.]);
assert_eq!(slr.predict(&x), y);
slr.update(&[0., 1.]);
assert_eq!(slr.predict(&x), x);
}
#[test]
fn test_fits() {
let x: Vec<f64> = (0..250).into_iter().map(|x| x as f64 / 10.).collect();
let yv: Vec<f64> = (&x).into_iter().map(|v| 5. + 2. * v).collect();
let scatter = Normal::new(0., 5.);
let y: Vec<f64> = (&yv).into_iter().map(|v| v + scatter.sample()).collect();
let mut p = PolynomialRegressor::new(1);
p.fit(&x, &y);
let coeffs1 = p.get_coeffs();
p.update(&[2., 2.]);
let o = crate::optimize::optimizers::Adam::default();
p.fit_with_optimizer(&x.to_vec(), &y.to_vec(), o);
let coeffs2 = p.get_coeffs();
println!("{:?}", coeffs1);
println!("{:?}", coeffs2);
assert_approx_eq!(coeffs1[0], coeffs2[0], 1e-4);
assert_approx_eq!(coeffs1[1], coeffs2[1], 1e-4);
}
}