forust-ml 0.5.0

A lightweight gradient boosting implementation in Rust.
Documentation 
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use crate::node::Node;
use crate::tree::Tree;

#[derive(Debug, Clone, Copy)]
struct PathElement {
    feature_index: usize,
    zero_fraction: f32,
    one_fraction: f32,
    pweight: f32,
}

impl Default for PathElement {
    fn default() -> Self {
        Self {
            feature_index: 0,
            zero_fraction: 0.,
            one_fraction: 0.,
            pweight: 0.,
        }
    }
}

#[derive(Debug, Clone, Default)]
struct PathList {
    paths: Vec<PathElement>,
}

impl PathList {
    fn get_element(&mut self, i: usize) -> &PathElement {
        if i == self.paths.len() {
            self.paths.push(PathElement::default());
            &self.paths[i]
        } else {
            // This will panic for us, if we are out of bounds.
            &self.paths[i]
        }
    }
    fn get_element_mut(&mut self, i: usize) -> &mut PathElement {
        if i == self.paths.len() {
            self.paths.push(PathElement::default());
            &mut self.paths[i]
        } else {
            // This will panic for us, if we are out of bounds.
            &mut self.paths[i]
        }
    }
    // fn with_capacity(capacity: usize) -> PathList {
    //     PathList {
    //         paths: Vec::with_capacity(capacity),
    //     }
    // }
    // fn with_empty(l: usize) -> PathList {
    //     PathList {
    //         paths: vec![PathElement::default(); l],
    //     }
    // }
}

fn extend_path(
    unique_path: &mut PathList,
    unique_depth: usize,
    zero_fraction: f32,
    one_fraction: f32,
    feature_index: usize,
) {
    unique_path.get_element_mut(unique_depth).feature_index = feature_index;
    unique_path.get_element_mut(unique_depth).zero_fraction = zero_fraction;
    unique_path.get_element_mut(unique_depth).one_fraction = one_fraction;
    unique_path.get_element_mut(unique_depth).pweight = if unique_depth == 0 { 1.0 } else { 0.0 };
    for i in (0..unique_depth).rev() {
        unique_path.get_element_mut(i + 1).pweight +=
            (one_fraction * unique_path.get_element(i).pweight * (i + 1) as f32)
                / (unique_depth + 1) as f32;
        unique_path.get_element_mut(i).pweight =
            (zero_fraction * unique_path.get_element(i).pweight * (unique_depth - i) as f32)
                / (unique_depth + 1) as f32;
    }
}

fn unwind_path(unique_path: &mut PathList, unique_depth: usize, path_index: usize) {
    let one_fraction = unique_path.get_element(path_index).one_fraction;
    let zero_fraction = unique_path.get_element(path_index).zero_fraction;
    let mut next_one_portion = unique_path.get_element(unique_depth).pweight;
    for i in (0..unique_depth).rev() {
        if one_fraction != 0. {
            let tmp = unique_path.get_element(i).pweight;
            unique_path.get_element_mut(i).pweight =
                (next_one_portion * (unique_depth + 1) as f32) / ((i + 1) as f32 * one_fraction);
            next_one_portion = tmp
                - (unique_path.get_element(i).pweight * zero_fraction * (unique_depth - i) as f32)
                    / (unique_depth + 1) as f32;
        } else {
            unique_path.get_element_mut(i).pweight = (unique_path.get_element(i).pweight
                * (unique_depth + 1) as f32)
                / (zero_fraction * (unique_depth - i) as f32);
        }
    }
    for i in path_index..unique_depth {
        unique_path.get_element_mut(i).feature_index = unique_path.get_element(i + 1).feature_index;
        unique_path.get_element_mut(i).zero_fraction = unique_path.get_element(i + 1).zero_fraction;
        unique_path.get_element_mut(i).one_fraction = unique_path.get_element(i + 1).one_fraction;
    }
}

fn unwound_path_sum(unique_path: &mut PathList, unique_depth: usize, path_index: usize) -> f32 {
    let one_fraction = unique_path.get_element(path_index).one_fraction;
    let zero_fraction = unique_path.get_element(path_index).zero_fraction;
    let mut next_one_portion = unique_path.get_element(unique_depth).pweight;
    let mut total = 0.0;
    for i in (0..unique_depth).rev() {
        if one_fraction != 0.0 {
            let tmp =
                (next_one_portion * (unique_depth + 1) as f32) / ((i + 1) as f32 * one_fraction);
            total += tmp;
            next_one_portion = unique_path.get_element(i).pweight
                - tmp * zero_fraction * ((unique_depth - i) as f32 / (unique_depth + 1) as f32);
        } else if zero_fraction != 0.0 {
            total += (unique_path.get_element(i).pweight / zero_fraction)
                / ((unique_depth - i) as f32 / (unique_depth + 1) as f32);
        } else if unique_path.get_element(i).pweight != 0.0 {
            panic!("Unique path {} must have zero weight", i);
        }
    }
    total
}

fn get_hot_cold_children(next_node_idx: usize, node: &Node) -> Vec<usize> {
    if node.has_missing_branch() {
        // we know there will be 3 children if there is a missing branch.
        if next_node_idx == node.right_child {
            vec![node.right_child, node.left_child, node.missing_node]
        } else if next_node_idx == node.left_child {
            vec![node.left_child, node.right_child, node.missing_node]
        } else {
            vec![node.missing_node, node.left_child, node.right_child]
        }
    } else if next_node_idx == node.right_child {
        vec![node.right_child, node.left_child]
    } else {
        vec![node.left_child, node.right_child]
    }
}

#[allow(clippy::too_many_arguments)]
fn tree_shap(
    tree: &Tree,
    row: &[f64],
    contribs: &mut [f64],
    node_index: usize,
    mut unique_depth: usize,
    mut unique_path: PathList,
    parent_zero_fraction: f32,
    parent_one_fraction: f32,
    parent_feature_index: usize,
    missing: &f64,
) {
    let node = &tree.nodes[node_index];
    extend_path(
        &mut unique_path,
        unique_depth,
        parent_zero_fraction,
        parent_one_fraction,
        parent_feature_index,
    );
    if node.is_leaf {
        for i in 1..(unique_depth + 1) {
            let w = unwound_path_sum(&mut unique_path, unique_depth, i);
            let el = unique_path.get_element(i);
            contribs[el.feature_index] +=
                f64::from(w * (el.one_fraction - el.zero_fraction) * node.weight_value);
        }
    } else {
        let next_node_idx = node.get_child_idx(&row[node.split_feature], missing);
        let hot_cold_children = get_hot_cold_children(next_node_idx, node);
        let mut incoming_zero_fraction = 1.0;
        let mut incoming_one_fraction = 1.0;

        let mut path_index = 0;
        while path_index <= unique_depth {
            if unique_path.get_element(path_index).feature_index == node.split_feature {
                break;
            }
            path_index += 1;
        }

        if path_index != (unique_depth + 1) {
            incoming_zero_fraction = unique_path.get_element(path_index).zero_fraction;
            incoming_one_fraction = unique_path.get_element(path_index).one_fraction;
            unwind_path(&mut unique_path, unique_depth, path_index);
            unique_depth -= 1;
        }

        for (i, n_idx) in hot_cold_children.into_iter().enumerate() {
            let zero_fraction =
                (tree.nodes[n_idx].hessian_sum / node.hessian_sum) * incoming_zero_fraction;
            let onf = if i == 0 { incoming_one_fraction } else { 0. };
            tree_shap(
                tree,
                row,
                contribs,
                n_idx,
                unique_depth + 1,
                unique_path.clone(),
                zero_fraction,
                onf,
                node.split_feature,
                missing,
            )
        }
    }
}

pub fn predict_contributions_row_shapley(
    tree: &Tree,
    row: &[f64],
    contribs: &mut [f64],
    missing: &f64,
) {
    contribs[contribs.len() - 1] += tree.get_average_leaf_weights(0);
    tree_shap(
        tree,
        row,
        contribs,
        0,
        0,
        PathList::default(),
        1.,
        1.,
        row.len() + 100,
        missing,
    )
}