gamlss-spline 0.2.1

Spline bases, penalties, and metadata for GAMLSS modeling
Documentation 
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161

use gamlss_core::PredictorBlock;

use crate::SplineError;
use crate::row_basis::SplineRowBasis;

/// Structured tensor-product spline predictor.
#[derive(Debug, Clone, PartialEq)]
pub struct TensorSplineDesign<A, B> {
    left: A,
    right: B,
    nrows: usize,
    nparams: usize,
    right_nparams: usize,
}

impl<A, B> TensorSplineDesign<A, B>
where
    A: SplineRowBasis,
    B: SplineRowBasis,
{
    /// Creates a row-wise Kronecker product of two spline bases.
    pub fn new(left: A, right: B) -> Result<Self, SplineError> {
        let nrows = left.nrows();
        let right_rows = right.nrows();
        if nrows != right_rows {
            return Err(SplineError::RowMismatch {
                expected: nrows,
                actual: right_rows,
            });
        }

        let right_nparams = right.nparams();
        let nparams = left
            .nparams()
            .checked_mul(right_nparams)
            .ok_or(SplineError::ParameterOverflow)?;

        Ok(Self {
            left,
            right,
            nrows,
            nparams,
            right_nparams,
        })
    }

    /// Left basis.
    #[must_use]
    #[inline(always)]
    pub fn left(&self) -> &A {
        &self.left
    }

    /// Right basis.
    #[must_use]
    #[inline(always)]
    pub fn right(&self) -> &B {
        &self.right
    }

    /// Number of parameters in the left basis.
    #[must_use]
    #[inline(always)]
    pub fn left_nparams(&self) -> usize {
        self.nparams / self.right_nparams
    }

    /// Number of parameters in the right basis.
    #[must_use]
    #[inline(always)]
    pub fn right_nparams(&self) -> usize {
        self.right_nparams
    }
}

impl<A, B> PredictorBlock for TensorSplineDesign<A, B>
where
    A: SplineRowBasis,
    B: SplineRowBasis,
{
    #[inline(always)]
    fn nrows(&self) -> usize {
        self.nrows
    }

    #[inline(always)]
    fn nparams(&self) -> usize {
        self.nparams
    }

    #[inline]
    fn eta_row(&self, row: usize, beta: &[f64]) -> f64 {
        debug_assert!(row < self.nrows);
        debug_assert_eq!(beta.len(), self.nparams);

        let mut value = 0.0;
        self.for_each_row_basis(row, |index, weight| {
            value += beta[index] * weight;
        });
        value
    }

    #[inline]
    fn add_gradient(&self, scores: &[f64], _: &[f64], grad: &mut [f64]) {
        debug_assert_eq!(scores.len(), self.nrows);
        debug_assert_eq!(grad.len(), self.nparams);

        for (row, score) in scores.iter().copied().enumerate() {
            self.for_each_row_basis(row, |index, weight| {
                grad[index] += score * weight;
            });
        }
    }

    #[inline]
    fn add_weighted_gradient(
        &self,
        scores: &[f64],
        multiplier: &[f64],
        _: &[f64],
        grad: &mut [f64],
    ) {
        debug_assert_eq!(scores.len(), self.nrows);
        debug_assert_eq!(multiplier.len(), self.nrows);
        debug_assert_eq!(grad.len(), self.nparams);

        for (row, (&score, &multiplier)) in scores.iter().zip(multiplier).enumerate() {
            self.for_each_row_basis(row, |index, weight| {
                grad[index] += score * multiplier * weight;
            });
        }
    }
}

impl<A, B> SplineRowBasis for TensorSplineDesign<A, B>
where
    A: SplineRowBasis,
    B: SplineRowBasis,
{
    #[inline(always)]
    fn nrows(&self) -> usize {
        self.nrows
    }

    #[inline(always)]
    fn nparams(&self) -> usize {
        self.nparams
    }

    #[inline]
    fn for_each_row_basis(&self, row: usize, mut f: impl FnMut(usize, f64)) {
        self.left
            .for_each_row_basis(row, |left_index, left_weight| {
                self.right
                    .for_each_row_basis(row, |right_index, right_weight| {
                        let index = left_index * self.right_nparams + right_index;
                        f(index, left_weight * right_weight);
                    });
            });
    }
}