ghostflow-ml 1.0.0

Classical ML algorithms for GhostFlow
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
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
240
241
242
243
244
245
246
247
248
249
250
251
252
253
254
255
256
257
258
259
260
261
262
263
264
265
266
267
268
269
270
271
272
273
274
275
276
277
278
279
280
281
282
283
284
285
286
287
288
289
290
291
292
293
294
295
296
297
298
299
300
301
302
303
304
305
306
307
308
309
310
311
312
313
314
315
316
317
318
319
320
321
322
323
324
325
326
327
328
329
330
331
332
333
334
335
336
337
338
339
340
341
342
343
344
345
346
347
348
349
350
351
352
353
354
355
356
357
358
359
360
361
362
363
364
365
366
367
368
369
370
371
372
373
374
375
376
377
378
379
380
381
382
383
384
385
386
387
388
389
390
391
392
393
394
395
396
397
398
399
400
401
402
403
404
405
406
407
408
409
410
411
412
413
414
415
416
417
418
419
420
421
422
423
424
425
426
427
428
429
430
431
432
433
434
435
436
437
438
439
440
441
442
443
444
445
446
447
448
449
450
451
452
453
454
455
456
457
458
459
460
461
462
463
464
465
466
467
468
469
470
471
472
473
474
475
476
477
478
479
480
481
482
483
484
485
486
487
488
489
490
491
492
493
494
495
496
497
498
499
500
501
502
503
504
505
506
507
508
509
510
511
512
513
514
515
516
517
518
519
520
521
522
523
524
525
526
527
528
529
530
531
532
533
534
535
536
537
538
539
//! Extended Model Selection - RandomizedSearchCV, GroupKFold, RepeatedKFold

use ghostflow_core::Tensor;
use rand::prelude::*;
use std::collections::HashMap;

/// Parameter distribution for randomized search
#[derive(Clone)]
pub enum ParamDistribution {
    /// Uniform distribution over continuous range
    Uniform { low: f32, high: f32 },
    /// Log-uniform distribution (for learning rates, regularization)
    LogUniform { low: f32, high: f32 },
    /// Discrete uniform over integers
    IntUniform { low: i32, high: i32 },
    /// Choice from a list of values
    Choice(Vec<f32>),
    /// Choice from a list of integers
    IntChoice(Vec<i32>),
}

impl ParamDistribution {
    pub fn sample(&self, rng: &mut impl Rng) -> f32 {
        match self {
            ParamDistribution::Uniform { low, high } => {
                rng.gen::<f32>() * (high - low) + low
            }
            ParamDistribution::LogUniform { low, high } => {
                let log_low = low.ln();
                let log_high = high.ln();
                (rng.gen::<f32>() * (log_high - log_low) + log_low).exp()
            }
            ParamDistribution::IntUniform { low, high } => {
                rng.gen_range(*low..=*high) as f32
            }
            ParamDistribution::Choice(values) => {
                values[rng.gen_range(0..values.len())]
            }
            ParamDistribution::IntChoice(values) => {
                values[rng.gen_range(0..values.len())] as f32
            }
        }
    }
}

/// Result of randomized search
#[derive(Clone)]
pub struct RandomizedSearchResult {
    pub best_params: HashMap<String, f32>,
    pub best_score: f32,
    pub cv_results: Vec<CVResult>,
}

#[derive(Clone)]
pub struct CVResult {
    pub params: HashMap<String, f32>,
    pub mean_score: f32,
    pub std_score: f32,
    pub scores: Vec<f32>,
}

/// Randomized Search Cross-Validation
pub struct RandomizedSearchCV {
    pub param_distributions: HashMap<String, ParamDistribution>,
    pub n_iter: usize,
    pub cv: usize,
    pub scoring: Scoring,
    pub random_state: Option<u64>,
    pub refit: bool,
    pub n_jobs: usize,
    best_params_: Option<HashMap<String, f32>>,
    best_score_: f32,
    cv_results_: Vec<CVResult>,
}

#[derive(Clone, Copy)]
pub enum Scoring {
    Accuracy,
    F1,
    Precision,
    Recall,
    R2,
    NegMSE,
    NegMAE,
}

impl RandomizedSearchCV {
    pub fn new(param_distributions: HashMap<String, ParamDistribution>, n_iter: usize) -> Self {
        RandomizedSearchCV {
            param_distributions,
            n_iter,
            cv: 5,
            scoring: Scoring::Accuracy,
            random_state: None,
            refit: true,
            n_jobs: 1,
            best_params_: None,
            best_score_: f32::NEG_INFINITY,
            cv_results_: Vec::new(),
        }
    }

    pub fn cv(mut self, cv: usize) -> Self { self.cv = cv; self }
    pub fn scoring(mut self, s: Scoring) -> Self { self.scoring = s; self }
    pub fn random_state(mut self, seed: u64) -> Self { self.random_state = Some(seed); self }

    /// Run randomized search with a generic model
    /// Returns the best parameters found
    pub fn search<F>(&mut self, x: &Tensor, y: &Tensor, mut fit_and_score: F) -> RandomizedSearchResult
    where
        F: FnMut(&Tensor, &Tensor, &Tensor, &Tensor, &HashMap<String, f32>) -> f32,
    {
        let mut rng = match self.random_state {
            Some(seed) => StdRng::seed_from_u64(seed),
            None => StdRng::from_entropy(),
        };

        let n_samples = x.dims()[0];
        let n_features = x.dims()[1];
        let x_data = x.data_f32();
        let y_data = y.data_f32();

        self.cv_results_.clear();
        self.best_score_ = f32::NEG_INFINITY;

        for _ in 0..self.n_iter {
            // Sample parameters
            let params: HashMap<String, f32> = self.param_distributions.iter()
                .map(|(name, dist)| (name.clone(), dist.sample(&mut rng)))
                .collect();

            // Cross-validation
            let fold_size = n_samples / self.cv;
            let mut scores = Vec::with_capacity(self.cv);

            for fold in 0..self.cv {
                let val_start = fold * fold_size;
                let val_end = if fold == self.cv - 1 { n_samples } else { (fold + 1) * fold_size };

                // Split data
                let train_indices: Vec<usize> = (0..n_samples)
                    .filter(|&i| i < val_start || i >= val_end)
                    .collect();
                let val_indices: Vec<usize> = (val_start..val_end).collect();

                let x_train: Vec<f32> = train_indices.iter()
                    .flat_map(|&i| x_data[i * n_features..(i + 1) * n_features].to_vec())
                    .collect();
                let y_train: Vec<f32> = train_indices.iter().map(|&i| y_data[i]).collect();

                let x_val: Vec<f32> = val_indices.iter()
                    .flat_map(|&i| x_data[i * n_features..(i + 1) * n_features].to_vec())
                    .collect();
                let y_val: Vec<f32> = val_indices.iter().map(|&i| y_data[i]).collect();

                let x_train_t = Tensor::from_slice(&x_train, &[train_indices.len(), n_features]).unwrap();
                let y_train_t = Tensor::from_slice(&y_train, &[train_indices.len()]).unwrap();
                let x_val_t = Tensor::from_slice(&x_val, &[val_indices.len(), n_features]).unwrap();
                let y_val_t = Tensor::from_slice(&y_val, &[val_indices.len()]).unwrap();

                let score = fit_and_score(&x_train_t, &y_train_t, &x_val_t, &y_val_t, &params);
                scores.push(score);
            }

            let mean_score = scores.iter().sum::<f32>() / scores.len() as f32;
            let std_score = (scores.iter().map(|&s| (s - mean_score).powi(2)).sum::<f32>() 
                / scores.len() as f32).sqrt();

            let cv_result = CVResult {
                params: params.clone(),
                mean_score,
                std_score,
                scores,
            };
            self.cv_results_.push(cv_result);

            if mean_score > self.best_score_ {
                self.best_score_ = mean_score;
                self.best_params_ = Some(params);
            }
        }

        RandomizedSearchResult {
            best_params: self.best_params_.clone().unwrap_or_default(),
            best_score: self.best_score_,
            cv_results: self.cv_results_.clone(),
        }
    }

    pub fn best_params(&self) -> Option<&HashMap<String, f32>> {
        self.best_params_.as_ref()
    }

    pub fn best_score(&self) -> f32 {
        self.best_score_
    }

    pub fn cv_results(&self) -> &[CVResult] {
        &self.cv_results_
    }
}

/// Group K-Fold Cross-Validation
pub struct GroupKFold {
    pub n_splits: usize,
}

impl GroupKFold {
    pub fn new(n_splits: usize) -> Self {
        GroupKFold { n_splits }
    }

    /// Split data ensuring groups are not split across folds
    pub fn split(&self, n_samples: usize, groups: &[usize]) -> Vec<(Vec<usize>, Vec<usize>)> {
        // Find unique groups
        let mut unique_groups: Vec<usize> = groups.to_vec();
        unique_groups.sort();
        unique_groups.dedup();

        let n_groups = unique_groups.len();
        let groups_per_fold = (n_groups + self.n_splits - 1) / self.n_splits;

        let mut folds = Vec::with_capacity(self.n_splits);

        for fold in 0..self.n_splits {
            let fold_groups_start = fold * groups_per_fold;
            let fold_groups_end = ((fold + 1) * groups_per_fold).min(n_groups);
            let fold_groups: std::collections::HashSet<usize> = 
                unique_groups[fold_groups_start..fold_groups_end].iter().cloned().collect();

            let test_indices: Vec<usize> = (0..n_samples)
                .filter(|&i| fold_groups.contains(&groups[i]))
                .collect();
            let train_indices: Vec<usize> = (0..n_samples)
                .filter(|&i| !fold_groups.contains(&groups[i]))
                .collect();

            folds.push((train_indices, test_indices));
        }

        folds
    }
}

/// Repeated K-Fold Cross-Validation
pub struct RepeatedKFold {
    pub n_splits: usize,
    pub n_repeats: usize,
    pub random_state: Option<u64>,
}

impl RepeatedKFold {
    pub fn new(n_splits: usize, n_repeats: usize) -> Self {
        RepeatedKFold {
            n_splits,
            n_repeats,
            random_state: None,
        }
    }

    pub fn random_state(mut self, seed: u64) -> Self {
        self.random_state = Some(seed);
        self
    }

    pub fn split(&self, n_samples: usize) -> Vec<(Vec<usize>, Vec<usize>)> {
        let mut rng = match self.random_state {
            Some(seed) => StdRng::seed_from_u64(seed),
            None => StdRng::from_entropy(),
        };

        let mut all_folds = Vec::with_capacity(self.n_splits * self.n_repeats);

        for _ in 0..self.n_repeats {
            let mut indices: Vec<usize> = (0..n_samples).collect();
            indices.shuffle(&mut rng);

            let fold_size = n_samples / self.n_splits;

            for fold in 0..self.n_splits {
                let test_start = fold * fold_size;
                let test_end = if fold == self.n_splits - 1 { n_samples } else { (fold + 1) * fold_size };

                let test_indices: Vec<usize> = indices[test_start..test_end].to_vec();
                let train_indices: Vec<usize> = indices[..test_start].iter()
                    .chain(indices[test_end..].iter())
                    .cloned()
                    .collect();

                all_folds.push((train_indices, test_indices));
            }
        }

        all_folds
    }

    pub fn get_n_splits(&self) -> usize {
        self.n_splits * self.n_repeats
    }
}

/// Stratified Shuffle Split
pub struct StratifiedShuffleSplit {
    pub n_splits: usize,
    pub test_size: f32,
    pub random_state: Option<u64>,
}

impl StratifiedShuffleSplit {
    pub fn new(n_splits: usize, test_size: f32) -> Self {
        StratifiedShuffleSplit {
            n_splits,
            test_size,
            random_state: None,
        }
    }

    pub fn random_state(mut self, seed: u64) -> Self {
        self.random_state = Some(seed);
        self
    }

    pub fn split(&self, y: &[f32]) -> Vec<(Vec<usize>, Vec<usize>)> {
        let mut rng = match self.random_state {
            Some(seed) => StdRng::seed_from_u64(seed),
            None => StdRng::from_entropy(),
        };

        let _n_samples = y.len();

        // Group indices by class
        let mut class_indices: HashMap<i32, Vec<usize>> = HashMap::new();
        for (i, &label) in y.iter().enumerate() {
            class_indices.entry(label as i32).or_default().push(i);
        }

        let mut all_splits = Vec::with_capacity(self.n_splits);

        for _ in 0..self.n_splits {
            let mut train_indices = Vec::new();
            let mut test_indices = Vec::new();

            for (_, indices) in &class_indices {
                let mut shuffled = indices.clone();
                shuffled.shuffle(&mut rng);

                let n_test = (indices.len() as f32 * self.test_size).ceil() as usize;
                let n_test = n_test.max(1).min(indices.len() - 1);

                test_indices.extend_from_slice(&shuffled[..n_test]);
                train_indices.extend_from_slice(&shuffled[n_test..]);
            }

            train_indices.shuffle(&mut rng);
            test_indices.shuffle(&mut rng);

            all_splits.push((train_indices, test_indices));
        }

        all_splits
    }
}

/// Learning Curve - evaluate model performance with varying training set sizes
pub fn learning_curve<F>(
    x: &Tensor,
    y: &Tensor,
    train_sizes: &[f32],
    cv: usize,
    mut fit_and_score: F,
) -> (Vec<usize>, Vec<f32>, Vec<f32>)
where
    F: FnMut(&Tensor, &Tensor, &Tensor, &Tensor) -> f32,
{
    let x_data = x.data_f32();
    let y_data = y.data_f32();
    let n_samples = x.dims()[0];
    let n_features = x.dims()[1];

    let mut sizes = Vec::new();
    let mut train_scores = Vec::new();
    let mut test_scores = Vec::new();

    for &size_ratio in train_sizes {
        let train_size = (n_samples as f32 * size_ratio) as usize;
        if train_size < 2 { continue; }

        let fold_size = n_samples / cv;
        let mut fold_train_scores = Vec::new();
        let mut fold_test_scores = Vec::new();

        for fold in 0..cv {
            let val_start = fold * fold_size;
            let val_end = if fold == cv - 1 { n_samples } else { (fold + 1) * fold_size };

            let all_train_indices: Vec<usize> = (0..n_samples)
                .filter(|&i| i < val_start || i >= val_end)
                .collect();
            let val_indices: Vec<usize> = (val_start..val_end).collect();

            // Use only train_size samples
            let train_indices: Vec<usize> = all_train_indices.into_iter()
                .take(train_size)
                .collect();

            if train_indices.is_empty() { continue; }

            let x_train: Vec<f32> = train_indices.iter()
                .flat_map(|&i| x_data[i * n_features..(i + 1) * n_features].to_vec())
                .collect();
            let y_train: Vec<f32> = train_indices.iter().map(|&i| y_data[i]).collect();

            let x_val: Vec<f32> = val_indices.iter()
                .flat_map(|&i| x_data[i * n_features..(i + 1) * n_features].to_vec())
                .collect();
            let y_val: Vec<f32> = val_indices.iter().map(|&i| y_data[i]).collect();

            let x_train_t = Tensor::from_slice(&x_train, &[train_indices.len(), n_features]).unwrap();
            let y_train_t = Tensor::from_slice(&y_train, &[train_indices.len()]).unwrap();
            let x_val_t = Tensor::from_slice(&x_val, &[val_indices.len(), n_features]).unwrap();
            let y_val_t = Tensor::from_slice(&y_val, &[val_indices.len()]).unwrap();

            // Score on training data
            let train_score = fit_and_score(&x_train_t, &y_train_t, &x_train_t, &y_train_t);
            fold_train_scores.push(train_score);

            // Score on validation data
            let test_score = fit_and_score(&x_train_t, &y_train_t, &x_val_t, &y_val_t);
            fold_test_scores.push(test_score);
        }

        if !fold_train_scores.is_empty() {
            sizes.push(train_size);
            train_scores.push(fold_train_scores.iter().sum::<f32>() / fold_train_scores.len() as f32);
            test_scores.push(fold_test_scores.iter().sum::<f32>() / fold_test_scores.len() as f32);
        }
    }

    (sizes, train_scores, test_scores)
}

/// Validation Curve - evaluate model performance with varying hyperparameter values
pub fn validation_curve<F>(
    x: &Tensor,
    y: &Tensor,
    param_values: &[f32],
    cv: usize,
    mut fit_and_score: F,
) -> (Vec<f32>, Vec<f32>)
where
    F: FnMut(&Tensor, &Tensor, &Tensor, &Tensor, f32) -> f32,
{
    let x_data = x.data_f32();
    let y_data = y.data_f32();
    let n_samples = x.dims()[0];
    let n_features = x.dims()[1];

    let mut train_scores = Vec::new();
    let mut test_scores = Vec::new();

    for &param_value in param_values {
        let fold_size = n_samples / cv;
        let mut fold_train_scores = Vec::new();
        let mut fold_test_scores = Vec::new();

        for fold in 0..cv {
            let val_start = fold * fold_size;
            let val_end = if fold == cv - 1 { n_samples } else { (fold + 1) * fold_size };

            let train_indices: Vec<usize> = (0..n_samples)
                .filter(|&i| i < val_start || i >= val_end)
                .collect();
            let val_indices: Vec<usize> = (val_start..val_end).collect();

            let x_train: Vec<f32> = train_indices.iter()
                .flat_map(|&i| x_data[i * n_features..(i + 1) * n_features].to_vec())
                .collect();
            let y_train: Vec<f32> = train_indices.iter().map(|&i| y_data[i]).collect();

            let x_val: Vec<f32> = val_indices.iter()
                .flat_map(|&i| x_data[i * n_features..(i + 1) * n_features].to_vec())
                .collect();
            let y_val: Vec<f32> = val_indices.iter().map(|&i| y_data[i]).collect();

            let x_train_t = Tensor::from_slice(&x_train, &[train_indices.len(), n_features]).unwrap();
            let y_train_t = Tensor::from_slice(&y_train, &[train_indices.len()]).unwrap();
            let x_val_t = Tensor::from_slice(&x_val, &[val_indices.len(), n_features]).unwrap();
            let y_val_t = Tensor::from_slice(&y_val, &[val_indices.len()]).unwrap();

            let train_score = fit_and_score(&x_train_t, &y_train_t, &x_train_t, &y_train_t, param_value);
            fold_train_scores.push(train_score);

            let test_score = fit_and_score(&x_train_t, &y_train_t, &x_val_t, &y_val_t, param_value);
            fold_test_scores.push(test_score);
        }

        train_scores.push(fold_train_scores.iter().sum::<f32>() / fold_train_scores.len() as f32);
        test_scores.push(fold_test_scores.iter().sum::<f32>() / fold_test_scores.len() as f32);
    }

    (train_scores, test_scores)
}

#[cfg(test)]
mod tests {
    use super::*;

    #[test]
    fn test_group_kfold() {
        let groups = vec![0, 0, 1, 1, 2, 2, 3, 3];
        let gkf = GroupKFold::new(2);
        let splits = gkf.split(8, &groups);
        
        assert_eq!(splits.len(), 2);
        for (train, test) in &splits {
            assert!(!train.is_empty());
            assert!(!test.is_empty());
        }
    }

    #[test]
    fn test_repeated_kfold() {
        let rkf = RepeatedKFold::new(3, 2).random_state(42);
        let splits = rkf.split(9);
        
        assert_eq!(splits.len(), 6); // 3 folds * 2 repeats
    }

    #[test]
    fn test_stratified_shuffle_split() {
        let y = vec![0.0, 0.0, 0.0, 1.0, 1.0, 1.0];
        let sss = StratifiedShuffleSplit::new(3, 0.33).random_state(42);
        let splits = sss.split(&y);
        
        assert_eq!(splits.len(), 3);
    }
}