scirs2-stats 0.4.1

Statistical functions module for SciRS2 (scirs2-stats)
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
540
541
542
543
544
545
546
547
548
549
550
551
552
553
554
555
556
557
558
559
560
561
562
563
564
565
566
567
568
569
570
571
572
573
574
575
576
577
578
579
580
581
582
583
584
585
586
587
588
589
590
591
592
593
594
595
596
597
598
599
600
601
602
603
604
605
606
607
608
609
610
611
612
613
614
615
616
617
618
619
620
621
622
623
624
625
626
627
628
629
630
631
632
633
634
635
636
637
638
639
640
641
642
643
644
645
646
647
648
649
650
651
652
653
654
655
656
657
658
659
660
661
662
663
664
665
666
667
668
669
670
671
672
673
674
675
676
677
678
679
680
681
682
683
684
685
686
687
688
689
690
691
692
693
694
695
696
697
698
699
700
701
702
703
704
705
706
707
708
709
710
711
712
713
714
715
716
717
718
719
720
721
722
723
724
725
726
727
728
729
730
731
732
733
734
735
736
737
738
739
740
741
742
743
744
745
746
747
748
749
750
751
752
753
754
755
756
757
758
759
760
761
762
763
764
765
766
767
768
769
770
771
772
773
774
775
776
777
778
779
780
781
782
783
784
785
786
787
788
789
790
791
792
793
794
795
796
797
798
799
800
801
802
803
804
805
806
807
808
809
810
811
812
813
814
815
816
817
818
819
820
821
822
823
824
825
826
827
828
829
830
831
832
833
834
835
836
837
838
839
840
841
842
843
844
845
846
847
848
849
850
851
852
853
854
855
856
857
858
859
860
861
862
863
864
865
866
867
868
869
870
871
872
873
874
875
876
877
878
879
880
881
882
883
884
885
886
887
888
889
890
891
892
893
894
895
896
897
898
899
900
901
902
903
904
905
906
907
908
909
910
911
912
913
914
915
916
917
918
919
920
921
922
923
924
925
926
927
928
929
930
931
932
933
934
935
936
937
938
939
940
941
942
943
944
945
946
947
948
949
950
951
952
953
954
955
956
957
958
959
960
961
962
963
964
965
966
967
968
//! Discriminant Analysis
//!
//! This module provides implementations of Linear Discriminant Analysis (LDA) and
//! Quadratic Discriminant Analysis (QDA) for classification and dimensionality reduction.

use crate::error::{StatsError, StatsResult as Result};
use crate::error_handling_v2::ErrorCode;
use crate::{unified_error_handling::global_error_handler, validate_or_error};
use scirs2_core::ndarray::{Array1, Array2, ArrayView1, ArrayView2, Axis};

/// Linear Discriminant Analysis (LDA)
///
/// LDA is a dimensionality reduction technique that finds linear combinations of features
/// that best separate different classes. It assumes that all classes have the same
/// covariance structure.
#[derive(Debug, Clone)]
pub struct LinearDiscriminantAnalysis {
    /// Solver type for eigenvalue decomposition
    pub solver: LDASolver,
    /// Whether to shrink the covariance estimate
    pub shrinkage: Option<f64>,
    /// Number of components to keep (None = automatic)
    pub n_components: Option<usize>,
    /// Prior probabilities for each class (None = empirical)
    pub priors: Option<Array1<f64>>,
    /// Store training fit results
    pub store_covariance: bool,
}

/// Solver methods for LDA
#[derive(Debug, Clone, Copy, PartialEq)]
pub enum LDASolver {
    /// SVD-based solver (most stable)
    Svd,
    /// Eigenvalue decomposition (faster for small problems)
    Eigen,
}

/// Result of Linear Discriminant Analysis
#[derive(Debug, Clone)]
pub struct LDAResult {
    /// Linear discriminant coefficients (scalings)
    pub scalings: Array2<f64>,
    /// Intercepts for each class
    pub intercept: Array1<f64>,
    /// Pooled covariance matrix
    pub covariance: Option<Array2<f64>>,
    /// Class means
    pub means: Array2<f64>,
    /// Prior probabilities for each class
    pub priors: Array1<f64>,
    /// Class labels
    pub classes: Array1<i32>,
    /// Explained variance ratio for each component
    pub explained_variance_ratio: Array1<f64>,
    /// Number of features used for training
    pub n_features: usize,
}

impl Default for LinearDiscriminantAnalysis {
    fn default() -> Self {
        Self {
            solver: LDASolver::Svd,
            shrinkage: None,
            n_components: None,
            priors: None,
            store_covariance: true,
        }
    }
}

impl LinearDiscriminantAnalysis {
    /// Create a new LDA instance
    pub fn new() -> Self {
        Self::default()
    }

    /// Set the solver type
    pub fn with_solver(mut self, solver: LDASolver) -> Self {
        self.solver = solver;
        self
    }

    /// Set shrinkage parameter for covariance regularization
    pub fn with_shrinkage(mut self, shrinkage: f64) -> Self {
        self.shrinkage = Some(shrinkage);
        self
    }

    /// Set number of components to keep
    pub fn with_n_components(mut self, n_components: usize) -> Self {
        self.n_components = Some(n_components);
        self
    }

    /// Set prior probabilities
    pub fn with_priors(mut self, priors: Array1<f64>) -> Self {
        self.priors = Some(priors);
        self
    }

    /// Set whether to store covariance matrix
    pub fn with_store_covariance(mut self, store: bool) -> Self {
        self.store_covariance = store;
        self
    }

    /// Fit the LDA model
    pub fn fit(&self, x: ArrayView2<f64>, y: ArrayView1<i32>) -> Result<LDAResult> {
        let handler = global_error_handler();
        validate_or_error!(finite: x.as_slice().expect("Operation failed"), "x", "LDA fit");

        let (n_samples, n_features) = x.dim();
        let n_targets = y.len();

        if n_samples != n_targets {
            return Err(handler
                .create_validation_error(
                    ErrorCode::E2001,
                    "LDA fit",
                    "samplesize_mismatch",
                    format!("x: {}, y: {}", n_samples, n_targets),
                    "Number of samples in X and y must be equal",
                )
                .error);
        }

        if n_samples < 2 {
            return Err(handler
                .create_validation_error(
                    ErrorCode::E2003,
                    "LDA fit",
                    "n_samples",
                    n_samples,
                    "LDA requires at least 2 samples",
                )
                .error);
        }

        // Get unique classes and validate
        let unique_classes = self.get_unique_classes(y)?;
        let n_classes = unique_classes.len();

        if n_classes < 2 {
            return Err(handler
                .create_validation_error(
                    ErrorCode::E1001,
                    "LDA fit",
                    "n_classes",
                    n_classes,
                    "LDA requires at least 2 classes",
                )
                .error);
        }

        if n_features >= n_samples && self.solver == LDASolver::Eigen {
            return Err(handler
                .create_error(
                    ErrorCode::E1001,
                    "LDA fit",
                    "Use SVD solver when n_features >= n_samples for numerical stability",
                )
                .error);
        }

        // Compute class statistics
        let (class_means, class_priors, class_counts) =
            self.compute_class_statistics(x, y, &unique_classes)?;

        // Compute within-class and between-class scatter matrices
        let (sw, sb) = self.compute_scatter_matrices(x, y, &unique_classes, &class_means)?;

        // Apply shrinkage if specified
        let sw_regularized = if let Some(shrinkage) = self.shrinkage {
            self.apply_shrinkage(&sw, shrinkage)?
        } else {
            sw
        };

        // Solve generalized eigenvalue problem
        let (scalings, explained_variance_ratio) =
            self.solve_eigenvalue_problem(&sw_regularized, &sb)?;

        // Limit number of components
        let n_components = self
            .n_components
            .unwrap_or(n_classes - 1)
            .min(n_classes - 1)
            .min(n_features);

        let final_scalings = scalings
            .slice(scirs2_core::ndarray::s![.., ..n_components])
            .to_owned();
        let final_explained_variance = explained_variance_ratio
            .slice(scirs2_core::ndarray::s![..n_components])
            .to_owned();

        // Compute intercept
        let intercept = self.compute_intercept(&class_means, &final_scalings, &class_priors)?;

        Ok(LDAResult {
            scalings: final_scalings,
            intercept,
            covariance: if self.store_covariance {
                Some(sw_regularized)
            } else {
                None
            },
            means: class_means,
            priors: class_priors,
            classes: unique_classes,
            explained_variance_ratio: final_explained_variance,
            n_features,
        })
    }

    /// Get unique classes from target array
    fn get_unique_classes(&self, y: ArrayView1<i32>) -> Result<Array1<i32>> {
        let mut classes = y.to_vec();
        classes.sort_unstable();
        classes.dedup();
        Ok(Array1::from_vec(classes))
    }

    /// Compute class means, priors, and counts
    fn compute_class_statistics(
        &self,
        x: ArrayView2<f64>,
        y: ArrayView1<i32>,
        classes: &Array1<i32>,
    ) -> Result<(Array2<f64>, Array1<f64>, Array1<usize>)> {
        let (n_samples, n_features) = x.dim();
        let n_classes = classes.len();

        let mut class_means = Array2::zeros((n_classes, n_features));
        let mut class_counts = Array1::zeros(n_classes);

        // Compute class means and counts
        for (i, &class_label) in classes.iter().enumerate() {
            let class_indices: Vec<_> = y
                .iter()
                .enumerate()
                .filter(|(_, &label)| label == class_label)
                .map(|(idx, _)| idx)
                .collect();

            if class_indices.is_empty() {
                return Err(StatsError::InvalidArgument(format!(
                    "Class {} has no samples",
                    class_label
                )));
            }

            class_counts[i] = class_indices.len();

            // Compute mean for this class
            let mut sum = Array1::zeros(n_features);
            for &idx in &class_indices {
                sum += &x.row(idx);
            }
            class_means
                .row_mut(i)
                .assign(&(sum / class_indices.len() as f64));
        }

        // Compute priors
        let class_priors = if let Some(ref priors) = self.priors {
            if priors.len() != n_classes {
                return Err(StatsError::InvalidArgument(format!(
                    "Priors length ({}) must equal number of classes ({})",
                    priors.len(),
                    n_classes
                )));
            }
            priors.clone()
        } else {
            // Empirical priors
            class_counts.mapv(|count| count as f64 / n_samples as f64)
        };

        Ok((class_means, class_priors, class_counts.mapv(|x| x)))
    }

    /// Compute within-class (Sw) and between-class (Sb) scatter matrices
    fn compute_scatter_matrices(
        &self,
        x: ArrayView2<f64>,
        y: ArrayView1<i32>,
        classes: &Array1<i32>,
        class_means: &Array2<f64>,
    ) -> Result<(Array2<f64>, Array2<f64>)> {
        let (_n_samples, n_features) = x.dim();
        let _n_classes = classes.len();

        // Overall mean
        let overall_mean = x.mean_axis(Axis(0)).expect("Operation failed");

        // Initialize scatter matrices
        let mut sw = Array2::zeros((n_features, n_features));
        let mut sb = Array2::zeros((n_features, n_features));

        // Compute within-class scatter
        for (class_idx, &class_label) in classes.iter().enumerate() {
            let class_mean = class_means.row(class_idx);

            for (sample_idx, &sample_label) in y.iter().enumerate() {
                if sample_label == class_label {
                    let sample = x.row(sample_idx);
                    let diff = &sample - &class_mean;

                    // Outer product: diff^T * diff
                    for i in 0..n_features {
                        for j in 0..n_features {
                            sw[[i, j]] += diff[i] * diff[j];
                        }
                    }
                }
            }
        }

        // Compute between-class scatter
        for (class_idx, _) in classes.iter().enumerate() {
            let class_mean = class_means.row(class_idx);
            let class_count = y
                .iter()
                .filter(|&&label| label == classes[class_idx])
                .count() as f64;
            let diff = &class_mean - &overall_mean;

            // Weighted outer product
            for i in 0..n_features {
                for j in 0..n_features {
                    sb[[i, j]] += class_count * diff[i] * diff[j];
                }
            }
        }

        Ok((sw, sb))
    }

    /// Apply shrinkage regularization to covariance matrix
    fn apply_shrinkage(&self, sw: &Array2<f64>, shrinkage: f64) -> Result<Array2<f64>> {
        let n_features = sw.nrows();
        let trace = (0..n_features).map(|i| sw[[i, i]]).sum::<f64>();
        let scaled_identity = Array2::eye(n_features) * (trace / n_features as f64);

        Ok((1.0 - shrinkage) * sw + shrinkage * scaled_identity)
    }

    /// Solve the generalized eigenvalue problem Sb * v = λ * Sw * v
    fn solve_eigenvalue_problem(
        &self,
        sw: &Array2<f64>,
        sb: &Array2<f64>,
    ) -> Result<(Array2<f64>, Array1<f64>)> {
        match self.solver {
            LDASolver::Svd => self.solve_svd(sw, sb),
            LDASolver::Eigen => self.solve_eigen(sw, sb),
        }
    }

    /// SVD-based solver (more numerically stable)
    fn solve_svd(&self, sw: &Array2<f64>, sb: &Array2<f64>) -> Result<(Array2<f64>, Array1<f64>)> {
        // Cholesky decomposition of Sw = L * L^T
        let l = scirs2_linalg::cholesky(&sw.view(), None).map_err(|e| {
            StatsError::ComputationError(format!(
                "Cholesky decomposition failed: {}. Try using shrinkage.",
                e
            ))
        })?;

        // Solve L * M = Sb for M
        let l_inv = scirs2_linalg::inv(&l.view(), None).map_err(|e| {
            StatsError::ComputationError(format!("Failed to invert Cholesky factor: {}", e))
        })?;

        let m = l_inv.dot(sb).dot(&l_inv.t());

        // SVD of M using scirs2_linalg
        let (u, s, _vt) = scirs2_linalg::svd(&m.view(), true, None)
            .map_err(|e| StatsError::ComputationError(format!("SVD failed: {}", e)))?;

        // Transform back: scalings = L^{-T} * U
        let scalings = l_inv.t().dot(&u);

        // Sort by eigenvalues (singular values in descending order)
        let mut eigen_pairs: Vec<_> = s.iter().cloned().zip(scalings.columns()).collect();
        eigen_pairs.sort_by(|a, b| b.0.partial_cmp(&a.0).expect("Operation failed"));

        let eigenvalues: Vec<f64> = eigen_pairs.iter().map(|(val_, _)| *val_).collect();
        let eigenvectors: Array2<f64> = Array2::from_shape_vec(
            (scalings.nrows(), eigenvalues.len()),
            eigen_pairs
                .iter()
                .flat_map(|(_, vec)| vec.iter().cloned())
                .collect(),
        )
        .map_err(|e| {
            StatsError::ComputationError(format!("Failed to construct eigenvector matrix: {}", e))
        })?;

        // Compute explained variance ratio
        let total_variance: f64 = eigenvalues.iter().sum();
        let explained_variance_ratio = if total_variance > 1e-10 {
            Array1::from_vec(
                eigenvalues
                    .iter()
                    .map(|&val| val / total_variance)
                    .collect(),
            )
        } else {
            Array1::zeros(eigenvalues.len())
        };

        Ok((eigenvectors, explained_variance_ratio))
    }

    /// Eigenvalue-based solver
    fn solve_eigen(
        &self,
        sw: &Array2<f64>,
        sb: &Array2<f64>,
    ) -> Result<(Array2<f64>, Array1<f64>)> {
        // Compute Sw^{-1} * Sb
        let sw_inv = scirs2_linalg::inv(&sw.view(), None).map_err(|e| {
            StatsError::ComputationError(format!(
                "Failed to invert within-class scatter matrix: {}. Try using shrinkage.",
                e
            ))
        })?;

        let a = sw_inv.dot(sb);

        // Eigenvalue decomposition using scirs2_linalg
        // Note: Using eigh_f64_lapack for symmetric eigenvalue decomposition
        let (eigenvalues, eigenvectors) =
            scirs2_linalg::eigh_f64_lapack(&a.view()).map_err(|e| {
                StatsError::ComputationError(format!("Eigenvalue decomposition failed: {}", e))
            })?;

        // Sort in descending order
        let mut eigen_pairs: Vec<_> = eigenvalues
            .iter()
            .cloned()
            .zip(eigenvectors.columns())
            .collect();
        eigen_pairs.sort_by(|a, b| b.0.partial_cmp(&a.0).expect("Operation failed"));

        let sorted_eigenvalues: Vec<f64> = eigen_pairs.iter().map(|(val_, _)| *val_).collect();
        let sorted_eigenvectors: Array2<f64> = Array2::from_shape_vec(
            (eigenvectors.nrows(), sorted_eigenvalues.len()),
            eigen_pairs
                .iter()
                .flat_map(|(_, vec)| vec.iter().cloned())
                .collect(),
        )
        .map_err(|e| {
            StatsError::ComputationError(format!("Failed to construct eigenvector matrix: {}", e))
        })?;

        // Compute explained variance ratio
        let total_variance: f64 = sorted_eigenvalues.iter().filter(|&&val| val > 0.0).sum();
        let explained_variance_ratio = if total_variance > 1e-10 {
            Array1::from_vec(
                sorted_eigenvalues
                    .iter()
                    .map(|&val| if val > 0.0 { val / total_variance } else { 0.0 })
                    .collect(),
            )
        } else {
            Array1::zeros(sorted_eigenvalues.len())
        };

        Ok((sorted_eigenvectors, explained_variance_ratio))
    }

    /// Compute intercept for decision function
    fn compute_intercept(
        &self,
        class_means: &Array2<f64>,
        scalings: &Array2<f64>,
        priors: &Array1<f64>,
    ) -> Result<Array1<f64>> {
        let n_classes = class_means.nrows();
        let mut intercept = Array1::zeros(n_classes);

        for i in 0..n_classes {
            let class_mean = class_means.row(i);
            let projected_mean = scalings.t().dot(&class_mean.to_owned());
            let prior_term = priors[i].ln();

            // Intercept = log(prior) - 0.5 * mean^T * Sigma^{-1} * mean
            intercept[i] = prior_term - 0.5 * projected_mean.dot(&projected_mean);
        }

        Ok(intercept)
    }

    /// Transform data to discriminant space
    pub fn transform(&self, x: ArrayView2<f64>, result: &LDAResult) -> Result<Array2<f64>> {
        let handler = global_error_handler();
        validate_or_error!(finite: x.as_slice().expect("Operation failed"), "x", "LDA transform");

        if x.ncols() != result.n_features {
            return Err(handler
                .create_validation_error(
                    ErrorCode::E2001,
                    "LDA transform",
                    "n_features",
                    format!("input: {}, expected: {}", x.ncols(), result.n_features),
                    "Number of features must match training data",
                )
                .error);
        }

        Ok(x.dot(&result.scalings))
    }

    /// Predict class labels
    pub fn predict(&self, x: ArrayView2<f64>, result: &LDAResult) -> Result<Array1<i32>> {
        let scores = self.decision_function(x, result)?;
        let mut predictions = Array1::zeros(x.nrows());

        for (i, row) in scores.rows().into_iter().enumerate() {
            let max_idx = row
                .iter()
                .enumerate()
                .max_by(|(_, a), (_, b)| a.partial_cmp(b).expect("Operation failed"))
                .map(|(idx, _)| idx)
                .expect("Operation failed");
            predictions[i] = result.classes[max_idx];
        }

        Ok(predictions)
    }

    /// Compute decision function scores
    pub fn decision_function(&self, x: ArrayView2<f64>, result: &LDAResult) -> Result<Array2<f64>> {
        let projected = self.transform(x, result)?;
        let n_samples = projected.nrows();
        let n_classes = result.classes.len();

        let mut scores = Array2::zeros((n_samples, n_classes));

        for i in 0..n_samples {
            let sample = projected.row(i);
            for j in 0..n_classes {
                let class_mean = result.means.row(j);
                let projected_class_mean = result.scalings.t().dot(&class_mean.to_owned());

                // Linear discriminant function
                scores[[i, j]] = sample.dot(&projected_class_mean) + result.intercept[j];
            }
        }

        Ok(scores)
    }

    /// Compute prediction probabilities using softmax
    pub fn predict_proba(&self, x: ArrayView2<f64>, result: &LDAResult) -> Result<Array2<f64>> {
        let scores = self.decision_function(x, result)?;
        let mut probabilities = Array2::zeros(scores.dim());

        for (i, mut row) in probabilities.rows_mut().into_iter().enumerate() {
            let score_row = scores.row(i);
            let max_score = score_row.iter().cloned().fold(f64::NEG_INFINITY, f64::max);

            // Compute softmax (numerically stable)
            let mut sum_exp = 0.0;
            for (j, &score) in score_row.iter().enumerate() {
                let exp_score = (score - max_score).exp();
                row[j] = exp_score;
                sum_exp += exp_score;
            }

            // Normalize
            if sum_exp > 1e-10 {
                row /= sum_exp;
            } else {
                // Uniform distribution if all scores are very negative
                let len = row.len();
                row.fill(1.0 / len as f64);
            }
        }

        Ok(probabilities)
    }
}

/// Quadratic Discriminant Analysis (QDA)
///
/// QDA is similar to LDA but allows different covariance matrices for each class.
/// This makes it more flexible but requires more parameters.
#[derive(Debug, Clone)]
pub struct QuadraticDiscriminantAnalysis {
    /// Prior probabilities for each class (None = empirical)
    pub priors: Option<Array1<f64>>,
    /// Regularization parameter for covariance matrices
    pub reg_param: f64,
    /// Store covariances during training
    pub store_covariance: bool,
}

/// Result of Quadratic Discriminant Analysis
#[derive(Debug, Clone)]
pub struct QDAResult {
    /// Covariance matrices for each class
    pub covariances: Option<Vec<Array2<f64>>>,
    /// Class means
    pub means: Array2<f64>,
    /// Prior probabilities for each class
    pub priors: Array1<f64>,
    /// Class labels
    pub classes: Array1<i32>,
    /// Number of features used for training
    pub n_features: usize,
}

impl Default for QuadraticDiscriminantAnalysis {
    fn default() -> Self {
        Self {
            priors: None,
            reg_param: 0.0,
            store_covariance: true,
        }
    }
}

impl QuadraticDiscriminantAnalysis {
    /// Create a new QDA instance
    pub fn new() -> Self {
        Self::default()
    }

    /// Set prior probabilities
    pub fn with_priors(mut self, priors: Array1<f64>) -> Self {
        self.priors = Some(priors);
        self
    }

    /// Set regularization parameter
    pub fn with_reg_param(mut self, reg_param: f64) -> Self {
        self.reg_param = reg_param;
        self
    }

    /// Set whether to store covariance matrices
    pub fn with_store_covariance(mut self, store: bool) -> Self {
        self.store_covariance = store;
        self
    }

    /// Fit the QDA model
    pub fn fit(&self, x: ArrayView2<f64>, y: ArrayView1<i32>) -> Result<QDAResult> {
        let handler = global_error_handler();
        validate_or_error!(finite: x.as_slice().expect("Operation failed"), "x", "QDA fit");

        let (n_samples, n_features) = x.dim();

        if n_samples != y.len() {
            return Err(handler
                .create_validation_error(
                    ErrorCode::E2001,
                    "QDA fit",
                    "samplesize_mismatch",
                    format!("x: {}, y: {}", n_samples, y.len()),
                    "Number of samples in X and y must be equal",
                )
                .error);
        }

        // Get unique classes
        let mut classes = y.to_vec();
        classes.sort_unstable();
        classes.dedup();
        let unique_classes = Array1::from_vec(classes);
        let n_classes = unique_classes.len();

        if n_classes < 2 {
            return Err(handler
                .create_validation_error(
                    ErrorCode::E1001,
                    "QDA fit",
                    "n_classes",
                    n_classes,
                    "QDA requires at least 2 classes",
                )
                .error);
        }

        // Compute class statistics
        let mut class_means = Array2::zeros((n_classes, n_features));
        let mut class_covariances = Vec::with_capacity(n_classes);
        let mut class_counts = Array1::zeros(n_classes);

        for (class_idx, &class_label) in unique_classes.iter().enumerate() {
            let class_indices: Vec<_> = y
                .iter()
                .enumerate()
                .filter(|(_, &label)| label == class_label)
                .map(|(idx, _)| idx)
                .collect();

            let classsize = class_indices.len();
            if classsize < 2 {
                return Err(handler
                    .create_validation_error(
                        ErrorCode::E2003,
                        "QDA fit",
                        "classsize",
                        classsize,
                        "Each class must have at least 2 samples for covariance estimation",
                    )
                    .error);
            }

            class_counts[class_idx] = classsize;

            // Compute class mean
            let mut classdata = Array2::zeros((classsize, n_features));
            for (i, &sample_idx) in class_indices.iter().enumerate() {
                classdata.row_mut(i).assign(&x.row(sample_idx));
            }

            let class_mean = classdata.mean_axis(Axis(0)).expect("Operation failed");
            class_means.row_mut(class_idx).assign(&class_mean);

            // Compute class covariance
            let mut centered = classdata;
            for mut row in centered.rows_mut() {
                row -= &class_mean;
            }

            let mut cov = centered.t().dot(&centered) / (classsize - 1) as f64;

            // Apply regularization
            if self.reg_param > 0.0 {
                let trace = (0..n_features).map(|i| cov[[i, i]]).sum::<f64>();
                let identity_term: Array2<f64> =
                    Array2::eye(n_features) * (self.reg_param * trace / n_features as f64);
                cov = cov + identity_term;
            }

            class_covariances.push(cov);
        }

        // Compute priors
        let class_priors = if let Some(ref priors) = self.priors {
            if priors.len() != n_classes {
                return Err(StatsError::InvalidArgument(format!(
                    "Priors length ({}) must equal number of classes ({})",
                    priors.len(),
                    n_classes
                )));
            }
            priors.clone()
        } else {
            class_counts.mapv(|count| count as f64 / n_samples as f64)
        };

        Ok(QDAResult {
            covariances: if self.store_covariance {
                Some(class_covariances)
            } else {
                None
            },
            means: class_means,
            priors: class_priors,
            classes: unique_classes,
            n_features,
        })
    }

    /// Predict class labels
    pub fn predict(&self, x: ArrayView2<f64>, result: &QDAResult) -> Result<Array1<i32>> {
        let scores = self.decision_function(x, result)?;
        let mut predictions = Array1::zeros(x.nrows());

        for (i, row) in scores.rows().into_iter().enumerate() {
            let max_idx = row
                .iter()
                .enumerate()
                .max_by(|(_, a), (_, b)| a.partial_cmp(b).expect("Operation failed"))
                .map(|(idx, _)| idx)
                .expect("Operation failed");
            predictions[i] = result.classes[max_idx];
        }

        Ok(predictions)
    }

    /// Compute decision function scores
    pub fn decision_function(&self, x: ArrayView2<f64>, result: &QDAResult) -> Result<Array2<f64>> {
        let handler = global_error_handler();
        validate_or_error!(finite: x.as_slice().expect("Operation failed"), "x", "QDA decision_function");

        if x.ncols() != result.n_features {
            return Err(handler
                .create_validation_error(
                    ErrorCode::E2001,
                    "QDA decision_function",
                    "n_features",
                    format!("input: {}, expected: {}", x.ncols(), result.n_features),
                    "Number of features must match training data",
                )
                .error);
        }

        if result.covariances.is_none() {
            return Err(StatsError::InvalidArgument(
                "Covariances not stored during training. Set store_covariance=true.".to_string(),
            ));
        }

        let covariances = result.covariances.as_ref().expect("Operation failed");
        let n_samples = x.nrows();
        let n_classes = result.classes.len();
        let mut scores = Array2::zeros((n_samples, n_classes));

        for class_idx in 0..n_classes {
            let class_mean = result.means.row(class_idx);
            let class_cov = &covariances[class_idx];

            // Compute inverse and determinant
            let cov_inv = scirs2_linalg::inv(&class_cov.view(), None).map_err(|e| {
                StatsError::ComputationError(format!(
                    "Failed to invert covariance matrix for class {}: {}",
                    class_idx, e
                ))
            })?;

            let det_cov = scirs2_linalg::det(&class_cov.view(), None).map_err(|e| {
                StatsError::ComputationError(format!(
                    "Failed to compute determinant for class {}: {}",
                    class_idx, e
                ))
            })?;

            if det_cov <= 0.0 {
                return Err(StatsError::ComputationError(format!(
                    "Covariance matrix for class {} is not positive definite",
                    class_idx
                )));
            }

            let log_det_term = -0.5 * det_cov.ln();
            let prior_term = result.priors[class_idx].ln();

            for sample_idx in 0..n_samples {
                let sample = x.row(sample_idx);
                let diff = &sample - &class_mean;

                // Quadratic form: (x - μ)^T Σ^{-1} (x - μ)
                let quad_form = diff.dot(&cov_inv.dot(&diff.to_owned()));

                scores[[sample_idx, class_idx]] = prior_term + log_det_term - 0.5 * quad_form;
            }
        }

        Ok(scores)
    }

    /// Compute prediction probabilities
    pub fn predict_proba(&self, x: ArrayView2<f64>, result: &QDAResult) -> Result<Array2<f64>> {
        let scores = self.decision_function(x, result)?;
        let mut probabilities = Array2::zeros(scores.dim());

        for (i, mut row) in probabilities.rows_mut().into_iter().enumerate() {
            let score_row = scores.row(i);
            let max_score = score_row.iter().cloned().fold(f64::NEG_INFINITY, f64::max);

            // Compute softmax (numerically stable)
            let mut sum_exp = 0.0;
            for (j, &score) in score_row.iter().enumerate() {
                let exp_score = (score - max_score).exp();
                row[j] = exp_score;
                sum_exp += exp_score;
            }

            // Normalize
            if sum_exp > 1e-10 {
                row /= sum_exp;
            } else {
                let len = row.len();
                row.fill(1.0 / len as f64);
            }
        }

        Ok(probabilities)
    }
}

#[cfg(test)]
mod tests {
    use super::*;
    use scirs2_core::ndarray::array;

    #[test]
    fn test_lda_basic() {
        // Create non-degenerate data with proper variance in multiple dimensions
        let x = array![
            [1.0, 2.5],
            [2.1, 3.2],
            [2.8, 4.1],
            [6.2, 7.1],
            [7.3, 8.5],
            [8.1, 9.3],
        ];
        let y = array![0, 0, 0, 1, 1, 1];

        let lda = LinearDiscriminantAnalysis::new();
        let result = lda.fit(x.view(), y.view()).expect("Operation failed");

        assert_eq!(result.classes, array![0, 1]);
        assert_eq!(result.means.nrows(), 2);
        assert_eq!(result.means.ncols(), 2);

        // Test prediction
        let predictions = lda.predict(x.view(), &result).expect("Operation failed");
        assert_eq!(predictions.len(), 6);
    }

    #[test]
    fn test_qda_basic() {
        // Create non-degenerate data with different covariance structures for each class
        let x = array![
            [1.0, 2.5],
            [2.1, 3.2],
            [2.8, 4.1],
            [6.2, 7.1],
            [7.3, 8.5],
            [8.1, 9.3],
        ];
        let y = array![0, 0, 0, 1, 1, 1];

        let qda = QuadraticDiscriminantAnalysis::new();
        let result = qda.fit(x.view(), y.view()).expect("Operation failed");

        assert_eq!(result.classes, array![0, 1]);
        assert_eq!(result.means.nrows(), 2);
        assert_eq!(result.means.ncols(), 2);

        // Test prediction
        let predictions = qda.predict(x.view(), &result).expect("Operation failed");
        assert_eq!(predictions.len(), 6);
    }

    #[test]
    fn test_lda_transform() {
        // Create non-degenerate 3D data with independent variance in each dimension
        let x = array![
            [1.2, 2.8, 3.1],
            [2.1, 3.5, 4.2],
            [2.9, 4.1, 5.3],
            [6.1, 7.2, 8.5],
            [7.2, 8.3, 9.1],
            [8.3, 9.1, 10.2],
        ];
        let y = array![0, 0, 0, 1, 1, 1];

        let lda = LinearDiscriminantAnalysis::new();
        let result = lda.fit(x.view(), y.view()).expect("Operation failed");

        let transformed = lda.transform(x.view(), &result).expect("Operation failed");
        assert_eq!(transformed.nrows(), 6);
        assert!(transformed.ncols() <= result.classes.len() - 1);
    }
}