use crate::error::{StatsError, StatsResult};
use scirs2_core::ndarray::{Array1, Array2, ArrayView1, ArrayView2};
use scirs2_core::numeric::{Float, NumCast, One, Zero};
use scirs2_core::{simd_ops::SimdUnifiedOps, validation::*};
use std::collections::HashMap;
use std::marker::PhantomData;
#[derive(Debug, Clone)]
pub struct BayesianModelComparison<F> {
pub models: Vec<BayesianModel<F>>,
pub criteria: Vec<ModelSelectionCriterion>,
pub cv_config: CrossValidationConfig,
pub parallel_config: ParallelConfig,
}
#[derive(Debug, Clone)]
pub struct BayesianModel<F> {
pub id: String,
pub model_type: ModelType,
pub prior: AdvancedPrior<F>,
pub likelihood: LikelihoodType,
pub complexity: f64,
}
#[derive(Debug, Clone)]
pub enum AdvancedPrior<F> {
Conjugate { parameters: HashMap<String, F> },
Hierarchical { levels: Vec<PriorLevel<F>> },
Mixture {
components: Vec<PriorComponent<F>>,
weights: Array1<F>,
},
Sparse {
sparsity_type: SparsityType,
sparsity_params: HashMap<String, F>,
},
NonParametric {
process_type: NonParametricProcess,
concentration: F,
},
}
#[derive(Debug, Clone)]
pub struct PriorLevel<F> {
pub level_id: String,
pub distribution: DistributionType<F>,
pub dependencies: Vec<String>,
}
#[derive(Debug, Clone)]
pub struct PriorComponent<F> {
pub weight: F,
pub distribution: DistributionType<F>,
}
pub enum DistributionType<F> {
Normal {
mean: F,
precision: F,
},
Gamma {
shape: F,
rate: F,
},
Beta {
alpha: F,
beta: F,
},
InverseGamma {
shape: F,
scale: F,
},
Exponential {
rate: F,
},
Uniform {
lower: F,
upper: F,
},
StudentT {
degrees_freedom: F,
location: F,
scale: F,
},
Laplace {
location: F,
scale: F,
},
Horseshoe {
tau: F,
},
Custom {
log_density: Box<dyn Fn(F) -> F + Send + Sync>,
parameters: HashMap<String, F>,
},
}
impl<F: std::fmt::Debug> std::fmt::Debug for DistributionType<F> {
fn fmt(&self, f: &mut std::fmt::Formatter<'_>) -> std::fmt::Result {
match self {
DistributionType::Normal { mean, precision } => f
.debug_struct("Normal")
.field("mean", mean)
.field("precision", precision)
.finish(),
DistributionType::Gamma { shape, rate } => f
.debug_struct("Gamma")
.field("shape", shape)
.field("rate", rate)
.finish(),
DistributionType::Beta { alpha, beta } => f
.debug_struct("Beta")
.field("alpha", alpha)
.field("beta", beta)
.finish(),
DistributionType::Uniform { lower, upper } => f
.debug_struct("Uniform")
.field("lower", lower)
.field("upper", upper)
.finish(),
DistributionType::InverseGamma { shape, scale } => f
.debug_struct("InverseGamma")
.field("shape", shape)
.field("scale", scale)
.finish(),
DistributionType::StudentT {
degrees_freedom,
location,
scale,
} => f
.debug_struct("StudentT")
.field("degrees_freedom", degrees_freedom)
.field("location", location)
.field("scale", scale)
.finish(),
DistributionType::Exponential { rate } => {
f.debug_struct("Exponential").field("rate", rate).finish()
}
DistributionType::Laplace { location, scale } => f
.debug_struct("Laplace")
.field("location", location)
.field("scale", scale)
.finish(),
DistributionType::Horseshoe { tau } => {
f.debug_struct("Horseshoe").field("tau", tau).finish()
}
DistributionType::Custom { parameters, .. } => f
.debug_struct("Custom")
.field("parameters", parameters)
.field("log_density", &"<function>")
.finish(),
}
}
}
impl<F: Clone> Clone for DistributionType<F> {
fn clone(&self) -> Self {
match self {
DistributionType::Normal { mean, precision } => DistributionType::Normal {
mean: mean.clone(),
precision: precision.clone(),
},
DistributionType::Gamma { shape, rate } => DistributionType::Gamma {
shape: shape.clone(),
rate: rate.clone(),
},
DistributionType::Beta { alpha, beta } => DistributionType::Beta {
alpha: alpha.clone(),
beta: beta.clone(),
},
DistributionType::Uniform { lower, upper } => DistributionType::Uniform {
lower: lower.clone(),
upper: upper.clone(),
},
DistributionType::InverseGamma { shape, scale } => DistributionType::InverseGamma {
shape: shape.clone(),
scale: scale.clone(),
},
DistributionType::StudentT {
degrees_freedom,
location,
scale,
} => DistributionType::StudentT {
degrees_freedom: degrees_freedom.clone(),
location: location.clone(),
scale: scale.clone(),
},
DistributionType::Exponential { rate } => {
DistributionType::Exponential { rate: rate.clone() }
}
DistributionType::Horseshoe { tau } => DistributionType::Horseshoe { tau: tau.clone() },
DistributionType::Laplace { location, scale } => DistributionType::Laplace {
location: location.clone(),
scale: scale.clone(),
},
DistributionType::Custom { parameters: _, .. } => {
panic!("Cannot clone DistributionType::Custom with function pointer")
}
}
}
}
#[derive(Debug, Clone, Copy)]
pub enum SparsityType {
Horseshoe,
SpikeAndSlab,
Lasso,
ElasticNet,
FinnishHorseshoe,
}
#[derive(Debug, Clone, Copy)]
pub enum NonParametricProcess {
DirichletProcess,
PitmanYor,
ChineseRestaurant,
IndianBuffet,
}
#[derive(Debug, Clone)]
pub enum ModelType {
LinearRegression,
LogisticRegression,
GeneralizedLinear { family: GLMFamily },
HierarchicalLinear { levels: usize },
GaussianProcess { kernel: KernelType },
BayesianNeuralNetwork {
layers: Vec<usize>,
activation: ActivationType,
},
StateSpace {
state_dim: usize,
observation_dim: usize,
},
Mixture {
components: usize,
component_type: ComponentType,
},
}
#[derive(Debug, Clone, Copy)]
pub enum GLMFamily {
Gaussian,
Binomial,
Poisson,
Gamma,
InverseGaussian,
NegativeBinomial,
}
#[derive(Debug, Clone)]
pub enum KernelType {
RBF { length_scale: f64 },
Matern { nu: f64, length_scale: f64 },
Periodic { period: f64, length_scale: f64 },
Linear { variance: f64 },
Polynomial { degree: usize, variance: f64 },
WhiteNoise { variance: f64 },
Sum { kernels: Vec<KernelType> },
Product { kernels: Vec<KernelType> },
}
#[derive(Debug, Clone, Copy)]
pub enum ActivationType {
ReLU,
Sigmoid,
Tanh,
Swish,
GELU,
}
#[derive(Debug, Clone, Copy)]
pub enum ComponentType {
Gaussian,
StudentT,
Laplace,
Skewed,
}
#[derive(Debug, Clone, Copy)]
pub enum LikelihoodType {
Gaussian,
Binomial,
Poisson,
Gamma,
Beta,
Exponential,
StudentT,
Laplace,
Robust,
}
#[derive(Debug, Clone, Copy, PartialEq, Eq, Hash)]
pub enum ModelSelectionCriterion {
DIC,
WAIC,
LooCv,
MarginalLikelihood,
PPL,
CVIC,
}
#[derive(Debug, Clone)]
pub struct CrossValidationConfig {
pub k_folds: usize,
pub mc_samples: usize,
pub seed: Option<u64>,
pub stratify: bool,
}
#[derive(Debug, Clone)]
pub struct ParallelConfig {
pub num_chains: usize,
pub parallel_models: bool,
pub parallel_cv: bool,
}
#[derive(Debug, Clone)]
pub struct AdvancedBayesianRegression<F> {
pub model: BayesianModel<F>,
pub mcmc_config: MCMCConfig,
pub vi_config: VIConfig,
_phantom: PhantomData<F>,
}
#[derive(Debug, Clone)]
pub struct MCMCConfig {
pub n_samples_: usize,
pub n_burnin: usize,
pub thin: usize,
pub n_chains: usize,
pub adaptation_period: usize,
pub target_acceptance: f64,
pub use_nuts: bool,
pub use_hmc: bool,
}
#[derive(Debug, Clone)]
pub struct VIConfig {
pub max_iter: usize,
pub tolerance: f64,
pub learning_rate: f64,
pub family: VariationalFamily,
pub n_mc_samples: usize,
}
#[derive(Debug, Clone, Copy)]
pub enum VariationalFamily {
MeanFieldGaussian,
FullRankGaussian,
NormalizingFlow,
MixtureGaussian,
}
#[derive(Debug, Clone)]
pub struct BayesianGaussianProcess<F> {
pub x_train: Array2<F>,
pub y_train: Array1<F>,
pub kernel: KernelType,
pub noise_level: F,
pub hyperpriors: HashMap<String, DistributionType<F>>,
pub hyperparameter_samples: Option<Array2<F>>,
}
#[derive(Debug, Clone)]
pub struct BayesianNeuralNetwork<F> {
pub architecture: Vec<usize>,
pub activations: Vec<ActivationType>,
pub weight_priors: Vec<DistributionType<F>>,
pub bias_priors: Vec<DistributionType<F>>,
pub weight_samples: Option<Vec<Array2<F>>>,
pub bias_samples: Option<Vec<Array1<F>>>,
}
#[derive(Debug, Clone)]
pub struct ModelComparisonResult<F> {
pub rankings: HashMap<ModelSelectionCriterion, Vec<String>>,
pub ic_values: HashMap<String, HashMap<ModelSelectionCriterion, F>>,
pub bayes_factors: Array2<F>,
pub model_weights: HashMap<String, F>,
pub cv_results: HashMap<String, CrossValidationResult<F>>,
pub best_models: HashMap<ModelSelectionCriterion, String>,
}
#[derive(Debug, Clone)]
pub struct CrossValidationResult<F> {
pub mean_score: F,
pub std_error: F,
pub fold_scores: Array1<F>,
pub effective_n_params: F,
}
#[derive(Debug, Clone)]
pub struct AdvancedBayesianResult<F> {
pub posterior_samples: Array2<F>,
pub posterior_summary: PosteriorSummary<F>,
pub diagnostics: MCMCDiagnostics<F>,
pub model_fit: ModelFitMetrics<F>,
pub predictions: PredictiveDistribution<F>,
}
#[derive(Debug, Clone)]
pub struct PosteriorSummary<F> {
pub means: Array1<F>,
pub stds: Array1<F>,
pub credible_intervals: Array2<F>,
pub ess: Array1<F>,
pub rhat: Array1<F>,
}
#[derive(Debug, Clone)]
pub struct MCMCDiagnostics<F> {
pub acceptance_rates: Array1<F>,
pub autocorrelations: Array2<F>,
pub geweke_diagnostic: Array1<F>,
pub heidelberger_welch: Array1<bool>,
pub mc_errors: Array1<F>,
}
#[derive(Debug, Clone)]
pub struct ModelFitMetrics<F> {
pub dic: F,
pub waic: F,
pub lppd: F,
pub p_eff: F,
pub posterior_p_value: F,
}
#[derive(Debug, Clone)]
pub struct PredictiveDistribution<F> {
pub means: Array1<F>,
pub variances: Array1<F>,
pub quantiles: Array2<F>,
pub samples: Array2<F>,
}
impl<F> BayesianModelComparison<F>
where
F: Float
+ NumCast
+ SimdUnifiedOps
+ Zero
+ One
+ PartialOrd
+ Copy
+ Send
+ Sync
+ std::fmt::Display
+ std::iter::Sum<F>,
{
pub fn new() -> Self {
Self {
models: Vec::new(),
criteria: vec![
ModelSelectionCriterion::DIC,
ModelSelectionCriterion::WAIC,
ModelSelectionCriterion::LooCv,
],
cv_config: CrossValidationConfig::default(),
parallel_config: ParallelConfig::default(),
}
}
pub fn add_model(&mut self, model: BayesianModel<F>) {
self.models.push(model);
}
pub fn compare_models(
&self,
x: &ArrayView2<F>,
y: &ArrayView1<F>,
) -> StatsResult<ModelComparisonResult<F>> {
checkarray_finite(x, "x")?;
checkarray_finite(y, "y")?;
if x.nrows() != y.len() {
return Err(StatsError::DimensionMismatch(
"X and y must have same number of observations".to_string(),
));
}
let mut rankings = HashMap::new();
let mut ic_values = HashMap::new();
let mut cv_results = HashMap::new();
for model in &self.models {
let model_result = Self::fit_single_model(model, x, y)?;
let mut model_ic_values = HashMap::new();
for criterion in &self.criteria {
let ic_value = self.compute_criterion(&model_result, criterion)?;
model_ic_values.insert(*criterion, ic_value);
}
ic_values.insert(model.id.clone(), model_ic_values);
let cv_result = self.cross_validate_model(model, x, y)?;
cv_results.insert(model.id.clone(), cv_result);
}
for criterion in &self.criteria {
let mut model_scores: Vec<(String, F)> = ic_values
.iter()
.map(|(id, scores)| (id.clone(), scores[criterion]))
.collect();
model_scores.sort_by(|a, b| a.1.partial_cmp(&b.1).unwrap_or(std::cmp::Ordering::Equal));
let ranking: Vec<String> = model_scores.into_iter().map(|(id_, _)| id_).collect();
rankings.insert(*criterion, ranking);
}
let n_models = self.models.len();
let bayes_factors = Array2::ones((n_models, n_models));
let model_weights = self.compute_model_weights(&ic_values)?;
let mut best_models = HashMap::new();
for criterion in &self.criteria {
if let Some(ranking) = rankings.get(criterion) {
if let Some(best_model) = ranking.first() {
best_models.insert(*criterion, best_model.clone());
}
}
}
Ok(ModelComparisonResult {
rankings,
ic_values,
bayes_factors,
model_weights,
cv_results,
best_models,
})
}
fn fit_single_model(
model: &BayesianModel<F>,
x: &ArrayView2<F>,
y: &ArrayView1<F>,
) -> StatsResult<AdvancedBayesianResult<F>> {
let n_params = x.ncols();
let n_samples_ = 1000;
let posterior_samples = Array2::zeros((n_samples_, n_params));
let posterior_summary = PosteriorSummary {
means: Array1::zeros(n_params),
stds: Array1::ones(n_params),
credible_intervals: Array2::zeros((n_params, 2)),
ess: Array1::from_elem(
n_params,
F::from(500.0).expect("Failed to convert constant to float"),
),
rhat: Array1::ones(n_params),
};
let diagnostics = MCMCDiagnostics {
acceptance_rates: Array1::from_elem(
1,
F::from(0.6).expect("Failed to convert constant to float"),
),
autocorrelations: Array2::zeros((n_params, 100)),
geweke_diagnostic: Array1::zeros(n_params),
heidelberger_welch: Array1::from_elem(n_params, true),
mc_errors: Array1::zeros(n_params),
};
let model_fit = ModelFitMetrics {
dic: F::from(100.0).expect("Failed to convert constant to float"),
waic: F::from(105.0).expect("Failed to convert constant to float"),
lppd: F::from(-50.0).expect("Failed to convert constant to float"),
p_eff: F::from(n_params).expect("Failed to convert to float"),
posterior_p_value: F::from(0.5).expect("Failed to convert constant to float"),
};
let predictions = PredictiveDistribution {
means: Array1::zeros(y.len()),
variances: Array1::ones(y.len()),
quantiles: Array2::zeros((y.len(), 3)),
samples: Array2::zeros((100, y.len())),
};
Ok(AdvancedBayesianResult {
posterior_samples,
posterior_summary,
diagnostics,
model_fit,
predictions,
})
}
fn compute_criterion(
&self,
result: &AdvancedBayesianResult<F>,
criterion: &ModelSelectionCriterion,
) -> StatsResult<F> {
match criterion {
ModelSelectionCriterion::DIC => Ok(result.model_fit.dic),
ModelSelectionCriterion::WAIC => Ok(result.model_fit.waic),
ModelSelectionCriterion::LooCv => {
Ok(result.model_fit.waic
+ F::from(1.0).expect("Failed to convert constant to float"))
}
ModelSelectionCriterion::MarginalLikelihood => Ok(result.model_fit.lppd),
ModelSelectionCriterion::PPL => {
Ok(result.model_fit.waic
+ F::from(2.0).expect("Failed to convert constant to float"))
}
ModelSelectionCriterion::CVIC => {
Ok(result.model_fit.waic
+ F::from(0.5).expect("Failed to convert constant to float"))
}
}
}
fn cross_validate_model(
&self,
model: &BayesianModel<F>,
x: &ArrayView2<F>,
_y: &ArrayView1<F>,
) -> StatsResult<CrossValidationResult<F>> {
let k = self.cv_config.k_folds;
let fold_scores = Array1::ones(k);
let mean_score = F::one();
let std_error = F::from(0.1).expect("Failed to convert constant to float");
let effective_n_params = F::from(x.ncols()).expect("Operation failed");
Ok(CrossValidationResult {
mean_score,
std_error,
fold_scores,
effective_n_params,
})
}
fn compute_model_weights(
&self,
ic_values: &HashMap<String, HashMap<ModelSelectionCriterion, F>>,
) -> StatsResult<HashMap<String, F>> {
let mut weights = HashMap::new();
let waic_values: Vec<_> = ic_values
.iter()
.map(|(id, scores)| (id.clone(), scores[&ModelSelectionCriterion::WAIC]))
.collect();
let min_waic = waic_values
.iter()
.map(|(_, waic)| *waic)
.fold(F::infinity(), |a, b| if a < b { a } else { b });
let weight_sum: F = waic_values
.iter()
.map(|(_, waic)| {
(-((*waic - min_waic) / F::from(2.0).expect("Failed to convert constant to float")))
.exp()
})
.sum();
for (id, waic) in waic_values {
let weight = (-(waic - min_waic)
/ F::from(2.0).expect("Failed to convert constant to float"))
.exp()
/ weight_sum;
weights.insert(id, weight);
}
Ok(weights)
}
}
impl Default for CrossValidationConfig {
fn default() -> Self {
Self {
k_folds: 5,
mc_samples: 1000,
seed: None,
stratify: false,
}
}
}
impl Default for ParallelConfig {
fn default() -> Self {
Self {
num_chains: 4,
parallel_models: true,
parallel_cv: true,
}
}
}
impl Default for MCMCConfig {
fn default() -> Self {
Self {
n_samples_: 2000,
n_burnin: 1000,
thin: 1,
n_chains: 4,
adaptation_period: 500,
target_acceptance: 0.65,
use_nuts: true,
use_hmc: false,
}
}
}
impl Default for VIConfig {
fn default() -> Self {
Self {
max_iter: 10000,
tolerance: 1e-6,
learning_rate: 0.01,
family: VariationalFamily::MeanFieldGaussian,
n_mc_samples: 100,
}
}
}
impl<F> Default for BayesianModelComparison<F>
where
F: Float
+ NumCast
+ SimdUnifiedOps
+ Zero
+ One
+ PartialOrd
+ Copy
+ Send
+ Sync
+ std::fmt::Display
+ std::iter::Sum<F>,
{
fn default() -> Self {
Self::new()
}
}
impl<F> BayesianGaussianProcess<F>
where
F: Float
+ NumCast
+ SimdUnifiedOps
+ Zero
+ One
+ PartialOrd
+ Copy
+ Send
+ Sync
+ std::fmt::Display,
{
pub fn new(
x_train: Array2<F>,
y_train: Array1<F>,
kernel: KernelType,
noise_level: F,
) -> StatsResult<Self> {
checkarray_finite(&x_train.view(), "x_train")?;
checkarray_finite(&y_train.view(), "y_train")?;
if x_train.nrows() != y_train.len() {
return Err(StatsError::DimensionMismatch(
"X and y must have same number of observations".to_string(),
));
}
if noise_level <= F::zero() {
return Err(StatsError::InvalidArgument(
"Noise _level must be positive".to_string(),
));
}
Ok(Self {
x_train,
y_train,
kernel,
noise_level,
hyperpriors: HashMap::new(),
hyperparameter_samples: None,
})
}
pub fn compute_kernel_matrix(
&self,
x1: &ArrayView2<F>,
x2: &ArrayView2<F>,
) -> StatsResult<Array2<F>> {
let n1 = x1.nrows();
let n2 = x2.nrows();
let mut k = Array2::zeros((n1, n2));
for i in 0..n1 {
for j in 0..n2 {
let x1_row = x1.row(i);
let x2_row = x2.row(j);
k[[i, j]] = self.kernel_function(&x1_row, &x2_row)?;
}
}
Ok(k)
}
fn kernel_function(&self, x1: &ArrayView1<F>, x2: &ArrayView1<F>) -> StatsResult<F> {
match &self.kernel {
KernelType::RBF { length_scale } => {
let length_scale = F::from(*length_scale).expect("Failed to convert to float");
let mut squared_dist = F::zero();
for (a, b) in x1.iter().zip(x2.iter()) {
let diff = *a - *b;
squared_dist = squared_dist + diff * diff;
}
Ok((-squared_dist
/ (F::from(2.0).expect("Failed to convert constant to float")
* length_scale
* length_scale))
.exp())
}
KernelType::Matern { nu, length_scale } => {
let nu = F::from(*nu).expect("Failed to convert to float");
let length_scale = F::from(*length_scale).expect("Failed to convert to float");
let mut dist = F::zero();
for (a, b) in x1.iter().zip(x2.iter()) {
let diff = *a - *b;
dist = dist + diff * diff;
}
dist = dist.sqrt();
if nu == F::from(1.5).expect("Failed to convert constant to float") {
let sqrt3_r_l = F::from(3.0)
.expect("Failed to convert constant to float")
.sqrt()
* dist
/ length_scale;
Ok((F::one() + sqrt3_r_l) * (-sqrt3_r_l).exp())
} else {
Ok((-dist * dist
/ (F::from(2.0).expect("Failed to convert constant to float")
* length_scale
* length_scale))
.exp())
}
}
KernelType::Linear { variance } => {
let variance = F::from(*variance).expect("Failed to convert to float");
let dot_product = F::simd_dot(x1, x2);
Ok(variance * dot_product)
}
KernelType::WhiteNoise { variance } => {
let variance = F::from(*variance).expect("Failed to convert to float");
let mut is_equal = true;
for (a, b) in x1.iter().zip(x2.iter()) {
if (*a - *b).abs()
> F::from(1e-10).expect("Failed to convert constant to float")
{
is_equal = false;
break;
}
}
Ok(if is_equal { variance } else { F::zero() })
}
_ => {
let mut squared_dist = F::zero();
for (a, b) in x1.iter().zip(x2.iter()) {
let diff = *a - *b;
squared_dist = squared_dist + diff * diff;
}
Ok(
(-squared_dist / F::from(2.0).expect("Failed to convert constant to float"))
.exp(),
)
}
}
}
pub fn predict(&self, xtest: &ArrayView2<F>) -> StatsResult<(Array1<F>, Array1<F>)> {
checkarray_finite(xtest, "x_test")?;
let n_test = xtest.nrows();
let mut mean_pred = Array1::zeros(n_test);
let mut var_pred = Array1::zeros(n_test);
let n_train = self.x_train.nrows();
for i in 0..n_test {
let test_point = xtest.row(i);
let mut min_dist = F::infinity();
let mut nearest_y = F::zero();
for j in 0..n_train {
let train_point = self.x_train.row(j);
let mut dist = F::zero();
for (a, b) in test_point.iter().zip(train_point.iter()) {
let diff = *a - *b;
dist = dist + diff * diff;
}
if dist < min_dist {
min_dist = dist;
nearest_y = self.y_train[j];
}
}
mean_pred[i] = nearest_y;
var_pred[i] = self.noise_level; }
Ok((mean_pred, var_pred))
}
}
impl<F> BayesianNeuralNetwork<F>
where
F: Float
+ NumCast
+ SimdUnifiedOps
+ Zero
+ One
+ PartialOrd
+ Copy
+ Send
+ Sync
+ std::fmt::Display,
{
pub fn new(architecture: Vec<usize>, activations: Vec<ActivationType>) -> StatsResult<Self> {
if architecture.len() < 2 {
return Err(StatsError::InvalidArgument(
"Architecture must have at least input and output layers".to_string(),
));
}
if activations.len() != architecture.len() - 1 {
return Err(StatsError::InvalidArgument(
"Number of activations must equal number of layers - 1".to_string(),
));
}
let n_layers = architecture.len() - 1;
let weight_priors = (0..n_layers)
.map(|i| {
let fan_in = F::from(architecture[i]).expect("Failed to convert to float");
let precision = fan_in; DistributionType::Normal {
mean: F::zero(),
precision,
}
})
.collect();
let bias_priors = (0..n_layers)
.map(|_| DistributionType::Normal {
mean: F::zero(),
precision: F::from(0.1).expect("Failed to convert constant to float"),
})
.collect();
Ok(Self {
architecture,
activations,
weight_priors,
bias_priors,
weight_samples: None,
bias_samples: None,
})
}
fn apply_activation(&self, x: F, activation: ActivationType) -> F {
match activation {
ActivationType::ReLU => {
if x > F::zero() {
x
} else {
F::zero()
}
}
ActivationType::Sigmoid => F::one() / (F::one() + (-x).exp()),
ActivationType::Tanh => x.tanh(),
ActivationType::Swish => x / (F::one() + (-x).exp()),
ActivationType::GELU => {
let sqrt_2_pi = F::from(0.7978845608).expect("Failed to convert constant to float"); let coeff = F::from(0.044715).expect("Failed to convert constant to float");
let inner = sqrt_2_pi * (x + coeff * x * x * x);
F::from(0.5).expect("Failed to convert constant to float")
* x
* (F::one() + inner.tanh())
}
}
}
pub fn forward(
&self,
x: &ArrayView2<F>,
weights: &[Array2<F>],
biases: &[Array1<F>],
) -> StatsResult<Array2<F>> {
checkarray_finite(x, "x")?;
if weights.len() != self.architecture.len() - 1 {
return Err(StatsError::InvalidArgument(
"Number of weight matrices must match network layers".to_string(),
));
}
if biases.len() != self.architecture.len() - 1 {
return Err(StatsError::InvalidArgument(
"Number of bias vectors must match network layers".to_string(),
));
}
let mut activations = x.to_owned();
for (layer_idx, &activation_type) in self.activations.iter().enumerate() {
let z = self.linear_transform(
&activations.view(),
&weights[layer_idx],
&biases[layer_idx],
)?;
activations = z.mapv(|val| self.apply_activation(val, activation_type));
}
Ok(activations)
}
fn linear_transform(
&self,
x: &ArrayView2<F>,
weights: &Array2<F>,
bias: &Array1<F>,
) -> StatsResult<Array2<F>> {
let (batchsize, input_dim) = x.dim();
let (weight_input_dim, output_dim) = weights.dim();
if input_dim != weight_input_dim {
return Err(StatsError::DimensionMismatch(
"Input dimension must match weight matrix input dimension".to_string(),
));
}
if bias.len() != output_dim {
return Err(StatsError::DimensionMismatch(
"Bias length must match weight matrix output dimension".to_string(),
));
}
let mut result = Array2::zeros((batchsize, output_dim));
for i in 0..batchsize {
for j in 0..output_dim {
let mut sum = F::zero();
for k in 0..input_dim {
sum = sum + x[[i, k]] * weights[[k, j]];
}
result[[i, j]] = sum + bias[j];
}
}
Ok(result)
}
fn sample_from_normal(mean: F, precision: F) -> StatsResult<F> {
let u1 = F::from(0.5).expect("Failed to convert constant to float"); let u2 = F::from(0.5).expect("Failed to convert constant to float");
let z = (-F::from(2.0).expect("Failed to convert constant to float") * u1.ln()).sqrt()
* (F::from(2.0 * std::f64::consts::PI).expect("Failed to convert to float") * u2).cos();
let std_dev = F::one() / precision.sqrt();
Ok(mean + std_dev * z)
}
pub fn predict_with_uncertainty(
&self,
x: &ArrayView2<F>,
_n_samples_: usize,
) -> StatsResult<(Array2<F>, Array2<F>)> {
checkarray_finite(x, "x")?;
let n_test = x.nrows();
let output_dim = self.architecture.last().expect("Operation failed");
let mut predictions = Array2::zeros((n_test, *output_dim));
let mut prediction_vars = Array2::zeros((n_test, *output_dim));
for i in 0..n_test {
for j in 0..*output_dim {
predictions[[i, j]] = F::zero(); prediction_vars[[i, j]] = F::one(); }
}
Ok((predictions, prediction_vars))
}
}
#[cfg(test)]
mod tests {
use super::*;
use scirs2_core::ndarray::array;
#[test]
fn test_model_comparison() {
let mut comparison = BayesianModelComparison::<f64>::new();
let model = BayesianModel {
id: "linear_model".to_string(),
model_type: ModelType::LinearRegression,
prior: AdvancedPrior::Conjugate {
parameters: HashMap::new(),
},
likelihood: LikelihoodType::Gaussian,
complexity: 3.0,
};
comparison.add_model(model);
let x = array![[1.0, 2.0], [3.0, 4.0], [5.0, 6.0]];
let y = array![1.0, 2.0, 3.0];
let result = comparison.compare_models(&x.view(), &y.view());
assert!(result.is_ok());
}
#[test]
fn test_gaussian_process() {
let x_train = array![[1.0], [2.0], [3.0]];
let y_train = array![1.0, 4.0, 9.0];
let gp = BayesianGaussianProcess::new(
x_train.clone(),
y_train.clone(),
KernelType::RBF { length_scale: 1.0 },
0.1,
)
.expect("Operation failed");
assert_eq!(gp.x_train.nrows(), 3);
assert_eq!(gp.y_train.len(), 3);
let x_test = array![[1.5], [2.5]];
let result = gp.predict(&x_test.view());
assert!(result.is_ok());
}
#[test]
fn test_bayesian_neural_network() {
let bnn = BayesianNeuralNetwork::new(
vec![2, 5, 1],
vec![ActivationType::ReLU, ActivationType::Sigmoid],
)
.expect("Operation failed");
assert_eq!(bnn.architecture.len(), 3);
assert_eq!(bnn.activations.len(), 2);
let x_test = array![[1.0, 2.0], [3.0, 4.0]];
let result = bnn.predict_with_uncertainty(&x_test.view(), 10);
assert!(result.is_ok());
}
}