dkerschbaumer commented on a change in pull request #1334:
URL: https://github.com/apache/systemds/pull/1334#discussion_r671124397
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File path: scripts/builtin/xgboost.dml
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@@ -0,0 +1,780 @@
+# INPUT PARAMETERS:
+#
---------------------------------------------------------------------------------------------
+# NAME TYPE DEFAULT MEANING
+#
---------------------------------------------------------------------------------------------
+# X Matrix[Double] --- Feature matrix X; note that X
needs to be both recoded and dummy coded
+# Y Matrix[Double] --- Label matrix Y; note that Y
needs to be both recoded and dummy coded
+# R Matrix[Double] 1, 1xn Matrix R; 1xn
vector which for each feature in X contains the following information
+#
- R[,1]: 1 (scalar feature)
+#
- R[,2]: 2 (categorical feature)
+# Feature 1 is a scalar feature
and features 2 is a categorical feature
+# If R is not provided by default
all variables are assumed to be scale (1)
+# sml_type Integer 1 Supervised machine learning
type: 1 = Regression(default), 2 = Classification
+# num_trees Integer 7 Number of trees to be created in
the xgboost model
+# learning_rate Double 0.3 Alias: eta. After each boosting
step the learning rate controls the weights of the new predictions
+# max_depth Integer 6 Maximum depth of a tree.
Increasing this value will make the model more complex and more likely to
overfit
+# lambda Double 0.0 L2 regularization term on
weights. Increasing this value will make model more conservative and reduce
amount of leaves of a tree
+#
---------------------------------------------------------------------------------------------
+
+#
---------------------------------------------------------------------------------------------
+# OUTPUT:
+# Matrix M where each column corresponds to a node in the learned tree (the
first node is the init prediction) and each row contains the following
information:
+# M[1,j]: id of node j (in a complete binary tree)
+# M[2,j]: tree id to which node j belongs
+# M[3,j]: Offset (no. of columns) to left child of j if j is an internal
node, otherwise 0
+# M[4,j]: Feature index of the feature (scale feature id if the feature is
scale or categorical feature id if the feature is categorical)
+# that node j looks at if j is an internal node, otherwise 0
+# M[5,j]: Type of the feature that node j looks at if j is an internal node.
if leaf = 0, if scalar = 1, if categorical = 2
+# M[6:,j]: If j is an internal node: Threshold the example's feature value is
compared to is stored at M[6,j] if the feature chosen for j is scale,
+# otherwise if the feature chosen for j is categorical rows 6,7,... depict
the value subset chosen for j
+# If j is a leaf node 1 if j is impure and the number of samples at j >
threshold, otherwise 0
+#
-------------------------------------------------------------------------------------------
+
+m_xgboost = function(Matrix[Double] X, Matrix[Double] y, Matrix[Double] R =
matrix(1,rows=1,cols=nrow(X)),
+ Integer sml_type = 1, Integer num_trees = 7, Double learning_rate = 0.3,
Integer max_depth = 6, Double lambda = 0.0)
+ return (Matrix[Double] M) {
+ # test if input correct
+ assert(nrow(X) == nrow(y))
+ assert(ncol(y) == 1)
+ assert(nrow(R) == 1)
+
+ M = matrix(0,rows=6,cols=0)
+ # set the init prediction at first col in M
+ init_prediction_matrix = matrix("0 0 0 0 0 0",rows=nrow(M),cols=1)
+ init_prediction_matrix[6,1] = median(y)
+ M = cbind(M, init_prediction_matrix)
+
+ current_prediction = matrix(median(y), rows=nrow(y), cols=1)
+
+ tree_id = 1
+ while(tree_id <= num_trees)
+ {
+ curr_M = buildOneTree(X, y, R, sml_type, max_depth, current_prediction,
tree_id, lambda)
+
+ # in current prediction all previous trees are considered, so we only add
the current tree to calculate new predictions
+ current_prediction = calculateNewPredictions(X,
sml_type,current_prediction, learning_rate, curr_M)
+
+ tree_id = tree_id + 1
+ M = cbind(M, curr_M) # concat the new tree to the existing one (forest-ing)
+ }
+}
+
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: X: nxn matrix, original input matrix
+# INPUT: current_prediction: nx1 vector of the current prediction for my
target features y (1st run is init prediction)
+# INPUT: learning_rate: set by user
+# INPUT: curr_M: The current M matrix with the current tree
+# OUTPUT: new_prediction: x1 vector of new new_prediction for my target
features y
+calculateNewPredictions = function(Matrix[Double] X, Integer sml_type,
Matrix[Double] current_prediction,
+ Double learning_rate, Matrix[Double] curr_M)
+ return (Matrix[Double] new_prediction) {
+ assert(ncol(current_prediction) == 1)
+ assert(nrow(current_prediction) == nrow(X)) # each Entry should have an own
initial prediction
+ new_prediction = matrix(0, rows=nrow(current_prediction), cols=1)
+ start_node_current_tree = curr_M[,1]
+
+ if(sml_type == 1) # Regression
+ {
+ for(entry in 1:nrow(X)) # go though each entry in X and calculate the new
prediction
+ {
+ output_values = matrix(0, rows=1, cols=0)
+
+ output_value = getOutputValueForEntry(X[entry,], curr_M,
start_node_current_tree)
+ output_values = cbind(output_values, as.matrix(output_value))
+ new_prediction[entry,] = current_prediction[entry,] + learning_rate *
sum(output_values)
+ }
+ }
+ else # Classification
+ {
+ assert(sml_type == 2)
+ for(entry in 1:nrow(X)) # go though each entry in X and calculate the new
prediction
+ {
+ output_values = matrix(0, rows=1, cols=0)
+ output_value = getOutputValueForEntry(X[entry,], curr_M,
start_node_current_tree)
+ output_values = cbind(output_values, as.matrix(output_value))
+ odds = as.scalar(current_prediction[entry,])
+ if((1 - odds) == 0)
+ log_odds = 0
+ else
+ log_odds = log(odds / (1 - odds))
+ x = (log_odds + learning_rate * sum(output_values))
+ e = 2.7182818284
+ new_prediction[entry,] = e^x / (1 + e^x)
+ }
+ }
+}
+
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: row_vector: nx1 vector, one sample with n features
+# INPUT: curr_M: The current M matrix with the current tree
+# INPUT: current_node: the start node of the current tree
+# OUTPUT: output_value: the prediction for the current sample at the current
tree
+getOutputValueForEntry = function(Matrix[Double] row_vector, Matrix[Double]
curr_M, Matrix[Double] current_node)
+ return (Double output_value) {
+ assert(nrow(row_vector) == 1)
+ assert(as.scalar(current_node[1,]) == 1)
+
+ cur_node_index = 1 # cant take the node id because its diff to the index
+
+ # iterate over one tree and find output value
+ while(as.scalar(current_node[5,]) != 0.0) # until leaf
+ {
+ used_feature = as.scalar(current_node[4,])
+ feature_is_scalar = as.scalar(current_node[5,]) == 1
+ if(feature_is_scalar) #SCALAR values
+ {
+ if(as.scalar(row_vector[,used_feature]) < as.scalar(current_node[6,]))
# go left
+ {
+ cur_node_index = (cur_node_index + as.scalar(current_node[3,]))
+ current_node = curr_M[,cur_node_index]
+ }
+ else # go right
+ {
+ cur_node_index = cur_node_index + as.scalar(current_node[3,]) + 1
+ current_node = curr_M[,cur_node_index]
+ }
+ }
+ else # CATEGORICAL values
+ {
+ assert(as.scalar(current_node[5,]) == 2)
+ if(as.scalar(row_vector[,used_feature]) == 1) # go left
+ {
+ cur_node_index = (cur_node_index + as.scalar(current_node[3,]))
+ current_node = curr_M[,cur_node_index]
+ }
+ else # go right
+ {
+ assert(as.scalar(row_vector[,used_feature]) == 0)
+ cur_node_index = cur_node_index + as.scalar(current_node[3,]) + 1
+ current_node = curr_M[,cur_node_index]
+ }
+ }
+ }
+ output_value = as.scalar(current_node[6,])
+}
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: X: nxn matrix, original input matrix
+# INPUT: y: nx1 vector of my target values
+# INPUT: R The matrix R which for each feature in X contains the following
information
+# - R[,2]: 1 (scalar feature)
+# - R[,1]: 2 (categorical feature)
+# INPUT: M: the nxn output matrix
+# INPUT: prediction: nx1 vector, my current predictions for my target value
y
+# INPUT: tree_id: The current tree id, starting at 1
+# OUTPUT: M: the current M matrix of this tree
+buildOneTree = function(Matrix[Double] X, Matrix[Double] y, Matrix[Double] R,
Integer sml_type, Integer max_depth,
+ Matrix[Double] prediction, Double tree_id, Double lambda)
+ return (Matrix[Double] M) {
+
+ M = matrix(0,rows=6,cols=0)
+ node_queue = matrix(1, rows=1, cols=1) # Add first Node
+ curr_rows_queue = matrix(1, rows=nrow(X), cols=1)
+ node_queue_len = 1
+ depth = 0.0
+ level = 0
+
+ # adjust this here if we create more trees to create new prediction values
+ while (node_queue_len > 0) {
+ has_child = FALSE
+ [node_queue, node] = dataQueuePop(node_queue)
+ [curr_rows_queue, curr_rows_vector] = dataQueuePop(curr_rows_queue)
+
+ level = log(as.scalar(node), 2) + 1
+ available_rows = calcAvailableRows(curr_rows_vector) # check if leaf
+
+ if(available_rows == 0)
+ {
+ residual_matrix = matrix(0, rows=0, cols=0)
+ }
+ else
+ {
+ [curr_X, curr_y, curr_X_full, curr_prediction] = updateMatrices(X, y,
prediction, curr_rows_vector)
+ residual_matrix = calculateResiduals(curr_y, curr_prediction) # we need
residuals calculated also for leafs for output value
+ }
+
+ best_feature_index = 0.00
+ done = FALSE
+ if(sml_type == 2)
+ {
+ count = sum(curr_y)
+ if(count == 0)
+ done = TRUE
+ if(count == nrow(curr_y))
+ done = TRUE
+ }
+
+ if(available_rows > 1 & max_depth > level & done == FALSE) # leaf check or
max depth check
+ {
+ best_feature_index = findBestFeature(X=curr_X, y=curr_y,
sml_type=sml_type)
+ type = getTypeOfFeature(R, best_feature_index)
+
+ if(type == 1.0) # SCALAR
+ {
+ if(sml_type == 1) # Regression
+ {
+ similarity_score = calculateSimilarityScore(residual_matrix, lambda)
+ }
+ else # Classification
+ {
+ assert(sml_type == 2)
+ similarity_score =
calculateSimilarityScoreClassification(residual_matrix, curr_prediction, lambda)
+ }
+
+ [best_split_threshold, best_gain] = findBestSplit(sml_type,
curr_X[,best_feature_index], similarity_score, curr_prediction, lambda)
+ has_child = best_gain > 0 # if the gain is < 0, the split is worse
than the current node
+ }
+ else # CATEGORICAL
+ {
+ assert(type == 2.0)
+ has_child = TRUE
+ }
+ }
+
+ if (has_child)
+ {
+ [left, right] = calculateChildNodeIDs(node)
+ node_queue = dataQueuePush(left, right, node_queue)
+
+ if (type == 1.0) # SCALAR
+ {
+ [left_row_vec, right_row_vec] =
splitMatrixByValueLoop(curr_X_full[,best_feature_index],
X[,best_feature_index], best_split_threshold)
+ curr_rows_queue = dataQueuePush(left_row_vec, right_row_vec,
curr_rows_queue)
+ offset = ncol(node_queue) - 1
+ M = addOutputRow(M, node, tree_id, R, offset, best_feature_index,
best_split_threshold, 0.0)
+ }
+ else # CATEGORICAL
+ {
+ assert(type == 2.0)
+ [left_row_vec, right_row_vec] =
splitMatrixByCategory(curr_X_full[,best_feature_index], X[,best_feature_index])
+ curr_rows_queue = dataQueuePush(left_row_vec, right_row_vec,
curr_rows_queue)
+ offset = ncol(node_queue) - 1
+ M = addOutputRow(M, node, tree_id, R, offset, best_feature_index, 0.0,
0.0)
+ }
+ }
+ else # has no child => must be leaf
+ {
+ if(sml_type == 1) # Regression
+ {
+ output_value = calculateOutputValue(residual_matrix, lambda)
+ }
+ else # Classification
+ {
+ assert(sml_type == 2)
+ output_value = calculateOutputValueClassification(residual_matrix,
curr_prediction, lambda)
+ }
+ # offset, best_feature_idx, threshold
+ M = addOutputRow(M, node, tree_id, R, 0.0, 0.0, 0.0, output_value)
+ }
+ node_queue_len = ncol(node_queue)
+ }
+}
+
+
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: node: a 1xn matrix (node containing values)
+# OUTPUT: left: the new left node id
+# OUTPUT: right: the new right node id
+calculateChildNodeIDs = function(Matrix[Double] node) return(Matrix[Double]
left, Matrix[Double] right) {
+ left = node * 2.0
+ right = node * 2.0 + 1.0
+}
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: M: the nxn output matrix
+# INPUT: node: the current node
+# INPUT: R The matrix R which for each feature in X contains the following
information
+# - R[,2]: 1 (scalar feature)
+# - R[,1]: 2 (categorical feature)
+# INPUT: offset: offset to the left child
+# INPUT: used_col: which feature got used
+# INPUT:
+# INPUT: threshold: the value at the node we separated it, if leaf => the
output value
+# OUTPUT: new_M: nxn output Matrix
+addOutputRow = function(
+ Matrix[Double] M,
+ Matrix[Double] node,
+ Double tree_id,
+ Matrix[Double] R,
+ Double offset,
+ Double used_col,
+ Double threshold,
+ Double output_value
+) return (Matrix[Double] new_M) {
+
+ current_node = matrix(0, rows=6, cols=1)
+ current_node[1,1] = node[1,1] # node id
+ current_node[2,1] = tree_id
+ current_node[3,1] = offset # offset to left child
+ current_node[4,1] = used_col # features used
+
+ if(used_col == 0.0) { # is a single value or max depth reached => leaf
+ current_node[5,1] = 0 # 0 if leaf node
+ assert(threshold == 0)
+ current_node[6,1] = output_value
+ }
+ else if (as.scalar(R[1, used_col]) == 2.0) {
+ current_node[5, 1] = 2.0 # categorical
+ assert(threshold == 0.0) # should be 0 at categorical
+ current_node[6,1] = threshold
+ }
+ else {
+ current_node[5,1] = 1.0 # 1 if it is scalar
+ current_node[6,1] = threshold # split value ( 0 if leaf or categorical)
+ }
+
+ if (ncol(M) == 0 & nrow(M) == 0) { # first node
+ new_M = current_node
+ } else {
+ new_M = cbind(M, current_node)
+ }
+}
+
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: R: Location to read the matrix R(nx1) which for each feature in X
contains the following information
+# - R[,2]: 1 (scalar feature)
+# - R[,1]: 2 (categorical feature)
+# INPUT: col: the col that is desired to know the type
+# OUTPUT: [1.0,scalar] or [2.0,categorical]
+#-----------------------------------------------------------------------------------------------------------------------
+getTypeOfFeature = function(Matrix[Double] R, Double col) return(Double type)
{
+ type = as.scalar(R[1, col])
+}
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: X: a nxn matrix (X Matrix from input)
+# INPUT: y: a 1xn matrix (y Matrix from input)
+# INPUT: prediction: a 1xn matrix with the current predictions for y
(median at first tree)
+# INPUT: vector: a 1xn matrix (contains 1 for relevant and 0 for
non-relevant value)
+# OUTPUT: new_X: the new X containing only the relevant rows
+# OUTPUT: new_y: the new y containing only the relevant rows
+# OUTPUT: new_X_full: the new X containing the relevant rows + 0 for
non_relevant
+# OUTPUT: new_prediction: the current prediction containing only the
relevant rows
+updateMatrices = function(Matrix[Double] X, Matrix[Double] y, Matrix[Double]
prediction, Matrix[Double] vector)
+ return(Matrix[Double] new_X, Matrix[Double] new_y, Matrix[Double]
new_X_full, Matrix[Double] new_prediction) {
+
+ assert(ncol(vector) == 1)
+ assert(nrow(vector) == nrow(X))
+
+ new_X = matrix(0, rows = 0, cols = 0)
+ new_y = matrix(0, rows = 0, cols = 0)
+ zero_vec = matrix(0, rows=nrow(vector), cols=ncol(X))
+ nan_vec = fillMatrixWithNaN(zero_vec) # could not directly set to NaN
+ new_X_full = matrix(0, rows = 0, cols=0)
+ new_prediction = matrix(0, rows=0, cols=0)
+ for(i in 1:nrow(vector)) {
+ if(as.scalar(vector[i,]) == 1.0) # this row is relevant for this node
+ {
+ if (ncol(new_X) == 0 & ncol(new_X_full) == 0) { # first iteration
+ new_X = X[i,]
+ new_y = y[i,]
+ new_X_full = X[i,]
+ new_prediction = prediction[i,]
+ } else if (ncol(new_X) == 0 & ncol(new_X_full) != 0) { # already a 0 row
found
+ new_X = X[i,]
+ new_y = y[i,]
+ new_X_full = rbind(new_X_full, X[i,])
+ new_prediction = prediction[i,]
+ } else { # adding all others
+ new_X = rbind(new_X, X[i,])
+ new_y = rbind(new_y, y[i,])
+ new_X_full = rbind(new_X_full, X[i,])
+ new_prediction = rbind(new_prediction, prediction[i,])
+ }
+ } else { # this row is NOT relevant for this node
+ assert(as.scalar(vector[i,]) == 0.0 | as.scalar(vector[i,]) == 'NaN')
+ if (ncol(new_X_full) == 0) { # first row
+ new_X_full = nan_vec[i,]
+ } else {
+ new_X_full = rbind(new_X_full, nan_vec[i,]) # add a new row filled with
NaNs
+ }
+ }
+ }
+}
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: vector: a 1xn matrix (current datapoints which are interesting)
+# OUTPUT: available_elements: nr. of available datapoints
+calcAvailableRows = function(Matrix[Double] vector) return(Double
available_elements){
+ assert(ncol(vector) == 1)
+ len = nrow(vector)
+ available_elements = 0.0
+ for (index in 1:len) {
+ element = as.scalar(vector[index,])
+ if(element > 0.0) {
+ available_elements = available_elements + 1.0
+ }
+ }
+}
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: queue: a nxn matrix (queue containing values)
+# OUTPUT: new_queue: the new queue after the first vector gets popped
+# OUTPUT: node_vec: the popped vector (1xn) from the queue
+dataQueuePop = function(Matrix[Double] queue) return (Matrix[Double]
new_queue, Matrix[Double] node_vec) {
+ node_vec = matrix(queue[,1], rows=1, cols=nrow(queue)) # reshape to force
the creation of a new object
+ node_vec = matrix(node_vec, rows=nrow(queue), cols=1) # reshape to force
the creation of a new object
+ len = ncol(queue)
+ if (len < 2) {
+ new_queue = matrix(0,0,0)
+ } else {
+ new_queue = matrix(queue[,2:ncol(queue)], rows=nrow(queue),
cols=ncol(queue)-1)
+ }
+}
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: left: a 1xn matrix
+# INPUT: right: a 1xn matrix
+# INPUT: queue: a nxn matrix (queue containing values)
+# OUTPUT: new_queue: the new queue nxn matrix
+dataQueuePush = function(Matrix[Double] left, Matrix[Double] right,
Matrix[Double] queue) return (Matrix[Double] new_queue) {
+ len = ncol(queue)
+ if(len <= 0) {
+ new_queue = cbind(left, right)
+ } else {
+ new_queue = cbind(queue, left, right)
+ }
+}
+
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: X: a nxn matrix (the current samples with all features we observe)
+# INPUT: y: a 1xn matrix (the current y to all observed samples)
+# OUTPUT: lowest_residuals_index: the feature index with the lowest residuals
+findBestFeature = function(Matrix[Double] X, Matrix[Double] y, Integer
sml_type) return (Integer lowest_residuals_index) {
+
+ lowest_residuals = 0
+ lowest_residuals_index = 1
+
+ for(i in 1: ncol(X)) {
+ current_feature = X[,i]
+
+ if(sml_type == 1) # Regression
+ {
+ weights = glm(X=current_feature, Y=y, dfam=1, verbose=FALSE)
+ }
+ else # Classification
+ {
+ assert(sml_type == 2)
+ weights = glm(X=current_feature, Y=y, dfam=2, verbose=FALSE)
+ }
+ y_residual = y - current_feature %*% weights
+ res = sum(y_residual ^ 2) # sum of least square calculation
+
+ if(i == 1 | res < lowest_residuals)
+ {
+ lowest_residuals = res
+ lowest_residuals_index = i
+ }
+ }
+}
+
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: one_featureX: a 1xn matrix (one feature with all values)
+# OUTPUT: best_split: the best split (highest gain indicates best splitting
of datasets)
+findBestSplit = function(Integer sml_type, Matrix[Double] one_featureX, Double
sim_score_parent, Matrix[Double] predictions, Double lambda)
+ return (Double best_split, Double best_gain)
+{
+ assert(ncol(one_featureX) == 1)
+ best_split = 0
+ best_gain = 0
+ best_sim_score_left = 0
+ best_sim_score_right = 0
+
+ ordered_X = orderFeature(one_featureX) # order entries by feature value
+
+ # iterate over all averages between 2 points
+ for(i in 1: (nrow(ordered_X)-1)) {
+ current_split = average(ordered_X[i,], ordered_X[i+1,])
+ [left, right] = splitMatrixByValue(one_featureX, current_split)
+
+ if(sml_type == 1) # Regression
+ {
+ sim_score_left = calculateSimilarityScore(left, lambda)
+ sim_score_right = calculateSimilarityScore(right, lambda)
+ }
+ else # Classification
+ {
+ assert(sml_type == 2)
+ sim_score_left = calculateSimilarityScoreClassification(left,
predictions, lambda)
+ sim_score_right = calculateSimilarityScoreClassification(right,
predictions, lambda)
+ }
+ current_gain = sim_score_left + sim_score_right - sim_score_parent
+
+ if(current_gain > best_gain)
+ {
+ best_gain = current_gain
+ best_split = current_split
+ best_sim_score_left = sim_score_left
+ best_sim_score_right = sim_score_right
+ }
+ }
+}
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: X: a 1xn matrix (one feature with all values)
+# value: the border to separate the values
+# loop: boolean to check if used in loop and returns then other
values
+# OUTPUT: left: a 1xn matrix with all values smaller than "value"
+# right: a 1xn matrix with all values larger than "value"
+splitMatrixByValue = function(Matrix[Double] X, Double value) return
(Matrix[Double] left, Matrix[Double] right) {
+ assert(ncol(X) == 1)
+ left = matrix(0, rows=0, cols=1)
+ right = matrix(0, rows=0, cols=1)
+
+ for(i in 1:nrow(X)) {
+ if(as.scalar(X[i,]) < value)
+ {
+ left = rbind(left,X[i,])
+ }
+ else
+ {
+ right = rbind(right, X[i,])
+ }
+ }
+}
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: curr_X: a 1xn matrix (one feature with current values)
+# X: a 1xn matrix the feature of the X-Matrix with all values
+# value: the border to separate the values
+# OUTPUT: left: a 1xn matrix with 1.0 if the value is smaller or 0.0 if it
is bigger
+# right: a 1xn matrix with 1.0 if the value is bigger or 0.0 if it
is smaller
+splitMatrixByValueLoop = function(Matrix[Double] curr_X, Matrix[Double] X,
Double value) return (Matrix[Double] left, Matrix[Double] right) {
+ left = matrix(0, rows=0, cols=1)
+ right = matrix(0, rows=0, cols=1)
+ one_vec = matrix(1, rows=1, cols=1)
+ zero_vec = matrix(0, rows=1, cols=1)
+
+ for(i in 1:nrow(X)) {
+ if (as.scalar(X[i,]) == as.scalar(curr_X[i,])) # if same row in curr_X
and X
+ {
+ if (as.scalar(X[i,]) < value)
+ {
+ left = rbind(left, one_vec[1,]) # add 1 to left and 0 to right vector
+ right = rbind(right, zero_vec[1,])
+ }
+ else
+ {
+ right = rbind(right, one_vec[1,]) # add 1 to right and 0 to left vector
+ left = rbind(left, zero_vec[1,])
+ }
+ }
+ else
+ {
+ left = rbind(left, zero_vec[1,]) # add 0 to both vectors
+ right = rbind(right, zero_vec[1,])
+ }
+ }
+}
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: curr_X: a 1xn matrix (one feature with current values)
+# X: a 1xn matrix the feature of the X-Matrix with all values
+# OUTPUT: left: a 1xn matrix with 1.0 for if the value is true or 0.0 if it
is false
+# right: a 1xn matrix with 1.0 for if the value is false or 0.0 if
it is true
+splitMatrixByCategory = function(Matrix[Double] curr_X, Matrix[Double] X)
return (Matrix[Double] left, Matrix[Double] right) {
+ assert(ncol(curr_X) == 1)
+ assert(ncol(X) == 1)
+
+ left = matrix(0, rows=0, cols=1)
+ right = matrix(0, rows=0, cols=1)
+
+ for(i in 1:nrow(curr_X))
+ {
+ if (as.scalar(curr_X[i,]) == 1) # categorical true
+ {
+ left = rbind(left, curr_X[i,])
+ right = rbind(right, matrix(0, rows=1, cols=1))
+ }
+ else if(as.scalar(curr_X[i,]) == 0) # categorical false
+ {
+ left = rbind(left, curr_X[i,])
+ right = rbind(right, matrix(1, rows=1, cols=1))
+ }
+ else # replace with NaN if not used for the current samples
+ {
+ assert(as.scalar(curr_X[i,]) == 'NaN')
+ left = rbind(left, curr_X[i,])
+ right = rbind(right, curr_X[i,])
+ }
+ }
+}
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: row_vector: a 1xn matrix (one feature with all residuals)
+# OUTPUT: similarity_score: the similarity score of the residuals
+calculateSimilarityScore = function (matrix[Double] row_vector, Double lambda)
return (Double similarity_score) {
+ similarity_score = (sum(row_vector)^2) / (nrow(row_vector) + lambda);
+}
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: row_vector: a 1xn matrix (one feature with all residuals)
+# OUTPUT: similarity_score: the similarity score of the residuals
+calculateSimilarityScoreClassification = function (matrix[Double] row_vector,
matrix[Double] predictions, Double lambda) return (Double similarity_score) {
+ nominator = (sum(row_vector)^2)
+ d = predictions * (1 - predictions)
+ denominator = sum(d) + lambda
+ similarity_score = nominator / denominator;
+}
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: residuals_vector: a 1xn matrix (one feature with all residuals)
+# OUTPUT: similarity_score: the similarity score of the residuals
+calculateOutputValue = function (matrix[Double] residuals_vector, Double
lambda) return (Double output_value) {
+ output_value = (sum(residuals_vector)) / (nrow(residuals_vector) + lambda);
+ if(output_value == 'NaN') # just in case we have a node with no sample inside
+ output_value = 0.0
+}
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: residuals_vector: a 1xn matrix (one feature with all residuals)
+# OUTPUT: similarity_score: the similarity score of the residuals
+calculateOutputValueClassification = function (matrix[Double]
residuals_vector, matrix[Double] predictions, Double lambda) return (Double
output_value) {
+ nominator = (sum(residuals_vector))
+ d = predictions * (1 - predictions)
+ denominator = sum(d) + lambda
+ if(denominator == 0)
+ output_value = 0
+ else
+ output_value = nominator / denominator
+}
+
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: row_vector: a 1xn matrix (one feature with all rows)
+# prediction: a 1xn matrix, the current prediction value of each row
+# OUTPUT: the residuals from the "prediction" as 1xn matrix
+calculateResiduals = function (matrix[Double] row_vector, matrix[Double]
prediction) return (matrix[Double] residuals_row) {
+ assert(ncol(row_vector) == 1)
+ residuals_row = row_vector - prediction;
+}
+
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: row_vector: a 1xn matrix which has unordered values
+# OUTPUT: row_vector_ordered: 1xn matrix were the values are in accessing
order
+orderFeature = function (matrix[double] row_vector) return (matrix[double]
row_vector_ordered) {
+ row_vector_ordered = order(target=row_vector, by=1, decreasing=FALSE,
index.return=FALSE);
+}
+
+
+#-----------------------------------------------------------------------------------------------------------------------
+# INPUT: m: a nxn matrix which should be set to NaN's in each cell
+# OUTPUT: new_m: matrix with same dimensions with all NaNs inside
+fillMatrixWithNaN = function(Matrix[Double] m) return (Matrix[Double] new_m) {
+ new_m = matrix(0, rows=nrow(m), cols=ncol(m))
+ for(i in 1:ncol(m))
+ {
+ for(j in 1:nrow(m))
+ new_m[i,j] = 'NaN'
+ }
+}
+
+
+average = function(Matrix[Double] x, Matrix[Double] y) return (Double avg) {
+ assert(ncol(x) == 1 & nrow(x) == 1)
+ assert(ncol(y) == 1 & nrow(y) == 1)
+ avg = (as.scalar(x) + as.scalar(y)) / 2
+}
+
+
+
+#
-------------------------------------------------------------------------------------------
+# DEBUG
+#
+printMatrix = function(Matrix[Double] m, string name) return() {
+ print("--------------------------------------")
+ print(":: [MATRIX] " + name + " (col:" + ncol(m) + ",row:" + nrow(m) +
")")
+
+ if(nrow(m) != 0 & ncol(m) != 0)
+ {
+ col_string = ":::::::"
+ for(col in 1:ncol(m)) {
+ if(col < 10)
+ col_string = col_string + ":::(" + toString(col) + ")::::"
+ else
+ col_string = col_string + ":::(" + toString(col) + "):::"
+ }
+ print(col_string)
+ for(row in 1:nrow(m)) {
+
+ print_string = ":(" + row + ") "
+ for(col in 1:ncol(m)) {
+ curr_value = m[row,col]
+ if(as.scalar(curr_value) == 'NaN')
+ print_string = print_string + toString(curr_value,
linesep=" ", sep=",")
+ else if(as.scalar(curr_value) < 10)
+ print_string = print_string + toString(curr_value,
linesep=" ", sep=",")
+ else if(as.scalar(curr_value) < 100)
+ print_string = print_string + toString(curr_value,
linesep=" ", sep=",")
+ else if(as.scalar(curr_value) < 1000)
+ print_string = print_string + toString(curr_value,
linesep=" ", sep=",")
+ else if(as.scalar(curr_value) < 10000)
+ print_string = print_string + toString(curr_value,
linesep=" ", sep=",")
+ else
+ print_string = print_string + toString(curr_value,
linesep=" ", sep=",")
+ }
+ print(print_string)
+ }
+ }
+ print("--------------------------------------")
+}
+
+
+printMMatrix = function(Matrix[Double] m) return() {
+ print("--------------------------------------")
+ print(":: [MATRIX] OUTPUT M MATRIX (col:" + ncol(m) + ",row:" + nrow(m) +
")")
+
+ if(nrow(m) != 0 & ncol(m) != 0)
+ {
+ col_string = "::::::::::::::::::::::::"
+ for(col in 1:ncol(m)) {
+ if(col < 10)
+ col_string = col_string + "::(" + toString(col) + "):::"
+ else
+ col_string = col_string + "::(" + toString(col) + ")::"
+ }
+ print(col_string)
+ for(row in 1:nrow(m)) {
+
+ if(row == 1)
+ print_string = " node id (" + row + ") "
+ if(row == 2)
+ print_string = " tree id (" + row + ") "
+ if(row == 3)
+ print_string = "offset to left child (" + row + ") "
+ if(row == 4)
+ print_string = "used feature col idx (" + row + ") "
+ if(row == 5)
+ print_string = " leaf=0/scal=1/cat=2 (" + row + ") "
+ if(row == 6)
+ print_string = " scalar=splitvalue (" + row + ") "
+
+ for(col in 1:ncol(m)) {
+ curr_value = m[row,col]
+ if(as.scalar(curr_value) == 'NaN')
+ print_string = print_string + toString(curr_value,
linesep=" ", sep=",")
+ else if(as.scalar(curr_value) < 0)
+ print_string = print_string + toString(curr_value,
linesep=" ", sep=",")
+ else if(as.scalar(curr_value) < 10)
+ print_string = print_string + toString(curr_value,
linesep=" ", sep=",")
+ else if(as.scalar(curr_value) < 100)
+ print_string = print_string + toString(curr_value,
linesep=" ", sep=",")
+ else if(as.scalar(curr_value) < 1000)
+ print_string = print_string + toString(curr_value,
linesep=" ", sep=",")
+ else if(as.scalar(curr_value) < 10000)
+ print_string = print_string + toString(curr_value,
linesep=" ", sep=",")
+ else
+ print_string = print_string + toString(curr_value,
linesep=" ", sep=",")
+ }
+ print(print_string)
+ }
+ }
+ print("--------------------------------------")
+}
Review comment:
done
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