| <!DOCTYPE html><html lang="en"><head><meta charset="utf-8"><meta name="viewport" content="width=device-width, initial-scale=1.0"><meta name="generator" content="rustdoc"><meta name="description" content="Source of the Rust file `/root/.cargo/registry/src/github.com-1ecc6299db9ec823/gbdt-0.1.1/src/fitness.rs`."><meta name="keywords" content="rust, rustlang, rust-lang"><title>fitness.rs - source</title><link rel="preload" as="font" type="font/woff2" crossorigin href="../../SourceSerif4-Regular.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../FiraSans-Regular.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../FiraSans-Medium.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../SourceCodePro-Regular.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../SourceSerif4-Bold.ttf.woff2"><link rel="preload" as="font" type="font/woff2" crossorigin href="../../SourceCodePro-Semibold.ttf.woff2"><link rel="stylesheet" href="../../normalize.css"><link rel="stylesheet" href="../../rustdoc.css" id="mainThemeStyle"><link rel="stylesheet" href="../../ayu.css" disabled><link rel="stylesheet" href="../../dark.css" disabled><link rel="stylesheet" href="../../light.css" id="themeStyle"><script id="default-settings" ></script><script src="../../storage.js"></script><script defer src="../../source-script.js"></script><script defer src="../../source-files.js"></script><script defer src="../../main.js"></script><noscript><link rel="stylesheet" href="../../noscript.css"></noscript><link rel="alternate icon" type="image/png" href="../../favicon-16x16.png"><link rel="alternate icon" type="image/png" href="../../favicon-32x32.png"><link rel="icon" type="image/svg+xml" href="../../favicon.svg"></head><body class="rustdoc source"><!--[if lte IE 11]><div class="warning">This old browser is unsupported and will most likely display funky things.</div><![endif]--><nav class="sidebar"><a class="sidebar-logo" href="../../gbdt/index.html"><div class="logo-container"><img class="rust-logo" src="../../rust-logo.svg" alt="logo"></div></a></nav><main><div class="width-limiter"><nav class="sub"><a class="sub-logo-container" href="../../gbdt/index.html"><img class="rust-logo" src="../../rust-logo.svg" alt="logo"></a><form class="search-form"><div class="search-container"><span></span><input class="search-input" name="search" autocomplete="off" spellcheck="false" placeholder="Click or press ‘S’ to search, ‘?’ for more options…" type="search"><div id="help-button" title="help" tabindex="-1"><a href="../../help.html">?</a></div><div id="settings-menu" tabindex="-1"><a href="../../settings.html" title="settings"><img width="22" height="22" alt="Change settings" src="../../wheel.svg"></a></div></div></form></nav><section id="main-content" class="content"><div class="example-wrap"><pre class="src-line-numbers"><span id="1">1</span> |
| <span id="2">2</span> |
| <span id="3">3</span> |
| <span id="4">4</span> |
| <span id="5">5</span> |
| <span id="6">6</span> |
| <span id="7">7</span> |
| <span id="8">8</span> |
| <span id="9">9</span> |
| <span id="10">10</span> |
| <span id="11">11</span> |
| <span id="12">12</span> |
| <span id="13">13</span> |
| <span id="14">14</span> |
| <span id="15">15</span> |
| <span id="16">16</span> |
| <span id="17">17</span> |
| <span id="18">18</span> |
| <span id="19">19</span> |
| <span id="20">20</span> |
| <span id="21">21</span> |
| <span id="22">22</span> |
| <span id="23">23</span> |
| <span id="24">24</span> |
| <span id="25">25</span> |
| <span id="26">26</span> |
| <span id="27">27</span> |
| <span id="28">28</span> |
| <span id="29">29</span> |
| <span id="30">30</span> |
| <span id="31">31</span> |
| <span id="32">32</span> |
| <span id="33">33</span> |
| <span id="34">34</span> |
| <span id="35">35</span> |
| <span id="36">36</span> |
| <span id="37">37</span> |
| <span id="38">38</span> |
| <span id="39">39</span> |
| <span id="40">40</span> |
| <span id="41">41</span> |
| <span id="42">42</span> |
| <span id="43">43</span> |
| <span id="44">44</span> |
| <span id="45">45</span> |
| <span id="46">46</span> |
| <span id="47">47</span> |
| <span id="48">48</span> |
| <span id="49">49</span> |
| <span id="50">50</span> |
| <span id="51">51</span> |
| <span id="52">52</span> |
| <span id="53">53</span> |
| <span id="54">54</span> |
| <span id="55">55</span> |
| <span id="56">56</span> |
| <span id="57">57</span> |
| <span id="58">58</span> |
| <span id="59">59</span> |
| <span id="60">60</span> |
| <span id="61">61</span> |
| <span id="62">62</span> |
| <span id="63">63</span> |
| <span id="64">64</span> |
| <span id="65">65</span> |
| <span id="66">66</span> |
| <span id="67">67</span> |
| <span id="68">68</span> |
| <span id="69">69</span> |
| <span id="70">70</span> |
| <span id="71">71</span> |
| <span id="72">72</span> |
| <span id="73">73</span> |
| <span id="74">74</span> |
| <span id="75">75</span> |
| <span id="76">76</span> |
| <span id="77">77</span> |
| <span id="78">78</span> |
| <span id="79">79</span> |
| <span id="80">80</span> |
| <span id="81">81</span> |
| <span id="82">82</span> |
| <span id="83">83</span> |
| <span id="84">84</span> |
| <span id="85">85</span> |
| <span id="86">86</span> |
| <span id="87">87</span> |
| <span id="88">88</span> |
| <span id="89">89</span> |
| <span id="90">90</span> |
| <span id="91">91</span> |
| <span id="92">92</span> |
| <span id="93">93</span> |
| <span id="94">94</span> |
| <span id="95">95</span> |
| <span id="96">96</span> |
| <span id="97">97</span> |
| <span id="98">98</span> |
| <span id="99">99</span> |
| <span id="100">100</span> |
| <span id="101">101</span> |
| <span id="102">102</span> |
| <span id="103">103</span> |
| <span id="104">104</span> |
| <span id="105">105</span> |
| <span id="106">106</span> |
| <span id="107">107</span> |
| <span id="108">108</span> |
| <span id="109">109</span> |
| <span id="110">110</span> |
| <span id="111">111</span> |
| <span id="112">112</span> |
| <span id="113">113</span> |
| <span id="114">114</span> |
| <span id="115">115</span> |
| <span id="116">116</span> |
| <span id="117">117</span> |
| <span id="118">118</span> |
| <span id="119">119</span> |
| <span id="120">120</span> |
| <span id="121">121</span> |
| <span id="122">122</span> |
| <span id="123">123</span> |
| <span id="124">124</span> |
| <span id="125">125</span> |
| <span id="126">126</span> |
| <span id="127">127</span> |
| <span id="128">128</span> |
| <span id="129">129</span> |
| <span id="130">130</span> |
| <span id="131">131</span> |
| <span id="132">132</span> |
| <span id="133">133</span> |
| <span id="134">134</span> |
| <span id="135">135</span> |
| <span id="136">136</span> |
| <span id="137">137</span> |
| <span id="138">138</span> |
| <span id="139">139</span> |
| <span id="140">140</span> |
| <span id="141">141</span> |
| <span id="142">142</span> |
| <span id="143">143</span> |
| <span id="144">144</span> |
| <span id="145">145</span> |
| <span id="146">146</span> |
| <span id="147">147</span> |
| <span id="148">148</span> |
| <span id="149">149</span> |
| <span id="150">150</span> |
| <span id="151">151</span> |
| <span id="152">152</span> |
| <span id="153">153</span> |
| <span id="154">154</span> |
| <span id="155">155</span> |
| <span id="156">156</span> |
| <span id="157">157</span> |
| <span id="158">158</span> |
| <span id="159">159</span> |
| <span id="160">160</span> |
| <span id="161">161</span> |
| <span id="162">162</span> |
| <span id="163">163</span> |
| <span id="164">164</span> |
| <span id="165">165</span> |
| <span id="166">166</span> |
| <span id="167">167</span> |
| <span id="168">168</span> |
| <span id="169">169</span> |
| <span id="170">170</span> |
| <span id="171">171</span> |
| <span id="172">172</span> |
| <span id="173">173</span> |
| <span id="174">174</span> |
| <span id="175">175</span> |
| <span id="176">176</span> |
| <span id="177">177</span> |
| <span id="178">178</span> |
| <span id="179">179</span> |
| <span id="180">180</span> |
| <span id="181">181</span> |
| <span id="182">182</span> |
| <span id="183">183</span> |
| <span id="184">184</span> |
| <span id="185">185</span> |
| <span id="186">186</span> |
| <span id="187">187</span> |
| <span id="188">188</span> |
| <span id="189">189</span> |
| <span id="190">190</span> |
| <span id="191">191</span> |
| <span id="192">192</span> |
| <span id="193">193</span> |
| <span id="194">194</span> |
| <span id="195">195</span> |
| <span id="196">196</span> |
| <span id="197">197</span> |
| <span id="198">198</span> |
| <span id="199">199</span> |
| <span id="200">200</span> |
| <span id="201">201</span> |
| <span id="202">202</span> |
| <span id="203">203</span> |
| <span id="204">204</span> |
| <span id="205">205</span> |
| <span id="206">206</span> |
| <span id="207">207</span> |
| <span id="208">208</span> |
| <span id="209">209</span> |
| <span id="210">210</span> |
| <span id="211">211</span> |
| <span id="212">212</span> |
| <span id="213">213</span> |
| <span id="214">214</span> |
| <span id="215">215</span> |
| <span id="216">216</span> |
| <span id="217">217</span> |
| <span id="218">218</span> |
| <span id="219">219</span> |
| <span id="220">220</span> |
| <span id="221">221</span> |
| <span id="222">222</span> |
| <span id="223">223</span> |
| <span id="224">224</span> |
| <span id="225">225</span> |
| <span id="226">226</span> |
| <span id="227">227</span> |
| <span id="228">228</span> |
| <span id="229">229</span> |
| <span id="230">230</span> |
| <span id="231">231</span> |
| <span id="232">232</span> |
| <span id="233">233</span> |
| <span id="234">234</span> |
| <span id="235">235</span> |
| <span id="236">236</span> |
| <span id="237">237</span> |
| <span id="238">238</span> |
| <span id="239">239</span> |
| <span id="240">240</span> |
| <span id="241">241</span> |
| <span id="242">242</span> |
| <span id="243">243</span> |
| <span id="244">244</span> |
| <span id="245">245</span> |
| <span id="246">246</span> |
| <span id="247">247</span> |
| <span id="248">248</span> |
| <span id="249">249</span> |
| <span id="250">250</span> |
| <span id="251">251</span> |
| <span id="252">252</span> |
| <span id="253">253</span> |
| <span id="254">254</span> |
| <span id="255">255</span> |
| <span id="256">256</span> |
| <span id="257">257</span> |
| <span id="258">258</span> |
| <span id="259">259</span> |
| <span id="260">260</span> |
| <span id="261">261</span> |
| <span id="262">262</span> |
| <span id="263">263</span> |
| <span id="264">264</span> |
| <span id="265">265</span> |
| <span id="266">266</span> |
| <span id="267">267</span> |
| <span id="268">268</span> |
| <span id="269">269</span> |
| <span id="270">270</span> |
| <span id="271">271</span> |
| <span id="272">272</span> |
| <span id="273">273</span> |
| <span id="274">274</span> |
| <span id="275">275</span> |
| <span id="276">276</span> |
| <span id="277">277</span> |
| <span id="278">278</span> |
| <span id="279">279</span> |
| <span id="280">280</span> |
| <span id="281">281</span> |
| <span id="282">282</span> |
| <span id="283">283</span> |
| <span id="284">284</span> |
| <span id="285">285</span> |
| <span id="286">286</span> |
| <span id="287">287</span> |
| <span id="288">288</span> |
| <span id="289">289</span> |
| <span id="290">290</span> |
| <span id="291">291</span> |
| <span id="292">292</span> |
| <span id="293">293</span> |
| <span id="294">294</span> |
| <span id="295">295</span> |
| <span id="296">296</span> |
| <span id="297">297</span> |
| <span id="298">298</span> |
| <span id="299">299</span> |
| <span id="300">300</span> |
| <span id="301">301</span> |
| <span id="302">302</span> |
| <span id="303">303</span> |
| <span id="304">304</span> |
| <span id="305">305</span> |
| <span id="306">306</span> |
| <span id="307">307</span> |
| <span id="308">308</span> |
| <span id="309">309</span> |
| <span id="310">310</span> |
| <span id="311">311</span> |
| <span id="312">312</span> |
| <span id="313">313</span> |
| <span id="314">314</span> |
| <span id="315">315</span> |
| <span id="316">316</span> |
| <span id="317">317</span> |
| <span id="318">318</span> |
| <span id="319">319</span> |
| <span id="320">320</span> |
| <span id="321">321</span> |
| <span id="322">322</span> |
| <span id="323">323</span> |
| <span id="324">324</span> |
| <span id="325">325</span> |
| <span id="326">326</span> |
| <span id="327">327</span> |
| <span id="328">328</span> |
| <span id="329">329</span> |
| <span id="330">330</span> |
| <span id="331">331</span> |
| <span id="332">332</span> |
| <span id="333">333</span> |
| <span id="334">334</span> |
| <span id="335">335</span> |
| <span id="336">336</span> |
| <span id="337">337</span> |
| <span id="338">338</span> |
| <span id="339">339</span> |
| <span id="340">340</span> |
| <span id="341">341</span> |
| <span id="342">342</span> |
| <span id="343">343</span> |
| <span id="344">344</span> |
| <span id="345">345</span> |
| <span id="346">346</span> |
| <span id="347">347</span> |
| <span id="348">348</span> |
| <span id="349">349</span> |
| <span id="350">350</span> |
| <span id="351">351</span> |
| <span id="352">352</span> |
| <span id="353">353</span> |
| <span id="354">354</span> |
| <span id="355">355</span> |
| <span id="356">356</span> |
| <span id="357">357</span> |
| <span id="358">358</span> |
| <span id="359">359</span> |
| <span id="360">360</span> |
| <span id="361">361</span> |
| <span id="362">362</span> |
| <span id="363">363</span> |
| <span id="364">364</span> |
| <span id="365">365</span> |
| <span id="366">366</span> |
| <span id="367">367</span> |
| <span id="368">368</span> |
| <span id="369">369</span> |
| <span id="370">370</span> |
| <span id="371">371</span> |
| <span id="372">372</span> |
| <span id="373">373</span> |
| <span id="374">374</span> |
| <span id="375">375</span> |
| <span id="376">376</span> |
| <span id="377">377</span> |
| <span id="378">378</span> |
| <span id="379">379</span> |
| <span id="380">380</span> |
| <span id="381">381</span> |
| <span id="382">382</span> |
| <span id="383">383</span> |
| <span id="384">384</span> |
| <span id="385">385</span> |
| <span id="386">386</span> |
| <span id="387">387</span> |
| <span id="388">388</span> |
| <span id="389">389</span> |
| <span id="390">390</span> |
| <span id="391">391</span> |
| <span id="392">392</span> |
| <span id="393">393</span> |
| <span id="394">394</span> |
| <span id="395">395</span> |
| <span id="396">396</span> |
| <span id="397">397</span> |
| <span id="398">398</span> |
| <span id="399">399</span> |
| <span id="400">400</span> |
| <span id="401">401</span> |
| <span id="402">402</span> |
| <span id="403">403</span> |
| <span id="404">404</span> |
| <span id="405">405</span> |
| <span id="406">406</span> |
| <span id="407">407</span> |
| <span id="408">408</span> |
| <span id="409">409</span> |
| <span id="410">410</span> |
| <span id="411">411</span> |
| <span id="412">412</span> |
| <span id="413">413</span> |
| <span id="414">414</span> |
| <span id="415">415</span> |
| <span id="416">416</span> |
| <span id="417">417</span> |
| <span id="418">418</span> |
| <span id="419">419</span> |
| <span id="420">420</span> |
| <span id="421">421</span> |
| <span id="422">422</span> |
| <span id="423">423</span> |
| <span id="424">424</span> |
| <span id="425">425</span> |
| <span id="426">426</span> |
| <span id="427">427</span> |
| <span id="428">428</span> |
| <span id="429">429</span> |
| <span id="430">430</span> |
| <span id="431">431</span> |
| <span id="432">432</span> |
| <span id="433">433</span> |
| <span id="434">434</span> |
| <span id="435">435</span> |
| <span id="436">436</span> |
| <span id="437">437</span> |
| <span id="438">438</span> |
| <span id="439">439</span> |
| <span id="440">440</span> |
| <span id="441">441</span> |
| <span id="442">442</span> |
| <span id="443">443</span> |
| <span id="444">444</span> |
| <span id="445">445</span> |
| <span id="446">446</span> |
| <span id="447">447</span> |
| <span id="448">448</span> |
| <span id="449">449</span> |
| <span id="450">450</span> |
| <span id="451">451</span> |
| <span id="452">452</span> |
| <span id="453">453</span> |
| <span id="454">454</span> |
| <span id="455">455</span> |
| <span id="456">456</span> |
| <span id="457">457</span> |
| <span id="458">458</span> |
| <span id="459">459</span> |
| <span id="460">460</span> |
| <span id="461">461</span> |
| </pre><pre class="rust"><code><span class="doccomment">//! This module implements some math functions used for gradient boosting process. |
| |
| </span><span class="attribute">#[cfg(all(feature = <span class="string">"mesalock_sgx"</span>, not(target_env = <span class="string">"sgx"</span>)))] |
| </span><span class="kw">use </span>std::prelude::v1::<span class="kw-2">*</span>; |
| |
| <span class="kw">use </span><span class="kw">crate</span>::decision_tree::{DataVec, PredVec, ValueType}; |
| |
| <span class="doccomment">/// Comparing two number with a costomized floating error threshold. |
| /// |
| /// # Example |
| /// ```rust |
| /// use gbdt::fitness::almost_equal_thrs; |
| /// assert_eq!(true, almost_equal_thrs(1.0, 0.998, 0.01)); |
| /// ``` |
| </span><span class="attribute">#[inline(always)] |
| </span><span class="kw">pub fn </span>almost_equal_thrs(a: ValueType, b: ValueType, thrs: f64) -> bool { |
| f64::from((a - b).abs()) < thrs |
| } |
| |
| <span class="doccomment">/// Comparing two number with default floating error threshold. |
| /// |
| /// # Example |
| /// ```rust |
| /// use gbdt::fitness::almost_equal; |
| /// assert_eq!(false, almost_equal(1.0, 0.998)); |
| /// assert_eq!(true, almost_equal(1.0, 0.999998)); |
| /// ``` |
| </span><span class="kw">pub fn </span>almost_equal(a: ValueType, b: ValueType) -> bool { |
| f64::from((a - b).abs()) < <span class="number">1.0e-5 |
| </span>} |
| |
| <span class="doccomment">/// Return whether the first n data in data vector have same target values. |
| /// |
| /// # Panic |
| /// If the specified length is greater than the length of data vector, it will panic. |
| </span><span class="kw">pub fn </span>same(dv: <span class="kw-2">&</span>DataVec, len: usize) -> bool { |
| <span class="macro">assert!</span>(dv.len() >= len); |
| |
| <span class="kw">if </span>len < <span class="number">1 </span>{ |
| <span class="kw">return </span><span class="bool-val">false</span>; |
| } |
| |
| <span class="kw">let </span>t: ValueType = dv[<span class="number">0</span>].target; |
| <span class="kw">for </span>i <span class="kw">in </span>dv.iter().skip(<span class="number">1</span>) { |
| <span class="kw">if </span>!(almost_equal(t, i.target)) { |
| <span class="kw">return </span><span class="bool-val">false</span>; |
| } |
| } |
| <span class="bool-val">true |
| </span>} |
| |
| <span class="doccomment">/// Logistic value function. |
| </span><span class="kw">pub fn </span>logit(f: ValueType) -> ValueType { |
| <span class="number">1.0 </span>/ (<span class="number">1.0 </span>+ (-<span class="number">2.0 </span>* f).exp()) |
| } |
| |
| <span class="doccomment">/// Negative binomial log-likelyhood loss function. |
| </span><span class="kw">pub fn </span>logit_loss(y: ValueType, f: ValueType) -> ValueType { |
| <span class="number">2.0 </span>* (<span class="number">1.0 </span>+ (-<span class="number">2.0 </span>* y * f)).ln() |
| } |
| |
| <span class="doccomment">/// Log-likelyhood gradient calculation. |
| </span><span class="kw">pub fn </span>logit_loss_gradient(y: ValueType, f: ValueType) -> ValueType { |
| <span class="number">2.0 </span>* y / (<span class="number">1.0 </span>+ (<span class="number">2.0 </span>* y * f).exp()) |
| } |
| |
| <span class="doccomment">/// LAD loss function. |
| </span><span class="kw">pub fn </span>lad_loss(y: ValueType, f: ValueType) -> ValueType { |
| (y - f).abs() |
| } |
| |
| <span class="doccomment">/// LAD gradient calculation. |
| </span><span class="kw">pub fn </span>lad_loss_gradient(y: ValueType, f: ValueType) -> ValueType { |
| <span class="kw">if </span>y - f > <span class="number">0.0 </span>{ |
| <span class="number">1.0 |
| </span>} <span class="kw">else </span>{ |
| -<span class="number">1.0 |
| </span>} |
| } |
| |
| <span class="doccomment">/// RMSE (Root-Mean-Square deviation) calculation for first n element in data vector. |
| /// See [wikipedia](https://en.wikipedia.org/wiki/Root-mean-square_deviation) for detailed algorithm. |
| /// |
| /// # Panic |
| /// If the specified length is greater than the length of data vector, it will panic. |
| /// |
| /// If the length of data vector and predicted vector is not same, it will panic. |
| </span><span class="attribute">#[allow(non_snake_case)] |
| </span><span class="kw">pub fn </span>RMSE(dv: <span class="kw-2">&</span>DataVec, predict: <span class="kw-2">&</span>PredVec, len: usize) -> ValueType { |
| <span class="macro">assert_eq!</span>(dv.len(), predict.len()); |
| <span class="macro">assert!</span>(dv.len() >= len); |
| |
| <span class="kw">let </span><span class="kw-2">mut </span>s: f64 = <span class="number">0.0</span>; |
| <span class="kw">let </span><span class="kw-2">mut </span>c: f64 = <span class="number">0.0</span>; |
| |
| <span class="kw">for </span>i <span class="kw">in </span><span class="number">0</span>..dv.len() { |
| s += (f64::from(predict[i]) - f64::from(dv[i].label)).powf(<span class="number">2.0</span>) * f64::from(dv[i].weight); |
| c += f64::from(dv[i].weight); |
| } |
| |
| <span class="kw">if </span>c.abs() < <span class="number">1e-10 </span>{ |
| <span class="number">0.0 |
| </span>} <span class="kw">else </span>{ |
| (s / c) <span class="kw">as </span>ValueType |
| } |
| } |
| |
| <span class="doccomment">/// MAE (Mean Absolute Error) calculation for first n element in data vector. |
| /// See [wikipedia](https://en.wikipedia.org/wiki/Mean_absolute_error) for detail for detailed algorithm. |
| /// |
| /// # Panic |
| /// If the specified length is greater than the length of data vector, it will panic. |
| /// |
| /// If the length of data vector and predicted vector is not same, it will panic. |
| </span><span class="attribute">#[allow(non_snake_case)] |
| </span><span class="kw">pub fn </span>MAE(dv: <span class="kw-2">&</span>DataVec, predict: <span class="kw-2">&</span>PredVec, len: usize) -> ValueType { |
| <span class="macro">assert_eq!</span>(dv.len(), predict.len()); |
| <span class="macro">assert!</span>(dv.len() >= len); |
| |
| <span class="kw">let </span><span class="kw-2">mut </span>s: ValueType = <span class="number">0.0</span>; |
| <span class="kw">let </span><span class="kw-2">mut </span>c: ValueType = <span class="number">0.0</span>; |
| |
| <span class="kw">for </span>i <span class="kw">in </span><span class="number">0</span>..dv.len() { |
| s += (predict[i] - dv[i].label).abs() * dv[i].weight; |
| c += dv[i].weight; |
| } |
| s / c |
| } |
| |
| <span class="kw">struct </span>AucPred { |
| score: ValueType, |
| label: ValueType, |
| } |
| |
| <span class="doccomment">/// AUC (Area Under the Curve) calculation for first n element in data vector. |
| /// See [wikipedia](https://en.wikipedia.org/wiki/Receiver_operating_characteristic#Area_under_the_curve) for detailed algorithm. |
| /// |
| /// # Panic |
| /// If the specified length is greater than the length of data vector, it will panic. |
| /// |
| /// If the length of data vector and predicted vector is not same, it will panic. |
| /// |
| /// If the data vector contains only one class or more than two classes, it will panic. |
| </span><span class="attribute">#[allow(non_snake_case)] |
| </span><span class="kw">pub fn </span>AUC(dv: <span class="kw-2">&</span>DataVec, predict: <span class="kw-2">&</span>PredVec, len: usize) -> ValueType { |
| <span class="macro">assert_eq!</span>(dv.len(), predict.len()); |
| <span class="macro">assert!</span>(dv.len() >= len); |
| |
| <span class="kw">let </span><span class="kw-2">mut </span>classes: Vec<ValueType> = Vec::new(); |
| <span class="kw">for </span>i <span class="kw">in </span>dv { |
| <span class="kw">if </span>!classes.contains(<span class="kw-2">&</span>i.label) { |
| classes.push(i.label); |
| } |
| } |
| <span class="macro">assert!</span>(classes.len() == <span class="number">2</span>); |
| |
| <span class="kw">let </span><span class="kw-2">mut </span>preds: Vec<AucPred> = Vec::new(); |
| <span class="kw">for </span>i <span class="kw">in </span><span class="number">0</span>..predict.len() { |
| preds.push(AucPred { |
| score: predict[i], |
| label: dv[i].label, |
| }); |
| } |
| preds.sort_by(|a, b| b.score.partial_cmp(<span class="kw-2">&</span>a.score).unwrap()); |
| |
| <span class="kw">let </span><span class="kw-2">mut </span>tp: ValueType = <span class="number">0.0</span>; |
| <span class="kw">let </span><span class="kw-2">mut </span>fp: ValueType = <span class="number">0.0</span>; |
| <span class="kw">let </span>(<span class="kw-2">mut </span>tps, <span class="kw-2">mut </span>fps) = (<span class="macro">vec!</span>[], <span class="macro">vec!</span>[]); |
| <span class="kw">for </span>x <span class="kw">in </span>preds.iter() { |
| tps.push(tp); |
| fps.push(fp); |
| <span class="kw">if </span>almost_equal(x.label, <span class="number">1.0</span>) { |
| tp += <span class="number">1.0</span>; |
| } <span class="kw">else </span>{ |
| fp += <span class="number">1.0</span>; |
| } |
| } |
| tps.push(tp); |
| fps.push(fp); |
| <span class="kw">let </span>true_positives = tps[tps.len() - <span class="number">1</span>]; |
| <span class="kw">let </span>false_positives = fps[fps.len() - <span class="number">1</span>]; |
| <span class="comment">// println!("tps={}, fps={}", true_positives, false_positives); |
| |
| </span><span class="kw">for </span>(tp, fp) <span class="kw">in </span>tps.iter_mut().zip(fps.iter_mut()) { |
| <span class="kw-2">*</span>tp /= true_positives; |
| <span class="kw-2">*</span>fp /= false_positives; |
| <span class="comment">// println!("fp={}, tp={}", fp, tp); |
| </span>} |
| |
| <span class="kw">let </span><span class="kw-2">mut </span>prev_y: ValueType = <span class="kw-2">*</span>tps.first().unwrap(); |
| <span class="kw">let </span><span class="kw-2">mut </span>prev_x: ValueType = <span class="kw-2">*</span>fps.first().unwrap(); |
| |
| <span class="kw">let </span><span class="kw-2">mut </span>auc: ValueType = <span class="number">0.0</span>; |
| |
| <span class="kw">for </span>(<span class="kw-2">&</span>x, <span class="kw-2">&</span>y) <span class="kw">in </span>fps.iter().skip(<span class="number">1</span>).zip(tps.iter().skip(<span class="number">1</span>)) { |
| auc += (x - prev_x) * (prev_y + y) / <span class="number">2.0</span>; |
| prev_x = x; |
| prev_y = y; |
| } |
| |
| auc |
| } |
| |
| <span class="doccomment">/// Return the weighted target average for first n data in data vector. |
| /// |
| /// # Example |
| /// ```rust |
| /// use gbdt::decision_tree::{DataVec, Data, VALUE_TYPE_UNKNOWN}; |
| /// use gbdt::fitness::{average, almost_equal}; |
| /// let mut dv: DataVec = Vec::new(); |
| /// dv.push(Data { |
| /// feature: Vec::new(), |
| /// target: 1.0, |
| /// weight: 0.1, |
| /// label: 1.0, |
| /// residual: 0.5, |
| /// initial_guess: VALUE_TYPE_UNKNOWN, |
| /// }); |
| /// dv.push(Data { |
| /// feature: Vec::new(), |
| /// target: 1.0, |
| /// weight: 0.2, |
| /// label: 0.0, |
| /// residual: 0.5, |
| /// initial_guess: VALUE_TYPE_UNKNOWN, |
| /// }); |
| /// dv.push(Data { |
| /// feature: Vec::new(), |
| /// target: 0.0, |
| /// weight: 0.3, |
| /// label: 1.0, |
| /// residual: 0.5, |
| /// initial_guess: VALUE_TYPE_UNKNOWN, |
| /// }); |
| /// dv.push(Data { |
| /// feature: Vec::new(), |
| /// target: 0.0, |
| /// weight: 0.4, |
| /// label: 0.0, |
| /// residual: 0.5, |
| /// initial_guess: VALUE_TYPE_UNKNOWN, |
| /// }); |
| /// assert!(almost_equal(0.3, average(&dv, dv.len()))); |
| /// ``` |
| /// |
| /// # Panic |
| /// If the specified length is greater than the length of data vector, it will panic. |
| </span><span class="kw">pub fn </span>average(dv: <span class="kw-2">&</span>DataVec, len: usize) -> ValueType { |
| <span class="macro">assert!</span>(dv.len() >= len); |
| |
| <span class="kw">if </span>len == <span class="number">0 </span>{ |
| <span class="kw">return </span><span class="number">0.0</span>; |
| } |
| |
| <span class="kw">let </span><span class="kw-2">mut </span>s: ValueType = <span class="number">0.0</span>; |
| <span class="kw">let </span><span class="kw-2">mut </span>c: ValueType = <span class="number">0.0</span>; |
| <span class="kw">for </span>d <span class="kw">in </span>dv { |
| s += d.weight * d.target; |
| c += d.weight; |
| } |
| s / c |
| } |
| |
| <span class="doccomment">/// Return the weighted label average for first n data in data vector. |
| /// |
| /// # Example |
| /// ```rust |
| /// use gbdt::decision_tree::{DataVec, Data, VALUE_TYPE_UNKNOWN}; |
| /// use gbdt::fitness::{label_average, almost_equal}; |
| /// let mut dv: DataVec = Vec::new(); |
| /// dv.push(Data { |
| /// feature: Vec::new(), |
| /// target: 1.0, |
| /// weight: 0.1, |
| /// label: 1.0, |
| /// residual: 0.5, |
| /// initial_guess: VALUE_TYPE_UNKNOWN, |
| /// }); |
| /// dv.push(Data { |
| /// feature: Vec::new(), |
| /// target: 1.0, |
| /// weight: 0.2, |
| /// label: 0.0, |
| /// residual: 0.5, |
| /// initial_guess: VALUE_TYPE_UNKNOWN, |
| /// }); |
| /// dv.push(Data { |
| /// feature: Vec::new(), |
| /// target: 0.0, |
| /// weight: 0.3, |
| /// label: 1.0, |
| /// residual: 0.5, |
| /// initial_guess: VALUE_TYPE_UNKNOWN, |
| /// }); |
| /// dv.push(Data { |
| /// feature: Vec::new(), |
| /// target: 0.0, |
| /// weight: 0.4, |
| /// label: 0.0, |
| /// residual: 0.5, |
| /// initial_guess: VALUE_TYPE_UNKNOWN, |
| /// }); |
| /// assert!(almost_equal(0.4, label_average(&dv, dv.len()))); |
| /// ``` |
| /// |
| /// # Panic |
| /// If the specified length is greater than the length of data vector, it will panic. |
| </span><span class="kw">pub fn </span>label_average(dv: <span class="kw-2">&</span>DataVec, len: usize) -> ValueType { |
| <span class="macro">assert!</span>(dv.len() >= len); |
| <span class="kw">let </span><span class="kw-2">mut </span>s: f64 = <span class="number">0.0</span>; |
| <span class="kw">let </span><span class="kw-2">mut </span>c: f64 = <span class="number">0.0</span>; |
| <span class="kw">for </span>d <span class="kw">in </span>dv { |
| s += f64::from(d.label) * f64::from(d.weight); |
| c += f64::from(d.weight); |
| } |
| <span class="kw">if </span>c.abs() < <span class="number">1e-10 </span>{ |
| <span class="number">0.0 |
| </span>} <span class="kw">else </span>{ |
| (s / c) <span class="kw">as </span>ValueType |
| } |
| } |
| |
| <span class="doccomment">/// Return the weighted label median for first n data in data vector. |
| /// |
| /// # Example |
| /// ```rust |
| /// use gbdt::decision_tree::{DataVec, Data, VALUE_TYPE_UNKNOWN}; |
| /// use gbdt::fitness::{weighted_label_median, almost_equal}; |
| /// let mut dv: DataVec = Vec::new(); |
| /// dv.push(Data { |
| /// feature: Vec::new(), |
| /// target: 1.0, |
| /// weight: 0.1, |
| /// label: 1.0, |
| /// residual: 0.5, |
| /// initial_guess: VALUE_TYPE_UNKNOWN, |
| /// }); |
| /// dv.push(Data { |
| /// feature: Vec::new(), |
| /// target: 1.0, |
| /// weight: 0.2, |
| /// label: 0.0, |
| /// residual: 0.5, |
| /// initial_guess: VALUE_TYPE_UNKNOWN, |
| /// }); |
| /// dv.push(Data { |
| /// feature: Vec::new(), |
| /// target: 0.0, |
| /// weight: 0.3, |
| /// label: 1.0, |
| /// residual: 0.5, |
| /// initial_guess: VALUE_TYPE_UNKNOWN, |
| /// }); |
| /// dv.push(Data { |
| /// feature: Vec::new(), |
| /// target: 0.0, |
| /// weight: 0.4, |
| /// label: 0.0, |
| /// residual: 0.5, |
| /// initial_guess: VALUE_TYPE_UNKNOWN, |
| /// }); |
| /// assert!(almost_equal(0.0, weighted_label_median(&dv, dv.len()))); |
| /// ``` |
| /// |
| /// # Panic |
| /// If the specified length is greater than the length of data vector, it will panic. |
| </span><span class="kw">pub fn </span>weighted_label_median(dv: <span class="kw-2">&</span>DataVec, len: usize) -> ValueType { |
| <span class="macro">assert!</span>(dv.len() >= len); |
| <span class="kw">let </span><span class="kw-2">mut </span>dv_copy = dv.to_vec(); |
| dv_copy.sort_by(|a, b| a.label.partial_cmp(<span class="kw-2">&</span>b.label).unwrap()); |
| <span class="kw">let </span><span class="kw-2">mut </span>all_weight: f64 = <span class="number">0.0</span>; |
| <span class="kw">for </span>d <span class="kw">in </span><span class="kw-2">&</span>dv_copy { |
| all_weight += f64::from(d.weight); |
| } |
| |
| <span class="kw">let </span><span class="kw-2">mut </span>weighted_median: ValueType = <span class="number">0.0</span>; |
| <span class="kw">let </span><span class="kw-2">mut </span>weight: f64 = <span class="number">0.0</span>; |
| |
| <span class="kw">for </span>i <span class="kw">in </span><span class="number">0</span>..len { |
| weight += f64::from(dv_copy[i].weight); |
| <span class="kw">if </span>weight * <span class="number">2.0 </span>> all_weight { |
| <span class="kw">if </span>i - <span class="number">1 </span>> <span class="number">0 </span>{ |
| weighted_median = (dv_copy[i].label + dv_copy[i - <span class="number">1</span>].label) / <span class="number">2.0</span>; |
| } <span class="kw">else </span>{ |
| weighted_median = dv_copy[i].label; |
| } |
| <span class="kw">break</span>; |
| } |
| } |
| weighted_median |
| } |
| |
| <span class="doccomment">/// Return the weighted residual median for first n data in data vector. |
| /// |
| /// # Example |
| /// ```rust |
| /// use gbdt::decision_tree::{DataVec, Data, VALUE_TYPE_UNKNOWN}; |
| /// use gbdt::fitness::{weighted_residual_median, almost_equal}; |
| /// let mut dv: DataVec = Vec::new(); |
| /// dv.push(Data { |
| /// feature: Vec::new(), |
| /// target: 1.0, |
| /// weight: 0.1, |
| /// label: 1.0, |
| /// residual: 0.5, |
| /// initial_guess: VALUE_TYPE_UNKNOWN, |
| /// }); |
| /// dv.push(Data { |
| /// feature: Vec::new(), |
| /// target: 1.0, |
| /// weight: 0.2, |
| /// label: 0.0, |
| /// residual: 0.5, |
| /// initial_guess: VALUE_TYPE_UNKNOWN, |
| /// }); |
| /// dv.push(Data { |
| /// feature: Vec::new(), |
| /// target: 0.0, |
| /// weight: 0.3, |
| /// label: 1.0, |
| /// residual: 0.5, |
| /// initial_guess: VALUE_TYPE_UNKNOWN, |
| /// }); |
| /// dv.push(Data { |
| /// feature: Vec::new(), |
| /// target: 0.0, |
| /// weight: 0.4, |
| /// label: 0.0, |
| /// residual: 0.5, |
| /// initial_guess: VALUE_TYPE_UNKNOWN, |
| /// }); |
| /// assert!(almost_equal(0.5, weighted_residual_median(&dv, dv.len()))); |
| /// ``` |
| /// |
| /// # Panic |
| /// If the specified length is greater than the length of data vector, it will panic. |
| </span><span class="kw">pub fn </span>weighted_residual_median(dv: <span class="kw-2">&</span>DataVec, len: usize) -> ValueType { |
| <span class="macro">assert!</span>(dv.len() >= len); |
| <span class="kw">let </span><span class="kw-2">mut </span>dv_copy = dv.to_vec(); |
| dv_copy.sort_by(|a, b| a.residual.partial_cmp(<span class="kw-2">&</span>b.residual).unwrap()); |
| <span class="kw">let </span><span class="kw-2">mut </span>all_weight: ValueType = <span class="number">0.0</span>; |
| <span class="kw">for </span>d <span class="kw">in </span><span class="kw-2">&</span>dv_copy { |
| all_weight += d.weight; |
| } |
| |
| <span class="kw">let </span><span class="kw-2">mut </span>weighted_median: ValueType = <span class="number">0.0</span>; |
| <span class="kw">let </span><span class="kw-2">mut </span>weight: ValueType = <span class="number">0.0</span>; |
| |
| <span class="kw">for </span>i <span class="kw">in </span><span class="number">0</span>..len { |
| weight += dv_copy[i].weight; |
| <span class="kw">if </span>weight * <span class="number">2.0 </span>> all_weight { |
| <span class="kw">if </span>i - <span class="number">1 </span>> <span class="number">0 </span>{ |
| weighted_median = (dv_copy[i].residual + dv_copy[i - <span class="number">1</span>].residual) / <span class="number">2.0</span>; |
| } <span class="kw">else </span>{ |
| weighted_median = dv_copy[i].residual; |
| } |
| <span class="kw">break</span>; |
| } |
| } |
| weighted_median |
| } |
| </code></pre></div> |
| </section></div></main><div id="rustdoc-vars" data-root-path="../../" data-current-crate="gbdt" data-themes="ayu,dark,light" data-resource-suffix="" data-rustdoc-version="1.66.0-nightly (5c8bff74b 2022-10-21)" ></div></body></html> |