src/test/scripts/functions/builtin/stepGLM.dml

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source("scripts/builtin/stepGLM.dml") as stepGLM;

N = 1000;
P = 10;
X = rand(rows=N, cols=P, min=-1.0, max=1.0, pdf="uniform", seed=123);

beta_true = matrix(0, rows=P, cols=1);
beta_true[2,1] = 3.5;
beta_true[5,1] = -2.0;
beta_true[8,1] = 1.5;

Z = X %*% beta_true;
P_y = 1.0 / (1.0 + exp(-Z));
Y = (rand(rows=N, cols=1, min=0.0, max=1.0, seed=456) < P_y) * 1.0;

[AIC, B, S] = stepGLM::m_stepGLM(X=X, Y=Y, link=2, yneg=0.0, icpt=0, tol=1e-6, disp=0.0, moi=200, mii=0, thr=0.01);


beta_est = matrix(0, rows=P, cols=1);
for (i in 1:nrow(B)) {
    idx = as.scalar(S[1, i]);
    beta_est[idx, 1] = B[i, 1];
}

# if beta_est and beta_true have the same sparsity
if (nrow(B) != 3 | sum(beta_est != 0 & beta_true == 0) > 0 | sum(beta_est == 0 & beta_true != 0) > 0) {
    stop("Test failed: Unexpected non-zero element in beta_est");
}

# if maximal element divergence remains below epsilon bound
epsilon = 0.5;
if (max(abs(beta_est - beta_true)) > epsilon) {
    stop("Test failed: Element divergence exceeds epsilon=" + epsilon +" tolerance.");
}