diff --git a/src/CMakeLists.txt b/src/CMakeLists.txt index 7ac68d4..f53c93b 100644 --- a/src/CMakeLists.txt +++ b/src/CMakeLists.txt @@ -3,7 +3,7 @@ project(PRLearn C CXX) set(CMAKE_CXX_STANDARD 17) set(CMAKE_INCLUDE_CURRENT_DIR ON) -find_package(Boost 1.54 REQUIRED COMPONENTS headers REQUIRED) +find_package(Boost 1.54 REQUIRED) add_library(prlearn SHARED ${HEADER_FILES} MLearning.cpp SimpleMLearning.cpp RefinementTree.cpp structs.cpp) add_library(prlearnStatic STATIC ${HEADER_FILES} MLearning.cpp SimpleMLearning.cpp RefinementTree.cpp structs.cpp) diff --git a/src/MLearning.cpp b/src/MLearning.cpp index dae3256..2173dc7 100644 --- a/src/MLearning.cpp +++ b/src/MLearning.cpp @@ -1,24 +1,24 @@ /* * Copyright Peter G. Jensen - * + * * This program is free software: you can redistribute it and/or modify * it under the terms of the GNU Lesser General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. - * + * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. - * + * * You should have received a copy of the GNU Lesser General Public License * along with this program. If not, see . */ -/* +/* * File: MLearning.cpp * Author: Peter G. Jensen - * + * * Created on July 25, 2017, 9:58 AM */ @@ -104,7 +104,8 @@ namespace prlearn { } void MLearning::addSample(size_t dimen, const double* f_var, - const double* t_var, size_t label, + const double* t_var, size_t*, size_t, + size_t label, size_t dest, double value, const std::vector& clouds, bool minimization, const double delta, const propts_t& options) { @@ -225,7 +226,7 @@ namespace prlearn { } } - void MLearning::update(const std::vector&, bool) + void MLearning::update(const std::vector&, bool) { } @@ -254,10 +255,10 @@ namespace prlearn { auto c = clouds[s._cloud]._nodes[s._nodes[i]]._q.avg(); fut = std::min(fut, c); if (c == best) - var = std::min(var, clouds[s._cloud]._nodes[s._nodes[i]]._q._variance); + var = std::min(var, clouds[s._cloud]._nodes[s._nodes[i]]._q.variance()); else if ((c < best && minimize) || (c > best && !minimize)) { best = c; - var = clouds[s._cloud]._nodes[s._nodes[i]]._q._variance; + var = clouds[s._cloud]._nodes[s._nodes[i]]._q.variance(); } } } @@ -274,8 +275,8 @@ namespace prlearn { auto v = s._variance[d]; v.first.avg() += best; v.second.avg() += best; - v.first._variance = std::max(v.first._variance, var); - v.second._variance = std::max(v.second._variance, var); + v.first.set_variance(std::max(v.first.variance(), var)); + v.second.set_variance(std::max(v.second.variance(), var)); tmpq[d].first.addPoints(v.first.cnt(), v.first.avg()); tmpq[d].second.addPoints(v.second.cnt(), v.second.avg()); mean.addPoints(v.first.cnt(), v.first.avg()); @@ -287,8 +288,8 @@ namespace prlearn { auto v = s._old[d]; v.first.avg() += best; v.second.avg() += best; - v.first._variance = std::max(v.first._variance, var); - v.second._variance = std::max(v.second._variance, var); + v.first.set_variance(std::max(v.first.variance(), var)); + v.second.set_variance(std::max(v.second.variance(), var)); old_mean.addPoints(v.first.cnt(), v.first.avg()); old_mean.addPoints(v.second.cnt(), v.second.avg()); old_var.push_back(v.first); @@ -304,7 +305,7 @@ namespace prlearn { for (auto& s : sample_qvar) { { const auto dif = std::abs(s.avg() - mean._avg); - const auto std = std::sqrt(s._variance); + const auto std = std::sqrt(s.variance()); auto var = (std::pow(dif + std, 2.0) + std::pow(dif - std, 2.0)) / 2.0; svar.addPoints(s.cnt(), var); } @@ -316,7 +317,7 @@ namespace prlearn { } { const auto dif = std::abs(s.avg() - dmin); - const auto std = std::sqrt(s._variance); + const auto std = std::sqrt(s.variance()); auto var = (std::pow(dif + std, 2.0) + std::pow(dif - std, 2.0)) / 2.0; vars[id].addPoints(s.cnt(), var); } @@ -327,18 +328,20 @@ namespace prlearn { for (auto& s : old_var) { const auto dif = std::abs(s.avg() - old_mean._avg); - const auto std = std::sqrt(s._variance); + const auto std = std::sqrt(s.variance()); auto var = (std::pow(dif + std, 2.0) + std::pow(dif - std, 2.0)) / 2.0; ovar.addPoints(s.cnt(), var); } for (size_t i = 0; i < dimen; ++i) { - tmpq[i].first._variance = vars[i]._avg; - tmpq[i].second._variance = vars[i + dimen]._avg; + tmpq[i].first.set_variance(vars[i]._avg); + tmpq[i].second.set_variance(vars[i + dimen]._avg); } - qvar_t nq(mean._avg, mean._cnt / (dimen * 2), svar._avg); - qvar_t oq(old_mean._avg, old_mean._cnt / (dimen * 2), ovar._avg); + qvar_t nq(mean._avg, mean._cnt / (dimen * 2), 0); + nq.set_variance(svar._avg); + qvar_t oq(old_mean._avg, old_mean._cnt / (dimen * 2), 0); + oq.set_variance(ovar._avg); return std::make_pair(nq, oq); } diff --git a/src/MLearning.h b/src/MLearning.h index 6c41223..86e0cbd 100644 --- a/src/MLearning.h +++ b/src/MLearning.h @@ -1,22 +1,22 @@ /* * Copyright Peter G. Jensen - * + * * This program is free software: you can redistribute it and/or modify * it under the terms of the GNU Lesser General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. - * + * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. - * + * * You should have received a copy of the GNU Lesser General Public License * along with this program. If not, see . */ -/* +/* * File: MLearning.h * Author: Peter G. Jensen * @@ -32,7 +32,7 @@ #include #include -namespace prlearn { +namespace prlearn { class MLearning { public: @@ -45,6 +45,7 @@ namespace prlearn { void addSample(size_t dimen, // dimensions const double* f_var, const double* t_var, // doubles + size_t* next_labels, size_t n_labels, // actions in dest, ignored in m learning size_t label, // edge chosen, edge taken size_t dest, double value, // cost const std::vector& clouds, // other points diff --git a/src/QLearning.h b/src/QLearning.h index 3617c2f..7d6e718 100644 --- a/src/QLearning.h +++ b/src/QLearning.h @@ -1,21 +1,21 @@ /* * Copyright Peter G. Jensen - * + * * This program is free software: you can redistribute it and/or modify * it under the terms of the GNU Lesser General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. - * + * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. - * + * * You should have received a copy of the GNU Lesser General Public License * along with this program. If not, see . */ -/* +/* * File: QLearning.h * Author: Peter G. Jensen * @@ -46,6 +46,7 @@ namespace prlearn { void addSample(size_t dimen, // dimensions const double* f_val, const double* t_val, // source, destination-states + size_t* next_labels, size_t n_labels, size_t label, // action chosen, size_t dest, double value, // destination, cost const std::vector& clouds, // other points @@ -67,6 +68,7 @@ namespace prlearn { template void QLearning::addSample(size_t dimen, // dimensions const double* f_var, const double* t_var, // doubles + size_t* next_labels, size_t n_labels, // possible actions size_t label, size_t dest, double value, // cost const std::vector>&clouds, // other points bool minimization, const double delta, const propts_t& options) { @@ -74,7 +76,7 @@ namespace prlearn { auto toDone = 0.0; if (dest != 0 && options._discount != 0) - toDone = clouds[dest]._regressor.getBestQ(t_var, minimization); // 0 is a special sink-node. + toDone = clouds[dest]._regressor.getBestQ(t_var, minimization, next_labels, n_labels); // 0 is a special sink-node. auto nval = value; // if future is not a weird number, then add it (discounted) if (!std::isinf(toDone) && !std::isnan(toDone)) { diff --git a/src/RefinementTree.cpp b/src/RefinementTree.cpp index 158b9ab..0c8c26a 100644 --- a/src/RefinementTree.cpp +++ b/src/RefinementTree.cpp @@ -1,24 +1,24 @@ /* * Copyright Peter G. Jensen - * + * * This program is free software: you can redistribute it and/or modify * it under the terms of the GNU Lesser General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. - * + * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. - * + * * You should have received a copy of the GNU Lesser General Public License * along with this program. If not, see . */ -/* +/* * File: RefinementTree.cpp * Author: Peter G. Jensen - * + * * Created on July 18, 2017, 5:09 PM */ @@ -67,23 +67,41 @@ namespace prlearn { auto res = std::lower_bound(std::begin(_mapping), std::end(_mapping), lf); if (res == std::end(_mapping) || res->_label != label) return qvar_t(std::numeric_limits::quiet_NaN(), 0, 0); - assert(dimen == _dimen); auto n = _nodes[res->_nid].get_leaf(point, res->_nid, _nodes); auto& node = _nodes[n]; - return qvar_t(node._predictor._q.avg(), node._predictor._cnt, node._predictor._q._variance); + return qvar_t(node._predictor._q.avg(), node._predictor._cnt, node._predictor._q.squared()); } - double RefinementTree::getBestQ(const double* point, bool minimization) const { + double RefinementTree::getBestQ(const double* point, bool minimization, size_t* next_labels, size_t n_labels) const { auto val = std::numeric_limits::infinity(); if (!minimization) val = -val; - for (const el_t& el : _mapping) { - auto node = _nodes[el._nid].get_leaf(point, el._nid, _nodes); - auto v = _nodes[node]._predictor._q.avg(); - if (!std::isinf(v) && !std::isnan(v)) - val = minimization ? - std::min(v, val) : - std::max(v, val); + if(next_labels == nullptr) + { + for (const el_t& el : _mapping) { + auto node = _nodes[el._nid].get_leaf(point, el._nid, _nodes); + auto v = _nodes[node]._predictor._q.avg(); + if (!std::isinf(v) && !std::isnan(v)) + val = minimization ? + std::min(v, val) : + std::max(v, val); + } + } + else { + for(size_t i = 0; i < n_labels; ++i) + { + size_t j = 0; + for(;j < _mapping.size() && _mapping[j]._label < next_labels[i]; ++j) {}; + if(j >= _mapping.size()) continue; + if(_mapping[j]._label != next_labels[i]) continue; + const auto& res = _mapping[j]; + auto node = _nodes[res._nid].get_leaf(point, res._nid, _nodes); + auto v = _nodes[node]._predictor._q.avg(); + if (!std::isinf(v) && !std::isnan(v)) + val = minimization ? + std::min(v, val) : + std::max(v, val); + } } return val; } @@ -162,7 +180,7 @@ namespace prlearn { _predictor._data[i]._hmid += point[i]; } - // update the split-filters + // update the split-filters _predictor._data[i]._splitfilter.add(_predictor._data[i]._lowq, _predictor._data[i]._highq, delta * options._indefference, @@ -213,12 +231,12 @@ namespace prlearn { if (nodes[slow]._predictor._q.cnt() == 0) { nodes[slow]._predictor._q.cnt() = 1; nodes[slow]._predictor._q.avg() = oq.avg(); - nodes[slow]._predictor._q._variance = 0; + nodes[slow]._predictor._q.squared() = std::pow(oq.avg(), 2.0); } if (nodes[shigh]._predictor._q.cnt() == 0) { nodes[shigh]._predictor._q.cnt() = 1; nodes[shigh]._predictor._q.avg() = oq.avg(); - nodes[shigh]._predictor._q._variance = 0; + nodes[shigh]._predictor._q.squared() = std::pow(oq.avg(), 2.0); } } nodes[shigh]._predictor._cnt = nodes[shigh]._predictor._q.cnt(); diff --git a/src/RefinementTree.h b/src/RefinementTree.h index eb3794b..45924f4 100644 --- a/src/RefinementTree.h +++ b/src/RefinementTree.h @@ -1,22 +1,22 @@ /* * Copyright Peter G. Jensen - * + * * This program is free software: you can redistribute it and/or modify * it under the terms of the GNU Lesser General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. - * + * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. - * + * * You should have received a copy of the GNU Lesser General Public License * along with this program. If not, see . */ -/* +/* * File: RefinementTree.h * Author: Peter G. Jensen * @@ -48,7 +48,7 @@ namespace prlearn { void print(std::ostream& s, size_t tabs, std::map& edge_map) const; - double getBestQ(const double* val, bool minimization) const; + double getBestQ(const double* val, bool minimization, size_t* next_labels = nullptr, size_t n_labels = 0) const; protected: @@ -78,7 +78,7 @@ namespace prlearn { }; struct node_t { - // we could do these two values as a single pointer + // we could do these two values as a single pointer // which dynamically allocates enough space for both split and pred_t // including space for the run-time sized arrays. // however, this is at current time of writing a premature optimization. diff --git a/src/SimpleMLearning.cpp b/src/SimpleMLearning.cpp index 472d799..65b1da9 100644 --- a/src/SimpleMLearning.cpp +++ b/src/SimpleMLearning.cpp @@ -1,22 +1,22 @@ /* * Copyright Peter G. Jensen - * + * * This program is free software: you can redistribute it and/or modify * it under the terms of the GNU Lesser General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. - * + * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. - * + * * You should have received a copy of the GNU Lesser General Public License * along with this program. If not, see . */ -/* +/* * File: SimpleMLearning.cpp * Author: Peter G. Jensen * @@ -30,7 +30,7 @@ namespace prlearn { SimpleMLearning::~SimpleMLearning() { } - void SimpleMLearning::addSample(size_t, const double*, const double*, size_t label, size_t dest, double value, const std::vector& clouds, bool minimization, const double, const propts_t& options) { + void SimpleMLearning::addSample(size_t, const double*, const double*, size_t*, size_t, size_t label, size_t dest, double value, const std::vector& clouds, bool minimization, const double, const propts_t& options) { node_t act; act._label = label; auto lb = std::lower_bound(std::begin(_nodes), std::end(_nodes), act); @@ -63,7 +63,7 @@ namespace prlearn { for (size_t i = 0; i < tabs; ++i) s << "\t"; s << "{\"id\":" << (this - other.data()) << ","; bool first = true; - + for (auto& el : _nodes) { if (!first) s << ","; first = false; @@ -110,14 +110,14 @@ namespace prlearn { for(auto& s : n._succssors) { const auto dif = std::abs(s._cost.avg() - nq._avg); - const auto std = std::sqrt(s._cost._variance); + const auto std = std::sqrt(s._cost.variance()); auto var = (std::pow(dif + std, 2.0) + std::pow(dif - std, 2.0)) / 2.0; nv.addPoints(s._cost.cnt(), var); } n._q = qvar_t(nq._avg, nq._cnt, nv._avg); if ((minimization && n._q.avg() <= rq.avg()) || (!minimization && n._q.avg() >= rq.avg())) { - if(n._q.avg() != rq.avg() || n._q._variance < rq._variance || n._q.cnt() > rq.cnt()) + if(n._q.avg() != rq.avg() || n._q.variance() < rq.variance() || n._q.cnt() > rq.cnt()) rq = n._q; } } diff --git a/src/SimpleMLearning.h b/src/SimpleMLearning.h index e2f9776..cb820a9 100644 --- a/src/SimpleMLearning.h +++ b/src/SimpleMLearning.h @@ -1,22 +1,22 @@ /* * Copyright Peter G. Jensen - * + * * This program is free software: you can redistribute it and/or modify * it under the terms of the GNU Lesser General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. - * + * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. - * + * * You should have received a copy of the GNU Lesser General Public License * along with this program. If not, see . */ -/* +/* * File: SimpleMLearning.h * Author: Peter G. Jensen * @@ -46,6 +46,7 @@ namespace prlearn { void addSample(size_t dimen, // dimensions const double*, const double*, // doubles + size_t* next_labels, size_t n_labels, // ignored by m-learning size_t label, size_t dest, double value, // cost const std::vector& clouds, // other points diff --git a/src/SimpleRegressor.h b/src/SimpleRegressor.h index bb79bd3..25f2154 100644 --- a/src/SimpleRegressor.h +++ b/src/SimpleRegressor.h @@ -1,21 +1,21 @@ /* * Copyright Peter G. Jensen - * + * * This program is free software: you can redistribute it and/or modify * it under the terms of the GNU Lesser General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. - * + * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. - * + * * You should have received a copy of the GNU Lesser General Public License * along with this program. If not, see . */ -/* +/* * File: SimpleRegressor.h * Author: Peter G. Jensen * @@ -47,20 +47,29 @@ namespace prlearn { auto res = std::lower_bound(std::begin(_labels), std::end(_labels), lf); if (res != std::end(_labels) && res->_label == label) - return qvar_t{res->_value.avg(), (double)res->_cnt, res->_value._variance}; + return qvar_t{res->_value.avg(), (double)res->_cnt, res->_value.squared()}; else return qvar_t{std::numeric_limits::quiet_NaN(), 0, 0}; } - double getBestQ(const double*, bool minimization) const { + double getBestQ(const double*, bool minimization, size_t* next_labels = nullptr, size_t n_labels = 0) const { double res = std::numeric_limits::infinity(); if (!minimization) res = -res; + size_t j = 0; for (auto& e : _labels) + { + if(next_labels != nullptr) + { + for(;j < n_labels && next_labels[j] < e._label; ++j) {} + if(j >= n_labels) return res; + if(next_labels[j] != e._label) continue; + } if (!std::isinf(e._value.avg()) && !std::isnan(e._value.avg())) res = minimization ? std::min(res, e._value.avg()) : std::max(res, e._value.avg()); + } return res; } diff --git a/src/structs.cpp b/src/structs.cpp index b4c3692..dc1d056 100644 --- a/src/structs.cpp +++ b/src/structs.cpp @@ -1,21 +1,21 @@ /* * Copyright Peter G. Jensen - * + * * This program is free software: you can redistribute it and/or modify * it under the terms of the GNU Lesser General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. - * + * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. - * + * * You should have received a copy of the GNU Lesser General Public License * along with this program. If not, see . */ -/* +/* * File: structs.cpp * Author: Peter G. Jensen * @@ -44,7 +44,7 @@ namespace prlearn { void qvar_t::print(std::ostream& stream) const { stream << "["; stream << (*(avg_t*)this); - stream << ", " << _variance << "]"; + stream << ", " << variance() << "]"; } std::ostream& operator<<(std::ostream& o, const qvar_t& v) { @@ -59,29 +59,15 @@ namespace prlearn { return a; qvar_t res = a; res.addPoints(b._cnt, b._avg); - const auto adif = std::abs(res._avg - a._avg); - const auto bdif = std::abs(res._avg - b._avg); - const auto astd = std::sqrt(a._variance); - const auto bstd = std::sqrt(b._variance); - auto ca = std::pow(adif + astd, 2.0) + std::pow(adif - astd, 2.0); - auto cb = std::pow(bdif + bstd, 2.0) + std::pow(bdif - bstd, 2.0); - avg_t tmp; - tmp.addPoints(a._cnt, ca / 2.0); - tmp.addPoints(b._cnt, cb / 2.0); - res._variance = tmp._avg; + res._sq = (a._sq * (a._cnt / res._cnt)) + (b._sq * (b._cnt / res._cnt)); return res; } qvar_t& qvar_t::operator+=(double d) { assert(!std::isinf(d)); avg_t::operator+=(d); - auto nvar = std::pow(d - _avg, 2.0); - assert(!std::isinf(nvar)); - if (_cnt == 1) _variance = nvar; - else { - nvar -= _variance; - _variance += nvar / _cnt; - } + auto diff = std::pow(d, 2.0) - _sq; + _sq += diff / _cnt; return *this; } @@ -89,18 +75,9 @@ namespace prlearn { assert(weight >= 0); assert(_cnt >= 0); if (weight == 0) return; - auto oa = _avg; avg_t::addPoints(weight, d); - auto nvar = std::abs((d - oa)*(d - _avg)); - assert(!std::isinf(nvar)); - if (_cnt == weight) _variance = nvar; - else { - nvar -= _variance; - _variance += (nvar * weight) / _cnt; - } - assert(_variance >= 0); - assert(!std::isnan(_variance)); - assert(!std::isinf(_variance)); + auto diff = std::pow(d, 2.0) - _sq; + _sq += diff * (weight / _cnt); } double triangular_cdf(double mid, double width, double point) { @@ -117,10 +94,10 @@ namespace prlearn { constexpr double minvar = 0.0001; if (std::min(a.cnt(), b.cnt()) <= 1) return; - if (a._variance == b._variance && a.avg() == b.avg()) + if (a.variance() == b.variance() && a.avg() == b.avg()) return; - auto vara = std::max(minvar, a._variance); - auto varb = std::max(minvar, b._variance); + auto vara = std::max(minvar, a.variance()); + auto varb = std::max(minvar, b.variance()); double tval = std::abs(a.avg() - b.avg()) / std::sqrt(((vara * a.cnt()) + (varb * b.cnt())) / (a.cnt() * b.cnt())); diff --git a/src/structs.h b/src/structs.h index 6ca44fa..fbbfe5f 100644 --- a/src/structs.h +++ b/src/structs.h @@ -1,21 +1,21 @@ /* * Copyright Peter G. Jensen - * + * * This program is free software: you can redistribute it and/or modify * it under the terms of the GNU Lesser General Public License as published by * the Free Software Foundation, either version 3 of the License, or * (at your option) any later version. - * + * * This program is distributed in the hope that it will be useful, * but WITHOUT ANY WARRANTY; without even the implied warranty of * MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the * GNU General Public License for more details. - * + * * You should have received a copy of the GNU Lesser General Public License * along with this program. If not, see . */ -/* +/* * File: structs.h * Author: Peter G. Jensen * @@ -33,6 +33,8 @@ #include #include #include +#include + namespace prlearn { struct avg_t { @@ -54,7 +56,7 @@ namespace prlearn { } else { _cnt += weight; double diff = d - _avg; - _avg += ((diff * weight) / (double) _cnt); // add only "share" of difference + _avg += diff * (weight / _cnt); // add only "share" of difference } assert(!std::isnan(_avg)); } @@ -96,15 +98,14 @@ namespace prlearn { qvar_t() = default; - qvar_t(double d, double w, double v) { + qvar_t(double d, double w, double squared) { _avg = d; _cnt = w; - _variance = v; + _sq = squared; }; // this is a dirty hijack! qvar_t& operator+=(double d); void addPoints(double weight, double d); - double _variance = 0; auto& avg() { return _avg; @@ -127,6 +128,27 @@ namespace prlearn { } void print(std::ostream& stream) const; static qvar_t approximate(const qvar_t& a, const qvar_t& b); + double variance() const { + auto pow = std::pow(_avg, 2.0); + if(pow >= _sq) + return 0; + return _sq - pow; + } + + void set_variance(double var) { + _sq = std::pow(_avg, 2.0) + var; + } + + double& squared() { + return _sq; + } + + const double& squared() const { + return _sq; + } + + private: + double _sq = 0; }; struct splitfilter_t {