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Fix bug due to precision in CategoricalMatrix._get_col_stds #391

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Sep 19, 2024
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Fix bug due to precision in CategoricalMatrix._get_col_stds #391

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7c2486d
Fix bug due to precision in CategoricalMatrix._get_col_stds
mlondschien Sep 18, 2024
15b4abf
Update src/tabmat/categorical_matrix.py
mlondschien Sep 18, 2024
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4 changes: 4 additions & 0 deletions CHANGELOG.rst
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Expand Up @@ -14,6 +14,10 @@ Changelog

- Added a new function, :func:`tabmat.from_polars`, to convert a :class:`polars.DataFrame` into a :class:`tabmat.SplitMatrix`.

**Bug fix:**

- Fixed a bug in :meth:`tabmat.CategoricalMatrix.standardize` that sometimes returned ``nan`` values for the standard deviation due to numerical instability if using ``np.float32`` precision.

4.0.1 - 2024-06-25
------------------

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4 changes: 3 additions & 1 deletion src/tabmat/categorical_matrix.py
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Expand Up @@ -672,7 +672,9 @@ def _get_col_stds(self, weights: np.ndarray, col_means: np.ndarray) -> np.ndarra
# but because X_ij is either {0, 1}
# we don't actually need to square.
mean = self.transpose_matvec(weights)
return np.sqrt(mean - col_means**2)
vars = mean - col_means**2
# If using float32, we can get negative values due to precision errors
return np.sqrt(np.maximum(vars, 0))

def __getitem__(self, item):
row, col = _check_indexer(item)
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