Examples with Gram hex.gram.Gram used on opensource projects

Example 1 with Gram

use of hex.gram.Gram in project h2o-3 by h2oai.

the class LinearAlgebraUtils method computeR.

/**
   * Get R = L' from Cholesky decomposition Y'Y = LL' (same as R from Y = QR)
   * @param jobKey Job key for Gram calculation
   * @param yinfo DataInfo for Y matrix
   * @param transpose Should result be transposed to get L?
   * @return L or R matrix from Cholesky of Y Gram
   */
public static double[][] computeR(Key<Job> jobKey, DataInfo yinfo, boolean transpose) {
    // Calculate Cholesky of Y Gram to get R' = L matrix
    // Gram is Y'Y/n where n = nrow(Y)
    Gram.GramTask gtsk = new Gram.GramTask(jobKey, yinfo);
    gtsk.doAll(yinfo._adaptedFrame);
    // Gram.Cholesky chol = gtsk._gram.cholesky(null);   // If Y'Y = LL' Cholesky, then R = L'
    Matrix ygram = new Matrix(gtsk._gram.getXX());
    CholeskyDecomposition chol = new CholeskyDecomposition(ygram);
    double[][] L = chol.getL().getArray();
    // Must scale since Cholesky of Y'Y/n where nobs = nrow(Y)
    ArrayUtils.mult(L, Math.sqrt(gtsk._nobs));
    return transpose ? L : ArrayUtils.transpose(L);
}

Example 2 with Gram

use of hex.gram.Gram in project h2o-3 by h2oai.

the class MakeGLMModelHandler method computeGram.

public GramV3 computeGram(int v, GramV3 input) {
    if (DKV.get(input.X.key()) == null)
        throw new IllegalArgumentException("Frame " + input.X.key() + " does not exist.");
    Frame fr = input.X.key().get();
    Frame frcpy = new Frame(fr._names.clone(), fr.vecs().clone());
    String wname = null;
    Vec weight = null;
    if (input.W != null && !input.W.column_name.isEmpty()) {
        wname = input.W.column_name;
        if (fr.find(wname) == -1)
            throw new IllegalArgumentException("Did not find weight vector " + wname);
        weight = frcpy.remove(wname);
    }
    DataInfo dinfo = new DataInfo(frcpy, null, 0, input.use_all_factor_levels, input.standardize ? TransformType.STANDARDIZE : TransformType.NONE, TransformType.NONE, input.skip_missing, false, !input.skip_missing, /* weight */
    false, /* offset */
    false, /* fold */
    false, /* intercept */
    true);
    DKV.put(dinfo);
    if (weight != null)
        dinfo.setWeights(wname, weight);
    Gram.GramTask gt = new Gram.GramTask(null, dinfo, false, true).doAll(dinfo._adaptedFrame);
    double[][] gram = gt._gram.getXX();
    dinfo.remove();
    String[] names = water.util.ArrayUtils.append(dinfo.coefNames(), "Intercept");
    Vec[] vecs = new Vec[gram.length];
    Key[] keys = new VectorGroup().addVecs(vecs.length);
    for (int i = 0; i < vecs.length; ++i) vecs[i] = Vec.makeVec(gram[i], keys[i]);
    input.destination_frame = new KeyV3.FrameKeyV3();
    String keyname = input.X.key().toString();
    if (keyname.endsWith(".hex"))
        keyname = keyname.substring(0, keyname.lastIndexOf("."));
    keyname = keyname + "_gram";
    if (weight != null)
        keyname = keyname + "_" + wname;
    Key k = Key.make(keyname);
    if (DKV.get(k) != null) {
        int cnt = 0;
        while (cnt < 1000 && DKV.get(k = Key.make(keyname + "_" + cnt)) != null) cnt++;
        if (cnt == 1000)
            throw new IllegalArgumentException("unable to make unique key");
    }
    input.destination_frame.fillFromImpl(k);
    DKV.put(new Frame(k, names, vecs));
    return input;
}