MDL-58859 mlbackend_php: Upgrade php-ml to latest version

Part of MDL-57791 epic.
This commit is contained in:
David Monllao 2017-05-24 14:07:04 +08:00
parent 40fcb365c3
commit 589d7e8eb6
48 changed files with 1458 additions and 643 deletions

View file

@ -102,19 +102,21 @@ class DecisionTree implements Classifier
$this->columnNames = array_slice($this->columnNames, 0, $this->featureCount); $this->columnNames = array_slice($this->columnNames, 0, $this->featureCount);
} elseif (count($this->columnNames) < $this->featureCount) { } elseif (count($this->columnNames) < $this->featureCount) {
$this->columnNames = array_merge($this->columnNames, $this->columnNames = array_merge($this->columnNames,
range(count($this->columnNames), $this->featureCount - 1)); range(count($this->columnNames), $this->featureCount - 1)
);
} }
} }
/** /**
* @param array $samples * @param array $samples
*
* @return array * @return array
*/ */
public static function getColumnTypes(array $samples) : array public static function getColumnTypes(array $samples) : array
{ {
$types = []; $types = [];
$featureCount = count($samples[0]); $featureCount = count($samples[0]);
for ($i=0; $i < $featureCount; $i++) { for ($i = 0; $i < $featureCount; ++$i) {
$values = array_column($samples, $i); $values = array_column($samples, $i);
$isCategorical = self::isCategoricalColumn($values); $isCategorical = self::isCategoricalColumn($values);
$types[] = $isCategorical ? self::NOMINAL : self::CONTINUOUS; $types[] = $isCategorical ? self::NOMINAL : self::CONTINUOUS;
@ -126,6 +128,7 @@ class DecisionTree implements Classifier
/** /**
* @param array $records * @param array $records
* @param int $depth * @param int $depth
*
* @return DecisionTreeLeaf * @return DecisionTreeLeaf
*/ */
protected function getSplitLeaf(array $records, int $depth = 0) : DecisionTreeLeaf protected function getSplitLeaf(array $records, int $depth = 0) : DecisionTreeLeaf
@ -163,10 +166,10 @@ class DecisionTree implements Classifier
// Group remaining targets // Group remaining targets
$target = $this->targets[$recordNo]; $target = $this->targets[$recordNo];
if (! array_key_exists($target, $remainingTargets)) { if (!array_key_exists($target, $remainingTargets)) {
$remainingTargets[$target] = 1; $remainingTargets[$target] = 1;
} else { } else {
$remainingTargets[$target]++; ++$remainingTargets[$target];
} }
} }
@ -188,6 +191,7 @@ class DecisionTree implements Classifier
/** /**
* @param array $records * @param array $records
*
* @return DecisionTreeLeaf * @return DecisionTreeLeaf
*/ */
protected function getBestSplit(array $records) : DecisionTreeLeaf protected function getBestSplit(array $records) : DecisionTreeLeaf
@ -251,7 +255,7 @@ class DecisionTree implements Classifier
protected function getSelectedFeatures() : array protected function getSelectedFeatures() : array
{ {
$allFeatures = range(0, $this->featureCount - 1); $allFeatures = range(0, $this->featureCount - 1);
if ($this->numUsableFeatures === 0 && ! $this->selectedFeatures) { if ($this->numUsableFeatures === 0 && !$this->selectedFeatures) {
return $allFeatures; return $allFeatures;
} }
@ -271,9 +275,10 @@ class DecisionTree implements Classifier
} }
/** /**
* @param $baseValue * @param mixed $baseValue
* @param array $colValues * @param array $colValues
* @param array $targets * @param array $targets
*
* @return float * @return float
*/ */
public function getGiniIndex($baseValue, array $colValues, array $targets) : float public function getGiniIndex($baseValue, array $colValues, array $targets) : float
@ -282,13 +287,15 @@ class DecisionTree implements Classifier
foreach ($this->labels as $label) { foreach ($this->labels as $label) {
$countMatrix[$label] = [0, 0]; $countMatrix[$label] = [0, 0];
} }
foreach ($colValues as $index => $value) { foreach ($colValues as $index => $value) {
$label = $targets[$index]; $label = $targets[$index];
$rowIndex = $value === $baseValue ? 0 : 1; $rowIndex = $value === $baseValue ? 0 : 1;
$countMatrix[$label][$rowIndex]++; ++$countMatrix[$label][$rowIndex];
} }
$giniParts = [0, 0]; $giniParts = [0, 0];
for ($i=0; $i<=1; $i++) { for ($i = 0; $i <= 1; ++$i) {
$part = 0; $part = 0;
$sum = array_sum(array_column($countMatrix, $i)); $sum = array_sum(array_column($countMatrix, $i));
if ($sum > 0) { if ($sum > 0) {
@ -296,6 +303,7 @@ class DecisionTree implements Classifier
$part += pow($countMatrix[$label][$i] / floatval($sum), 2); $part += pow($countMatrix[$label][$i] / floatval($sum), 2);
} }
} }
$giniParts[$i] = (1 - $part) * $sum; $giniParts[$i] = (1 - $part) * $sum;
} }
@ -304,6 +312,7 @@ class DecisionTree implements Classifier
/** /**
* @param array $samples * @param array $samples
*
* @return array * @return array
*/ */
protected function preprocess(array $samples) : array protected function preprocess(array $samples) : array
@ -311,7 +320,7 @@ class DecisionTree implements Classifier
// Detect and convert continuous data column values into // Detect and convert continuous data column values into
// discrete values by using the median as a threshold value // discrete values by using the median as a threshold value
$columns = []; $columns = [];
for ($i=0; $i<$this->featureCount; $i++) { for ($i = 0; $i < $this->featureCount; ++$i) {
$values = array_column($samples, $i); $values = array_column($samples, $i);
if ($this->columnTypes[$i] == self::CONTINUOUS) { if ($this->columnTypes[$i] == self::CONTINUOUS) {
$median = Mean::median($values); $median = Mean::median($values);
@ -332,6 +341,7 @@ class DecisionTree implements Classifier
/** /**
* @param array $columnValues * @param array $columnValues
*
* @return bool * @return bool
*/ */
protected static function isCategoricalColumn(array $columnValues) : bool protected static function isCategoricalColumn(array $columnValues) : bool
@ -348,6 +358,7 @@ class DecisionTree implements Classifier
if ($floatValues) { if ($floatValues) {
return false; return false;
} }
if (count($numericValues) !== $count) { if (count($numericValues) !== $count) {
return true; return true;
} }
@ -365,7 +376,9 @@ class DecisionTree implements Classifier
* randomly selected for each split operation. * randomly selected for each split operation.
* *
* @param int $numFeatures * @param int $numFeatures
*
* @return $this * @return $this
*
* @throws InvalidArgumentException * @throws InvalidArgumentException
*/ */
public function setNumFeatures(int $numFeatures) public function setNumFeatures(int $numFeatures)
@ -394,7 +407,9 @@ class DecisionTree implements Classifier
* column importances are desired to be inspected. * column importances are desired to be inspected.
* *
* @param array $names * @param array $names
*
* @return $this * @return $this
*
* @throws InvalidArgumentException * @throws InvalidArgumentException
*/ */
public function setColumnNames(array $names) public function setColumnNames(array $names)
@ -460,6 +475,7 @@ class DecisionTree implements Classifier
* *
* @param int $column * @param int $column
* @param DecisionTreeLeaf $node * @param DecisionTreeLeaf $node
*
* @return array * @return array
*/ */
protected function getSplitNodesByColumn(int $column, DecisionTreeLeaf $node) : array protected function getSplitNodesByColumn(int $column, DecisionTreeLeaf $node) : array
@ -478,9 +494,11 @@ class DecisionTree implements Classifier
if ($node->leftLeaf) { if ($node->leftLeaf) {
$lNodes = $this->getSplitNodesByColumn($column, $node->leftLeaf); $lNodes = $this->getSplitNodesByColumn($column, $node->leftLeaf);
} }
if ($node->rightLeaf) { if ($node->rightLeaf) {
$rNodes = $this->getSplitNodesByColumn($column, $node->rightLeaf); $rNodes = $this->getSplitNodesByColumn($column, $node->rightLeaf);
} }
$nodes = array_merge($nodes, $lNodes, $rNodes); $nodes = array_merge($nodes, $lNodes, $rNodes);
return $nodes; return $nodes;
@ -488,6 +506,7 @@ class DecisionTree implements Classifier
/** /**
* @param array $sample * @param array $sample
*
* @return mixed * @return mixed
*/ */
protected function predictSample(array $sample) protected function predictSample(array $sample)
@ -497,6 +516,7 @@ class DecisionTree implements Classifier
if ($node->isTerminal) { if ($node->isTerminal) {
break; break;
} }
if ($node->evaluate($sample)) { if ($node->evaluate($sample)) {
$node = $node->leftLeaf; $node = $node->leftLeaf;
} else { } else {

View file

@ -92,6 +92,8 @@ class DecisionTreeLeaf
* Returns Mean Decrease Impurity (MDI) in the node. * Returns Mean Decrease Impurity (MDI) in the node.
* For terminal nodes, this value is equal to 0 * For terminal nodes, this value is equal to 0
* *
* @param int $parentRecordCount
*
* @return float * @return float
*/ */
public function getNodeImpurityDecrease(int $parentRecordCount) public function getNodeImpurityDecrease(int $parentRecordCount)
@ -133,7 +135,7 @@ class DecisionTreeLeaf
} else { } else {
$col = "col_$this->columnIndex"; $col = "col_$this->columnIndex";
} }
if (! preg_match("/^[<>=]{1,2}/", $value)) { if (!preg_match("/^[<>=]{1,2}/", $value)) {
$value = "=$value"; $value = "=$value";
} }
$value = "<b>$col $value</b><br>Gini: ". number_format($this->giniIndex, 2); $value = "<b>$col $value</b><br>Gini: ". number_format($this->giniIndex, 2);

View file

@ -75,6 +75,7 @@ class AdaBoost implements Classifier
* improve classification performance of 'weak' classifiers such as * improve classification performance of 'weak' classifiers such as
* DecisionStump (default base classifier of AdaBoost). * DecisionStump (default base classifier of AdaBoost).
* *
* @param int $maxIterations
*/ */
public function __construct(int $maxIterations = 50) public function __construct(int $maxIterations = 50)
{ {
@ -96,6 +97,8 @@ class AdaBoost implements Classifier
/** /**
* @param array $samples * @param array $samples
* @param array $targets * @param array $targets
*
* @throws \Exception
*/ */
public function train(array $samples, array $targets) public function train(array $samples, array $targets)
{ {
@ -123,7 +126,6 @@ class AdaBoost implements Classifier
// Execute the algorithm for a maximum number of iterations // Execute the algorithm for a maximum number of iterations
$currIter = 0; $currIter = 0;
while ($this->maxIterations > $currIter++) { while ($this->maxIterations > $currIter++) {
// Determine the best 'weak' classifier based on current weights // Determine the best 'weak' classifier based on current weights
$classifier = $this->getBestClassifier(); $classifier = $this->getBestClassifier();
$errorRate = $this->evaluateClassifier($classifier); $errorRate = $this->evaluateClassifier($classifier);
@ -181,7 +183,7 @@ class AdaBoost implements Classifier
$targets = []; $targets = [];
foreach ($weights as $index => $weight) { foreach ($weights as $index => $weight) {
$z = (int)round(($weight - $mean) / $std) - $minZ + 1; $z = (int)round(($weight - $mean) / $std) - $minZ + 1;
for ($i=0; $i < $z; $i++) { for ($i = 0; $i < $z; ++$i) {
if (rand(0, 1) == 0) { if (rand(0, 1) == 0) {
continue; continue;
} }
@ -197,6 +199,8 @@ class AdaBoost implements Classifier
* Evaluates the classifier and returns the classification error rate * Evaluates the classifier and returns the classification error rate
* *
* @param Classifier $classifier * @param Classifier $classifier
*
* @return float
*/ */
protected function evaluateClassifier(Classifier $classifier) protected function evaluateClassifier(Classifier $classifier)
{ {

View file

@ -59,13 +59,13 @@ class Bagging implements Classifier
private $samples = []; private $samples = [];
/** /**
* Creates an ensemble classifier with given number of base classifiers<br> * Creates an ensemble classifier with given number of base classifiers
* Default number of base classifiers is 100. * Default number of base classifiers is 50.
* The more number of base classifiers, the better performance but at the cost of procesing time * The more number of base classifiers, the better performance but at the cost of procesing time
* *
* @param int $numClassifier * @param int $numClassifier
*/ */
public function __construct($numClassifier = 50) public function __construct(int $numClassifier = 50)
{ {
$this->numClassifier = $numClassifier; $this->numClassifier = $numClassifier;
} }
@ -76,14 +76,17 @@ class Bagging implements Classifier
* to train each base classifier. * to train each base classifier.
* *
* @param float $ratio * @param float $ratio
*
* @return $this * @return $this
* @throws Exception *
* @throws \Exception
*/ */
public function setSubsetRatio(float $ratio) public function setSubsetRatio(float $ratio)
{ {
if ($ratio < 0.1 || $ratio > 1.0) { if ($ratio < 0.1 || $ratio > 1.0) {
throw new \Exception("Subset ratio should be between 0.1 and 1.0"); throw new \Exception("Subset ratio should be between 0.1 and 1.0");
} }
$this->subsetRatio = $ratio; $this->subsetRatio = $ratio;
return $this; return $this;
} }
@ -98,12 +101,14 @@ class Bagging implements Classifier
* *
* @param string $classifier * @param string $classifier
* @param array $classifierOptions * @param array $classifierOptions
*
* @return $this * @return $this
*/ */
public function setClassifer(string $classifier, array $classifierOptions = []) public function setClassifer(string $classifier, array $classifierOptions = [])
{ {
$this->classifier = $classifier; $this->classifier = $classifier;
$this->classifierOptions = $classifierOptions; $this->classifierOptions = $classifierOptions;
return $this; return $this;
} }
@ -138,11 +143,12 @@ class Bagging implements Classifier
$targets = []; $targets = [];
srand($index); srand($index);
$bootstrapSize = $this->subsetRatio * $this->numSamples; $bootstrapSize = $this->subsetRatio * $this->numSamples;
for ($i=0; $i < $bootstrapSize; $i++) { for ($i = 0; $i < $bootstrapSize; ++$i) {
$rand = rand(0, $this->numSamples - 1); $rand = rand(0, $this->numSamples - 1);
$samples[] = $this->samples[$rand]; $samples[] = $this->samples[$rand];
$targets[] = $this->targets[$rand]; $targets[] = $this->targets[$rand];
} }
return [$samples, $targets]; return [$samples, $targets];
} }
@ -152,24 +158,25 @@ class Bagging implements Classifier
protected function initClassifiers() protected function initClassifiers()
{ {
$classifiers = []; $classifiers = [];
for ($i=0; $i<$this->numClassifier; $i++) { for ($i = 0; $i < $this->numClassifier; ++$i) {
$ref = new \ReflectionClass($this->classifier); $ref = new \ReflectionClass($this->classifier);
if ($this->classifierOptions) { if ($this->classifierOptions) {
$obj = $ref->newInstanceArgs($this->classifierOptions); $obj = $ref->newInstanceArgs($this->classifierOptions);
} else { } else {
$obj = $ref->newInstance(); $obj = $ref->newInstance();
} }
$classifiers[] = $this->initSingleClassifier($obj, $i);
$classifiers[] = $this->initSingleClassifier($obj);
} }
return $classifiers; return $classifiers;
} }
/** /**
* @param Classifier $classifier * @param Classifier $classifier
* @param int $index *
* @return Classifier * @return Classifier
*/ */
protected function initSingleClassifier($classifier, $index) protected function initSingleClassifier($classifier)
{ {
return $classifier; return $classifier;
} }

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@ -5,7 +5,6 @@ declare(strict_types=1);
namespace Phpml\Classification\Ensemble; namespace Phpml\Classification\Ensemble;
use Phpml\Classification\DecisionTree; use Phpml\Classification\DecisionTree;
use Phpml\Classification\Classifier;
class RandomForest extends Bagging class RandomForest extends Bagging
{ {
@ -24,9 +23,9 @@ class RandomForest extends Bagging
* may increase the prediction performance while it will also substantially * may increase the prediction performance while it will also substantially
* increase the processing time and the required memory * increase the processing time and the required memory
* *
* @param type $numClassifier * @param int $numClassifier
*/ */
public function __construct($numClassifier = 50) public function __construct(int $numClassifier = 50)
{ {
parent::__construct($numClassifier); parent::__construct($numClassifier);
@ -43,17 +42,21 @@ class RandomForest extends Bagging
* features to be taken into consideration while selecting subspace of features * features to be taken into consideration while selecting subspace of features
* *
* @param mixed $ratio string or float should be given * @param mixed $ratio string or float should be given
*
* @return $this * @return $this
* @throws Exception *
* @throws \Exception
*/ */
public function setFeatureSubsetRatio($ratio) public function setFeatureSubsetRatio($ratio)
{ {
if (is_float($ratio) && ($ratio < 0.1 || $ratio > 1.0)) { if (is_float($ratio) && ($ratio < 0.1 || $ratio > 1.0)) {
throw new \Exception("When a float given, feature subset ratio should be between 0.1 and 1.0"); throw new \Exception("When a float given, feature subset ratio should be between 0.1 and 1.0");
} }
if (is_string($ratio) && $ratio != 'sqrt' && $ratio != 'log') { if (is_string($ratio) && $ratio != 'sqrt' && $ratio != 'log') {
throw new \Exception("When a string given, feature subset ratio can only be 'sqrt' or 'log' "); throw new \Exception("When a string given, feature subset ratio can only be 'sqrt' or 'log' ");
} }
$this->featureSubsetRatio = $ratio; $this->featureSubsetRatio = $ratio;
return $this; return $this;
} }
@ -63,7 +66,10 @@ class RandomForest extends Bagging
* *
* @param string $classifier * @param string $classifier
* @param array $classifierOptions * @param array $classifierOptions
*
* @return $this * @return $this
*
* @throws \Exception
*/ */
public function setClassifer(string $classifier, array $classifierOptions = []) public function setClassifer(string $classifier, array $classifierOptions = [])
{ {
@ -125,10 +131,10 @@ class RandomForest extends Bagging
/** /**
* @param DecisionTree $classifier * @param DecisionTree $classifier
* @param int $index *
* @return DecisionTree * @return DecisionTree
*/ */
protected function initSingleClassifier($classifier, $index) protected function initSingleClassifier($classifier)
{ {
if (is_float($this->featureSubsetRatio)) { if (is_float($this->featureSubsetRatio)) {
$featureCount = (int)($this->featureSubsetRatio * $this->featureCount); $featureCount = (int)($this->featureSubsetRatio * $this->featureCount);

View file

@ -4,11 +4,8 @@ declare(strict_types=1);
namespace Phpml\Classification\Linear; namespace Phpml\Classification\Linear;
use Phpml\Classification\Classifier;
class Adaline extends Perceptron class Adaline extends Perceptron
{ {
/** /**
* Batch training is the default Adaline training algorithm * Batch training is the default Adaline training algorithm
*/ */
@ -35,13 +32,17 @@ class Adaline extends Perceptron
* If normalizeInputs is set to true, then every input given to the algorithm will be standardized * If normalizeInputs is set to true, then every input given to the algorithm will be standardized
* by use of standard deviation and mean calculation * by use of standard deviation and mean calculation
* *
* @param int $learningRate * @param float $learningRate
* @param int $maxIterations * @param int $maxIterations
* @param bool $normalizeInputs
* @param int $trainingType
*
* @throws \Exception
*/ */
public function __construct(float $learningRate = 0.001, int $maxIterations = 1000, public function __construct(float $learningRate = 0.001, int $maxIterations = 1000,
bool $normalizeInputs = true, int $trainingType = self::BATCH_TRAINING) bool $normalizeInputs = true, int $trainingType = self::BATCH_TRAINING)
{ {
if (! in_array($trainingType, [self::BATCH_TRAINING, self::ONLINE_TRAINING])) { if (!in_array($trainingType, [self::BATCH_TRAINING, self::ONLINE_TRAINING])) {
throw new \Exception("Adaline can only be trained with batch and online/stochastic gradient descent algorithm"); throw new \Exception("Adaline can only be trained with batch and online/stochastic gradient descent algorithm");
} }

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@ -87,6 +87,8 @@ class DecisionStump extends WeightedClassifier
/** /**
* @param array $samples * @param array $samples
* @param array $targets * @param array $targets
* @param array $labels
*
* @throws \Exception * @throws \Exception
*/ */
protected function trainBinary(array $samples, array $targets, array $labels) protected function trainBinary(array $samples, array $targets, array $labels)
@ -237,13 +239,13 @@ class DecisionStump extends WeightedClassifier
/** /**
* *
* @param type $leftValue * @param mixed $leftValue
* @param type $operator * @param string $operator
* @param type $rightValue * @param mixed $rightValue
* *
* @return boolean * @return boolean
*/ */
protected function evaluate($leftValue, $operator, $rightValue) protected function evaluate($leftValue, string $operator, $rightValue)
{ {
switch ($operator) { switch ($operator) {
case '>': return $leftValue > $rightValue; case '>': return $leftValue > $rightValue;
@ -288,10 +290,10 @@ class DecisionStump extends WeightedClassifier
$wrong += $this->weights[$index]; $wrong += $this->weights[$index];
} }
if (! isset($prob[$predicted][$target])) { if (!isset($prob[$predicted][$target])) {
$prob[$predicted][$target] = 0; $prob[$predicted][$target] = 0;
} }
$prob[$predicted][$target]++; ++$prob[$predicted][$target];
} }
// Calculate probabilities: Proportion of labels in each leaf // Calculate probabilities: Proportion of labels in each leaf

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@ -4,12 +4,10 @@ declare(strict_types=1);
namespace Phpml\Classification\Linear; namespace Phpml\Classification\Linear;
use Phpml\Classification\Classifier;
use Phpml\Helper\Optimizer\ConjugateGradient; use Phpml\Helper\Optimizer\ConjugateGradient;
class LogisticRegression extends Adaline class LogisticRegression extends Adaline
{ {
/** /**
* Batch training: Gradient descent algorithm (default) * Batch training: Gradient descent algorithm (default)
*/ */
@ -74,13 +72,13 @@ class LogisticRegression extends Adaline
string $penalty = 'L2') string $penalty = 'L2')
{ {
$trainingTypes = range(self::BATCH_TRAINING, self::CONJUGATE_GRAD_TRAINING); $trainingTypes = range(self::BATCH_TRAINING, self::CONJUGATE_GRAD_TRAINING);
if (! in_array($trainingType, $trainingTypes)) { if (!in_array($trainingType, $trainingTypes)) {
throw new \Exception("Logistic regression can only be trained with " . throw new \Exception("Logistic regression can only be trained with " .
"batch (gradient descent), online (stochastic gradient descent) " . "batch (gradient descent), online (stochastic gradient descent) " .
"or conjugate batch (conjugate gradients) algorithms"); "or conjugate batch (conjugate gradients) algorithms");
} }
if (! in_array($cost, ['log', 'sse'])) { if (!in_array($cost, ['log', 'sse'])) {
throw new \Exception("Logistic regression cost function can be one of the following: \n" . throw new \Exception("Logistic regression cost function can be one of the following: \n" .
"'log' for log-likelihood and 'sse' for sum of squared errors"); "'log' for log-likelihood and 'sse' for sum of squared errors");
} }
@ -126,6 +124,8 @@ class LogisticRegression extends Adaline
* *
* @param array $samples * @param array $samples
* @param array $targets * @param array $targets
*
* @throws \Exception
*/ */
protected function runTraining(array $samples, array $targets) protected function runTraining(array $samples, array $targets)
{ {
@ -140,12 +140,18 @@ class LogisticRegression extends Adaline
case self::CONJUGATE_GRAD_TRAINING: case self::CONJUGATE_GRAD_TRAINING:
return $this->runConjugateGradient($samples, $targets, $callback); return $this->runConjugateGradient($samples, $targets, $callback);
default:
throw new \Exception('Logistic regression has invalid training type: %s.', $this->trainingType);
} }
} }
/** /**
* Executes Conjugate Gradient method to optimize the * Executes Conjugate Gradient method to optimize the weights of the LogReg model
* weights of the LogReg model *
* @param array $samples
* @param array $targets
* @param \Closure $gradientFunc
*/ */
protected function runConjugateGradient(array $samples, array $targets, \Closure $gradientFunc) protected function runConjugateGradient(array $samples, array $targets, \Closure $gradientFunc)
{ {
@ -162,6 +168,8 @@ class LogisticRegression extends Adaline
* Returns the appropriate callback function for the selected cost function * Returns the appropriate callback function for the selected cost function
* *
* @return \Closure * @return \Closure
*
* @throws \Exception
*/ */
protected function getCostFunction() protected function getCostFunction()
{ {
@ -203,7 +211,7 @@ class LogisticRegression extends Adaline
return $callback; return $callback;
case 'sse': case 'sse':
/** /*
* Sum of squared errors or least squared errors cost function: * Sum of squared errors or least squared errors cost function:
* J(x) = (y - h(x))^2 * J(x) = (y - h(x))^2
* *
@ -224,6 +232,9 @@ class LogisticRegression extends Adaline
}; };
return $callback; return $callback;
default:
throw new \Exception(sprintf('Logistic regression has invalid cost function: %s.', $this->costFunction));
} }
} }
@ -245,6 +256,7 @@ class LogisticRegression extends Adaline
* Returns the class value (either -1 or 1) for the given input * Returns the class value (either -1 or 1) for the given input
* *
* @param array $sample * @param array $sample
*
* @return int * @return int
*/ */
protected function outputClass(array $sample) protected function outputClass(array $sample)
@ -266,6 +278,8 @@ class LogisticRegression extends Adaline
* *
* @param array $sample * @param array $sample
* @param mixed $label * @param mixed $label
*
* @return float
*/ */
protected function predictProbability(array $sample, $label) protected function predictProbability(array $sample, $label)
{ {

View file

@ -63,22 +63,22 @@ class Perceptron implements Classifier, IncrementalEstimator
/** /**
* Initalize a perceptron classifier with given learning rate and maximum * Initalize a perceptron classifier with given learning rate and maximum
* number of iterations used while training the perceptron <br> * number of iterations used while training the perceptron
* *
* Learning rate should be a float value between 0.0(exclusive) and 1.0(inclusive) <br> * @param float $learningRate Value between 0.0(exclusive) and 1.0(inclusive)
* Maximum number of iterations can be an integer value greater than 0 * @param int $maxIterations Must be at least 1
* @param int $learningRate * @param bool $normalizeInputs
* @param int $maxIterations *
* @throws \Exception
*/ */
public function __construct(float $learningRate = 0.001, int $maxIterations = 1000, public function __construct(float $learningRate = 0.001, int $maxIterations = 1000, bool $normalizeInputs = true)
bool $normalizeInputs = true)
{ {
if ($learningRate <= 0.0 || $learningRate > 1.0) { if ($learningRate <= 0.0 || $learningRate > 1.0) {
throw new \Exception("Learning rate should be a float value between 0.0(exclusive) and 1.0(inclusive)"); throw new \Exception("Learning rate should be a float value between 0.0(exclusive) and 1.0(inclusive)");
} }
if ($maxIterations <= 0) { if ($maxIterations <= 0) {
throw new \Exception("Maximum number of iterations should be an integer greater than 0"); throw new \Exception("Maximum number of iterations must be an integer greater than 0");
} }
if ($normalizeInputs) { if ($normalizeInputs) {
@ -96,7 +96,7 @@ class Perceptron implements Classifier, IncrementalEstimator
*/ */
public function partialTrain(array $samples, array $targets, array $labels = []) public function partialTrain(array $samples, array $targets, array $labels = [])
{ {
return $this->trainByLabel($samples, $targets, $labels); $this->trainByLabel($samples, $targets, $labels);
} }
/** /**
@ -140,6 +140,8 @@ class Perceptron implements Classifier, IncrementalEstimator
* for $maxIterations times * for $maxIterations times
* *
* @param bool $enable * @param bool $enable
*
* @return $this
*/ */
public function setEarlyStop(bool $enable = true) public function setEarlyStop(bool $enable = true)
{ {
@ -187,6 +189,8 @@ class Perceptron implements Classifier, IncrementalEstimator
* *
* @param array $samples * @param array $samples
* @param array $targets * @param array $targets
* @param \Closure $gradientFunc
* @param bool $isBatch
*/ */
protected function runGradientDescent(array $samples, array $targets, \Closure $gradientFunc, bool $isBatch = false) protected function runGradientDescent(array $samples, array $targets, \Closure $gradientFunc, bool $isBatch = false)
{ {
@ -262,6 +266,8 @@ class Perceptron implements Classifier, IncrementalEstimator
* *
* @param array $sample * @param array $sample
* @param mixed $label * @param mixed $label
*
* @return float
*/ */
protected function predictProbability(array $sample, $label) protected function predictProbability(array $sample, $label)
{ {
@ -277,6 +283,7 @@ class Perceptron implements Classifier, IncrementalEstimator
/** /**
* @param array $sample * @param array $sample
*
* @return mixed * @return mixed
*/ */
protected function predictSampleBinary(array $sample) protected function predictSampleBinary(array $sample)
@ -285,6 +292,6 @@ class Perceptron implements Classifier, IncrementalEstimator
$predictedClass = $this->outputClass($sample); $predictedClass = $this->outputClass($sample);
return $this->labels[ $predictedClass ]; return $this->labels[$predictedClass];
} }
} }

View file

@ -0,0 +1,58 @@
<?php
declare(strict_types=1);
namespace Phpml\Classification;
use Phpml\Exception\InvalidArgumentException;
use Phpml\NeuralNetwork\Network\MultilayerPerceptron;
class MLPClassifier extends MultilayerPerceptron implements Classifier
{
/**
* @param mixed $target
* @return int
*/
public function getTargetClass($target): int
{
if (!in_array($target, $this->classes)) {
throw InvalidArgumentException::invalidTarget($target);
}
return array_search($target, $this->classes);
}
/**
* @param array $sample
*
* @return mixed
*/
protected function predictSample(array $sample)
{
$output = $this->setInput($sample)->getOutput();
$predictedClass = null;
$max = 0;
foreach ($output as $class => $value) {
if ($value > $max) {
$predictedClass = $class;
$max = $value;
}
}
return $this->classes[$predictedClass];
}
/**
* @param array $sample
* @param mixed $target
*/
protected function trainSample(array $sample, $target)
{
// Feed-forward.
$this->setInput($sample)->getOutput();
// Back-propagate.
$this->backpropagation->backpropagate($this->getLayers(), $this->getTargetClass($target));
}
}

View file

@ -89,7 +89,7 @@ class NaiveBayes implements Classifier
$this->mean[$label]= array_fill(0, $this->featureCount, 0); $this->mean[$label]= array_fill(0, $this->featureCount, 0);
$this->dataType[$label] = array_fill(0, $this->featureCount, self::CONTINUOS); $this->dataType[$label] = array_fill(0, $this->featureCount, self::CONTINUOS);
$this->discreteProb[$label] = array_fill(0, $this->featureCount, self::CONTINUOS); $this->discreteProb[$label] = array_fill(0, $this->featureCount, self::CONTINUOS);
for ($i=0; $i<$this->featureCount; $i++) { for ($i = 0; $i < $this->featureCount; ++$i) {
// Get the values of nth column in the samples array // Get the values of nth column in the samples array
// Mean::arithmetic is called twice, can be optimized // Mean::arithmetic is called twice, can be optimized
$values = array_column($samples, $i); $values = array_column($samples, $i);
@ -117,13 +117,14 @@ class NaiveBayes implements Classifier
* @param array $sample * @param array $sample
* @param int $feature * @param int $feature
* @param string $label * @param string $label
*
* @return float * @return float
*/ */
private function sampleProbability($sample, $feature, $label) private function sampleProbability($sample, $feature, $label)
{ {
$value = $sample[$feature]; $value = $sample[$feature];
if ($this->dataType[$label][$feature] == self::NOMINAL) { if ($this->dataType[$label][$feature] == self::NOMINAL) {
if (! isset($this->discreteProb[$label][$feature][$value]) || if (!isset($this->discreteProb[$label][$feature][$value]) ||
$this->discreteProb[$label][$feature][$value] == 0) { $this->discreteProb[$label][$feature][$value] == 0) {
return self::EPSILON; return self::EPSILON;
} }
@ -145,13 +146,15 @@ class NaiveBayes implements Classifier
/** /**
* Return samples belonging to specific label * Return samples belonging to specific label
*
* @param string $label * @param string $label
*
* @return array * @return array
*/ */
private function getSamplesByLabel($label) private function getSamplesByLabel($label)
{ {
$samples = []; $samples = [];
for ($i=0; $i<$this->sampleCount; $i++) { for ($i = 0; $i < $this->sampleCount; ++$i) {
if ($this->targets[$i] == $label) { if ($this->targets[$i] == $label) {
$samples[] = $this->samples[$i]; $samples[] = $this->samples[$i];
} }
@ -171,12 +174,13 @@ class NaiveBayes implements Classifier
$predictions = []; $predictions = [];
foreach ($this->labels as $label) { foreach ($this->labels as $label) {
$p = $this->p[$label]; $p = $this->p[$label];
for ($i=0; $i<$this->featureCount; $i++) { for ($i = 0; $i<$this->featureCount; ++$i) {
$Plf = $this->sampleProbability($sample, $i, $label); $Plf = $this->sampleProbability($sample, $i, $label);
$p += $Plf; $p += $Plf;
} }
$predictions[$label] = $p; $predictions[$label] = $p;
} }
arsort($predictions, SORT_NUMERIC); arsort($predictions, SORT_NUMERIC);
reset($predictions); reset($predictions);
return key($predictions); return key($predictions);

View file

@ -7,6 +7,7 @@ namespace Phpml\Clustering;
use Phpml\Clustering\KMeans\Point; use Phpml\Clustering\KMeans\Point;
use Phpml\Clustering\KMeans\Cluster; use Phpml\Clustering\KMeans\Cluster;
use Phpml\Clustering\KMeans\Space; use Phpml\Clustering\KMeans\Space;
use Phpml\Exception\InvalidArgumentException;
use Phpml\Math\Distance\Euclidean; use Phpml\Math\Distance\Euclidean;
class FuzzyCMeans implements Clusterer class FuzzyCMeans implements Clusterer
@ -25,10 +26,12 @@ class FuzzyCMeans implements Clusterer
* @var Space * @var Space
*/ */
private $space; private $space;
/** /**
* @var array|float[][] * @var array|float[][]
*/ */
private $membership; private $membership;
/** /**
* @var float * @var float
*/ */
@ -56,6 +59,9 @@ class FuzzyCMeans implements Clusterer
/** /**
* @param int $clustersNumber * @param int $clustersNumber
* @param float $fuzziness
* @param float $epsilon
* @param int $maxIterations
* *
* @throws InvalidArgumentException * @throws InvalidArgumentException
*/ */
@ -86,14 +92,15 @@ class FuzzyCMeans implements Clusterer
protected function generateRandomMembership(int $rows, int $cols) protected function generateRandomMembership(int $rows, int $cols)
{ {
$this->membership = []; $this->membership = [];
for ($i=0; $i < $rows; $i++) { for ($i = 0; $i < $rows; ++$i) {
$row = []; $row = [];
$total = 0.0; $total = 0.0;
for ($k=0; $k < $cols; $k++) { for ($k = 0; $k < $cols; ++$k) {
$val = rand(1, 5) / 10.0; $val = rand(1, 5) / 10.0;
$row[] = $val; $row[] = $val;
$total += $val; $total += $val;
} }
$this->membership[] = array_map(function ($val) use ($total) { $this->membership[] = array_map(function ($val) use ($total) {
return $val / $total; return $val / $total;
}, $row); }, $row);
@ -103,21 +110,22 @@ class FuzzyCMeans implements Clusterer
protected function updateClusters() protected function updateClusters()
{ {
$dim = $this->space->getDimension(); $dim = $this->space->getDimension();
if (! $this->clusters) { if (!$this->clusters) {
$this->clusters = []; $this->clusters = [];
for ($i=0; $i<$this->clustersNumber; $i++) { for ($i = 0; $i < $this->clustersNumber; ++$i) {
$this->clusters[] = new Cluster($this->space, array_fill(0, $dim, 0.0)); $this->clusters[] = new Cluster($this->space, array_fill(0, $dim, 0.0));
} }
} }
for ($i=0; $i<$this->clustersNumber; $i++) { for ($i = 0; $i < $this->clustersNumber; ++$i) {
$cluster = $this->clusters[$i]; $cluster = $this->clusters[$i];
$center = $cluster->getCoordinates(); $center = $cluster->getCoordinates();
for ($k=0; $k<$dim; $k++) { for ($k = 0; $k < $dim; ++$k) {
$a = $this->getMembershipRowTotal($i, $k, true); $a = $this->getMembershipRowTotal($i, $k, true);
$b = $this->getMembershipRowTotal($i, $k, false); $b = $this->getMembershipRowTotal($i, $k, false);
$center[$k] = $a / $b; $center[$k] = $a / $b;
} }
$cluster->setCoordinates($center); $cluster->setCoordinates($center);
} }
} }
@ -125,20 +133,22 @@ class FuzzyCMeans implements Clusterer
protected function getMembershipRowTotal(int $row, int $col, bool $multiply) protected function getMembershipRowTotal(int $row, int $col, bool $multiply)
{ {
$sum = 0.0; $sum = 0.0;
for ($k = 0; $k < $this->sampleCount; $k++) { for ($k = 0; $k < $this->sampleCount; ++$k) {
$val = pow($this->membership[$row][$k], $this->fuzziness); $val = pow($this->membership[$row][$k], $this->fuzziness);
if ($multiply) { if ($multiply) {
$val *= $this->samples[$k][$col]; $val *= $this->samples[$k][$col];
} }
$sum += $val; $sum += $val;
} }
return $sum; return $sum;
} }
protected function updateMembershipMatrix() protected function updateMembershipMatrix()
{ {
for ($i = 0; $i < $this->clustersNumber; $i++) { for ($i = 0; $i < $this->clustersNumber; ++$i) {
for ($k = 0; $k < $this->sampleCount; $k++) { for ($k = 0; $k < $this->sampleCount; ++$k) {
$distCalc = $this->getDistanceCalc($i, $k); $distCalc = $this->getDistanceCalc($i, $k);
$this->membership[$i][$k] = 1.0 / $distCalc; $this->membership[$i][$k] = 1.0 / $distCalc;
} }
@ -157,11 +167,15 @@ class FuzzyCMeans implements Clusterer
$distance = new Euclidean(); $distance = new Euclidean();
$dist1 = $distance->distance( $dist1 = $distance->distance(
$this->clusters[$row]->getCoordinates(), $this->clusters[$row]->getCoordinates(),
$this->samples[$col]); $this->samples[$col]
for ($j = 0; $j < $this->clustersNumber; $j++) { );
for ($j = 0; $j < $this->clustersNumber; ++$j) {
$dist2 = $distance->distance( $dist2 = $distance->distance(
$this->clusters[$j]->getCoordinates(), $this->clusters[$j]->getCoordinates(),
$this->samples[$col]); $this->samples[$col]
);
$val = pow($dist1 / $dist2, 2.0 / ($this->fuzziness - 1)); $val = pow($dist1 / $dist2, 2.0 / ($this->fuzziness - 1));
$sum += $val; $sum += $val;
} }
@ -177,13 +191,14 @@ class FuzzyCMeans implements Clusterer
{ {
$sum = 0.0; $sum = 0.0;
$distance = new Euclidean(); $distance = new Euclidean();
for ($i = 0; $i < $this->clustersNumber; $i++) { for ($i = 0; $i < $this->clustersNumber; ++$i) {
$clust = $this->clusters[$i]->getCoordinates(); $clust = $this->clusters[$i]->getCoordinates();
for ($k = 0; $k < $this->sampleCount; $k++) { for ($k = 0; $k < $this->sampleCount; ++$k) {
$point = $this->samples[$k]; $point = $this->samples[$k];
$sum += $distance->distance($clust, $point); $sum += $distance->distance($clust, $point);
} }
} }
return $sum; return $sum;
} }
@ -210,7 +225,6 @@ class FuzzyCMeans implements Clusterer
// Our goal is minimizing the objective value while // Our goal is minimizing the objective value while
// executing the clustering steps at a maximum number of iterations // executing the clustering steps at a maximum number of iterations
$lastObjective = 0.0; $lastObjective = 0.0;
$difference = 0.0;
$iterations = 0; $iterations = 0;
do { do {
// Update the membership matrix and cluster centers, respectively // Update the membership matrix and cluster centers, respectively
@ -224,7 +238,7 @@ class FuzzyCMeans implements Clusterer
} while ($difference > $this->epsilon && $iterations++ <= $this->maxIterations); } while ($difference > $this->epsilon && $iterations++ <= $this->maxIterations);
// Attach (hard cluster) each data point to the nearest cluster // Attach (hard cluster) each data point to the nearest cluster
for ($k=0; $k<$this->sampleCount; $k++) { for ($k = 0; $k < $this->sampleCount; ++$k) {
$column = array_column($this->membership, $k); $column = array_column($this->membership, $k);
arsort($column); arsort($column);
reset($column); reset($column);
@ -238,6 +252,7 @@ class FuzzyCMeans implements Clusterer
foreach ($this->clusters as $cluster) { foreach ($this->clusters as $cluster) {
$grouped[] = $cluster->getPoints(); $grouped[] = $cluster->getPoints();
} }
return $grouped; return $grouped;
} }
} }

View file

@ -156,7 +156,11 @@ class Space extends SplObjectStorage
case KMeans::INIT_KMEANS_PLUS_PLUS: case KMeans::INIT_KMEANS_PLUS_PLUS:
$clusters = $this->initializeKMPPClusters($clustersNumber); $clusters = $this->initializeKMPPClusters($clustersNumber);
break; break;
default:
return [];
} }
$clusters[0]->attachAll($this); $clusters[0]->attachAll($this);
return $clusters; return $clusters;

View file

@ -17,6 +17,7 @@ class CsvDataset extends ArrayDataset
* @param string $filepath * @param string $filepath
* @param int $features * @param int $features
* @param bool $headingRow * @param bool $headingRow
* @param string $delimiter
* *
* @throws FileException * @throws FileException
*/ */
@ -37,11 +38,15 @@ class CsvDataset extends ArrayDataset
$this->columnNames = range(0, $features - 1); $this->columnNames = range(0, $features - 1);
} }
$samples = $targets = [];
while (($data = fgetcsv($handle, 1000, $delimiter)) !== false) { while (($data = fgetcsv($handle, 1000, $delimiter)) !== false) {
$this->samples[] = array_slice($data, 0, $features); $samples[] = array_slice($data, 0, $features);
$this->targets[] = $data[$features]; $targets[] = $data[$features];
} }
fclose($handle); fclose($handle);
parent::__construct($samples, $targets);
} }
/** /**

View file

@ -0,0 +1,100 @@
<?php
declare(strict_types=1);
namespace Phpml\DimensionReduction;
use Phpml\Math\LinearAlgebra\EigenvalueDecomposition;
use Phpml\Math\Matrix;
/**
* Class to compute eigen pairs (values & vectors) of a given matrix
* with the consideration of numFeatures or totalVariance to be preserved
*
* @author hp
*/
abstract class EigenTransformerBase
{
/**
* Total variance to be conserved after the reduction
*
* @var float
*/
public $totalVariance = 0.9;
/**
* Number of features to be preserved after the reduction
*
* @var int
*/
public $numFeatures = null;
/**
* Top eigenvectors of the matrix
*
* @var array
*/
protected $eigVectors = [];
/**
* Top eigenValues of the matrix
*
* @var array
*/
protected $eigValues = [];
/**
* Calculates eigenValues and eigenVectors of the given matrix. Returns
* top eigenVectors along with the largest eigenValues. The total explained variance
* of these eigenVectors will be no less than desired $totalVariance value
*
* @param array $matrix
*/
protected function eigenDecomposition(array $matrix)
{
$eig = new EigenvalueDecomposition($matrix);
$eigVals = $eig->getRealEigenvalues();
$eigVects= $eig->getEigenvectors();
$totalEigVal = array_sum($eigVals);
// Sort eigenvalues in descending order
arsort($eigVals);
$explainedVar = 0.0;
$vectors = [];
$values = [];
foreach ($eigVals as $i => $eigVal) {
$explainedVar += $eigVal / $totalEigVal;
$vectors[] = $eigVects[$i];
$values[] = $eigVal;
if ($this->numFeatures !== null) {
if (count($vectors) == $this->numFeatures) {
break;
}
} else {
if ($explainedVar >= $this->totalVariance) {
break;
}
}
}
$this->eigValues = $values;
$this->eigVectors = $vectors;
}
/**
* Returns the reduced data
*
* @param array $data
*
* @return array
*/
protected function reduce(array $data)
{
$m1 = new Matrix($data);
$m2 = new Matrix($this->eigVectors);
return $m1->multiply($m2->transpose())->toArray();
}
}

View file

@ -54,7 +54,7 @@ class KernelPCA extends PCA
public function __construct(int $kernel = self::KERNEL_RBF, $totalVariance = null, $numFeatures = null, $gamma = null) public function __construct(int $kernel = self::KERNEL_RBF, $totalVariance = null, $numFeatures = null, $gamma = null)
{ {
$availableKernels = [self::KERNEL_RBF, self::KERNEL_SIGMOID, self::KERNEL_LAPLACIAN, self::KERNEL_LINEAR]; $availableKernels = [self::KERNEL_RBF, self::KERNEL_SIGMOID, self::KERNEL_LAPLACIAN, self::KERNEL_LINEAR];
if (! in_array($kernel, $availableKernels)) { if (!in_array($kernel, $availableKernels)) {
throw new \Exception("KernelPCA can be initialized with the following kernels only: Linear, RBF, Sigmoid and Laplacian"); throw new \Exception("KernelPCA can be initialized with the following kernels only: Linear, RBF, Sigmoid and Laplacian");
} }
@ -86,7 +86,7 @@ class KernelPCA extends PCA
$matrix = $this->calculateKernelMatrix($this->data, $numRows); $matrix = $this->calculateKernelMatrix($this->data, $numRows);
$matrix = $this->centerMatrix($matrix, $numRows); $matrix = $this->centerMatrix($matrix, $numRows);
list($this->eigValues, $this->eigVectors) = $this->eigenDecomposition($matrix, $numRows); $this->eigenDecomposition($matrix);
$this->fit = true; $this->fit = true;
@ -107,8 +107,8 @@ class KernelPCA extends PCA
$kernelFunc = $this->getKernel(); $kernelFunc = $this->getKernel();
$matrix = []; $matrix = [];
for ($i=0; $i < $numRows; $i++) { for ($i = 0; $i < $numRows; ++$i) {
for ($k=0; $k < $numRows; $k++) { for ($k = 0; $k < $numRows; ++$k) {
if ($i <= $k) { if ($i <= $k) {
$matrix[$i][$k] = $kernelFunc($data[$i], $data[$k]); $matrix[$i][$k] = $kernelFunc($data[$i], $data[$k]);
} else { } else {
@ -128,6 +128,8 @@ class KernelPCA extends PCA
* *
* @param array $matrix * @param array $matrix
* @param int $n * @param int $n
*
* @return array
*/ */
protected function centerMatrix(array $matrix, int $n) protected function centerMatrix(array $matrix, int $n)
{ {
@ -152,6 +154,8 @@ class KernelPCA extends PCA
* Returns the callable kernel function * Returns the callable kernel function
* *
* @return \Closure * @return \Closure
*
* @throws \Exception
*/ */
protected function getKernel() protected function getKernel()
{ {
@ -181,6 +185,9 @@ class KernelPCA extends PCA
return function ($x, $y) use ($dist) { return function ($x, $y) use ($dist) {
return exp(-$this->gamma * $dist->distance($x, $y)); return exp(-$this->gamma * $dist->distance($x, $y));
}; };
default:
throw new \Exception(sprintf('KernelPCA initialized with invalid kernel: %d', $this->kernel));
} }
} }
@ -228,6 +235,8 @@ class KernelPCA extends PCA
* @param array $sample * @param array $sample
* *
* @return array * @return array
*
* @throws \Exception
*/ */
public function transform(array $sample) public function transform(array $sample)
{ {

View file

@ -0,0 +1,249 @@
<?php
declare(strict_types=1);
namespace Phpml\DimensionReduction;
use Phpml\Math\Matrix;
class LDA extends EigenTransformerBase
{
/**
* @var bool
*/
public $fit = false;
/**
* @var array
*/
public $labels;
/**
* @var array
*/
public $means;
/**
* @var array
*/
public $counts;
/**
* @var float[]
*/
public $overallMean;
/**
* Linear Discriminant Analysis (LDA) is used to reduce the dimensionality
* of the data. Unlike Principal Component Analysis (PCA), it is a supervised
* technique that requires the class labels in order to fit the data to a
* lower dimensional space. <br><br>
* The algorithm can be initialized by speciyfing
* either with the totalVariance(a value between 0.1 and 0.99)
* or numFeatures (number of features in the dataset) to be preserved.
*
* @param float|null $totalVariance Total explained variance to be preserved
* @param int|null $numFeatures Number of features to be preserved
*
* @throws \Exception
*/
public function __construct($totalVariance = null, $numFeatures = null)
{
if ($totalVariance !== null && ($totalVariance < 0.1 || $totalVariance > 0.99)) {
throw new \Exception("Total variance can be a value between 0.1 and 0.99");
}
if ($numFeatures !== null && $numFeatures <= 0) {
throw new \Exception("Number of features to be preserved should be greater than 0");
}
if ($totalVariance !== null && $numFeatures !== null) {
throw new \Exception("Either totalVariance or numFeatures should be specified in order to run the algorithm");
}
if ($numFeatures !== null) {
$this->numFeatures = $numFeatures;
}
if ($totalVariance !== null) {
$this->totalVariance = $totalVariance;
}
}
/**
* Trains the algorithm to transform the given data to a lower dimensional space.
*
* @param array $data
* @param array $classes
*
* @return array
*/
public function fit(array $data, array $classes) : array
{
$this->labels = $this->getLabels($classes);
$this->means = $this->calculateMeans($data, $classes);
$sW = $this->calculateClassVar($data, $classes);
$sB = $this->calculateClassCov();
$S = $sW->inverse()->multiply($sB);
$this->eigenDecomposition($S->toArray());
$this->fit = true;
return $this->reduce($data);
}
/**
* Returns unique labels in the dataset
*
* @param array $classes
*
* @return array
*/
protected function getLabels(array $classes): array
{
$counts = array_count_values($classes);
return array_keys($counts);
}
/**
* Calculates mean of each column for each class and returns
* n by m matrix where n is number of labels and m is number of columns
*
* @param array $data
* @param array $classes
*
* @return array
*/
protected function calculateMeans(array $data, array $classes) : array
{
$means = [];
$counts= [];
$overallMean = array_fill(0, count($data[0]), 0.0);
foreach ($data as $index => $row) {
$label = array_search($classes[$index], $this->labels);
foreach ($row as $col => $val) {
if (!isset($means[$label][$col])) {
$means[$label][$col] = 0.0;
}
$means[$label][$col] += $val;
$overallMean[$col] += $val;
}
if (!isset($counts[$label])) {
$counts[$label] = 0;
}
++$counts[$label];
}
foreach ($means as $index => $row) {
foreach ($row as $col => $sum) {
$means[$index][$col] = $sum / $counts[$index];
}
}
// Calculate overall mean of the dataset for each column
$numElements = array_sum($counts);
$map = function ($el) use ($numElements) {
return $el / $numElements;
};
$this->overallMean = array_map($map, $overallMean);
$this->counts = $counts;
return $means;
}
/**
* Returns in-class scatter matrix for each class, which
* is a n by m matrix where n is number of classes and
* m is number of columns
*
* @param array $data
* @param array $classes
*
* @return Matrix
*/
protected function calculateClassVar($data, $classes)
{
// s is an n (number of classes) by m (number of column) matrix
$s = array_fill(0, count($data[0]), array_fill(0, count($data[0]), 0));
$sW = new Matrix($s, false);
foreach ($data as $index => $row) {
$label = array_search($classes[$index], $this->labels);
$means = $this->means[$label];
$row = $this->calculateVar($row, $means);
$sW = $sW->add($row);
}
return $sW;
}
/**
* Returns between-class scatter matrix for each class, which
* is an n by m matrix where n is number of classes and
* m is number of columns
*
* @return Matrix
*/
protected function calculateClassCov()
{
// s is an n (number of classes) by m (number of column) matrix
$s = array_fill(0, count($this->overallMean), array_fill(0, count($this->overallMean), 0));
$sB = new Matrix($s, false);
foreach ($this->means as $index => $classMeans) {
$row = $this->calculateVar($classMeans, $this->overallMean);
$N = $this->counts[$index];
$sB = $sB->add($row->multiplyByScalar($N));
}
return $sB;
}
/**
* Returns the result of the calculation (x - m)T.(x - m)
*
* @param array $row
* @param array $means
*
* @return Matrix
*/
protected function calculateVar(array $row, array $means)
{
$x = new Matrix($row, false);
$m = new Matrix($means, false);
$diff = $x->subtract($m);
return $diff->transpose()->multiply($diff);
}
/**
* Transforms the given sample to a lower dimensional vector by using
* the eigenVectors obtained in the last run of <code>fit</code>.
*
* @param array $sample
*
* @return array
*
* @throws \Exception
*/
public function transform(array $sample)
{
if (!$this->fit) {
throw new \Exception("LDA has not been fitted with respect to original dataset, please run LDA::fit() first");
}
if (!is_array($sample[0])) {
$sample = [$sample];
}
return $this->reduce($sample);
}
}

View file

@ -4,27 +4,11 @@ declare(strict_types=1);
namespace Phpml\DimensionReduction; namespace Phpml\DimensionReduction;
use Phpml\Math\LinearAlgebra\EigenvalueDecomposition;
use Phpml\Math\Statistic\Covariance; use Phpml\Math\Statistic\Covariance;
use Phpml\Math\Statistic\Mean; use Phpml\Math\Statistic\Mean;
use Phpml\Math\Matrix;
class PCA class PCA extends EigenTransformerBase
{ {
/**
* Total variance to be conserved after the reduction
*
* @var float
*/
public $totalVariance = 0.9;
/**
* Number of features to be preserved after the reduction
*
* @var int
*/
public $numFeatures = null;
/** /**
* Temporary storage for mean values for each dimension in given data * Temporary storage for mean values for each dimension in given data
* *
@ -32,20 +16,6 @@ class PCA
*/ */
protected $means = []; protected $means = [];
/**
* Eigenvectors of the covariance matrix
*
* @var array
*/
protected $eigVectors = [];
/**
* Top eigenValues of the covariance matrix
*
* @var type
*/
protected $eigValues = [];
/** /**
* @var bool * @var bool
*/ */
@ -100,7 +70,7 @@ class PCA
$covMatrix = Covariance::covarianceMatrix($data, array_fill(0, $n, 0)); $covMatrix = Covariance::covarianceMatrix($data, array_fill(0, $n, 0));
list($this->eigValues, $this->eigVectors) = $this->eigenDecomposition($covMatrix, $n); $this->eigenDecomposition($covMatrix);
$this->fit = true; $this->fit = true;
@ -115,7 +85,7 @@ class PCA
{ {
// Calculate means for each dimension // Calculate means for each dimension
$this->means = []; $this->means = [];
for ($i=0; $i < $n; $i++) { for ($i = 0; $i < $n; ++$i) {
$column = array_column($data, $i); $column = array_column($data, $i);
$this->means[] = Mean::arithmetic($column); $this->means[] = Mean::arithmetic($column);
} }
@ -138,7 +108,7 @@ class PCA
// Normalize data // Normalize data
foreach ($data as $i => $row) { foreach ($data as $i => $row) {
for ($k=0; $k < $n; $k++) { for ($k = 0; $k < $n; ++$k) {
$data[$i][$k] -= $this->means[$k]; $data[$i][$k] -= $this->means[$k];
} }
} }
@ -146,63 +116,6 @@ class PCA
return $data; return $data;
} }
/**
* Calculates eigenValues and eigenVectors of the given matrix. Returns
* top eigenVectors along with the largest eigenValues. The total explained variance
* of these eigenVectors will be no less than desired $totalVariance value
*
* @param array $matrix
* @param int $n
*
* @return array
*/
protected function eigenDecomposition(array $matrix, int $n)
{
$eig = new EigenvalueDecomposition($matrix);
$eigVals = $eig->getRealEigenvalues();
$eigVects= $eig->getEigenvectors();
$totalEigVal = array_sum($eigVals);
// Sort eigenvalues in descending order
arsort($eigVals);
$explainedVar = 0.0;
$vectors = [];
$values = [];
foreach ($eigVals as $i => $eigVal) {
$explainedVar += $eigVal / $totalEigVal;
$vectors[] = $eigVects[$i];
$values[] = $eigVal;
if ($this->numFeatures !== null) {
if (count($vectors) == $this->numFeatures) {
break;
}
} else {
if ($explainedVar >= $this->totalVariance) {
break;
}
}
}
return [$values, $vectors];
}
/**
* Returns the reduced data
*
* @param array $data
*
* @return array
*/
protected function reduce(array $data)
{
$m1 = new Matrix($data);
$m2 = new Matrix($this->eigVectors);
return $m1->multiply($m2->transpose())->toArray();
}
/** /**
* Transforms the given sample to a lower dimensional vector by using * Transforms the given sample to a lower dimensional vector by using
* the eigenVectors obtained in the last run of <code>fit</code>. * the eigenVectors obtained in the last run of <code>fit</code>.
@ -210,6 +123,8 @@ class PCA
* @param array $sample * @param array $sample
* *
* @return array * @return array
*
* @throws \Exception
*/ */
public function transform(array $sample) public function transform(array $sample)
{ {
@ -217,7 +132,7 @@ class PCA
throw new \Exception("PCA has not been fitted with respect to original dataset, please run PCA::fit() first"); throw new \Exception("PCA has not been fitted with respect to original dataset, please run PCA::fit() first");
} }
if (! is_array($sample[0])) { if (!is_array($sample[0])) {
$sample = [$sample]; $sample = [$sample];
} }

View file

@ -6,7 +6,6 @@ namespace Phpml\Exception;
class DatasetException extends \Exception class DatasetException extends \Exception
{ {
/** /**
* @param string $path * @param string $path
* *

View file

@ -6,7 +6,6 @@ namespace Phpml\Exception;
class FileException extends \Exception class FileException extends \Exception
{ {
/** /**
* @param string $filepath * @param string $filepath
* *

View file

@ -11,7 +11,7 @@ class InvalidArgumentException extends \Exception
*/ */
public static function arraySizeNotMatch() public static function arraySizeNotMatch()
{ {
return new self('Size of given arrays not match'); return new self('Size of given arrays does not match');
} }
/** /**
@ -55,7 +55,7 @@ class InvalidArgumentException extends \Exception
*/ */
public static function inconsistentMatrixSupplied() public static function inconsistentMatrixSupplied()
{ {
return new self('Inconsistent matrix applied'); return new self('Inconsistent matrix supplied');
} }
/** /**
@ -66,6 +66,14 @@ class InvalidArgumentException extends \Exception
return new self('Invalid clusters number'); return new self('Invalid clusters number');
} }
/**
* @return InvalidArgumentException
*/
public static function invalidTarget($target)
{
return new self('Target with value ' . $target . ' is not part of the accepted classes');
}
/** /**
* @param string $language * @param string $language
* *
@ -89,6 +97,19 @@ class InvalidArgumentException extends \Exception
*/ */
public static function invalidLayersNumber() public static function invalidLayersNumber()
{ {
return new self('Provide at least 2 layers: 1 input and 1 output'); return new self('Provide at least 1 hidden layer');
}
/**
* @return InvalidArgumentException
*/
public static function invalidClassesNumber()
{
return new self('Provide at least 2 different classes');
}
public static function inconsistentClasses()
{
return new self('The provided classes don\'t match the classes provided in the constructor');
} }
} }

View file

@ -6,7 +6,6 @@ namespace Phpml\Exception;
class SerializeException extends \Exception class SerializeException extends \Exception
{ {
/** /**
* @param string $filepath * @param string $filepath
* *

View file

@ -0,0 +1,29 @@
<?php
declare(strict_types=1);
namespace Phpml\FeatureExtraction\StopWords;
use Phpml\FeatureExtraction\StopWords;
final class French extends StopWords
{
/**
* @var array
*/
protected $stopWords = [
'alors', 'au', 'aucuns', 'aussi', 'autre', 'avant', 'avec', 'avoir', 'bon', 'car', 'ce', 'cela', 'ces', 'ceux', 'chaque', 'ci',
'comme', 'comment', 'dans', 'des', 'du', 'dedans', 'dehors', 'depuis', 'devrait', 'doit', 'donc', 'dos', 'début', 'elle', 'elles',
'en', 'encore', 'essai', 'est', 'et', 'eu', 'fait', 'faites', 'fois', 'font', 'hors', 'ici', 'il', 'ils', 'je', 'juste', 'la',
'le', 'les', 'leur', 'là', 'ma', 'maintenant', 'mais', 'mes', 'mine', 'moins', 'mon', 'mot', 'même', 'ni', 'nommés', 'notre',
'nous', 'ou', 'où', 'par', 'parce', 'pas', 'peut', 'peu', 'plupart', 'pour', 'pourquoi', 'quand', 'que', 'quel', 'quelle',
'quelles', 'quels', 'qui', 'sa', 'sans', 'ses', 'seulement', 'si', 'sien', 'son', 'sont', 'sous', 'soyez', 'sujet', 'sur', 'ta',
'tandis', 'tellement', 'tels', 'tes', 'ton', 'tous', 'tout', 'trop', 'très', 'tu', 'voient', 'vont', 'votre', 'vous', 'vu',
'ça', 'étaient', 'état', 'étions', 'été', 'être',
];
public function __construct()
{
parent::__construct($this->stopWords);
}
}

View file

@ -6,7 +6,6 @@ namespace Phpml\Helper;
trait OneVsRest trait OneVsRest
{ {
/** /**
* @var array * @var array
*/ */
@ -35,18 +34,18 @@ trait OneVsRest
// Clears previous stuff. // Clears previous stuff.
$this->reset(); $this->reset();
return $this->trainBylabel($samples, $targets); $this->trainBylabel($samples, $targets);
} }
/** /**
* @param array $samples * @param array $samples
* @param array $targets * @param array $targets
* @param array $allLabels All training set labels * @param array $allLabels All training set labels
*
* @return void * @return void
*/ */
protected function trainByLabel(array $samples, array $targets, array $allLabels = []) protected function trainByLabel(array $samples, array $targets, array $allLabels = [])
{ {
// Overwrites the current value if it exist. $allLabels must be provided for each partialTrain run. // Overwrites the current value if it exist. $allLabels must be provided for each partialTrain run.
if (!empty($allLabels)) { if (!empty($allLabels)) {
$this->allLabels = $allLabels; $this->allLabels = $allLabels;
@ -57,7 +56,6 @@ trait OneVsRest
// If there are only two targets, then there is no need to perform OvR // If there are only two targets, then there is no need to perform OvR
if (count($this->allLabels) == 2) { if (count($this->allLabels) == 2) {
// Init classifier if required. // Init classifier if required.
if (empty($this->classifiers)) { if (empty($this->classifiers)) {
$this->classifiers[0] = $this->getClassifierCopy(); $this->classifiers[0] = $this->getClassifierCopy();
@ -68,7 +66,6 @@ trait OneVsRest
// Train a separate classifier for each label and memorize them // Train a separate classifier for each label and memorize them
foreach ($this->allLabels as $label) { foreach ($this->allLabels as $label) {
// Init classifier if required. // Init classifier if required.
if (empty($this->classifiers[$label])) { if (empty($this->classifiers[$label])) {
$this->classifiers[$label] = $this->getClassifierCopy(); $this->classifiers[$label] = $this->getClassifierCopy();
@ -107,7 +104,6 @@ trait OneVsRest
*/ */
protected function getClassifierCopy() protected function getClassifierCopy()
{ {
// Clone the current classifier, so that // Clone the current classifier, so that
// we don't mess up its variables while training // we don't mess up its variables while training
// multiple instances of this classifier // multiple instances of this classifier
@ -181,6 +177,7 @@ trait OneVsRest
* return a probability for a sample to belong to the given label. * return a probability for a sample to belong to the given label.
* *
* @param array $sample * @param array $sample
* @param string $label
* *
* @return mixed * @return mixed
*/ */

View file

@ -34,7 +34,7 @@ class ConjugateGradient extends GD
$d = mp::muls($this->gradient($this->theta), -1); $d = mp::muls($this->gradient($this->theta), -1);
for ($i=0; $i < $this->maxIterations; $i++) { for ($i = 0; $i < $this->maxIterations; ++$i) {
// Obtain α that minimizes f(θ + α.d) // Obtain α that minimizes f(θ + α.d)
$alpha = $this->getAlpha(array_sum($d)); $alpha = $this->getAlpha(array_sum($d));
@ -68,11 +68,11 @@ class ConjugateGradient extends GD
* *
* @param array $theta * @param array $theta
* *
* @return float * @return array
*/ */
protected function gradient(array $theta) protected function gradient(array $theta)
{ {
list($_, $gradient, $_) = parent::gradient($theta); list(, $gradient) = parent::gradient($theta);
return $gradient; return $gradient;
} }
@ -86,7 +86,7 @@ class ConjugateGradient extends GD
*/ */
protected function cost(array $theta) protected function cost(array $theta)
{ {
list($cost, $_, $_) = parent::gradient($theta); list($cost) = parent::gradient($theta);
return array_sum($cost) / $this->sampleCount; return array_sum($cost) / $this->sampleCount;
} }
@ -107,7 +107,7 @@ class ConjugateGradient extends GD
* *
* @param float $d * @param float $d
* *
* @return array * @return float
*/ */
protected function getAlpha(float $d) protected function getAlpha(float $d)
{ {
@ -157,14 +157,14 @@ class ConjugateGradient extends GD
* @param float $alpha * @param float $alpha
* @param array $d * @param array $d
* *
* return array * @return array
*/ */
protected function getNewTheta(float $alpha, array $d) protected function getNewTheta(float $alpha, array $d)
{ {
$theta = $this->theta; $theta = $this->theta;
for ($i=0; $i < $this->dimensions + 1; $i++) { for ($i = 0; $i < $this->dimensions + 1; ++$i) {
if ($i == 0) { if ($i === 0) {
$theta[$i] += $alpha * array_sum($d); $theta[$i] += $alpha * array_sum($d);
} else { } else {
$sum = 0.0; $sum = 0.0;
@ -266,10 +266,11 @@ class mp
* *
* @param array $m1 * @param array $m1
* @param array $m2 * @param array $m2
* @param int $mag
* *
* @return array * @return array
*/ */
public static function add(array $m1, array $m2, $mag = 1) public static function add(array $m1, array $m2, int $mag = 1)
{ {
$res = []; $res = [];
foreach ($m1 as $i => $val) { foreach ($m1 as $i => $val) {
@ -333,10 +334,11 @@ class mp
* *
* @param array $m1 * @param array $m1
* @param float $m2 * @param float $m2
* @param int $mag
* *
* @return array * @return array
*/ */
public static function adds(array $m1, float $m2, $mag = 1) public static function adds(array $m1, float $m2, int $mag = 1)
{ {
$res = []; $res = [];
foreach ($m1 as $val) { foreach ($m1 as $val) {
@ -350,7 +352,7 @@ class mp
* Element-wise <b>subtraction</b> of a vector with a scalar * Element-wise <b>subtraction</b> of a vector with a scalar
* *
* @param array $m1 * @param array $m1
* @param float $m2 * @param array $m2
* *
* @return array * @return array
*/ */

View file

@ -75,7 +75,7 @@ class GD extends StochasticGD
list($cost, $grad, $penalty) = array_pad($result, 3, 0); list($cost, $grad, $penalty) = array_pad($result, 3, 0);
$costs[] = $cost; $costs[] = $cost;
$gradient[]= $grad; $gradient[] = $grad;
$totalPenalty += $penalty; $totalPenalty += $penalty;
} }
@ -91,8 +91,8 @@ class GD extends StochasticGD
protected function updateWeightsWithUpdates(array $updates, float $penalty) protected function updateWeightsWithUpdates(array $updates, float $penalty)
{ {
// Updates all weights at once // Updates all weights at once
for ($i=0; $i <= $this->dimensions; $i++) { for ($i = 0; $i <= $this->dimensions; ++$i) {
if ($i == 0) { if ($i === 0) {
$this->theta[0] -= $this->learningRate * array_sum($updates); $this->theta[0] -= $this->learningRate * array_sum($updates);
} else { } else {
$col = array_column($this->samples, $i - 1); $col = array_column($this->samples, $i - 1);

View file

@ -31,7 +31,7 @@ abstract class Optimizer
// Inits the weights randomly // Inits the weights randomly
$this->theta = []; $this->theta = [];
for ($i=0; $i < $this->dimensions; $i++) { for ($i = 0; $i < $this->dimensions; ++$i) {
$this->theta[] = rand() / (float) getrandmax(); $this->theta[] = rand() / (float) getrandmax();
} }
} }
@ -40,6 +40,10 @@ abstract class Optimizer
* Sets the weights manually * Sets the weights manually
* *
* @param array $theta * @param array $theta
*
* @return $this
*
* @throws \Exception
*/ */
public function setInitialTheta(array $theta) public function setInitialTheta(array $theta)
{ {
@ -56,6 +60,9 @@ abstract class Optimizer
* Executes the optimization with the given samples & targets * Executes the optimization with the given samples & targets
* and returns the weights * and returns the weights
* *
* @param array $samples
* @param array $targets
* @param \Closure $gradientCb
*/ */
abstract protected function runOptimization(array $samples, array $targets, \Closure $gradientCb); abstract protected function runOptimization(array $samples, array $targets, \Closure $gradientCb);
} }

View file

@ -166,7 +166,6 @@ class StochasticGD extends Optimizer
$currIter = 0; $currIter = 0;
$bestTheta = null; $bestTheta = null;
$bestScore = 0.0; $bestScore = 0.0;
$bestWeightIter = 0;
$this->costValues = []; $this->costValues = [];
while ($this->maxIterations > $currIter++) { while ($this->maxIterations > $currIter++) {
@ -180,7 +179,6 @@ class StochasticGD extends Optimizer
if ($bestTheta == null || $cost <= $bestScore) { if ($bestTheta == null || $cost <= $bestScore) {
$bestTheta = $theta; $bestTheta = $theta;
$bestScore = $cost; $bestScore = $cost;
$bestWeightIter = $currIter;
} }
// Add the cost value for this iteration to the list // Add the cost value for this iteration to the list
@ -218,7 +216,7 @@ class StochasticGD extends Optimizer
$this->theta[0] -= $this->learningRate * $gradient; $this->theta[0] -= $this->learningRate * $gradient;
// Update other values // Update other values
for ($i=1; $i <= $this->dimensions; $i++) { for ($i = 1; $i <= $this->dimensions; ++$i) {
$this->theta[$i] -= $this->learningRate * $this->theta[$i] -= $this->learningRate *
($gradient * $sample[$i - 1] + $penalty * $this->theta[$i]); ($gradient * $sample[$i - 1] + $penalty * $this->theta[$i]);
} }

View file

@ -14,13 +14,13 @@ trait Predictable
public function predict(array $samples) public function predict(array $samples)
{ {
if (!is_array($samples[0])) { if (!is_array($samples[0])) {
$predicted = $this->predictSample($samples); return $this->predictSample($samples);
} else { }
$predicted = []; $predicted = [];
foreach ($samples as $index => $sample) { foreach ($samples as $index => $sample) {
$predicted[$index] = $this->predictSample($sample); $predicted[$index] = $this->predictSample($sample);
} }
}
return $predicted; return $predicted;
} }

View file

@ -6,7 +6,6 @@ namespace Phpml;
interface IncrementalEstimator interface IncrementalEstimator
{ {
/** /**
* @param array $samples * @param array $samples
* @param array $targets * @param array $targets

View file

@ -23,8 +23,8 @@ class RBF implements Kernel
} }
/** /**
* @param float $a * @param array $a
* @param float $b * @param array $b
* *
* @return float * @return float
*/ */

View file

@ -33,7 +33,6 @@ use Phpml\Math\Matrix;
class EigenvalueDecomposition class EigenvalueDecomposition
{ {
/** /**
* Row and column dimension (square matrix). * Row and column dimension (square matrix).
* @var int * @var int
@ -42,9 +41,9 @@ class EigenvalueDecomposition
/** /**
* Internal symmetry flag. * Internal symmetry flag.
* @var int * @var bool
*/ */
private $issymmetric; private $symmetric;
/** /**
* Arrays for internal storage of eigenvalues. * Arrays for internal storage of eigenvalues.
@ -78,6 +77,38 @@ class EigenvalueDecomposition
private $cdivr; private $cdivr;
private $cdivi; private $cdivi;
/**
* Constructor: Check for symmetry, then construct the eigenvalue decomposition
*
* @param array $Arg
*/
public function __construct(array $Arg)
{
$this->A = $Arg;
$this->n = count($Arg[0]);
$this->symmetric = true;
for ($j = 0; ($j < $this->n) && $this->symmetric; ++$j) {
for ($i = 0; ($i < $this->n) & $this->symmetric; ++$i) {
$this->symmetric = ($this->A[$i][$j] == $this->A[$j][$i]);
}
}
if ($this->symmetric) {
$this->V = $this->A;
// Tridiagonalize.
$this->tred2();
// Diagonalize.
$this->tql2();
} else {
$this->H = $this->A;
$this->ort = [];
// Reduce to Hessenberg form.
$this->orthes();
// Reduce Hessenberg to real Schur form.
$this->hqr2();
}
}
/** /**
* Symmetric Householder reduction to tridiagonal form. * Symmetric Householder reduction to tridiagonal form.
@ -88,10 +119,10 @@ class EigenvalueDecomposition
// Bowdler, Martin, Reinsch, and Wilkinson, Handbook for // Bowdler, Martin, Reinsch, and Wilkinson, Handbook for
// Auto. Comp., Vol.ii-Linear Algebra, and the corresponding // Auto. Comp., Vol.ii-Linear Algebra, and the corresponding
// Fortran subroutine in EISPACK. // Fortran subroutine in EISPACK.
$this->d = $this->V[$this->n-1]; $this->d = $this->V[$this->n - 1];
// Householder reduction to tridiagonal form. // Householder reduction to tridiagonal form.
for ($i = $this->n-1; $i > 0; --$i) { for ($i = $this->n - 1; $i > 0; --$i) {
$i_ = $i -1; $i_ = $i - 1;
// Scale to avoid under/overflow. // Scale to avoid under/overflow.
$h = $scale = 0.0; $h = $scale = 0.0;
$scale += array_sum(array_map('abs', $this->d)); $scale += array_sum(array_map('abs', $this->d));
@ -107,14 +138,17 @@ class EigenvalueDecomposition
$this->d[$k] /= $scale; $this->d[$k] /= $scale;
$h += pow($this->d[$k], 2); $h += pow($this->d[$k], 2);
} }
$f = $this->d[$i_]; $f = $this->d[$i_];
$g = sqrt($h); $g = sqrt($h);
if ($f > 0) { if ($f > 0) {
$g = -$g; $g = -$g;
} }
$this->e[$i] = $scale * $g; $this->e[$i] = $scale * $g;
$h = $h - $f * $g; $h = $h - $f * $g;
$this->d[$i_] = $f - $g; $this->d[$i_] = $f - $g;
for ($j = 0; $j < $i; ++$j) { for ($j = 0; $j < $i; ++$j) {
$this->e[$j] = 0.0; $this->e[$j] = 0.0;
} }
@ -123,22 +157,26 @@ class EigenvalueDecomposition
$f = $this->d[$j]; $f = $this->d[$j];
$this->V[$j][$i] = $f; $this->V[$j][$i] = $f;
$g = $this->e[$j] + $this->V[$j][$j] * $f; $g = $this->e[$j] + $this->V[$j][$j] * $f;
for ($k = $j+1; $k <= $i_; ++$k) {
for ($k = $j + 1; $k <= $i_; ++$k) {
$g += $this->V[$k][$j] * $this->d[$k]; $g += $this->V[$k][$j] * $this->d[$k];
$this->e[$k] += $this->V[$k][$j] * $f; $this->e[$k] += $this->V[$k][$j] * $f;
} }
$this->e[$j] = $g; $this->e[$j] = $g;
} }
$f = 0.0; $f = 0.0;
for ($j = 0; $j < $i; ++$j) { if ($h === 0 || $h < 1e-32) {
if ($h === 0) { $h = 1e-32;
$h = 1e-20;
} }
for ($j = 0; $j < $i; ++$j) {
$this->e[$j] /= $h; $this->e[$j] /= $h;
$f += $this->e[$j] * $this->d[$j]; $f += $this->e[$j] * $this->d[$j];
} }
$hh = $f / (2 * $h); $hh = $f / (2 * $h);
for ($j=0; $j < $i; ++$j) { for ($j = 0; $j < $i; ++$j) {
$this->e[$j] -= $hh * $this->d[$j]; $this->e[$j] -= $hh * $this->d[$j];
} }
for ($j = 0; $j < $i; ++$j) { for ($j = 0; $j < $i; ++$j) {
@ -147,7 +185,7 @@ class EigenvalueDecomposition
for ($k = $j; $k <= $i_; ++$k) { for ($k = $j; $k <= $i_; ++$k) {
$this->V[$k][$j] -= ($f * $this->e[$k] + $g * $this->d[$k]); $this->V[$k][$j] -= ($f * $this->e[$k] + $g * $this->d[$k]);
} }
$this->d[$j] = $this->V[$i-1][$j]; $this->d[$j] = $this->V[$i - 1][$j];
$this->V[$i][$j] = 0.0; $this->V[$i][$j] = 0.0;
} }
} }
@ -155,18 +193,18 @@ class EigenvalueDecomposition
} }
// Accumulate transformations. // Accumulate transformations.
for ($i = 0; $i < $this->n-1; ++$i) { for ($i = 0; $i < $this->n - 1; ++$i) {
$this->V[$this->n-1][$i] = $this->V[$i][$i]; $this->V[$this->n - 1][$i] = $this->V[$i][$i];
$this->V[$i][$i] = 1.0; $this->V[$i][$i] = 1.0;
$h = $this->d[$i+1]; $h = $this->d[$i + 1];
if ($h != 0.0) { if ($h != 0.0) {
for ($k = 0; $k <= $i; ++$k) { for ($k = 0; $k <= $i; ++$k) {
$this->d[$k] = $this->V[$k][$i+1] / $h; $this->d[$k] = $this->V[$k][$i + 1] / $h;
} }
for ($j = 0; $j <= $i; ++$j) { for ($j = 0; $j <= $i; ++$j) {
$g = 0.0; $g = 0.0;
for ($k = 0; $k <= $i; ++$k) { for ($k = 0; $k <= $i; ++$k) {
$g += $this->V[$k][$i+1] * $this->V[$k][$j]; $g += $this->V[$k][$i + 1] * $this->V[$k][$j];
} }
for ($k = 0; $k <= $i; ++$k) { for ($k = 0; $k <= $i; ++$k) {
$this->V[$k][$j] -= $g * $this->d[$k]; $this->V[$k][$j] -= $g * $this->d[$k];
@ -174,13 +212,13 @@ class EigenvalueDecomposition
} }
} }
for ($k = 0; $k <= $i; ++$k) { for ($k = 0; $k <= $i; ++$k) {
$this->V[$k][$i+1] = 0.0; $this->V[$k][$i + 1] = 0.0;
} }
} }
$this->d = $this->V[$this->n-1]; $this->d = $this->V[$this->n - 1];
$this->V[$this->n-1] = array_fill(0, $j, 0.0); $this->V[$this->n - 1] = array_fill(0, $j, 0.0);
$this->V[$this->n-1][$this->n-1] = 1.0; $this->V[$this->n - 1][$this->n - 1] = 1.0;
$this->e[0] = 0.0; $this->e[0] = 0.0;
} }
@ -196,9 +234,9 @@ class EigenvalueDecomposition
private function tql2() private function tql2()
{ {
for ($i = 1; $i < $this->n; ++$i) { for ($i = 1; $i < $this->n; ++$i) {
$this->e[$i-1] = $this->e[$i]; $this->e[$i - 1] = $this->e[$i];
} }
$this->e[$this->n-1] = 0.0; $this->e[$this->n - 1] = 0.0;
$f = 0.0; $f = 0.0;
$tst1 = 0.0; $tst1 = 0.0;
$eps = pow(2.0, -52.0); $eps = pow(2.0, -52.0);
@ -222,14 +260,14 @@ class EigenvalueDecomposition
$iter += 1; $iter += 1;
// Compute implicit shift // Compute implicit shift
$g = $this->d[$l]; $g = $this->d[$l];
$p = ($this->d[$l+1] - $g) / (2.0 * $this->e[$l]); $p = ($this->d[$l + 1] - $g) / (2.0 * $this->e[$l]);
$r = hypot($p, 1.0); $r = hypot($p, 1.0);
if ($p < 0) { if ($p < 0) {
$r *= -1; $r *= -1;
} }
$this->d[$l] = $this->e[$l] / ($p + $r); $this->d[$l] = $this->e[$l] / ($p + $r);
$this->d[$l+1] = $this->e[$l] * ($p + $r); $this->d[$l + 1] = $this->e[$l] * ($p + $r);
$dl1 = $this->d[$l+1]; $dl1 = $this->d[$l + 1];
$h = $g - $this->d[$l]; $h = $g - $this->d[$l];
for ($i = $l + 2; $i < $this->n; ++$i) { for ($i = $l + 2; $i < $this->n; ++$i) {
$this->d[$i] -= $h; $this->d[$i] -= $h;
@ -241,22 +279,22 @@ class EigenvalueDecomposition
$c2 = $c3 = $c; $c2 = $c3 = $c;
$el1 = $this->e[$l + 1]; $el1 = $this->e[$l + 1];
$s = $s2 = 0.0; $s = $s2 = 0.0;
for ($i = $m-1; $i >= $l; --$i) { for ($i = $m - 1; $i >= $l; --$i) {
$c3 = $c2; $c3 = $c2;
$c2 = $c; $c2 = $c;
$s2 = $s; $s2 = $s;
$g = $c * $this->e[$i]; $g = $c * $this->e[$i];
$h = $c * $p; $h = $c * $p;
$r = hypot($p, $this->e[$i]); $r = hypot($p, $this->e[$i]);
$this->e[$i+1] = $s * $r; $this->e[$i + 1] = $s * $r;
$s = $this->e[$i] / $r; $s = $this->e[$i] / $r;
$c = $p / $r; $c = $p / $r;
$p = $c * $this->d[$i] - $s * $g; $p = $c * $this->d[$i] - $s * $g;
$this->d[$i+1] = $h + $s * ($c * $g + $s * $this->d[$i]); $this->d[$i + 1] = $h + $s * ($c * $g + $s * $this->d[$i]);
// Accumulate transformation. // Accumulate transformation.
for ($k = 0; $k < $this->n; ++$k) { for ($k = 0; $k < $this->n; ++$k) {
$h = $this->V[$k][$i+1]; $h = $this->V[$k][$i + 1];
$this->V[$k][$i+1] = $s * $this->V[$k][$i] + $c * $h; $this->V[$k][$i + 1] = $s * $this->V[$k][$i] + $c * $h;
$this->V[$k][$i] = $c * $this->V[$k][$i] - $s * $h; $this->V[$k][$i] = $c * $this->V[$k][$i] - $s * $h;
} }
} }
@ -274,7 +312,7 @@ class EigenvalueDecomposition
for ($i = 0; $i < $this->n - 1; ++$i) { for ($i = 0; $i < $this->n - 1; ++$i) {
$k = $i; $k = $i;
$p = $this->d[$i]; $p = $this->d[$i];
for ($j = $i+1; $j < $this->n; ++$j) { for ($j = $i + 1; $j < $this->n; ++$j) {
if ($this->d[$j] < $p) { if ($this->d[$j] < $p) {
$k = $j; $k = $j;
$p = $this->d[$j]; $p = $this->d[$j];
@ -304,19 +342,19 @@ class EigenvalueDecomposition
private function orthes() private function orthes()
{ {
$low = 0; $low = 0;
$high = $this->n-1; $high = $this->n - 1;
for ($m = $low+1; $m <= $high-1; ++$m) { for ($m = $low + 1; $m <= $high - 1; ++$m) {
// Scale column. // Scale column.
$scale = 0.0; $scale = 0.0;
for ($i = $m; $i <= $high; ++$i) { for ($i = $m; $i <= $high; ++$i) {
$scale = $scale + abs($this->H[$i][$m-1]); $scale = $scale + abs($this->H[$i][$m - 1]);
} }
if ($scale != 0.0) { if ($scale != 0.0) {
// Compute Householder transformation. // Compute Householder transformation.
$h = 0.0; $h = 0.0;
for ($i = $high; $i >= $m; --$i) { for ($i = $high; $i >= $m; --$i) {
$this->ort[$i] = $this->H[$i][$m-1] / $scale; $this->ort[$i] = $this->H[$i][$m - 1] / $scale;
$h += $this->ort[$i] * $this->ort[$i]; $h += $this->ort[$i] * $this->ort[$i];
} }
$g = sqrt($h); $g = sqrt($h);
@ -348,7 +386,7 @@ class EigenvalueDecomposition
} }
} }
$this->ort[$m] = $scale * $this->ort[$m]; $this->ort[$m] = $scale * $this->ort[$m];
$this->H[$m][$m-1] = $scale * $g; $this->H[$m][$m - 1] = $scale * $g;
} }
} }
@ -358,10 +396,10 @@ class EigenvalueDecomposition
$this->V[$i][$j] = ($i == $j ? 1.0 : 0.0); $this->V[$i][$j] = ($i == $j ? 1.0 : 0.0);
} }
} }
for ($m = $high-1; $m >= $low+1; --$m) { for ($m = $high - 1; $m >= $low + 1; --$m) {
if ($this->H[$m][$m-1] != 0.0) { if ($this->H[$m][$m - 1] != 0.0) {
for ($i = $m+1; $i <= $high; ++$i) { for ($i = $m + 1; $i <= $high; ++$i) {
$this->ort[$i] = $this->H[$i][$m-1]; $this->ort[$i] = $this->H[$i][$m - 1];
} }
for ($j = $m; $j <= $high; ++$j) { for ($j = $m; $j <= $high; ++$j) {
$g = 0.0; $g = 0.0;
@ -369,7 +407,7 @@ class EigenvalueDecomposition
$g += $this->ort[$i] * $this->V[$i][$j]; $g += $this->ort[$i] * $this->V[$i][$j];
} }
// Double division avoids possible underflow // Double division avoids possible underflow
$g = ($g / $this->ort[$m]) / $this->H[$m][$m-1]; $g = ($g / $this->ort[$m]) / $this->H[$m][$m - 1];
for ($i = $m; $i <= $high; ++$i) { for ($i = $m; $i <= $high; ++$i) {
$this->V[$i][$j] += $g * $this->ort[$i]; $this->V[$i][$j] += $g * $this->ort[$i];
} }
@ -378,9 +416,13 @@ class EigenvalueDecomposition
} }
} }
/** /**
* Performs complex division. * Performs complex division.
*
* @param int|float $xr
* @param int|float $xi
* @param int|float $yr
* @param int|float $yi
*/ */
private function cdiv($xr, $xi, $yr, $yi) private function cdiv($xr, $xi, $yr, $yi)
{ {
@ -397,7 +439,6 @@ class EigenvalueDecomposition
} }
} }
/** /**
* Nonsymmetric reduction from Hessenberg to real Schur form. * Nonsymmetric reduction from Hessenberg to real Schur form.
* *
@ -424,7 +465,7 @@ class EigenvalueDecomposition
$this->d[$i] = $this->H[$i][$i]; $this->d[$i] = $this->H[$i][$i];
$this->e[$i] = 0.0; $this->e[$i] = 0.0;
} }
for ($j = max($i-1, 0); $j < $nn; ++$j) { for ($j = max($i - 1, 0); $j < $nn; ++$j) {
$norm = $norm + abs($this->H[$i][$j]); $norm = $norm + abs($this->H[$i][$j]);
} }
} }
@ -435,11 +476,11 @@ class EigenvalueDecomposition
// Look for single small sub-diagonal element // Look for single small sub-diagonal element
$l = $n; $l = $n;
while ($l > $low) { while ($l > $low) {
$s = abs($this->H[$l-1][$l-1]) + abs($this->H[$l][$l]); $s = abs($this->H[$l - 1][$l - 1]) + abs($this->H[$l][$l]);
if ($s == 0.0) { if ($s == 0.0) {
$s = $norm; $s = $norm;
} }
if (abs($this->H[$l][$l-1]) < $eps * $s) { if (abs($this->H[$l][$l - 1]) < $eps * $s) {
break; break;
} }
--$l; --$l;
@ -453,13 +494,13 @@ class EigenvalueDecomposition
--$n; --$n;
$iter = 0; $iter = 0;
// Two roots found // Two roots found
} elseif ($l == $n-1) { } elseif ($l == $n - 1) {
$w = $this->H[$n][$n-1] * $this->H[$n-1][$n]; $w = $this->H[$n][$n - 1] * $this->H[$n - 1][$n];
$p = ($this->H[$n-1][$n-1] - $this->H[$n][$n]) / 2.0; $p = ($this->H[$n - 1][$n - 1] - $this->H[$n][$n]) / 2.0;
$q = $p * $p + $w; $q = $p * $p + $w;
$z = sqrt(abs($q)); $z = sqrt(abs($q));
$this->H[$n][$n] = $this->H[$n][$n] + $exshift; $this->H[$n][$n] = $this->H[$n][$n] + $exshift;
$this->H[$n-1][$n-1] = $this->H[$n-1][$n-1] + $exshift; $this->H[$n - 1][$n - 1] = $this->H[$n - 1][$n - 1] + $exshift;
$x = $this->H[$n][$n]; $x = $this->H[$n][$n];
// Real pair // Real pair
if ($q >= 0) { if ($q >= 0) {
@ -468,14 +509,14 @@ class EigenvalueDecomposition
} else { } else {
$z = $p - $z; $z = $p - $z;
} }
$this->d[$n-1] = $x + $z; $this->d[$n - 1] = $x + $z;
$this->d[$n] = $this->d[$n-1]; $this->d[$n] = $this->d[$n - 1];
if ($z != 0.0) { if ($z != 0.0) {
$this->d[$n] = $x - $w / $z; $this->d[$n] = $x - $w / $z;
} }
$this->e[$n-1] = 0.0; $this->e[$n - 1] = 0.0;
$this->e[$n] = 0.0; $this->e[$n] = 0.0;
$x = $this->H[$n][$n-1]; $x = $this->H[$n][$n - 1];
$s = abs($x) + abs($z); $s = abs($x) + abs($z);
$p = $x / $s; $p = $x / $s;
$q = $z / $s; $q = $z / $s;
@ -483,28 +524,28 @@ class EigenvalueDecomposition
$p = $p / $r; $p = $p / $r;
$q = $q / $r; $q = $q / $r;
// Row modification // Row modification
for ($j = $n-1; $j < $nn; ++$j) { for ($j = $n - 1; $j < $nn; ++$j) {
$z = $this->H[$n-1][$j]; $z = $this->H[$n - 1][$j];
$this->H[$n-1][$j] = $q * $z + $p * $this->H[$n][$j]; $this->H[$n - 1][$j] = $q * $z + $p * $this->H[$n][$j];
$this->H[$n][$j] = $q * $this->H[$n][$j] - $p * $z; $this->H[$n][$j] = $q * $this->H[$n][$j] - $p * $z;
} }
// Column modification // Column modification
for ($i = 0; $i <= $n; ++$i) { for ($i = 0; $i <= $n; ++$i) {
$z = $this->H[$i][$n-1]; $z = $this->H[$i][$n - 1];
$this->H[$i][$n-1] = $q * $z + $p * $this->H[$i][$n]; $this->H[$i][$n - 1] = $q * $z + $p * $this->H[$i][$n];
$this->H[$i][$n] = $q * $this->H[$i][$n] - $p * $z; $this->H[$i][$n] = $q * $this->H[$i][$n] - $p * $z;
} }
// Accumulate transformations // Accumulate transformations
for ($i = $low; $i <= $high; ++$i) { for ($i = $low; $i <= $high; ++$i) {
$z = $this->V[$i][$n-1]; $z = $this->V[$i][$n - 1];
$this->V[$i][$n-1] = $q * $z + $p * $this->V[$i][$n]; $this->V[$i][$n - 1] = $q * $z + $p * $this->V[$i][$n];
$this->V[$i][$n] = $q * $this->V[$i][$n] - $p * $z; $this->V[$i][$n] = $q * $this->V[$i][$n] - $p * $z;
} }
// Complex pair // Complex pair
} else { } else {
$this->d[$n-1] = $x + $p; $this->d[$n - 1] = $x + $p;
$this->d[$n] = $x + $p; $this->d[$n] = $x + $p;
$this->e[$n-1] = $z; $this->e[$n - 1] = $z;
$this->e[$n] = -$z; $this->e[$n] = -$z;
} }
$n = $n - 2; $n = $n - 2;
@ -516,8 +557,8 @@ class EigenvalueDecomposition
$y = 0.0; $y = 0.0;
$w = 0.0; $w = 0.0;
if ($l < $n) { if ($l < $n) {
$y = $this->H[$n-1][$n-1]; $y = $this->H[$n - 1][$n - 1];
$w = $this->H[$n][$n-1] * $this->H[$n-1][$n]; $w = $this->H[$n][$n - 1] * $this->H[$n - 1][$n];
} }
// Wilkinson's original ad hoc shift // Wilkinson's original ad hoc shift
if ($iter == 10) { if ($iter == 10) {
@ -525,7 +566,7 @@ class EigenvalueDecomposition
for ($i = $low; $i <= $n; ++$i) { for ($i = $low; $i <= $n; ++$i) {
$this->H[$i][$i] -= $x; $this->H[$i][$i] -= $x;
} }
$s = abs($this->H[$n][$n-1]) + abs($this->H[$n-1][$n-2]); $s = abs($this->H[$n][$n - 1]) + abs($this->H[$n - 1][$n - 2]);
$x = $y = 0.75 * $s; $x = $y = 0.75 * $s;
$w = -0.4375 * $s * $s; $w = -0.4375 * $s * $s;
} }
@ -554,9 +595,9 @@ class EigenvalueDecomposition
$z = $this->H[$m][$m]; $z = $this->H[$m][$m];
$r = $x - $z; $r = $x - $z;
$s = $y - $z; $s = $y - $z;
$p = ($r * $s - $w) / $this->H[$m+1][$m] + $this->H[$m][$m+1]; $p = ($r * $s - $w) / $this->H[$m + 1][$m] + $this->H[$m][$m + 1];
$q = $this->H[$m+1][$m+1] - $z - $r - $s; $q = $this->H[$m + 1][$m + 1] - $z - $r - $s;
$r = $this->H[$m+2][$m+1]; $r = $this->H[$m + 2][$m + 1];
$s = abs($p) + abs($q) + abs($r); $s = abs($p) + abs($q) + abs($r);
$p = $p / $s; $p = $p / $s;
$q = $q / $s; $q = $q / $s;
@ -564,25 +605,25 @@ class EigenvalueDecomposition
if ($m == $l) { if ($m == $l) {
break; break;
} }
if (abs($this->H[$m][$m-1]) * (abs($q) + abs($r)) < if (abs($this->H[$m][$m - 1]) * (abs($q) + abs($r)) <
$eps * (abs($p) * (abs($this->H[$m-1][$m-1]) + abs($z) + abs($this->H[$m+1][$m+1])))) { $eps * (abs($p) * (abs($this->H[$m - 1][$m - 1]) + abs($z) + abs($this->H[$m + 1][$m + 1])))) {
break; break;
} }
--$m; --$m;
} }
for ($i = $m + 2; $i <= $n; ++$i) { for ($i = $m + 2; $i <= $n; ++$i) {
$this->H[$i][$i-2] = 0.0; $this->H[$i][$i - 2] = 0.0;
if ($i > $m+2) { if ($i > $m + 2) {
$this->H[$i][$i-3] = 0.0; $this->H[$i][$i - 3] = 0.0;
} }
} }
// Double QR step involving rows l:n and columns m:n // Double QR step involving rows l:n and columns m:n
for ($k = $m; $k <= $n-1; ++$k) { for ($k = $m; $k <= $n - 1; ++$k) {
$notlast = ($k != $n-1); $notlast = ($k != $n - 1);
if ($k != $m) { if ($k != $m) {
$p = $this->H[$k][$k-1]; $p = $this->H[$k][$k - 1];
$q = $this->H[$k+1][$k-1]; $q = $this->H[$k + 1][$k - 1];
$r = ($notlast ? $this->H[$k+2][$k-1] : 0.0); $r = ($notlast ? $this->H[$k + 2][$k - 1] : 0.0);
$x = abs($p) + abs($q) + abs($r); $x = abs($p) + abs($q) + abs($r);
if ($x != 0.0) { if ($x != 0.0) {
$p = $p / $x; $p = $p / $x;
@ -599,9 +640,9 @@ class EigenvalueDecomposition
} }
if ($s != 0) { if ($s != 0) {
if ($k != $m) { if ($k != $m) {
$this->H[$k][$k-1] = -$s * $x; $this->H[$k][$k - 1] = -$s * $x;
} elseif ($l != $m) { } elseif ($l != $m) {
$this->H[$k][$k-1] = -$this->H[$k][$k-1]; $this->H[$k][$k - 1] = -$this->H[$k][$k - 1];
} }
$p = $p + $s; $p = $p + $s;
$x = $p / $s; $x = $p / $s;
@ -611,33 +652,33 @@ class EigenvalueDecomposition
$r = $r / $p; $r = $r / $p;
// Row modification // Row modification
for ($j = $k; $j < $nn; ++$j) { for ($j = $k; $j < $nn; ++$j) {
$p = $this->H[$k][$j] + $q * $this->H[$k+1][$j]; $p = $this->H[$k][$j] + $q * $this->H[$k + 1][$j];
if ($notlast) { if ($notlast) {
$p = $p + $r * $this->H[$k+2][$j]; $p = $p + $r * $this->H[$k + 2][$j];
$this->H[$k+2][$j] = $this->H[$k+2][$j] - $p * $z; $this->H[$k + 2][$j] = $this->H[$k + 2][$j] - $p * $z;
} }
$this->H[$k][$j] = $this->H[$k][$j] - $p * $x; $this->H[$k][$j] = $this->H[$k][$j] - $p * $x;
$this->H[$k+1][$j] = $this->H[$k+1][$j] - $p * $y; $this->H[$k + 1][$j] = $this->H[$k + 1][$j] - $p * $y;
} }
// Column modification // Column modification
for ($i = 0; $i <= min($n, $k+3); ++$i) { for ($i = 0; $i <= min($n, $k + 3); ++$i) {
$p = $x * $this->H[$i][$k] + $y * $this->H[$i][$k+1]; $p = $x * $this->H[$i][$k] + $y * $this->H[$i][$k + 1];
if ($notlast) { if ($notlast) {
$p = $p + $z * $this->H[$i][$k+2]; $p = $p + $z * $this->H[$i][$k + 2];
$this->H[$i][$k+2] = $this->H[$i][$k+2] - $p * $r; $this->H[$i][$k + 2] = $this->H[$i][$k + 2] - $p * $r;
} }
$this->H[$i][$k] = $this->H[$i][$k] - $p; $this->H[$i][$k] = $this->H[$i][$k] - $p;
$this->H[$i][$k+1] = $this->H[$i][$k+1] - $p * $q; $this->H[$i][$k + 1] = $this->H[$i][$k + 1] - $p * $q;
} }
// Accumulate transformations // Accumulate transformations
for ($i = $low; $i <= $high; ++$i) { for ($i = $low; $i <= $high; ++$i) {
$p = $x * $this->V[$i][$k] + $y * $this->V[$i][$k+1]; $p = $x * $this->V[$i][$k] + $y * $this->V[$i][$k + 1];
if ($notlast) { if ($notlast) {
$p = $p + $z * $this->V[$i][$k+2]; $p = $p + $z * $this->V[$i][$k + 2];
$this->V[$i][$k+2] = $this->V[$i][$k+2] - $p * $r; $this->V[$i][$k + 2] = $this->V[$i][$k + 2] - $p * $r;
} }
$this->V[$i][$k] = $this->V[$i][$k] - $p; $this->V[$i][$k] = $this->V[$i][$k] - $p;
$this->V[$i][$k+1] = $this->V[$i][$k+1] - $p * $q; $this->V[$i][$k + 1] = $this->V[$i][$k + 1] - $p * $q;
} }
} // ($s != 0) } // ($s != 0)
} // k loop } // k loop
@ -649,19 +690,20 @@ class EigenvalueDecomposition
return; return;
} }
for ($n = $nn-1; $n >= 0; --$n) { for ($n = $nn - 1; $n >= 0; --$n) {
$p = $this->d[$n]; $p = $this->d[$n];
$q = $this->e[$n]; $q = $this->e[$n];
// Real vector // Real vector
if ($q == 0) { if ($q == 0) {
$l = $n; $l = $n;
$this->H[$n][$n] = 1.0; $this->H[$n][$n] = 1.0;
for ($i = $n-1; $i >= 0; --$i) { for ($i = $n - 1; $i >= 0; --$i) {
$w = $this->H[$i][$i] - $p; $w = $this->H[$i][$i] - $p;
$r = 0.0; $r = 0.0;
for ($j = $l; $j <= $n; ++$j) { for ($j = $l; $j <= $n; ++$j) {
$r = $r + $this->H[$i][$j] * $this->H[$j][$n]; $r = $r + $this->H[$i][$j] * $this->H[$j][$n];
} }
if ($this->e[$i] < 0.0) { if ($this->e[$i] < 0.0) {
$z = $w; $z = $w;
$s = $r; $s = $r;
@ -675,15 +717,15 @@ class EigenvalueDecomposition
} }
// Solve real equations // Solve real equations
} else { } else {
$x = $this->H[$i][$i+1]; $x = $this->H[$i][$i + 1];
$y = $this->H[$i+1][$i]; $y = $this->H[$i + 1][$i];
$q = ($this->d[$i] - $p) * ($this->d[$i] - $p) + $this->e[$i] * $this->e[$i]; $q = ($this->d[$i] - $p) * ($this->d[$i] - $p) + $this->e[$i] * $this->e[$i];
$t = ($x * $s - $z * $r) / $q; $t = ($x * $s - $z * $r) / $q;
$this->H[$i][$n] = $t; $this->H[$i][$n] = $t;
if (abs($x) > abs($z)) { if (abs($x) > abs($z)) {
$this->H[$i+1][$n] = (-$r - $w * $t) / $x; $this->H[$i + 1][$n] = (-$r - $w * $t) / $x;
} else { } else {
$this->H[$i+1][$n] = (-$s - $y * $t) / $z; $this->H[$i + 1][$n] = (-$s - $y * $t) / $z;
} }
} }
// Overflow control // Overflow control
@ -697,24 +739,24 @@ class EigenvalueDecomposition
} }
// Complex vector // Complex vector
} elseif ($q < 0) { } elseif ($q < 0) {
$l = $n-1; $l = $n - 1;
// Last vector component imaginary so matrix is triangular // Last vector component imaginary so matrix is triangular
if (abs($this->H[$n][$n-1]) > abs($this->H[$n-1][$n])) { if (abs($this->H[$n][$n - 1]) > abs($this->H[$n - 1][$n])) {
$this->H[$n-1][$n-1] = $q / $this->H[$n][$n-1]; $this->H[$n - 1][$n - 1] = $q / $this->H[$n][$n - 1];
$this->H[$n-1][$n] = -($this->H[$n][$n] - $p) / $this->H[$n][$n-1]; $this->H[$n - 1][$n] = -($this->H[$n][$n] - $p) / $this->H[$n][$n - 1];
} else { } else {
$this->cdiv(0.0, -$this->H[$n-1][$n], $this->H[$n-1][$n-1] - $p, $q); $this->cdiv(0.0, -$this->H[$n - 1][$n], $this->H[$n - 1][$n - 1] - $p, $q);
$this->H[$n-1][$n-1] = $this->cdivr; $this->H[$n - 1][$n - 1] = $this->cdivr;
$this->H[$n-1][$n] = $this->cdivi; $this->H[$n - 1][$n] = $this->cdivi;
} }
$this->H[$n][$n-1] = 0.0; $this->H[$n][$n - 1] = 0.0;
$this->H[$n][$n] = 1.0; $this->H[$n][$n] = 1.0;
for ($i = $n-2; $i >= 0; --$i) { for ($i = $n - 2; $i >= 0; --$i) {
// double ra,sa,vr,vi; // double ra,sa,vr,vi;
$ra = 0.0; $ra = 0.0;
$sa = 0.0; $sa = 0.0;
for ($j = $l; $j <= $n; ++$j) { for ($j = $l; $j <= $n; ++$j) {
$ra = $ra + $this->H[$i][$j] * $this->H[$j][$n-1]; $ra = $ra + $this->H[$i][$j] * $this->H[$j][$n - 1];
$sa = $sa + $this->H[$i][$j] * $this->H[$j][$n]; $sa = $sa + $this->H[$i][$j] * $this->H[$j][$n];
} }
$w = $this->H[$i][$i] - $p; $w = $this->H[$i][$i] - $p;
@ -726,34 +768,34 @@ class EigenvalueDecomposition
$l = $i; $l = $i;
if ($this->e[$i] == 0) { if ($this->e[$i] == 0) {
$this->cdiv(-$ra, -$sa, $w, $q); $this->cdiv(-$ra, -$sa, $w, $q);
$this->H[$i][$n-1] = $this->cdivr; $this->H[$i][$n - 1] = $this->cdivr;
$this->H[$i][$n] = $this->cdivi; $this->H[$i][$n] = $this->cdivi;
} else { } else {
// Solve complex equations // Solve complex equations
$x = $this->H[$i][$i+1]; $x = $this->H[$i][$i + 1];
$y = $this->H[$i+1][$i]; $y = $this->H[$i + 1][$i];
$vr = ($this->d[$i] - $p) * ($this->d[$i] - $p) + $this->e[$i] * $this->e[$i] - $q * $q; $vr = ($this->d[$i] - $p) * ($this->d[$i] - $p) + $this->e[$i] * $this->e[$i] - $q * $q;
$vi = ($this->d[$i] - $p) * 2.0 * $q; $vi = ($this->d[$i] - $p) * 2.0 * $q;
if ($vr == 0.0 & $vi == 0.0) { if ($vr == 0.0 & $vi == 0.0) {
$vr = $eps * $norm * (abs($w) + abs($q) + abs($x) + abs($y) + abs($z)); $vr = $eps * $norm * (abs($w) + abs($q) + abs($x) + abs($y) + abs($z));
} }
$this->cdiv($x * $r - $z * $ra + $q * $sa, $x * $s - $z * $sa - $q * $ra, $vr, $vi); $this->cdiv($x * $r - $z * $ra + $q * $sa, $x * $s - $z * $sa - $q * $ra, $vr, $vi);
$this->H[$i][$n-1] = $this->cdivr; $this->H[$i][$n - 1] = $this->cdivr;
$this->H[$i][$n] = $this->cdivi; $this->H[$i][$n] = $this->cdivi;
if (abs($x) > (abs($z) + abs($q))) { if (abs($x) > (abs($z) + abs($q))) {
$this->H[$i+1][$n-1] = (-$ra - $w * $this->H[$i][$n-1] + $q * $this->H[$i][$n]) / $x; $this->H[$i + 1][$n - 1] = (-$ra - $w * $this->H[$i][$n - 1] + $q * $this->H[$i][$n]) / $x;
$this->H[$i+1][$n] = (-$sa - $w * $this->H[$i][$n] - $q * $this->H[$i][$n-1]) / $x; $this->H[$i + 1][$n] = (-$sa - $w * $this->H[$i][$n] - $q * $this->H[$i][$n - 1]) / $x;
} else { } else {
$this->cdiv(-$r - $y * $this->H[$i][$n-1], -$s - $y * $this->H[$i][$n], $z, $q); $this->cdiv(-$r - $y * $this->H[$i][$n - 1], -$s - $y * $this->H[$i][$n], $z, $q);
$this->H[$i+1][$n-1] = $this->cdivr; $this->H[$i + 1][$n - 1] = $this->cdivr;
$this->H[$i+1][$n] = $this->cdivi; $this->H[$i + 1][$n] = $this->cdivi;
} }
} }
// Overflow control // Overflow control
$t = max(abs($this->H[$i][$n-1]), abs($this->H[$i][$n])); $t = max(abs($this->H[$i][$n - 1]), abs($this->H[$i][$n]));
if (($eps * $t) * $t > 1) { if (($eps * $t) * $t > 1) {
for ($j = $i; $j <= $n; ++$j) { for ($j = $i; $j <= $n; ++$j) {
$this->H[$j][$n-1] = $this->H[$j][$n-1] / $t; $this->H[$j][$n - 1] = $this->H[$j][$n - 1] / $t;
$this->H[$j][$n] = $this->H[$j][$n] / $t; $this->H[$j][$n] = $this->H[$j][$n] / $t;
} }
} }
@ -772,7 +814,7 @@ class EigenvalueDecomposition
} }
// Back transformation to get eigenvectors of original matrix // Back transformation to get eigenvectors of original matrix
for ($j = $nn-1; $j >= $low; --$j) { for ($j = $nn - 1; $j >= $low; --$j) {
for ($i = $low; $i <= $high; ++$i) { for ($i = $low; $i <= $high; ++$i) {
$z = 0.0; $z = 0.0;
for ($k = $low; $k <= min($j, $high); ++$k) { for ($k = $low; $k <= min($j, $high); ++$k) {
@ -783,44 +825,11 @@ class EigenvalueDecomposition
} }
} // end hqr2 } // end hqr2
/**
* Constructor: Check for symmetry, then construct the eigenvalue decomposition
*
* @param array $Arg
*/
public function __construct(array $Arg)
{
$this->A = $Arg;
$this->n = count($Arg[0]);
$issymmetric = true;
for ($j = 0; ($j < $this->n) & $issymmetric; ++$j) {
for ($i = 0; ($i < $this->n) & $issymmetric; ++$i) {
$issymmetric = ($this->A[$i][$j] == $this->A[$j][$i]);
}
}
if ($issymmetric) {
$this->V = $this->A;
// Tridiagonalize.
$this->tred2();
// Diagonalize.
$this->tql2();
} else {
$this->H = $this->A;
$this->ort = [];
// Reduce to Hessenberg form.
$this->orthes();
// Reduce Hessenberg to real Schur form.
$this->hqr2();
}
}
/** /**
* Return the eigenvector matrix * Return the eigenvector matrix
* *
* @access public * @access public
*
* @return array * @return array
*/ */
public function getEigenvectors() public function getEigenvectors()
@ -831,20 +840,21 @@ class EigenvalueDecomposition
$vectors = new Matrix($vectors); $vectors = new Matrix($vectors);
$vectors = array_map(function ($vect) { $vectors = array_map(function ($vect) {
$sum = 0; $sum = 0;
for ($i=0; $i<count($vect); $i++) { for ($i = 0; $i < count($vect); ++$i) {
$sum += $vect[$i] ** 2; $sum += $vect[$i] ** 2;
} }
$sum = sqrt($sum); $sum = sqrt($sum);
for ($i=0; $i<count($vect); $i++) { for ($i = 0; $i < count($vect); ++$i) {
$vect[$i] /= $sum; $vect[$i] /= $sum;
} }
return $vect; return $vect;
}, $vectors->transpose()->toArray()); }, $vectors->transpose()->toArray());
return $vectors; return $vectors;
} }
/** /**
* Return the real parts of the eigenvalues<br> * Return the real parts of the eigenvalues<br>
* d = real(diag(D)); * d = real(diag(D));
@ -856,7 +866,6 @@ class EigenvalueDecomposition
return $this->d; return $this->d;
} }
/** /**
* Return the imaginary parts of the eigenvalues <br> * Return the imaginary parts of the eigenvalues <br>
* d = imag(diag(D)) * d = imag(diag(D))
@ -868,7 +877,6 @@ class EigenvalueDecomposition
return $this->e; return $this->e;
} }
/** /**
* Return the block diagonal eigenvalue matrix * Return the block diagonal eigenvalue matrix
* *
@ -876,15 +884,19 @@ class EigenvalueDecomposition
*/ */
public function getDiagonalEigenvalues() public function getDiagonalEigenvalues()
{ {
$D = [];
for ($i = 0; $i < $this->n; ++$i) { for ($i = 0; $i < $this->n; ++$i) {
$D[$i] = array_fill(0, $this->n, 0.0); $D[$i] = array_fill(0, $this->n, 0.0);
$D[$i][$i] = $this->d[$i]; $D[$i][$i] = $this->d[$i];
if ($this->e[$i] == 0) { if ($this->e[$i] == 0) {
continue; continue;
} }
$o = ($this->e[$i] > 0) ? $i + 1 : $i - 1; $o = ($this->e[$i] > 0) ? $i + 1 : $i - 1;
$D[$i][$o] = $this->e[$i]; $D[$i][$o] = $this->e[$i];
} }
return $D; return $D;
} }
} // class EigenvalueDecomposition } // class EigenvalueDecomposition

View file

@ -0,0 +1,305 @@
<?php
declare(strict_types=1);
/**
* @package JAMA
*
* For an m-by-n matrix A with m >= n, the LU decomposition is an m-by-n
* unit lower triangular matrix L, an n-by-n upper triangular matrix U,
* and a permutation vector piv of length m so that A(piv,:) = L*U.
* If m < n, then L is m-by-m and U is m-by-n.
*
* The LU decompostion with pivoting always exists, even if the matrix is
* singular, so the constructor will never fail. The primary use of the
* LU decomposition is in the solution of square systems of simultaneous
* linear equations. This will fail if isNonsingular() returns false.
*
* @author Paul Meagher
* @author Bartosz Matosiuk
* @author Michael Bommarito
* @version 1.1
* @license PHP v3.0
*
* Slightly changed to adapt the original code to PHP-ML library
* @date 2017/04/24
* @author Mustafa Karabulut
*/
namespace Phpml\Math\LinearAlgebra;
use Phpml\Math\Matrix;
use Phpml\Exception\MatrixException;
class LUDecomposition
{
/**
* Decomposition storage
* @var array
*/
private $LU = [];
/**
* Row dimension.
* @var int
*/
private $m;
/**
* Column dimension.
* @var int
*/
private $n;
/**
* Pivot sign.
* @var int
*/
private $pivsign;
/**
* Internal storage of pivot vector.
* @var array
*/
private $piv = [];
/**
* Constructs Structure to access L, U and piv.
*
* @param Matrix $A Rectangular matrix
*
* @throws MatrixException
*/
public function __construct(Matrix $A)
{
if ($A->getRows() != $A->getColumns()) {
throw MatrixException::notSquareMatrix();
}
// Use a "left-looking", dot-product, Crout/Doolittle algorithm.
$this->LU = $A->toArray();
$this->m = $A->getRows();
$this->n = $A->getColumns();
for ($i = 0; $i < $this->m; ++$i) {
$this->piv[$i] = $i;
}
$this->pivsign = 1;
$LUcolj = [];
// Outer loop.
for ($j = 0; $j < $this->n; ++$j) {
// Make a copy of the j-th column to localize references.
for ($i = 0; $i < $this->m; ++$i) {
$LUcolj[$i] = &$this->LU[$i][$j];
}
// Apply previous transformations.
for ($i = 0; $i < $this->m; ++$i) {
$LUrowi = $this->LU[$i];
// Most of the time is spent in the following dot product.
$kmax = min($i, $j);
$s = 0.0;
for ($k = 0; $k < $kmax; ++$k) {
$s += $LUrowi[$k] * $LUcolj[$k];
}
$LUrowi[$j] = $LUcolj[$i] -= $s;
}
// Find pivot and exchange if necessary.
$p = $j;
for ($i = $j + 1; $i < $this->m; ++$i) {
if (abs($LUcolj[$i]) > abs($LUcolj[$p])) {
$p = $i;
}
}
if ($p != $j) {
for ($k = 0; $k < $this->n; ++$k) {
$t = $this->LU[$p][$k];
$this->LU[$p][$k] = $this->LU[$j][$k];
$this->LU[$j][$k] = $t;
}
$k = $this->piv[$p];
$this->piv[$p] = $this->piv[$j];
$this->piv[$j] = $k;
$this->pivsign = $this->pivsign * -1;
}
// Compute multipliers.
if (($j < $this->m) && ($this->LU[$j][$j] != 0.0)) {
for ($i = $j + 1; $i < $this->m; ++$i) {
$this->LU[$i][$j] /= $this->LU[$j][$j];
}
}
}
} // function __construct()
/**
* Get lower triangular factor.
*
* @return Matrix Lower triangular factor
*/
public function getL()
{
$L = [];
for ($i = 0; $i < $this->m; ++$i) {
for ($j = 0; $j < $this->n; ++$j) {
if ($i > $j) {
$L[$i][$j] = $this->LU[$i][$j];
} elseif ($i == $j) {
$L[$i][$j] = 1.0;
} else {
$L[$i][$j] = 0.0;
}
}
}
return new Matrix($L);
} // function getL()
/**
* Get upper triangular factor.
*
* @return Matrix Upper triangular factor
*/
public function getU()
{
$U = [];
for ($i = 0; $i < $this->n; ++$i) {
for ($j = 0; $j < $this->n; ++$j) {
if ($i <= $j) {
$U[$i][$j] = $this->LU[$i][$j];
} else {
$U[$i][$j] = 0.0;
}
}
}
return new Matrix($U);
} // function getU()
/**
* Return pivot permutation vector.
*
* @return array Pivot vector
*/
public function getPivot()
{
return $this->piv;
} // function getPivot()
/**
* Alias for getPivot
*
* @see getPivot
*/
public function getDoublePivot()
{
return $this->getPivot();
} // function getDoublePivot()
/**
* Is the matrix nonsingular?
*
* @return true if U, and hence A, is nonsingular.
*/
public function isNonsingular()
{
for ($j = 0; $j < $this->n; ++$j) {
if ($this->LU[$j][$j] == 0) {
return false;
}
}
return true;
} // function isNonsingular()
/**
* Count determinants
*
* @return float|int d matrix determinant
*
* @throws MatrixException
*/
public function det()
{
if ($this->m !== $this->n) {
throw MatrixException::notSquareMatrix();
}
$d = $this->pivsign;
for ($j = 0; $j < $this->n; ++$j) {
$d *= $this->LU[$j][$j];
}
return $d;
} // function det()
/**
* Solve A*X = B
*
* @param Matrix $B A Matrix with as many rows as A and any number of columns.
*
* @return array X so that L*U*X = B(piv,:)
*
* @throws MatrixException
*/
public function solve(Matrix $B)
{
if ($B->getRows() != $this->m) {
throw MatrixException::notSquareMatrix();
}
if (!$this->isNonsingular()) {
throw MatrixException::singularMatrix();
}
// Copy right hand side with pivoting
$nx = $B->getColumns();
$X = $this->getSubMatrix($B->toArray(), $this->piv, 0, $nx - 1);
// Solve L*Y = B(piv,:)
for ($k = 0; $k < $this->n; ++$k) {
for ($i = $k + 1; $i < $this->n; ++$i) {
for ($j = 0; $j < $nx; ++$j) {
$X[$i][$j] -= $X[$k][$j] * $this->LU[$i][$k];
}
}
}
// Solve U*X = Y;
for ($k = $this->n - 1; $k >= 0; --$k) {
for ($j = 0; $j < $nx; ++$j) {
$X[$k][$j] /= $this->LU[$k][$k];
}
for ($i = 0; $i < $k; ++$i) {
for ($j = 0; $j < $nx; ++$j) {
$X[$i][$j] -= $X[$k][$j] * $this->LU[$i][$k];
}
}
}
return $X;
} // function solve()
/**
* @param array $matrix
* @param array $RL
* @param int $j0
* @param int $jF
*
* @return array
*/
protected function getSubMatrix(array $matrix, array $RL, int $j0, int $jF)
{
$m = count($RL);
$n = $jF - $j0;
$R = array_fill(0, $m, array_fill(0, $n + 1, 0.0));
for ($i = 0; $i < $m; ++$i) {
for ($j = $j0; $j <= $jF; ++$j) {
$R[$i][$j - $j0] = $matrix[$RL[$i]][$j];
}
}
return $R;
}
} // class LUDecomposition

View file

@ -4,6 +4,7 @@ declare(strict_types=1);
namespace Phpml\Math; namespace Phpml\Math;
use Phpml\Math\LinearAlgebra\LUDecomposition;
use Phpml\Exception\InvalidArgumentException; use Phpml\Exception\InvalidArgumentException;
use Phpml\Exception\MatrixException; use Phpml\Exception\MatrixException;
@ -137,32 +138,9 @@ class Matrix
throw MatrixException::notSquareMatrix(); throw MatrixException::notSquareMatrix();
} }
return $this->determinant = $this->calculateDeterminant(); $lu = new LUDecomposition($this);
}
/** return $this->determinant = $lu->det();
* @return float|int
*
* @throws MatrixException
*/
private function calculateDeterminant()
{
$determinant = 0;
if ($this->rows == 1 && $this->columns == 1) {
$determinant = $this->matrix[0][0];
} elseif ($this->rows == 2 && $this->columns == 2) {
$determinant =
$this->matrix[0][0] * $this->matrix[1][1] -
$this->matrix[0][1] * $this->matrix[1][0];
} else {
for ($j = 0; $j < $this->columns; ++$j) {
$subMatrix = $this->crossOut(0, $j);
$minor = $this->matrix[0][$j] * $subMatrix->getDeterminant();
$determinant += fmod((float) $j, 2.0) == 0 ? $minor : -$minor;
}
}
return $determinant;
} }
/** /**
@ -255,6 +233,8 @@ class Matrix
* Element-wise addition of the matrix with another one * Element-wise addition of the matrix with another one
* *
* @param Matrix $other * @param Matrix $other
*
* @return Matrix
*/ */
public function add(Matrix $other) public function add(Matrix $other)
{ {
@ -265,6 +245,8 @@ class Matrix
* Element-wise subtracting of another matrix from this one * Element-wise subtracting of another matrix from this one
* *
* @param Matrix $other * @param Matrix $other
*
* @return Matrix
*/ */
public function subtract(Matrix $other) public function subtract(Matrix $other)
{ {
@ -275,7 +257,9 @@ class Matrix
* Element-wise addition or substraction depending on the given sign parameter * Element-wise addition or substraction depending on the given sign parameter
* *
* @param Matrix $other * @param Matrix $other
* @param type $sign * @param int $sign
*
* @return Matrix
*/ */
protected function _add(Matrix $other, $sign = 1) protected function _add(Matrix $other, $sign = 1)
{ {
@ -283,13 +267,13 @@ class Matrix
$a2 = $other->toArray(); $a2 = $other->toArray();
$newMatrix = []; $newMatrix = [];
for ($i=0; $i < $this->rows; $i++) { for ($i = 0; $i < $this->rows; ++$i) {
for ($k=0; $k < $this->columns; $k++) { for ($k = 0; $k < $this->columns; ++$k) {
$newMatrix[$i][$k] = $a1[$i][$k] + $sign * $a2[$i][$k]; $newMatrix[$i][$k] = $a1[$i][$k] + $sign * $a2[$i][$k];
} }
} }
return new Matrix($newMatrix, false); return new self($newMatrix, false);
} }
/** /**
@ -303,21 +287,26 @@ class Matrix
throw MatrixException::notSquareMatrix(); throw MatrixException::notSquareMatrix();
} }
if ($this->isSingular()) { $LU = new LUDecomposition($this);
throw MatrixException::singularMatrix(); $identity = $this->getIdentity();
$inverse = $LU->solve($identity);
return new self($inverse, false);
} }
$newMatrix = []; /**
* Returns diagonal identity matrix of the same size of this matrix
*
* @return Matrix
*/
protected function getIdentity()
{
$array = array_fill(0, $this->rows, array_fill(0, $this->columns, 0));
for ($i = 0; $i < $this->rows; ++$i) { for ($i = 0; $i < $this->rows; ++$i) {
for ($j = 0; $j < $this->columns; ++$j) { $array[$i][$i] = 1;
$minor = $this->crossOut($i, $j)->getDeterminant();
$newMatrix[$i][$j] = fmod((float) ($i + $j), 2.0) == 0 ? $minor : -$minor;
}
} }
$cofactorMatrix = new self($newMatrix, false); return new self($array, false);
return $cofactorMatrix->transpose()->divideByScalar($this->getDeterminant());
} }
/** /**
@ -363,7 +352,7 @@ class Matrix
*/ */
public static function transposeArray(array $array) public static function transposeArray(array $array)
{ {
return (new Matrix($array, false))->transpose()->toArray(); return (new self($array, false))->transpose()->toArray();
} }
/** /**
@ -377,8 +366,8 @@ class Matrix
*/ */
public static function dot(array $array1, array $array2) public static function dot(array $array1, array $array2)
{ {
$m1 = new Matrix($array1, false); $m1 = new self($array1, false);
$m2 = new Matrix($array2, false); $m2 = new self($array2, false);
return $m1->multiply($m2->transpose())->toArray()[0]; return $m1->multiply($m2->transpose())->toArray()[0];
} }

View file

@ -59,12 +59,16 @@ class Covariance
* @param array $data * @param array $data
* @param int $i * @param int $i
* @param int $k * @param int $k
* @param type $sample * @param bool $sample
* @param int $n
* @param float $meanX * @param float $meanX
* @param float $meanY * @param float $meanY
*
* @return float
*
* @throws InvalidArgumentException
* @throws \Exception
*/ */
public static function fromDataset(array $data, int $i, int $k, $sample = true, float $meanX = null, float $meanY = null) public static function fromDataset(array $data, int $i, int $k, bool $sample = true, float $meanX = null, float $meanY = null)
{ {
if (empty($data)) { if (empty($data)) {
throw InvalidArgumentException::arrayCantBeEmpty(); throw InvalidArgumentException::arrayCantBeEmpty();
@ -124,6 +128,7 @@ class Covariance
* Returns the covariance matrix of n-dimensional data * Returns the covariance matrix of n-dimensional data
* *
* @param array $data * @param array $data
* @param array|null $means
* *
* @return array * @return array
*/ */
@ -133,19 +138,20 @@ class Covariance
if ($means === null) { if ($means === null) {
$means = []; $means = [];
for ($i=0; $i < $n; $i++) { for ($i = 0; $i < $n; ++$i) {
$means[] = Mean::arithmetic(array_column($data, $i)); $means[] = Mean::arithmetic(array_column($data, $i));
} }
} }
$cov = []; $cov = [];
for ($i=0; $i < $n; $i++) { for ($i = 0; $i < $n; ++$i) {
for ($k=0; $k < $n; $k++) { for ($k = 0; $k < $n; ++$k) {
if ($i > $k) { if ($i > $k) {
$cov[$i][$k] = $cov[$k][$i]; $cov[$i][$k] = $cov[$k][$i];
} else { } else {
$cov[$i][$k] = Covariance::fromDataset( $cov[$i][$k] = self::fromDataset(
$data, $i, $k, true, $means[$i], $means[$k]); $data, $i, $k, true, $means[$i], $means[$k]
);
} }
} }
} }

View file

@ -31,7 +31,7 @@ class Gaussian
* *
* @param float $value * @param float $value
* *
* @return type * @return float|int
*/ */
public function pdf(float $value) public function pdf(float $value)
{ {

View file

@ -68,7 +68,7 @@ class Mean
*/ */
private static function checkArrayLength(array $array) private static function checkArrayLength(array $array)
{ {
if (0 == count($array)) { if (empty($array)) {
throw InvalidArgumentException::arrayCantBeEmpty(); throw InvalidArgumentException::arrayCantBeEmpty();
} }
} }

View file

@ -112,8 +112,8 @@ class ClassificationReport
private function computeAverage() private function computeAverage()
{ {
foreach (['precision', 'recall', 'f1score'] as $metric) { foreach (['precision', 'recall', 'f1score'] as $metric) {
$values = array_filter($this->$metric); $values = array_filter($this->{$metric});
if (0 == count($values)) { if (empty($values)) {
$this->average[$metric] = 0.0; $this->average[$metric] = 0.0;
continue; continue;
} }

View file

@ -12,6 +12,7 @@ class ModelManager
/** /**
* @param Estimator $estimator * @param Estimator $estimator
* @param string $filepath * @param string $filepath
*
* @throws FileException * @throws FileException
* @throws SerializeException * @throws SerializeException
*/ */
@ -23,7 +24,7 @@ class ModelManager
$serialized = serialize($estimator); $serialized = serialize($estimator);
if (empty($serialized)) { if (empty($serialized)) {
throw SerializeException::cantSerialize(get_type($estimator)); throw SerializeException::cantSerialize(gettype($estimator));
} }
$result = file_put_contents($filepath, $serialized, LOCK_EX); $result = file_put_contents($filepath, $serialized, LOCK_EX);
@ -34,7 +35,9 @@ class ModelManager
/** /**
* @param string $filepath * @param string $filepath
*
* @return Estimator * @return Estimator
*
* @throws FileException * @throws FileException
* @throws SerializeException * @throws SerializeException
*/ */

View file

@ -32,6 +32,14 @@ abstract class LayeredNetwork implements Network
return $this->layers; return $this->layers;
} }
/**
* @return void
*/
public function removeLayers()
{
unset($this->layers);
}
/** /**
* @return Layer * @return Layer
*/ */
@ -71,7 +79,7 @@ abstract class LayeredNetwork implements Network
foreach ($this->getLayers() as $layer) { foreach ($this->getLayers() as $layer) {
foreach ($layer->getNodes() as $node) { foreach ($layer->getNodes() as $node) {
if ($node instanceof Neuron) { if ($node instanceof Neuron) {
$node->refresh(); $node->reset();
} }
} }
} }

View file

@ -4,32 +4,147 @@ declare(strict_types=1);
namespace Phpml\NeuralNetwork\Network; namespace Phpml\NeuralNetwork\Network;
use Phpml\Estimator;
use Phpml\IncrementalEstimator;
use Phpml\Exception\InvalidArgumentException; use Phpml\Exception\InvalidArgumentException;
use Phpml\NeuralNetwork\Training\Backpropagation;
use Phpml\NeuralNetwork\ActivationFunction; use Phpml\NeuralNetwork\ActivationFunction;
use Phpml\NeuralNetwork\Layer; use Phpml\NeuralNetwork\Layer;
use Phpml\NeuralNetwork\Node\Bias; use Phpml\NeuralNetwork\Node\Bias;
use Phpml\NeuralNetwork\Node\Input; use Phpml\NeuralNetwork\Node\Input;
use Phpml\NeuralNetwork\Node\Neuron; use Phpml\NeuralNetwork\Node\Neuron;
use Phpml\NeuralNetwork\Node\Neuron\Synapse; use Phpml\NeuralNetwork\Node\Neuron\Synapse;
use Phpml\Helper\Predictable;
class MultilayerPerceptron extends LayeredNetwork abstract class MultilayerPerceptron extends LayeredNetwork implements Estimator, IncrementalEstimator
{ {
use Predictable;
/** /**
* @param array $layers * @var int
*/
private $inputLayerFeatures;
/**
* @var array
*/
private $hiddenLayers;
/**
* @var array
*/
protected $classes = [];
/**
* @var int
*/
private $iterations;
/**
* @var ActivationFunction
*/
protected $activationFunction;
/**
* @var int
*/
private $theta;
/**
* @var Backpropagation
*/
protected $backpropagation = null;
/**
* @param int $inputLayerFeatures
* @param array $hiddenLayers
* @param array $classes
* @param int $iterations
* @param ActivationFunction|null $activationFunction * @param ActivationFunction|null $activationFunction
* @param int $theta
* *
* @throws InvalidArgumentException * @throws InvalidArgumentException
*/ */
public function __construct(array $layers, ActivationFunction $activationFunction = null) public function __construct(int $inputLayerFeatures, array $hiddenLayers, array $classes, int $iterations = 10000, ActivationFunction $activationFunction = null, int $theta = 1)
{ {
if (count($layers) < 2) { if (empty($hiddenLayers)) {
throw InvalidArgumentException::invalidLayersNumber(); throw InvalidArgumentException::invalidLayersNumber();
} }
$this->addInputLayer(array_shift($layers)); if (count($classes) < 2) {
$this->addNeuronLayers($layers, $activationFunction); throw InvalidArgumentException::invalidClassesNumber();
}
$this->classes = array_values($classes);
$this->iterations = $iterations;
$this->inputLayerFeatures = $inputLayerFeatures;
$this->hiddenLayers = $hiddenLayers;
$this->activationFunction = $activationFunction;
$this->theta = $theta;
$this->initNetwork();
}
/**
* @return void
*/
private function initNetwork()
{
$this->addInputLayer($this->inputLayerFeatures);
$this->addNeuronLayers($this->hiddenLayers, $this->activationFunction);
$this->addNeuronLayers([count($this->classes)], $this->activationFunction);
$this->addBiasNodes(); $this->addBiasNodes();
$this->generateSynapses(); $this->generateSynapses();
$this->backpropagation = new Backpropagation($this->theta);
}
/**
* @param array $samples
* @param array $targets
*/
public function train(array $samples, array $targets)
{
$this->reset();
$this->initNetwork();
$this->partialTrain($samples, $targets, $this->classes);
}
/**
* @param array $samples
* @param array $targets
*/
public function partialTrain(array $samples, array $targets, array $classes = [])
{
if (!empty($classes) && array_values($classes) !== $this->classes) {
// We require the list of classes in the constructor.
throw InvalidArgumentException::inconsistentClasses();
}
for ($i = 0; $i < $this->iterations; ++$i) {
$this->trainSamples($samples, $targets);
}
}
/**
* @param array $sample
* @param mixed $target
*/
abstract protected function trainSample(array $sample, $target);
/**
* @param array $sample
* @return mixed
*/
abstract protected function predictSample(array $sample);
/**
* @return void
*/
protected function reset()
{
$this->removeLayers();
} }
/** /**
@ -92,4 +207,15 @@ class MultilayerPerceptron extends LayeredNetwork
$nextNeuron->addSynapse(new Synapse($currentNeuron)); $nextNeuron->addSynapse(new Synapse($currentNeuron));
} }
} }
/**
* @param array $samples
* @param array $targets
*/
private function trainSamples(array $samples, array $targets)
{
foreach ($targets as $key => $target) {
$this->trainSample($samples[$key], $target);
}
}
} }

View file

@ -68,7 +68,7 @@ class Neuron implements Node
return $this->output; return $this->output;
} }
public function refresh() public function reset()
{ {
$this->output = 0; $this->output = 0;
} }

View file

@ -9,8 +9,6 @@ interface Training
/** /**
* @param array $samples * @param array $samples
* @param array $targets * @param array $targets
* @param float $desiredError
* @param int $maxIterations
*/ */
public function train(array $samples, array $targets, float $desiredError = 0.001, int $maxIterations = 10000); public function train(array $samples, array $targets);
} }

View file

@ -4,18 +4,11 @@ declare(strict_types=1);
namespace Phpml\NeuralNetwork\Training; namespace Phpml\NeuralNetwork\Training;
use Phpml\NeuralNetwork\Network;
use Phpml\NeuralNetwork\Node\Neuron; use Phpml\NeuralNetwork\Node\Neuron;
use Phpml\NeuralNetwork\Training;
use Phpml\NeuralNetwork\Training\Backpropagation\Sigma; use Phpml\NeuralNetwork\Training\Backpropagation\Sigma;
class Backpropagation implements Training class Backpropagation
{ {
/**
* @var Network
*/
private $network;
/** /**
* @var int * @var int
*/ */
@ -24,97 +17,67 @@ class Backpropagation implements Training
/** /**
* @var array * @var array
*/ */
private $sigmas; private $sigmas = null;
/**
* @var array
*/
private $prevSigmas = null;
/** /**
* @param Network $network
* @param int $theta * @param int $theta
*/ */
public function __construct(Network $network, int $theta = 1) public function __construct(int $theta)
{ {
$this->network = $network;
$this->theta = $theta; $this->theta = $theta;
} }
/** /**
* @param array $samples * @param array $layers
* @param array $targets * @param mixed $targetClass
* @param float $desiredError
* @param int $maxIterations
*/ */
public function train(array $samples, array $targets, float $desiredError = 0.001, int $maxIterations = 10000) public function backpropagate(array $layers, $targetClass)
{ {
for ($i = 0; $i < $maxIterations; ++$i) {
$resultsWithinError = $this->trainSamples($samples, $targets, $desiredError);
if ($resultsWithinError == count($samples)) {
break;
}
}
}
/**
* @param array $samples
* @param array $targets
* @param float $desiredError
*
* @return int
*/
private function trainSamples(array $samples, array $targets, float $desiredError): int
{
$resultsWithinError = 0;
foreach ($targets as $key => $target) {
$result = $this->network->setInput($samples[$key])->getOutput();
if ($this->isResultWithinError($result, $target, $desiredError)) {
++$resultsWithinError;
} else {
$this->trainSample($samples[$key], $target);
}
}
return $resultsWithinError;
}
/**
* @param array $sample
* @param array $target
*/
private function trainSample(array $sample, array $target)
{
$this->network->setInput($sample)->getOutput();
$this->sigmas = [];
$layers = $this->network->getLayers();
$layersNumber = count($layers); $layersNumber = count($layers);
// Backpropagation.
for ($i = $layersNumber; $i > 1; --$i) { for ($i = $layersNumber; $i > 1; --$i) {
$this->sigmas = [];
foreach ($layers[$i - 1]->getNodes() as $key => $neuron) { foreach ($layers[$i - 1]->getNodes() as $key => $neuron) {
if ($neuron instanceof Neuron) { if ($neuron instanceof Neuron) {
$sigma = $this->getSigma($neuron, $target, $key, $i == $layersNumber); $sigma = $this->getSigma($neuron, $targetClass, $key, $i == $layersNumber);
foreach ($neuron->getSynapses() as $synapse) { foreach ($neuron->getSynapses() as $synapse) {
$synapse->changeWeight($this->theta * $sigma * $synapse->getNode()->getOutput()); $synapse->changeWeight($this->theta * $sigma * $synapse->getNode()->getOutput());
} }
} }
} }
$this->prevSigmas = $this->sigmas;
} }
// Clean some memory (also it helps make MLP persistency & children more maintainable).
$this->sigmas = null;
$this->prevSigmas = null;
} }
/** /**
* @param Neuron $neuron * @param Neuron $neuron
* @param array $target * @param int $targetClass
* @param int $key * @param int $key
* @param bool $lastLayer * @param bool $lastLayer
* *
* @return float * @return float
*/ */
private function getSigma(Neuron $neuron, array $target, int $key, bool $lastLayer): float private function getSigma(Neuron $neuron, int $targetClass, int $key, bool $lastLayer): float
{ {
$neuronOutput = $neuron->getOutput(); $neuronOutput = $neuron->getOutput();
$sigma = $neuronOutput * (1 - $neuronOutput); $sigma = $neuronOutput * (1 - $neuronOutput);
if ($lastLayer) { if ($lastLayer) {
$sigma *= ($target[$key] - $neuronOutput); $value = 0;
if ($targetClass === $key) {
$value = 1;
}
$sigma *= ($value - $neuronOutput);
} else { } else {
$sigma *= $this->getPrevSigma($neuron); $sigma *= $this->getPrevSigma($neuron);
} }
@ -133,28 +96,10 @@ class Backpropagation implements Training
{ {
$sigma = 0.0; $sigma = 0.0;
foreach ($this->sigmas as $neuronSigma) { foreach ($this->prevSigmas as $neuronSigma) {
$sigma += $neuronSigma->getSigmaForNeuron($neuron); $sigma += $neuronSigma->getSigmaForNeuron($neuron);
} }
return $sigma; return $sigma;
} }
/**
* @param array $result
* @param array $target
* @param float $desiredError
*
* @return bool
*/
private function isResultWithinError(array $result, array $target, float $desiredError)
{
foreach ($target as $key => $value) {
if ($result[$key] > $value + $desiredError || $result[$key] < $value - $desiredError) {
return false;
}
}
return true;
}
} }

View file

@ -84,7 +84,7 @@ class Normalizer implements Preprocessor
$this->fit($samples); $this->fit($samples);
foreach ($samples as &$sample) { foreach ($samples as &$sample) {
$this->$method($sample); $this->{$method}($sample);
} }
} }

View file

@ -1,80 +0,0 @@
<?php
declare(strict_types=1);
namespace Phpml\Regression;
use Phpml\Helper\Predictable;
use Phpml\NeuralNetwork\ActivationFunction;
use Phpml\NeuralNetwork\Network\MultilayerPerceptron;
use Phpml\NeuralNetwork\Training\Backpropagation;
class MLPRegressor implements Regression
{
use Predictable;
/**
* @var MultilayerPerceptron
*/
private $perceptron;
/**
* @var array
*/
private $hiddenLayers;
/**
* @var float
*/
private $desiredError;
/**
* @var int
*/
private $maxIterations;
/**
* @var ActivationFunction
*/
private $activationFunction;
/**
* @param array $hiddenLayers
* @param float $desiredError
* @param int $maxIterations
* @param ActivationFunction $activationFunction
*/
public function __construct(array $hiddenLayers = [10], float $desiredError = 0.01, int $maxIterations = 10000, ActivationFunction $activationFunction = null)
{
$this->hiddenLayers = $hiddenLayers;
$this->desiredError = $desiredError;
$this->maxIterations = $maxIterations;
$this->activationFunction = $activationFunction;
}
/**
* @param array $samples
* @param array $targets
*/
public function train(array $samples, array $targets)
{
$layers = $this->hiddenLayers;
array_unshift($layers, count($samples[0]));
$layers[] = count($targets[0]);
$this->perceptron = new MultilayerPerceptron($layers, $this->activationFunction);
$trainer = new Backpropagation($this->perceptron);
$trainer->train($samples, $targets, $this->desiredError, $this->maxIterations);
}
/**
* @param array $sample
*
* @return array
*/
protected function predictSample(array $sample)
{
return $this->perceptron->setInput($sample)->getOutput();
}
}

View file

@ -128,6 +128,30 @@ class SupportVectorMachine
$this->varPath = $rootPath.'var'.DIRECTORY_SEPARATOR; $this->varPath = $rootPath.'var'.DIRECTORY_SEPARATOR;
} }
/**
* @param string $binPath
*
* @return $this
*/
public function setBinPath(string $binPath)
{
$this->binPath = $binPath;
return $this;
}
/**
* @param string $varPath
*
* @return $this
*/
public function setVarPath(string $varPath)
{
$this->varPath = $varPath;
return $this;
}
/** /**
* @param array $samples * @param array $samples
* @param array $targets * @param array $targets
@ -210,8 +234,8 @@ class SupportVectorMachine
} }
/** /**
* @param $trainingSetFileName * @param string $trainingSetFileName
* @param $modelFileName * @param string $modelFileName
* *
* @return string * @return string
*/ */

View file

@ -0,0 +1,7 @@
Description of php-ml import into mlbackend_php.
The current version is de50490.
Prodedure:
* Get rid of everything else than src/ directory and LICENSE
* Copy src/ and LICENSE into lib/mlbackend/php/phpml/