cov + docs

This commit is contained in:
Andrei Kislitsyn 2021-05-06 14:09:47 +03:00
parent 35928e7960
commit 8ac253b9fe
3 changed files with 52 additions and 9 deletions

View File

@ -68,6 +68,16 @@ public interface AnalyticTensorAlgebra<T> :
*/
public fun Tensor<T>.variance(dim: Int, keepDim: Boolean): Tensor<T>
/**
* Returns the covariance matrix M of given vectors.
*
* M[i, j] contains covariance of i-th and j-th given vectors
*
* @param tensors the [List] of 1-dimensional tensors with same shape
* @return the covariance matrix
*/
public fun cov(tensors: List<Tensor<T>>): Tensor<T>
//For information: https://pytorch.org/docs/stable/generated/torch.exp.html
public fun Tensor<T>.exp(): Tensor<T>

View File

@ -57,6 +57,28 @@ public object DoubleAnalyticTensorAlgebra :
keepDim
)
private fun cov(x: DoubleTensor, y:DoubleTensor): Double{
val n = x.shape[0]
return ((x - x.mean()) * (y - y.mean())).mean() * n / (n - 1)
}
override fun cov(tensors: List<Tensor<Double>>): DoubleTensor {
check(tensors.isNotEmpty()) { "List must have at least 1 element" }
val n = tensors.size
val m = tensors[0].shape[0]
check(tensors.all { it.shape contentEquals intArrayOf(m) }) { "Tensors must have same shapes" }
val resTensor = DoubleTensor(
intArrayOf(n, n),
DoubleArray(n * n) {0.0}
)
for (i in 0 until n){
for (j in 0 until n){
resTensor[intArrayOf(i, j)] = cov(tensors[i].tensor, tensors[j].tensor)
}
}
return resTensor
}
override fun Tensor<Double>.exp(): DoubleTensor = tensor.map(::exp)
override fun Tensor<Double>.ln(): DoubleTensor = tensor.map(::ln)
@ -91,4 +113,4 @@ public object DoubleAnalyticTensorAlgebra :
override fun Tensor<Double>.floor(): DoubleTensor = tensor.map(::floor)
}
}

View File

@ -401,19 +401,31 @@ public open class DoubleTensorAlgebra : TensorPartialDivisionAlgebra<Double> {
public fun Tensor<Double>.randomNormalLike(seed: Long = 0): DoubleTensor =
DoubleTensor(tensor.shape, getRandomNormals(tensor.shape.reduce(Int::times), seed))
// stack tensors by axis 0
public fun stack(tensors: List<DoubleTensor>): DoubleTensor {
val shape = tensors.firstOrNull()?.shape
check(shape != null) { "Collection must have at least 1 element" }
check(tensors.all { it.shape contentEquals shape }) { "Stacking tensors must have same shapes" }
/**
* Concatenates a sequence of tensors along a new dimension.
*
* @param tensors the [List] of tensors with same shapes to concatenate
* @param dim the dimension to insert
* @return tensor with concatenation result
*/
public fun stack(tensors: List<Tensor<Double>>, dim: Int = 0): DoubleTensor {
check(dim == 0) { "Stack by non-zero dimension not implemented yet" }
check(tensors.isNotEmpty()) { "List must have at least 1 element" }
val shape = tensors[0].shape
check(tensors.all { it.shape contentEquals shape }) { "Tensors must have same shapes" }
val resShape = intArrayOf(tensors.size) + shape
val resBuffer = tensors.flatMap {
it.tensor.mutableBuffer.array().drop(it.bufferStart).take(it.numElements)
it.tensor.mutableBuffer.array().drop(it.tensor.bufferStart).take(it.tensor.numElements)
}.toDoubleArray()
return DoubleTensor(resShape, resBuffer, 0)
}
// build tensor from this rows by given indices
/**
* Build tensor from rows of input tensor
*
* @param indices the [IntArray] of 1-dimensional indices
* @return tensor with rows corresponding to rows by [indices]
*/
public fun Tensor<Double>.rowsByIndices(indices: IntArray): DoubleTensor {
return stack(indices.map { this[it] })
}
@ -450,7 +462,6 @@ public open class DoubleTensorAlgebra : TensorPartialDivisionAlgebra<Double> {
override fun Tensor<Double>.sum(dim: Int, keepDim: Boolean): DoubleTensor =
foldDim({ x -> x.sum() }, dim, keepDim)
override fun Tensor<Double>.min(): Double = this.fold { it.minOrNull()!! }
override fun Tensor<Double>.min(dim: Int, keepDim: Boolean): DoubleTensor =