Merge pull request #194 from StochasticTree/var-weights-update-hotfix

Add ability to update variance weights

Author: andrewherren

R/cpp11.R

@@ -36,10 +36,26 @@ forest_dataset_update_basis_cpp <- function(dataset_ptr, basis) {
   invisible(.Call(`_stochtree_forest_dataset_update_basis_cpp`, dataset_ptr, basis))
 }
 
+forest_dataset_update_var_weights_cpp <- function(dataset_ptr, weights, exponentiate) {
+  invisible(.Call(`_stochtree_forest_dataset_update_var_weights_cpp`, dataset_ptr, weights, exponentiate))
+}
+
 forest_dataset_add_weights_cpp <- function(dataset_ptr, weights) {
   invisible(.Call(`_stochtree_forest_dataset_add_weights_cpp`, dataset_ptr, weights))
 }
 
+forest_dataset_get_covariates_cpp <- function(dataset_ptr) {
+  .Call(`_stochtree_forest_dataset_get_covariates_cpp`, dataset_ptr)
+}
+
+forest_dataset_get_basis_cpp <- function(dataset_ptr) {
+  .Call(`_stochtree_forest_dataset_get_basis_cpp`, dataset_ptr)
+}
+
+forest_dataset_get_variance_weights_cpp <- function(dataset_ptr) {
+  .Call(`_stochtree_forest_dataset_get_variance_weights_cpp`, dataset_ptr)
+}
+
 create_column_vector_cpp <- function(outcome) {
   .Call(`_stochtree_create_column_vector_cpp`, outcome)
 }
@@ -68,6 +84,22 @@ create_rfx_dataset_cpp <- function() {
   .Call(`_stochtree_create_rfx_dataset_cpp`)
 }
 
+rfx_dataset_update_basis_cpp <- function(dataset_ptr, basis) {
+  invisible(.Call(`_stochtree_rfx_dataset_update_basis_cpp`, dataset_ptr, basis))
+}
+
+rfx_dataset_update_var_weights_cpp <- function(dataset_ptr, weights, exponentiate) {
+  invisible(.Call(`_stochtree_rfx_dataset_update_var_weights_cpp`, dataset_ptr, weights, exponentiate))
+}
+
+rfx_dataset_update_group_labels_cpp <- function(dataset_ptr, group_labels) {
+  invisible(.Call(`_stochtree_rfx_dataset_update_group_labels_cpp`, dataset_ptr, group_labels))
+}
+
+rfx_dataset_num_basis_cpp <- function(dataset) {
+  .Call(`_stochtree_rfx_dataset_num_basis_cpp`, dataset)
+}
+
 rfx_dataset_num_rows_cpp <- function(dataset) {
   .Call(`_stochtree_rfx_dataset_num_rows_cpp`, dataset)
 }
@@ -96,6 +128,18 @@ rfx_dataset_add_weights_cpp <- function(dataset_ptr, weights) {
   invisible(.Call(`_stochtree_rfx_dataset_add_weights_cpp`, dataset_ptr, weights))
 }
 
+rfx_dataset_get_group_labels_cpp <- function(dataset_ptr) {
+  .Call(`_stochtree_rfx_dataset_get_group_labels_cpp`, dataset_ptr)
+}
+
+rfx_dataset_get_basis_cpp <- function(dataset_ptr) {
+  .Call(`_stochtree_rfx_dataset_get_basis_cpp`, dataset_ptr)
+}
+
+rfx_dataset_get_variance_weights_cpp <- function(dataset_ptr) {
+  .Call(`_stochtree_rfx_dataset_get_variance_weights_cpp`, dataset_ptr)
+}
+
 rfx_container_cpp <- function(num_components, num_groups) {
   .Call(`_stochtree_rfx_container_cpp`, num_components, num_groups)
 }

R/data.R

@@ -36,7 +36,16 @@ ForestDataset <- R6::R6Class(
         update_basis = function(basis) {
             stopifnot(self$has_basis())
             forest_dataset_update_basis_cpp(self$data_ptr, basis)
-        }, 
+        },
+
+        #' @description
+        #' Update variance_weights in a dataset
+        #' @param variance_weights Updated vector of variance weights used to define individual variance / case weights
+        #' @param exponentiate Whether or not input vector should be exponentiated before being written to the Dataset's variance weights. Default: F.
+        update_variance_weights = function(variance_weights, exponentiate = F) {
+            stopifnot(self$has_variance_weights())
+            forest_dataset_update_var_weights_cpp(self$data_ptr, variance_weights, exponentiate)
+        },
 
         #' @description
         #' Return number of observations in a `ForestDataset` object
@@ -59,6 +68,27 @@ ForestDataset <- R6::R6Class(
             return(dataset_num_basis_cpp(self$data_ptr))
         }, 
 
+        #' @description
+        #' Return covariates as an R matrix
+        #' @return Covariate data
+        get_covariates = function() {
+            return(forest_dataset_get_covariates_cpp(self$data_ptr))
+        }, 
+        
+        #' @description
+        #' Return bases as an R matrix
+        #' @return Basis data
+        get_basis = function() {
+            return(forest_dataset_get_basis_cpp(self$data_ptr))
+        }, 
+        
+        #' @description
+        #' Return variance weights as an R vector
+        #' @return Variance weight data
+        get_variance_weights = function() {
+            return(forest_dataset_get_variance_weights_cpp(self$data_ptr))
+        }, 
+        
         #' @description
         #' Whether or not a dataset has a basis matrix
         #' @return True if basis matrix is loaded, false otherwise
@@ -190,11 +220,56 @@ RandomEffectsDataset <- R6::R6Class(
             }
         }, 
 
+        #' @description
+        #' Update basis matrix in a dataset
+        #' @param basis Updated matrix of bases used to define random slopes / intercepts
+        update_basis = function(basis) {
+            stopifnot(self$has_basis())
+            rfx_dataset_update_basis_cpp(self$data_ptr, basis)
+        },
+        
+        #' @description
+        #' Update variance_weights in a dataset
+        #' @param variance_weights Updated vector of variance weights used to define individual variance / case weights
+        #' @param exponentiate Whether or not input vector should be exponentiated before being written to the RandomEffectsDataset's variance weights. Default: F.
+        update_variance_weights = function(variance_weights, exponentiate = F) {
+            stopifnot(self$has_variance_weights())
+            rfx_dataset_update_var_weights_cpp(self$data_ptr, variance_weights, exponentiate)
+        },
+        
         #' @description
         #' Return number of observations in a `RandomEffectsDataset` object
         #' @return Observation count
         num_observations = function() {
             return(rfx_dataset_num_rows_cpp(self$data_ptr))
+        },
+        
+        #' @description
+        #' Return dimension of the basis matrix in a `RandomEffectsDataset` object
+        #' @return Basis vector count
+        num_basis = function() {
+            return(rfx_dataset_num_basis_cpp(self$data_ptr))
+        },  
+        
+        #' @description
+        #' Return group labels as an R vector
+        #' @return Group label data
+        get_group_labels = function() {
+            return(rfx_dataset_get_group_labels_cpp(self$data_ptr))
+        }, 
+        
+        #' @description
+        #' Return bases as an R matrix
+        #' @return Basis data
+        get_basis = function() {
+            return(rfx_dataset_get_basis_cpp(self$data_ptr))
+        }, 
+        
+        #' @description
+        #' Return variance weights as an R vector
+        #' @return Variance weight data
+        get_variance_weights = function() {
+            return(rfx_dataset_get_variance_weights_cpp(self$data_ptr))
         }, 
 
         #' @description

include/stochtree/data.h

@@ -497,6 +497,7 @@ class RandomEffectsDataset {
    */
    void AddBasis(double* data_ptr, data_size_t num_row, int num_col, bool is_row_major) {
     basis_ = ColumnMatrix(data_ptr, num_row, num_col, is_row_major);
+    num_basis_ = num_col;
     has_basis_ = true;
   }
   /*!
@@ -509,6 +510,64 @@ class RandomEffectsDataset {
     var_weights_ = ColumnVector(data_ptr, num_row);
     has_var_weights_ = true;
   }
+  /*!
+   * \brief Update the data in the internal basis matrix to new values stored in a raw double array
+   * 
+   * \param data_ptr Pointer to first element of a contiguous array of data storing a basis matrix
+   * \param num_row Number of rows in the basis matrix
+   * \param num_col Number of columns in the basis matrix
+   * \param is_row_major Whether or not the data in `data_ptr` are organized in a row-major or column-major fashion
+   */
+  void UpdateBasis(double* data_ptr, data_size_t num_row, int num_col, bool is_row_major) {
+    CHECK(has_basis_);
+    CHECK_EQ(num_col, num_basis_);
+    // Copy data from R / Python process memory to Eigen matrix
+    double temp_value;
+    for (data_size_t i = 0; i < num_row; ++i) {
+      for (int j = 0; j < num_col; ++j) {
+        if (is_row_major){
+          // Numpy 2-d arrays are stored in "row major" order
+          temp_value = static_cast<double>(*(data_ptr + static_cast<data_size_t>(num_col) * i + j));
+        } else {
+          // R matrices are stored in "column major" order
+          temp_value = static_cast<double>(*(data_ptr + static_cast<data_size_t>(num_row) * j + i));
+        }
+        basis_.SetElement(i, j, temp_value);
+      }
+    }
+  }
+  /*!
+   * \brief Update the data in the internal variance weight vector to new values stored in a raw double array
+   *
+   * \param data_ptr Pointer to first element of a contiguous array of data storing a weight vector
+   * \param num_row Number of rows in the weight vector
+   * \param exponentiate Whether or not inputs should be exponentiated before being saved to var weight vector
+   */
+  void UpdateVarWeights(double* data_ptr, data_size_t num_row, bool exponentiate = true) {
+    CHECK(has_var_weights_);
+    // Copy data from R / Python process memory to Eigen vector
+    double temp_value;
+    for (data_size_t i = 0; i < num_row; ++i) {
+      if (exponentiate) temp_value = std::exp(static_cast<double>(*(data_ptr + i)));
+      else temp_value = static_cast<double>(*(data_ptr + i));
+      var_weights_.SetElement(i, temp_value);
+    }
+  }
+  /*!
+   * \brief Update a RandomEffectsDataset's group indices
+   *
+   * \param data_ptr Pointer to first element of a contiguous array of data storing a weight vector
+   * \param num_row Number of rows in the weight vector
+   * \param exponentiate Whether or not inputs should be exponentiated before being saved to var weight vector
+   */
+  void UpdateGroupLabels(std::vector<int32_t>& group_labels, data_size_t num_row) {
+    CHECK(has_group_labels_);
+    CHECK_EQ(this->NumObservations(), num_row)
+    // Copy data from R / Python process memory to internal vector
+    for (data_size_t i = 0; i < num_row; ++i) {
+      group_labels_[i] = group_labels[i];
+    }
+  }
   /*!
    * \brief Copy / load group indices for random effects
    * 
@@ -570,6 +629,7 @@ class RandomEffectsDataset {
   ColumnMatrix basis_;
   ColumnVector var_weights_;
   std::vector<int32_t> group_labels_;
+  int num_basis_{0};
   bool has_basis_{false};
   bool has_var_weights_{false};
   bool has_group_labels_{false};