1
  2
  3
  4
  5
  6
  7
  8
  9
 10
 11
 12
 13
 14
 15
 16
 17
 18
 19
 20
 21
 22
 23
 24
 25
 26
 27
 28
 29
 30
 31
 32
 33
 34
 35
 36
 37
 38
 39
 40
 41
 42
 43
 44
 45
 46
 47
 48
 49
 50
 51
 52
 53
 54
 55
 56
 57
 58
 59
 60
 61
 62
 63
 64
 65
 66
 67
 68
 69
 70
 71
 72
 73
 74
 75
 76
 77
 78
 79
 80
 81
 82
 83
 84
 85
 86
 87
 88
 89
 90
 91
 92
 93
 94
 95
 96
 97
 98
 99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
158
159
160
161
162
163
164
165
166
167
168
169
170
171
172
173
174
175
176
177
178
179
180
181
182
183
184
185
186
187
188
189
190
191
192
193
194
195
196
197
198
199
200
201
202
203
204
205
206
207
208
209
210
211
212
213
214
215
216
217
218
219
220
221
222
223
224
225
226
227
228
229
230
231
232
233
234
235
236
237
238
239
//! The Standardizing Transformer
//!
//! This module contains the `Standardizer` transformer.
//!
//! The `Standardizer` transformer is used to transform input data
//! so that the mean and standard deviation of each column are as
//! specified. This is commonly used to transform the data to have `0` mean
//! and a standard deviation of `1`.
//!
//! # Examples
//!
//! ```
//! use rusty_machine::data::transforms::{Transformer, Standardizer};
//! use rusty_machine::linalg::Matrix;
//!
//! // Constructs a new `Standardizer` to map to mean 0 and standard
//! // deviation of 1.
//! let mut transformer = Standardizer::default();
//!
//! let inputs = Matrix::new(2, 2, vec![-1.0, 2.0, 1.5, 3.0]);
//!
//! // Transform the inputs to get output data with required mean and
//! // standard deviation.
//! let transformed = transformer.transform(inputs).unwrap();
//! ```

use learning::error::{Error, ErrorKind};
use linalg::{Matrix, Vector, Axes, BaseMatrix, BaseMatrixMut};
use super::{Invertible, Transformer};

use rulinalg::utils;

use libnum::{Float, FromPrimitive};

/// The Standardizer
///
/// The Standardizer provides an implementation of `Transformer`
/// which allows us to transform the input data to have a new mean
/// and standard deviation.
///
/// See the module description for more information.
#[derive(Debug)]
pub struct Standardizer<T: Float> {
    /// Means per column of input data
    means: Option<Vector<T>>,
    /// Variances per column of input data
    variances: Option<Vector<T>>,
    /// The mean of the new data (default 0)
    scaled_mean: T,
    /// The standard deviation of the new data (default 1)
    scaled_stdev: T,
}

/// Create a `Standardizer` with mean `0` and standard
/// deviation `1`.
impl<T: Float> Default for Standardizer<T> {
    fn default() -> Standardizer<T> {
        Standardizer {
            means: None,
            variances: None,
            scaled_mean: T::zero(),
            scaled_stdev: T::one(),
        }
    }
}

impl<T: Float> Standardizer<T> {
    /// Constructs a new `Standardizer` with the given mean and variance
    ///
    /// # Examples
    ///
    /// ```
    /// use rusty_machine::data::transforms::Standardizer;
    ///
    /// // Constructs a new `Standardizer` which will give the data
    /// // mean `0` and standard deviation `2`.
    /// let transformer = Standardizer::new(0.0, 2.0);
    /// ```
    pub fn new(mean: T, stdev: T) -> Standardizer<T> {
        Standardizer {
            means: None,
            variances: None,
            scaled_mean: mean,
            scaled_stdev: stdev,
        }
    }
}

impl<T: Float + FromPrimitive> Transformer<Matrix<T>> for Standardizer<T> {

    fn fit(&mut self, inputs: &Matrix<T>) -> Result<(), Error> {
        if inputs.rows() <= 1 {
            Err(Error::new(ErrorKind::InvalidData,
                           "Cannot standardize data with only one row."))
        } else {
            let mean = inputs.mean(Axes::Row);
            let variance = try!(inputs.variance(Axes::Row).map_err(|_| {
                Error::new(ErrorKind::InvalidData, "Cannot compute variance of data.")
            }));

            if mean.data().iter().any(|x| !x.is_finite()) {
                return Err(Error::new(ErrorKind::InvalidData, "Some data point is non-finite."));
            }
            self.means = Some(mean);
            self.variances = Some(variance);
            Ok(())
        }
    }

    fn transform(&mut self, mut inputs: Matrix<T>) -> Result<Matrix<T>, Error> {
        if let (&None, &None) = (&self.means, &self.variances) {
            // if Transformer is not fitted to the data, fit for backward-compat.
            try!(self.fit(&inputs));
        }

        if let (&Some(ref means), &Some(ref variances)) = (&self.means, &self.variances) {
            if means.size() != inputs.cols() {
                Err(Error::new(ErrorKind::InvalidData,
                               "Input data has different number of columns from fitted data."))
            } else {
                for row in inputs.iter_rows_mut() {
                    // Subtract the mean
                    utils::in_place_vec_bin_op(row, means.data(), |x, &y| *x = *x - y);
                    utils::in_place_vec_bin_op(row, variances.data(), |x, &y| {
                        *x = (*x * self.scaled_stdev / y.sqrt()) + self.scaled_mean
                    });
                }
                Ok(inputs)
            }
        } else {
            Err(Error::new(ErrorKind::InvalidState, "Transformer has not been fitted."))
        }
    }
}

impl<T: Float + FromPrimitive> Invertible<Matrix<T>> for Standardizer<T> {
    fn inv_transform(&self, mut inputs: Matrix<T>) -> Result<Matrix<T>, Error> {
        if let (&Some(ref means), &Some(ref variances)) = (&self.means, &self.variances) {

            let features = means.size();
            if inputs.cols() != features {
                return Err(Error::new(ErrorKind::InvalidData,
                                      "Inputs have different feature count than transformer."));
            }

            for row in inputs.iter_rows_mut() {
                utils::in_place_vec_bin_op(row, &variances.data(), |x, &y| {
                    *x = (*x - self.scaled_mean) * y.sqrt() / self.scaled_stdev
                });

                // Add the mean
                utils::in_place_vec_bin_op(row, &means.data(), |x, &y| *x = *x + y);
            }

            Ok(inputs)
        } else {
            Err(Error::new(ErrorKind::InvalidState, "Transformer has not been fitted."))
        }
    }
}

#[cfg(test)]
mod tests {
    use super::*;
    use super::super::{Transformer, Invertible};
    use linalg::{Axes, Matrix};

    use std::f64;

    #[test]
    fn single_row_test() {
        let inputs = Matrix::new(1, 2, vec![1.0, 2.0]);

        let mut standardizer = Standardizer::default();

        let res = standardizer.transform(inputs);
        assert!(res.is_err());
    }

    #[test]
    fn nan_data_test() {
        let inputs = Matrix::new(2, 2, vec![f64::NAN; 4]);

        let mut standardizer = Standardizer::default();

        let res = standardizer.transform(inputs);
        assert!(res.is_err());
    }

    #[test]
    fn inf_data_test() {
        let inputs = Matrix::new(2, 2, vec![f64::INFINITY; 4]);

        let mut standardizer = Standardizer::default();

        let res = standardizer.transform(inputs);
        assert!(res.is_err());
    }

    #[test]
    fn basic_standardize_test() {
        let inputs = Matrix::new(2, 2, vec![-1.0f32, 2.0, 0.0, 3.0]);

        let mut standardizer = Standardizer::default();
        let transformed = standardizer.transform(inputs).unwrap();

        let new_mean = transformed.mean(Axes::Row);
        let new_var = transformed.variance(Axes::Row).unwrap();

        assert!(new_mean.data().iter().all(|x| x.abs() < 1e-5));
        assert!(new_var.data().iter().all(|x| (x.abs() - 1.0) < 1e-5));
    }

    #[test]
    fn custom_standardize_test() {
        let inputs = Matrix::new(2, 2, vec![-1.0f32, 2.0, 0.0, 3.0]);

        let mut standardizer = Standardizer::new(1.0, 2.0);
        let transformed = standardizer.transform(inputs).unwrap();

        let new_mean = transformed.mean(Axes::Row);
        let new_var = transformed.variance(Axes::Row).unwrap();

        assert!(new_mean.data().iter().all(|x| (x.abs() - 1.0) < 1e-5));
        assert!(new_var.data().iter().all(|x| (x.abs() - 4.0) < 1e-5));
    }

    #[test]
    fn inv_transform_identity_test() {
        let inputs = Matrix::new(2, 2, vec![-1.0f32, 2.0, 0.0, 3.0]);

        let mut standardizer = Standardizer::new(1.0, 3.0);
        let transformed = standardizer.transform(inputs.clone()).unwrap();

        let original = standardizer.inv_transform(transformed).unwrap();

        assert!((inputs - original).data().iter().all(|x| x.abs() < 1e-5));
    }
}