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Assemble weights separately from the design matrix #58

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merged 4 commits into from
Aug 18, 2023
Merged

Assemble weights separately from the design matrix #58

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4a119e2
first steps if we choose this direction.
wcwitt Jun 27, 2023
b8bdc39
Merge branch 'main' into wcw/assemble-weights
wcwitt Jul 29, 2023
731b79d
Merge branch 'main' into wcw/assemble-weights
Aug 18, 2023
00b9ccb
bugfix in assemble-weights
Aug 18, 2023
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25 changes: 21 additions & 4 deletions src/assemble.jl
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Original file line number Diff line number Diff line change
Expand Up @@ -11,7 +11,7 @@ end
Base.length(d::DataPacket) = count_observations(d.data)

"""
Assemble feature matrix, target vector, and weight vector for given data and basis.
Assemble feature matrix and target vector for given data and basis.
"""
function assemble(data::AbstractVector{<:AbstractData}, basis)
@info "Assembling linear problem."
Expand All @@ -26,14 +26,31 @@ function assemble(data::AbstractVector{<:AbstractData}, basis)
@info " - Creating feature matrix with size ($(rows[end][end]), $(length(basis)))."
A = SharedArray(zeros(rows[end][end], length(basis)))
Y = SharedArray(zeros(size(A, 1)))
W = SharedArray(zeros(size(A, 1)))
@info " - Beginning assembly with processor count: $(nprocs())."
@showprogress pmap(packets) do p
A[p.rows, :] .= feature_matrix(p.data, basis)
Y[p.rows] .= target_vector(p.data)
W[p.rows] .= weight_vector(p.data)
GC.gc()
end
@info " - Assembly completed."
return Array(A), Array(Y), Array(W)
return Array(A), Array(Y), assemble_weights(data)
end

"""
Assemble full weight vector for vector of data elements.
"""
function assemble_weights(data::AbstractVector{<:AbstractData})
@info "Assembling full weight vector."
rows = Array{UnitRange}(undef, length(data)) # row ranges for each element of data
rows[1] = 1:count_observations(data[1])
for i in 2:length(data)
rows[i] = rows[i - 1][end] .+ (1:count_observations(data[i]))
end
packets = DataPacket.(rows, data)
sort!(packets, by = length, rev = true)
W = SharedArray(zeros(rows[end][end]))
@showprogress pmap(packets) do p
W[p.rows] .= weight_vector(p.data)
end
return Array(W)
end