getting to coxph in tree grow

R/RcppExports.R

@@ -1,12 +1,12 @@
 # Generated by using Rcpp::compileAttributes() -> do not edit by hand
 # Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393
 
-coxph_scale_exported <- function(x_, w_) {
-    .Call(`_aorsf_coxph_scale_exported`, x_, w_)
+coxph_scale_exported <- function(x_node, w_node) {
+    .Call(`_aorsf_coxph_scale_exported`, x_node, w_node)
 }
 
-coxph_fit_exported <- function(x_, y_, w_, method, cph_eps, cph_iter_max) {
-    .Call(`_aorsf_coxph_fit_exported`, x_, y_, w_, method, cph_eps, cph_iter_max)
+coxph_fit_exported <- function(x_node, y_node, w_node, method, cph_eps, cph_iter_max) {
+    .Call(`_aorsf_coxph_fit_exported`, x_node, y_node, w_node, method, cph_eps, cph_iter_max)
 }
 
 node_find_cps_exported <- function(y_node, w_node, XB, leaf_min_events, leaf_min_obs) {
@@ -25,7 +25,7 @@ lrt_multi_exported <- function(y_, w_, XB_, n_split_, split_min_stat, leaf_min_e
     .Call(`_aorsf_lrt_multi_exported`, y_, w_, XB_, n_split_, split_min_stat, leaf_min_events, leaf_min_obs)
 }
 
-orsf_cpp <- function(x, y, w, tree_seeds, lincomb_R_function, f_oobag_eval, n_tree, mtry, vi_type_R, leaf_min_events, leaf_min_obs, split_rule_R, split_min_events, split_min_obs, split_min_stat, split_max_retry, lincomb_type_R, lincomb_eps, lincomb_iter_max, lincomb_scale, lincomb_alpha, lincomb_df_target, pred_mode, pred_type_R, pred_horizon, oobag_pred, oobag_eval_every) {
-    .Call(`_aorsf_orsf_cpp`, x, y, w, tree_seeds, lincomb_R_function, f_oobag_eval, n_tree, mtry, vi_type_R, leaf_min_events, leaf_min_obs, split_rule_R, split_min_events, split_min_obs, split_min_stat, split_max_retry, lincomb_type_R, lincomb_eps, lincomb_iter_max, lincomb_scale, lincomb_alpha, lincomb_df_target, pred_mode, pred_type_R, pred_horizon, oobag_pred, oobag_eval_every)
+orsf_cpp <- function(x, y, w, tree_seeds, lincomb_R_function, oobag_R_function, n_tree, mtry, vi_type_R, leaf_min_events, leaf_min_obs, split_rule_R, split_min_events, split_min_obs, split_min_stat, split_max_retry, lincomb_type_R, lincomb_eps, lincomb_iter_max, lincomb_scale, lincomb_alpha, lincomb_df_target, pred_mode, pred_type_R, pred_horizon, oobag_pred, oobag_eval_every) {
+    .Call(`_aorsf_orsf_cpp`, x, y, w, tree_seeds, lincomb_R_function, oobag_R_function, n_tree, mtry, vi_type_R, leaf_min_events, leaf_min_obs, split_rule_R, split_min_events, split_min_obs, split_min_stat, split_max_retry, lincomb_type_R, lincomb_eps, lincomb_iter_max, lincomb_scale, lincomb_alpha, lincomb_df_target, pred_mode, pred_type_R, pred_horizon, oobag_pred, oobag_eval_every)
 }
 

src/Coxph.cpp

@@ -7,6 +7,7 @@
 #include <RcppArmadillo.h>
 #include "globals.h"
 #include "Coxph.h"
+#include "utility.h"
 
  using namespace arma;
  using namespace Rcpp;
@@ -675,6 +676,18 @@
 
   }
 
+  if(VERBOSITY > 1){
+
+   Rcout << "--------- Newt-Raph algo; before rescale " << std::endl;
+   Rcout << "beta: "      << beta_new.t()               << std::endl;
+   Rcout << std::endl;
+
+  }
+
+
+  print_mat(x_transforms, "x_transforms", 10, 10);
+
+
   // invert vmat
   cholesky_invert(vmat);
 
@@ -683,6 +696,7 @@
    beta_current[i] = beta_new[i];
 
    if(std::isinf(beta_current[i]) || std::isnan(beta_current[i])){
+    Rcout << beta_current[i] << std::endl;
     beta_current[i] = 0;
    }
 
@@ -715,6 +729,15 @@
 
   }
 
+  if(VERBOSITY > 1){
+
+   Rcout << "--------- Newt-Raph algo; after rescale " << std::endl;
+   Rcout << "beta: "      << beta_current.t()               << std::endl;
+   Rcout << std::endl;
+
+  }
+
+
   // if(verbose > 1) Rcout << std::endl;
 
   return(beta_current);

src/Forest.h

@@ -6,6 +6,7 @@
 
 #include "Data.h"
 #include "globals.h"
+#include "utility.h"
 #include "Tree.h"
 
 namespace aorsf {

src/NodeSplitStats.h

@@ -10,6 +10,7 @@
 #include <armadillo>
 #include <Rcpp.h>
 
+
  namespace aorsf {
 
  arma::uvec node_find_cps(const arma::mat& y_node,

src/RcppExports.cpp

@@ -12,30 +12,30 @@ Rcpp::Rostream<false>& Rcpp::Rcerr = Rcpp::Rcpp_cerr_get();
 #endif
 
 // coxph_scale_exported
-List coxph_scale_exported(NumericMatrix& x_, NumericVector& w_);
-RcppExport SEXP _aorsf_coxph_scale_exported(SEXP x_SEXP, SEXP w_SEXP) {
+List coxph_scale_exported(arma::vec& x_node, arma::vec& w_node);
+RcppExport SEXP _aorsf_coxph_scale_exported(SEXP x_nodeSEXP, SEXP w_nodeSEXP) {
 BEGIN_RCPP
     Rcpp::RObject rcpp_result_gen;
     Rcpp::RNGScope rcpp_rngScope_gen;
-    Rcpp::traits::input_parameter< NumericMatrix& >::type x_(x_SEXP);
-    Rcpp::traits::input_parameter< NumericVector& >::type w_(w_SEXP);
-    rcpp_result_gen = Rcpp::wrap(coxph_scale_exported(x_, w_));
+    Rcpp::traits::input_parameter< arma::vec& >::type x_node(x_nodeSEXP);
+    Rcpp::traits::input_parameter< arma::vec& >::type w_node(w_nodeSEXP);
+    rcpp_result_gen = Rcpp::wrap(coxph_scale_exported(x_node, w_node));
     return rcpp_result_gen;
 END_RCPP
 }
 // coxph_fit_exported
-List coxph_fit_exported(NumericMatrix& x_, NumericMatrix& y_, NumericVector& w_, int method, double cph_eps, int cph_iter_max);
-RcppExport SEXP _aorsf_coxph_fit_exported(SEXP x_SEXP, SEXP y_SEXP, SEXP w_SEXP, SEXP methodSEXP, SEXP cph_epsSEXP, SEXP cph_iter_maxSEXP) {
+List coxph_fit_exported(arma::vec& x_node, arma::vec& y_node, arma::vec& w_node, int method, double cph_eps, int cph_iter_max);
+RcppExport SEXP _aorsf_coxph_fit_exported(SEXP x_nodeSEXP, SEXP y_nodeSEXP, SEXP w_nodeSEXP, SEXP methodSEXP, SEXP cph_epsSEXP, SEXP cph_iter_maxSEXP) {
 BEGIN_RCPP
     Rcpp::RObject rcpp_result_gen;
     Rcpp::RNGScope rcpp_rngScope_gen;
-    Rcpp::traits::input_parameter< NumericMatrix& >::type x_(x_SEXP);
-    Rcpp::traits::input_parameter< NumericMatrix& >::type y_(y_SEXP);
-    Rcpp::traits::input_parameter< NumericVector& >::type w_(w_SEXP);
+    Rcpp::traits::input_parameter< arma::vec& >::type x_node(x_nodeSEXP);
+    Rcpp::traits::input_parameter< arma::vec& >::type y_node(y_nodeSEXP);
+    Rcpp::traits::input_parameter< arma::vec& >::type w_node(w_nodeSEXP);
     Rcpp::traits::input_parameter< int >::type method(methodSEXP);
     Rcpp::traits::input_parameter< double >::type cph_eps(cph_epsSEXP);
     Rcpp::traits::input_parameter< int >::type cph_iter_max(cph_iter_maxSEXP);
-    rcpp_result_gen = Rcpp::wrap(coxph_fit_exported(x_, y_, w_, method, cph_eps, cph_iter_max));
+    rcpp_result_gen = Rcpp::wrap(coxph_fit_exported(x_node, y_node, w_node, method, cph_eps, cph_iter_max));
     return rcpp_result_gen;
 END_RCPP
 }
@@ -99,8 +99,8 @@ BEGIN_RCPP
 END_RCPP
 }
 // orsf_cpp
-List orsf_cpp(arma::mat& x, arma::mat& y, arma::uvec& w, Rcpp::IntegerVector& tree_seeds, Rcpp::Function& lincomb_R_function, Rcpp::Function f_oobag_eval, arma::uword n_tree, arma::uword mtry, arma::uword vi_type_R, double leaf_min_events, double leaf_min_obs, arma::uword split_rule_R, double split_min_events, double split_min_obs, double split_min_stat, arma::uword split_max_retry, arma::uword lincomb_type_R, double lincomb_eps, arma::uword lincomb_iter_max, bool lincomb_scale, double lincomb_alpha, arma::uword lincomb_df_target, bool pred_mode, arma::uword pred_type_R, double pred_horizon, bool oobag_pred, arma::uword oobag_eval_every);
-RcppExport SEXP _aorsf_orsf_cpp(SEXP xSEXP, SEXP ySEXP, SEXP wSEXP, SEXP tree_seedsSEXP, SEXP lincomb_R_functionSEXP, SEXP f_oobag_evalSEXP, SEXP n_treeSEXP, SEXP mtrySEXP, SEXP vi_type_RSEXP, SEXP leaf_min_eventsSEXP, SEXP leaf_min_obsSEXP, SEXP split_rule_RSEXP, SEXP split_min_eventsSEXP, SEXP split_min_obsSEXP, SEXP split_min_statSEXP, SEXP split_max_retrySEXP, SEXP lincomb_type_RSEXP, SEXP lincomb_epsSEXP, SEXP lincomb_iter_maxSEXP, SEXP lincomb_scaleSEXP, SEXP lincomb_alphaSEXP, SEXP lincomb_df_targetSEXP, SEXP pred_modeSEXP, SEXP pred_type_RSEXP, SEXP pred_horizonSEXP, SEXP oobag_predSEXP, SEXP oobag_eval_everySEXP) {
+List orsf_cpp(arma::mat& x, arma::mat& y, arma::uvec& w, Rcpp::IntegerVector& tree_seeds, Rcpp::Function& lincomb_R_function, Rcpp::Function& oobag_R_function, arma::uword n_tree, arma::uword mtry, arma::uword vi_type_R, double leaf_min_events, double leaf_min_obs, arma::uword split_rule_R, double split_min_events, double split_min_obs, double split_min_stat, arma::uword split_max_retry, arma::uword lincomb_type_R, double lincomb_eps, arma::uword lincomb_iter_max, bool lincomb_scale, double lincomb_alpha, arma::uword lincomb_df_target, bool pred_mode, arma::uword pred_type_R, double pred_horizon, bool oobag_pred, arma::uword oobag_eval_every);
+RcppExport SEXP _aorsf_orsf_cpp(SEXP xSEXP, SEXP ySEXP, SEXP wSEXP, SEXP tree_seedsSEXP, SEXP lincomb_R_functionSEXP, SEXP oobag_R_functionSEXP, SEXP n_treeSEXP, SEXP mtrySEXP, SEXP vi_type_RSEXP, SEXP leaf_min_eventsSEXP, SEXP leaf_min_obsSEXP, SEXP split_rule_RSEXP, SEXP split_min_eventsSEXP, SEXP split_min_obsSEXP, SEXP split_min_statSEXP, SEXP split_max_retrySEXP, SEXP lincomb_type_RSEXP, SEXP lincomb_epsSEXP, SEXP lincomb_iter_maxSEXP, SEXP lincomb_scaleSEXP, SEXP lincomb_alphaSEXP, SEXP lincomb_df_targetSEXP, SEXP pred_modeSEXP, SEXP pred_type_RSEXP, SEXP pred_horizonSEXP, SEXP oobag_predSEXP, SEXP oobag_eval_everySEXP) {
 BEGIN_RCPP
     Rcpp::RObject rcpp_result_gen;
     Rcpp::RNGScope rcpp_rngScope_gen;
@@ -109,7 +109,7 @@ BEGIN_RCPP
     Rcpp::traits::input_parameter< arma::uvec& >::type w(wSEXP);
     Rcpp::traits::input_parameter< Rcpp::IntegerVector& >::type tree_seeds(tree_seedsSEXP);
     Rcpp::traits::input_parameter< Rcpp::Function& >::type lincomb_R_function(lincomb_R_functionSEXP);
-    Rcpp::traits::input_parameter< Rcpp::Function >::type f_oobag_eval(f_oobag_evalSEXP);
+    Rcpp::traits::input_parameter< Rcpp::Function& >::type oobag_R_function(oobag_R_functionSEXP);
     Rcpp::traits::input_parameter< arma::uword >::type n_tree(n_treeSEXP);
     Rcpp::traits::input_parameter< arma::uword >::type mtry(mtrySEXP);
     Rcpp::traits::input_parameter< arma::uword >::type vi_type_R(vi_type_RSEXP);
@@ -131,7 +131,7 @@ BEGIN_RCPP
     Rcpp::traits::input_parameter< double >::type pred_horizon(pred_horizonSEXP);
     Rcpp::traits::input_parameter< bool >::type oobag_pred(oobag_predSEXP);
     Rcpp::traits::input_parameter< arma::uword >::type oobag_eval_every(oobag_eval_everySEXP);
-    rcpp_result_gen = Rcpp::wrap(orsf_cpp(x, y, w, tree_seeds, lincomb_R_function, f_oobag_eval, n_tree, mtry, vi_type_R, leaf_min_events, leaf_min_obs, split_rule_R, split_min_events, split_min_obs, split_min_stat, split_max_retry, lincomb_type_R, lincomb_eps, lincomb_iter_max, lincomb_scale, lincomb_alpha, lincomb_df_target, pred_mode, pred_type_R, pred_horizon, oobag_pred, oobag_eval_every));
+    rcpp_result_gen = Rcpp::wrap(orsf_cpp(x, y, w, tree_seeds, lincomb_R_function, oobag_R_function, n_tree, mtry, vi_type_R, leaf_min_events, leaf_min_obs, split_rule_R, split_min_events, split_min_obs, split_min_stat, split_max_retry, lincomb_type_R, lincomb_eps, lincomb_iter_max, lincomb_scale, lincomb_alpha, lincomb_df_target, pred_mode, pred_type_R, pred_horizon, oobag_pred, oobag_eval_every));
     return rcpp_result_gen;
 END_RCPP
 }

src/Tree.cpp

@@ -6,6 +6,7 @@
 
 #include <RcppArmadillo.h>
 #include "Tree.h"
+#include "Coxph.h"
 
  using namespace arma;
  using namespace Rcpp;
@@ -33,7 +34,7 @@
 
 
   this->data = data;
-  this->n_cols = data->n_cols;
+  this->n_cols_total = data->n_cols;
 
   this->seed = seed;
   this->mtry = mtry;
@@ -82,6 +83,12 @@
   this->w_inbag = data->w_subvec(rows_inbag);
   this->rows_oobag = find(boot_wts == 0);
 
+  if(VERBOSITY > 0){
+
+   print_mat(x_inbag, "x_inbag", 5, 5);
+
+  }
+
   // all observations start in node 0
   this->rows_node = linspace<uvec>(0, x_inbag.n_rows-1, x_inbag.n_rows);
 
@@ -131,14 +138,14 @@
 
   // Start empty
   std::vector<uword> cols_assessed, cols_accepted;
-  cols_assessed.reserve(n_cols);
+  cols_assessed.reserve(n_cols_total);
   cols_accepted.reserve(mtry);
 
-  std::uniform_int_distribution<uword> unif_dist(0, n_cols - 1);
+  std::uniform_int_distribution<uword> unif_dist(0, n_cols_total - 1);
 
   uword i, draw;
 
-  for (i = 0; i < n_cols; ++i) {
+  for (i = 0; i < n_cols_total; ++i) {
 
    draw = unif_dist(random_number_generator);
 
@@ -171,39 +178,63 @@
 
  void Tree::grow(){
 
+  // create inbag views of x, y, and w,
   bootstrap();
 
-  sample_cols();
+  // assign all inbag observations to node 0
+  node_assignments.zeros(x_inbag.n_rows);
 
-  coef_indices.push_back(cols_node);
+  // coordinate the order that nodes are grown.
+  uvec nodes_open(1, fill::zeros);
+  uvec nodes_queued;
 
-  node_assignments.zeros(x_inbag.n_rows);
+  // iterate through nodes to be grown
+  uvec::iterator node;
 
-  uvec nodes_to_grow(1, fill::zeros);
-  uvec rows_node;
+  for(node = nodes_open.begin(); node != nodes_open.end(); ++node){
 
-  if(VERBOSITY > 0){
+   if(nodes_open[0] == 0){
+
+    // when growing the first node, there is no need to find
+    // which rows are in the node.
+    rows_node = linspace<uvec>(0,
+                               x_inbag.n_rows-1,
+                               x_inbag.n_rows);
+
+   } else {
 
-   uword temp_uword_1, temp_uword_2;
+    // identify which rows are in the current node.
+    rows_node = find(node_assignments == *node);
 
-   if(x_inbag.n_rows < 5)
-    temp_uword_1 = x_inbag.n_rows-1;
-   else
-    temp_uword_1 = 5;
+   }
+
+   y_node = y_inbag.rows(rows_node);
+   w_node = w_inbag(rows_node);
+
+   sample_cols();
+
+   x_node = x_inbag(rows_node, cols_node);
+
+   Rcout << x_node << std::endl;
 
-   if(x_inbag.n_cols < 5)
-    temp_uword_2 = x_inbag.n_cols-1;
-   else
-    temp_uword_2 = 4;
+   print_mat(x_node, "x_node", 5, 5);
 
-   Rcout << "   ---- view of x_inbag ---- " << std::endl << std::endl;
-   Rcout << round(x_inbag.submat(0, 0, temp_uword_1, temp_uword_2));
-   Rcout << std::endl << std::endl;
+   vec w_node_doubles = conv_to<vec>::from(w_node);
+   vec beta = coxph_fit(x_node, y_node, w_node_doubles, 1, 1e-9, 20, 'A');
+
+   Rcout << beta << std::endl;
+
+   print_mat(beta, "beta", 5, 5);
+
+   coef_values.push_back(beta);
+
+   coef_indices.push_back(cols_node);
 
   }
 
 
 
+
  } // Tree::grow
 
  } // namespace aorsf

src/Tree.h

@@ -10,6 +10,7 @@
 
 #include "Data.h"
 #include "globals.h"
+#include "utility.h"
 
  namespace aorsf {
 
@@ -58,7 +59,7 @@
   // Pointer to original data
   Data* data;
 
-  arma::uword n_cols;
+  arma::uword n_cols_total;
 
   int seed;
 
@@ -91,13 +92,13 @@
   double split_min_events;
   double split_min_obs;
   double split_min_stat;
-  arma::uword    split_max_retry;
+  arma::uword split_max_retry;
   LinearCombo lincomb_type;
   double lincomb_eps;
-  arma::uword    lincomb_iter_max;
+  arma::uword lincomb_iter_max;
   bool   lincomb_scale;
   double lincomb_alpha;
-  arma::uword    lincomb_df_target;
+  arma::uword lincomb_df_target;
   double pred_horizon;
 
 

src/orsf_oop.cpp

@@ -42,11 +42,9 @@
  //  Same as x_node_scale, but this can be called from R
 
  // [[Rcpp::export]]
- List coxph_scale_exported(NumericMatrix& x_,
-                           NumericVector& w_){
+ List coxph_scale_exported(arma::vec& x_node,
+                           arma::vec& w_node){
 
-  mat x_node = mat(x_.begin(), x_.nrow(), x_.ncol(), false);
-  vec w_node = vec(w_.begin(), w_.length(), false);
   mat x_transforms = coxph_scale(x_node, w_node);
 
   return(
@@ -59,16 +57,16 @@
  }
 
  // [[Rcpp::export]]
- List coxph_fit_exported(NumericMatrix& x_,
-                         NumericMatrix& y_,
-                         NumericVector& w_,
+ List coxph_fit_exported(arma::vec& x_node,
+                         arma::vec& y_node,
+                         arma::vec& w_node,
                          int method,
                          double cph_eps,
                          int cph_iter_max){
 
-  mat x_node = mat(x_.begin(), x_.nrow(), x_.ncol(), false);
-  mat y_node = mat(y_.begin(), y_.nrow(), y_.ncol(), false);
-  vec w_node = vec(w_.begin(), w_.length(), false);
+  // mat x_node = mat(x_.begin(), x_.nrow(), x_.ncol(), false);
+  // mat y_node = mat(y_.begin(), y_.nrow(), y_.ncol(), false);
+  // uvec w_node = uvec(w_.begin(), w_.length(), false);
 
   uword cph_iter_max_ = cph_iter_max;
 
@@ -178,7 +176,6 @@
 
  }
 
-
  // [[Rcpp::plugins("cpp17")]]
  // [[Rcpp::export]]
  List orsf_cpp(arma::mat& x,