From: Jason H Stover Date: Tue, 22 Jul 2008 21:27:55 +0000 (-0400) Subject: No longer store entire data set in memory. X-Git-Tag: v0.7.0~12 X-Git-Url: https://pintos-os.org/cgi-bin/gitweb.cgi?p=pspp-builds.git;a=commitdiff_plain;h=a074afb3c317ac8c4371287efa268011e4935c52 No longer store entire data set in memory. Accumulate covariance matrix using covariance_pass_two --- diff --git a/src/language/stats/ChangeLog b/src/language/stats/ChangeLog index 58e96fbe..1b4a0c1d 100644 --- a/src/language/stats/ChangeLog +++ b/src/language/stats/ChangeLog @@ -1,3 +1,11 @@ +2008-07-22 Jason H Stover + + * glm.q (run_glm): Re-written to form covariance matrix rather + than store entire data set in memory. + + * glm.q (data_pass_one): Renamed prepare_categories() to + data_pass_one(). Accumulate mean and variance. + 2008-06-21 Jason Stover * regression.q (reg_stats_coeff): Use new accessor function diff --git a/src/language/stats/glm.q b/src/language/stats/glm.q index f16eff76..ca18e842 100644 --- a/src/language/stats/glm.q +++ b/src/language/stats/glm.q @@ -38,7 +38,7 @@ #include #include #include -#include +#include #include #include #include @@ -67,6 +67,9 @@ static struct cmd_glm cmd; struct moments_var { struct moments1 *m; + double *weight; + double *mean; + double *variance; const struct variable *v; }; @@ -90,10 +93,9 @@ static int pspp_glm_rc = CMD_SUCCESS; int cmd_glm (struct lexer *lexer, struct dataset *ds); #endif -static bool run_glm (struct casereader*, +static bool run_glm (struct casereader *, struct cmd_glm *, - const struct dataset *, - pspp_linreg_cache *); + const struct dataset *, pspp_linreg_cache *); int cmd_glm (struct lexer *lexer, struct dataset *ds) @@ -126,8 +128,7 @@ cmd_glm (struct lexer *lexer, struct dataset *ds) /* Parser for the dependent sub command */ static int glm_custom_dependent (struct lexer *lexer, struct dataset *ds, - struct cmd_glm *cmd UNUSED, - void *aux UNUSED) + struct cmd_glm *cmd UNUSED, void *aux UNUSED) { const struct dictionary *dict = dataset_dict (ds); @@ -145,7 +146,7 @@ glm_custom_dependent (struct lexer *lexer, struct dataset *ds, assert (n_dependent); if (n_dependent > 1) msg (SE, _("Multivariate GLM not yet supported")); - n_dependent = 1; /* Drop this line after adding support for multivariate GLM. */ + n_dependent = 1; /* Drop this line after adding support for multivariate GLM. */ return 1; } @@ -191,40 +192,57 @@ compute_moments (pspp_linreg_cache * c, struct moments_var *mom, } } } + /* Encode categorical variables. Returns number of valid cases. */ static int -prepare_categories (struct casereader *input, - const struct variable **vars, size_t n_vars, - struct moments_var *mom) +data_pass_one (struct casereader *input, + const struct variable **vars, size_t n_vars, + struct moments_var **mom) { int n_data; struct ccase c; size_t i; for (i = 0; i < n_vars; i++) - if (var_is_alpha (vars[i])) - cat_stored_values_create (vars[i]); + { + mom[i] = xmalloc (sizeof (*mom[i])); + mom[i]->v = vars[i]; + mom[i]->mean = xmalloc (sizeof (*mom[i]->mean)); + mom[i]->variance = xmalloc (sizeof (*mom[i]->mean)); + mom[i]->weight = xmalloc (sizeof (*mom[i]->weight)); + mom[i]->m = moments1_create (MOMENT_VARIANCE); + if (var_is_alpha (vars[i])) + cat_stored_values_create (vars[i]); + } n_data = 0; for (; casereader_read (input, &c); case_destroy (&c)) { /* - The second condition ensures the program will run even if - there is only one variable to act as both explanatory and - response. + The second condition ensures the program will run even if + there is only one variable to act as both explanatory and + response. */ for (i = 0; i < n_vars; i++) - { - const union value *val = case_data (&c, vars[i]); - if (var_is_alpha (vars[i])) - cat_value_update (vars[i], val); - else - moments1_add (mom[i].m, val->f, 1.0); - } + { + const union value *val = case_data (&c, vars[i]); + if (var_is_alpha (vars[i])) + cat_value_update (vars[i], val); + else + moments1_add (mom[i]->m, val->f, 1.0); + } n_data++; - } + } casereader_destroy (input); + for (i = 0; i < n_vars; i++) + { + if (var_is_numeric (mom[i]->v)) + { + moments1_calculate (mom[i]->m, mom[i]->weight, mom[i]->mean, + mom[i]->variance, NULL, NULL); + } + } return n_data; } @@ -232,18 +250,19 @@ prepare_categories (struct casereader *input, static bool run_glm (struct casereader *input, struct cmd_glm *cmd, - const struct dataset *ds, - pspp_linreg_cache *model) + const struct dataset *ds, pspp_linreg_cache * model) { size_t i; + size_t j; int n_indep = 0; struct ccase c; const struct variable **indep_vars; + struct variable **all_vars; struct design_matrix *X; - struct moments_var *mom; - gsl_vector *Y; + struct moments_var **mom; struct casereader *reader; casenumber row; + size_t n_all_vars; size_t n_data; /* Number of valid cases. */ pspp_linreg_opts lopts; @@ -264,82 +283,73 @@ run_glm (struct casereader *input, 1u << DC_SYSTEM); } - for (i = 0; i < n_dependent; i++) - { - if (!var_is_numeric (v_dependent[i])) - { - msg (SE, _("Dependent variable must be numeric.")); - return false; - } - } - mom = xnmalloc (n_dependent, sizeof (*mom)); - mom->m = moments1_create (MOMENT_VARIANCE); - mom->v = v_dependent[0]; + lopts.get_depvar_mean_std = 1; lopts.get_indep_mean_std = xnmalloc (n_dependent, sizeof (int)); indep_vars = xnmalloc (cmd->n_by, sizeof *indep_vars); + n_all_vars = cmd->n_by + n_dependent; + all_vars = xnmalloc (n_all_vars, sizeof *all_vars); + for (i = 0; i < n_dependent; i++) + { + all_vars[i] = v_dependent[i]; + } for (i = 0; i < cmd->n_by; i++) { indep_vars[i] = cmd->v_by[i]; + all_vars[i + n_dependent] = cmd->v_by[i]; } n_indep = cmd->n_by; - + mom = xnmalloc (n_all_vars, sizeof (*mom)); + + reader = casereader_clone (input); reader = casereader_create_filter_missing (reader, indep_vars, n_indep, MV_ANY, NULL); reader = casereader_create_filter_missing (reader, v_dependent, 1, MV_ANY, NULL); - n_data = prepare_categories (casereader_clone (reader), - indep_vars, n_indep, mom); + n_data = data_pass_one (casereader_clone (reader), + (const struct variable **) all_vars, n_all_vars, + mom); if ((n_data > 0) && (n_indep > 0)) { - Y = gsl_vector_alloc (n_data); X = - design_matrix_create (n_indep, - (const struct variable **) indep_vars, - n_data); - for (i = 0; i < X->m->size2; i++) - { - lopts.get_indep_mean_std[i] = 1; - } - model = pspp_linreg_cache_alloc (X->m->size1, X->m->size2); - model->indep_means = gsl_vector_alloc (X->m->size2); - model->indep_std = gsl_vector_alloc (X->m->size2); - model->depvar = v_dependent[0]; + covariance_matrix_create (n_all_vars, + (const struct variable **) all_vars); reader = casereader_create_counter (reader, &row, -1); for (; casereader_read (reader, &c); case_destroy (&c)) { - for (i = 0; i < n_indep; ++i) + /* + Accumulate the covariance matrix. + */ + for (i = 0; i < n_all_vars; ++i) { - const struct variable *v = indep_vars[i]; - const union value *val = case_data (&c, v); - if (var_is_alpha (v)) - design_matrix_set_categorical (X, row, v, val); - else - design_matrix_set_numeric (X, row, v, val); + const struct variable *v = all_vars[i]; + const union value *val_v = case_data (&c, v); + for (j = i; j < n_all_vars; j++) + { + const struct variable *w = all_vars[j]; + const union value *val_w = case_data (&c, w); + covariance_pass_two (X, *mom[i]->mean, *mom[j]->mean, + (double) 1 / n_data, (double) n_data, + v, w, val_v, val_w); + } } - gsl_vector_set (Y, row, case_num (&c, model->depvar)); } casereader_destroy (reader); - /* - Now that we know the number of coefficients, allocate space - and store pointers to the variables that correspond to the - coefficients. - */ - coeff_init (model, X); - - /* - Find the least-squares estimates and other statistics. - */ - pspp_linreg ((const gsl_vector *) Y, X->m, &lopts, model); - compute_moments (model, mom, X, n_dependent); - - gsl_vector_free (Y); - design_matrix_destroy (X); + for (i = 0; i < n_all_vars; i++) + { + moments1_destroy (mom[i]->m); + free (mom[i]->mean); + free (mom[i]->variance); + free (mom[i]->weight); + free (mom[i]); + } + free (mom); + covariance_matrix_destroy (X); } else {