Skip to content

Commit

Permalink
clean up C++ code (remove old comments/take out debugging statements)
Browse files Browse the repository at this point in the history
  • Loading branch information
@tabpeter
tabpeter committed Apr 20, 2024
1 parent 7ef6552 commit d47a2cc
Showing 1 changed file with 13 additions and 73 deletions.
86 changes: 13 additions & 73 deletions src/gaussian_simple.cpp
View file
Original file line number Diff line number Diff line change
Expand Up @@ -21,9 +21,6 @@ RcppExport SEXP cdfit_gaussian_simple(SEXP X_,
SEXP multiplier_,
SEXP ncore_) {

// for debugging
// Rprintf("\nEntering cdfit_gaussian_simple");

// declarations: input
XPtr<BigMatrix> xMat(X_);
double *y = REAL(y_);
Expand All @@ -40,11 +37,7 @@ RcppExport SEXP cdfit_gaussian_simple(SEXP X_,
int max_iter = INTEGER(max_iter_)[0];
double *m = REAL(multiplier_);
NumericVector z(p);

// int xmax_idx = 0;
// int *xmax_ptr = &xmax_idx;

//Rprintf("\nDeclaring beta");

// declarations: output
NumericVector b(p); // Initialize a NumericVector of size p vector to hold estimated coefficients from current iteration
double *a = R_Calloc(p, double);// will hold beta from previous iteration
Expand All @@ -67,9 +60,6 @@ RcppExport SEXP cdfit_gaussian_simple(SEXP X_,
r[i] = REAL(r_)[i]; // again, we're making a copy of the residuals for our function to edit
}

// Rprintf("\na[0]: %f\n", a[0]);
// Rprintf("xtx[0]: %f\n", xtx[0]);

// set up omp
int useCores = INTEGER(ncore_)[0];
#ifdef BIGLASSO_OMP_H_
Expand All @@ -81,15 +71,10 @@ RcppExport SEXP cdfit_gaussian_simple(SEXP X_,
omp_set_num_threads(useCores);
#endif

// calculate gaussian loss
//Rprintf("\nr[0]: %f", r[0]);
// calculate threshold value
double sdy = sqrt(gLoss(y, n)/n);
thresh = eps * sdy;

//Rprintf("\nMade it to the loop");
// Rprintf("\niter: %d, max_iter: %d", iter, max_iter);

// while(iter < max_iter) {
while (iter < max_iter) {
R_CheckUserInterrupt();
while (iter < max_iter) {
Expand All @@ -99,11 +84,8 @@ RcppExport SEXP cdfit_gaussian_simple(SEXP X_,
// solve over active set
for (j = 0; j < p; j++) {
if (ever_active[j]) {
//Rprintf("\nSolving over active set");
cp = crossprod_bm_no_std(xMat, r, n, j);
z[j] = cp/n + xtx[j]*a[j];
// Rprintf("\n xtx*a: %f", xtx[j]*a[j]);
// Rprintf("\n z[%d] value is: %f", j, z[j]);

// update beta
l1 = lambda * m[j] * alpha;
Expand All @@ -112,14 +94,11 @@ RcppExport SEXP cdfit_gaussian_simple(SEXP X_,
if (strcmp(penalty,"SCAD")==0) b[j] = SCAD(z[j], l1, l2, gamma, xtx[j]);
if (strcmp(penalty,"lasso")==0) b[j] = lasso(z[j], l1, l2, xtx[j]);

// Rprintf("\nCurrent beta estimate is: %f", b[j]);
// update residuals
shift = b[j] - a[j];

if (shift != 0) {
update_resid_no_std(xMat, r, shift, n, j);

// update = pow(b[j] - a[j], 2);
update = fabs(shift) * sqrt(xtx[j]);
if (update > max_update) {
max_update = update;
Expand All @@ -138,31 +117,20 @@ RcppExport SEXP cdfit_gaussian_simple(SEXP X_,

// scan for violations
int violations = 0;
//Rprintf("\nMade it to the violation loop");
for (int j=0; j<p; j++) {
if (!ever_active[j]) {
// Rprintf("\nUpdating inactive set");
// Rprintf("\nCalling crossprod_bm_no_std");

z[j] = crossprod_bm_no_std(xMat, r, n, j)/n;


// Rprintf("\nFirst value of r is: %f", r[1]);
// Rprintf("\nValue of z[%d] is: %f", z[j]);


// update beta
l1 = lambda * m[j] * alpha;
l2 = lambda * m[j] * (1-alpha);
// TODO: add SCAD and MCP to the below
// Rprintf("\nCalling lasso");
if (strcmp(penalty,"MCP")==0) b[j] = MCP(z[j], l1, l2, gamma, xtx[j]);
if (strcmp(penalty,"SCAD")==0) b[j] = SCAD(z[j], l1, l2, gamma, xtx[j]);
if (strcmp(penalty,"lasso")==0) b[j] = lasso(z[j], l1, l2, xtx[j]);

// if something enters, update active set and residuals
if (b[j] != 0) {
ever_active[j] = 1;
// Rprintf("\nCalling update_resid_no_std");
update_resid_no_std(xMat, r, b[j], n, j);
a[j] = b[j];
violations++;
Expand All @@ -171,8 +139,7 @@ RcppExport SEXP cdfit_gaussian_simple(SEXP X_,
}
if (violations==0) break;
}

//Rprintf("\nAbout to return the list");


// calculate loss
loss = gLoss(r, n);
Expand All @@ -182,10 +149,10 @@ RcppExport SEXP cdfit_gaussian_simple(SEXP X_,
R_Free(ever_active);

// return list:
// - beta: numeric (p x 1) vector of estimated coefficients at the supplied lambda value
// - b: numeric (p x 1) vector of estimated coefficients at the supplied lambda value
// - loss: double capturing the loss at this lambda value with these coefs.
// - iter: integer capturing the number of iterations needed in the coordinate descent
// - resid: numeric (n x 1) vector of residuals // TODO: add this!
// - resid: numeric (n x 1) vector of residuals
return List::create(b, loss, iter, resid);
}

Expand All @@ -210,9 +177,6 @@ RcppExport SEXP cdfit_gaussian_simple_path(SEXP X_,
SEXP multiplier_,
SEXP ncore_) {

// for debugging
// Rprintf("\nEntering cdfit_gaussian_simple_path");

// declarations: input
XPtr<BigMatrix> xMat(X_);
double *y = REAL(y_);
Expand All @@ -230,8 +194,7 @@ RcppExport SEXP cdfit_gaussian_simple_path(SEXP X_,
const char *penalty = CHAR(STRING_ELT(penalty_, 0));
NumericVector z(p);


// Rprintf("\nDeclaring beta");

// declarations: output
arma::sp_mat beta = arma::sp_mat(p, L); // beta matrix to return (rows are features, columns are lambda values)
double *a = R_Calloc(p, double);// will hold beta from previous iteration
Expand All @@ -257,9 +220,6 @@ RcppExport SEXP cdfit_gaussian_simple_path(SEXP X_,
r[i] = REAL(r_)[i]; // again, note that we're making a copy of the residuals for our function to edit
}

// Rprintf("\na[0]: %f\n", a[0]);
// Rprintf("xtx[0]: %f\n", xtx[0]);

// set up omp
int useCores = INTEGER(ncore_)[0];
#ifdef BIGLASSO_OMP_H_
Expand All @@ -271,15 +231,11 @@ RcppExport SEXP cdfit_gaussian_simple_path(SEXP X_,
omp_set_num_threads(useCores);
#endif

// calculate gaussian loss
//Rprintf("\nr[0]: %f", r[0]);
// calculate threshold value
double sdy = sqrt(gLoss(y, n)/n);
thresh = eps * sdy;

//Rprintf("\nMade it to the loop");
// Rprintf("\niter: %d, max_iter: %d", iter, max_iter);

for (l = lstart; l < L; l++) {
// while(iter < max_iter) {
while (iter[l] < max_iter) {
R_CheckUserInterrupt();
while (iter[l] < max_iter) {
Expand All @@ -289,20 +245,16 @@ RcppExport SEXP cdfit_gaussian_simple_path(SEXP X_,
// solve over active set
for (j = 0; j < p; j++) {
if (ever_active[j]) {
// Rprintf("\nSolving over active set");
cp = crossprod_bm_no_std(xMat, r, n, j);
z[j] = cp/n + xtx[j]*a[j];
// Rprintf("\n xtx*a: %f", xtx[j]*a[j]);
// Rprintf("\n z[%d] value is: %f", j, z[j]);

// update beta
l1 = lambda[l] * m[j] * alpha;
l2 = lambda[l] * m[j] * (1-alpha);
if (strcmp(penalty,"MCP")==0) beta(j,l) = MCP(z[j], l1, l2, gamma, xtx[j]);
if (strcmp(penalty,"SCAD")==0) beta(j,l) = SCAD(z[j], l1, l2, gamma, xtx[j]);
if (strcmp(penalty,"lasso")==0) beta(j,l) = lasso(z[j], l1, l2, xtx[j]);

// Rprintf("\nCurrent beta estimate is: %f", b[j]);

// update residuals
shift = beta(j, l) - a[j];

Expand All @@ -327,31 +279,21 @@ RcppExport SEXP cdfit_gaussian_simple_path(SEXP X_,

// scan for violations
int violations = 0;
// Rprintf("\nMade it to the violation loop");
for (int j=0; j<p; j++) {
if (!ever_active[j]) {
// Rprintf("\nUpdating inactive set");
// Rprintf("\nCalling crossprod_bm_no_std");


z[j] = crossprod_bm_no_std(xMat, r, n, j)/n;


// Rprintf("\nFirst value of r is: %f", r[1]);
// Rprintf("\nValue of z[%d] is: %f", z[j]);
//

// update beta
l1 = lambda[l] * m[j] * alpha;
l2 = lambda[l] * m[j] * (1-alpha);
// TODO: add SCAD and MCP to the below
// Rprintf("\nCalling lasso");
if (strcmp(penalty,"MCP")==0) beta(j,l) = MCP(z[j], l1, l2, gamma, xtx[j]);
if (strcmp(penalty,"SCAD")==0) beta(j,l) = SCAD(z[j], l1, l2, gamma, xtx[j]);
if (strcmp(penalty,"lasso")==0) beta(j,l) = lasso(z[j], l1, l2, xtx[j]);

// if something enters, update active set and residuals
if (beta(j,l) != 0) {
ever_active[j] = 1;
// Rprintf("\nCalling update_resid_no_std");
update_resid_no_std(xMat, r, beta(j,l), n, j);
a[j] = beta(j,l);
violations++;
Expand All @@ -364,8 +306,6 @@ RcppExport SEXP cdfit_gaussian_simple_path(SEXP X_,
loss[l] = gLoss(r, n);
}

// Rprintf("\nAbout to return the list");

// cleanup steps
R_Free(a);
R_Free(ever_active);
Expand All @@ -374,7 +314,7 @@ RcppExport SEXP cdfit_gaussian_simple_path(SEXP X_,
// - beta: numeric (p x 1) vector of estimated coefficients at the supplied lambda value
// - loss: double capturing the loss at this lambda value with these coefs.
// - iter: integer capturing the number of iterations needed in the coordinate descent
// - resid: numeric (n x 1) vector of residuals // TODO: add this!
// - resid: numeric (n x 1) vector of residuals
return List::create(beta, loss, iter, resid);
}

Expand Down

0 comments on commit d47a2cc

Please sign in to comment.