From d935fe0bc0f49714bd46ae4ecfb679510ced9831 Mon Sep 17 00:00:00 2001
From: Joel Therrien <joel@joeltherrien.ca>
Date: Tue, 22 Jan 2019 10:56:31 -0800
Subject: [PATCH] Improve WeightedVarianceGroupDifferentiator to be faster

---
 .../WeightedVarianceGroupDifferentiator.java  | 134 ++++++++++++++++--
 1 file changed, 120 insertions(+), 14 deletions(-)

diff --git a/src/main/java/ca/joeltherrien/randomforest/responses/regression/WeightedVarianceGroupDifferentiator.java b/src/main/java/ca/joeltherrien/randomforest/responses/regression/WeightedVarianceGroupDifferentiator.java
index cb57e9f..a16f403 100644
--- a/src/main/java/ca/joeltherrien/randomforest/responses/regression/WeightedVarianceGroupDifferentiator.java
+++ b/src/main/java/ca/joeltherrien/randomforest/responses/regression/WeightedVarianceGroupDifferentiator.java
@@ -16,31 +16,137 @@
 
 package ca.joeltherrien.randomforest.responses.regression;
 
-import ca.joeltherrien.randomforest.tree.SimpleGroupDifferentiator;
+import ca.joeltherrien.randomforest.Row;
+import ca.joeltherrien.randomforest.covariates.Covariate;
+import ca.joeltherrien.randomforest.tree.GroupDifferentiator;
+import ca.joeltherrien.randomforest.tree.Split;
+import ca.joeltherrien.randomforest.tree.SplitAndScore;
 
+import java.util.Iterator;
 import java.util.List;
+import java.util.stream.Collectors;
 
-public class WeightedVarianceGroupDifferentiator extends SimpleGroupDifferentiator<Double> {
+public class WeightedVarianceGroupDifferentiator implements GroupDifferentiator<Double> {
 
-    @Override
-    public Double getScore(List<Double> leftHand, List<Double> rightHand) {
+    private Double getScore(Set leftHand, Set rightHand) {
 
-        final double leftHandSize = leftHand.size();
-        final double rightHandSize = rightHand.size();
-        final double n = leftHandSize + rightHandSize;
-
-        if(leftHandSize == 0 || rightHandSize == 0){
+        if(leftHand.n == 0 || rightHand.n == 0){
             return null;
         }
 
-        final double leftHandMean = leftHand.stream().mapToDouble(db -> db/leftHandSize).sum();
-        final double rightHandMean = rightHand.stream().mapToDouble(db -> db/rightHandSize).sum();
+        final double leftHandMean = leftHand.getMean();
+        final double rightHandMean = rightHand.getMean();
 
-        final double leftVariance = leftHand.stream().mapToDouble(db -> (db - leftHandMean)*(db - leftHandMean)).sum();
-        final double rightVariance = rightHand.stream().mapToDouble(db -> (db - rightHandMean)*(db - rightHandMean)).sum();
+        final double leftVariance = leftHand.summationSquared - ((double) leftHand.n) * leftHandMean*leftHandMean;
+        final double rightVariance = rightHand.summationSquared - ((double) rightHand.n) * rightHandMean*rightHandMean;
 
-        return -(leftVariance + rightVariance) / n;
+        return -(leftVariance + rightVariance) / (leftHand.n + rightHand.n);
+    }
+
+    @Override
+    public SplitAndScore<Double, ?> differentiate(Iterator<Split<Double, ?>> splitIterator) {
+
+        if(splitIterator instanceof Covariate.SplitRuleUpdater){
+            return differentiateWithSplitUpdater((Covariate.SplitRuleUpdater) splitIterator);
+        }
+        else{
+            return differentiateWithBasicIterator(splitIterator);
+        }
+    }
+
+    private SplitAndScore<Double, ?> differentiateWithBasicIterator(Iterator<Split<Double, ?>> splitIterator){
+        Double bestScore = null;
+        Split<Double, ?> bestSplit = null;
+
+        while(splitIterator.hasNext()){
+            final Split<Double, ?> candidateSplit = splitIterator.next();
+
+            final List<Double> leftHandList = candidateSplit.getLeftHand().stream().map(Row::getResponse).collect(Collectors.toList());
+            final List<Double> rightHandList = candidateSplit.getRightHand().stream().map(Row::getResponse).collect(Collectors.toList());
+
+            if(leftHandList.isEmpty() || rightHandList.isEmpty()){
+                continue;
+            }
+
+            final Set setLeft = new Set(leftHandList);
+            final Set setRight = new Set(rightHandList);
+
+            final Double score = getScore(setLeft, setRight);
+
+            if(score != null && Double.isFinite(score) && (bestScore == null || score > bestScore)){
+                bestScore = score;
+                bestSplit = candidateSplit;
+            }
+        }
+
+        if(bestSplit == null){
+            return null;
+        }
+
+        return new SplitAndScore<>(bestSplit, bestScore);
+    }
+
+    private SplitAndScore<Double, ?> differentiateWithSplitUpdater(Covariate.SplitRuleUpdater<Double, ?> splitRuleUpdater) {
+
+        final List<Double> leftInitialSplit = splitRuleUpdater.currentSplit().getLeftHand()
+                .stream().map(Row::getResponse).collect(Collectors.toList());
+        final List<Double> rightInitialSplit = splitRuleUpdater.currentSplit().getRightHand()
+                .stream().map(Row::getResponse).collect(Collectors.toList());
+
+        final Set setLeft = new Set(leftInitialSplit);
+        final Set setRight = new Set(rightInitialSplit);
+
+        Double bestScore = null;
+        Split<Double, ?> bestSplit = null;
+
+        while(splitRuleUpdater.hasNext()){
+            for(Row<Double> rowMoved : splitRuleUpdater.nextUpdate().rowsMovedToLeftHand()){
+                setLeft.updateAdd(rowMoved.getResponse());
+                setRight.updateRemove(rowMoved.getResponse());
+            }
+
+            final Double score = getScore(setLeft, setRight);
+
+            if(score != null && Double.isFinite(score) && (bestScore == null || score > bestScore)){
+                bestScore = score;
+                bestSplit = splitRuleUpdater.currentSplit();
+            }
+        }
+
+        if(bestSplit == null){
+            return null;
+        }
+
+        return new SplitAndScore<>(bestSplit, bestScore);
 
     }
 
+    private class Set {
+        private int n = 0;
+        private double summation = 0.0;
+        private double summationSquared = 0.0;
+
+        private Set(List<Double> list){
+            for(Double number : list){
+                updateAdd(number);
+            }
+        }
+
+        private double getMean(){
+            return summation / n;
+        }
+
+        private void updateAdd(double number){
+            summation += number;
+            summationSquared += number*number;
+            n++;
+        }
+
+        private void updateRemove(double number){
+            summation -= number;
+            summationSquared -= number*number;
+            n--;
+        }
+    }
+
 }