Merge pull request #102 from StochasticTree/update_outcome

Update to allow overwriting the outcome in the R prototype interface

Author: andrewherren

R/cpp11.R

@@ -52,6 +52,14 @@ subtract_from_column_vector_cpp <- function(outcome, update_vector) {
   invisible(.Call(`_stochtree_subtract_from_column_vector_cpp`, outcome, update_vector))
 }
 
+overwrite_column_vector_cpp <- function(outcome, new_vector) {
+  invisible(.Call(`_stochtree_overwrite_column_vector_cpp`, outcome, new_vector))
+}
+
+propagate_trees_column_vector_cpp <- function(tracker, residual) {
+  invisible(.Call(`_stochtree_propagate_trees_column_vector_cpp`, tracker, residual))
+}
+
 get_residual_cpp <- function(vector_ptr) {
   .Call(`_stochtree_get_residual_cpp`, vector_ptr)
 }

R/data.R

@@ -140,6 +140,32 @@ Outcome <- R6::R6Class(
                 }
             }
             subtract_from_column_vector_cpp(self$data_ptr, update_vector)
+        }, 
+        
+        #' @description
+        #' Update the current state of the outcome (i.e. partial residual) data by replacing each element with the elements of `new_vector`
+        #' @param new_vector Vector from which to overwrite the current data
+        #' @return NULL
+        update_data = function(new_vector) {
+            if (!is.numeric(new_vector)) {
+                stop("update_vector must be a numeric vector or 2d matrix")
+            } else {
+                dim_vec <- dim(new_vector)
+                if (!is.null(dim_vec)) {
+                    if (length(dim_vec) > 2) stop("if update_vector is provided as a matrix, it must be 2d")
+                    new_vector <- as.numeric(new_vector)
+                }
+            }
+            overwrite_column_vector_cpp(self$data_ptr, new_vector)
+        }, 
+        
+        #' @description
+        #' Update the current state of the outcome (i.e. partial residual) data by subtracting the current predictions of each tree. 
+        #' This function is run after the `update_data` method, which overwrites the partial residual with an entirely new stream of outcome data.
+        #' @param forest_model `ForestModel` object storing tracking structures used in training / sampling
+        #' @return NULL
+        propagate_trees_new_outcome = function(forest_model) {
+            propagate_trees_column_vector_cpp(forest_model$tracker_ptr, self$data_ptr)
         }
     )
 )

include/stochtree/data.h

@@ -126,6 +126,7 @@ class ColumnVector {
   void LoadData(double* data_ptr, data_size_t num_row);
   void AddToData(double* data_ptr, data_size_t num_row);
   void SubtractFromData(double* data_ptr, data_size_t num_row);
+  void OverwriteData(double* data_ptr, data_size_t num_row);
   inline data_size_t NumRows() {return data_.size();}
   inline Eigen::VectorXd& GetData() {return data_;}
  private:

include/stochtree/tree_sampler.h

@@ -196,8 +196,6 @@ static inline void UpdateModelVarianceForest(ForestTracker& tracker, ForestDatas
   tracker.SyncPredictions();
 }
 
-
-
 static inline void UpdateResidualEntireForest(ForestTracker& tracker, ForestDataset& dataset, ColumnVector& residual, TreeEnsemble* forest, 
                                               bool requires_basis, std::function<double(double, double)> op) {
   data_size_t n = dataset.GetCovariates().rows();
@@ -225,6 +223,20 @@ static inline void UpdateResidualEntireForest(ForestTracker& tracker, ForestData
   tracker.SyncPredictions();
 }
 
+static inline void UpdateResidualNewOutcome(ForestTracker& tracker, ColumnVector& residual) {
+  data_size_t n = residual.NumRows();
+  double pred_value;
+  double prev_outcome;
+  double new_resid;
+  for (data_size_t i = 0; i < n; i++) {
+    prev_outcome = residual.GetElement(i);
+    pred_value = tracker.GetSamplePrediction(i);
+    // Run op (either plus or minus) on the residual and the new prediction
+    new_resid = prev_outcome - pred_value;
+    residual.SetElement(i, new_resid);
+  }
+}
+
 static inline void UpdateMeanModelTree(ForestTracker& tracker, ForestDataset& dataset, ColumnVector& residual, Tree* tree, int tree_num, 
                                       bool requires_basis, std::function<double(double, double)> op, bool tree_new) {
   data_size_t n = dataset.GetCovariates().rows();

man/Outcome.Rd

@@ -1,6 +1,8 @@
 #include <cpp11.hpp>
 #include <stochtree/container.h>
 #include <stochtree/data.h>
+#include <stochtree/partition_tracker.h>
+#include <stochtree/tree_sampler.h>
 #include <memory>
 #include <vector>
 
@@ -136,6 +138,25 @@ void subtract_from_column_vector_cpp(cpp11::external_pointer<StochTree::ColumnVe
     UNPROTECT(1);
 }
 
+[[cpp11::register]]
+void overwrite_column_vector_cpp(cpp11::external_pointer<StochTree::ColumnVector> outcome, cpp11::doubles new_vector) {
+    // Unpack pointers to data and dimensions
+    StochTree::data_size_t n = new_vector.size();
+    double* update_data_ptr = REAL(PROTECT(new_vector));
+    
+    // Add to the outcome data using the C++ API
+    outcome->OverwriteData(update_data_ptr, n);
+    
+    // Unprotect pointers to R data
+    UNPROTECT(1);
+}
+
+[[cpp11::register]]
+void propagate_trees_column_vector_cpp(cpp11::external_pointer<StochTree::ForestTracker> tracker, 
+                                       cpp11::external_pointer<StochTree::ColumnVector> residual) {
+    StochTree::UpdateResidualNewOutcome(*tracker, *residual);
+}
+
 [[cpp11::register]]
 cpp11::writable::doubles get_residual_cpp(cpp11::external_pointer<StochTree::ColumnVector> vector_ptr) {
     // Initialize output vector

src/R_data.cpp

@@ -103,6 +103,22 @@ extern "C" SEXP _stochtree_subtract_from_column_vector_cpp(SEXP outcome, SEXP up
   END_CPP11
 }
 // R_data.cpp
+void overwrite_column_vector_cpp(cpp11::external_pointer<StochTree::ColumnVector> outcome, cpp11::doubles new_vector);
+extern "C" SEXP _stochtree_overwrite_column_vector_cpp(SEXP outcome, SEXP new_vector) {
+  BEGIN_CPP11
+    overwrite_column_vector_cpp(cpp11::as_cpp<cpp11::decay_t<cpp11::external_pointer<StochTree::ColumnVector>>>(outcome), cpp11::as_cpp<cpp11::decay_t<cpp11::doubles>>(new_vector));
+    return R_NilValue;
+  END_CPP11
+}
+// R_data.cpp
+void propagate_trees_column_vector_cpp(cpp11::external_pointer<StochTree::ForestTracker> tracker, cpp11::external_pointer<StochTree::ColumnVector> residual);
+extern "C" SEXP _stochtree_propagate_trees_column_vector_cpp(SEXP tracker, SEXP residual) {
+  BEGIN_CPP11
+    propagate_trees_column_vector_cpp(cpp11::as_cpp<cpp11::decay_t<cpp11::external_pointer<StochTree::ForestTracker>>>(tracker), cpp11::as_cpp<cpp11::decay_t<cpp11::external_pointer<StochTree::ColumnVector>>>(residual));
+    return R_NilValue;
+  END_CPP11
+}
+// R_data.cpp
 cpp11::writable::doubles get_residual_cpp(cpp11::external_pointer<StochTree::ColumnVector> vector_ptr);
 extern "C" SEXP _stochtree_get_residual_cpp(SEXP vector_ptr) {
   BEGIN_CPP11
@@ -1014,9 +1030,11 @@ static const R_CallMethodDef CallEntries[] = {
     {"_stochtree_num_samples_forest_container_cpp",                    (DL_FUNC) &_stochtree_num_samples_forest_container_cpp,                     1},
     {"_stochtree_num_trees_forest_container_cpp",                      (DL_FUNC) &_stochtree_num_trees_forest_container_cpp,                       1},
     {"_stochtree_output_dimension_forest_container_cpp",               (DL_FUNC) &_stochtree_output_dimension_forest_container_cpp,                1},
+    {"_stochtree_overwrite_column_vector_cpp",                         (DL_FUNC) &_stochtree_overwrite_column_vector_cpp,                          2},
     {"_stochtree_predict_forest_cpp",                                  (DL_FUNC) &_stochtree_predict_forest_cpp,                                   2},
     {"_stochtree_predict_forest_raw_cpp",                              (DL_FUNC) &_stochtree_predict_forest_raw_cpp,                               2},
     {"_stochtree_predict_forest_raw_single_forest_cpp",                (DL_FUNC) &_stochtree_predict_forest_raw_single_forest_cpp,                 3},
+    {"_stochtree_propagate_trees_column_vector_cpp",                   (DL_FUNC) &_stochtree_propagate_trees_column_vector_cpp,                    2},
     {"_stochtree_rfx_container_append_from_json_cpp",                  (DL_FUNC) &_stochtree_rfx_container_append_from_json_cpp,                   3},
     {"_stochtree_rfx_container_append_from_json_string_cpp",           (DL_FUNC) &_stochtree_rfx_container_append_from_json_string_cpp,            3},
     {"_stochtree_rfx_container_cpp",                                   (DL_FUNC) &_stochtree_rfx_container_cpp,                                    2},

src/cpp11.cpp

@@ -110,6 +110,14 @@ void ColumnVector::SubtractFromData(double* data_ptr, data_size_t num_row) {
   UpdateData(data_ptr, num_row, std::minus<double>());
 }
 
+void ColumnVector::OverwriteData(double* data_ptr, data_size_t num_row) {
+  double ptr_val;
+  for (data_size_t i = 0; i < num_row; ++i) {
+    ptr_val = static_cast<double>(*(data_ptr + i));
+    data_(i) = ptr_val;
+  }
+}
+
 void ColumnVector::UpdateData(double* data_ptr, data_size_t num_row, std::function<double(double, double)> op) {
   double ptr_val;
   double updated_val;