regressor.rb in eps-0.1.1

- old
+ new

@@ -50,12 +50,13 @@
             # https://statsmaths.github.io/stat612/lectures/lec13/lecture13.pdf
             # unforutnately, this method is unstable
             # haven't found an efficient way to do QR-factorization in Ruby
             # the extendmatrix gem has householder and givens (givens has bug)
             # but methods are too slow
+            xt = x.t
             begin
-              @xtxi = (x.t * x).inverse
+              @xtxi = (xt * x).inverse
             rescue ExceptionForMatrix::ErrNotRegular
               constant = {}
               (1...x.column_count).each do |i|
                 constant[i] = constant?(x.column(i))
               end
@@ -75,19 +76,22 @@
               removed.sort.reverse.each do |i|
                 # @coefficient_names.delete_at(i)
                 vectors.delete_at(i)
               end
               x = Matrix.columns(vectors)
+              xt = x.t
 
               # try again
               begin
-                @xtxi = (x.t * x).inverse
+                @xtxi = (xt * x).inverse
               rescue ExceptionForMatrix::ErrNotRegular
                 raise "Multiple solutions - GSL is needed to select one"
               end
             end
-            v2 = matrix_arr(@xtxi * x.t * y)
+            # huge performance boost
+            # by multiplying xt * y first
+            v2 = matrix_arr(@xtxi * (xt * y))
 
             # add back removed
             removed.sort.each do |i|
               v2.insert(i, 0)
             end
@@ -99,23 +103,11 @@
         Hash[@coefficient_names.zip(v)]
       end
     end
 
     def evaluate(data, y = nil)
-      actual = y
-
-      actual ||=
-        if daru?(data)
-          data[@target].to_a
-        else
-          data.map { |v| v[@target] }
-        end
-
-      actual = prep_y(actual)
-
-      estimated = predict(data)
-      Eps.metrics(actual, estimated)
+      super(data, y, target: @target)
     end
 
     # https://people.richland.edu/james/ictcm/2004/multiple.html
     def summary(extended: false)
       @summary_str ||= begin
@@ -150,30 +142,9 @@
 
     private
 
     def constant?(arr)
       arr.all? { |x| x == arr[0] }
-    end
-
-    # determine if target is a string or symbol
-    def prep_target(target, data)
-      if daru?(data)
-        data.has_vector?(target) ? target : flip_target(target)
-      else
-        x = data[0] || {}
-        x[target] ? target : flip_target(target)
-      end
-    end
-
-    def flip_target(target)
-      target.is_a?(String) ? target.to_sym : target.to_s
-    end
-
-    def prep_y(y)
-      y.each do |yi|
-        raise "Target missing in data" if yi.nil?
-      end
-      y.map(&:to_f)
     end
 
     # add epsilon for perfect fits
     # consistent with GSL
     def t_value