Issue19

R/RcppExports.R

@@ -33,6 +33,10 @@ find_rows_inbag_exported <- function(rows_oobag, n_obs) {
     .Call(`_aorsf_find_rows_inbag_exported`, rows_oobag, n_obs)
 }
 
+x_submat_mult_beta_exported <- function(x, y, w, x_rows, x_cols, beta) {
+    .Call(`_aorsf_x_submat_mult_beta_exported`, x, y, w, x_rows, x_cols, beta)
+}
+
 cph_scale <- function(x, w) {
     .Call(`_aorsf_cph_scale`, x, w)
 }

src/Data.h

@@ -89,6 +89,28 @@
    return(w(indices));
   }
 
+  // multiply X matrix by lincomb coefficients
+  // without taking a sub-matrix of X
+  arma::vec x_submat_mult_beta(arma::uvec& x_rows,
+                               arma::uvec& x_cols,
+                               arma::vec& beta){
+
+   arma::vec out(x_rows.size());
+   arma::uword i = 0;
+
+   for(auto row : x_rows){
+    arma::uword j = 0;
+    for(auto col : x_cols){
+     out[i] += x.at(row, col) * beta[j];
+     j++;
+    }
+    i++;
+   }
+
+   return(out);
+
+  }
+
   void permute_col(arma::uword j, std::mt19937_64& rng){
 
    arma::vec x_j = x.unsafe_col(j);

src/RcppExports.cpp

@@ -122,6 +122,22 @@ BEGIN_RCPP
     return rcpp_result_gen;
 END_RCPP
 }
+// x_submat_mult_beta_exported
+arma::vec x_submat_mult_beta_exported(arma::mat& x, arma::mat& y, arma::vec& w, arma::uvec& x_rows, arma::uvec& x_cols, arma::vec& beta);
+RcppExport SEXP _aorsf_x_submat_mult_beta_exported(SEXP xSEXP, SEXP ySEXP, SEXP wSEXP, SEXP x_rowsSEXP, SEXP x_colsSEXP, SEXP betaSEXP) {
+BEGIN_RCPP
+    Rcpp::RObject rcpp_result_gen;
+    Rcpp::RNGScope rcpp_rngScope_gen;
+    Rcpp::traits::input_parameter< arma::mat& >::type x(xSEXP);
+    Rcpp::traits::input_parameter< arma::mat& >::type y(ySEXP);
+    Rcpp::traits::input_parameter< arma::vec& >::type w(wSEXP);
+    Rcpp::traits::input_parameter< arma::uvec& >::type x_rows(x_rowsSEXP);
+    Rcpp::traits::input_parameter< arma::uvec& >::type x_cols(x_colsSEXP);
+    Rcpp::traits::input_parameter< arma::vec& >::type beta(betaSEXP);
+    rcpp_result_gen = Rcpp::wrap(x_submat_mult_beta_exported(x, y, w, x_rows, x_cols, beta));
+    return rcpp_result_gen;
+END_RCPP
+}
 // cph_scale
 List cph_scale(arma::mat& x, arma::vec& w);
 RcppExport SEXP _aorsf_cph_scale(SEXP xSEXP, SEXP wSEXP) {
@@ -198,6 +214,7 @@ static const R_CallMethodDef CallEntries[] = {
     {"_aorsf_find_cuts_survival_exported", (DL_FUNC) &_aorsf_find_cuts_survival_exported, 6},
     {"_aorsf_sprout_node_survival_exported", (DL_FUNC) &_aorsf_sprout_node_survival_exported, 2},
     {"_aorsf_find_rows_inbag_exported", (DL_FUNC) &_aorsf_find_rows_inbag_exported, 2},
+    {"_aorsf_x_submat_mult_beta_exported", (DL_FUNC) &_aorsf_x_submat_mult_beta_exported, 6},
     {"_aorsf_cph_scale", (DL_FUNC) &_aorsf_cph_scale, 2},
     {"_aorsf_orsf_cpp", (DL_FUNC) &_aorsf_orsf_cpp, 44},
     {NULL, NULL, 0}

src/Tree.cpp

@@ -1128,13 +1128,15 @@
 
     if(obs_in_node.size() > 0){
 
-     x_node = prediction_data->x_submat(obs_in_node, coef_indices[i]);
+     lincomb = prediction_data->x_submat_mult_beta(obs_in_node,
+                                                   coef_indices[i],
+                                                   coef_values[i]);
 
      it = obs_in_node.begin();
 
      for(uword j = 0; j < obs_in_node.size(); ++j, ++it){
 
-      if(dot(x_node.row(j), coef_values[i]) <= cutpoint[i]) {
+      if(lincomb[j] <= cutpoint[i]) {
 
        pred_leaf[*it] = child_left[i];
 

src/orsf_oop.cpp

@@ -6,7 +6,6 @@
 
  Authors:
  - Byron C. Jaeger (http://byronjaeger.com)
- - test
 #----------------------------------------------------------------------------*/
 
 #include <RcppArmadillo.h>
@@ -171,6 +170,22 @@
 
  }
 
+ // [[Rcpp::export]]
+ arma::vec x_submat_mult_beta_exported(arma::mat& x,
+                                       arma::mat& y,
+                                       arma::vec& w,
+                                       arma::uvec& x_rows,
+                                       arma::uvec& x_cols,
+                                       arma::vec& beta){
+
+  std::unique_ptr<Data> data = std::make_unique<Data>(x, y, w);
+
+  vec out = data->x_submat_mult_beta(x_rows, x_cols, beta);
+
+  return(out);
+
+ }
+
  // [[Rcpp::export]]
  List cph_scale(arma::mat& x, arma::vec& w){
 

tests/testthat/test-DataCpp.R

@@ -0,0 +1,24 @@
+
+
+x_rows <- sample(nrow(pbc_mats$x), size = 100)
+x_cols <- sample(ncol(pbc_mats$x), size = 10)
+
+beta <- runif(n = length(x_cols))
+
+test_that(
+ desc = "submatrix multiplication is correct",
+ code = {
+
+  data_cpp_answer <- x_submat_mult_beta_exported(x = pbc_mats$x,
+                                                 y = pbc_mats$y,
+                                                 w = pbc_mats$w,
+                                                 x_rows = x_rows - 1,
+                                                 x_cols = x_cols - 1,
+                                                 beta = beta)
+
+  target <- pbc_mats$x[x_rows, x_cols] %*% beta
+
+  expect_equal(data_cpp_answer, target)
+
+ })
+

tests/testthat/test-performance.R

@@ -48,7 +48,7 @@
 #  rfsrc = predict(fit_rfsrc, newdata = pbc),
 #  times = 50
 # )
-#
+# #
 # fit_orsf <- orsf(flc, time + status ~ ., n_thread = 0, leaf_min_obs = 10)
 #
 # fit_rfsrc <- randomForestSRC::rfsrc(Surv(time, status) ~ .,