Gram (h2o-algos 3.46.0 API)

java.lang.Object
- water.Iced<Gram>
- - hex.gram.Gram

All Implemented Interfaces:

java.io.Externalizable, java.io.Serializable, java.lang.Cloneable, water.Freezable<Gram>
```
public final class Gram
extends water.Iced<Gram>
```
See Also:

Serialized Form

Nested Class Summary

Nested Classes
Modifier and Type	Class and Description
`static class`	`Gram.Cholesky`
`static class`	`Gram.CollinearColumnsException`
`static class`	`Gram.GramTask` Task to compute gram matrix normalized by the number of observations (not counting rows with NAs).
`static class`	`Gram.InPlaceCholesky`
`static class`	`Gram.NonSPDMatrixException`
`static class`	`Gram.OuterGramTask` Task to compute outer product of a matrix normalized by the number of observations (not counting rows with NAs).

Field Summary

Fields
Modifier and Type Field and Description

double[] _diag

double _diagAdded

int _diagN

double[][] _frame2DProduce

double[][] _xx

hex.gram.Gram.XXCache _xxCache

Fields
Modifier and Type	Field and Description
`double[]`	`_diag`
`double`	`_diagAdded`
`int`	`_diagN`
`double[][]`	`_frame2DProduce`
`double[][]`	`_xx`
`hex.gram.Gram.XXCache`	`_xxCache`

Constructor Summary

Constructors
Constructor and Description

Gram(DataInfo dinfo)

Gram(double[][] xxCacheNew)

Gram(int N, int diag, int dense, int sparse, boolean hasIntercept)

Constructors
Constructor and Description
`Gram(DataInfo dinfo)`
`Gram(double[][] xxCacheNew)`
`Gram(int N, int diag, int dense, int sparse, boolean hasIntercept)`

Method Summary

All Methods Instance Methods Concrete Methods
Modifier and Type	Method and Description
`void`	`add(Gram grm)`
`void`	`addDiag(double d)`
`void`	`addDiag(double[] ds)`
`void`	`addDiag(double d, boolean add2Intercept)`
`void`	`addGAMPenalty(double[][][] ds, int[][] gamIndices, double[][] xmatrix)`
`void`	`addGAMPenalty(java.lang.Integer[] activeColumns, double[][][] ds, int[][] gamIndices)` Add the effect of gam column smoothness factor.
`void`	`addRow(DataInfo.Row row, double w)`
`void`	`addRowDense(DataInfo.Row row, double w)`
`void`	`addRowSparse(DataInfo.Row r, double w)`
`Gram.Cholesky`	`cholesky(Gram.Cholesky chol)`
`Gram.Cholesky`	`cholesky(Gram.Cholesky chol, boolean parallelize, java.lang.String id)` Compute the Cholesky decomposition.
`Gram`	`deep_clone()`
`double`	`diagSum()`
`void`	`dropCols(int[] cols)`
`void`	`dropIntercept()`
`int[]`	`findZeroCols()`
`int`	`fullN()`
`double`	`get(int i, int j)`
`double[][]`	`getXX()`
`double[][]`	`getXX(boolean lowerDiag, boolean icptFist)`
`double[][]`	`getXX(double[][] xalloc)`
`double[][]`	`getXX(double[][] xalloc, boolean lowerDiag, boolean icptFist)`
`double[][]`	`getXXCPM(double[][] xalloc, boolean lowerDiag, boolean icptFirst)` This method will copy the xx matrix into a matrix xalloc which is of bigger size than the actual xx by 1 in both row and column.
`boolean`	`hasNaNsOrInfs()`
`void`	`mul(double x)`
`double[]`	`mul(double[] x)`
`void`	`mul(double[] x, double[] res)`
`Gram.Cholesky`	`qrCholesky(java.util.ArrayList<java.lang.Integer> dropped_cols, boolean standardized)` Compute Cholesky decompostion by computing partial QR decomposition (R == LU).
`double`	`sparseness()`
`java.lang.String`	`toString()`

Methods inherited from class water.Iced
asBytes, clone, copyOver, frozenType, read, readExternal, readJSON, reloadFromBytes, toJsonBytes, toJsonString, write, writeExternal, writeJSON

Methods inherited from class java.lang.Object
equals, finalize, getClass, hashCode, notify, notifyAll, wait, wait, wait

- Field Detail
  - _xx
```
public double[][] _xx
```
  - _diag
```
public double[] _diag
```
  - _frame2DProduce
```
public double[][] _frame2DProduce
```
  - _diagN
```
public int _diagN
```
  - _xxCache
```
public transient hex.gram.Gram.XXCache _xxCache
```
  - _diagAdded
```
public double _diagAdded
```
- Constructor Detail
  - Gram
```
public Gram(DataInfo dinfo)
```
  - Gram
```
public Gram(int N,
            int diag,
            int dense,
            int sparse,
            boolean hasIntercept)
```
  - Gram
```
public Gram(double[][] xxCacheNew)
```
- Method Detail
  - dropIntercept
```
public void dropIntercept()
```
  - deep_clone
```
public Gram deep_clone()
```
  - fullN
```
public final int fullN()
```
  - addDiag
```
public void addDiag(double[] ds)
```
  - addGAMPenalty
```
public void addGAMPenalty(java.lang.Integer[] activeColumns,
                          double[][][] ds,
                          int[][] gamIndices)
```
    Add the effect of gam column smoothness factor.
    
    Parameters:
    
    activeColumns: - store active columns
    
    ds: - store penalty matrix per column
    
    gamIndices: - penalty column indices taken into account categorical column offset
  - addGAMPenalty
```
public void addGAMPenalty(double[][][] ds,
                          int[][] gamIndices,
                          double[][] xmatrix)
```
  - get
```
public double get(int i,
                  int j)
```
  - addDiag
```
public void addDiag(double d)
```
  - addDiag
```
public void addDiag(double d,
                    boolean add2Intercept)
```
  - sparseness
```
public double sparseness()
```
  - diagSum
```
public double diagSum()
```
  - qrCholesky
```
public Gram.Cholesky qrCholesky(java.util.ArrayList<java.lang.Integer> dropped_cols,
                                boolean standardized)
```
    Compute Cholesky decompostion by computing partial QR decomposition (R == LU). The advantage of this method over the standard solve is that it can deal with Non-SPD matrices. Gram matrix comes out as Non-SPD if we have collinear columns. QR decomposition can identify collinear (redundant) columns and remove them from the dataset. QR computation: QR is computed using Gram-Schmidt elimination, using Gram matrix instead of the underlying dataset. Gram-schmidt decomposition can be computed as follows: (from "The Eelements of Statistical Learning", Algorithm 3.1) 1. set z0 = x0 = 1 (Intercept) 2. for j = 1:p for l = 0:j-1 gamma_jl = dot(x_l,x_j)/dot(x_l,x_l) zj = xj - sum(gamma_j[l]*x_l) if(zj ~= 0) xj was redundant (collinear) Zjs are orthogonal projections of xk and form base of the X space. (dot(z_i,z_j) == 0 for i != j) In the end, gammas contain (Scaled) R from the QR decomp which is == LU from cholesky decomp. Note that all of these operations can be be computed from the Gram matrix only, as gram matrix contains dot(x_i,x_j) for i = 1..N, j = 1..N We can obviously compute gamma_lk directly, instead of replacing xk with zk, we fix the gram matrix. When doing that, we need to replace dot(xi,xk) with dot(xi,zk) for all i. There are two cases, 1) dot(xk,xk) -> dot(zk,zk) dot(xk - sum(gamma_l*x_l),xk - sum(gamma_l*x_l)) = dot(xk,xk) - 2* sum(gamma_l*dot(x_i,x_k) + sum(gamma_l*sum(gamma_k*dot(x_l,x_k))) (can be simplified using the fact that dot(zi,zj) == 0 for i != j 2) dot(xi,xk) -> dot(xi,zk) for i != k dot(xi, xj - sum(gamma_l*x_l)) = dot(xi, xj) - dot(xi,sum(gamma_l*x_l)) = dot(xi,xj) - sum(gamma_l*dot(xi,x_l)) (linear combination The algorithm then goes as follows: for j = 1:n for l = 1:j-1 compute gamma_jl update gram by replacing xk with zk = xk- sum(gamma_jl*s*xl);
    
    Parameters:
    
    dropped_cols - - empty list which will be filled with collinear columns removed during computation
    
    Returns:
    
    Cholesky - cholesky decomposition fo the gram
  - dropCols
```
public void dropCols(int[] cols)
```
  - findZeroCols
```
public int[] findZeroCols()
```
  - toString
```
public java.lang.String toString()
```
    Overrides:
    
    toString in class java.lang.Object
  - cholesky
```
public Gram.Cholesky cholesky(Gram.Cholesky chol)
```
  - cholesky
```
public Gram.Cholesky cholesky(Gram.Cholesky chol,
                              boolean parallelize,
                              java.lang.String id)
```
    Compute the Cholesky decomposition. In case our gram starts with diagonal submatrix of dimension N, we exploit this fact to reduce the complexity of the problem. We use the standard decomposition of the Cholesky factorization into submatrices. We split the Gram into 3 regions (4 but we only consider lower diagonal, sparse means diagonal region in this context): diagonal diagonal*dense dense*dense Then we can solve the Cholesky in 3 steps: 1. We solve the diagonal part right away (just do the sqrt of the elements). 2. The diagonal*dense part is simply divided by the sqrt of diagonal. 3. Compute Cholesky of dense*dense - outer product of Cholesky of diagonal*dense computed in previous step
    
    Parameters:
    
    chol -
    
    Returns:
    
    the Cholesky decomposition
  - getXX
```
public double[][] getXX()
```
  - getXX
```
public double[][] getXX(boolean lowerDiag,
                        boolean icptFist)
```
  - getXX
```
public double[][] getXX(double[][] xalloc)
```
  - getXX
```
public double[][] getXX(double[][] xalloc,
                        boolean lowerDiag,
                        boolean icptFist)
```
  - getXXCPM
```
public double[][] getXXCPM(double[][] xalloc,
                           boolean lowerDiag,
                           boolean icptFirst)
```
    This method will copy the xx matrix into a matrix xalloc which is of bigger size than the actual xx by 1 in both row and column.
  - add
```
public void add(Gram grm)
```
  - hasNaNsOrInfs
```
public final boolean hasNaNsOrInfs()
```
  - addRowSparse
```
public final void addRowSparse(DataInfo.Row r,
                               double w)
```
  - addRow
```
public final void addRow(DataInfo.Row row,
                         double w)
```
  - addRowDense
```
public final void addRowDense(DataInfo.Row row,
                              double w)
```
  - mul
```
public void mul(double x)
```
  - mul
```
public double[] mul(double[] x)
```
  - mul
```
public void mul(double[] x,
                double[] res)
```

Class Gram

Nested Class Summary

Field Summary

Constructor Summary

Method Summary

Methods inherited from class water.Iced

Methods inherited from class java.lang.Object

Field Detail

_xx

_diag

_frame2DProduce

_diagN

_xxCache

_diagAdded

Constructor Detail

Gram

Gram

Gram

Method Detail

dropIntercept

deep_clone

fullN

addDiag

addGAMPenalty

addGAMPenalty

get

addDiag

addDiag

sparseness

diagSum

qrCholesky

dropCols

findZeroCols

toString

cholesky

cholesky

getXX

getXX

getXX

getXX

getXXCPM

add

hasNaNsOrInfs

addRowSparse

addRow

addRowDense

mul

mul

mul