Skip to content
New issue

Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.

By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.

Already on GitHub? Sign in to your account

Fix cubic spline when x isn't sorted #219

Merged
merged 2 commits into from
Dec 14, 2023
Merged
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
3 changes: 1 addition & 2 deletions lib/scholar/interpolation/cubic_spline.ex
Original file line number Diff line number Diff line change
Expand Up @@ -88,12 +88,11 @@ defmodule Scholar.Interpolation.CubicSpline do
"expected y to have shape #{inspect(x_shape)}, got: #{inspect(y_shape)}"
end

dx = Nx.diff(x)

sort_idx = Nx.argsort(x)
x = Nx.take(x, sort_idx)
y = Nx.take(y, sort_idx)

dx = Nx.diff(x)
dy = Nx.diff(y)

slope = dy / dx
Expand Down
53 changes: 53 additions & 0 deletions test/scholar/interpolation/cubic_spline_test.exs
Original file line number Diff line number Diff line change
Expand Up @@ -205,5 +205,58 @@ defmodule Scholar.Interpolation.CubicSplineTest do
assert CubicSpline.predict(model, target_x) == target_x
end
end

test "not sorted x" do
x = Nx.tensor([3, 2, 4, 1, 0])
y = Nx.tensor([-10, 3, -1, 2, 1])

model = CubicSpline.fit(x, y)

# ensure given values are predicted accurately
# also ensures that the code works for scalar tensors
assert_all_close(CubicSpline.predict(model, 0), Nx.tensor(1.0))
assert_all_close(CubicSpline.predict(model, 1), Nx.tensor(2.0))
assert_all_close(CubicSpline.predict(model, 2), Nx.tensor(3.0))
assert_all_close(CubicSpline.predict(model, 3), Nx.tensor(-10.0))
assert_all_close(CubicSpline.predict(model, 4), Nx.tensor(-1.0))

# Test for continuity over the given point's boundaries
# (helps ensure no off-by-one's are happening when selecting polynomials)
assert_all_close(
CubicSpline.predict(
model,
Nx.tensor([-0.001, 0.001, 0.999, 1.001, 1.999, 2.001, 2.999, 3.001, 3.999, 4.001])
),
Nx.tensor([
1.0078465938568115,
0.9921799302101135,
1.9945827722549438,
2.0054168701171875,
3.0078206062316895,
2.9921538829803467,
-9.989906311035156,
-10.010071754455566,
-1.0361297130584717,
-0.9638023376464844
])
)

# ensure reference values are calculated accordingly
x_predict = Nx.tensor([-1, -0.5, 0.5, 1.5, 2.5, 3.5, 4.5, 5])

assert_all_close(
CubicSpline.predict(model, x_predict),
Nx.tensor([
26.50000762939453,
8.78125286102295,
-0.15625077486038208,
4.15625,
-3.21875,
-11.28125,
26.90625,
78.50000762939453
])
)
end
end
end
Loading