[not ready for merge yet] R-package

.gitignore

@@ -11,5 +11,9 @@ MANIFEST
 docs/_build
 docs/_templates
 docs/*.log
-.DS_Store 
+.DS_Store
 
+.Rproj.user
+*.o
+*.so
+.Rhistory

include/blitzml/base/common.h

@@ -17,24 +17,29 @@ namespace BlitzML {
 #define LIBRARY_API extern "C"
 #endif
 
-typedef double value_t; 
+typedef double value_t;
+
+#ifdef BLITZML_R_WRAPPER
+typedef uint32_t size_t;
+#else
 typedef std::size_t size_t;
-typedef int index_t;
+#endif
+
+typedef uint32_t index_t;
+
 typedef std::vector<index_t>::iterator index_itr;
 typedef std::vector<value_t>::iterator value_itr;
 typedef std::vector<index_t>::const_iterator const_index_itr;
 typedef std::vector<value_t>::const_iterator const_value_itr;
 
-
-void assert(bool okay, std::string error_message);
+void assert_with_error_message(bool okay, std::string error_message);
 void warn_if(bool condition, std::string message);
 void print(const char* fmt, ...);
 void debug(const char* fmt, ...);
 
-
 class ObjectiveValues {
   public:
-    ObjectiveValues() 
+    ObjectiveValues()
       : dual_obj_(std::numeric_limits<value_t>::min()),
         primal_obj_x_(std::numeric_limits<value_t>::max()),
         primal_obj_y_(std::numeric_limits<value_t>::max()),
@@ -82,9 +87,9 @@ class Parameters {
 
     virtual ~Parameters() { debug("delete params"); }
 
-  private: 
+  private:
     const value_t *values;
-    size_t count; 
+    size_t count;
 
     Parameters();
 };

r-package/.Rbuildignore

@@ -0,0 +1,3 @@
+^.*\.Rproj$
+^\.Rproj\.user$
+^docs/*

r-package/DESCRIPTION

@@ -0,0 +1,24 @@
+Package: blitzml
+Type: Package
+Title: Efficient Solver for Linear Models with Various Loss Functions and L1 penalty
+Version: 0.1.1
+Authors@R: c(
+    person("Tyler", "Johnson", role = c("aut"), comment = "backend C++ solver"),
+    person("Dmitriy", "Selivanov", role = c("aut", "cre"), email = "selivanov.dmitriy@gmail.com", comment = "R package")
+    )
+Description: Efficient Solver for Linear Models with L1 penalty.
+License: GPL (>= 2)
+Encoding: UTF-8
+LazyData: true
+SystemRequirements: GNU make
+Depends:
+    R (>= 3.1.0),
+    methods
+Imports: 
+    Matrix,
+    R6, 
+    Rcpp (>= 0.12.0), 
+    futile.logger, 
+    data.table
+LinkingTo: Rcpp
+RoxygenNote: 6.1.1

r-package/NAMESPACE

@@ -0,0 +1,12 @@
+# Generated by roxygen2: do not edit by hand
+
+export(BlitzMLLassoRegression)
+export(auc)
+import(Matrix)
+import(methods)
+importFrom(Rcpp,sourceCpp)
+importFrom(futile.logger,flog.debug)
+importFrom(futile.logger,flog.info)
+importFrom(futile.logger,flog.trace)
+importFrom(futile.logger,flog.warn)
+useDynLib("blitzml", .registration=TRUE)

r-package/R/RcppExports.R

@@ -0,0 +1,51 @@
+# Generated by using Rcpp::compileAttributes() -> do not edit by hand
+# Generator token: 10BE3573-1514-4C36-9D1C-5A225CD40393
+
+BlitzML_new_sparse_dataset <- function(x, y) {
+    .Call(`_blitzml_BlitzML_new_sparse_dataset`, x, y)
+}
+
+BlitzML_new_dense_dataset <- function(x, y) {
+    .Call(`_blitzml_BlitzML_new_dense_dataset`, x, y)
+}
+
+BlitzML_new_solver <- function() {
+    .Call(`_blitzml_BlitzML_new_solver`)
+}
+
+BlitzML_new_logreg_solver <- function() {
+    .Call(`_blitzml_BlitzML_new_logreg_solver`)
+}
+
+BlitzML_new_linear_solver <- function() {
+    .Call(`_blitzml_BlitzML_new_linear_solver`)
+}
+
+BlitzML_new_parameters <- function(params) {
+    .Call(`_blitzml_BlitzML_new_parameters`, params)
+}
+
+BlitzML_solver_compute_max_l1_penalty <- function(xptr_solver, xptr_dataset, xptr_params) {
+    .Call(`_blitzml_BlitzML_solver_compute_max_l1_penalty`, xptr_solver, xptr_dataset, xptr_params)
+}
+
+BlitzML_solve_problem <- function(xptr_solver, xptr_dataset, xptr_params, result, status_buffer, log_dir) {
+    invisible(.Call(`_blitzml_BlitzML_solve_problem`, xptr_solver, xptr_dataset, xptr_params, result, status_buffer, log_dir))
+}
+
+BlitzML_set_tolerance <- function(xptr_solver, value) {
+    invisible(.Call(`_blitzml_BlitzML_set_tolerance`, xptr_solver, value))
+}
+
+BlitzML_set_max_time <- function(xptr_solver, value) {
+    invisible(.Call(`_blitzml_BlitzML_set_max_time`, xptr_solver, value))
+}
+
+BlitzML_set_max_iterations <- function(xptr_solver, value) {
+    invisible(.Call(`_blitzml_BlitzML_set_max_iterations`, xptr_solver, value))
+}
+
+BlitzML_set_use_working_sets <- function(xptr_solver, value) {
+    invisible(.Call(`_blitzml_BlitzML_set_use_working_sets`, xptr_solver, value))
+}
+

r-package/R/dataset.R

@@ -0,0 +1,13 @@
+BlitzML_create_dataset = function(x, y) {
+
+  if(!is.numeric(y)) stop("'y' should be numeric vector")
+
+  if(!(inherits(x, "matrix") || inherits(x, "dgCMatrix")))
+    stop("'x' should inherit from 'matrix' or 'dgCMatrix'")
+
+  if(inherits(x, "dgCMatrix")) {
+    BlitzML_new_sparse_dataset(x, y)
+  } else {
+    BlitzML_new_dense_dataset(x, y)
+  }
+}

r-package/R/plot.R

@@ -0,0 +1,28 @@
+error.bars = function (x, upper, lower, width = 0.02, ...) {
+  xlim <- range(x)
+  barw <- diff(xlim) * width
+  graphics::segments(x, upper, x, lower, ...)
+  graphics::segments(x - barw, upper, x + barw, upper, ...)
+  graphics::segments(x - barw, lower, x + barw, lower, ...)
+  range(upper, lower)
+}
+
+plot.cv.BlitzMLLassoRegression = function (x, ...) {
+  cvobj = x
+  xlab = "log10(lambda)"
+
+  new.args = list(...)
+  if (length(new.args))  plot.args[names(new.args)] = new.args
+  plot.args = list(x = log10(cvobj$lambda),
+                   y = cvobj$cvm,
+                   ylim = range(cvobj$cvup, cvobj$cvlo),
+                   xlab = xlab,
+                   ylab = "auc",
+                   type = "n")
+  do.call("plot", plot.args)
+
+  error.bars(log10(cvobj$lambda), cvobj$cvup,
+             cvobj$cvlo, width = 0.01, col = "darkgrey")
+  graphics::points(log10(cvobj$lambda), cvobj$cvm, pch = 20, col = "red")
+  invisible()
+}