Panic if training output is not one-dimensional (#218)

relf · Nov 21, 2024 · 323210b · 323210b
1 parent 52e7253
commit 323210b
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diff --git a/gp/src/algorithm.rs b/gp/src/algorithm.rs
@@ -734,6 +734,12 @@ impl<F: Float, Mean: RegressionModel<F>, Corr: CorrelationModel<F>, D: Data<Elem
     ) -> Result<Self::Object> {
         let x = dataset.records();
         let y = dataset.targets();
+        if y.ncols() > 1 {
+            panic!(
+                "Multiple outputs not handled, a one-dimensional column vector \
+            as training output data is expected"
+            );
+        }
         if let Some(d) = self.kpls_dim() {
             if *d > x.ncols() {
                 return Err(GpError::InvalidValueError(format!(
@@ -1560,6 +1566,19 @@ mod tests {
         assert_abs_diff_eq!(*gp.theta().to_vec(), expected);
     }
 
+    #[test]
+    #[should_panic]
+    fn test_multiple_outputs() {
+        let xt = array![[0.0], [1.0], [2.0], [3.0], [4.0]];
+        let yt = array![[0.0, 10.0], [1.0, -3.], [1.5, 1.5], [0.9, 1.0], [1.0, 0.0]];
+        let _gp = Kriging::params()
+            .fit(&Dataset::new(xt.clone(), yt.clone()))
+            .expect("GP fit error");
+        // println!("theta = {}", gp.theta());
+        // let xtest = array![[0.1]];
+        // println!("pred({}) = {}", &xtest, gp.predict(&xtest).unwrap());
+    }
+
     fn x2sinx(x: &Array2<f64>) -> Array2<f64> {
         (x * x) * (x).mapv(|v| v.sin())
     }

diff --git a/gp/src/sparse_algorithm.rs b/gp/src/sparse_algorithm.rs
@@ -418,6 +418,12 @@ impl<F: Float, Corr: CorrelationModel<F>, D: Data<Elem = F> + Sync>
     ) -> Result<Self::Object> {
         let x = dataset.records();
         let y = dataset.targets();
+        if y.ncols() > 1 {
+            panic!(
+                "Multiple outputs not handled, a one-dimensional column vector \
+            as training output data is expected"
+            );
+        }
         if let Some(d) = self.kpls_dim() {
             if *d > x.ncols() {
                 return Err(GpError::InvalidValueError(format!(
@@ -838,7 +844,7 @@ mod tests {
     use super::*;
 
     use approx::assert_abs_diff_eq;
-    use ndarray::Array;
+    use ndarray::{concatenate, Array};
     // use ndarray_npy::{read_npy, write_npy};
     use ndarray_npy::write_npy;
     use ndarray_rand::rand::SeedableRng;
@@ -1021,4 +1027,21 @@ mod tests {
 
         save_data(&xt, &yt, &z, &xplot, &sgp_vals, &sgp_vars);
     }
+
+    #[test]
+    #[should_panic]
+    fn test_multiple_outputs() {
+        let mut rng = Xoshiro256Plus::seed_from_u64(42);
+        // Generate training data
+        let nt = 200;
+        // Variance of the gaussian noise on our training data
+        let eta2: f64 = 0.01;
+        let (xt, yt) = make_test_data(nt, eta2, &mut rng);
+        let yt = concatenate(Axis(1), &[yt.view(), yt.view()]).unwrap();
+        let n_inducings = 30;
+
+        let _sgp = SparseKriging::params(Inducings::Randomized(n_inducings))
+            .fit(&Dataset::new(xt.clone(), yt.clone()))
+            .expect("GP fitted");
+    }
 }
diff --git a/python/egobox/tests/test_gpmix.py b/python/egobox/tests/test_gpmix.py
@@ -119,6 +119,14 @@ def test_kpls_griewank(self):
             error = np.linalg.norm(y_pred - y_test) / np.linalg.norm(y_test)
             print("   RMS error: " + str(error))
 
+    def test_multi_outputs_exception(self):
+        self.xt = np.array([[0.0, 1.0, 2.0, 3.0, 4.0]]).T
+        self.yt = np.array(
+            [[0.0, 10.0], [1.0, -3.0], [1.5, 1.5], [0.9, 1.0], [1.0, 0.0]]
+        )
+        with self.assertRaises(BaseException):
+            egx.Gpx.builder().fit(self.xt, self.yt)
+
 
 if __name__ == "__main__":
     unittest.main()
diff --git a/python/egobox/tests/test_sgpmix.py b/python/egobox/tests/test_sgpmix.py
@@ -60,6 +60,25 @@ def test_sgp_random(self):
         print(elapsed)
         print(sgp)
 
+    def test_sgp_multi_outputs_exception(self):
+        # random generator for reproducibility
+        rng = np.random.RandomState(0)
+
+        # Generate training data
+        nt = 200
+        # Variance of the gaussian noise on our trainingg data
+        eta2 = [0.01]
+        gaussian_noise = rng.normal(loc=0.0, scale=np.sqrt(eta2), size=(nt, 1))
+        xt = 2 * rng.rand(nt, 1) - 1
+        yt = f_obj(xt) + gaussian_noise
+        yt = np.hstack((yt, yt))
+
+        # Pick inducing points randomly in training data
+        n_inducing = 30
+
+        with self.assertRaises(BaseException):
+            egx.SparseGpMix(nz=n_inducing, seed=0).fit(xt, yt)
+
 
 if __name__ == "__main__":
     unittest.main()