import gleam/option.{type Option, None, Some} import gleam/result import gleastsq/internal/nx.{type NxTensor} pub opaque type FitErrors { NonConverged } fn convert_func_params( func: fn(Float, List(Float)) -> Float, ) -> fn(NxTensor, NxTensor) -> Float { fn(x: NxTensor, params: NxTensor) -> Float { func(nx.to_number(x), nx.to_list_1d(params)) } } fn jacobian( x: NxTensor, func: fn(NxTensor, NxTensor) -> Float, params: NxTensor, epsilon: Float, ) { let #(n) = nx.shape(params) let #(m) = nx.shape(x) let jac = nx.broadcast(0.0, #(m, n)) compute_jacobian(x, func, params, jac, epsilon, n, 0) } fn compute_jacobian( x: NxTensor, func: fn(NxTensor, NxTensor) -> Float, params: NxTensor, jac: NxTensor, epsilon: Float, n: Int, i: Int, ) { case i { i if i >= n -> jac _ -> { let mask = nx.indexed_put(nx.broadcast(0.0, #(n)), nx.tensor([i]), epsilon) let up_params = nx.add(params, mask) let down_params = nx.subtract(params, mask) let up_f = nx.map(x, func(_, up_params)) let down_f = nx.map(x, func(_, down_params)) let deriv = nx.new_axis(nx.divide(nx.subtract(up_f, down_f), 2.0 *. epsilon), 1) let updated_jac = nx.put_slice(jac, [0, i], deriv) compute_jacobian(x, func, params, updated_jac, epsilon, n, i + 1) } } } fn do_least_squares( x: NxTensor, y: NxTensor, func: fn(NxTensor, NxTensor) -> Float, params: NxTensor, max_iterations: Int, epsilon: Float, tolerance: Float, lambda_reg: Float, ) -> Result(NxTensor, FitErrors) { let m = nx.shape(params).0 case max_iterations { 0 -> Error(NonConverged) iterations -> { let r = x |> nx.map(func(_, params)) |> nx.subtract(y, _) let j = jacobian(x, func, params, epsilon) let jt = nx.transpose(j) let lambda_eye = nx.eye(m) |> nx.multiply(lambda_reg) let h = nx.add(nx.dot(jt, j), lambda_eye) let g = nx.dot(jt, r) let delta = nx.solve(h, g) case nx.to_number(nx.norm(delta)) { x if x <. tolerance -> Ok(params) _ -> do_least_squares( x, y, func, nx.add(params, delta), iterations - 1, epsilon, tolerance, lambda_reg, ) } } } } /// Compute the least squares fit of a function to a set of data points. /// /// ## Parameters: /// - `x`: The X axis of the data points as a list of floats. /// - `y`: The Y axis of the data points as a list of floats. /// - `func`: The function to fit to the data points. The function should take a float and a list of floats (the function coefficients) as arguments and return a float. /// - `initial_params`: The initial guess for the function coefficients. /// - `max_iterations`: The maximum number of iterations to perform. Default is 100. /// - `epsilon`: The epsilon value for the numerical derivative. Default is 0.0001. /// - `tolerance`: The tolerance for the convergence criterion. Default is 0.0001. /// - `lambda_reg`: The regularization parameter. Default is 0.0001. /// /// ## Examples /// /// ```gleam /// fn parabola(x: Float, params: List(Float)) -> Float { /// let assert [a, b, c] = params /// a *. x *. x +. b *. x +. c /// } /// /// pub fn main() { /// let x = [0.0, 1.0, 2.0, 3.0, 4.0, 5.0] /// let y = list.map(x, fn(x) { x *. x }) /// let initial_guess = [1.0, 1.0, 1.0] /// /// let assert Ok(result) = /// gleastsq.least_squares( /// x, /// y, /// parabola, /// initial_guess, /// max_iterations: None, /// epsilon: None, /// tolerance: None, /// lambda_reg: None, /// ) /// /// io.debug(result) // [1.0, 0.0, 0.0] (within numerical error) /// } /// ``` pub fn least_squares( x: List(Float), y: List(Float), func: fn(Float, List(Float)) -> Float, initial_params: List(Float), max_iterations iterations: Option(Int), epsilon epsilon: Option(Float), tolerance tolerance: Option(Float), lambda_reg lambda_reg: Option(Float), ) -> Result(List(Float), FitErrors) { let p = nx.tensor(initial_params) let x = nx.tensor(x) let y = nx.tensor(y) let func = convert_func_params(func) let iter = case iterations { Some(x) -> x None -> 100 } let eps = case epsilon { Some(x) -> x None -> 0.0001 } let reg = case lambda_reg { Some(x) -> x None -> 0.0001 } let tol = case tolerance { Some(x) -> x None -> 0.0001 } use fitted <- result.try(do_least_squares(x, y, func, p, iter, eps, tol, reg)) Ok(fitted |> nx.to_list_1d) }