Addition of optional center in API of moment() #161

jvdp1 · 2020-03-22T19:15:51Z

As discussed in #153
Related to #113

Changed the API of moment() from

result = moment(array, order [, mask])
result = moment(array, order, dim [, mask])

to

result = moment(array, order [, center [, mask]])
result = moment(array, order, dim [, center[, mask]])

The default returned value before changes was central moments. Now it is raw moments, and central moments if center is provided.

Note: if dim is provided, center must be an array. Otherwise, it must be a scalar.

Comments are welcome, @fiolj @ivan-pi @certik @milancurcic

commit 155ddc2 Author: Vandenplas, Jeremie <jeremie.vandenplas@gmail.com> Date: Sun Mar 22 19:12:07 2020 +0100 rawmoment: update spec commit a365ea0 Author: Vandenplas, Jeremie <jeremie.vandenplas@gmail.com> Date: Sun Mar 22 18:56:46 2020 +0100 rawmoment: small change in spec commit d955c0c Author: Vandenplas, Jeremie <jeremie.vandenplas@gmail.com> Date: Sun Mar 22 18:03:49 2020 +0100 rawmoment: correction commit 0480bc1 Author: Vandenplas, Jeremie <jeremie.vandenplas@gmail.com> Date: Sun Mar 22 17:57:24 2020 +0100 rawmoment: small correction commit fcc6a43 Author: Vandenplas, Jeremie <jeremie.vandenplas@gmail.com> Date: Sun Mar 22 17:52:30 2020 +0100 rawmoment: cleaning commit c63ea07 Author: Vandenplas, Jeremie <jeremie.vandenplas@gmail.com> Date: Sun Mar 22 15:48:40 2020 +0100 rawmoment: progress in test files commit ef6deec Author: Vandenplas, Jeremie <jeremie.vandenplas@gmail.com> Date: Sun Mar 22 15:42:46 2020 +0100 rawmoment: progress commit a31654c Author: Vandenplas, Jeremie <jeremie.vandenplas@gmail.com> Date: Sun Mar 22 14:03:50 2020 +0100 rawmoment: start tests raw moment commit 78d7fb9 Author: Vandenplas, Jeremie <jeremie.vandenplas@gmail.com> Date: Sun Mar 22 13:37:02 2020 +0100 rawmoment: addition of test commit 0e93187 Author: Vandenplas, Jeremie <jeremie.vandenplas@gmail.com> Date: Sun Mar 22 11:55:31 2020 +0100 rawmoment: start to add center in test

ivan-pi · 2020-03-23T21:09:19Z

I appreciate that the current iteration also supports other centers. Is there any particular reason to prefer raw vs central moments as the default option? In Julia StatsBase.jl the default are central moments. The MATLAB moment is also central.

! raw is default (currently)
raw = moment(array, order)
central = moment(array, order,center=mean(array))

! vs

! if central were default
central = moment(array, order)
raw = moment(array, order,center=0.0)

I am not sure which is more convenient. If central was default, then, for the moment along a specific dimension of a multidimensional array it would be convenient to have a zeros function:

! raw is default (currently)
raw = moment(array, order,dim=2)
central = moment(array, order,dim=2,center=mean(array,dim=2))

! if central is default
central = moment(array, order,dim=2)
raw = moment(array, order,center=zeros(size(array,1),...)) !  center is a rank >= 1 array

For the moment of a multi-dimensional array along a specific dimension the currently proposed version seems easier to use, it is however opposite from MATLAB and Julia. With central as default on the other hand, inferring the correct size of the zeros array for raw moments is error-prone.

Thoughts?

jvdp1 · 2020-03-23T21:47:15Z

Thanks @ivan-pi for the comments. I though about this issue (default: raw or central moment) and wanted to have some discussion about that. I am glad you started it.

I choose 'raw moment' as default such that center can be optional. However, I agree that other languages (Julia, Matlab, but also Scipy, Octave,R) have 'central momen' as default. Julia does not provide raw moments explicitely. So it would make sense that stdlib provides a central moment as default.

Possible solution:

A way to implement easily raw moments would be to allow a scalar center when dim is provided, in addition to the current implementation (i.e., an array for center when dim is mentioned). (Or should we also allow array center when dim is not provided? With which rank?)
With such an implemenation, a zero() function is not needed.

So, center would be still optional. But the default returned value is 'central moment'.
If center is provided, then the return value is a moment about center. A raw moment could be computed by providing center = 0. This behaviour is similar to the one of Julia.

The API would remain the same. Only the default returned value would change.

milancurcic

Looks good. I don't have a strong preference regarding the default value for center, so I'll leave it to you and other reviewers to decide.

ivan-pi · 2020-03-25T00:35:57Z

For consistency with other programming languages used in scientific computing I would prefer to see central moments as default. That way it is easier for users to move between programming languages.

If I understand correctly, for the solution you are suggesting, the interface would be the following

! existing API
result = moment(array, order [, center [, mask]])  ! center is a scalar, default is `mean(array)`
result = moment(array, order, dim [, center[, mask]]) ! center is an array, default is `mean(array,dim)`

! possible solution
result = moment(array, order, dim, center [, mask]) 
    ! center is a scalar, raw moments with `center = 0`

Would the type of center match the input array? I think it makes sense to allow integer arrays to have a real center. For real arrays presumably, it will be necessary to specify the precision as center = 0.0_sp, otherwise the compiler will complain.

The remaining option

result = moment(array, order, center [, mask]) ! center is an array, dim is not provided

does not make sense to me in the context of statistical moments. It is in contradiction with the first version above, where the rank of the array and the location of values in the array carry no significance in the moment calculation. It would however make sense for things such as image moments, in which case the center would probably be a vector of size equal to the rank of the array. Currently, I don't think these different use cases are compatible.

1) Current default result: central moment: 2) `center`: optional. Must be a scalar if `dim` is not provided, OR Can be a scalar or an array if `dim` is provided.

jvdp1 · 2020-03-25T12:27:14Z

Following the discussion with @ivan-pi

Current default result is now central moment (instead of raw moment)
the optional center must be a scalar if dim is not provided, OR can be a scalar or an array if dim is provided.
center must be of the same type as res (so for integer arrays, center must be of type real(dp)).

So, this can be done to compute 2-th raw moment:

res = moment( x, 2, center = 0.)
res = moment( x, 2, dim = 1, center = 0.)
res = moment( x, 2, dim = 1, center = zero)   !where zero is an array of the same size as res

Tests have been implemented for both options.

certik

Technically this looks good. API wise I don't have strong feelings either way. So if there are no objections, we can merge it.

certik · 2020-03-25T16:17:16Z

I restarted the builds, they are failing. Probably due to the conflicts.

certik · 2020-03-25T16:20:17Z

@jvdp1 I got an email where you were asking about some CI failures due to floating point exceptions, but I can't find the comment here. If there is still an issue, let me know, I can have a look at that.

fiolj · 2020-03-25T16:28:40Z

Sorry for the delay. It looks very good now. I also would prefer center for compatibility with other languages/environment. Thanks for all the work!

milancurcic · 2020-03-25T16:31:07Z

With #163 now in master, I think this needs to be rebased to latest master, and replace calls to assert with calls to check. I used sed for this, for example:

sed -i 's/assert/check/gi' test_moment.f90
sed -i 's/assert/check/gi' test_rawmoment.f90

jvdp1 · 2020-03-25T16:51:02Z

@jvdp1 I got an email where you were asking about some CI failures due to floating point exceptions, but I can't find the comment here. If there is still an issue, let me know, I can have a look at that.

@certik thank you for proposing help. I solved this issue and deleted the comment (sorry, I should have update it now).

I will rebase the branche. It should be fine then.

jvdp1 · 2020-03-25T18:22:32Z

@certik The tests for the manual Makefiles failed, probably because they take too much time. Removing all the flags for the debug options leads to pass the tests here.

What could we do for this issue?

fiolj · 2020-03-26T13:33:07Z

@certik The tests for the manual Makefiles failed, probably because they take too much time. Removing all the flags for the debug options leads to pass the tests here.

What could we do for this issue?

I think you are right, the problem is the same that has been insinuating for a time now. Compilation times are getting too long due to rank-aware routines. It also happens with cmake system but my guess is that with Makefiles are slightly longer (at least for this case) and is crossing some time threshold in the CI system.
I've done a simple test of building times in my machine, obtaining:

real	4m15.740s
user	4m2.226s
sys	0m7.115s

and then, setting MAXRANK manually to 7:

#! Ranks to be generated when templates are created
#:set MAXRANK = 7
#:if not defined('MAXRANK')
  #:if VERSION90
    #:set MAXRANK = 7
  #:else
    #:set MAXRANK = 15
  #:endif
#:endif

I've got for a new complete build:

real	0m42.008s
user	0m38.078s
sys	0m3.121s

Note: I've had to manually disable (comment out) some lines of test_mean_f03.f90 for it to compile.

Probably we should discuss the compiling times in a new issue, because it will get worse quickly when we add new routines that are made to work with all different ranks.

jvdp1 · 2020-03-26T14:08:03Z

I think you are right, the problem is the same that has been insinuating for a time now. Compilation times are getting too long due to rank-aware routines. It also happens with cmake system but my guess is that with Makefiles are slightly longer (at least for this case) and is crossing some time threshold in the CI system.

Indeed, the problem also appeared with CMake, and it is why we limited the number of ranks to 4 for the CI.
We should probably do the same for the manual Makefiles. I will have a look at this option.

jvdp1 · 2020-03-26T16:57:57Z

Seeing the report for the CI, it seems that the flag FYPPFLAGS (to limit the number of ranks to 4 for the CI) is not applied when using the Makefile.manual. I have no idea how to check it.
@certik @milancurcic Any ideas?

EDIT: The PR #164 should fix this issue.

milancurcic · 2020-03-26T20:01:18Z

I merged #164 into master and restarted the builds here. But I forgot that we need to rebase to master here. @jvdp1 Can you do that?

jvdp1 · 2020-03-26T20:13:54Z

I rebased this PR to master and all checks have passed,

milancurcic · 2020-03-26T20:47:47Z

Thank you, great work! Merging into master.

jvdp1 added 2 commits March 22, 2020 19:37

raw_moment_dev: style correction

cb69df8

jvdp1 requested review from certik, milancurcic and ivan-pi March 22, 2020 19:15

jvdp1 mentioned this pull request Mar 22, 2020

Proposal for descriptive statistics #113

Open

milancurcic approved these changes Mar 24, 2020

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jvdp1 added 5 commits March 25, 2020 10:58

mv_to_central_moment: changed default to central moment

cd2c16c

mv_to_central_moment: addition of a function with scalar center

c37124a

mv_to_central_moment: simplification

95a7771

mv_to_central_moment: modif spec

aafbcc6

Changed default result from raw moment to central moment

5e35830

1) Current default result: central moment: 2) `center`: optional. Must be a scalar if `dim` is not provided, OR Can be a scalar or an array if `dim` is provided.

correction

2121304

jvdp1 requested a review from milancurcic March 25, 2020 12:36

raw_moment_dev: correction of test_rawmoment

6f45a7c

certik approved these changes Mar 25, 2020

View reviewed changes

Replaced assert by check

14231db

milancurcic approved these changes Mar 25, 2020

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ivan-pi approved these changes Mar 26, 2020

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jvdp1 mentioned this pull request Mar 26, 2020

adapt_CI: correction to avoid RANK>4 in Github actions #164

Merged

Merge remote-tracking branch 'upstream/master' into raw_moment_dev

20f5098

milancurcic merged commit de38699 into fortran-lang:master Mar 26, 2020

jvdp1 deleted the raw_moment_dev branch March 26, 2020 20:50

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Addition of optional center in API of moment() #161

Addition of optional center in API of moment() #161

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Addition of optional center in API of moment() #161

Addition of optional center in API of moment() #161

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Possible solution:

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