Merge branch 'mainline' into mmap-mlmodel

.github/workflows/build_pypi.yml

@@ -56,7 +56,7 @@ jobs:
       run: |
         if [[ "${{ github.event_name }}" == "push" ]] && \
            [[ "${{ github.event.ref }}" =~ ^refs/tags/v[0-9]+\.[0-9]+\.[0-9]+$ ]]; then
-            echo ::set-output name=match::true
+            echo "match=true" >> $GITHUB_OUTPUT
         fi
 
     - name: Upload to PyPI

pecos/core/base.py

@@ -2309,23 +2309,46 @@ def link_calibrator_methods(self):
         corelib.fillprototype(
             self.clib_float32.c_fit_platt_transform_f32,
             c_uint32,
-            [c_uint64, POINTER(c_float), POINTER(c_float), POINTER(c_double)],
+            [
+                c_uint64,
+                POINTER(c_float),
+                POINTER(c_float),
+                POINTER(c_double),
+                c_uint64,  # max_iter
+                c_double,  # eps
+            ],
         )
         corelib.fillprototype(
             self.clib_float32.c_fit_platt_transform_f64,
             c_uint32,
-            [c_uint64, POINTER(c_double), POINTER(c_double), POINTER(c_double)],
+            [
+                c_uint64,
+                POINTER(c_double),
+                POINTER(c_double),
+                POINTER(c_double),
+                c_uint64,  # max_iter
+                c_double,  # eps
+            ],
         )
 
-    def fit_platt_transform(self, logits, targets, clip_tgt_prob=True):
+    def fit_platt_transform(
+        self,
+        logits,
+        targets,
+        max_iter=100,
+        eps=1e-5,
+        clip_tgt_prob=True,
+    ):
         """Python to C/C++ interface for platt transfrom fit.
 
         Ref: https://www.csie.ntu.edu.tw/~cjlin/papers/plattprob.pdf
 
         Args:
             logits (ndarray): 1-d array of logit with length N.
             targets (ndarray): 1-d array of target probability scores within [0, 1] with length N.
-            clip_tgt_prob (bool): whether to clip the target probability to
+            max_iter (int, optional): max number of iterations to train. Default 100
+            eps (float, optional): epsilon. Defaults to 1e-5
+            clip_tgt_prob (bool, optional): whether to clip the target probability to
                 [1/(prior0 + 2), 1 - 1/(prior1 + 2)]
                 where prior1 = sum(targets), prior0 = N - prior1
         Returns:
@@ -2356,13 +2379,17 @@ def fit_platt_transform(self, logits, targets, clip_tgt_prob=True):
                 logits.ctypes.data_as(POINTER(c_float)),
                 tgt_prob.ctypes.data_as(POINTER(c_float)),
                 AB.ctypes.data_as(POINTER(c_double)),
+                max_iter,
+                eps,
             )
         elif tgt_prob.dtype == np.float64:
             return_code = clib.clib_float32.c_fit_platt_transform_f64(
                 len(logits),
                 logits.ctypes.data_as(POINTER(c_double)),
                 tgt_prob.ctypes.data_as(POINTER(c_double)),
                 AB.ctypes.data_as(POINTER(c_double)),
+                max_iter,
+                eps,
             )
         else:
             raise ValueError(f"Unsupported dtype: {tgt_prob.dtype}")

pecos/core/libpecos.cpp

@@ -842,9 +842,11 @@ extern "C" {
         size_t num_samples, \
 	const VAL_TYPE* logits, \
 	const VAL_TYPE* tgt_probs, \
-	double* AB \
+	double* AB, \
+	size_t max_iter, \
+	double eps \
     ) { \
-        return pecos::fit_platt_transform(num_samples, logits, tgt_probs, AB[0], AB[1]); \
+        return pecos::fit_platt_transform(num_samples, logits, tgt_probs, AB[0], AB[1], max_iter, eps); \
     }
     C_FIT_PLATT_TRANSFORM(_f32, float32_t)
     C_FIT_PLATT_TRANSFORM(_f64, float64_t)

pecos/core/third_party/nlohmann_json/json.hpp

@@ -14698,7 +14698,7 @@ The invariants are checked by member function assert_invariant().
 @endinternal
 
 @see [RFC 7159: The JavaScript Object Notation (JSON) Data Interchange
-Format](http://rfc7159.net/rfc7159)
+Format](https://datatracker.ietf.org/doc/html/rfc7159)
 
 @since version 1.0.0
 
@@ -14939,7 +14939,7 @@ class basic_json
     /*!
     @brief a type for an object
 
-    [RFC 7159](http://rfc7159.net/rfc7159) describes JSON objects as follows:
+    [RFC 7159](https://datatracker.ietf.org/doc/html/rfc7159) describes JSON objects as follows:
     > An object is an unordered collection of zero or more name/value pairs,
     > where a name is a string and a value is a string, number, boolean, null,
     > object, or array.
@@ -14993,7 +14993,7 @@ class basic_json
 
     #### Limits
 
-    [RFC 7159](http://rfc7159.net/rfc7159) specifies:
+    [RFC 7159](https://datatracker.ietf.org/doc/html/rfc7159) specifies:
     > An implementation may set limits on the maximum depth of nesting.
 
     In this class, the object's limit of nesting is not explicitly constrained.
@@ -15016,7 +15016,7 @@ class basic_json
     name/value pairs in a different order than they were originally stored. In
     fact, keys will be traversed in alphabetical order as `std::map` with
     `std::less` is used by default. Please note this behavior conforms to [RFC
-    7159](http://rfc7159.net/rfc7159), because any order implements the
+    7159](https://datatracker.ietf.org/doc/html/rfc7159), because any order implements the
     specified "unordered" nature of JSON objects.
     */
     using object_t = ObjectType<StringType,
@@ -15028,7 +15028,7 @@ class basic_json
     /*!
     @brief a type for an array
 
-    [RFC 7159](http://rfc7159.net/rfc7159) describes JSON arrays as follows:
+    [RFC 7159](https://datatracker.ietf.org/doc/html/rfc7159) describes JSON arrays as follows:
     > An array is an ordered sequence of zero or more values.
 
     To store objects in C++, a type is defined by the template parameters
@@ -15052,7 +15052,7 @@ class basic_json
 
     #### Limits
 
-    [RFC 7159](http://rfc7159.net/rfc7159) specifies:
+    [RFC 7159](https://datatracker.ietf.org/doc/html/rfc7159) specifies:
     > An implementation may set limits on the maximum depth of nesting.
 
     In this class, the array's limit of nesting is not explicitly constrained.
@@ -15074,7 +15074,7 @@ class basic_json
     /*!
     @brief a type for a string
 
-    [RFC 7159](http://rfc7159.net/rfc7159) describes JSON strings as follows:
+    [RFC 7159](https://datatracker.ietf.org/doc/html/rfc7159) describes JSON strings as follows:
     > A string is a sequence of zero or more Unicode characters.
 
     To store objects in C++, a type is defined by the template parameter
@@ -15101,7 +15101,7 @@ class basic_json
 
     #### String comparison
 
-    [RFC 7159](http://rfc7159.net/rfc7159) states:
+    [RFC 7159](https://datatracker.ietf.org/doc/html/rfc7159) states:
     > Software implementations are typically required to test names of object
     > members for equality. Implementations that transform the textual
     > representation into sequences of Unicode code units and then perform the
@@ -15127,7 +15127,7 @@ class basic_json
     /*!
     @brief a type for a boolean
 
-    [RFC 7159](http://rfc7159.net/rfc7159) implicitly describes a boolean as a
+    [RFC 7159](https://datatracker.ietf.org/doc/html/rfc7159) implicitly describes a boolean as a
     type which differentiates the two literals `true` and `false`.
 
     To store objects in C++, a type is defined by the template parameter @a
@@ -15153,7 +15153,7 @@ class basic_json
     /*!
     @brief a type for a number (integer)
 
-    [RFC 7159](http://rfc7159.net/rfc7159) describes numbers as follows:
+    [RFC 7159](https://datatracker.ietf.org/doc/html/rfc7159) describes numbers as follows:
     > The representation of numbers is similar to that used in most
     > programming languages. A number is represented in base 10 using decimal
     > digits. It contains an integer component that may be prefixed with an
@@ -15191,7 +15191,7 @@ class basic_json
 
     #### Limits
 
-    [RFC 7159](http://rfc7159.net/rfc7159) specifies:
+    [RFC 7159](https://datatracker.ietf.org/doc/html/rfc7159) specifies:
     > An implementation may set limits on the range and precision of numbers.
 
     When the default type is used, the maximal integer number that can be
@@ -15202,7 +15202,7 @@ class basic_json
     will be automatically be stored as @ref number_unsigned_t or @ref
     number_float_t.
 
-    [RFC 7159](http://rfc7159.net/rfc7159) further states:
+    [RFC 7159](https://datatracker.ietf.org/doc/html/rfc7159) further states:
     > Note that when such software is used, numbers that are integers and are
     > in the range \f$[-2^{53}+1, 2^{53}-1]\f$ are interoperable in the sense
     > that implementations will agree exactly on their numeric values.
@@ -15225,7 +15225,7 @@ class basic_json
     /*!
     @brief a type for a number (unsigned)
 
-    [RFC 7159](http://rfc7159.net/rfc7159) describes numbers as follows:
+    [RFC 7159](https://datatracker.ietf.org/doc/html/rfc7159) describes numbers as follows:
     > The representation of numbers is similar to that used in most
     > programming languages. A number is represented in base 10 using decimal
     > digits. It contains an integer component that may be prefixed with an
@@ -15263,7 +15263,7 @@ class basic_json
 
     #### Limits
 
-    [RFC 7159](http://rfc7159.net/rfc7159) specifies:
+    [RFC 7159](https://datatracker.ietf.org/doc/html/rfc7159) specifies:
     > An implementation may set limits on the range and precision of numbers.
 
     When the default type is used, the maximal integer number that can be
@@ -15273,7 +15273,7 @@ class basic_json
     deserialization, too large or small integer numbers will be automatically
     be stored as @ref number_integer_t or @ref number_float_t.
 
-    [RFC 7159](http://rfc7159.net/rfc7159) further states:
+    [RFC 7159](https://datatracker.ietf.org/doc/html/rfc7159) further states:
     > Note that when such software is used, numbers that are integers and are
     > in the range \f$[-2^{53}+1, 2^{53}-1]\f$ are interoperable in the sense
     > that implementations will agree exactly on their numeric values.
@@ -15296,7 +15296,7 @@ class basic_json
     /*!
     @brief a type for a number (floating-point)
 
-    [RFC 7159](http://rfc7159.net/rfc7159) describes numbers as follows:
+    [RFC 7159](https://datatracker.ietf.org/doc/html/rfc7159) describes numbers as follows:
     > The representation of numbers is similar to that used in most
     > programming languages. A number is represented in base 10 using decimal
     > digits. It contains an integer component that may be prefixed with an
@@ -15334,7 +15334,7 @@ class basic_json
 
     #### Limits
 
-    [RFC 7159](http://rfc7159.net/rfc7159) states:
+    [RFC 7159](https://datatracker.ietf.org/doc/html/rfc7159) states:
     > This specification allows implementations to set limits on the range and
     > precision of numbers accepted. Since software that implements IEEE
     > 754-2008 binary64 (double precision) numbers is generally available and

pecos/core/utils/newton.hpp

@@ -279,7 +279,7 @@ namespace pecos {
     //  https://github.com/cjlin1/libsvm/blob/master/svm.cpp
 
     template <typename value_type>
-    uint32_t fit_platt_transform(size_t num_samples, const value_type *logits, const value_type *tgt_probs, double& A, double& B) {
+    uint32_t fit_platt_transform(size_t num_samples, const value_type *logits, const value_type *tgt_probs, double& A, double& B, size_t max_iter, double eps) {
         // define the return code
         enum {
             SUCCESS=0,
@@ -288,10 +288,8 @@ namespace pecos {
         };
 
         // hyper parameters
-        int max_iter = 100; // Maximal number of iterations
         double min_step = 1e-10;    // Minimal step taken in line search
         double sigma = 1e-12; // For numerically strict PD of Hessian
-        double eps = 1e-5;
 
         // calculate prior of B
         double prior1 = 0;
@@ -300,7 +298,6 @@ namespace pecos {
         }
         double prior0 = double(num_samples) - prior1;
 
-
         // Initial Point and Initial Fun Value
         A = 0.0; B = log((prior0 + 1.0) / (prior1 + 1.0));
         double fval = 0.0;
@@ -313,7 +310,7 @@ namespace pecos {
                 fval += (tgt_probs[i] - 1) * fApB + log(1 + exp(fApB));
             }
         }
-        int iter;
+        size_t iter = 0;
         for (iter = 0; iter < max_iter; iter++) {
             // Update Gradient and Hessian (use H' = H + sigma I)
             double h11 = sigma;
@@ -342,16 +339,22 @@ namespace pecos {
                 g2 += d1;
             }
 
-            // Stopping Criteria
-            if (fabs(g1) < eps && fabs(g2) < eps)
-                break;
 
             // Finding Newton direction: -inv(H') * g
             double det = h11 * h22 - h21 * h21;
             double dA = -(h22 * g1 - h21 * g2) / det;
             double dB = -(-h21 * g1 + h11 * g2) / det;
             double gd = g1 * dA + g2 * dB;
 
+	    // Stopping Criteria
+	    if (fabs(g1) < eps && fabs(g2) < eps) {
+                break;
+	    }
+	    // additional stop criteria to handle the case when det is large
+	    if (fabs(dA) < eps && fabs(dB) < eps) {
+                break;
+	    }
+
             // Line Search
             double stepsize = 1.0;
 
@@ -370,8 +373,7 @@ namespace pecos {
                     }
                 }
                 // Check sufficient decrease
-                if (newf < fval + 0.0001 * stepsize * gd)
-                {
+                if (newf < fval + 0.0001 * stepsize * gd) {
                     A = newA;
                     B = newB;
                     fval = newf;