fix: benchmark, removed wip

benchmark.R

@@ -1,6 +1,6 @@
 library(microbenchmark)
 
-dyn.load("wip.so")
+dyn.load("benchmark.so")
 
 
 ## rowSum* .call --------------------------------------------------------------

wip.R

@@ -1,104 +0,0 @@
-library(microbenchmark)
-
-elem.pairs <- function(elements) {
-    # Number of elements to match.
-    n <- length(elements)
-    # Create all combinations.
-    pairs <- rbind(rep(elements, each=n), rep(elements, n))
-    # Select unique combinations without self interaction.
-    return(pairs[, pairs[1, ] < pairs[2, ]])
-}
-
-rStiefl <- function(p, q) {
-    return(qr.Q(qr(matrix(rnorm(p * q, 0, 1), p, q))))
-}
-
-grad <- function(X, Y, V, h, persistent = TRUE) {
-    n <- nrow(X)
-    p <- ncol(X)
-
-    # Projection matrix onto `span(V)`
-    Q <- diag(1, p) - tcrossprod(V, V)
-    # Vectorized distance matrix `D`.
-    vecD <- rowSums((X_diff %*% Q)^2)
-
-    # Weight matrix `W` (dnorm ... gaussean density function)
-    W <- matrix(1, n, n) # `exp(0) == 1`
-    W[lower] <- exp((-0.5 / h) * vecD^2) # Set lower tri. part
-    W[upper] <- t.default(W)[upper] # Mirror lower tri. to upper
-    W <- sweep(W, 2, colSums(W), FUN = `/`) # Col-Normalize
-
-    # Weighted `Y` momentums
-    y1 <- Y %*% W # Result is 1D -> transposition irrelevant
-    y2 <- Y^2 %*% W
-    # Per example loss `L(V, X_i)`
-    L <- y2 - y1^2
-
-    # Vectorized Weights with forced symmetry
-    vecS <- (L[i] - (Y[j] - y1[i])^2) * W[lower]
-    vecS <- vecS + ((L[j] - (Y[i] - y1[j])^2) * W[upper])
-    # Compute scaling of `X` row differences
-    vecS <- vecS * vecD
-
-    G <- crossprod(X_diff, X_diff * vecS) %*% V
-    G <- (-2 / (n * h^2)) * G
-    return(G)
-}
-
-grad2 <- function(X, Y, V, h, persistent = TRUE) {
-    n <- nrow(X)
-    p <- ncol(X)
-
-    # Projection matrix onto `span(V)`
-    Q <- diag(1, p) - tcrossprod(V, V)
-    # Vectorized distance matrix `D`.
-    # vecD <- rowSums((X_diff %*% Q)^2)
-    vecD <- colSums(tcrossprod(Q, X_diff)^2)
-
-    # Create Kernel matrix (aka. apply kernel to distances)
-    K <- matrix(1, n, n) # `exp(0) == 1`
-    K[lower] <- exp((-0.5 / h) * vecD^2) # Set lower tri. part
-    K[upper] <- t(K)[upper] # Mirror lower tri. to upper
-
-    # Weighted `Y` momentums
-    colSumsK <- colSums(K)
-    y1 <- (K %*% Y) / colSumsK
-    y2 <- (K %*% Y^2) / colSumsK
-    # Per example loss `L(V, X_i)`
-    L <- y2 - y1^2
-
-    # Compute scaling vector `vecS` for `X_diff`.
-    tmp <- kronecker(matrix(y1, n, 1), matrix(Y, 1, n), `-`)^2
-    tmp <- as.vector(L) - tmp
-    tmp <- tmp * K / colSumsK
-    vecS <- (tmp + t(tmp))[lower] * vecD
-
-    G <- crossprod(X_diff, X_diff * vecS) %*% V
-    G <- (-2 / (n * h^2)) * G
-    return(G)
-}
-
-n <- 200
-p <- 12
-q <- 10
-
-X <- matrix(runif(n * p), n, p)
-Y <- runif(n)
-V <- rStiefl(p, q)
-h <- 0.1
-
-pair.index <- elem.pairs(seq(n))
-i <- pair.index[1, ] # `i` indices of `(i, j)` pairs
-j <- pair.index[2, ] # `j` indices of `(i, j)` pairs
-lower <- ((i - 1) * n) + j
-upper <- ((j - 1) * n) + i
-X_diff <- X[i, , drop = F] - X[j, , drop = F]
-
-stopifnot(all.equal(
-    grad(X, Y, V, h),
-    grad2(X, Y, V, h)
-))
-microbenchmark(
-    grad = grad(X, Y, V, h),
-    grad2 = grad2(X, Y, V, h)
-)