Clip loess and switch to gaussian in Calibration

src/Data/Statistics/Calibration.hs

@@ -1,9 +1,9 @@
 module Data.Statistics.Calibration
    (calibration, softCalibration) where
 
-import Data.Statistics.Loess(loess)
+import Data.Statistics.Loess (clippedLoess)
 import Numeric.Integration.TanhSinh
-import Data.List(minimum, maximum)
+import Data.List (minimum, maximum)
 import qualified Data.Vector.Unboxed as DVU
 
 minBand :: Double
@@ -34,7 +34,7 @@ softCalibration [] _ = error "too few booleans in calibration"
 softCalibration _ [] = error "too few probabilities in calibration"
 softCalibration results probs
   | band probs < minBand = handleNarrowBand results probs
-  | otherwise = 1.0 - (min 1.0 (2.0 * (integrate (lowest, highest) (\x -> abs ((loess (DVU.fromList probs) (DVU.fromList results) x) - x))) / (highest - lowest)))
+  | otherwise = 1.0 - (min 1.0 (2.0 * (integrate (lowest, highest) (\x -> abs ((clippedLoess (DVU.fromList probs) (DVU.fromList results) x) - x))) / (highest - lowest)))
   where lowest = (minimum probs) + epsilon -- integrating loess gets crazy at edges
         highest = (maximum probs) - epsilon
         epsilon = 0.0001

src/Data/Statistics/Loess.hs

@@ -1,23 +1,32 @@
 module Data.Statistics.Loess
-   (loess) where
+   (loess, clippedLoess) where
 
 import qualified Statistics.Matrix.Types as SMT
 import Statistics.Regression (ols)
 import Data.Vector.Unboxed((!), zipWith, length, (++), map)
 import Statistics.Matrix(transpose)
 
+import Statistics.Distribution.Normal (standard)
+import Statistics.Distribution (density)
+
 lambda :: Double
-lambda = 2.0
+lambda = 8.0
 
 triCube :: Double -> Double
 triCube d = (1.0 - (abs d) ** 3) ** 3
 
+gaussian :: Double -> Double
+gaussian = density standard
+
+clippedLoess :: SMT.Vector -> SMT.Vector -> Double -> Double
+clippedLoess inputs outputs x = min 1.0 $ max 0.0 $ loess inputs outputs x
+
 loess :: SMT.Vector -> SMT.Vector -> Double -> Double
 loess inputs outputs x = a * x + b
   where a = params ! 1
         b = params ! 0
         params = ols inputMatrix scaledOutputs
-        weights = Data.Vector.Unboxed.map (\v -> lambda * triCube (lambda * (x - v))) inputs
+        weights = Data.Vector.Unboxed.map (\v -> lambda * gaussian (lambda * (x - v))) inputs
         scaledOutputs = Data.Vector.Unboxed.zipWith (*) outputs weights
         scaledInputs = Data.Vector.Unboxed.zipWith (*) inputs weights
         inputMatrix = transpose (SMT.Matrix 2 (Data.Vector.Unboxed.length inputs) 1000 (weights Data.Vector.Unboxed.++ scaledInputs))

src/GEval/Core.hs

@@ -102,8 +102,8 @@ import qualified Data.Vector.Unboxed as DVU
 
 import Statistics.Correlation
 
-import Data.Statistics.Calibration(softCalibration)
+import Data.Statistics.Calibration (softCalibration)
-import Data.Statistics.Loess(loess)
+import Data.Statistics.Loess (clippedLoess)
 
 import Data.Proxy
 
@@ -755,7 +755,7 @@ gevalCore' (ProbabilisticSoftFMeasure beta) _ = gevalCoreWithoutInput parseAnnot
         probabilisticSoftAgg = CC.foldl probabilisticSoftFolder ([], [], fromInteger 0, 0)
         probabilisticSoftFolder (r1, p1, g1, e1) (r2, p2, g2, e2) = (r1 ++ r2, p1 ++ p2, g1 + g2, e1 + e2)
         loessGraph :: ([Double], [Double], Double, Int) -> Maybe GraphSeries
-        loessGraph (results, probs, _, _) = Just $ GraphSeries $ Prelude.map (\x -> (x, loess probs' results' x)) $ Prelude.filter (\p -> p > lowest && p < highest) $ Prelude.map (\d -> 0.01 * (fromIntegral d)) [1..99]
+        loessGraph (results, probs, _, _) = Just $ GraphSeries $ Prelude.map (\x -> (x, clippedLoess probs' results' x)) $ Prelude.filter (\p -> p > lowest && p < highest) $ Prelude.map (\d -> 0.01 * (fromIntegral d)) [1..99]
            where results' = DVU.fromList results
                  probs' = DVU.fromList probs
                  lowest = Data.List.minimum probs

src/GEval/OptionsParser.hs

@@ -9,8 +9,6 @@ module GEval.OptionsParser
         precisionArgParser
         ) where
 
-import Debug.Trace
-
 import Paths_geval (version)
 import Data.Version (showVersion)