data.Residual

data.Residual(residual)

Wrapper around a C++ class that stores residual data used in stochtree. This object becomes part of the real-time model “state” in that its contents always contain a full or partial residual, depending on the state of the sampler.

Typically this object is initialized with the original outcome and then “residualized” by subtracting out the initial prediction value of every tree in every forest term (as well as the predictions of any other model term).

Methods

Name Description
get_residual Extract the current values of the residual as a numpy array
update_data Update the current state of the outcome (i.e. partial residual) data by replacing each element with the elements of new_vector
add_vector Update the current state of the outcome (i.e. partial residual) data by adding each element of update_vector
subtract_vector Update the current state of the outcome (i.e. partial residual) data by subtracting each element of update_vector

get_residual

data.Residual.get_residual()

Extract the current values of the residual as a numpy array

Returns

Name Type Description
np.array Current values of the residual (which may be net of any forest / other model terms)

update_data

data.Residual.update_data(new_vector)

Update the current state of the outcome (i.e. partial residual) data by replacing each element with the elements of new_vector

Parameters

Name Type Description Default
new_vector np.array Univariate numpy array of new residual values. required

add_vector

data.Residual.add_vector(update_vector)

Update the current state of the outcome (i.e. partial residual) data by adding each element of update_vector

Parameters

Name Type Description Default
update_vector np.array Univariate numpy array of values to add to the current residual. required

subtract_vector

data.Residual.subtract_vector(update_vector)

Update the current state of the outcome (i.e. partial residual) data by subtracting each element of update_vector

Parameters

Name Type Description Default
update_vector np.array Univariate numpy array of values to subtracted from the current residual. required