Add support for interrupted grid search

1 files changed, 18 insertions, 13 deletions

diff --git a/gensvm/util.py b/gensvm/util.py
index 0b7cd1d..046f3be 100644
--- a/gensvm/util.py
+++ b/gensvm/util.py
@@ -9,10 +9,11 @@ Utility functions for GenSVM
 import numpy as np
 
 
-def get_ranks(x):
+def get_ranks(a):
     """
     Rank data in an array. Low values get a small rank number. Ties are broken 
-    by assigning the lowest value.
+    by assigning the lowest value (this corresponds to ``rankdata(a, 
+    method='min')`` in SciPy.
 
     Examples
     --------
@@ -21,14 +22,18 @@ def get_ranks(x):
     [4, 1, 3, 1, 5, 6, 7]
 
     """
-    x = np.ravel(np.asarray(x))
-    l = len(x)
-    r = 1
-    ranks = np.zeros((l,))
-    while not all([k is None for k in x]):
-        m = min([k for k in x if not k is None])
-        idx = [1 if k == m else 0 for k in x]
-        ranks = [r if idx[k] else ranks[k] for k in range(l)]
-        r += sum(idx)
-        x = [None if idx[k] else x[k] for k in range(l)]
-    return ranks
+    orig = np.ravel(np.asarray(a))
+    arr = orig[~np.isnan(orig)]
+    sorter = np.argsort(arr, kind="quicksort")
+    inv = np.empty(sorter.size, dtype=np.intp)
+    inv[sorter] = np.arange(sorter.size, dtype=np.intp)
+
+    arr = arr[sorter]
+    obs = np.r_[True, arr[1:] != arr[:-1]]
+    dense = obs.cumsum()[inv]
+
+    count = np.r_[np.nonzero(obs)[0], len(obs)]
+    ranks = np.zeros_like(orig)
+    ranks[~np.isnan(orig)] = count[dense - 1] + 1
+    ranks[np.isnan(orig)] = np.max(ranks) + 1
+    return list(ranks)