def test_sparse_lstsq_regression(self):
test_cases = self.pinv_test_cases
for m, m_inv in test_cases:
m1 = SparseMatrix(m)
id_ = SparseMatrix.identity(m1.shape[0])
res = Linalg.lstsq_regression(m1, id_)
np.testing.assert_array_almost_equal(res.mat.todense(), m_inv, 7)
approx1 = (m1 * res).mat.todense()
res2 = Linalg.lstsq_regression(m1, id_, intercept=True)
new_a = m1.hstack(SparseMatrix(np.ones((m1.shape[0], 1))))
approx2 = (new_a * res2).mat.todense()
def test_sparse_lstsq_regression(self):
test_cases = self.pinv_test_cases
for m, m_inv in test_cases:
m1 = SparseMatrix(m)
id_ = SparseMatrix.identity(m1.shape[0])
res = Linalg.lstsq_regression(m1, id_)
np.testing.assert_array_almost_equal(res.mat.todense(), m_inv, 7)
approx1 = (m1 * res).mat.todense()
res2 = Linalg.lstsq_regression(m1, id_, intercept=True)
new_a = m1.hstack(SparseMatrix(np.ones((m1.shape[0], 1))))
approx2 = (new_a * res2).mat.todense()
def test_sparse_ridge_regression(self):
test_cases = self.pinv_test_cases
for m, m_inv in test_cases:
m1 = SparseMatrix(m)
id_ = SparseMatrix.identity(m1.shape[0])
res1 = Linalg.lstsq_regression(m1, id_)
np.testing.assert_array_almost_equal(res1.mat.todense(), m_inv, 7)
res2 = Linalg.ridge_regression(m1, id_, 1)[0]
error1 = (m1 * res1 - SparseMatrix(m_inv)).norm()
error2 = (m1 * res2 - SparseMatrix(m_inv)).norm()
#print "err", error1, error2
norm1 = error1 + res1.norm()
norm2 = error2 + res2.norm()
#print "norm", norm1, norm2
#THIS SHOULD HOLD, MAYBE ROUNDIGN ERROR?
#self.assertGreaterEqual(error2, error1)
self.assertGreaterEqual(norm1, norm2)
def test_sparse_ridge_regression(self):
test_cases = self.pinv_test_cases
for m, m_inv in test_cases:
m1 = SparseMatrix(m)
id_ = SparseMatrix.identity(m1.shape[0])
res1 = Linalg.lstsq_regression(m1, id_)
np.testing.assert_array_almost_equal(res1.mat.todense(), m_inv, 7)
res2 = Linalg.ridge_regression(m1, id_, 1)[0]
error1 = (m1 * res1 - SparseMatrix(m_inv)).norm()
error2 = (m1 * res2 - SparseMatrix(m_inv)).norm()
#print "err", error1, error2
norm1 = error1 + res1.norm()
norm2 = error2 + res2.norm()
#print "norm", norm1, norm2
#THIS SHOULD HOLD, MAYBE ROUNDIGN ERROR?
#self.assertGreaterEqual(error2, error1)
self.assertGreaterEqual(norm1, norm2)
