Example #1
0
         trainX = trainX[trainInds,:]
         trainY = trainY[trainInds]
         
         idx = sampleMethod(folds, trainX.shape[0])        
         
         #Now try penalisation
         resultsList = learner.parallelPen(trainX, trainY, idx, paramDict, Cvs)
         bestLearner, trainErrors, currentPenalties = resultsList[0]
         meanPenalties[k] += currentPenalties
         meanTrainError += trainErrors
         predY = bestLearner.predict(testX)
         meanErrors[k] += bestLearner.getMetricMethod()(testY, predY)
 
         
         #Compute ideal penalties and error on training data 
         meanIdealPenalities[k] += learner.parallelPenaltyGrid(trainX, trainY, testX, testY, paramDict)
         for i in range(len(paramDict["setGamma"])):
             allError = 0    
             learner.setGamma(paramDict["setGamma"][i])
             for trainInds, testInds in idx: 
                 validX = trainX[trainInds, :]
                 validY = trainY[trainInds]
                 learner.learnModel(validX, validY)
                 predY = learner.predict(trainX)
                 allError += learner.getMetricMethod()(predY, trainY)
             meanAllErrors[i] += allError/float(len(idx))
         
     k+= 1
     
     
 numRealisations = float(numRealisations)