def main():
# Parse arguments
parser = ArgumentParser()
parser.add_argument(
'-cur_state_pkl',
required=True,
help='Path to the pickle file holding the current state.')
parser.add_argument(
'-prev_state_pkl',
required=True,
help='Path to the pickle file holding the previous state.')
parser.add_argument('-global_step_db',
required=True,
help='Path to db holding global step results.')
args, unknown = parser.parse_known_args()
# raise ValueError(args)
fname_cur_state = path.abspath(args.cur_state_pkl)
fname_prev_state = path.abspath(args.prev_state_pkl)
global_db = path.abspath(args.global_step_db)
# Load local state
local_state = StateData.load(fname_prev_state).data
# Load global node output
global_out = LogRegrIter_Glob2Loc_TD.load(global_db)
# Run algorithm local iteration step
local_state, local_out = logregr_local_iter(local_state=local_state,
local_in=global_out)
# Save local state
local_state.save(fname=fname_cur_state)
# Return
local_out.transfer()
def logregr_global_iter(global_state, global_in):
# Unpack global state
n_obs = global_state['n_obs']
n_cols = global_state['n_cols']
ll_old = global_state['ll']
coeff = global_state['coeff']
iter = global_state['iter']
y_val_dict = global_state['y_val_dict']
schema_X = global_state['schema_X']
schema_Y = global_state['schema_Y']
# Unpack global input
ll_new, grad, hess = global_in.get_data()
# Compute new coefficients
coeff = np.dot(np.linalg.inv(hess), grad)
# Update termination quantities
delta = abs(ll_new - ll_old)
iter += 1
# Pack state and results
global_state = StateData(n_obs=n_obs,
n_cols=n_cols,
ll=ll_new,
coeff=coeff,
delta=delta,
iter=iter,
y_val_dict=y_val_dict,
schema_X=schema_X,
schema_Y=schema_Y)
global_out = LogRegrIter_Glob2Loc_TD(coeff)
return global_state, global_out
def logregr_global_init(global_in):
n_obs, n_cols, y_val_dict, schema_X, schema_Y = global_in.get_data()
if n_obs == 0:
raise ExaremeError('The selected variables contain 0 datapoints.')
# Init vars
ll = - 2 * n_obs * np.log(2)
coeff = np.zeros(n_cols)
iter = 0
# Pack state and results
global_state = StateData(n_obs=n_obs, n_cols=n_cols, ll=ll, coeff=coeff, iter=iter,
y_val_dict=y_val_dict, schema_X=schema_X, schema_Y=schema_Y)
global_out = LogRegrIter_Glob2Loc_TD(coeff)
return global_state, global_out