def SRIG(pathway_id_and_filepath_and_graph_struct_and_lambda):
pathway_id, filepath, graph, lambda1 = pathway_id_and_filepath_and_graph_struct_and_lambda
print()
print('-----------------')
print(pathway_id)
print(str(sparsity_low) + '-' + str(sparsity_high))
print()
# we had done dataset.to_csv(filename, index=True, header=True)
dataset = pd.read_csv(filepath, index_col=0)
y = LabelEncoder().fit_transform(dataset.index.tolist())
Y = np.asfortranarray(np.expand_dims(y, axis=1)).astype(float)
Y = spams.normalize(Y)
dataset = dataset.transpose().reindex(index=nodes).transpose()
X = dataset.values
X = np.asfortranarray(dataset.values).astype(float)
X = spams.normalize(X)
W0 = np.zeros((X.shape[1], Y.shape[1]), dtype=np.float64, order="F")
features = []
accuracies = []
for train, test in StratifiedKFold(n_splits=10).split(X, y):
print()
print('fold')
print()
W0 = np.zeros((X.shape[1], Y.shape[1]), dtype=np.float64, order="F")
(W, optim_info) = spams.fistaGraph(Y,
X,
W0,
graph,
loss='square',
regul='graph',
lambda1=lambda1,
return_optim_info=True)
yhat = srig_predict(X[test], W)
num_cor = num_correct(y[test], yhat)
accuracy = num_cor / float(len(test))
features.append(W)
accuracies.append(accuracy)
features = pd.DataFrame(features, columns=dataset.columns)
features = features.columns[(features != 0).any()].tolist()
return pathway_id, accuracies, features
epoch_res["Xwrt_r%d_t%d"%(r,t)] = dc(Xwrt)
for n in range(N):
DSn = (i * N + n)
DSw = (i * W )
Dstack.rows[DSn] = range(DSw,DSw + W)
Dstack.data[DSn] = Xwrt[n*W:n*W + W]
epoch_res["Dstack_%d"%DSn] = dc(Dstack[DSn,:])
i+=1
Yntrflat = array([ (Y-b_hat-Y_mean).transpose([2,1,0]).flatten()]).T
Yspams = asfortranarray(Yntrflat)
Xspams = Dstack.tocsc()
wr0 = asfortranarray(zeros((Xspams.shape[1],Yspams.shape[1])))
wr = spams.fistaGraph(
Yspams, Xspams, wr0, graph,False,**graphparams
)
epoch_res["D"] = {}
epoch_res["D"]['params'] = dc(graphparams)
epoch_res["D"]['Xspams'] = dc(Xspams)
epoch_res["D"]['Yspams'] = dc(Yspams)
epoch_res["D"]['wr0'] = dc(wr0)
epoch_res["D"]['wr'] = dc(wr)
w_hat = wr.reshape([R,T,W])
Yest = diagonal(diagonal(w_hat.dot(D),axis1=1,axis2=2),axis1=0,axis2=2)
D = np.diagonal(np.tensordot(u_hat, X, axes=([2],[2])), axis1=3, axis2=0)
Yest = diagonal(
diagonal(
w_hat.dot(D),axis1=1,axis2=2
),axis1=0,axis2=2
Xwrt = Xwr.dot(u_hat[r, t, :])
epoch_res["Xwrt_r%d_t%d" % (r, t)] = dc(Xwrt)
for n in range(N):
DSn = (i * N + n)
DSw = (i * W)
Dstack.rows[DSn] = range(DSw, DSw + W)
Dstack.data[DSn] = Xwrt[n * W:n * W + W]
epoch_res["Dstack_%d" % DSn] = dc(Dstack[DSn, :])
i += 1
Yntrflat = array([(Y - b_hat - Y_mean).transpose([2, 1, 0]).flatten()]).T
Yspams = asfortranarray(Yntrflat)
Xspams = Dstack.tocsc()
wr0 = asfortranarray(zeros((Xspams.shape[1], Yspams.shape[1])))
wr = spams.fistaGraph(Yspams, Xspams, wr0, graph, False, **graphparams)
epoch_res["D"] = {}
epoch_res["D"]['params'] = dc(graphparams)
epoch_res["D"]['Xspams'] = dc(Xspams)
epoch_res["D"]['Yspams'] = dc(Yspams)
epoch_res["D"]['wr0'] = dc(wr0)
epoch_res["D"]['wr'] = dc(wr)
w_hat = wr.reshape([R, T, W])
Yest = diagonal(diagonal(w_hat.dot(D), axis1=1, axis2=2), axis1=0, axis2=2)
D = np.diagonal(np.tensordot(u_hat, X, axes=([2], [2])), axis1=3, axis2=0)
Yest = diagonal(diagonal(w_hat.dot(D), axis1=1, axis2=2), axis1=0, axis2=2)
flatwhat = array([w_hat.transpose([0, 1, 2]).flatten()]).T
regulFlatwhat = regulGroups(flatwhat, groups_var)
errorAfterWord = norm(Yest + b_hat - Y -
Y_mean) / 2 + regulFlatwhat * graphparams['lambda1']
def test_fistaGraph():
np.random.seed(0)
num_threads = -1 # all cores (-1 by default)
verbose = False # verbosity, false by default
lambda1 = 0.1 # regularization ter
it0 = 1 # frequency for duality gap computations
max_it = 100 # maximum number of iterations
L0 = 0.1
tol = 1e-5
intercept = False
pos = False
eta_g = np.array([1, 1, 1, 1, 1],dtype=myfloat)
groups = ssp.csc_matrix(np.array([[0, 0, 0, 1, 0],
[0, 0, 0, 0, 0],
[0, 0, 0, 0, 0],
[0, 0, 0, 0, 0],
[0, 0, 1, 0, 0]],dtype=np.bool),dtype=np.bool)
groups_var = ssp.csc_matrix(np.array([[1, 0, 0, 0, 0],
[1, 0, 0, 0, 0],
[1, 0, 0, 0, 0],
[1, 1, 0, 0, 0],
[0, 1, 0, 1, 0],
[0, 1, 0, 1, 0],
[0, 1, 0, 0, 1],
[0, 0, 0, 0, 1],
[0, 0, 0, 0, 1],
[0, 0, 1, 0, 0]],dtype=np.bool),dtype=np.bool)
graph = {'eta_g': eta_g,'groups' : groups,'groups_var' : groups_var}
verbose = True
X = np.asfortranarray(np.random.normal(size = (100,10)))
X = np.asfortranarray(X - np.tile(np.mean(X,0),(X.shape[0],1)),dtype=myfloat)
X = spams.normalize(X)
Y = np.asfortranarray(np.random.normal(size = (100,1)))
Y = np.asfortranarray(Y - np.tile(np.mean(Y,0),(Y.shape[0],1)),dtype=myfloat)
Y = spams.normalize(Y)
W0 = np.zeros((X.shape[1],Y.shape[1]),dtype=myfloat,order="FORTRAN")
# Regression experiments
# 100 regression problems with the same design matrix X.
print '\nVarious regression experiments'
compute_gram = True
#
print '\nFISTA + Regression graph'
loss = 'square'
regul = 'graph'
tic = time.time()
(W, optim_info) = spams.fistaGraph(
Y,X,W0,graph,True,numThreads = num_threads,verbose = verbose,
lambda1 = lambda1,it0 = it0,max_it = max_it,L0 = L0,tol = tol,
intercept = intercept,pos = pos,compute_gram = compute_gram,
loss = loss,regul = regul)
tac = time.time()
t = tac - tic
print 'mean loss: %f, mean relative duality_gap: %f, time: %f, number of iterations: %f' %(np.mean(optim_info[0,:]),np.mean(optim_info[2,:]),t,np.mean(optim_info[3,:]))
#
print '\nADMM + Regression graph'
admm = True
lin_admm = True
c = 1
delta = 1
tic = time.time()
(W, optim_info) = spams.fistaGraph(
Y,X,W0,graph,True,numThreads = num_threads,verbose = verbose,
lambda1 = lambda1,it0 = it0,max_it = max_it,L0 = L0,tol = tol,
intercept = intercept,pos = pos,compute_gram = compute_gram,
loss = loss,regul = regul,admm = admm,lin_admm = lin_admm,c = c,delta = delta)
tac = time.time()
t = tac - tic
print 'mean loss: %f, mean relative duality_gap: %f, time: %f, number of iterations: %f' %(np.mean(optim_info[0,:]),np.mean(optim_info[2,:]),t,np.mean(optim_info[3,:]))
#
admm = False
max_it = 5
it0 = 1
tic = time.time()
(W, optim_info) = spams.fistaGraph(
Y,X,W0,graph,True,numThreads = num_threads,verbose = verbose,
lambda1 = lambda1,it0 = it0,max_it = max_it,L0 = L0,tol = tol,
intercept = intercept,pos = pos,compute_gram = compute_gram,
loss = loss,regul = regul,admm = admm,lin_admm = lin_admm,c = c,delta = delta)
tac = time.time()
t = tac - tic
print 'mean loss: %f, mean relative duality_gap: %f, time: %f, number of iterations: %f' %(np.mean(optim_info[0,:]),np.mean(optim_info[2,:]),t,np.mean(optim_info[3,:]))
#
# works also with non graph-structured regularization. graph is ignored
print '\nFISTA + Regression Fused-Lasso'
regul = 'fused-lasso'
lambda2 = 0.01
lambda3 = 0.01
tic = time.time()
(W, optim_info) = spams.fistaGraph(
Y,X,W0,graph,True,numThreads = num_threads,verbose = verbose,
lambda1 = lambda1,it0 = it0,max_it = max_it,L0 = L0,tol = tol,
intercept = intercept,pos = pos,compute_gram = compute_gram,
loss = loss,regul = regul,admm = admm,lin_admm = lin_admm,c = c,
lambda2 = lambda2,lambda3 = lambda3,delta = delta)
tac = time.time()
t = tac - tic
print 'mean loss: %f, time: %f, number of iterations: %f' %(np.mean(optim_info[0,:]),t,np.mean(optim_info[3,:]))
#
print '\nFISTA + Regression graph with intercept'
regul = 'graph'
intercept = True
tic = time.time()
(W, optim_info) = spams.fistaGraph(
Y,X,W0,graph,True,numThreads = num_threads,verbose = verbose,
lambda1 = lambda1,it0 = it0,max_it = max_it,L0 = L0,tol = tol,
intercept = intercept,pos = pos,compute_gram = compute_gram,
loss = loss,regul = regul,admm = admm,lin_admm = lin_admm,c = c,
lambda2 = lambda2,lambda3 = lambda3,delta = delta)
tac = time.time()
t = tac - tic
print 'mean loss: %f, mean relative duality_gap: %f, time: %f, number of iterations: %f' %(np.mean(optim_info[0,:]),np.mean(optim_info[2,:]),t,np.mean(optim_info[3,:]))
intercept = False
# Classification
print '\nOne classification experiment'
Y = np.asfortranarray( 2 * np.asfortranarray(np.random.normal(size = (100,Y.shape[1])) > 0,dtype = myfloat) -1)
print '\nFISTA + Logistic + graph-linf'
loss = 'logistic'
regul = 'graph'
lambda1 = 0.01
tic = time.time()
(W, optim_info) = spams.fistaGraph(
Y,X,W0,graph,True,numThreads = num_threads,verbose = verbose,
lambda1 = lambda1,it0 = it0,max_it = max_it,L0 = L0,tol = tol,
intercept = intercept,pos = pos,compute_gram = compute_gram,
loss = loss,regul = regul,admm = admm,lin_admm = lin_admm,c = c,
lambda2 = lambda2,lambda3 = lambda3,delta = delta)
tac = time.time()
t = tac - tic
print 'mean loss: %f, mean relative duality_gap: %f, time: %f, number of iterations: %f' %(np.mean(optim_info[0,:]),np.mean(optim_info[2,:]),t,np.mean(optim_info[3,:]))
#
# can be used of course with other regularization functions, intercept,...
# Multi-Class classification
Y = np.asfortranarray(np.ceil(5 * np.random.random(size = (100,Y.shape[1]))) - 1,dtype=myfloat)
loss = 'multi-logistic'
regul = 'graph'
print '\nFISTA + Multi-Class Logistic + graph'
nclasses = np.max(Y) + 1
W0 = np.zeros((X.shape[1],nclasses * Y.shape[1]),dtype=myfloat,order="FORTRAN")
tic = time.time()
(W, optim_info) = spams.fistaGraph(
Y,X,W0,graph,True,numThreads = num_threads,verbose = verbose,
lambda1 = lambda1,it0 = it0,max_it = max_it,L0 = L0,tol = tol,
intercept = intercept,pos = pos,compute_gram = compute_gram,
loss = loss,regul = regul,admm = admm,lin_admm = lin_admm,c = c,
lambda2 = lambda2,lambda3 = lambda3,delta = delta)
tac = time.time()
t = tac - tic
print 'mean loss: %f, mean relative duality_gap: %f, time: %f, number of iterations: %f' %(np.mean(optim_info[0,:]),np.mean(optim_info[2,:]),t,np.mean(optim_info[3,:]))
#
# can be used of course with other regularization functions, intercept,...
# Multi-Task regression
Y = np.asfortranarray(np.random.normal(size = (100,Y.shape[1])))
Y = np.asfortranarray(Y - np.tile(np.mean(Y,0),(Y.shape[0],1)),dtype=myfloat)
Y = spams.normalize(Y)
W0 = W0 = np.zeros((X.shape[1],Y.shape[1]),dtype=myfloat,order="FORTRAN")
compute_gram = False
verbose = True
loss = 'square'
print '\nFISTA + Regression multi-task-graph'
regul = 'multi-task-graph'
lambda2 = 0.01
tic = time.time()
(W, optim_info) = spams.fistaGraph(
Y,X,W0,graph,True,numThreads = num_threads,verbose = verbose,
lambda1 = lambda1,it0 = it0,max_it = max_it,L0 = L0,tol = tol,
intercept = intercept,pos = pos,compute_gram = compute_gram,
loss = loss,regul = regul,admm = admm,lin_admm = lin_admm,c = c,
lambda2 = lambda2,lambda3 = lambda3,delta = delta)
tac = time.time()
t = tac - tic
print 'mean loss: %f, mean relative duality_gap: %f, time: %f, number of iterations: %f' %(np.mean(optim_info[0,:]),np.mean(optim_info[2,:]),t,np.mean(optim_info[3,:]))
#
# Multi-Task Classification
print '\nFISTA + Logistic + multi-task-graph'
regul = 'multi-task-graph'
lambda2 = 0.01
loss = 'logistic'
Y = np.asfortranarray( 2 * np.asfortranarray(np.random.normal(size = (100,Y.shape[1])) > 0,dtype = myfloat) -1)
tic = time.time()
(W, optim_info) = spams.fistaGraph(
Y,X,W0,graph,True,numThreads = num_threads,verbose = verbose,
lambda1 = lambda1,it0 = it0,max_it = max_it,L0 = L0,tol = tol,
intercept = intercept,pos = pos,compute_gram = compute_gram,
loss = loss,regul = regul,admm = admm,lin_admm = lin_admm,c = c,
lambda2 = lambda2,lambda3 = lambda3,delta = delta)
tac = time.time()
t = tac - tic
print 'mean loss: %f, mean relative duality_gap: %f, time: %f, number of iterations: %f' %(np.mean(optim_info[0,:]),np.mean(optim_info[2,:]),t,np.mean(optim_info[3,:]))
# Multi-Class + Multi-Task Regularization
verbose = False
print '\nFISTA + Multi-Class Logistic +multi-task-graph'
Y = np.asfortranarray(np.ceil(5 * np.random.random(size = (100,Y.shape[1]))) - 1,dtype=myfloat)
loss = 'multi-logistic'
regul = 'multi-task-graph'
nclasses = np.max(Y) + 1
W0 = np.zeros((X.shape[1],nclasses * Y.shape[1]),dtype=myfloat,order="FORTRAN")
tic = time.time()
(W, optim_info) = spams.fistaGraph(
Y,X,W0,graph,True,numThreads = num_threads,verbose = verbose,
lambda1 = lambda1,it0 = it0,max_it = max_it,L0 = L0,tol = tol,
intercept = intercept,pos = pos,compute_gram = compute_gram,
loss = loss,regul = regul,admm = admm,lin_admm = lin_admm,c = c,
lambda2 = lambda2,lambda3 = lambda3,delta = delta)
tac = time.time()
t = tac - tic
print 'mean loss: %f, mean relative duality_gap: %f, time: %f, number of iterations: %f' %(np.mean(optim_info[0,:]),np.mean(optim_info[2,:]),t,np.mean(optim_info[3,:]))
# can be used of course with other regularization functions, intercept,...
return None
def test_fistaGraph():
np.random.seed(0)
num_threads = -1 # all cores (-1 by default)
verbose = False # verbosity, false by default
lambda1 = 0.1 # regularization ter
it0 = 1 # frequency for duality gap computations
max_it = 100 # maximum number of iterations
L0 = 0.1
tol = 1e-5
intercept = False
pos = False
eta_g = np.array([1, 1, 1, 1, 1], dtype=myfloat)
groups = ssp.csc_matrix(np.array([[0, 0, 0, 1, 0],
[0, 0, 0, 0, 0],
[0, 0, 0, 0, 0],
[0, 0, 0, 0, 0],
[0, 0, 1, 0, 0]], dtype=np.bool), dtype=np.bool)
groups_var = ssp.csc_matrix(np.array([[1, 0, 0, 0, 0],
[1, 0, 0, 0, 0],
[1, 0, 0, 0, 0],
[1, 1, 0, 0, 0],
[0, 1, 0, 1, 0],
[0, 1, 0, 1, 0],
[0, 1, 0, 0, 1],
[0, 0, 0, 0, 1],
[0, 0, 0, 0, 1],
[0, 0, 1, 0, 0]], dtype=np.bool), dtype=np.bool)
graph = {'eta_g': eta_g, 'groups': groups, 'groups_var': groups_var}
verbose = True
X = np.asfortranarray(np.random.normal(size=(100, 10)))
X = np.asfortranarray(
X - np.tile(np.mean(X, 0), (X.shape[0], 1)), dtype=myfloat)
X = spams.normalize(X)
Y = np.asfortranarray(np.random.normal(size=(100, 1)))
Y = np.asfortranarray(
Y - np.tile(np.mean(Y, 0), (Y.shape[0], 1)), dtype=myfloat)
Y = spams.normalize(Y)
W0 = np.zeros((X.shape[1], Y.shape[1]), dtype=myfloat, order="F")
# Regression experiments
# 100 regression problems with the same design matrix X.
print('\nVarious regression experiments')
compute_gram = True
#
print('\nFISTA + Regression graph')
loss = 'square'
regul = 'graph'
tic = time.time()
(W, optim_info) = spams.fistaGraph(
Y, X, W0, graph, True, numThreads=num_threads, verbose=verbose,
lambda1=lambda1, it0=it0, max_it=max_it, L0=L0, tol=tol,
intercept=intercept, pos=pos, compute_gram=compute_gram,
loss=loss, regul=regul)
tac = time.time()
t = tac - tic
print('mean loss: %f, mean relative duality_gap: %f, time: %f, number of iterations: %f' % (
np.mean(optim_info[0, :]), np.mean(optim_info[2, :]), t, np.mean(optim_info[3, :])))
#
print('\nADMM + Regression graph')
admm = True
lin_admm = True
c = 1
delta = 1
tic = time.time()
(W, optim_info) = spams.fistaGraph(
Y, X, W0, graph, True, numThreads=num_threads, verbose=verbose,
lambda1=lambda1, it0=it0, max_it=max_it, L0=L0, tol=tol,
intercept=intercept, pos=pos, compute_gram=compute_gram,
loss=loss, regul=regul, admm=admm, lin_admm=lin_admm, c=c, delta=delta)
tac = time.time()
t = tac - tic
print('mean loss: %f, mean relative duality_gap: %f, time: %f, number of iterations: %f' % (
np.mean(optim_info[0, :]), np.mean(optim_info[2, :]), t, np.mean(optim_info[3, :])))
#
admm = False
max_it = 5
it0 = 1
tic = time.time()
(W, optim_info) = spams.fistaGraph(
Y, X, W0, graph, True, numThreads=num_threads, verbose=verbose,
lambda1=lambda1, it0=it0, max_it=max_it, L0=L0, tol=tol,
intercept=intercept, pos=pos, compute_gram=compute_gram,
loss=loss, regul=regul, admm=admm, lin_admm=lin_admm, c=c, delta=delta)
tac = time.time()
t = tac - tic
print('mean loss: %f, mean relative duality_gap: %f, time: %f, number of iterations: %f' % (
np.mean(optim_info[0, :]), np.mean(optim_info[2, :]), t, np.mean(optim_info[3, :])))
#
# works also with non graph-structured regularization. graph is ignored
print('\nFISTA + Regression Fused-Lasso')
regul = 'fused-lasso'
lambda2 = 0.01
lambda3 = 0.01
tic = time.time()
(W, optim_info) = spams.fistaGraph(
Y, X, W0, graph, True, numThreads=num_threads, verbose=verbose,
lambda1=lambda1, it0=it0, max_it=max_it, L0=L0, tol=tol,
intercept=intercept, pos=pos, compute_gram=compute_gram,
loss=loss, regul=regul, admm=admm, lin_admm=lin_admm, c=c,
lambda2=lambda2, lambda3=lambda3, delta=delta)
tac = time.time()
t = tac - tic
print('mean loss: %f, time: %f, number of iterations: %f' %
(np.mean(optim_info[0, :]), t, np.mean(optim_info[3, :])))
#
print('\nFISTA + Regression graph with intercept')
regul = 'graph'
intercept = True
tic = time.time()
(W, optim_info) = spams.fistaGraph(
Y, X, W0, graph, True, numThreads=num_threads, verbose=verbose,
lambda1=lambda1, it0=it0, max_it=max_it, L0=L0, tol=tol,
intercept=intercept, pos=pos, compute_gram=compute_gram,
loss=loss, regul=regul, admm=admm, lin_admm=lin_admm, c=c,
lambda2=lambda2, lambda3=lambda3, delta=delta)
tac = time.time()
t = tac - tic
print('mean loss: %f, mean relative duality_gap: %f, time: %f, number of iterations: %f' % (
np.mean(optim_info[0, :]), np.mean(optim_info[2, :]), t, np.mean(optim_info[3, :])))
intercept = False
# Classification
print('\nOne classification experiment')
Y = np.asfortranarray(
2 * np.asfortranarray(np.random.normal(size=(100, Y.shape[1])) > 0, dtype=myfloat) - 1)
print('\nFISTA + Logistic + graph-linf')
loss = 'logistic'
regul = 'graph'
lambda1 = 0.01
tic = time.time()
(W, optim_info) = spams.fistaGraph(
Y, X, W0, graph, True, numThreads=num_threads, verbose=verbose,
lambda1=lambda1, it0=it0, max_it=max_it, L0=L0, tol=tol,
intercept=intercept, pos=pos, compute_gram=compute_gram,
loss=loss, regul=regul, admm=admm, lin_admm=lin_admm, c=c,
lambda2=lambda2, lambda3=lambda3, delta=delta)
tac = time.time()
t = tac - tic
print('mean loss: %f, mean relative duality_gap: %f, time: %f, number of iterations: %f' % (
np.mean(optim_info[0, :]), np.mean(optim_info[2, :]), t, np.mean(optim_info[3, :])))
#
# can be used of course with other regularization functions, intercept,...
# Multi-Class classification
Y = np.asfortranarray(
np.ceil(5 * np.random.random(size=(100, Y.shape[1]))) - 1, dtype=myfloat)
loss = 'multi-logistic'
regul = 'graph'
print('\nFISTA + Multi-Class Logistic + graph')
nclasses = np.max(Y) + 1
W0 = np.zeros((X.shape[1], int(nclasses) * Y.shape[1]),
dtype=myfloat, order="F")
tic = time.time()
(W, optim_info) = spams.fistaGraph(
Y, X, W0, graph, True, numThreads=num_threads, verbose=verbose,
lambda1=lambda1, it0=it0, max_it=max_it, L0=L0, tol=tol,
intercept=intercept, pos=pos, compute_gram=compute_gram,
loss=loss, regul=regul, admm=admm, lin_admm=lin_admm, c=c,
lambda2=lambda2, lambda3=lambda3, delta=delta)
tac = time.time()
t = tac - tic
print('mean loss: %f, mean relative duality_gap: %f, time: %f, number of iterations: %f' % (
np.mean(optim_info[0, :]), np.mean(optim_info[2, :]), t, np.mean(optim_info[3, :])))
#
# can be used of course with other regularization functions, intercept,...
# Multi-Task regression
Y = np.asfortranarray(np.random.normal(size=(100, Y.shape[1])))
Y = np.asfortranarray(
Y - np.tile(np.mean(Y, 0), (Y.shape[0], 1)), dtype=myfloat)
Y = spams.normalize(Y)
W0 = W0 = np.zeros((X.shape[1], Y.shape[1]), dtype=myfloat, order="F")
compute_gram = False
verbose = True
loss = 'square'
print('\nFISTA + Regression multi-task-graph')
regul = 'multi-task-graph'
lambda2 = 0.01
tic = time.time()
(W, optim_info) = spams.fistaGraph(
Y, X, W0, graph, True, numThreads=num_threads, verbose=verbose,
lambda1=lambda1, it0=it0, max_it=max_it, L0=L0, tol=tol,
intercept=intercept, pos=pos, compute_gram=compute_gram,
loss=loss, regul=regul, admm=admm, lin_admm=lin_admm, c=c,
lambda2=lambda2, lambda3=lambda3, delta=delta)
tac = time.time()
t = tac - tic
print('mean loss: %f, mean relative duality_gap: %f, time: %f, number of iterations: %f' % (
np.mean(optim_info[0, :]), np.mean(optim_info[2, :]), t, np.mean(optim_info[3, :])))
#
# Multi-Task Classification
print('\nFISTA + Logistic + multi-task-graph')
regul = 'multi-task-graph'
lambda2 = 0.01
loss = 'logistic'
Y = np.asfortranarray(
2 * np.asfortranarray(np.random.normal(size=(100, Y.shape[1])) > 0, dtype=myfloat) - 1)
tic = time.time()
(W, optim_info) = spams.fistaGraph(
Y, X, W0, graph, True, numThreads=num_threads, verbose=verbose,
lambda1=lambda1, it0=it0, max_it=max_it, L0=L0, tol=tol,
intercept=intercept, pos=pos, compute_gram=compute_gram,
loss=loss, regul=regul, admm=admm, lin_admm=lin_admm, c=c,
lambda2=lambda2, lambda3=lambda3, delta=delta)
tac = time.time()
t = tac - tic
print('mean loss: %f, mean relative duality_gap: %f, time: %f, number of iterations: %f' % (
np.mean(optim_info[0, :]), np.mean(optim_info[2, :]), t, np.mean(optim_info[3, :])))
# Multi-Class + Multi-Task Regularization
verbose = False
print('\nFISTA + Multi-Class Logistic +multi-task-graph')
Y = np.asfortranarray(
np.ceil(5 * np.random.random(size=(100, Y.shape[1]))) - 1, dtype=myfloat)
loss = 'multi-logistic'
regul = 'multi-task-graph'
nclasses = np.max(Y) + 1
W0 = np.zeros((X.shape[1], int(nclasses) * Y.shape[1]),
dtype=myfloat, order="F")
tic = time.time()
(W, optim_info) = spams.fistaGraph(
Y, X, W0, graph, True, numThreads=num_threads, verbose=verbose,
lambda1=lambda1, it0=it0, max_it=max_it, L0=L0, tol=tol,
intercept=intercept, pos=pos, compute_gram=compute_gram,
loss=loss, regul=regul, admm=admm, lin_admm=lin_admm, c=c,
lambda2=lambda2, lambda3=lambda3, delta=delta)
tac = time.time()
t = tac - tic
print('mean loss: %f, mean relative duality_gap: %f, time: %f, number of iterations: %f' % (
np.mean(optim_info[0, :]), np.mean(optim_info[2, :]), t, np.mean(optim_info[3, :])))
# can be used of course with other regularization functions, intercept,...
return None
def _call(self, x, y, w0):
w = spams.fistaGraph(y, x, w0, self.graph, False, **self.params)
return w
