def mult_test(*args):
print 'mult'
size = (2000, 2000)
X = np.random.uniform(-1, 1, size)
tic()
XX = X.T.dot(X)
toc()
def _run_experiment_args(self, results_file, data_and_splits, method_results, i_labels, split):
num_labels = self.configs.num_labels[i_labels]
s = str(num_labels) + '-' + str(split)
curr_results = _load_temp_split_file(results_file, num_labels, split)
if curr_results:
return curr_results
if mpi_utility.is_master():
timer.tic()
#print 'num_labels-split: ' + s
temp_file_name = _temp_split_file_name(results_file, num_labels, split)
temp_dir_root = helper_functions.remove_suffix(temp_file_name, '.pkl')
temp_dir = temp_dir_root + '/CV-temp/'
curr_data = data_and_splits.get_split(split, num_labels)
learner = self.configs.learner
curr_learner = copy.deepcopy(learner)
curr_learner.split_idx_str = s
curr_learner.temp_dir = temp_dir
curr_results = curr_learner.train_and_test(curr_data)
if mpi_utility.is_group_master():
helper_functions.save_object(_temp_split_file_name(results_file,num_labels,split),curr_results)
helper_functions.delete_dir_if_exists(temp_dir_root)
instance_subset = learner.configs.instance_subset
results_features = learner.configs.results_features
test_error_to_print = 'is_train'
if mpi_utility.is_group_master():
if hasattr(curr_learner, 'best_params'):
print s + '-' + str(curr_learner.best_params) + ' Error: ' + \
str(curr_results.compute_error(self.configs.loss_function, results_features, test_error_to_print))
else:
print s + ' Done'
if mpi_utility.is_master():
timer.toc()
return curr_results
def mult_test(*args):
print 'mult'
size = (2000, 2000)
X = np.random.uniform(-1, 1, size)
tic()
XX = X.T.dot(X)
toc()
def nystrom_woodbury_laplacian(X,
lamb,
perc_columns,
W=None,
C=None,
D=None,
v=None):
lamb = float(lamb)
timing_test = False
if timing_test:
tic()
if W is None or C is None:
W, C = nystrom(X, perc_columns)
#W_inv = np.linalg.pinv(W)
#X_n = X.shape[0]
d = X.sum(1)
dl_inv = 1 / (d + lamb)
inv_approx = None
vProd = None
fast_solver = True
if fast_solver:
CTA = C.T * dl_inv
B_inv = np.linalg.pinv(-W + CTA.dot(C))
if v is not None:
assert False, 'Make sure this works'
v1 = CTA.dot(v)
v2 = B_inv.dot(v1)
v3 = -C.dot(v2)
v4 = v3 + v
v5 = dl_inv * v4
vProd = v5
else:
T = -C.dot(B_inv).dot(CTA)
T[np.diag_indices_from(T)] += 1
inv_approx = dl_inv[:, None] * T
'''
vProd = inv_approx.dot(v)
err = norm(vProd - v5) / norm(vProd)
print str(err)
print ''
'''
else:
A_inv = np.diag(1 / (d + lamb))
CTA = C.T.dot(A_inv)
B_inv = np.linalg.pinv(-W + CTA.dot(C))
inv_approx = A_inv - A_inv.dot(C).dot(B_inv).dot(CTA)
#inv_approx = A_inv.dot(np.eye(A_inv.shape[0]) - C.dot(B_inv).dot(CTA))
'''
'''
#print 'optimized approx error: ' + str(norm(inv_approx-inv_approx2))
if timing_test:
toc()
tic()
inv_actual = np.linalg.inv(lamb * np.eye(X.shape[0]) + np.diag(d) - X)
print 'Nystrom-Woodbery error: ' + str(
norm(inv_approx - inv_actual) / norm(inv_actual))
toc()
return inv_approx, vProd
def normal_test(*args):
n = 5000
p = 2000
X = np.random.uniform(-1, 1, (n, p))
C = 1e-3
y = np.random.uniform(-1, 1, n)
tic()
A = X.T.dot(X) + C * np.eye(p)
k = X.T.dot(y)
w = np.linalg.solve(A, k)
toc()
def normal_test(*args):
n = 5000
p = 2000
X = np.random.uniform(-1, 1, (n, p))
C = 1e-3
y = np.random.uniform(-1, 1, n)
tic()
A = X.T.dot(X) + C*np.eye(p)
k = X.T.dot(y)
w = np.linalg.solve(A, k)
toc()
def cvx_test(*args):
n = 5000
p = 100
X = np.random.uniform(-1, 1, (n, p))
C = 1e-3
y = np.random.uniform(-1, 1, n)
w = cvx.Variable(p)
loss = cvx.sum_entries(cvx.square(X * w - y))
reg = cvx.norm2(w)**2
obj = cvx.Minimize(loss + C * reg)
prob = cvx.Problem(obj, [])
tic()
prob.solve(solver=cvx.SCS, verbose=False)
toc()
def cvx_test(*args):
n = 5000
p = 100
X = np.random.uniform(-1,1,(n,p))
C = 1e-3
y = np.random.uniform(-1,1, n)
w = cvx.Variable(p)
loss = cvx.sum_entries(cvx.square(X*w - y))
reg = cvx.norm2(w)**2
obj = cvx.Minimize(loss + C*reg)
prob = cvx.Problem(obj, [])
tic()
prob.solve(solver=cvx.SCS, verbose=False)
toc()
def run_main(num_labels=None, split_idx=None, no_viz=None, configs=None, comm=None):
import argparse
import sys
#print sys.argv
parser = argparse.ArgumentParser()
parser.add_argument('-num_labels', type=int)
parser.add_argument('-split_idx', type=int)
parser.add_argument('-no_viz', action='store_true')
arguments = parser.parse_args(sys.argv[1:])
if num_labels is not None:
arguments.num_labels = num_labels
if split_idx is not None:
arguments.split_idx = split_idx
if no_viz is not None:
arguments.no_viz = no_viz
configs_lib.comm = comm
if test_mpi:
from mpi4py import MPI
print str(MPI.COMM_WORLD.Get_rank()) + '-' + str(arguments.num_labels) + '-' + str(arguments.split_idx)
return
configs_lib.arguments = arguments
import warnings
#print 'Ignoring Deprecation Warnings'
warnings.filterwarnings("ignore",category=DeprecationWarning)
from mpi4py import MPI
comm = MPI.COMM_WORLD
if MPI.COMM_WORLD.Get_size() > 1:
if mpi_utility.is_group_master():
print '(' + socket.gethostname() + ')''Process ' + str(comm.Get_rank()) + ': Starting experiments...'
else:
print 'Starting experiments...'
if mpi_utility.is_group_master():
timer.tic()
if configs_lib.run_experiments:
run_experiments(configs)
if mpi_utility.is_group_master():
timer.toc()
if helper_functions.is_laptop():
import winsound
winsound.Beep(440, 1000)
if helper_functions.is_laptop() and not arguments.no_viz and MPI.COMM_WORLD.Get_size() == 1:
vis_configs = configs_lib.VisualizationConfigs()
if vis_configs.vis_table:
create_table()
else:
run_visualization()
A = X.T.dot(X) + C * np.eye(p)
k = X.T.dot(y)
w = np.linalg.solve(A, k)
toc()
def cvx_test(*args):
n = 5000
p = 100
X = np.random.uniform(-1, 1, (n, p))
C = 1e-3
y = np.random.uniform(-1, 1, n)
w = cvx.Variable(p)
loss = cvx.sum_entries(cvx.square(X * w - y))
reg = cvx.norm2(w)**2
obj = cvx.Minimize(loss + C * reg)
prob = cvx.Problem(obj, [])
tic()
prob.solve(solver=cvx.SCS, verbose=False)
toc()
if __name__ == '__main__':
comm = MPI.COMM_WORLD
is_master = comm.Get_rank() == 0
if is_master:
tic()
run_test()
if is_master:
toc()
def predict(self, data):
# d = data_lib.Data(np.expand_dims(data.source_y_pred, 1), data.y)
y_pred_source = data.source_y_pred
I = np.arange(y_pred_source.size)
if self.predict_sample is not None and self.predict_sample < y_pred_source.size:
I = np.random.choice(y_pred_source.size,
self.predict_sample,
replace=False)
if self.use_rbf:
#L = array_functions.make_laplacian(y_pred_source[I], self.sigma_tr)
W_source_pred = array_functions.make_rbf(y_pred_source[I],
self.sigma_tr)
if self.oracle_guidance is not None:
y = data.true_y[I]
n_y = y.size
num_to_sample = math.ceil(self.oracle_guidance * n_y**2)
rand_index1 = np.random.choice(n_y,
int(num_to_sample),
replace=True)
rand_index2 = np.random.choice(n_y,
int(num_to_sample),
replace=True)
if self.oracle_guidance_binary:
target_distances = array_functions.make_graph_distance(y)
distance_threshold = .2 * (y.max() - y.min())
W_source_pred[rand_index1, rand_index2] = target_distances[
rand_index1, rand_index2] <= distance_threshold
W_source_pred[rand_index2, rand_index1] = target_distances[
rand_index2, rand_index1] <= distance_threshold
else:
y_scaled = array_functions.normalize(y) * (
y_pred_source.max() - y_pred_source.min())
W_oracle_pred = array_functions.make_rbf(
y_scaled, self.sigma_tr)
W_source_pred[rand_index1,
rand_index2] = W_oracle_pred[rand_index1,
rand_index2]
W_source_pred[rand_index2,
rand_index1] = W_oracle_pred[rand_index2,
rand_index1]
W = array_functions.make_rbf(self.transform.transform(self.x),
self.sigma_nw,
x2=self.transform.transform(
data.x[I, :])).T
else:
assert self.oracle_guidance is None
k_L = int(self.sigma_tr * I.size)
#L = array_functions.make_laplacian_kNN(y_pred_source[I], k_L)
W_source_pred = array_functions.make_knn(y_pred_source[I], k_L)
k_W = int(self.sigma_nw * self.x.shape[0])
W = array_functions.make_knn(self.transform.transform(
data.x[I, :]),
k_W,
x2=self.transform.transform(self.x))
sparsify_prediction_graph = False
if self.use_prediction_graph_radius:
sparsify_prediction_graph = True
W_sparse = array_functions.make_graph_radius(
self.transform.transform(data.x[I, :]),
radius=self.radius,
)
if self.use_prediction_graph_sparsification:
sparsify_prediction_graph = True
W_sparse = array_functions.make_knn(self.transform.transform(
data.x[I, :]),
self.k_sparsification,
normalize_entries=False)
#W_L = array_functions.make_knn(y_pred_source[I], k_L)
if sparsify_prediction_graph:
W_source_pred = W_source_pred * W_sparse
S = array_functions.make_smoothing_matrix(W)
timing_test = False
C = self.C * self.x.shape[0] / W_source_pred[:].sum()
if self.nystrom_percentage > 0 or timing_test:
if timing_test:
tic()
Sy = S.dot(self.y)
if C != 0:
lamb = 1 / float(C)
f = None
tic()
inv_approx, _ = array_functions.nystrom_woodbury_laplacian(
W_source_pred, lamb, self.nystrom_percentage)
self.predict_time = toc()
#_, f2 = array_functions.nystrom_woodbury_laplacian(W_source_pred, lamb, self.nystrom_percentage, v=Sy)
if f is not None:
f *= lamb
else:
inv_approx *= lamb
f = inv_approx.dot(Sy)
else:
f = Sy
if timing_test:
toc()
if self.nystrom_percentage == 0 or self.nystrom_percentage is None or timing_test:
if timing_test:
tic()
L = array_functions.make_laplacian_with_W(W_source_pred,
normalized=False)
A = np.eye(I.size) + C * L
try:
tic()
f = np.linalg.lstsq(A, S.dot(self.y))[0]
self.predict_time = toc()
except:
print 'GraphTransferNW:predict failed, returning mean'
f = self.y.mean() * np.ones(data.true_y.shape)
if timing_test:
toc()
if timing_test:
A_inv = np.linalg.inv(A)
print 'approx error: ' + str(
norm(inv_approx - A_inv) / norm(A_inv))
o = results.Output(data)
if self.predict_sample is not None:
nw_data = data_lib.Data(data.x[I, :], f)
self.nw_learner.train_and_test(nw_data)
nw_output = self.nw_learner.predict(data)
o.y = nw_output.y
o.fu = nw_output.y
else:
o.y = f
o.fu = f
return o
continue
if comm.Get_rank() == 0:
timer.tic()
num_labels_list = list(
itertools.product(c.num_labels, range(c.num_splits)))
no_viz = False
pool.map(mpi_run_main_args,
[n + (
no_viz,
c,
) for n in num_labels_list])
pool.close()
if comm.Get_rank() == 0:
print 'TOTAL TIME:'
timer.toc()
main.run_main(configs=c)
else:
assert False, 'Use MPI instead!'
if use_multiprocessing_pool:
pool = multiprocessing_utility.LoggingPool(processes=pool_size)
pool.map(launch_subprocess_args, num_labels_list)
else:
for i in num_labels_list:
launch_subprocess_args(i)
comm = MPI.COMM_WORLD
if comm.Get_rank() == 0:
print 'TOTAL TIME:'
timer.toc()
main.run_main()
A = X.T.dot(X) + C*np.eye(p)
k = X.T.dot(y)
w = np.linalg.solve(A, k)
toc()
def cvx_test(*args):
n = 5000
p = 100
X = np.random.uniform(-1,1,(n,p))
C = 1e-3
y = np.random.uniform(-1,1, n)
w = cvx.Variable(p)
loss = cvx.sum_entries(cvx.square(X*w - y))
reg = cvx.norm2(w)**2
obj = cvx.Minimize(loss + C*reg)
prob = cvx.Problem(obj, [])
tic()
prob.solve(solver=cvx.SCS, verbose=False)
toc()
if __name__ == '__main__':
comm = MPI.COMM_WORLD
is_master = comm.Get_rank() == 0
if is_master:
tic()
run_test()
if is_master:
toc()
comm = MPI.COMM_WORLD
for c in batch_configs.config_list:
if results_exist(c):
if comm.Get_rank() == 0:
print 'Skipping: ' + c.results_file
continue
if comm.Get_rank() == 0:
timer.tic()
num_labels_list = list(itertools.product(c.num_labels, range(c.num_splits)))
no_viz = False
pool.map(mpi_run_main_args, [n + (no_viz, c, ) for n in num_labels_list])
pool.close()
if comm.Get_rank() == 0:
print 'TOTAL TIME:'
timer.toc()
main.run_main(configs=c)
else:
if use_multiprocessing_pool:
pool = multiprocessing_utility.LoggingPool(processes=pool_size)
pool.map(launch_subprocess_args, num_labels_list)
else:
for i in num_labels_list:
launch_subprocess_args(i)
comm = MPI.COMM_WORLD
if comm.Get_rank() == 0:
print 'TOTAL TIME:'
timer.toc()
main.run_main()
