def main(readcsv=read_csv, method='defaultDense'):
infile = "./data/batch/mse.csv"
# Read the data, let's have 3 independent variables
data = readcsv(infile, range(3))
dep_data = readcsv(infile, range(3, 4))
nVectors = data.shape[0]
# configure a MSE object
mse_algo = d4p.optimization_solver_mse(nVectors)
mse_algo.setup(data, dep_data)
# configure an AdaGrad object
lr = np.array([[1.0]], dtype=np.double)
niters = 1000
sgd_algo = d4p.optimization_solver_adagrad(mse_algo,
learningRate=lr,
accuracyThreshold=0.0000001,
nIterations=niters,
batchSize=1)
# finally do the computation
inp = np.array([[8], [2], [1], [4]], dtype=np.double)
res = sgd_algo.compute(inp)
# The AdaGrad result provides minimum and nIterations
assert res.minimum.shape == inp.shape and res.nIterations[0][0] <= niters
return res
def train(self, train_data, train_labels):
dtype = (np.float64 if self.dtype == "double" else np.float32)
optSolver = None
#create a solver
if self.optSolverParam['solverName'] == 'sgd':
lrs = np.array([[self.optSolverParam['solverLearningRate']]], dtype=dtype)
batchSize_ = int(self.optSolverParam['solverBatchSize'])
method = self.optSolverParam["solverMethod"]
if method == "defaultDense":
batchSize_ = 1
optSolver = d4p.optimization_solver_sgd(function = None, learningRateSequence = lrs,
method = method,
accuracyThreshold = dtype(self.optSolverParam['solverAccuracyThreshold']),
nIterations = int(self.optSolverParam['solverMaxIterations']),
batchSize = batchSize_
)
if self.optSolverParam['solverName'] == 'lbfgs':
sls = np.array([[self.optSolverParam['solverStepLength']]], dtype=dtype)
optSolver = d4p.optimization_solver_lbfgs(function = None,
stepLengthSequence=sls,
accuracyThreshold = dtype(self.optSolverParam['solverAccuracyThreshold']),
nIterations = int(self.optSolverParam['solverMaxIterations']),
batchSize = int(self.optSolverParam['solverBatchSize']),
correctionPairBatchSize = int(self.optSolverParam['solverCorrectionPairBatchSize']),
L = int(self.optSolverParam['solverL'])
)
if self.optSolverParam['solverName'] == 'adagrad':
lr = np.array([[self.optSolverParam['solverLearningRate']]], dtype=dtype)
optSolver = d4p.optimization_solver_adagrad(function = None,
learningRate=lr,
accuracyThreshold = dtype(self.optSolverParam['solverAccuracyThreshold']),
nIterations = int(self.optSolverParam['solverMaxIterations']),
batchSize = int(self.optSolverParam['solverBatchSize'])
)
train_alg = d4p.logistic_regression_training(nClasses = self.nClasses,
penaltyL1 = self.penaltyL1,
penaltyL2 = self.penaltyL2,
interceptFlag = self.interceptFlag,
fptype = self.dtype,
optimizationSolver = optSolver
)
self.trainingResult = train_alg.compute(train_data, train_labels)
return self