def learn_scoal_wrapper(**argv):
Z, W, rowAttr, colAttr, crossAttr, learner, params, \
train_loss, test_loss, \
num_cv, init_K, init_L, model_filename = read_options(**argv)
Z = Z.tocsr()
W = W.tocsr()
param = params[0]
I,J= sp.find(W)[:2]
num_data = len(I)
model = GeneralScoalModel()
model.set_attributes(rowAttr, colAttr, crossAttr)
#learn_scoal(model, Z, W, K, L, learner, param, train_loss, test_loss)
model.save(model_filename)
def model_selector(**argv):
''' select the best model from cv set and parameter options '''
# read data from input dict
Z, W, rowAttr, colAttr, crossAttr, learner, params, \
train_loss, test_loss, \
num_cv, init_K, init_L, model_filename = read_options(**argv)
save_validation_loss = defaultdict(list)
I,J= sp.find(W)[:2]
num_data = len(I)
for ix, (trainIdx, validationIdx) in enumerate(validSets(num_data, num_cv)):
if __debug__:
print '\nValidation set:',ix
# for each cv split
model = GeneralScoalModel()
model.set_attributes(rowAttr, colAttr, crossAttr)
train_I = I[trainIdx]
train_J = J[trainIdx]
validation_I = I[validationIdx]
validation_J = J[validationIdx]
Z_training = sp.coo_matrix((np.ravel(Z[(train_I, train_J)]), (train_I, train_J)), shape=Z.shape).tocsr()
W_training = sp.coo_matrix((np.ravel(W[(train_I, train_J)]), (train_I, train_J)), shape=W.shape).tocsr()
Z_validation = sp.coo_matrix((np.ravel(Z[(validation_I, validation_J)]), (validation_I, validation_J)), shape=Z.shape).tocsr()
W_validation = sp.coo_matrix((np.ravel(W[(validation_I, validation_J)]), (validation_I, validation_J)), shape=W.shape).tocsr()
# Do model selection
for jx, param in enumerate(params): # for each alpha parameter
if __debug__:
print 'parameter:', param
K = init_K
L = init_L
learn_scoal(model, Z, W_training, K, L, learner, param, train_loss, test_loss)
test_Z = np.ravel(Z[(validation_I, validation_J)])
validation_loss = model.test_loss(test_Z, model.predict(validation_I, validation_J) )
save_validation_loss[(jx, K, L)].append(validation_loss)
if __debug__:
print "Starting validation loss: %f" % (validation_loss,)
for _ in range(maxIterations):
row_test_model = model.copy()
row_split_validation_loss = test_row_split(row_test_model, Z_training, W_training, \
Z_validation, W_validation, K, \
L, learner, param, train_loss, test_loss)
save_validation_loss[(jx, K+1, L)].append(row_split_validation_loss)
col_test_model = model.copy()
col_split_validation_loss = test_col_split(col_test_model, Z_training, W_training, \
Z_validation, W_validation, K, \
L, learner, param, train_loss, test_loss)
save_validation_loss[(jx, K, L+1)].append(col_split_validation_loss)
if __debug__:
print "Row split loss: %f" % (row_split_validation_loss,)
print "Col split loss: %f" % (col_split_validation_loss,)
if row_split_validation_loss <= col_split_validation_loss and row_split_validation_loss < validation_loss:
K += 1
model = row_test_model
validation_loss = row_split_validation_loss
elif col_split_validation_loss < row_split_validation_loss and col_split_validation_loss < validation_loss:
L += 1
model = col_test_model
validation_loss = col_split_validation_loss
else:
break
if __debug__:
print "k: %d, l: %d" % (K, L)
print "Current validation loss: %f" % validation_loss
if __debug__:
print "Final k,l: %d,%d" % (K, L)
print "Final validation loss: %f" % validation_loss
save_validation_loss = dict(save_validation_loss)
if __debug__:
print "\nValidation losses"
for key, vals in save_validation_loss.iteritems():
print key, vals
print "\n"
''' Compute best parameter: Sort by length, then by -mean() i.e. longest then min(mean(error)) '''
sorted_loss = sorted( [ [ key, -np.array(val).mean(), len(val) ] for key, val in save_validation_loss.iteritems()] , key=itemgetter(2,1) )
best_loss = sorted_loss[-1]
best_loss[1] = -best_loss[1]
print "\nVALIDATION COMPLETE"
print "Selected parameter", params[best_loss[0][0]]
print "Selected K:%d, L:%d" % (best_loss[0][1], best_loss[0][2])
print "Mean validation error %f, with %d observations" % (best_loss[1], best_loss[2])
return best_loss, save_validation_loss
