def fit(self, w0=None, verbose=0, fnpy='_'):
N, U, D = self.N, self.U, self.D
if verbose > 0:
t0 = time.time()
if verbose > 0:
print('\nC: %g, %g, p: %g' % (self.C1, self.C2, self.p))
num_vars = (U + N + 1) * D
if w0 is None:
np.random.seed(0)
if fnpy is not None:
try:
w0 = np.load(fnpy, allow_pickle=False)
print('Restore from %s' % fnpy)
except (IOError, ValueError):
w0 = 1e-3 * np.random.randn(num_vars)
else:
w0 = 1e-3 * np.random.randn(num_vars)
if w0.shape != (num_vars, ):
raise ValueError('ERROR: incorrect dimention for initial weights.')
try:
# f: callable(x, g, *args)
# LBFGS().minimize(f, x0, progress=progress, args=args)
optim = LBFGS()
optim.linesearch = 'wolfe'
optim.orthantwise_c = self.C2
optim.orthantwise_start = U * D # start index to compute L1 regularisation (included)
optim.orthantwise_end = w0.shape[
0] # end index to compute L1 regularisation (not included)
res = optim.minimize(objective,
w0,
progress,
args=(self.X, self.Y, self.C1, self.p,
self.cliques, self.data_helper, verbose,
fnpy))
self.V = res[:U * D].reshape(U, D)
self.W = res[U * D:(U + N) * D].reshape(N, D)
self.mu = res[(U + N) * D:]
assert self.mu.shape == (D, )
self.trained = True
except (LBFGSError, MemoryError) as err:
self.trained = False
sys.stderr.write('LBFGS failed: {0}\n'.format(err))
sys.stderr.flush()
if verbose > 0:
print('Training finished in %.1f seconds' % (time.time() - t0))
def fit(self, w0=None, verbose=0, fnpy='_'):
N, U, D = self.N, self.U, self.D
if verbose > 0:
t0 = time.time()
if verbose > 0:
print('\nC: %g, p: %g' % (self.C, self.p))
if w0 is not None:
assert w0.shape[0] == (U + N + 1) * D
else:
if fnpy is not None:
try:
w0 = np.load(fnpy, allow_pickle=False)
assert w0.shape[0] == (U + N + 1) * D
print('Restore from %s' % fnpy)
except (IOError, ValueError):
w0 = np.zeros((U + N + 1) * D)
try:
# f: callable(x, g, *args)
# LBFGS().minimize(f, x0, progress=progress, args=args)
optim = LBFGS()
optim.linesearch = 'wolfe'
optim.orthantwise_c = self.C
optim.orthantwise_start = (U + 1) * D # start index to compute L1 regularisation (included)
optim.orthantwise_end = w0.shape[0] # end index to compute L1 regularisation (not included)
res = optim.minimize(objective_L1, w0, progress,
args=(self.X, self.Y, self.C, self.p, self.cliques, self.data_helper, verbose, fnpy))
self.mu = res[:D]
self.V = res[D:(U + 1) * D].reshape(U, D)
self.W = res[(U + 1) * D:].reshape(N, D)
self.trained = True
except (LBFGSError, MemoryError) as err:
self.trained = False
sys.stderr.write('LBFGS failed: {0}\n'.format(err))
sys.stderr.flush()
if verbose > 0:
print('Training finished in %.1f seconds' % (time.time() - t0))
