def RunLARSShogun(q): totalTimer = Timer() # Load input dataset. try: Log.Info("Loading dataset", self.verbose) inputData = np.genfromtxt(self.dataset[0], delimiter=',') responsesData = np.genfromtxt(self.dataset[1], delimiter=',') inputFeat = RealFeatures(inputData.T) responsesFeat = RegressionLabels(responsesData) # Get all the parameters. lambda1 = re.search("-l (\d+)", options) lambda1 = 0.0 if not lambda1 else int(lambda1.group(1)) with totalTimer: # Perform LARS. model = LeastAngleRegression(False) model.set_max_l1_norm(lambda1) model.set_labels(responsesFeat) model.train(inputFeat) model.get_w(model.get_path_size() - 1) except Exception as e: q.put(-1) return -1 time = totalTimer.ElapsedTime() q.put(time) return time
yall = Xall[:, 0] + Xall[:, 1] + Xall[:, 2] + 2 * np.random.randn(n) X = Xall[0:ntrain, :] y = yall[0:ntrain] Xtest = Xall[ntrain:, :] ytest = yall[ntrain:] # preprocess data for i in xrange(p): X[:, i] -= np.mean(X[:, i]) X[:, i] /= np.linalg.norm(X[:, i]) y -= np.mean(y) # train LASSO LeastAngleRegression = LeastAngleRegression() LeastAngleRegression.set_labels(RegressionLabels(y)) LeastAngleRegression.train(RealFeatures(X.T)) # train ordinary LSR if use_ridge: lsr = LinearRidgeRegression(0.01, RealFeatures(X.T), Labels(y)) lsr.train() else: lsr = LeastSquaresRegression() lsr.set_labels(RegressionLabels(y)) lsr.train(RealFeatures(X.T)) # gather LASSO path path = np.zeros((p, LeastAngleRegression.get_path_size())) for i in xrange(path.shape[1]):
X = Xall[0:ntrain,:] y = yall[0:ntrain] Xtest = Xall[ntrain:,:] ytest = yall[ntrain:] # preprocess data for i in xrange(p): X[:,i] -= np.mean(X[:,i]) X[:,i] /= np.linalg.norm(X[:,i]) y -= np.mean(y) # train LASSO LeastAngleRegression = LeastAngleRegression() LeastAngleRegression.set_labels(Labels(y)) LeastAngleRegression.train(RealFeatures(X.T)) # train ordinary LSR if use_ridge: lsr = LinearRidgeRegression(0.01, RealFeatures(X.T), Labels(y)) lsr.train() else: lsr = LeastSquaresRegression() lsr.set_labels(Labels(y)) lsr.train(RealFeatures(X.T)) # gather LASSO path path = np.zeros((p, LeastAngleRegression.get_path_size())) for i in xrange(path.shape[1]): path[:,i] = LeastAngleRegression.get_w(i)
def RunLARSShogun(q): totalTimer = Timer() # Load input dataset. try: Log.Info("Loading dataset", self.verbose) inputData = np.genfromtxt(self.dataset[0], delimiter=',') responsesData = np.genfromtxt(self.dataset[1], delimiter=',') inputFeat = RealFeatures(inputData.T) responsesFeat = RegressionLabels(responsesData) # Get all the parameters. lambda1 = re.search("-l (\d+)", options) lambda1 = 0.0 if not lambda1 else int(lambda1.group(1)) with totalTimer: # Perform LARS. model = LeastAngleRegression(False) model.set_max_l1_norm(lambda1) model.set_labels(responsesFeat) model.train(inputFeat) model.get_w(model.get_path_size() - 1) except Exception as e: q.put(-1) return -1 time = totalTimer.ElapsedTime() q.put(time) return time