def testGradient(): # Great success with subset test, train = utils.load_and_normalize_housing_set() df_full = pd.DataFrame(train) subset_size = 100 df = utils.train_subset(df_full, ['CRIM', 'TAX', 'B', 'MEDV'], n=subset_size) dfX = pd.DataFrame([df['CRIM'], df['TAX']]).transpose() print len(dfX) print dfX #raw_input() fit = gd.gradient(dfX, df['MEDV'].head(subset_size), .5, max_iterations=300) print 'read v fit' print len(dfX) print df['MEDV'].head(10) print fit data = gd.add_col(gd.pandas_to_data(dfX), 1) print np.dot(data, fit)
def k_folds_linear_gd(df_test, df_train, Y): k = 10 df_test = gd.pandas_to_data(df_test) k_folds = partition_folds(df_test, k) model = Model_w() theta = None for ki in range(k - 1): print "k fold is {}".format(k) data, truth = get_data_and_truth(k_folds[ki]) binary = True model.update(gd.gradient(data, np.array(truth), 0.00001, max_iterations=5, binary=binary)) print model.w if theta is None: theta, max_acc = get_best_theta(data, truth, model.w, binary, False) predict = gd.predict_data(data, model.w, binary, False, theta) error = mystats.get_error(predict, truth, binary) print "Error for fold {} is {} with theta = {}".format(k, error, theta) test, truth = get_data_and_truth(k_folds[k - 1]) predict = gd.predict_data(test, model.w, binary, False, theta) test_error = mystats.get_error(predict, truth, binary) return [error, test_error]