def __init__(self, *spamsArgs, **spamsDict):
super(BatchBivariateLearner, self).__init__()
if spamsDict['loss'] is "square":
spamsDict['loss'] = "square-missing"
self.spamsArgs = spamsArgs;
self.spamsDict = BatchBivariateLearner.extractSPAMSArgs(
spamsDict
);
self.allParams = spamsDict
self.initDefaults()
self.elementsSeen = 0
self.Q = None
self.Y = None
self.intercept = spamsDict['intercept']
# self.initStrat = lambda shape: rand(*shape)
self.initStrat = self.allParams.get("initStrat",lambda shape: ones(shape)*0.1)
# self.initStrat = lambda shape: zeros(shape)
self.w = None
self.u = None
self.bias = None
self.changeEval = SumSquareEval(self)
class BatchBivariateLearner(OnlineLearner):
"""
For every X,Y pair, add to an existing set of X,Y and relearn the model from
scratch
All data recieved is collected and recompiled into a new numpy vector
every time. This gives best conceivable result for a linear system
given this optimisation scheme
"""
def __init__(self, *spamsArgs, **spamsDict):
super(BatchBivariateLearner, self).__init__()
if spamsDict['loss'] is "square":
spamsDict['loss'] = "square-missing"
self.spamsArgs = spamsArgs;
self.spamsDict = BatchBivariateLearner.extractSPAMSArgs(
spamsDict
);
self.allParams = spamsDict
self.initDefaults()
self.elementsSeen = 0
self.Q = None
self.Y = None
self.intercept = spamsDict['intercept']
# self.initStrat = lambda shape: rand(*shape)
self.initStrat = self.allParams.get("initStrat",lambda shape: ones(shape)*0.1)
# self.initStrat = lambda shape: zeros(shape)
self.w = None
self.u = None
self.bias = None
self.changeEval = SumSquareEval(self)
def initDefaults(self):
self.allParams["bivar_it0"] = self.allParams.get("bivar_it0",3)
self.allParams["bivar_tol"] = self.allParams.get("bivar_tol",1e-3)
self.allParams["bivar_max_it"] = self.allParams.get("bivar_max_it",10)
self.allParams["init_strat"] = self.allParams.get("initStrat",lambda shape: ones(shape)*0.1)
@classmethod
def extractSPAMSArgs(cls,params):
spamsArgs = inspect.getargspec(spams.fistaFlat)[0]
return dict([(key,value)
for key,value in params.items() if key in spamsArgs
])
def predict(self,X):
nTasks = self.u.shape[1]
Ypred = zeros((1,nTasks))
for t in range(nTasks):
dotproduct = u[:,t:t+1].T.dot(x).dot(w[:,t:t+1])[0,0]
if self.bias is not None: dotproduct += bias[0,t]
Ypred[0,t] = dotproduct
return Ypred
def process(self,X,Y):
if type(X) is list:
if self.elementsSeen is 0:
self.Q = X
self.Y = Y
elementsSeen = len(X)
else:
self.Q += X
self.Y = vstack((self.Y,Y))
elementsSeen += len(X)
else:
Xn = [X]
Yn = array(Y)
if self.elementsSeen is 0:
self.Q = Xn
self.Y = Yn
else:
self.Q += Xn
self.Y = vstack((self.Y,Yn))
self.elementsSeen += 1
Q = self.Q
Y = self.Y
def initW():
nwords = self.Q[0].shape[0]
W = self.initStrat((nwords,Y.shape[1]))
return ssp.csc_matrix(W)
def initU():
nusers = Q[0].shape[1]
U = self.initStrat((nusers,Y.shape[1]))
return ssp.csc_matrix(U)
U = initU()
W = initW()
bias = None
param = self.spamsDict
bivariter = 0
Y = np.asfortranarray(Y)
Yflat = reshape(self.Y, [multiply(*self.Y.shape),1])
Yflat = np.asfortranarray(Yflat)
"""
We expand Y s.t. the values of Y for each task t
are held in the diagonals of a t x t matrix whose
other values are NaN
"""
Yexpanded = ones(
(
multiply(*self.Y.shape),
self.Y.shape[1]
)
) * nan
for x in range(Y.shape[1]):
ind = x * Y.shape[0];
indnext = (x+1) *Y.shape[0];
Yexpanded[ind:indnext,x] = Y[:,x];
Yexpanded = np.asfortranarray(Yexpanded)
oldSSE = sys.float_info.max
ntasks = Y.shape[1]
if self.intercept:
bias = Y[0:1,:]
while True:
bivariter += 1
# W0 = initW()
# U0 = initU()
W0 = np.asfortranarray(W.copy().toarray() )
U0 = np.asfortranarray(U.copy().toarray() )
Vprime = ssp.vstack([
ssp.vstack([
U[:,x:x+1].T.dot(q.T) for q in Q
])
for x in range(ntasks)
])
# ipdb.set_trace()
if self.intercept:
Vprime = ssp.hstack([Vprime,ones((Vprime.shape[0],1))])
W0 = np.asfortranarray(vstack([W0,bias]))
# Vprime = np.asfortranarray(Vprime)
Vprime = ssp.csc_matrix(Vprime)
(W,optim_info) = spams.fistaFlat(Yexpanded,Vprime,W0,True,**param)
if self.intercept:
bias = W[-1:,:]
logging.debug("W bias: %s"%str(bias))
W = ssp.csc_matrix(W[:-1,:])
else:
W = ssp.csc_matrix(W)
Dprime = ssp.vstack([
ssp.vstack([
W[:,x:x+1].T.dot(q) for q in Q
])
for x in range(ntasks)
])
if self.intercept:
Dprime = ssp.hstack([Dprime,ones((Dprime.shape[0],1))])
U0 = np.asfortranarray(vstack([U0,bias]))
Dprime = ssp.csc_matrix(Dprime)
(U,optim_info) = spams.fistaFlat(Yexpanded,Dprime,U0,True,**param)
logging.debug("U step optim_info:\n%s"%optim_info)
if self.intercept:
bias = U[-1:,:]
logging.debug("U bias: %s"%str(bias))
U = ssp.csc_matrix(U[:-1,:])
else:
U = ssp.csc_matrix(U)
self.u = U
self.w = W
self.bias = bias
sumSSE = self.changeEval.evaluate(self.Q,self.Y)
logging.debug("This round's sumSSE: %2.9f"%sumSSE)
improv = abs(oldSSE - sumSSE)
oldSSE = sumSSE
# print "%d,%f"%(bivariter,sumSSE)
if bivariter > self.allParams['bivar_it0'] and\
(
bivariter > self.allParams['bivar_max_it'] or\
improv < self.allParams['bivar_tol']
):
logging.debug("Iteration: "+str(bivariter))
logging.debug("Improvment: "+str(improv))
# ipdb.set_trace()
# logging.debug("W sparcity: %2.2f"%self._sparcity(W))
# logging.debug("U sparcity: %2.2f"%self._sparcity(U))
break
return sumSSE