school_info=inst,
ranking='pi_rescaled',
year_start=1970,
year_stop=2012,
year_step=1)
if args.validation: # if specified years are to be evaluated
hold_out = [int(year) for year in args.validation.split(',')]
testing_candidates, testing_jobs, testing_job_ranks = [], [], []
for i, year in enumerate(year_range):
if year in hold_out:
testing_candidates.append(candidate_pools[i])
testing_jobs.append(job_pools[i])
testing_job_ranks.append(job_ranks[i])
# Overwrite originals
candidate_pools, job_pools, job_ranks = testing_candidates, testing_jobs, testing_job_ranks
model = SigmoidModel(prob_function=args.prob_function)
simulator = SimulationEngine(candidate_pools, job_pools, job_ranks, inst, model, iters=1, reg=0)
if model.num_weights() > 0:
w = np.array([float(x) for x in args.weights.split(',')])
if len(w) != model.num_weights():
print len(w), model.num_weights()
raise ValueError('Invalid number of weights/model parameters!')
else:
w = None
for i in xrange(args.num_iters):
simulator.simulate(weights=w, ranking=args.ranking)
if year in hold_out:
testing_candidates.append(candidate_pools[i])
testing_jobs.append(job_pools[i])
testing_job_ranks.append(job_ranks[i])
else:
training_candidates.append(candidate_pools[i])
training_jobs.append(job_pools[i])
training_job_ranks.append(job_ranks[i])
# Find a decent starting place (using the training set)
simulator = SimulationEngine(training_candidates, training_jobs, training_job_ranks, inst, model, power=args.power, reg=args.reg, iters=20)
w0 = None
best_error = np.inf
for i in xrange(args.num_steps):
wtemp = np.random.randn(model.num_weights())
error = simulator.simulate(weights=wtemp)
if error < best_error:
w0 = wtemp.copy()
best_error = error
# Optimize from there (for the training set)
simulator = SimulationEngine(training_candidates, training_jobs, training_job_ranks, inst, model, power=args.power, reg=args.reg, iters=args.num_iters)
opt = {'maxiter':args.num_steps}
res = minimize(simulator.simulate, w0, method='Nelder-Mead', options=opt)
final_weights = res.x
print 'FINAL_WEIGHTS:', final_weights
# Compute test set error
simulator = SimulationEngine(testing_candidates, testing_jobs, testing_job_ranks, inst, model, power=args.power, reg=0., iters=args.num_iters)
final_error = simulator.simulate(weights=final_weights)
print 'FINAL_ERROR:', final_error
training_job_ranks.append(job_ranks[i])
# Find a decent starting place (using the training set)
simulator = SimulationEngine(training_candidates,
training_jobs,
training_job_ranks,
inst,
model,
power=args.power,
reg=args.reg,
iters=20)
w0 = None
best_error = np.inf
for i in xrange(args.num_steps):
wtemp = np.random.randn(model.num_weights())
error = simulator.simulate(weights=wtemp)
if error < best_error:
w0 = wtemp.copy()
best_error = error
# Optimize from there (for the training set)
simulator = SimulationEngine(training_candidates,
training_jobs,
training_job_ranks,
inst,
model,
power=args.power,
reg=args.reg,
iters=args.num_iters)
opt = {'maxiter': args.num_steps}
res = minimize(simulator.simulate, w0, method='Nelder-Mead', options=opt)
# Find a decent starting place
simulator = SimulationEngine(candidate_pools,
job_pools,
job_ranks,
inst,
model,
power=1,
reg=args.reg,
iters=20)
w0 = None
best_error = np.inf
for i in xrange(args.num_steps):
wtemp = 200 * (np.random.random(model.num_weights()) - 0.5
) # ~[-100, 100]
error = simulator.simulate(weights=wtemp)
if error < best_error:
w0 = wtemp.copy()
best_error = error
# Optimize from there
simulator = SimulationEngine(candidate_pools,
job_pools,
job_ranks,
inst,
model,
power=1,
reg=args.reg,
iters=args.num_iters)
opt = {'maxiter': args.num_steps}
res = minimize(simulator.simulate, w0, method='Nelder-Mead', options=opt)
if args.validation: # if specified years are to be evaluated
hold_out = [int(year) for year in args.validation.split(',')]
testing_candidates, testing_jobs, testing_job_ranks = [], [], []
for i, year in enumerate(year_range):
if year in hold_out:
testing_candidates.append(candidate_pools[i])
testing_jobs.append(job_pools[i])
testing_job_ranks.append(job_ranks[i])
# Overwrite originals
candidate_pools, job_pools, job_ranks = testing_candidates, testing_jobs, testing_job_ranks
model = SigmoidModel(prob_function=args.prob_function)
simulator = SimulationEngine(candidate_pools,
job_pools,
job_ranks,
inst,
model,
iters=1,
reg=0)
if model.num_weights() > 0:
w = np.array([float(x) for x in args.weights.split(',')])
if len(w) != model.num_weights():
print len(w), model.num_weights()
raise ValueError('Invalid number of weights/model parameters!')
else:
w = None
for i in xrange(args.num_iters):
simulator.simulate(weights=w, ranking=args.ranking)
if args.validation: # if specified years are to be left out
hold_out = [int(year) for year in args.validation.split(',')]
training_candidates, training_jobs, training_job_ranks = [], [], []
for i, year in enumerate(year_range):
if year not in hold_out:
training_candidates.append(candidate_pools[i])
training_jobs.append(job_pools[i])
training_job_ranks.append(job_ranks[i])
# Overwrite originals
candidate_pools, job_pools, job_ranks = training_candidates, training_jobs, training_job_ranks
model = SigmoidModel(prob_function=args.prob_function)
# Find a decent starting place
simulator = SimulationEngine(candidate_pools, job_pools, job_ranks, inst, model, power=1, reg=args.reg, iters=20)
w0 = None
best_error = np.inf
for i in xrange(args.num_steps):
wtemp = 200*(np.random.random(model.num_weights()) - 0.5) # ~[-100, 100]
error = simulator.simulate(weights=wtemp)
if error < best_error:
w0 = wtemp.copy()
best_error = error
# Optimize from there
simulator = SimulationEngine(candidate_pools, job_pools, job_ranks, inst, model, power=1, reg=args.reg, iters=args.num_iters)
opt = {'maxiter':args.num_steps}
res = minimize(simulator.simulate, w0, method='Nelder-Mead', options=opt)
print res
