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authorPatrick Simianer <p@simianer.de>2016-07-05 11:01:46 +0200
committerPatrick Simianer <p@simianer.de>2016-07-05 11:01:46 +0200
commit2b1d7f881c19c4d4b5afae194e02d3300c7675d0 (patch)
tree5a06ee7de98640a39244b57bb369697176b44ebf /lin-reg
parent69949dda35c3ea21d8e926e5f0a596a0a0f61c6a (diff)
mv
Diffstat (limited to 'lin-reg')
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+#!/usr/bin/env ruby
+
+require 'zipf'
+require 'trollop'
+
+def read_data fn, scale
+ f = ReadFile.new fn
+ data = []
+ while line = f.gets
+ line.strip!
+ a = []
+ a << 1.0
+ tokenize(line).each { |i| a << i.to_f }
+ v = SparseVector.from_a a
+ data << v
+ end
+ if scale
+ data.map { |i| i.keys }.flatten.uniq.each { |k|
+ max = data.map { |i| i[k] }.max
+ data.each { |i| i[k] /= max }
+ }
+ end
+ return data
+end
+
+def main
+ conf = Trollop::options do
+ opt :input, "input data", :type => :string, :required => true
+ opt :output, "output data", :type => :string, :required => true
+ opt :learning_rate, "learning rate", :type => :float, :default => 0.07
+ opt :stop, "stopping criterion", :type => :int, :default => 100
+ opt :scale_features,"scale features", :type => :bool, :default => false, :short => '-t'
+ opt :show_loss, "show loss per iter", :type => :bool, :default => false
+ end
+ data = read_data conf[:input], conf[:scale_features]
+ zeros = [0.0]*data[0].size
+ t = ReadFile.readlines(conf[:output]).map{ |i| i.to_f }
+ model = SparseVector.new zeros
+ stop = 0
+ prev_model = nil
+ i = 0
+ while true
+ i += 1
+ u = SparseVector.new zeros
+ overall_loss = 0.0
+ data.each_with_index { |x,j|
+ loss = model.dot(x) - t[j]
+ overall_loss += loss**2
+ u += x * loss
+ }
+ STDERR.write "#{i} #{overall_loss/data.size}\n" if conf[:show_loss]
+ u *= conf[:learning_rate]*(1.0/t.size)
+ model -= u
+ if model.approx_eql? prev_model
+ stop += 1
+ else
+ stop = 0
+ end
+ break if stop==conf[:stop]
+ prev_model = model
+ end
+ tss = t.map{ |y| (y-t.mean)**2 }.sum
+ j = -1
+ rss = t.map{ |y| j+=1; (y-model.dot(data[j]))**2 }.sum
+ STDERR.write "ran for #{i} iterations\n R^2=#{1-(rss/tss)}\n"
+ puts model.to_s
+end
+
+main
+