33 import daal.algorithms.optimization_solver
as optimization_solver
34 import daal.algorithms.optimization_solver.mse
35 import daal.algorithms.optimization_solver.sgd
36 import daal.algorithms.optimization_solver.iterative_solver
38 from daal.data_management
import (
39 DataSourceIface, FileDataSource, HomogenNumericTable, MergedNumericTable, NumericTableIface
42 utils_folder = os.path.realpath(os.path.abspath(os.path.dirname(os.path.dirname(__file__))))
43 if utils_folder
not in sys.path:
44 sys.path.insert(0, utils_folder)
45 from utils
import printNumericTable
47 datasetFileName = os.path.join(
'..',
'data',
'batch',
'mse.csv')
50 accuracyThreshold = 0.0000001
52 nIterations = halfNIterations * 2
56 startPoint = np.array([[8], [2], [1], [4]], dtype=np.float64)
58 if __name__ ==
"__main__":
61 dataSource = FileDataSource(datasetFileName,
62 DataSourceIface.notAllocateNumericTable,
63 DataSourceIface.doDictionaryFromContext)
66 data = HomogenNumericTable(nFeatures, 0, NumericTableIface.doNotAllocate)
67 dependentVariables = HomogenNumericTable(1, 0, NumericTableIface.doNotAllocate)
68 mergedData = MergedNumericTable(data, dependentVariables)
71 dataSource.loadDataBlock(mergedData)
73 nVectors = data.getNumberOfRows()
75 mseObjectiveFunction = optimization_solver.mse.Batch(nVectors)
76 mseObjectiveFunction.input.set(optimization_solver.mse.data, data)
77 mseObjectiveFunction.input.set(optimization_solver.mse.dependentVariables, dependentVariables)
80 sgdAlgorithm = optimization_solver.sgd.Batch(mseObjectiveFunction, method=optimization_solver.sgd.momentum)
83 sgdAlgorithm.input.setInput(optimization_solver.iterative_solver.inputArgument, HomogenNumericTable(startPoint))
84 sgdAlgorithm.parameter.learningRate = HomogenNumericTable(1, 1, NumericTableIface.doAllocate, learningRate)
85 sgdAlgorithm.parameter.nIterations = halfNIterations
86 sgdAlgorithm.parameter.accuracyThreshold = accuracyThreshold
87 sgdAlgorithm.parameter.batchSize = batchSize
88 sgdAlgorithm.parameter.optionalResultRequired =
True
92 res = sgdAlgorithm.compute()
95 printNumericTable(res.getResult(optimization_solver.iterative_solver.minimum),
"Minimum after first compute():")
96 printNumericTable(res.getResult(optimization_solver.iterative_solver.nIterations),
"Number of iterations performed:")
98 sgdAlgorithm.input.setInput(optimization_solver.iterative_solver.inputArgument, res.getResult(optimization_solver.iterative_solver.minimum))
99 sgdAlgorithm.input.setInput(optimization_solver.iterative_solver.optionalArgument, res.getResult(optimization_solver.iterative_solver.optionalResult))
101 res = sgdAlgorithm.compute()
103 printNumericTable(res.getResult(optimization_solver.iterative_solver.minimum),
"Minimum after second compute():")
104 printNumericTable(res.getResult(optimization_solver.iterative_solver.nIterations),
"Number of iterations performed:")