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
54 initialPoint = np.array([[8], [2], [1], [4]], dtype=np.float64)
56 if __name__ ==
"__main__":
59 dataSource = FileDataSource(datasetFileName,
60 DataSourceIface.notAllocateNumericTable,
61 DataSourceIface.doDictionaryFromContext)
64 data = HomogenNumericTable(nFeatures, 0, NumericTableIface.doNotAllocate)
65 dependentVariables = HomogenNumericTable(1, 0, NumericTableIface.doNotAllocate)
66 mergedData = MergedNumericTable(data, dependentVariables)
69 dataSource.loadDataBlock(mergedData)
71 nVectors = data.getNumberOfRows()
73 mseObjectiveFunction = optimization_solver.mse.Batch(nVectors)
74 mseObjectiveFunction.input.set(optimization_solver.mse.data, data)
75 mseObjectiveFunction.input.set(optimization_solver.mse.dependentVariables, dependentVariables)
78 sgdMomentumAlgorithm = optimization_solver.sgd.Batch(mseObjectiveFunction, method=optimization_solver.sgd.momentum)
81 sgdMomentumAlgorithm.input.setInput(optimization_solver.iterative_solver.inputArgument,
82 HomogenNumericTable(initialPoint))
83 sgdMomentumAlgorithm.parameter.learningRateSequence = HomogenNumericTable(1, 1, NumericTableIface.doAllocate,
85 sgdMomentumAlgorithm.parameter.nIterations = nIterations
86 sgdMomentumAlgorithm.parameter.batchSize = batchSize
87 sgdMomentumAlgorithm.parameter.accuracyThreshold = accuracyThreshold
91 res = sgdMomentumAlgorithm.compute()
94 printNumericTable(res.getResult(optimization_solver.iterative_solver.minimum),
"Minimum")
95 printNumericTable(res.getResult(optimization_solver.iterative_solver.nIterations),
"Number of iterations performed:")