33 import daal.algorithms.optimization_solver
as optimization_solver
34 import daal.algorithms.optimization_solver.mse
35 import daal.algorithms.optimization_solver.lbfgs
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',
'lbfgs.csv')
53 initialPoint = np.array([[100], [100], [100], [100], [100], [100], [100], [100], [100], [100], [100]], dtype=np.float64)
54 expectedPoint = np.array([[11], [ 1], [ 2], [ 3], [ 4], [ 5], [ 6], [ 7], [ 8], [ 9], [ 10]], 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 mseObjectiveFunction = optimization_solver.mse.Batch(data.getNumberOfRows())
72 mseObjectiveFunction.input.set(optimization_solver.mse.data, data)
73 mseObjectiveFunction.input.set(optimization_solver.mse.dependentVariables, dependentVariables)
76 algorithm = optimization_solver.lbfgs.Batch(mseObjectiveFunction)
77 algorithm.parameter.nIterations = nIterations
78 algorithm.parameter.stepLengthSequence = HomogenNumericTable(1, 1, NumericTableIface.doAllocate, stepLength)
81 algorithm.input.setInput(optimization_solver.iterative_solver.inputArgument, HomogenNumericTable(initialPoint))
85 res = algorithm.compute()
87 expectedCoefficients = HomogenNumericTable(expectedPoint)
90 printNumericTable(expectedCoefficients,
"Expected coefficients:")
91 printNumericTable(res.getResult(optimization_solver.iterative_solver.minimum),
"Resulting coefficients:")
92 printNumericTable(res.getResult(optimization_solver.iterative_solver.nIterations),
"Number of iterations performed:")