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')
51 nIterations = halfNIterations * 2
54 initialPoint = np.array([[100], [100], [100], [100], [100], [100], [100], [100], [100], [100], [100]], dtype=np.float64)
55 expectedPoint = np.array([[11], [ 1], [ 2], [ 3], [ 4], [ 5], [ 6], [ 7], [ 8], [ 9], [ 10]], dtype=np.float64)
57 if __name__ ==
"__main__":
60 dataSource = FileDataSource(datasetFileName,
61 DataSourceIface.notAllocateNumericTable,
62 DataSourceIface.doDictionaryFromContext)
65 data = HomogenNumericTable(nFeatures, 0, NumericTableIface.doNotAllocate)
66 dependentVariables = HomogenNumericTable(1, 0, NumericTableIface.doNotAllocate)
67 mergedData = MergedNumericTable(data, dependentVariables)
70 dataSource.loadDataBlock(mergedData)
72 mseObjectiveFunction = optimization_solver.mse.Batch(data.getNumberOfRows())
73 mseObjectiveFunction.input.set(optimization_solver.mse.data, data)
74 mseObjectiveFunction.input.set(optimization_solver.mse.dependentVariables, dependentVariables)
77 lbfgsAlgorithm = optimization_solver.lbfgs.Batch(mseObjectiveFunction)
78 lbfgsAlgorithm.parameter.nIterations = halfNIterations
79 lbfgsAlgorithm.parameter.stepLengthSequence = HomogenNumericTable(1, 1, NumericTableIface.doAllocate, stepLength)
80 lbfgsAlgorithm.parameter.optionalResultRequired =
True
83 lbfgsAlgorithm.input.setInput(optimization_solver.iterative_solver.inputArgument, HomogenNumericTable(initialPoint))
87 res = lbfgsAlgorithm.compute()
90 printNumericTable(res.getResult(optimization_solver.iterative_solver.minimum),
"Resulting coefficients after first compute():")
91 printNumericTable(res.getResult(optimization_solver.iterative_solver.nIterations),
"Number of iterations performed:")
94 lbfgsAlgorithm.input.setInput(optimization_solver.iterative_solver.inputArgument, res.getResult(optimization_solver.iterative_solver.minimum))
95 lbfgsAlgorithm.input.setInput(optimization_solver.iterative_solver.optionalArgument, res.getResult(optimization_solver.iterative_solver.optionalResult))
98 res = lbfgsAlgorithm.compute()
100 expectedCoefficients = HomogenNumericTable(expectedPoint)
103 printNumericTable(expectedCoefficients,
"Expected coefficients:")
104 printNumericTable(res.getResult(optimization_solver.iterative_solver.minimum),
"Resulting coefficients after second compute():")
105 printNumericTable(res.getResult(optimization_solver.iterative_solver.nIterations),
"Number of iterations performed:")