lbfgs_opt_res_dense_batch.cpp

/* file: lbfgs_opt_res_dense_batch.cpp */
/*******************************************************************************
* Copyright 2014-2019 Intel Corporation.
*
* This software and the related documents are Intel copyrighted  materials,  and
* your use of  them is  governed by the  express license  under which  they were
* provided to you (License).  Unless the License provides otherwise, you may not
* use, modify, copy, publish, distribute,  disclose or transmit this software or
* the related documents without Intel's prior written permission.
*
* This software and the related documents  are provided as  is,  with no express
* or implied  warranties,  other  than those  that are  expressly stated  in the
* License.
*******************************************************************************/

/*
!  Content:
!    C++ example of the limited memory Broyden-Fletcher-Goldfarb-Shanno
!    algorithm with optional result calculation and its usage in the next run
!******************************************************************************/

#include "daal.h"
#include "service.h"

using namespace std;
using namespace daal;
using namespace daal::algorithms;
using namespace daal::data_management;

string datasetFileName = "../data/batch/lbfgs.csv";

const size_t nFeatures   = 10;
const size_t nIterations = 1000;
const float  stepLength  = 1.0e-4f;

float startPoint[nFeatures + 1]    = {100, 100, 100, 100, 100, 100, 100, 100, 100, 100, 100};
float expectedPoint[nFeatures + 1] = { 11,   1,   2,   3,   4,   5,   6,   7,   8,   9,  10};

int main(int argc, char *argv[])
{
    checkArguments(argc, argv, 1, &datasetFileName);

    /* Initialize FileDataSource<CSVFeatureManager> to retrieve the input data from a .csv file */
    FileDataSource<CSVFeatureManager> dataSource(datasetFileName,
                                                 DataSource::notAllocateNumericTable,
                                                 DataSource::doDictionaryFromContext);

    /* Create Numeric Tables for input data and dependent variables */
    NumericTablePtr data(new HomogenNumericTable<>(nFeatures, 0, NumericTable::doNotAllocate));
    NumericTablePtr dependentVariables(new HomogenNumericTable<>(1, 0, NumericTable::doNotAllocate));
    NumericTablePtr mergedData(new MergedNumericTable(data, dependentVariables));

    /* Retrieve the data from input file */
    dataSource.loadDataBlock(mergedData.get());

    services::SharedPtr<optimization_solver::mse::Batch<> > mseObjectiveFunction(
        new optimization_solver::mse::Batch<>(data->getNumberOfRows()));
    mseObjectiveFunction->input.set(optimization_solver::mse::data, data);
    mseObjectiveFunction->input.set(optimization_solver::mse::dependentVariables, dependentVariables);

    /* Create objects to compute LBFGS result using the default method */
    optimization_solver::lbfgs::Batch<> algorithm(mseObjectiveFunction);
    algorithm.parameter.nIterations = nIterations / 2;

    algorithm.parameter.stepLengthSequence =
        NumericTablePtr(new HomogenNumericTable<>(1, 1, NumericTableIface::doAllocate, stepLength));
    algorithm.parameter.optionalResultRequired = true;

    /* Set input objects for LBFGS algorithm */
    algorithm.input.set(optimization_solver::iterative_solver::inputArgument,
                        NumericTablePtr(new HomogenNumericTable<>(startPoint, 1, nFeatures + 1)));

    /* Compute LBFGS result */
    algorithm.compute();

    NumericTablePtr expectedCoefficients =
        NumericTablePtr(new HomogenNumericTable<>(expectedPoint, 1, nFeatures + 1));

    /* Print computed LBFGS results */
    printNumericTable(algorithm.getResult()->get(optimization_solver::iterative_solver::minimum),
                      "Resulting coefficients after first compute():");
    printNumericTable(algorithm.getResult()->get(optimization_solver::iterative_solver::nIterations),
                      "Number of iterations performed:");

    /* Continue calculations starting from the minimal point found */
    algorithm.input.set(optimization_solver::iterative_solver::inputArgument, algorithm.getResult()->get(optimization_solver::iterative_solver::minimum));
    /* Set optional result as an optional input */
    algorithm.input.set(optimization_solver::iterative_solver::optionalArgument, algorithm.getResult()->get(optimization_solver::iterative_solver::optionalResult));

    /* Compute LBFGS result */
    algorithm.compute();

    /* Print computed LBFGS results */
    printNumericTable(expectedCoefficients,
        "Expected coefficients:");
    printNumericTable(algorithm.getResult()->get(optimization_solver::iterative_solver::minimum),
        "Resulting coefficients after second compute():");
    printNumericTable(algorithm.getResult()->get(optimization_solver::iterative_solver::nIterations),
        "Number of iterations performed:");
    return 0;
}
For more complete information about compiler optimizations, see our Optimization Notice.
Select sticky button color: 
Orange (only for download buttons)