57 import daal.algorithms.optimization_solver
as optimization_solver
58 import daal.algorithms.optimization_solver.mse
59 import daal.algorithms.optimization_solver.sgd
60 import daal.algorithms.optimization_solver.iterative_solver
62 from daal.data_management
import (
63 DataSourceIface, FileDataSource, HomogenNumericTable, MergedNumericTable, NumericTableIface
66 utils_folder = os.path.realpath(os.path.abspath(os.path.dirname(os.path.dirname(__file__))))
67 if utils_folder
not in sys.path:
68 sys.path.insert(0, utils_folder)
69 from utils
import printNumericTable
71 datasetFileName = os.path.join(
'..',
'data',
'batch',
'mse.csv')
74 accuracyThreshold = 0.0000001
78 initialPoint = np.array([[8], [2], [1], [4]], dtype=np.float64)
80 if __name__ ==
"__main__":
83 dataSource = FileDataSource(datasetFileName,
84 DataSourceIface.notAllocateNumericTable,
85 DataSourceIface.doDictionaryFromContext)
88 data = HomogenNumericTable(nFeatures, 0, NumericTableIface.doNotAllocate)
89 dependentVariables = HomogenNumericTable(1, 0, NumericTableIface.doNotAllocate)
90 mergedData = MergedNumericTable(data, dependentVariables)
93 dataSource.loadDataBlock(mergedData)
95 nVectors = data.getNumberOfRows()
97 mseObjectiveFunction = optimization_solver.mse.Batch(nVectors)
98 mseObjectiveFunction.input.set(optimization_solver.mse.data, data)
99 mseObjectiveFunction.input.set(optimization_solver.mse.dependentVariables, dependentVariables)
102 sgdMomentumAlgorithm = optimization_solver.sgd.Batch(mseObjectiveFunction, method=optimization_solver.sgd.momentum)
105 sgdMomentumAlgorithm.input.setInput(optimization_solver.iterative_solver.inputArgument,
106 HomogenNumericTable(initialPoint))
107 sgdMomentumAlgorithm.parameter.learningRateSequence = HomogenNumericTable(1, 1, NumericTableIface.doAllocate,
109 sgdMomentumAlgorithm.parameter.nIterations = nIterations
110 sgdMomentumAlgorithm.parameter.batchSize = batchSize
111 sgdMomentumAlgorithm.parameter.accuracyThreshold = accuracyThreshold
115 res = sgdMomentumAlgorithm.compute()
118 printNumericTable(res.getResult(optimization_solver.iterative_solver.minimum),
"Minimum")
119 printNumericTable(res.getResult(optimization_solver.iterative_solver.nIterations),
"Number of iterations performed:")