31 import daal.algorithms.optimization_solver
as optimization_solver
32 import daal.algorithms.optimization_solver.mse
33 import daal.algorithms.optimization_solver.lbfgs
34 import daal.algorithms.optimization_solver.iterative_solver
36 from daal.data_management
import (
37 DataSourceIface, FileDataSource, HomogenNumericTable, MergedNumericTable, NumericTableIface
40 utils_folder = os.path.realpath(os.path.abspath(os.path.dirname(os.path.dirname(__file__))))
41 if utils_folder
not in sys.path:
42 sys.path.insert(0, utils_folder)
43 from utils
import printNumericTable
45 datasetFileName = os.path.join(
'..',
'data',
'batch',
'lbfgs.csv')
49 nIterations = halfNIterations * 2
52 initialPoint = np.array([[100], [100], [100], [100], [100], [100], [100], [100], [100], [100], [100]], dtype=np.float64)
53 expectedPoint = np.array([[11], [ 1], [ 2], [ 3], [ 4], [ 5], [ 6], [ 7], [ 8], [ 9], [ 10]], dtype=np.float64)
55 if __name__ ==
"__main__":
58 dataSource = FileDataSource(datasetFileName,
59 DataSourceIface.notAllocateNumericTable,
60 DataSourceIface.doDictionaryFromContext)
63 data = HomogenNumericTable(nFeatures, 0, NumericTableIface.doNotAllocate)
64 dependentVariables = HomogenNumericTable(1, 0, NumericTableIface.doNotAllocate)
65 mergedData = MergedNumericTable(data, dependentVariables)
68 dataSource.loadDataBlock(mergedData)
70 mseObjectiveFunction = optimization_solver.mse.Batch(data.getNumberOfRows())
71 mseObjectiveFunction.input.set(optimization_solver.mse.data, data)
72 mseObjectiveFunction.input.set(optimization_solver.mse.dependentVariables, dependentVariables)
75 lbfgsAlgorithm = optimization_solver.lbfgs.Batch(mseObjectiveFunction)
76 lbfgsAlgorithm.parameter.nIterations = halfNIterations
77 lbfgsAlgorithm.parameter.stepLengthSequence = HomogenNumericTable(1, 1, NumericTableIface.doAllocate, stepLength)
78 lbfgsAlgorithm.parameter.optionalResultRequired =
True
81 lbfgsAlgorithm.input.setInput(optimization_solver.iterative_solver.inputArgument, HomogenNumericTable(initialPoint))
85 res = lbfgsAlgorithm.compute()
88 printNumericTable(res.getResult(optimization_solver.iterative_solver.minimum),
"Resulting coefficients after first compute():")
89 printNumericTable(res.getResult(optimization_solver.iterative_solver.nIterations),
"Number of iterations performed:")
92 lbfgsAlgorithm.input.setInput(optimization_solver.iterative_solver.inputArgument, res.getResult(optimization_solver.iterative_solver.minimum))
93 lbfgsAlgorithm.input.setInput(optimization_solver.iterative_solver.optionalArgument, res.getResult(optimization_solver.iterative_solver.optionalResult))
96 res = lbfgsAlgorithm.compute()
98 expectedCoefficients = HomogenNumericTable(expectedPoint)
101 printNumericTable(expectedCoefficients,
"Expected coefficients:")
102 printNumericTable(res.getResult(optimization_solver.iterative_solver.minimum),
"Resulting coefficients after second compute():")
103 printNumericTable(res.getResult(optimization_solver.iterative_solver.nIterations),
"Number of iterations performed:")