31 import daal.algorithms.optimization_solver
as optimization_solver
32 import daal.algorithms.optimization_solver.mse
33 import daal.algorithms.optimization_solver.sgd
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',
'mse.csv')
48 accuracyThreshold = 0.0000001
50 nIterations = halfNIterations * 2
54 startPoint = np.array([[8], [2], [1], [4]], 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 nVectors = data.getNumberOfRows()
73 mseObjectiveFunction = optimization_solver.mse.Batch(nVectors)
74 mseObjectiveFunction.input.set(optimization_solver.mse.data, data)
75 mseObjectiveFunction.input.set(optimization_solver.mse.dependentVariables, dependentVariables)
78 sgdAlgorithm = optimization_solver.sgd.Batch(mseObjectiveFunction, method=optimization_solver.sgd.momentum)
81 sgdAlgorithm.input.setInput(optimization_solver.iterative_solver.inputArgument, HomogenNumericTable(startPoint))
82 sgdAlgorithm.parameter.learningRate = HomogenNumericTable(1, 1, NumericTableIface.doAllocate, learningRate)
83 sgdAlgorithm.parameter.nIterations = halfNIterations
84 sgdAlgorithm.parameter.accuracyThreshold = accuracyThreshold
85 sgdAlgorithm.parameter.batchSize = batchSize
86 sgdAlgorithm.parameter.optionalResultRequired =
True
90 res = sgdAlgorithm.compute()
93 printNumericTable(res.getResult(optimization_solver.iterative_solver.minimum),
"Minimum after first compute():")
94 printNumericTable(res.getResult(optimization_solver.iterative_solver.nIterations),
"Number of iterations performed:")
96 sgdAlgorithm.input.setInput(optimization_solver.iterative_solver.inputArgument, res.getResult(optimization_solver.iterative_solver.minimum))
97 sgdAlgorithm.input.setInput(optimization_solver.iterative_solver.optionalArgument, res.getResult(optimization_solver.iterative_solver.optionalResult))
99 res = sgdAlgorithm.compute()
101 printNumericTable(res.getResult(optimization_solver.iterative_solver.minimum),
"Minimum after second compute():")
102 printNumericTable(res.getResult(optimization_solver.iterative_solver.nIterations),
"Number of iterations performed:")