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')
51 initialPoint = np.array([[100], [100], [100], [100], [100], [100], [100], [100], [100], [100], [100]], dtype=np.float64)
52 expectedPoint = np.array([[11], [ 1], [ 2], [ 3], [ 4], [ 5], [ 6], [ 7], [ 8], [ 9], [ 10]], dtype=np.float64)
54 if __name__ ==
"__main__":
57 dataSource = FileDataSource(datasetFileName,
58 DataSourceIface.notAllocateNumericTable,
59 DataSourceIface.doDictionaryFromContext)
62 data = HomogenNumericTable(nFeatures, 0, NumericTableIface.doNotAllocate)
63 dependentVariables = HomogenNumericTable(1, 0, NumericTableIface.doNotAllocate)
64 mergedData = MergedNumericTable(data, dependentVariables)
67 dataSource.loadDataBlock(mergedData)
69 mseObjectiveFunction = optimization_solver.mse.Batch(data.getNumberOfRows())
70 mseObjectiveFunction.input.set(optimization_solver.mse.data, data)
71 mseObjectiveFunction.input.set(optimization_solver.mse.dependentVariables, dependentVariables)
74 algorithm = optimization_solver.lbfgs.Batch(mseObjectiveFunction)
75 algorithm.parameter.nIterations = nIterations
76 algorithm.parameter.stepLengthSequence = HomogenNumericTable(1, 1, NumericTableIface.doAllocate, stepLength)
79 algorithm.input.setInput(optimization_solver.iterative_solver.inputArgument, HomogenNumericTable(initialPoint))
83 res = algorithm.compute()
85 expectedCoefficients = HomogenNumericTable(expectedPoint)
88 printNumericTable(expectedCoefficients,
"Expected coefficients:")
89 printNumericTable(res.getResult(optimization_solver.iterative_solver.minimum),
"Resulting coefficients:")
90 printNumericTable(res.getResult(optimization_solver.iterative_solver.nIterations),
"Number of iterations performed:")