Esempio n. 1
0
func (*Tool) Run(args []string) {
	fmt.Println("running logistic regression")

	n := 1000
	p := 10

	beta := make([]float64, p)
	beta[0] = rand.NormFloat64()
	beta[1] = rand.NormFloat64()

	x := la.NewMatrix(n, p)
	y := la.NewVector(n)

	for i := 0; i < n; i++ {

		v := randVec(p)

		var z float64

		for j := 0; j < p; j++ {
			x.Set(i, j, v[j])
			z += beta[j]
		}

		if z > 0 {
			y.Set(i, +1)
		} else {
			y.Set(i, -1)
		}
	}

	rp := &model.RegressionProblem{
		N:            n,
		P:            p,
		Data:         x,
		Response:     y,
		ColumnNames:  names("p", p),
		RowNames:     names("x", n),
		ResponseName: "y",
	}

	rc := &model.LogisticRegressionRisk{}
	pc := model.NewLassoPenalty(p)

	dv := 0.001
	vmax := 0.07

	mon := &FixedVMonitor{vmax}

	oa := &model.RandomAssigner{rp.Data.Rows, 2.0 / 3.0}

	tt := oa.Assign()

	results := model.RunGpsFull(rp, tt, dv, rc, pc, mon.Continue)

	fmt.Println(results)

}
Esempio n. 2
0
func RunCancerCrossVal(rp *model.RegressionProblem) {

	vmax := 1.65

	rc := &model.LinearRegressionRisk{}

	pc := func() model.PenaltyCalculator {
		if true {
			return model.NewElasticNetFamily(1, len(rp.ColumnNames))
		} else {
			return model.NewLassoPenalty(len(rp.ColumnNames))
		}
	}()

	oa := &model.RandomAssigner{rp.Data.Rows, 2.0 / 3.0}

	mf := func() model.Continue {
		return (&model.FixedVMonitor{vmax}).Continue
	}

	m := newMon(vmax, rp)
	defer os.Remove(m.csv)

	var bestV float64

	fd := func(oos gmath.Function) model.Continue {

		m.oos = oos

		bestV = func() float64 {
			x0, x1 := oos.Domain()
			min := x0
			di := 0.03
			for i := x0; i < x1; i += di {
				if v := oos.Eval(i); v < oos.Eval(min) {
					min = i
				}
			}
			// now back off up to 5% worse
			tol := 1.05 * oos.Eval(min)
			for i := min; i >= x0; i -= di {
				if v := oos.Eval(i); v < tol {
					min = i
				}
			}
			return min
		}()

		return m.Continue
	}

	cv := model.RunCrossVal(10, 0.001, rp, rc, pc, mf, oa, fd)
	fmt.Printf("%v\n", cv.GpsResults)

	m.Close()

	r := "/tmp/" + uuid.New() + ".r"
	defer os.Remove(r)

	offset := 0.0
	factor := 0.5

	ioutil.WriteFile(r, []byte(rscript(time.Now().UTC().Format("2006-01-02T15:04:05Z"), m.csv, bestV, m.min, m.max, offset, factor)), os.ModePerm)

	sh := "/tmp/" + uuid.New() + ".sh"
	defer os.Remove(sh)
	ioutil.WriteFile(sh, []byte(shellScript(r)), os.ModePerm)

	os.Chmod(sh, 0777)

	check(runCommand(sh))

	cmd := exec.Command("evince", "Rplots.pdf")
	cmd.Start()

}