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)
}
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()
}