#=============================================================================== # Copyright 2014-2021 Intel Corporation # # Licensed under the Apache License, Version 2.0 (the "License"); # you may not use this file except in compliance with the License. # You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. #=============================================================================== # daal4py Lasso Regression example for shared memory systems import daal4py as d4p import numpy as np # let's try to use pandas' fast csv reader try: import pandas def read_csv(f, c, t=np.float64): return pandas.read_csv(f, usecols=c, delimiter=',', header=None, dtype=t) except ImportError: # fall back to numpy loadtxt def read_csv(f, c, t=np.float64): return np.loadtxt(f, usecols=c, delimiter=',', ndmin=2) def main(readcsv=read_csv, method='defaultDense'): infile = "./data/batch/linear_regression_train.csv" testfile = "./data/batch/linear_regression_test.csv" # Configure a Lasso regression training object train_algo = d4p.lasso_regression_training(interceptFlag=True) # Read data. Let's have 10 independent, # and 2 dependent variables (for each observation) indep_data = readcsv(infile, range(10)) dep_data = readcsv(infile, range(10, 12)) # Now train/compute, the result provides the model for prediction train_result = train_algo.compute(indep_data, dep_data) # Now let's do some prediction predict_algo = d4p.lasso_regression_prediction() # read test data (with same #features) pdata = readcsv(testfile, range(10)) ptdata = readcsv(testfile, range(10, 12)) # now predict using the model from the training above predict_result = predict_algo.compute(pdata, train_result.model) # The prediction result provides prediction assert predict_result.prediction.shape == (pdata.shape[0], dep_data.shape[1]) # the example is used in tests with the scipy.sparse matrix # we use this trick until subtracting a sparse matrix is not supported if hasattr(ptdata, 'toarray'): ptdata = ptdata.toarray() # this assertion is outdated, will be fixed in next release # assert np.square(predict_result.prediction - np.asarray(ptdata)).mean() < 2.2 return (predict_result, ptdata) if __name__ == "__main__": (predict_result, ptdata) = main() print( "\nLasso Regression prediction results: (first 10 rows):\n", predict_result.prediction[0:10] ) print("\nGround truth (first 10 rows):\n", ptdata[0:10]) print('All looks good!')