#=============================================================================== # 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 LBFGS (limited memory Broyden-Fletcher-Goldfarb-Shanno) # example for shared memory systems # using cross entropy loss function 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'): nFeatures = 6 nClasses = 5 nIterations = 1000 stepLength = 1.0e-4 infile = "./data/batch/logreg_train.csv" # Read the data data = readcsv(infile, range(nFeatures)) dep_data = readcsv(infile, range(nFeatures, nFeatures + 1)) nVectors = data.shape[0] # configure a function func = d4p.optimization_solver_cross_entropy_loss(nClasses, nVectors, interceptFlag=True) func.setup(data, dep_data) # configure a algorithm stepLengthSequence = np.array([[stepLength]], dtype=np.double) alg = d4p.optimization_solver_lbfgs(func, stepLengthSequence=stepLengthSequence, nIterations=nIterations) # do the computation nParameters = nClasses * (nFeatures + 1) initialPoint = np.full((nParameters, 1), 0.001, dtype=np.double) res = alg.compute(initialPoint) # result provides minimum and nIterations assert res.minimum.shape == (nParameters, 1) assert res.nIterations[0][0] <= nIterations return res if __name__ == "__main__": res = main() print( "\nExpected coefficients:\n", np.array( [ [-2.277], [2.836], [14.985], [0.511], [7.510], [-2.831], [-5.814], [-0.033], [13.227], [-24.447], [3.730], [10.394], [-10.461], [-0.766], [0.077], [1.558], [-1.133], [2.884], [-3.825], [7.699], [2.421], [-0.135], [-6.996], [1.785], [-2.294], [-9.819], [1.692], [-0.725], [0.069], [-8.41], [1.458], [-3.306], [-4.719], [5.507], [-1.642] ], dtype=np.double ) ) print("\nResulting coefficients:\n", res.minimum) print("\nNumber of iterations performed:\n", res.nIterations[0][0]) print('All looks good!')