#=============================================================================== # 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 Saga 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/XM.csv" # Read the data, let's have 3 independent variables data = readcsv(infile, range(1)) dep_data = readcsv(infile, range(1, 2)) nVectors = data.shape[0] # configure a Logistic Loss object logloss_algo = d4p.optimization_solver_logistic_loss(numberOfTerms=nVectors, penaltyL1=0.3, penaltyL2=0, interceptFlag=True, resultsToCompute='gradient') logloss_algo.setup(data, dep_data) # configure an Saga object lr = np.array([[0.01]], dtype=np.double) niters = 100000 saga_algo = d4p.optimization_solver_saga(nIterations=niters, accuracyThreshold=1e-5, batchSize=1, function=logloss_algo, learningRateSequence=lr, optionalResultRequired=True) # finally do the computation inp = np.zeros((2, 1), dtype=np.double) res = saga_algo.compute(inp, None) # The Saga result provides minimum and nIterations assert res.minimum.shape == inp.shape and res.nIterations[0][0] <= niters assert np.allclose(res.minimum, [[-0.17663868], [0.35893627]]) return res if __name__ == "__main__": res = main() print("\nMinimum:\n", res.minimum) print("\nNumber of iterations performed:\n", res.nIterations[0][0]) print('All looks good!')