Ejemplo n.º 1
0
        public static RegressionParameter[] GridRegression(Problem problem, Problem validation, Parameter parameter, List <double> CValues, List <double> GammaValues, List <double> PValues, string outputFile, int MaxBestCount, double IgnoreVolatility)
        {
            if (!string.IsNullOrEmpty(outputFile))
            {
                File.WriteAllText(outputFile, string.Empty);
            }
            List <RegressionParameter> list = new List <RegressionParameter>(CValues.Count * GammaValues.Count * PValues.Count);

            for (int i = 0; i < CValues.Count; i++)
            {
                for (int j = 0; j < GammaValues.Count; j++)
                {
                    for (int k = 0; k < PValues.Count; k++)
                    {
                        parameter.C     = CValues[i];
                        parameter.Gamma = GammaValues[j];
                        parameter.P     = PValues[k];
                        Model    model = Training.Train(problem, parameter);
                        double[] array = Prediction.Predict(validation, model);
                        double   num   = (IgnoreVolatility > 0.0 && (Math.Abs(array[0] - array[1]) <= IgnoreVolatility || Math.Abs(array[1] - array[2]) <= IgnoreVolatility)) ? 1.7976931348623157E+308 : Prediction.ComputeMSE(validation, array, 0);
                        Console.Write("{0} {1} {2} {3}", parameter.C, parameter.Gamma, parameter.P, num);
                        if (!string.IsNullOrEmpty(outputFile))
                        {
                            File.AppendAllText(outputFile, string.Format("{0} {1} {2} {3}\n", parameter.C, parameter.Gamma, parameter.P, num));
                        }
                        RegressionParameter regressionParameter = new RegressionParameter(parameter.C, parameter.Gamma, parameter.P, num);
                        regressionParameter.ValidatePredictions = array;
                        list.Add(regressionParameter);
                    }
                }
            }
            list.Sort();
            if (MaxBestCount > 0)
            {
                int l;
                for (l = Math.Min(MaxBestCount, list.Count); l < list.Count && l < MaxBestCount * 3 && list[l - 1].SortValue == list[l].SortValue; l++)
                {
                }
                if (list.Count > l)
                {
                    list.RemoveRange(l, list.Count - l);
                }
                list.TrimExcess();
            }
            return(list.ToArray());
        }
Ejemplo n.º 2
0
		public static void Train(params string[] args)
		{
			Parameter parameters = default(Parameter);
			Problem problem = default(Problem);
			bool flag = default(bool);
			int nrfold = default(int);
			string filename = default(string);
			Training.parseCommandLine(args, out parameters, out problem, out flag, out nrfold, out filename);
			if (flag)
			{
				Training.PerformCrossValidation(problem, parameters, nrfold);
			}
			else
			{
				Model.Write(filename, Training.Train(problem, parameters));
			}
		}
Ejemplo n.º 3
0
        public static void Grid(Problem problem, Problem validation, Parameter parameters, List <double> CValues, List <double> GammaValues, string outputFile, out double C, out double Gamma)
        {
            C     = 0.0;
            Gamma = 0.0;
            double num = -1.7976931348623157E+308;

            if (!string.IsNullOrEmpty(outputFile))
            {
                File.WriteAllText(outputFile, string.Empty);
            }
            for (int i = 0; i < CValues.Count; i++)
            {
                for (int j = 0; j < GammaValues.Count; j++)
                {
                    parameters.C     = CValues[i];
                    parameters.Gamma = GammaValues[j];
                    Model  model = Training.Train(problem, parameters);
                    double num2  = Prediction.Predict(validation, "tmp.txt", model, false, 1);
                    Console.Write("{0} {1} {2}", parameters.C, parameters.Gamma, num2);
                    if (!string.IsNullOrEmpty(outputFile))
                    {
                        File.AppendAllText(outputFile, string.Format("{0} {1} {2}\n", parameters.C, parameters.Gamma, num2));
                    }
                    if (num2 > num)
                    {
                        C     = parameters.C;
                        Gamma = parameters.Gamma;
                        num   = num2;
                        Console.WriteLine(" New Maximum!");
                    }
                    else
                    {
                        Console.WriteLine();
                    }
                }
            }
        }