Exemple #1
0
        static void Main(string[] args)
        {
            string filename = @"..\..\mag.txt";
            int    i;

            // load measurement data
            Matrix <double> data = DelimitedReader.Read <double>(filename, false, "\t", false);

            // create D 10xnumdata
            Matrix <double> D = Matrix <double> .Build.Dense(10, data.RowCount);

            for (i = 0; i < data.RowCount; i++)
            {
                D[0, i] = data[i, 0] * data[i, 0];
                D[1, i] = data[i, 1] * data[i, 1];
                D[2, i] = data[i, 2] * data[i, 2];
                D[3, i] = 2.0 * data[i, 1] * data[i, 2];
                D[4, i] = 2.0 * data[i, 0] * data[i, 2];
                D[5, i] = 2.0 * data[i, 0] * data[i, 1];
                D[6, i] = 2.0 * data[i, 0];
                D[7, i] = 2.0 * data[i, 1];
                D[8, i] = 2.0 * data[i, 2];
                D[9, i] = 1.0;
            }

            // create S 10x10
            Matrix <double> S = D * D.Transpose();

            // create sub matrices of S
            //
            //      -                   -
            // S = | S11(6x6)   S12(6x4) |
            //     | S12_t(4x6) S22(4x4) |
            //      -                   -
            //

            // create S11   6x6
            Matrix <double> S11 = Matrix <double> .Build.Dense(6, 6);

            S11.SetSubMatrix(0, 0, 6, 0, 0, 6, S);


            // create S12  6x4
            Matrix <double> S12 = Matrix <double> .Build.Dense(6, 4);

            S12.SetSubMatrix(0, 0, 6, 0, 6, 4, S);

            // create S12t  4x6
            Matrix <double> S12t = Matrix <double> .Build.Dense(4, 6);

            S12t.SetSubMatrix(0, 6, 4, 0, 0, 6, S);

            // create S22 4x4
            Matrix <double> S22 = Matrix <double> .Build.Dense(4, 4);

            S22.SetSubMatrix(0, 6, 4, 0, 6, 4, S);

            // calculate pseudo inverse of S22
            Matrix <double> S22_1 = S22.PseudoInverse();

            // calculate SS = S11 - S12 * S22_1 * S12t
            Matrix <double> SS = S11 - S12 * S22_1 * S12t;

            // Create constraint matrix C
            Matrix <double> Co = Matrix <double> .Build.DenseOfArray(new double[, ] {
                { -1.0, 1.0, 1.0, 0.0, 0.0, 0.0 },
                { 1.0, -1.0, 1.0, 0.0, 0.0, 0.0 },
                { 1.0, 1.0, -1.0, 0.0, 0.0, 0.0 },
                { 0.0, 0.0, 0.0, -4.0, 0.0, 0.0 },
                { 0.0, 0.0, 0.0, 0.0, -4.0, 0.0 },
                { 0.0, 0.0, 0.0, 0.0, 0.0, -4.0 }
            });

            Matrix <double> C = Co.Inverse();

            // Calculate E = C * SS
            Matrix <double> E = C * SS;

            // calculate eigenvalues wr(6x1) and eigenvectors vr(6x6) of matrix E
            Evd <double>     eigen = E.Evd();
            Vector <Complex> wr    = eigen.EigenValues;
            Matrix <double>  vr    = eigen.EigenVectors;

            // find the zero based position of the only positive eigenvalue. The associated eigenvector will be in the corresponding column of matrix vr
            int    index  = 0;
            double maxval = wr[0].Real;

            for (i = 1; i < 6; i++)
            {
                if (wr[i].Real > maxval)
                {
                    maxval = wr[i].Real;
                    index  = i;
                }
            }

            // Extract the associated eigenvector v1
            Vector <double> v1 = vr.Column(index);

            // check sign of eigenvector v1
            if (v1[0] < 0.0)
            {
                v1[0] = -v1[0];
                v1[1] = -v1[1];
                v1[2] = -v1[2];
                v1[3] = -v1[3];
                v1[4] = -v1[4];
                v1[5] = -v1[5];
            }

            // Calculate v2 = S22a * v1
            Vector <double> v2 = (S22_1 * S12t) * v1;

            // calculate v
            Vector <double> v = Vector <double> .Build.Dense(10);

            v[0] = v1[0];
            v[1] = v1[1];
            v[2] = v1[2];
            v[3] = v1[3];
            v[4] = v1[4];
            v[5] = v1[5];
            v[6] = -v2[0];
            v[7] = -v2[1];
            v[8] = -v2[2];
            v[9] = -v2[3];

            //At this point, we have found the general equation of the fitted ellipsoid:
            // Ax² + By² + Cz² + 2Dxy + 2Exz + 2Fyz + 2Gx + 2Hg + 2Iz + J = 0

            // where:
            // A = v[0] - term in x2
            // B = v[1] - term in y2
            // C = v[2] - term in z2
            // D = v[5] - term in xy
            // E = v[4] - term in xz
            // F = v[3] - term in yz
            // G = v[6] - term in x
            // H = v[7] - term in y
            // I = v[8] - term in z
            // J = v[9] - constant term

            // If we define
            //      -     -          - -
            //     | A D E |        | G |
            // Q = | D B F |    U = | H |
            //     | E F C |        | I |
            //      -     -          - -
            //
            // then the center of the ellipsoid can be calculated as the vector B = -Qˉ¹ * U.
            // The center of the ellipsoid represents the combined bias.

            Matrix <double> Q = Matrix <double> .Build.Dense(3, 3);

            Q[0, 0] = v[0];            // A
            Q[0, 1] = v[5];            // D
            Q[0, 2] = v[4];            // E
            Q[1, 0] = v[5];            // D
            Q[1, 1] = v[1];            // B
            Q[1, 2] = v[3];            // F
            Q[2, 0] = v[4];            // E
            Q[2, 1] = v[3];            // F
            Q[2, 2] = v[2];            // C

            Vector <double> U = Vector <double> .Build.Dense(3);

            U[0] = v[6];             // G
            U[1] = v[7];             // H
            U[2] = v[8];             // I

            // Calculate matrix Q_1, the inverse of matrix Q
            Matrix <double> Q_1 = Q.Inverse();

            // Calculate B = Q_1 * U   ( 3x1 = 3x3 * 3x1)
            Vector <double> B = Q_1 * U;

            // Calculate combined bias
            B[0] = -B[0];                 // x-axis combined bias
            B[1] = -B[1];                 // y-axis combined bias
            B[2] = -B[2];                 // z-axis combined bias

            Console.WriteLine("Combined bias:");
            Console.WriteLine(B.ToString());

            //            -1
            // Calculate A
            //
            //  -1         Hm                 1/2
            // A    = -------------------- * Q
            //        sqrt(Bt * Q * B - J)


            // Calculate btqb = BT * Q * B
            double btqb = B * Q * B;

            // Calculate hmb = sqrt(btqb - J).
            double J   = v[9];
            double hmb = Math.Sqrt(btqb - J);

            // Calculate SQ, the square root of matrix Q
            eigen = Q.Evd();
            wr    = eigen.EigenValues;
            vr    = eigen.EigenVectors;

            // normalize eigenvectors
            double norm1 = Math.Sqrt(vr[0, 0] * vr[0, 0] + vr[0, 1] * vr[0, 1] + vr[0, 2] * vr[0, 2]);

            vr[0, 0] /= norm1;
            vr[0, 1] /= norm1;
            vr[0, 2] /= norm1;
            double norm2 = Math.Sqrt(vr[1, 0] * vr[1, 0] + vr[1, 1] * vr[1, 1] + vr[1, 2] * vr[1, 2]);

            vr[1, 0] /= norm2;
            vr[1, 1] /= norm2;
            vr[1, 2] /= norm2;
            double norm3 = Math.Sqrt(vr[2, 0] * vr[2, 0] + vr[2, 1] * vr[2, 1] + vr[2, 2] * vr[2, 2]);

            vr[2, 0] /= norm3;
            vr[2, 1] /= norm3;
            vr[2, 2] /= norm3;

            Matrix <double> Dz = Matrix <double> .Build.Dense(3, 3);

            Dz[0, 0] = Math.Sqrt(wr[0].Real);
            Dz[1, 1] = Math.Sqrt(wr[1].Real);
            Dz[2, 2] = Math.Sqrt(wr[2].Real);

            Matrix <double> SQ = (vr * Dz) * vr.Transpose();

            double hm = 0.569;

            Matrix <double> A_1 = SQ * hm / hmb;

            Console.WriteLine("A-1 matrix:");
            Console.WriteLine(A_1.ToString());

            // Calculate A to permit comparison with MagCal
            Matrix <double> A = A_1.Inverse();

            Console.WriteLine("A matrix:");
            Console.WriteLine(A.ToString());
        }
Exemple #2
0
        static void Main(string[] args)
        {
            // Initializations
            double alpha      = .01; // Alpha values to try .001, .003, .01, .03, .1, .3, 1
            double Lambda     = 10;
            int    iterations = 1500;
            string ThetaFile  = "Thetasave.csv";

            if (args.Length < 2)
            {
                Console.WriteLine(mystrings.usage);
                System.Environment.Exit(-1);
            }
            if (!File.Exists(args[0]))
            {
                Console.WriteLine("Training file {0} not found!", args[0]);
                System.Environment.Exit(-1);
            }

            if (!File.Exists(args[1]))
            {
                Console.WriteLine("Label file {0} not found!", args[1]);
                System.Environment.Exit(-1);
            }

            if (args.Length > 2 && File.Exists(args[2]))
            {
                alpha = Convert.ToDouble(args[2]);;
            }
            else
            {
                Console.WriteLine("Using default alpha {0}", alpha);
            }

            string trainingfile = args[0];
            string labelfile    = args[1];
            // maybe add check for csv format??

            /*
             * Delimited Reader Param description
             * Delimited Reader (only Single, Double, Complex and COmplex32)
             * second param Sparse (True) or dense matrix (false)
             * THird Param = delimeter
             * Fourth has headers (T|F)
             */


            Matrix <double> input  = DelimitedReader.Read <double>(trainingfile, false, ",", false);
            Matrix <double> labels = DelimitedReader.Read <double>(labelfile, false, "'", false);

            if ((labels.RowCount != input.RowCount))
            {
                Console.WriteLine(mystrings.SamplesDontMatch, labels.RowCount, input.RowCount);
            }

            int rows = input.RowCount;
            int cols = input.ColumnCount;

            Console.WriteLine("Training Set rows = {0}, Columns = {1}", rows, cols);
            Console.WriteLine("Lable set rows = {0}, Columns = {1}", labels.RowCount, labels.ColumnCount);

            // Initial guess for Theta is all zeros and n x 1 vector of zeros, where n is the number of features (columns)

            Matrix <double> init_theta = Matrix <double> .Build.Dense(cols, 1);

            Matrix <double> ones_theta = Matrix <double> .Build.Dense(cols, 1, 1);

            Console.WriteLine(mystrings.running, iterations);



            /* Investigate using ILNumerics unconstrained optimizaiton code, otherwise will need
             * to write a gradient descent routine. https://ilnumerics.net/unconstrained-optimization.html
             *
             */



            Matrix <double> theta = Functions.utilityfunctions.GradientDescent(input, labels, init_theta, alpha, iterations, Lambda);

            /* StreamWriter checkthis;
             * try
             * {
             *  checkthis = new StreamWriter("LearnedTheta.csv");
             *  checkthis.Close();
             * }
             * catch (IOException)
             * {
             *  Console.WriteLine("Oopsie");
             * } */

            if (!utilityfunctions.FileOpen(ThetaFile))
            {
                Console.WriteLine(mystrings.File_in_use, ThetaFile);
                System.Environment.Exit(-1);
            }
            else
            {
                DelimitedWriter.Write(ThetaFile, theta, ",");
            }
        }
Exemple #3
0
        public void CanParseMissingDataCommaDelimitedData()
        {
            var data = "a,b,c" + Environment.NewLine
                       + ", , , ," + Environment.NewLine
                       + "\"2.2\", ,   ,0.3e1" + Environment.NewLine
                       + "'4',0,6" + Environment.NewLine
                       + "," + Environment.NewLine
                       + ",,3, 4" + Environment.NewLine
                       + ",, , ,," + Environment.NewLine
                       + ",,,,," + Environment.NewLine
                       + ", ,,, ," + Environment.NewLine
                       + ",  , , ,," + Environment.NewLine;

            var matrix = DelimitedReader.Read <double>(new StringReader(data), false, ",", true, CultureInfo.InvariantCulture);

            Assert.AreEqual(9, matrix.RowCount);
            Assert.AreEqual(5, matrix.ColumnCount);
            Assert.AreEqual(double.NaN, matrix[0, 0]);
            Assert.AreEqual(double.NaN, matrix[0, 1]);
            Assert.AreEqual(double.NaN, matrix[0, 2]);
            Assert.AreEqual(double.NaN, matrix[0, 3]);
            Assert.AreEqual(double.NaN, matrix[0, 4]);
            Assert.AreEqual(2.2, matrix[1, 0]);
            Assert.AreEqual(double.NaN, matrix[1, 1]);
            Assert.AreEqual(double.NaN, matrix[1, 2]);
            Assert.AreEqual(3.0, matrix[1, 3]);
            Assert.AreEqual(double.NaN, matrix[1, 4]);
            Assert.AreEqual(4.0, matrix[2, 0]);
            Assert.AreEqual(0.0, matrix[2, 1]);
            Assert.AreEqual(6.0, matrix[2, 2]);
            Assert.AreEqual(double.NaN, matrix[2, 3]);
            Assert.AreEqual(double.NaN, matrix[2, 4]);
            Assert.AreEqual(double.NaN, matrix[3, 0]);
            Assert.AreEqual(double.NaN, matrix[3, 1]);
            Assert.AreEqual(double.NaN, matrix[3, 2]);
            Assert.AreEqual(double.NaN, matrix[3, 3]);
            Assert.AreEqual(double.NaN, matrix[3, 4]);
            Assert.AreEqual(double.NaN, matrix[4, 0]);
            Assert.AreEqual(double.NaN, matrix[4, 1]);
            Assert.AreEqual(3.0, matrix[4, 2]);
            Assert.AreEqual(4.0, matrix[4, 3]);
            Assert.AreEqual(double.NaN, matrix[4, 4]);
            Assert.AreEqual(double.NaN, matrix[5, 0]);
            Assert.AreEqual(double.NaN, matrix[5, 1]);
            Assert.AreEqual(double.NaN, matrix[5, 2]);
            Assert.AreEqual(double.NaN, matrix[5, 3]);
            Assert.AreEqual(double.NaN, matrix[5, 4]);
            Assert.AreEqual(double.NaN, matrix[6, 0]);
            Assert.AreEqual(double.NaN, matrix[6, 1]);
            Assert.AreEqual(double.NaN, matrix[6, 2]);
            Assert.AreEqual(double.NaN, matrix[6, 3]);
            Assert.AreEqual(double.NaN, matrix[6, 4]);
            Assert.AreEqual(double.NaN, matrix[7, 0]);
            Assert.AreEqual(double.NaN, matrix[7, 1]);
            Assert.AreEqual(double.NaN, matrix[7, 2]);
            Assert.AreEqual(double.NaN, matrix[7, 3]);
            Assert.AreEqual(double.NaN, matrix[7, 4]);
            Assert.AreEqual(double.NaN, matrix[8, 0]);
            Assert.AreEqual(double.NaN, matrix[8, 1]);
            Assert.AreEqual(double.NaN, matrix[8, 2]);
            Assert.AreEqual(double.NaN, matrix[8, 3]);
            Assert.AreEqual(double.NaN, matrix[8, 4]);
        }
Exemple #4
0
        static void Main(string[] args)
        {
            CultureInfo customCulture = (CultureInfo)System.Threading.Thread.CurrentThread.CurrentCulture.Clone();

            customCulture.NumberFormat.NumberDecimalSeparator    = ".";
            System.Threading.Thread.CurrentThread.CurrentCulture = customCulture;

            /*
             * Tinker();
             * Console.ReadLine();
             * Environment.Exit(0);
             */
            NetworkModel model     = null;
            bool         teaching  = false;
            int          epochRuns = 1;
            int          repeats   = 1;
            string       inputFile = null;

            CommandLine.Parser.Default.ParseArguments <Options>(args)
            .WithParsed <Options>(opts =>
            {
                teaching  = opts.Teaching;
                epochRuns = opts.EpochRuns;
                repeats   = opts.Repeats;
                Debug     = opts.Debug;

#if !DEBUG
                try
                {
#endif
                model     = NetworkModel.Load(opts.Model);
                inputFile = model.Path(opts.Input);
#if !DEBUG
                Console.Clear();
            }
                                  catch (Exception e)
            {
                Console.WriteLine(e.Message);
                Environment.Exit(1);
            }
#endif
            });

            if (model is null)
            {
                Environment.Exit(0);
            }

            if (teaching)
            {
                Console.WriteLine("Launching model in teaching mode");

                // Save newly generated model.
                if (!model.Loaded)
                {
                    model.Save();
                }

                var plotModel = new PlotModel {
                    Title = String.Format("{0} model \"{1}\" learning graph", model.Config.Type, model.Name)
                };
                var series = new OxyPlot.Series.LineSeries();

                try
                {
                    var graphMatrix = DelimitedReader.Read <double>(model.Path("graph"));

                    for (int i = 0; i < graphMatrix.RowCount; i++)
                    {
                        series.Points.Add(new DataPoint(i + 1, graphMatrix.Row(i).At(0)));
                    }
                }
                catch { }

                plotModel.Series.Add(series);
                plotModel.Axes.Add(new OxyPlot.Axes.LinearAxis
                {
                    Minimum  = 1,
                    Position = OxyPlot.Axes.AxisPosition.Bottom,
                    Title    = "Epochs",
                });
                plotModel.Axes.Add(new OxyPlot.Axes.LinearAxis
                {
                    Position = OxyPlot.Axes.AxisPosition.Left,
                    Title    = "Cost",
                });

                var epochOffset = series.Points.Count;

                var epoch = epochOffset;

                var epochRunStep = epochRuns;

                var stopwatch = new Stopwatch();

                var epochStopwatch = new Stopwatch();

                bool forceStop = false;

                stopwatch.Restart();

                var repeat = 1;

                while (epochRuns == 0 || epoch < epochRuns + epochOffset)
                {
                    Console.Write("\nepoch {0} / {1}...", ++epoch, epochOffset + epochRuns);

                    var previous = model.GetInfo();

                    epochStopwatch.Restart();

                    stopwatch.Start();

                    var cost = model.RunEpoch();

                    stopwatch.Stop();

                    Console.Write(" {0:f2} + {1:f2}s,", stopwatch.Elapsed.TotalSeconds, epochStopwatch.Elapsed.TotalSeconds);

                    Console.Write(" cost {0}", cost);

                    series.Points.Add(new DataPoint(epoch, cost));

                    if (model.Config.Threshold != null && Math.Abs(cost) <= model.Config.Threshold)
                    {
                        Console.WriteLine("\nError threshold ({0}) reached. Finished learning.", model.Config.Threshold);
                        forceStop = true;
                    }

                    if (epochRuns == 0 || epoch >= epochRuns + epochOffset || forceStop)
                    {
                        forceStop  = false;
                        epochRuns += epochRunStep;
                        var pngExporter = new PngExporter();
                        pngExporter.ExportToFile(plotModel, model.Path("learning-graph.png"));
                        if (repeat++ >= repeats)
                        {
                            DisplayActions(model, series);
                        }
                        else
                        {
                            SaveModel(model, series);
                        }
                    }
                }
            }
            else
            {
                if (model.DataTransformer is Model.Transformers.VectorDataTransformer)
                {
                    Console.WriteLine("Running execution loop\n");

                    while (true)
                    {
                        Console.WriteLine("Model info:");
                        Console.WriteLine("===========");
                        Console.WriteLine(model.GetInfo());

                        DisplayActions(model);

                        var inputs = Vector <double> .Build.Dense(model.Config.Inputs);

                        for (int i = 0; i < model.Config.Inputs; i++)
                        {
                            inputs[i] = ReadDouble(String.Format("Input[{0}]", i));
                        }

                        Console.Clear();

                        Console.WriteLine("Inputs:");
                        Console.WriteLine("=======");
                        Console.WriteLine(inputs.ToVectorString());

                        Console.WriteLine("Result:");
                        Console.WriteLine("=======");
                        foreach (var label in model.Run(inputs))
                        {
                            Console.WriteLine(label);
                        }
                        Console.WriteLine();
                    }
                }
                else if (model.DataTransformer is Model.Transformers.MnistDataTransformer)
                {
                    if (!File.Exists(inputFile))
                    {
                        Console.WriteLine("Input file '{0}' doesn't exist", inputFile);
                        Environment.Exit(1);
                    }

                    var inputs = model.InputTransformer.Transform(inputFile).Row(0);

                    foreach (var label in model.Run(inputs))
                    {
                        Console.WriteLine(label);
                    }
                }
                else
                {
                    Console.WriteLine("Unsupported model input transformer '{0}'.", model.DataTransformer);
                    Environment.Exit(1);
                }
            }
        }
Exemple #5
0
        static void Main(string[] args)
        {
            if (!System.Console.IsOutputRedirected)
            {
                System.Console.Clear();
            }

            CultureInfo.CurrentCulture = CultureInfo.CreateSpecificCulture("en-US");

            System.Console.WriteLine("Logistic Regression ex.2");
            System.Console.WriteLine("========================\n");

            var M = Matrix <double> .Build;
            var V = Vector <double> .Build;

            // Load Data
            // The first two columns contains the exam scores and the third column
            // contains the label.
            Matrix <double> data = DelimitedReader.Read <double>("data\\ex2data1.txt", false, ",", false);

            Console.WriteLine(data);

            Matrix <double> X = data.SubMatrix(0, data.RowCount, 0, 2);
            Vector <double> y = data.Column(2);

            System.Console.WriteLine("Features:\n");
            System.Console.WriteLine(X);

            System.Console.WriteLine("Label:\n");
            System.Console.WriteLine(y);

            // ==================== Part 1: Plotting ====================
            //  We start the exercise by first plotting the data to understand the
            //  the problem we are working with.

            System.Console.WriteLine("Plotting data with + indicating (y = 1) examples and o indicating (y = 0) examples.\n");
            PlotData(X, y);
            GnuPlot.HoldOff();

            Pause();

            // theta parameters
            Vector <double> initial_theta = V.Dense(X.ColumnCount + 1);

            // Add intercept term to X
            X = X.InsertColumn(0, V.Dense(X.RowCount, 1));

            // compute cost
            LogisticRegression lr   = new LogisticRegression(X, y);
            double             J    = lr.Cost(initial_theta);
            Vector <double>    grad = lr.Gradient(initial_theta);

            System.Console.WriteLine("Cost at initial theta (zeros): {0:f3}\n", J);
            System.Console.WriteLine("Expected cost (approx): 0.693\n");

            System.Console.WriteLine("Gradient at initial theta (zeros): \n");
            System.Console.WriteLine(" {0:f4} \n", grad);
            System.Console.WriteLine("Expected gradients (approx):\n -0.1000\n -12.0092\n -11.2628\n");

            // Compute and display cost and gradient with non-zero theta
            Vector <double> test_theta = V.DenseOfArray(new double[] { -24.0, 0.2, 0.2 });

            J    = lr.Cost(test_theta);
            grad = lr.Gradient(test_theta);

            System.Console.WriteLine("\nCost at test theta: {0:f3}\n", J);
            System.Console.WriteLine("Expected cost (approx): 0.218\n");
            System.Console.WriteLine("Gradient at test theta: \n");
            System.Console.WriteLine(" {0:f3} \n", grad);
            System.Console.WriteLine("Expected gradients (approx):\n 0.043\n 2.566\n 2.647\n");

            Pause();

            // ============= Part 3: Optimizing using fmin  ================
            //  In this exercise, I will use fmin function  to find the
            //  optimal parameters theta.
            var obj    = ObjectiveFunction.Gradient(lr.Cost, lr.Gradient);
            var solver = new BfgsMinimizer(1e-5, 1e-5, 1e-5, 1000);
            var result = solver.FindMinimum(obj, initial_theta);

            System.Console.WriteLine("Cost at theta found by fmin: {0:f5} after {1} iterations\n", result.FunctionInfoAtMinimum.Value, result.Iterations);
            System.Console.WriteLine("Expected cost (approx): 0.203\n");
            System.Console.WriteLine("theta: \n");
            System.Console.WriteLine(result.MinimizingPoint);
            System.Console.WriteLine("Expected theta (approx):\n");
            System.Console.WriteLine(" -25.161\n 0.206\n 0.201\n");

            Pause();

            PlotLinearBoundary(X, y, result.MinimizingPoint);
            GnuPlot.HoldOff();

            // ============== Part 4: Predict and Accuracies ==============
            //  After learning the parameters, you'll like to use it to predict the outcomes
            //  on unseen data. In this part, you will use the logistic regression model
            //  to predict the probability that a student with score 45 on exam 1 and
            //  score 85 on exam 2 will be admitted.
            //
            //  Furthermore, you will compute the training and test set accuracies of
            //  our model.
            //
            //  Your task is to complete the code in predict.m

            //  Predict probability for a student with score 45 on exam 1
            //  and score 85 on exam 2

            double prob = LogisticRegression.Predict(V.DenseOfArray(new [] { 1.0, 45.0, 85.0 }), result.MinimizingPoint);

            System.Console.WriteLine("For a student with scores 45 and 85, we predict an admission probability of {0:f5}\n", prob);
            System.Console.WriteLine("Expected value: 0.775 +/- 0.002\n\n");

            Pause();

            // Compute accuracy on our training set
            Vector <double>       pos = LogisticRegression.Predict(X, result.MinimizingPoint);
            Func <double, double> map = delegate(double d){
                if (d >= 0.5)
                {
                    return(1);
                }
                else
                {
                    return(0);
                }
            };

            pos = pos.Map(map);
            Vector <double> comp = V.Dense(y.Count);

            for (int i = 0; i < y.Count; i++)
            {
                if (pos[i] == y[i])
                {
                    comp[i] = 1;
                }
                else
                {
                    comp[i] = 0;
                }
            }

            double accurancy = comp.Mean() * 100;

            System.Console.WriteLine("Train Accuracy: {0:f5}\n", accurancy);
            System.Console.WriteLine("Expected accuracy (approx): 89.0\n");
            System.Console.WriteLine("\n");
        }
Exemple #6
0
        static void Main(string[] args)
        {
            if (!System.Console.IsOutputRedirected)
            {
                System.Console.Clear();
            }

            CultureInfo.CurrentCulture = CultureInfo.CreateSpecificCulture("en-US");

            System.Console.WriteLine("Linear Regression ex.1");
            System.Console.WriteLine("======================\n");

            // ==================== Part 1: Basic Function ====================
            var M = Matrix <double> .Build;
            var V = Vector <double> .Build;

            // load data
            Matrix <double> data = DelimitedReader.Read <double>("data\\ex1data1.txt", false, ",", false);

            Console.WriteLine(data);

            Matrix <double> X = data.Column(0).ToColumnMatrix();
            Matrix <double> y = data.Column(1).ToColumnMatrix();
            int             m = X.RowCount;

            // ======================= Part 2: Plotting =======================
            System.Console.WriteLine("Plotting data....");
            GnuPlot.HoldOn();
            PlotData(X.Column(0).ToArray(), y.Column(0).ToArray());
            Pause();

            // =================== Part 3: Cost and Gradient descent ===================
            System.Console.WriteLine("Cost and Gradient descent....");

            // Add a column of ones to X
            X = X.InsertColumn(0, V.Dense(m, 1));
            System.Console.WriteLine(X);

            // initialize fitting parameters
            Matrix <double> theta = M.Dense(2, 1);

            double J = ComputeCost(X, y, theta);

            System.Console.WriteLine("With theta = [0 ; 0]\nCost computed = {0:f}\n", J);
            System.Console.WriteLine("Expected cost value (approx) 32.07\n");

            // initialize fitting parameters
            theta[0, 0] = -1;  theta[1, 0] = 2;
            J           = ComputeCost(X, y, theta);
            System.Console.WriteLine("With theta = [-1 ; 2]\nCost computed = {0:f}\n", J);
            System.Console.WriteLine("Expected cost value (approx) 54.24\n");

            // run gradient descent
            System.Console.WriteLine("\nRunning Gradient Descent ...\n");

            int    iterations = 1500;
            double alpha      = 0.01;

            theta = M.Dense(2, 1);
            (Matrix <double> theta, Matrix <double> J_history)res;
            res   = GradientDescent(X, y, theta, alpha, iterations);
            theta = res.theta;

            // print theta to screen
            System.Console.WriteLine("Theta found by gradient descent:\n");
            System.Console.WriteLine(theta);
            System.Console.WriteLine("Expected theta values (approx)\n");
            System.Console.WriteLine(" -3.6303\n  1.1664\n\n");

            Matrix <double> h = X * theta;           // hypothesys
            Matrix <double> x = X.RemoveColumn(0);   // remove x0

            PlotLinearFit(x.Column(0).ToArray(), h.Column(0).ToArray());
            GnuPlot.HoldOff();

            var predict1 = M.DenseOfArray(new double[, ] {
                { 1, 3.5 }
            }) * theta;

            System.Console.WriteLine("For population = 35,000, we predict a profit of {0:F4}", predict1[0, 0] * 10000);

            var predict2 = M.DenseOfArray(new double[, ] {
                { 1, 7 }
            }) * theta;

            System.Console.WriteLine("For population = 70,000, we predict a profit of {0:F4}", predict2[0, 0] * 10000);

            Pause();

            // ============= Part 4: Visualizing J(theta_0, theta_1) =============
            System.Console.WriteLine("Visualizing J(theta_0, theta_1) ...\n");
            PlotJ(X, y, theta);

            Pause();
        }
        static void Main1(string[] args)
        {
            //initialize the translation matrix
            Matrix <double> transMatrix = DelimitedReader.Read <double>(@"C:\Mannheim Uni\New folder\m.csv", false, ",", false);

            //initialize the vocabulary index dictionary
            Wordindenx();
            //initialize the word embedding vector
            var dv = dicVic();

            Console.WriteLine("dictionay vec loaded");
            //declare a dictionary for the documents embeddings
            Dictionary <int, Vector <double> > docEm = new Dictionary <int, Vector <double> >();
            //declare a indexer
            int i = 0;
            //declare a variable for the weights' sum
            double WeightSum = 0;
            //declare a vector for the sum of the word vector embeddings
            Vector <double> vecSum = Vector.Build.Dense(300);

            //loop for read the dataset in English
            foreach (var line in File.ReadLines(@"C:\Mannheim Uni\New folder\train_en.txt"))
            {
                if (Convert.ToInt32(line.Split()[0]) == i)
                {
                    if (dv.ContainsKey(wIndexer[line.Split()[1]]))
                    {
                        //Obtain the word embedding
                        Vector <double> V = dv[wIndexer[line.Split()[1]]];
                        //multiply the Vector with the translation matrix
                        V = V * transMatrix;
                        //multiply the Vector with the word weight
                        V = V * Convert.ToDouble(line.Split()[2]);
                        //aggregate the vectors
                        vecSum    += V;
                        WeightSum += Convert.ToDouble(line.Split()[2]);
                    }
                }
                else
                {
                    //aggregate the vectors and divide them on the weights sum
                    vecSum = vecSum / WeightSum;
                    // add the final document embedding vector to the dictionary
                    docEm.Add(i, vecSum);
                    WeightSum = 0;
                    vecSum    = 0 * vecSum;
                    Console.WriteLine(i);
                    i++;
                }
            }
            Console.WriteLine("done");

            //write the final document embadding in excel file
            using (StreamWriter file = new StreamWriter(@"C:\Mannheim Uni\New folder\test - Copy.csv"))
            {
                foreach (var item in docEm)
                {
                    file.Write(item.Key + "," + string.Join(" ", item.Value.ToArray()));
                    file.Write(Environment.NewLine);
                }
            }
            Console.WriteLine("Press any key to exit");
            Console.ReadKey();
        }
        private void button1_Click(object sender, EventArgs e)
        {
            // Read first file
            string          fileOne       = "matrixone.csv";
            Matrix <double> fileMatrixOne = DelimitedReader.Read <double>(fileOne, false, ",", false);

            // Write in textBox1 the information about fileMatrixOne
            textBox1.AppendText("\n");
            textBox1.AppendText(fileMatrixOne.ToString("F2"));

            textBox1.AppendText("matrix1 rows: " + fileMatrixOne.RowCount.ToString("F2"));
            textBox1.AppendText("\n");
            textBox1.AppendText("matrix1 columns: " + fileMatrixOne.ColumnCount.ToString("F2"));
            textBox1.AppendText("\n");
            // FirstCSV file into a multidimensional array
            // string[][] numOne = File.ReadLines(@"C:\Users\PC\Desktop\matrix1.csv").Select(s => s.Split(",".ToCharArray())).ToArray().ToArray();
            // textBox1.AppendText("stringOne : " + numOne[1][0]);

            // Read second file
            string          fileTwo       = "matrixtwo.csv";
            Matrix <double> fileMatrixTwo = DelimitedReader.Read <double>(fileTwo, false, ",", false);

            // Write in textBox1 the information about fileMatrixTwo
            textBox1.AppendText("\n");
            textBox1.AppendText(fileMatrixTwo.ToString("F2"));

            textBox1.AppendText("matrix2 rows: " + fileMatrixTwo.RowCount.ToString("F2"));
            textBox1.AppendText("\n");
            textBox1.AppendText("matrix2 columns: " + fileMatrixTwo.ColumnCount.ToString("F2"));
            textBox1.AppendText("\n");
            // FirstCSV file into a multidimensional array
            // string[][] numTwo = File.ReadLines(@"C:\Users\PC\Desktop\matrix2.csv").Select(s => s.Split(",".ToCharArray())).ToArray().ToArray();
            // textBox1.AppendText("stringOne : " + numTwo[1][0]);

            if (fileMatrixTwo.RowCount == fileMatrixOne.RowCount && fileMatrixOne.ColumnCount == fileMatrixTwo.ColumnCount)
            {
                //TASK ONE
                textBox1.AppendText("\n");
                textBox1.AppendText("\nTASK ONE");
                Matrix <double> resultSum = DelimitedReader.Read <double>(fileTwo, false, ",", false);
                resultSum.Add(fileMatrixOne, resultSum);
                textBox1.AppendText("\n");
                textBox1.AppendText("Sumation:");
                textBox1.AppendText(resultSum.ToString("F2"));
                double[,] resultArray = new double[resultSum.RowCount, resultSum.ColumnCount];
                //textBox1.AppendText(resultArray[1,1].ToString("F2"));
                bool antisymmetrical = true;
                // antisymmetrical matrix
                if (fileMatrixOne.RowCount == fileMatrixOne.ColumnCount && fileMatrixTwo.RowCount == fileMatrixTwo.ColumnCount)
                {
                    for (int i = 0; i < resultSum.ColumnCount; i++)
                    {
                        for (int j = 0; j < resultSum.RowCount; j++)
                        {
                            if (j != i)
                            {
                                //textBox1.AppendText("Symmetrical\n");
                                antisymmetrical = resultSum[j, i] != resultSum[i, j] ? true : false;
                                if (!antisymmetrical)
                                {
                                    textBox1.AppendText("\n");
                                    textBox1.AppendText("\nAntiSymmetrical:\n");
                                    textBox1.AppendText("false\n");
                                    i = resultSum.ColumnCount;
                                    j = resultSum.RowCount;
                                }
                            }
                        }
                    }
                    if (antisymmetrical)
                    {
                        textBox1.AppendText("\n");
                        textBox1.AppendText("\nAntiSymmetrical: \n");
                        textBox1.AppendText("true\n");
                    }
                }
                else
                {
                    textBox1.AppendText("\n");
                    textBox1.AppendText("\nAntiSymmetrical: \n");
                    textBox1.AppendText("false\n");
                }

                //TASK TWO
                textBox1.AppendText("\n");
                textBox1.AppendText("\nTASK TWO");
                Matrix <double> resultMul = DelimitedReader.Read <double>(fileTwo, false, ",", false);
                resultMul.Multiply(fileMatrixOne, resultMul);
                textBox1.AppendText("\n");
                textBox1.AppendText("Multiplication");
                textBox1.AppendText(resultSum.ToString("F2"));
                //double[,] resultArray = new double[resultMul.RowCount, resultMul.ColumnCount];
                //textBox1.AppendText(resultArray[1,1].ToString("F2"));
                bool symmetrical = true;
                // antisymmetrical matrix
                if (fileMatrixOne.RowCount == fileMatrixOne.ColumnCount && fileMatrixTwo.RowCount == fileMatrixTwo.ColumnCount)
                {
                    for (int i = 0; i < resultSum.ColumnCount; i++)
                    {
                        for (int j = 0; j < resultSum.RowCount; j++)
                        {
                            if (j != i)
                            {
                                //textBox1.AppendText("Symmetrical\n");
                                symmetrical = resultSum[j, i] == resultSum[i, j] ? true : false;
                                if (!symmetrical)
                                {
                                    textBox1.AppendText("\n");
                                    textBox1.AppendText("\nSymmetrical:\n");
                                    textBox1.AppendText("false\n");
                                    i = resultSum.ColumnCount;
                                    j = resultSum.RowCount;
                                }
                            }
                        }
                    }
                    if (symmetrical)
                    {
                        textBox1.AppendText("\n");
                        textBox1.AppendText("\nSymmetrical: \n");
                        textBox1.AppendText("true\n");
                    }
                }
                else
                {
                    textBox1.AppendText("\n");
                    textBox1.AppendText("\nSymmetrical: \n");
                    textBox1.AppendText("false\n");
                }
            }
            else
            {
                textBox1.AppendText("\n");
                textBox1.AppendText("Undefined Matrices!");
            }

            //Matrix<Complex32> x = Matrix<Complex32>.Build.Dense(4, 4);
            //textBox1.AppendText(x.ToString("F2"));


            //Matrix<Complex32> y = Matrix<Complex32>.Build.Dense(4, 4, (i, j) => new Complex32(1.0f, 1.0f));

            //textBox1.AppendText(y.ToString("F2"));

            //x = y;
            //y.CopyTo(x);
            //x.Add(new Complex32(10.0f, 0), x);

            //y.Multiply(new Complex32(2.0f, 0), n);
            //textBox1.AppendText(n.ToString("F2"));
            //textBox1.AppendText(x.ToString("F2"));
            //textBox1.AppendText(y.ToString("F2"));

            //textBox1.AppendText(y.Column(1).ToString("F2"));

            //Vector<Complex32> z = y.ColumnSums();
            //textBox1.AppendText(z.ToString("F2"));
        }
        static void Main(string[] args)
        {
            try
            {
                var gFile = @"C:\Users\alexismayfire\Desktop\CSM30\Trabalho 2\Imagem-A\g-1.txt";
                var hFile = @"C:\Users\alexismayfire\Desktop\CSM30\Trabalho 2\Imagem-A\H-1.txt";

                var M = Matrix <double> .Build;
                var V = Vector <double> .Build;

                int rows    = 50816;
                int columns = 3600;

                StreamReader sr = new StreamReader(gFile);

                try
                {
                    Console.WriteLine(DateTime.Now);

                    double[] temp = new double[rows];
                    using (sr)
                    {
                        string line;
                        int    i = 0;
                        while ((line = sr.ReadLine()) != null)
                        {
                            temp[i] = Double.Parse(line);
                            i++;
                        }
                    }

                    var v = V.Dense(temp);
                    Console.WriteLine("Arquivo g lido");
                    Console.WriteLine(DateTime.Now);
                }
                catch (Exception e)
                {
                    Console.WriteLine(e.Message);
                    Console.WriteLine(e.StackTrace);
                }

                sr.Dispose();
                sr = new StreamReader(hFile);

                try
                {
                    Console.WriteLine(DateTime.Now);
                    Matrix <double> matrix = M.Sparse(rows, columns);
                    matrix = DelimitedReader.Read <double>(sr, false, ",", false, null, null);
                    Console.WriteLine("Arquivo H lido");
                    Console.WriteLine(DateTime.Now);
                }
                catch (Exception e)
                {
                    Console.WriteLine(e.Message);
                    Console.WriteLine(e.StackTrace);
                }

                sr.Dispose();
                Console.Read();
            }
            catch (Exception e)
            {
                Console.WriteLine("The file could not be read:");
                Console.WriteLine(e.Message);
            }
        }
Exemple #10
0
        static void Main(string[] args)
        {
            if (!System.Console.IsOutputRedirected)
            {
                System.Console.Clear();
            }

            CultureInfo.CurrentCulture = CultureInfo.CreateSpecificCulture("en-US");

            var M = Matrix <double> .Build;
            var V = Vector <double> .Build;

            System.Console.WriteLine("Linear Regression ex.1 multiple variables");
            System.Console.WriteLine("=========================================\n");


            // load data
            System.Console.WriteLine("Loading data ...\n");
            Matrix <double> data = DelimitedReader.Read <double>("data\\ex1data2.txt", false, ",", false);

            Matrix <double> X = data.SubMatrix(0, data.RowCount, 0, 2);
            Matrix <double> y = data.SubMatrix(0, data.RowCount, 2, 1);
            int             m = X.RowCount;

            // Print out some data points
            System.Console.WriteLine("First 10 examples from the dataset: \n");
            var temp = M.DenseOfMatrixArray(new [, ]
            {
                {
                    X.SubMatrix(0, 10, 0, 2), y.SubMatrix(0, 10, 0, 1)
                }
            }
                                            );

            Console.WriteLine(temp);

            // Scale features and set them to zero mean
            System.Console.WriteLine("Normalizing Features ...\n");

            (Matrix <double> X_norm, Matrix <double> mu, Matrix <double> sigma)norm_res;
            norm_res = FeatureNormalize(X);

            System.Console.WriteLine($"mu: {norm_res.mu}");
            System.Console.WriteLine($"sigma: {norm_res.sigma}");
            System.Console.WriteLine($"X_norm: {norm_res.X_norm}");

            // Add intercept term to X
            X = norm_res.X_norm;
            X = X.InsertColumn(0, V.Dense(X.RowCount, 1));

            // Running gradient descent ...
            System.Console.WriteLine("Running gradient descent ...\n");

            // Choose some alpha value
            double alpha     = 0.01;
            int    num_iters = 50;

            GnuPlot.HoldOn();

            Matrix <double> theta = M.Dense(3, 1);

            (Matrix <double> theta, Matrix <double> J_history)res_grad1 = GradientDescentMulti(X, y, theta, alpha, num_iters);
            PlotJ(res_grad1.J_history, "{/Symbol a}=" + alpha, "blue");

            theta = M.Dense(3, 1);
            alpha = 0.03;
            (Matrix <double> theta, Matrix <double> J_history)res_grad2 = GradientDescentMulti(X, y, theta, alpha, num_iters);
            PlotJ(res_grad2.J_history, "{/Symbol a}=" + alpha, "red");

            theta = M.Dense(3, 1);
            alpha = 0.1;
            (Matrix <double> theta, Matrix <double> J_history)res_grad3 = GradientDescentMulti(X, y, theta, alpha, num_iters);
            PlotJ(res_grad3.J_history, "{/Symbol a}=" + alpha, "black");

            theta = M.Dense(3, 1);
            alpha = 0.3;
            (Matrix <double> theta, Matrix <double> J_history)res_grad4 = GradientDescentMulti(X, y, theta, alpha, num_iters);
            PlotJ(res_grad4.J_history, "{/Symbol a}=" + alpha, "green");

            GnuPlot.HoldOff();


            // Display gradient descent's result
            System.Console.WriteLine("Theta computed from gradient descent: \n");
            System.Console.WriteLine(res_grad4.theta);
            System.Console.WriteLine("\n");

            // Estimate the price of a 1650 sq-ft, 3 br house
            // Recall that the first column of X is all-ones. Thus, it does
            // not need to be normalized.
            double x1 = 1650;
            double x2 = 3;

            x1 = (x1 - norm_res.mu[0, 0]) / norm_res.sigma[0, 0];
            x2 = (x2 - norm_res.mu[0, 1]) / norm_res.sigma[0, 1];

            Matrix <double> K = Matrix <double> .Build.DenseOfRowArrays(new double[] { 1, x1, x2 });

            System.Console.WriteLine("K is:");
            System.Console.WriteLine(K);
            double price = (K * res_grad4.theta)[0, 0];

            System.Console.WriteLine("Predicted price of a 1650 sq-ft, 3 br house (using gradient descent):\n ${0:f}\n", price);

            Pause();

            // =================================================================
            // NORMAL EQUATION
            // =================================================================
            System.Console.WriteLine("Solving with normal equations...\n");

            // load data
            System.Console.WriteLine("Loading data ...\n");
            data = DelimitedReader.Read <double>("data\\ex1data2.txt", false, ",", false);

            X = data.SubMatrix(0, data.RowCount, 0, 2);
            y = data.SubMatrix(0, data.RowCount, 2, 1);
            m = X.RowCount;

            // Add intercept term to X
            X = X.InsertColumn(0, V.Dense(X.RowCount, 1));

            // Calculate the parameters from the normal equation
            theta = normalEqn(X, y);

            System.Console.WriteLine("Theta computed from the normal equations: \n");
            System.Console.WriteLine(theta);
            System.Console.WriteLine("\n");

            K = Matrix <double> .Build.DenseOfRowArrays(new double[] { 1, 1650, 3 });

            price = (K * theta)[0, 0];

            System.Console.WriteLine("Predicted price of a 1650 sq-ft, 3 br house (using normal equation):\n ${0:f}\n", price);

            Pause();
        }