example_logisticregression_svm.cpp

 
#include <iostream>
#include <Pds/Ra>
#include <Pds/Ml>
        
int main(void)
{
    Pds::IterationConf Conf;    
    Conf.Show=true; Conf.SetMinError(1e-06); 
    Conf.SetAlpha(0.1); Conf.SetMaxIter(4000); Conf.SetAlphaSmart(true); 
    Conf.SetLambda(0.1);
    Pds::Vector Yp;
    Pds::ClassificationMetrics Metrics;
        
    // Generating data
    unsigned int L=5000;
    Pds::Matrix X;
    Pds::Vector Y;
    Pds::DataSet::Classification::LoadDataLine(L,X,Y);
 
    
    // Split data set in {Training,Cross-validation,Test}
    Pds::DataSetBlock Dat=Pds::DataSet::Split(X,Y,6,2,2);
    
    Pds::Octave::XLabel="x_1";
    Pds::Octave::YLabel="x_2";
    Pds::Octave::Plot::PointsX2DY(Dat.Xtr,Dat.Ytr,"testando.m","example_logisticregression_svm_data.png");
    
    // Create W using training data
    Pds::Vector W(X.Ncol()+1);
    W.Set(0,2);W.Set(1,-2);W.Set(2,3);    
    W.T().Print("W:\n");
    
    Pds::Ra::Tic();
    W=Pds::LogisticModel::FittingGradientSVM(Conf,Dat.Xtr,Dat.Ytr,W);
    W.T().Print("W:\n");
    Pds::Ra::Toc();
    
    // Testing W with testing data set
    Yp=Pds::LogisticModel::Classify(W,Dat.Xcv);
    
    // Metrics  
    Metrics = Pds::ClassificationMetrics::Calculate(0.5,Yp,Dat.Ycv);
    Metrics.Print("\nCross validation metrics:\n");
    
    Pds::Octave::Plot::PointsX2DYW( Dat.Xcv,
                                    Dat.Ycv,
                                    W,
                                    "testando.m",
                                    "example_logisticregression_svm_training.png");
    
    // Testing W with testing data set
    Yp=Pds::LogisticModel::Classify(W,Dat.Xtt);
    
    Metrics = Pds::ClassificationMetrics::Calculate(0.5,Yp,Dat.Ytt);
    Metrics.Print("\nTesting metrics:\n");
 
    Pds::Octave::Plot::PointsX2DYW( Dat.Xtt,
                                    Dat.Ytt,
                                    W,
                                    "testando.m",
                                    "example_logisticregression_svm_testing.png");
    
    return 0;
}