test_logisticregression.cpp

 
#include <iostream>
#include <Pds/Ra>
#include <Pds/Ml>
        
int main(void)
{
    Pds::Octave::XLabel="x_1";
    Pds::Octave::YLabel="x_2";   
    Pds::Octave::Legend={"Error Cross-val","Error Training"};
    
    Pds::IterationConf Conf;
    Conf.Show=true;
    Pds::Vector Yp;
    Pds::ClassificationMetrics Metrics;
        
    // Generating data
    unsigned int L=800;
    Pds::Matrix X;
    Pds::Vector Y;
    Pds::DataSet::Classification::LoadDataLine(L,X,Y);
    Pds::Vector W(X.Ncol()+1);
     
    Pds::Octave::Plot::PointsX2DY(X,Y,"testando.m","test_logisticregression_data.png");
    
    // Split data set in {Training,Cross-validation,Test}
    Pds::DataSetBlock Dat=Pds::DataSet::Split(X,Y,4,2,2);
    
    // Create W using training data
    W.Fill(0.1);    Conf.SetAlpha(0.1);
    Pds::Ra::Tic();
    W=Pds::LogisticModel::FittingGradientCrossEntropy(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.Xtt);
    
    Pds::Octave::Plot::PointsX2DYW(Dat.Xtt,Dat.Ytt,W,"testando.m","test_logisticregression_ce.png");
    
    // Create W using training data
    W.Fill(0.1);    Conf.SetAlpha(0.1);
    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.Xtt);
    
    Pds::Octave::Plot::PointsX2DYW(Dat.Xtt,Dat.Ytt,W,"testando.m","test_logisticregression_svm.png");
    
    // Metrics  
    Metrics = Pds::ClassificationMetrics::Optimal(Yp,Dat.Ytt);
    Metrics.Print("\n");
        
    // Curvas de diagnostico
    Pds::DataErrorCurve Diag;
    Conf.Show=false;
    double percent=1.0/10.0;
    Diag=Pds::LogisticModel::LearningCurves(Conf,Dat.Xtr,Dat.Ytr,Dat.Xcv,Dat.Ycv,percent);
 
    Pds::Octave::XLabel="m samples";
    Pds::Octave::YLabel="Error";
    Pds::Octave::Plot::CurveXYXY(  Diag.Var,Diag.ErrorCv,
                                  Diag.Var,Diag.ErrorTr,
                                  "testando.m","test_logisticregression_curves.png");
    
    return 0;
}