example_optadam_create.cpp

 
#include <cmath>
#include <Pds/Ra>
#include <cfloat>
    
int main(void)
{
    Pds::Octave::DAspect=true;
    //Pds::Ra::Randomize();
    unsigned int L=1000;
    
    Pds::Line2D Line(Pds::Ra::Pi/4,sqrt(2)/2);
    Line.Print("Line: ");
    
    Pds::Matrix X=Pds::RandU(L,2);
    Pds::Vector Y=Line.EvalSamples(X).Geq(0.0);
    Pds::Vector Yhat=Y;
    
    Pds::Octave::Plot::PointsX2DY(X,Y,"testando.m","example_optadam_create_dataset.png");
    
    Pds::Matrix R=Pds::RegressorMatrix(X);
    Pds::Vector W(3);   W.FillRandN();
    Pds::Vector DW;
    Pds::Vector g;
    unsigned int iter=0;
    double alpha=0.1;
    double lambda=0.01;
    Pds::OptAdam Opt(W.Size());
    Opt.Print("Adam:\t");
    
    std::cout<<std::endl;
    
    Pds::Ra::Tic();
    do
    {
        Yhat=Pds::Sigmoid(R*W);
        g=(1.0/L)*R.TMul(Yhat-Y)+(lambda/3)*W;
        Opt.OptimizeGradient(g);
        
        W=W-alpha*g;
        
        iter++;
        
    }while(Yhat.MSE(Y)>1.0e-1);
    Pds::Ra::Toc();
    
    std::cout<<"iter:\t"<<iter<<"\n";
    W.T().Print("W.T():\t");
    std::cout<<"Acc:\t"<<Pds::Accuracy(Pds::Sigmoid(R*W),Y)<<"\n";
    std::cout<<"MSE:\t"<<Yhat.MSE(Y)<<"\n";
    
    Pds::Octave::Plot::PointsX2DYW(X,Y,W,"testando.m","example_optadam_create_result_opt.png");
    
    std::cout<<std::endl;
    W.FillRandN();
    iter=0;
    Pds::Ra::Tic();
    do
    {
        Yhat=Pds::Sigmoid(R*W);
        g=(1.0/L)*R.TMul(Yhat-Y)+(lambda/3)*W;
        
        W=W-alpha*g;
        
        iter++;
    }while(Yhat.MSE(Y)>1.0e-1);
    Pds::Ra::Toc();
    
    std::cout<<"iter:\t"<<iter<<"\n";
    W.T().Print("W.T():\t");
    std::cout<<"Acc:\t"<<Pds::Accuracy(Pds::Sigmoid(R*W),Y)<<"\n";
    std::cout<<"MSE:\t"<<Yhat.MSE(Y)<<"\n";
    
    Pds::Octave::Plot::PointsX2DYW(X,Y,W,"testando.m","example_optadam_create_result.png");
    
}