Mercurial > mercurial > hgweb_golang.cgi
view src/logistic.go @ 21:4232b4cbeeb5
ul: add replace.
| author | pyon@macmini |
|---|---|
| date | Sun, 24 Jun 2018 06:32:13 +0900 |
| parents | 3673b244ad94 |
| children |
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/* * ロジスティック回帰分析 * Last Change: 2018-01-21 Sun 17:15:18. */ package main import ( "bufio" "fmt" "image" "image/color" "image/png" "log" "math" "os" "strconv" "strings" "time" ) var RMAX int // 最大繰り返し回数 var NN, MM int // 説明変数の次元 var lr float64 // 学習率 var vb []float64 // 重み（切片と傾き）ベクトル var db float64 // vb の微増分（デルタ） var mx [][]float64 // 説明変数 var vy []float64 // 結果変数 var start time.Time func init() { start = time.Now() RMAX = 500 lr = 0.005 db = 0.0001 NN, MM = 1000, 3 // i, j vb = make( []float64, MM ) vy = make( []float64, NN ) mx = make( [][]float64, NN ) for i := range mx { mx[i] = make( []float64, MM ) mx[i][0] = 1.0 } for j := range vb { vb[j] = 1.0 } f, err := os.Open( "input.txt" ) if err != nil { log.Fatal( err ) } scanner := bufio.NewScanner( f ) var buf []string i := 0 for scanner.Scan() { buf = strings.Split( scanner.Text(), "\t" ) for j := range vb { if s, err := strconv.ParseFloat( buf[j], 64 ); err != nil { log.Fatal( err ) } else { if j == MM - 1 { vy[i] = s } else { mx[i][j+1] = s } } } i++ } if err := scanner.Err(); err != nil { log.Fatal( err ) } f.Close() } func main() { for n := 0; n < RMAX; n++ { dcdb := f_dCdb() // 対数尤度の勾配を計算 odds := f_odds() // オッズを計算 for j := range dcdb { vb[j] -= dcdb[j] * lr // 重み係数を更新 } fmt.Printf( "%04d> %7.2f %6.2f %3.1f\n", n, dcdb, vb, odds ) // 出力 } fmt.Println( time.Now().Sub( start ) ) //makegraph() } func f_dCdb() []float64 { dcdb := make( []float64, MM ) for p := range vb { for i:= 0; i < NN; i++ { var xb0, xb float64 for j:= range vb { d := 0.0 if j == p { d = db } xb0 += mx[i][j] * vb[j] xb += mx[i][j] * ( vb[j] + d ) } s0 := ( vy[i] - 1 ) * xb0 - math.Log1p( math.Exp( - ( xb0 ) ) ) s := ( vy[i] - 1 ) * xb - math.Log1p( math.Exp( - ( xb ) ) ) dcdb[p] += - ( s - s0 ) / db } } return dcdb } func f_odds() []float64 { odds := make( []float64, MM ) for j:= range vb { odds[j] = math.Exp( vb[j] ) } return odds } func makegraph() { const width, height = 256, 256 img := image.NewNRGBA( image.Rect( 0, 0, width, height ) ) for y := 0; y < height; y++ { for x := 0; x < width; x++ { img.Set( x, y, color.NRGBA{ R: uint8( ( x + y ) & 255 ), G: uint8( ( x + y ) << 1 & 255 ), B: uint8( ( x + y ) << 2 & 255 ), A: 255, } ) } } f, err := os.Create( "image.png" ) if err != nil { log.Fatal( err ) } if err := png.Encode( f, img ); err != nil { f.Close() log.Fatal( err ) } if err := f.Close(); err != nil { log.Fatal( err ) } } /* - input.txt - */ /* 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 0 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