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small fixes
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@uprestel
uprestel committed Jun 3, 2020
1 parent 9b1af39 commit 46d6b2e
Showing 1 changed file with 3 additions and 33 deletions.
36 changes: 3 additions & 33 deletions project.ipynb
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Original file line number Diff line number Diff line change
Expand Up @@ -1271,45 +1271,15 @@
"metadata": {
"id": "3cCpxkxCWIGQ",
"colab_type": "code",
"outputId": "d36f14a1-f4c4-4cce-da7b-040751293a14",
"colab": {
"base_uri": "https://localhost:8080/",
"height": 445
}
"colab": {}
},
"source": [
"parameters = np.arange(0,40,1)\n",
"print(\"grid:\", parameters)\n",
"print(\"best parameter in grid: \", grid_search(parameters, validation_size=100, considered_splits=3, iterations=100, method=\"DRS\"))"
],
"execution_count": 160,
"outputs": [
{
"output_type": "stream",
"text": [
"grid: [ 0 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23\n",
" 24 25 26 27 28 29 30 31 32 33 34 35 36 37 38 39]\n",
"btrain: (1201, 265)\n"
],
"name": "stdout"
},
{
"output_type": "error",
"ename": "KeyboardInterrupt",
"evalue": "ignored",
"traceback": [
"\u001b[0;31m---------------------------------------------------------------------------\u001b[0m",
"\u001b[0;31mKeyboardInterrupt\u001b[0m Traceback (most recent call last)",
"\u001b[0;32m<ipython-input-160-a798a7184f5a>\u001b[0m in \u001b[0;36m<module>\u001b[0;34m()\u001b[0m\n\u001b[1;32m 1\u001b[0m \u001b[0mparameters\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mnp\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0marange\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;36m0\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;36m40\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0;36m1\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 2\u001b[0m \u001b[0mprint\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m\"grid:\"\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mparameters\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m----> 3\u001b[0;31m \u001b[0mprint\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;34m\"best parameter in grid: \"\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mgrid_search\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mparameters\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mvalidation_size\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;36m100\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mconsidered_splits\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;36m3\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0miterations\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;36m100\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mmethod\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;34m\"DRS\"\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m",
"\u001b[0;32m<ipython-input-159-70f1c13e670f>\u001b[0m in \u001b[0;36mgrid_search\u001b[0;34m(parameters, validation_size, considered_splits, iterations, method)\u001b[0m\n\u001b[1;32m 42\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 43\u001b[0m \u001b[0;32mif\u001b[0m \u001b[0mmethod\u001b[0m \u001b[0;34m==\u001b[0m \u001b[0;34m\"DRS\"\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m---> 44\u001b[0;31m \u001b[0mrec\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mDRS\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mA\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mB\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mm\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mn\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0miterations\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0miterations\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mgamma\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0mparam\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mreshape\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mm\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mn\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 45\u001b[0m \u001b[0;32mif\u001b[0m \u001b[0mmethod\u001b[0m \u001b[0;34m==\u001b[0m \u001b[0;34m\"FISTA\"\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 46\u001b[0m \u001b[0mnoise_matrix\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mnp\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mrandom\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mnormal\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mloc\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;36m0\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mscale\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;36m1.0\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0msize\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0mB\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mshape\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
"\u001b[0;32m<ipython-input-11-c7fd34f230e2>\u001b[0m in \u001b[0;36mDRS\u001b[0;34m(A, B, m, n, iterations, gamma, gather_iterations)\u001b[0m\n\u001b[1;32m 23\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 24\u001b[0m \u001b[0;31m#yk = D(2*xk - zk, gamma, m, n)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m---> 25\u001b[0;31m \u001b[0myk\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0msingular_value_shrinkage\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0;36m2\u001b[0m\u001b[0;34m*\u001b[0m\u001b[0mxk\u001b[0m \u001b[0;34m-\u001b[0m \u001b[0mzk\u001b[0m \u001b[0;34m,\u001b[0m \u001b[0mgamma\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mnewshape\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mm\u001b[0m\u001b[0;34m,\u001b[0m\u001b[0mn\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 26\u001b[0m \u001b[0mzk\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mzk\u001b[0m \u001b[0;34m+\u001b[0m \u001b[0myk\u001b[0m \u001b[0;34m-\u001b[0m \u001b[0mxk\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 27\u001b[0m \u001b[0;32mif\u001b[0m \u001b[0mgather_iterations\u001b[0m\u001b[0;34m:\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
"\u001b[0;32m<ipython-input-61-b7822a7453c3>\u001b[0m in \u001b[0;36msingular_value_shrinkage\u001b[0;34m(X, alpha, newshape)\u001b[0m\n\u001b[1;32m 76\u001b[0m \u001b[0mX_\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mX\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 77\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m---> 78\u001b[0;31m \u001b[0mU\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0ms\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mVT\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mnp\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mlinalg\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0msvd\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mX_\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mfull_matrices\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;32mTrue\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 79\u001b[0m \u001b[0ms_shth\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mshrinkage_threshold\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0ms\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0malpha\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 80\u001b[0m \u001b[0mS\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mnp\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mzeros_like\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mX_\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
"\u001b[0;32m<__array_function__ internals>\u001b[0m in \u001b[0;36msvd\u001b[0;34m(*args, **kwargs)\u001b[0m\n",
"\u001b[0;32m/usr/local/lib/python3.6/dist-packages/numpy/linalg/linalg.py\u001b[0m in \u001b[0;36msvd\u001b[0;34m(a, full_matrices, compute_uv, hermitian)\u001b[0m\n\u001b[1;32m 1624\u001b[0m \u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 1625\u001b[0m \u001b[0msignature\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0;34m'D->DdD'\u001b[0m \u001b[0;32mif\u001b[0m \u001b[0misComplexType\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mt\u001b[0m\u001b[0;34m)\u001b[0m \u001b[0;32melse\u001b[0m \u001b[0;34m'd->ddd'\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0;32m-> 1626\u001b[0;31m \u001b[0mu\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0ms\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mvh\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mgufunc\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0ma\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0msignature\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0msignature\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mextobj\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0mextobj\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[0m\u001b[1;32m 1627\u001b[0m \u001b[0mu\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0mu\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mastype\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mresult_t\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mcopy\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;32mFalse\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n\u001b[1;32m 1628\u001b[0m \u001b[0ms\u001b[0m \u001b[0;34m=\u001b[0m \u001b[0ms\u001b[0m\u001b[0;34m.\u001b[0m\u001b[0mastype\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0m_realType\u001b[0m\u001b[0;34m(\u001b[0m\u001b[0mresult_t\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m,\u001b[0m \u001b[0mcopy\u001b[0m\u001b[0;34m=\u001b[0m\u001b[0;32mFalse\u001b[0m\u001b[0;34m)\u001b[0m\u001b[0;34m\u001b[0m\u001b[0;34m\u001b[0m\u001b[0m\n",
"\u001b[0;31mKeyboardInterrupt\u001b[0m: "
]
}
]
"execution_count": 0,
"outputs": []
},
{
"cell_type": "code",
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