Changeset 13928 for branches/HeuristicLab.Algorithms.DataAnalysis.Glmnet/3.4/ElasticNetLinearRegression.cs

Timestamp:

06/20/16 16:38:54 (8 years ago)

Author:

gkronber

Message:

#745: first version of elastic-net alg that runs in HL

Location:

branches/HeuristicLab.Algorithms.DataAnalysis.Glmnet/3.4

Files:

• . (modified) (1 prop)
• ElasticNetLinearRegression.cs (modified) (2 diffs)

branches/HeuristicLab.Algorithms.DataAnalysis.Glmnet/3.4/ElasticNetLinearRegression.cs

@@ -58 +58 @@
       var nCoeff = coeff.GetLength(1);
       var dataRows = new DataRow[nCoeff];
+      var allowedVars = Problem.ProblemData.AllowedInputVariables.ToArray();
       for (int i = 0; i < nCoeff; i++) {
-        var coeffId = string.Format("c_{0}", i);
-        dataRows[i] = new DataRow(coeffId, coeffId, Enumerable.Range(0, nLambdas).Select(r => coeff[r, i]).ToArray());
+        var coeffId = allowedVars[i];
+        var path = Enumerable.Range(0, nLambdas).Select(r => coeff[r, i]).ToArray();
+        dataRows[i] = new DataRow(coeffId, coeffId, path);
         coeffTable.Rows.Add(dataRows[i]);
       }
@@ -68 +70 @@
       var rsqTable = new DataTable("R-Squared", "Path of R² values over different lambda values");
       rsqTable.Rows.Add(new DataRow("R-Squared", "Path of R² values over different lambda values", rsq));
-      Results.Add(new Result(rsqTable.Name, rsqTable.Description, coeffTable));
-    }
-
-    //     private static void TestTower() {
-    //       var prov = new HeuristicLab.Problems.Instances.DataAnalysis.RegressionRealWorldInstanceProvider();
-    //       var towerDesc = prov.GetDataDescriptors().Where(dd => dd.Name.Contains("Tower")).Single();
-    //       try {
-    //         var problemData = prov.LoadData(towerDesc);
-    // 
-    //         double[] lambda;
-    //         double[] rsq;
-    //         double[,] coeff;
-    //         double[] intercept;
-    //         RunElasticNetLinearRegression(problemData, 0.5, out lambda, out rsq, out coeff, out intercept);
-    // 
-    //         for (int i = 0; i < rsq.Length; i++) {
-    //           Console.WriteLine(rsq[i]);
-    //         }
-    // 
-    //         double rsq0;
-    //         CreateElasticNetLinearRegressionSolution(problemData, 0.5, lambda.Skip(20).First(), out rsq0);
-    // 
-    //         CreateElasticNetLinearRegressionSolution(problemData, 0.5, lambda.Skip(20).Take(10).ToArray(), out rsq);
-    // 
-    // 
-    //       }
-    //       catch (Exception e) {
-    //       }
-    //     }
+      Results.Add(new Result(rsqTable.Name, rsqTable.Description, rsqTable));
+    }
 
     public static double[] CreateElasticNetLinearRegressionSolution(IRegressionProblemData problemData, double penalty, double lambda,