| 64 | } |
| 65 | |
| 66 | array train(const array &X, const array &Y, double alpha = 0.1, |
| 67 | double lambda = 1.0, double maxerr = 0.01, int maxiter = 1000, |
| 68 | bool verbose = false) { |
| 69 | // Initialize parameters to 0 |
| 70 | array Weights = constant(0, X.dims(1), Y.dims(1)); |
| 71 | |
| 72 | array J, dJ; |
| 73 | float err = 0; |
| 74 | |
| 75 | for (int i = 0; i < maxiter; i++) { |
| 76 | // Get the cost and gradient |
| 77 | cost(J, dJ, Weights, X, Y, lambda); |
| 78 | |
| 79 | err = max<float>(abs(J)); |
| 80 | if (err < maxerr) { |
| 81 | printf("Iteration %4d Err: %.4f\n", i + 1, err); |
| 82 | printf("Training converged\n"); |
| 83 | return Weights; |
| 84 | } |
| 85 | |
| 86 | if (verbose && ((i + 1) % 10 == 0)) { |
| 87 | printf("Iteration %4d Err: %.4f\n", i + 1, err); |
| 88 | } |
| 89 | |
| 90 | // Update the parameters via gradient descent |
| 91 | Weights = Weights - alpha * dJ; |
| 92 | } |
| 93 | |
| 94 | printf("Training stopped after %d iterations\n", maxiter); |
| 95 | return Weights; |
| 96 | } |
| 97 | |
| 98 | void benchmark_logistic_regression(const array &train_feats, |
| 99 | const array &train_targets, |
no test coverage detected