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@geektoni geektoni/lars_example.cpp
Last active Feb 27, 2019

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#include <shogun/features/DenseFeatures.h>
#include <shogun/lib/SGMatrix.h>
#include <shogun/regression/LeastAngleRegression.h>
#include <shogun/labels/RegressionLabels.h>
#include <shogun/mathematics/linalg/LinalgNamespace.h>
#include <shogun/preprocessor/PruneVarSubMean.h>
#include <shogun/preprocessor/NormOne.h>
#include <shogun/lib/parameter_observers/ParameterObserverLogger.h>
#include <shogun/base/init.h>
#include <shogun/lib/common.h>
using namespace shogun;
void generate_data_n_greater_d(SGMatrix<float64_t> &data, SGVector<float64_t> &lab)
{
data(0,0)=0.044550005575722;
data(1,0)=-0.433969606728583;
data(2,0)=-0.397935396933392;
data(0,1)=-0.778754072066602;
data(1,1)=-0.620105076569903;
data(2,1)=-0.542538248707627;
data(0,2)=0.334313094513960;
data(1,2)=0.421985645755003;
data(2,2)=0.263031426076997;
data(0,3)=0.516043376162584;
data(1,3)=0.159041471773470;
data(2,3)=0.691318725364356;
data(0,4)=-0.116152404185664;
data(1,4)=0.473047565770014;
data(2,4)=-0.013876505800334;
lab[0]=-0.196155100498902;
lab[1]=-5.376485285422094;
lab[2]=-1.717489351713958;
lab[3]=4.506538567065213;
lab[4]=2.783591170569741;
}
int main() {
init_shogun_with_defaults();
SGMatrix<float64_t> data(3,5);
SGVector<float64_t> lab(5);
generate_data_n_greater_d(data, lab);
ParameterObserverLogger * logger = new ParameterObserverLogger();
CDenseFeatures<float64_t>* features=new CDenseFeatures<float64_t>(data);
SG_REF(features);
CRegressionLabels* labels=new CRegressionLabels(lab);
SG_REF(labels);
CLeastAngleRegression* lars=new CLeastAngleRegression();
lars->subscribe_to_parameters(logger);
lars->set_labels((CLabels*) labels);
lars->train(features);
SGVector<float64_t> active3=SGVector<float64_t>(lars->get_w_for_var(3));
SGVector<float64_t> active2=SGVector<float64_t>(lars->get_w_for_var(2));
SGVector<float64_t> active1=SGVector<float64_t>(lars->get_w_for_var(1));
SG_UNREF(lars);
SG_UNREF(features);
SG_UNREF(labels);
delete logger;
return 0;
}
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