lars_example.cpp

#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;
}