ibayer
ibayer
/ get_glmnet_timing_from_R.py
Created
July 9, 2012 21:01
Some lines to get timings for the glmnet fortran implementation via the R interface. This should later be used to compare it against the scikit-learn glmnet implementation.
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| import rpy2.robjects as robjects | |
| from rpy2.robjects import * | |
| r_script_path = r"/home/mane/workspace/benchmark" | |
| # Set wd in R | |
| robjects.r.setwd(r_script_path) | |
| # Load the R code | |
| r.source(os.path.join(r_script_path, "time_glmnet_fit.R")) |
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| \00\00\00\00\00\00\00\00\00\00\00'\00\00\00\00\00\00\00\00\00\00\00\00\00\00\00\00\0000110000-002a2000 r-xp 00000000 00:00 399583 /lib/i386-linux-gnu/libcrypto.so.1.0.0 | |
| 002a2000-002b1000 r--p 00192000 00:00 399583 /lib/i386-linux-gnu/libcrypto.so.1.0.0 | |
| 002b1000-002b8000 rw-p 001a1000 00:00 399583 /lib/i386-linux-gnu/libcrypto.so.1.0.0 | |
| 002b8000-002bb000 rw-p 00000000 00:00 0 | |
| 002bb000-0045a000 r-xp 00000000 00:00 394914 /lib/i386-linux-gnu/libc-2.15.so | |
| 0045a000-0045c000 r--p 0019f000 00:00 394914 /lib/i386-linux-gnu/libc-2.15.so | |
| 0045c000-0045d000 rw-p 001a1000 00:00 394914 /lib/i386-linux-gnu/libc-2.15.so | |
| 0045d000-00460000 rw-p 00000000 00:00 0 | |
| 00460000-00566000 r-xp 00000000 00:00 3671697 /home/mane/virt_env/scikit-learn/lib/python2.7/site-packages/numpy/core/multiarray.so | |
| 00566000-00567000 r--p 00106000 00:00 3671697 /home/mane/virt_env/scikit-learn/lib/python2.7/site-packages/numpy/core/multiarray.so |
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| def enet_coordinate_descent2(w, l2_reg, l1_reg, X, y, max_iter): | |
| n_samples = X.shape[0] | |
| n_features = X.shape[1] | |
| norm_cols_X = (X ** 2).sum(axis=0) | |
| Xy = np.dot(X.T,y) | |
| gradient = np.zeros(n_features) | |
| feature_inner_product = np.zeros(shape=(n_features, n_features)) |
ibayer
/ cd_fast2.py
Created
June 24, 2012 19:17
— forked from agramfort/cd_fast2.py
test pure glmnet cd python implementation against cd_fast.enet_coordinate_descent
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| import numpy as np | |
| from cd_regression import enet_f | |
| def fsign(f): | |
| if f == 0: | |
| return 0 | |
| elif f > 0: | |
| return 1.0 | |
| else: |
ibayer
/ cd_fast2.py
Created
June 23, 2012 15:05
test pure glmnet cd python implementation against cd_fast.enet_coordinate_descent
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| import numpy as np | |
| def fsign( f): | |
| if f == 0: | |
| return 0 | |
| elif f > 0: | |
| return 1.0 | |
| else: | |
| return -1.0 |
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