yukoba

package jp.yukoba

import org.apache.commons.math3.distribution.NormalDistribution
import org.scalatest.FunSuite

import scala.util.Random

class EMTest extends FunSuite {
  /** 統計的学習の基礎のp.312より */
  test("混合正規分布のEMアルゴリズム") {

yukoba

import numpy as np

epsilon = 1e-8
g2 = 0

for g in [1, 10, 100]:
    for t in range(10):
        g2 += g ** 2
        dx = -5e-4 / np.sqrt(g2 + epsilon) * g
        print(t, dx)

yukoba

import numpy as np

epsilon = 1e-8
g2 = 0

for g in [1, 10, 100]:
    for t in range(10):
        g2 = 0.95 * g2 + 0.05 * g ** 2
        dx = -1e-4 / np.sqrt(g2 + epsilon) * g
        print(t, dx)

yukoba

import numpy as np

epsilon = 1e-8
dx2 = 0
g2 = 0

for g in [1, 10, 100]:
    for t in range(10):
        g2 = 0.95 * g2 + 0.05 * g ** 2
        dx = -np.sqrt(dx2 + epsilon) / np.sqrt(g2 + epsilon) * g

yukoba

import numpy as np
import theano
import theano.tensor as T
from theano.tensor.shared_randomstreams import RandomStreams

# AdaGrad + stochastic gradient descent using nested theano.scan()

train_x = np.random.rand(100)
train_y = train_x + np.random.rand(100) * 0.01

yukoba

import numpy as np
import theano
import theano.tensor as T
from theano.tensor.shared_randomstreams import RandomStreams

# AdaGrad + stochastic gradient descent using theano.scan()

train_x = np.random.rand(100)
train_y = train_x + np.random.rand(100) * 0.01

yukoba

import theano
import theano.tensor as T

# AdaGrad using theano.scan()

def fn(x, r, learning_rate):
    y = x ** 2 - x
    g = T.grad(y, x)
    r += g ** 2
    return x - learning_rate / T.sqrt(r) * g, r

yukoba

import theano
import theano.tensor as T

# Steepest descent method using theano.scan()

def fn(x, learning_rate):
    y = x ** 2 - x
    return x - learning_rate * T.grad(y, x)

init_x = T.dscalar()

yukoba

import timeit
import autograd.numpy as np
from autograd import grad


def fn(a, b):
    return np.sum(a @ b)


n = 1000

yukoba

from bisect import bisect_left
from heapq import heapify, heappop, heappush
from itertools import islice
from sys import maxsize

# サンプルデータ
pq0 = [(1, "a"), (2, "b"), (3, "f")]
pq1 = [(1, "c"), (2, "d"), (3, "g")]
heapify(pq0)
heapify(pq1)