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Diffstat (limited to 'ml/dlib/examples/krr_regression_ex.cpp')
-rw-r--r-- | ml/dlib/examples/krr_regression_ex.cpp | 104 |
1 files changed, 0 insertions, 104 deletions
diff --git a/ml/dlib/examples/krr_regression_ex.cpp b/ml/dlib/examples/krr_regression_ex.cpp deleted file mode 100644 index 26c1412d7..000000000 --- a/ml/dlib/examples/krr_regression_ex.cpp +++ /dev/null @@ -1,104 +0,0 @@ -// The contents of this file are in the public domain. See LICENSE_FOR_EXAMPLE_PROGRAMS.txt -/* - This is an example illustrating the use of the kernel ridge regression - object from the dlib C++ Library. - - This example will train on data from the sinc function. - -*/ - -#include <iostream> -#include <vector> - -#include <dlib/svm.h> - -using namespace std; -using namespace dlib; - -// Here is the sinc function we will be trying to learn with kernel ridge regression -double sinc(double x) -{ - if (x == 0) - return 1; - return sin(x)/x; -} - -int main() -{ - // Here we declare that our samples will be 1 dimensional column vectors. - typedef matrix<double,1,1> sample_type; - - // Now sample some points from the sinc() function - sample_type m; - std::vector<sample_type> samples; - std::vector<double> labels; - for (double x = -10; x <= 4; x += 1) - { - m(0) = x; - samples.push_back(m); - labels.push_back(sinc(x)); - } - - // Now we are making a typedef for the kind of kernel we want to use. I picked the - // radial basis kernel because it only has one parameter and generally gives good - // results without much fiddling. - typedef radial_basis_kernel<sample_type> kernel_type; - - // Here we declare an instance of the krr_trainer object. This is the - // object that we will later use to do the training. - krr_trainer<kernel_type> trainer; - - // Here we set the kernel we want to use for training. The radial_basis_kernel - // has a parameter called gamma that we need to determine. As a rule of thumb, a good - // gamma to try is 1.0/(mean squared distance between your sample points). So - // below we are using a similar value computed from at most 2000 randomly selected - // samples. - const double gamma = 3.0/compute_mean_squared_distance(randomly_subsample(samples, 2000)); - cout << "using gamma of " << gamma << endl; - trainer.set_kernel(kernel_type(gamma)); - - // now train a function based on our sample points - decision_function<kernel_type> test = trainer.train(samples, labels); - - // now we output the value of the sinc function for a few test points as well as the - // value predicted by our regression. - m(0) = 2.5; cout << sinc(m(0)) << " " << test(m) << endl; - m(0) = 0.1; cout << sinc(m(0)) << " " << test(m) << endl; - m(0) = -4; cout << sinc(m(0)) << " " << test(m) << endl; - m(0) = 5.0; cout << sinc(m(0)) << " " << test(m) << endl; - - // The output is as follows: - //using gamma of 0.075 - // 0.239389 0.239389 - // 0.998334 0.998362 - // -0.189201 -0.189254 - // -0.191785 -0.186618 - - // The first column is the true value of the sinc function and the second - // column is the output from the krr estimate. - - - // Note that the krr_trainer has the ability to tell us the leave-one-out predictions - // for each sample. - std::vector<double> loo_values; - trainer.train(samples, labels, loo_values); - cout << "mean squared LOO error: " << mean_squared_error(labels,loo_values) << endl; - cout << "R^2 LOO value: " << r_squared(labels,loo_values) << endl; - // Which outputs the following: - // mean squared LOO error: 8.29575e-07 - // R^2 LOO value: 0.999995 - - - - - - // Another thing that is worth knowing is that just about everything in dlib is serializable. - // So for example, you can save the test object to disk and recall it later like so: - serialize("saved_function.dat") << test; - - // Now let's open that file back up and load the function object it contains. - deserialize("saved_function.dat") >> test; - -} - - |