diff options
| -rw-r--r-- | fits.cpp | 30 |
1 files changed, 17 insertions, 13 deletions
@@ -42,9 +42,10 @@ Real value(const Vector& coeffs, Real x) { return v; } -Real cost(const std::list<std::tuple<Real, Real>>& data, const Vector& coeffs) { +Real cost(const std::vector<std::tuple<Real, Real>>& data, const Vector& coeffs) { Real c = 0; +#pragma omp parallel for reduction(+:c) for (const std::tuple<Real, Real>& xy : data) { Real x = std::get<0>(xy); Real y = std::get<1>(xy); @@ -54,14 +55,16 @@ Real cost(const std::list<std::tuple<Real, Real>>& data, const Vector& coeffs) { return c; } -Vector dCost(const std::list<std::tuple<Real, Real>>& data, const Vector& coeffs) { +Vector dCost(const std::vector<std::tuple<Real, Real>>& data, const Vector& coeffs) { Vector dC = Vector::Zero(coeffs.size()); for (const std::tuple<Real, Real>& xy : data) { + Real x = std::get<0>(xy); + Real y = std::get<1>(xy); + Real Δc = value(coeffs, x) - y; + +#pragma omp parallel for for (unsigned j = 0; j < coeffs.size(); j++) { - Real x = std::get<0>(xy); - Real y = std::get<1>(xy); - Real Δc = value(coeffs, x) - y; dC[j] += Δc * basisFunctions(coeffs.size(), j, x); } } @@ -69,7 +72,7 @@ Vector dCost(const std::list<std::tuple<Real, Real>>& data, const Vector& coeffs return dC; } -Vector gradientDescent(const std::list<std::tuple<Real, Real>>& data, const Vector& a₀, unsigned maxSteps, Real ε = 1e-12) { +Vector gradientDescent(const std::vector<std::tuple<Real, Real>>& data, const Vector& a₀, unsigned maxSteps, Real ε = 1e-12) { Vector xₜ = a₀; Real Hₜ = cost(data, a₀); Real α = 1.0; @@ -100,7 +103,7 @@ Vector gradientDescent(const std::list<std::tuple<Real, Real>>& data, const Vect return xₜ; } -Vector dCostRand(const std::list<std::tuple<Real, Real>>& data, const Vector& coeffs, Real batchP, Rng& r) { +Vector dCostRand(const std::vector<std::tuple<Real, Real>>& data, const Vector& coeffs, Real batchP, Rng& r) { Vector dC = Vector::Zero(coeffs.size()); for (unsigned j = 0; j < coeffs.size(); j++) { @@ -116,7 +119,7 @@ Vector dCostRand(const std::list<std::tuple<Real, Real>>& data, const Vector& co return dC; } -Vector stochasticGradientDescent(std::list<std::tuple<Real, Real>>& data, const Vector& a₀, Rng& r, unsigned maxSteps, Real ε = 1e-12) { +Vector stochasticGradientDescent(std::vector<std::tuple<Real, Real>>& data, const Vector& a₀, Rng& r, unsigned maxSteps, Real ε = 1e-12) { Vector xₜ = a₀; Real α = 1e-3; Real m; @@ -134,8 +137,9 @@ Vector stochasticGradientDescent(std::list<std::tuple<Real, Real>>& data, const return xₜ; } -std::list<std::tuple<Real, Real>> generateData(Real(*f)(Real), unsigned M, Real σ, Rng& r) { - std::list<std::tuple<Real, Real>> data; +std::vector<std::tuple<Real, Real>> generateData(Real(*f)(Real), unsigned M, Real σ, Rng& r) { + std::vector<std::tuple<Real, Real>> data; + data.reserve(M); for (unsigned i = 0; i < M; i++) { Real x = ((Real)i) / (M - 1.0); @@ -149,7 +153,7 @@ int main(int argc, char* argv[]) { unsigned N = 10; unsigned M = 10; Real σ = 0.2; - unsigned maxSteps = 1e8; + long unsigned maxSteps = 1e12; int opt; @@ -165,7 +169,7 @@ int main(int argc, char* argv[]) { σ = atof(optarg); break; case 'S': - maxSteps = (unsigned)atof(optarg); + maxSteps = (long unsigned)atof(optarg); break; default: exit(1); @@ -174,7 +178,7 @@ int main(int argc, char* argv[]) { Rng r; - std::list<std::tuple<Real, Real>> data = generateData([](Real x) {return std::cos(2 * M_PI * x);}, M, σ, r); + std::vector<std::tuple<Real, Real>> data = generateData([](Real x) {return std::cos(2 * M_PI * x);}, M, σ, r); std::cout << std::setprecision(15); |