diff options
Diffstat (limited to 'fits.cpp')
| -rw-r--r-- | fits.cpp | 34 |
1 files changed, 32 insertions, 2 deletions
@@ -10,6 +10,7 @@ using Rng = randutils::random_generator<pcg32>; using Real = double; using Vector = Eigen::Matrix<Real, Eigen::Dynamic, 1>; +using Matrix = Eigen::Matrix<Real, Eigen::Dynamic, Eigen::Dynamic>; using Data = std::vector<std::tuple<Real, Real>>; #ifndef FITS_ABS_BASIS @@ -64,6 +65,22 @@ Vector dCost(Data::const_iterator batchBegin, Data::const_iterator batchEnd, con return dC; } +Vector underSolve(const Data& data, unsigned N) { + unsigned M = data.size(); + Matrix A(M, N); + Vector b(M); + for (unsigned i = 0; i < M; i++) { + Real x = std::get<0>(data[i]); + Real y = std::get<1>(data[i]); + b[i] = y; + for (unsigned j = 0; j < N; j++) { + A(i, j) = basisFunctions(N, j, x); + } + } + + return A.colPivHouseholderQr().solve(b); +} + Vector stochasticGradientDescent(const Data& data, const Vector& a₀, unsigned nBatches, long unsigned maxSteps, Real ε = 1e-12) { Vector xₜ = a₀; Real Hₜ; @@ -125,6 +142,7 @@ Data generateData(Real(*f)(Real), unsigned M, Real σ, Rng& r) { } int main(int argc, char* argv[]) { + unsigned Nend = 1; unsigned M = 10; unsigned nBatches = 5; Real σ = 0.2; @@ -133,8 +151,11 @@ int main(int argc, char* argv[]) { int opt; - while ((opt = getopt(argc, argv, "M:s:S:B:i:")) != -1) { + while ((opt = getopt(argc, argv, "M:s:S:B:i:N:")) != -1) { switch (opt) { + case 'N': + Nend = (unsigned)atof(optarg); + break; case 'M': M = (unsigned)atof(optarg); break; @@ -166,7 +187,16 @@ int main(int argc, char* argv[]) { } std::cout << std::endl; - for (unsigned N = 1; N <= 2 * M; N++) { + for (unsigned N = 1; N <= M; N++) { + Vector a = underSolve(data, N); + + for (Real ai : a) { + std::cout << ai << " "; + } + std::cout << std::endl; + } + + for (unsigned N = Nend; N > M; N--) { Vector a₀ = Vector::Zero(N); for (Real& aa : a₀) { aa = r.variate<Real, std::normal_distribution>(0, iniVar); |