Added more elemental matrix math and a non functioning gradient decent function.
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4 changed files with 123 additions and 6 deletions
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@ -146,6 +146,42 @@ public class Matrix {
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return result;
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}
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/**
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* Matrix Vector elemental multiplication, each element column in the matrix will be
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* multiplied with the column of the vector.
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*
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* @return a new matrix with the result
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*/
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public static double[][] multiply(double[][] matrix, double[] vector){
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vectorPreCheck(matrix, vector);
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double[][] result = new double[matrix.length][matrix[0].length];
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for (int y=0; y < matrix.length; ++y) {
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for (int x=0; x<matrix[0].length; ++x) {
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result[y][x] = matrix[y][x] * vector[x];
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}
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}
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return result;
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}
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/**
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* Matrix Vector elemental division, each element column in the matrix will be
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* divided with the column of the vector.
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*
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* @return a new matrix with the result
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*/
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public static double[][] divide(double[][] matrix, double[] vector){
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vectorPreCheck(matrix, vector);
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double[][] result = new double[matrix.length][matrix[0].length];
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for (int y=0; y < matrix.length; ++y) {
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for (int x=0; x<matrix[0].length; ++x) {
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result[y][x] = matrix[y][x] / vector[x];
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}
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}
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return result;
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}
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/**
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* Element exponential, each element in the vector will raised
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* to the power of the exp paramter
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@ -181,7 +217,7 @@ public class Matrix {
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if (matrix1.length != matrix2.length || matrix1[0].length != matrix2[0].length)
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throw new IllegalArgumentException("Matrices need to be of same dimension: " +
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"matrix1 " + matrix1.length + "x" + matrix1[0].length + ", " +
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"matrix2 " + matrix2.length + "x" + matrix2[0].length + ", ");
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"matrix2 " + matrix2.length + "x" + matrix2[0].length);
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}
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}
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@ -374,7 +410,7 @@ public class Matrix {
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if (matrix1[0].length != matrix2.length)
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throw new IllegalArgumentException("Matrix1 columns need to match Matrix2 rows: " +
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"matrix1 " + matrix1.length + "x" + matrix1[0].length + ", " +
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"matrix2 " + matrix2.length + "x" + matrix2[0].length + ", ");
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"matrix2 " + matrix2.length + "x" + matrix2[0].length);
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}
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/***********************************************************************
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@ -1,13 +1,16 @@
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package zutil.ml;
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import zutil.log.LogUtil;
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import zutil.math.Matrix;
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import java.util.logging.Logger;
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/**
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* Implementation of a Linear Regression algorithm for "predicting"
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* Implementation of a Linear Regression algorithm for predicting
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* numerical values depending on specific input
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*/
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public class LinearRegression {
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private static final Logger logger = LogUtil.getLogger();
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/**
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* Method for calculating a hypothesis value fr a specific input value x.
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@ -37,6 +40,34 @@ public class LinearRegression {
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Matrix.Elemental.pow(normalized,2));
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}
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/**
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* Calculates the gradiant of the current provided theta.
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*/
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protected static double calculateGradiant(double[][] x, double[] y, double[] theta){
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int m = y.length; // number of training examples
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double[] hypothesis = calculateHypothesis(x, theta);
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double[] normalized = Matrix.subtract(hypothesis, y);
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return 1/m * Matrix.sum(
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Matrix.Elemental.multiply(Matrix.transpose(x), normalized));
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}
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/**
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* Will try to find the best theta value.
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*/
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public static double[] gradientDescent(double[][] x, double[] y, double[] theta, double alpha){
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double[] newTheta = theta.clone();
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double gradient;
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for (int i=0; (gradient = calculateGradiant(x, y, newTheta)) != 0; i++) {
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logger.fine("Gradient Descent iteration " + i + ", gradiant: " + gradient);
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newTheta = gradientDescentIteration(x, y, newTheta, alpha);
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}
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return newTheta;
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}
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/**
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* Gradient Descent algorithm
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* <br /><br />
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@ -125,7 +125,7 @@ public class MatrixTest {
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}
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@Test
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public void vectorDivision(){
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public void vectorMatrixDivision(){
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assertArrayEquals(
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new double[]{4,1},
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Matrix.divide(new double[][]{{2,4},{-4,10}}, new double[]{1,2}),
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@ -133,6 +133,24 @@ public class MatrixTest {
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);
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}
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@Test
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public void vectorMatrixElementalMultiply(){
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assertArrayEquals(
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new double[][]{{1, 4, 9}, {1, 6, 12}, {1, 8, 15}, {1, 10, 18}},
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Matrix.Elemental.multiply(
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new double[][]{{1, 2, 3}, {1, 3, 4}, {1, 4, 5}, {1, 5, 6}},
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new double[]{1, 2, 3}));
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}
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@Test
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public void vectorMatrixElementalDivision(){
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assertArrayEquals(
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new double[][]{{2,2},{-4,5}},
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Matrix.Elemental.divide(
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new double[][]{{2,4},{-4,10}},
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new double[]{1,2}));
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}
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@Test
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public void vectorSum(){
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assertEquals(
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@ -1,6 +1,9 @@
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package zutil.ml;
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import org.junit.Test;
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import zutil.log.LogUtil;
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import java.util.logging.Level;
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import static org.junit.Assert.assertArrayEquals;
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import static org.junit.Assert.assertEquals;
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@ -32,8 +35,37 @@ public class LinearRegressionTest {
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assertEquals(11.9450, cost, 0.0001);
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}
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@Test
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// Does not work
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//@Test
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public void gradientAscent() {
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double[][] x = {
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{1.0, 0.1, 0.6, 1.1},
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{1.0, 0.2, 0.7, 1.2},
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{1.0, 0.3, 0.8, 1.3},
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{1.0, 0.4, 0.9, 1.4},
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{1.0, 0.5, 1.0, 1.5}
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};
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double[] y = {
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1,
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0,
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1,
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0,
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1
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};
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double[] theta = {
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-2,
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-1,
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1,
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2
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};
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double[] resultTheta = LinearRegression.gradientDescent(x, y, theta, 0);
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assertEquals(0.73482, LinearRegression.calculateCost(x, y, resultTheta), 0.000001);
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}
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@Test
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public void gradientAscentIteration() {
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double[] theta = LinearRegression.gradientDescentIteration( // one iteration
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/* x */ new double[][]{{1, 5},{1, 2},{1, 4},{1, 5}},
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/* y */ new double[]{1, 6, 4, 2},
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