@@ -3,7 +3,6 @@ using LinearAlgebra
33using ProximalOperators, ShiftedProximalOperators, RegularizedProblems
44using NLPModels, NLPModelsModifiers
55using RegularizedOptimization
6- using DataFrames
76using MLDatasets
87
98include (" plot-utils-svm.jl" )
@@ -54,73 +53,9 @@ function demo_solver(nlp_tr, nls_tr, sol_tr, nlp_test, nls_test, sol_test, h, χ
5453 nglm = neval_jtprod_residual (nls_tr) + neval_jprod_residual (nls_tr)
5554 @show acc (lmtrain), acc (lmtest)
5655 lmdec = plot_svm (LM_out, LM_out. solution, " lm-$(suffix) " )
57-
58- # c = PGFPlots.Axis(
59- # [
60- # PGFPlots.Plots.Linear(1:length(r2dec), r2dec, mark="none", style="black, dotted", legendentry="R2"),
61- # PGFPlots.Plots.Linear(1:length(trdec), trdec, mark="none", style="black, dashed", legendentry="TR"),
62- # PGFPlots.Plots.Linear(LM_out.solver_specific[:ResidHist], lmdec, mark="none", style="black, thick", legendentry="LM"),
63- # PGFPlots.Plots.Linear(LMTR_out.solver_specific[:ResidHist], lmtrdec, mark="none", style = "black, very thin", legendentry="LMTR"),
64- # ],
65- # xlabel="\$ k^{th}\$ \$ f \$ Eval",
66- # ylabel="Objective Value",
67- # ymode="log",
68- # xmode="log",
69- # )
70- # PGFPlots.save("svm-objdec.tikz", c, include_preamble=false)
71-
72- # temp = hcat([R2_out.solver_specific[:Fhist][end], R2_out.solver_specific[:Hhist][end],R2_out.objective, acc(r2train), acc(r2test), nr2, ngr2, sum(R2_out.solver_specific[:SubsolverCounter]), R2_out.elapsed_time],
73- # [TR_out.solver_specific[:Fhist][end], TR_out.solver_specific[:Hhist][end], TR_out.objective, acc(trtrain), acc(trtest), ntr, ngtr, sum(TR_out.solver_specific[:SubsolverCounter]), TR_out.elapsed_time],
74- # [LM_out.solver_specific[:Fhist][end], LM_out.solver_specific[:Hhist][end], LM_out.objective, acc(lmtrain), acc(lmtest), nlm, nglm, sum(LM_out.solver_specific[:SubsolverCounter]), LM_out.elapsed_time],
75- # [LMTR_out.solver_specific[:Fhist][end], LMTR_out.solver_specific[:Hhist][end], LMTR_out.objective, acc(lmtrtrain), acc(lmtrtest), nlmtr, nglmtr, sum(LMTR_out.solver_specific[:SubsolverCounter]), LMTR_out.elapsed_time])'
76-
77- # df = DataFrame(temp, [:f, :h, :fh, :x,:xt, :n, :g, :p, :s])
78- # T = []
79- # for i = 1:nrow(df)
80- # push!(T, Tuple(df[i, [:x, :xt]]))
81- # end
82- # select!(df, Not(:xt))
83- # df[!, :x] = T
84- # df[!, :Alg] = ["R2", "TR", "LM", "LMTR"]
85- # select!(df, :Alg, Not(:Alg), :)
86- # fmt_override = Dict(:Alg => "%s",
87- # :f => "%10.2f",
88- # :h => "%10.2f",
89- # :fh => "%10.2f",
90- # :x => "%10.2f, %10.2f",
91- # :n => "%i",
92- # :g => "%i",
93- # :p => "%i",
94- # :s => "%02.2f")
95- # hdr_override = Dict(:Alg => "Alg",
96- # :f => "\$ f \$",
97- # :h => "\$ h \$",
98- # :fh => "\$ f+h \$",
99- # :x => "(Train, Test)",
100- # :n => "\\# \$f\$",
101- # :g => "\\# \$ \\nabla f \$",
102- # :p => "\\# \$ \\prox{}\$",
103- # :s => "\$t \$ (s)")
104- # open("svm.tex", "w") do io
105- # SolverBenchmark.pretty_latex_stats(io, df,
106- # col_formatters=fmt_override,
107- # hdr_override=hdr_override)
108- # end
10956end
11057
11158function demo_svm ()
112- # # load phishing data from libsvm
113- # A = readdlm("data_matrix.txt")
114- # b = readdlm("label_vector.txt")
115-
116- # # sort into test/trainig
117- # test_ind = randperm(length(b))[1:Int(floor(length(b)*.1))]
118- # train_ind = setdiff(1:length(b), test_ind)
119- # btest = b[test_ind]
120- # Atest = A[test_ind,:]'
121- # btrain = b[train_ind]
122- # Atrain = A[train_ind,:]'
123-
12459 nlp_train, nls_train, sol_train = RegularizedProblems. svm_train_model ()
12560 nlp_test, nls_test, sol_test = RegularizedProblems. svm_test_model ()
12661 nlp_train = LSR1Model (nlp_train)
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