Is there a way to find the libsvm parameters (c, g, p) for REGRESSION in MATLAB?
It's ok to find them with gridgregression.py but what if we want to use them in Matlab? It is a bit timespend to export the train x and y matrix and find the parameteres via gridregression.py.
Write the cross-validation procedure manually. It's just 3 nested loops (over possible values of $c$, $g$ and $p$). In the inner loop you call svm-train in cross-validation mode (-v k) for k-fold cross-validation.
Save the best $(c,g,p)$-tuple you obtain and you are done.
Related
Using Mathematica I need to evaluate the integral of a function. Since it is taking the program too much to compute it, would it be possible to use parallel computation to shorten the time needed? If so, how can I do it?
I uploaded a picture of the integrand function:
I need to integrate it with respect to (x3, y3, x, y) all of them ranging in a certain interval (x3 and y3 from 0 to 1) (x and y from 0 to 100). The parameters (a,b,c...,o) are preventing the NIntegrate function to work. Any suggestions?
If you evaluate this
expr=E^((-(x-y)^4-(x3-y3)^4)/10^4)*
(f x+e x^2+(m+n x)x3-f y-e y^2-(m+n y)y3)*
((378(x-y)^2(f x+e x^2+(m+n x)x3-f y-e y^2-(m+n y)y3))/
(Pi(1/40+Sqrt[((x-y)^2+(x3-y3)^2)^3]))+
(378(x-y)(x3-y3)(h x+g x^2+(o+p x)x3-h y-g y^2-(o+p y)y3))/
(Pi(1/40+Sqrt[((x-y)^2+(x3-y3)^2)^3])))+
(h x+g x^2+(o+p x)x3-h y-g y^2-(o +p y) y3)*
((378(x-y)(x3-y3)(f x+e x^2+(m+n x)x3-f y-e y^2-(m+n y)y3))/
(Pi(1/40+Sqrt[((x-y)^2+(x3-y3)^2)^3]))+
(378 (x3 - y3)^2 (h x + g x^2 + (o + p x)x3-h y-g y^2-(o+p y)y3))/
(Pi(1/40+Sqrt[((x-y)^2+(x3-y3)^2)^3])));
list=List ## Expand[expr]
then you will get a list of 484 expressions, each very similar in form to this
(378*f*h*x^3*x3)/(Pi*(1/40+Sqrt[(x^2+x3^2-2*x*y+y^2-2*x3*y3+y3^2)^3]))
Notice that you can then use NIntegrate in this way
f*h*NIntegrate[(378*x^3*x3)/(Pi*(1/40+Sqrt[(x^2+x3^2-2*x*y+y^2-2*x3*y3+y3^2)^3])),
{x,0,100},{y,0,100},{x3,0,1},{y3,0,1}]
but it gives warnings and errors about the convergence and accuracy, almost certainly due to your fractional powers in the denominator.
If you can find a way to pull out the scalar multipliers which are independent of x,y,x3,y3 and then perform that integration without warnings and errors and get an accurate result which isn't infinity then you could perhaps perform these integrals in parallel and total the results.
Some of the integrands are scalar multiples of others and if you combine similar integrands then you can reduce this down to 300 unique integrands.
I doubt this is going to lead to an acceptable solution for you.
Please check all this very carefully to make certain that no mistakes have been made.
EDIT
Since the variables that are independent of the integration appear to be easily separated from the dependent variables in the problem posed above, I think this will allow parallel NIntegrate
independentvars[z_] := (z/(z//.{e->1, f->1, g->1, h->1, m->1, n->1, o->1, p->1}))*
NIntegrate[(z//.{e->1, f->1, g->1, h->1, m->1, n->1, o->1, p->1}),
{x, 0, 100}, {y, 0, 100}, {x3, 0, 1}, {y3, 0, 1}]
Total[ParallelMap[independentvars, list]]
As I mentioned previously, the fractional powers in the denominator result in a flood of warnings and errors about convergence failing.
You can test this with the following much simpler example
expr = f x + f g x3 + o^2 x x3;
list = List ## Expand[expr];
Total[ParallelMap[independentvars, list]]
which instantly returns
500000. f + 5000. f g + 250000. o^2
This is a very primitive method of pulling independent symbolic variables outside an NIntegrate. This gives absolutely no warning if one of the integrands is not in a form where this primitive attempt at extraction is not appropriate or fails.
There may be a far better method that someone else has written out there somewhere. If someone could show a far better method of doing this then I would appreciate it.
It might be nice if Wolfram would consider incorporating something like this into NIntegrate itself.
I've been trying to display in my console an exponential equation like the following one:
y(t) = a*e^t + b*e^t + c*e^t
I would write it as a string, however the coefficients a,b and c, are numbers in a vector V = [a b c]. So I was trying to concatenate the numbers with strings "e^t", but I failed to do it. I know scilab displays polynomial equations, but I don't know it is possible to display exponential one. Anyone can help?
Usually this kind of thing is done with mprintf command, which places given numerical arguments into a string with formatting instructions.
V = [3 5 -7]
mprintf("y(t) = %f*e^t + %f*e^t + %f*e^t", V)
The output is
y(t) = 3.000000*e^t + 5.000000*e^t + -7.000000*e^t
which isn't ideal, and can be improved in some ways by tweaking the formatters, but is readable regardless.
Notice we don't have to list every entry V(1), V(2), ... individually; the vector V gets "unpacked" automatically.
If you wanted to have 2D output like what we get for polynomials,
then no, this kind of thing is what Scilab does for polynomials and rational functions only, not for general expressions.
There is also prettyprint but its output is LaTeX syntax, like $1+s+s^{2}-s^{123}$. It works for a few things: polynomials, rational functions, matrices... but again, Scilab is not meant for symbolic manipulations, and does not really support symbolic expressions.
I have a question, if I am using SPSS, and I have an dependent variable, call it y, and ten independent variables, call them x1 through x10, is there a method to run a loop to check all possible combinations of five variables against the dependent variable, and get a summary of the R^2 values of the model. For instance:
y = independent; x1,x2,x3,x4,x5,x6,x7,x8,x9,x10 = dependent
Regression:
y, (x1,x2,x3,x4,x5)
y, (x1,x2,x3,x4,x6) ...
so on and so on checking all combinations?
Are you sure that you want to do this rather than using a procedure like stepwise regression or best subsets? What's the goal? You will get 252 regressions.
But here's a bit of Python code to do this. The spss.Submit line below should be indented.
begin program.
import spss, itertools
for v in itertools.combinations(['x1','x2','x3','x4','x5',\
'x6','x7','x8','x9','x10'], 5):
spss.Submit("""REGRESSION /DEPENDENT = y /ENTER=%s""" % " ".join(v))
end program.
I know that "a powerset is simply any number between 0 and 2^N-1 where N is number of set members and one in binary presentation denotes presence of corresponding member".
(Hynek -Pichi- Vychodil)
I would like to generate a powerset using this mapping from the binary representation to the actual set elements.
How can I do this with Erlang?
I have tried to modify this, but with no success.
UPD: My goal is to write an iterative algorithm that generates a powerset of a set without keeping a stack. I tend to think that binary representation could help me with that.
Here is the successful solution in Ruby, but I need to write it in Erlang.
UPD2: Here is the solution in pseudocode, I would like to make something similar in Erlang.
First of all, I would note that with Erlang a recursive solution does not necessarily imply it will consume extra stack. When a method is tail-recursive (i.e., the last thing it does is the recursive call), the compiler will re-write it into modifying the parameters followed by a jump to the beginning of the method. This is fairly standard for functional languages.
To generate a list of all the numbers A to B, use the library method lists:seq(A, B).
To translate a list of values (such as the list from 0 to 2^N-1) into another list of values (such as the set generated from its binary representation), use lists:map or a list comprehension.
Instead of splitting a number into its binary representation, you might want to consider turning that around and checking whether the corresponding bit is set in each M value (in 0 to 2^N-1) by generating a list of power-of-2-bitmasks. Then, you can do a binary AND to see if the bit is set.
Putting all of that together, you get a solution such as:
generate_powerset(List) ->
% Do some pre-processing of the list to help with checks later.
% This involves modifying the list to combine the element with
% the bitmask it will need later on, such as:
% [a, b, c, d, e] ==> [{1,a}, {2,b}, {4,c}, {8,d}, {16,e}]
PowersOf2 = [1 bsl (X-1) || X <- lists:seq(1, length(List))],
ListWithMasks = lists:zip(PowersOf2, List),
% Generate the list from 0 to 1^N - 1
AllMs = lists:seq(0, (1 bsl length(List)) - 1),
% For each value, generate the corresponding subset
lists:map(fun (M) -> generate_subset(M, ListWithMasks) end, AllMs).
% or, using a list comprehension:
% [generate_subset(M, ListWithMasks) || M <- AllMs].
generate_subset(M, ListWithMasks) ->
% List comprehension: choose each element where the Mask value has
% the corresponding bit set in M.
[Element || {Mask, Element} <- ListWithMasks, M band Mask =/= 0].
However, you can also achieve the same thing using tail recursion without consuming stack space. It also doesn't need to generate or keep around the list from 0 to 2^N-1.
generate_powerset(List) ->
% same preliminary steps as above...
PowersOf2 = [1 bsl (X-1) || X <- lists:seq(1, length(List))],
ListWithMasks = lists:zip(PowersOf2, List),
% call tail-recursive helper method -- it can have the same name
% as long as it has different arity.
generate_powerset(ListWithMasks, (1 bsl length(List)) - 1, []).
generate_powerset(_ListWithMasks, -1, Acc) -> Acc;
generate_powerset(ListWithMasks, M, Acc) ->
generate_powerset(ListWithMasks, M-1,
[generate_subset(M, ListWithMasks) | Acc]).
% same as above...
generate_subset(M, ListWithMasks) ->
[Element || {Mask, Element} <- ListWithMasks, M band Mask =/= 0].
Note that when generating the list of subsets, you'll want to put new elements at the head of the list. Lists are singly-linked and immutable, so if you want to put an element anywhere but the beginning, it has to update the "next" pointers, which causes the list to be copied. That's why the helper function puts the Acc list at the tail instead of doing Acc ++ [generate_subset(...)]. In this case, since we're counting down instead of up, we're already going backwards, so it ends up coming out in the same order.
So, in conclusion,
Looping in Erlang is idiomatically done via a tail recursive function or using a variation of lists:map.
In many (most?) functional languages, including Erlang, tail recursion does not consume extra stack space since it is implemented using jumps.
List construction is typically done backwards (i.e., [NewElement | ExistingList]) for efficiency reasons.
You generally don't want to find the Nth item in a list (using lists:nth) since lists are singly-linked: it would have to iterate the list over and over again. Instead, find a way to iterate the list once, such as how I pre-processed the bit masks above.
Started learning octave recently. How do I generate a matrix from another matrix by applying a function to each element?
eg:
Apply 2x+1 or 2x/(x^2+1) or 1/x+3 to a 3x5 matrix A.
The result should be a 3x5 matrix with the values now 2x+1
if A(1,1)=1 then after the operation with output matrix B then
B(1,1) = 2.1+1 = 3
My main concern is a function that uses the value of x like that of finding the inverse or something as indicated above.
regards.
You can try
B = A.*2 + 1
The operator . means application of the following operation * to each element of the matrix.
You will find a lot of documentation for Octave in the distribution package and on the Web. Even better, you can usually also use the extensive documentation on Matlab.
ADDED. For more complex operations you can use arrayfun(), e.g.
B = arrayfun(#(x) 2*x/(x^2+1), A)