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From sboi...@apache.org
Subject [08/15] ignite git commit: IGNITE-5217: Gradient descent for OLS lin reg
Date Fri, 29 Dec 2017 09:28:25 GMT
http://git-wip-us.apache.org/repos/asf/ignite/blob/b2060855/modules/ml/src/test/resources/datasets/regression/diabetes.csv
----------------------------------------------------------------------
diff --git a/modules/ml/src/test/resources/datasets/regression/diabetes.csv b/modules/ml/src/test/resources/datasets/regression/diabetes.csv
new file mode 100644
index 0000000..6342081
--- /dev/null
+++ b/modules/ml/src/test/resources/datasets/regression/diabetes.csv
@@ -0,0 +1,442 @@
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+84.0, 0.00901559882527, -0.044641636507, -0.0245287593918, -0.0263278347174, 0.0988755988285, 0.0941964034196, 0.0707299262747, -0.00259226199818, -0.0213936809404, 0.0072065163292
+42.0, -0.0200447087829, -0.044641636507, -0.0547074974604, -0.0538708002672, -0.0662387441557, -0.0573674520865, 0.0118237214093, -0.0394933828741, -0.0740888714915, -0.0052198044153
+146.0, 0.0235457526293, -0.044641636507, -0.0363846922045, 6.75072794357e-05, 0.00118294589619, 0.0346981956796, -0.043400845652, 0.0343088588777, -0.0332487872476, 0.0610539062221
+212.0, 0.0380759064334, 0.0506801187398, 0.0164280994157, 0.021872354995, 0.0397096259258, 0.0450320949186, -0.043400845652, 0.0712099797536, 0.0497686599207, 0.0154907301589
+233.0, -0.0781653239992, 0.0506801187398, 0.0778633876269, 0.0528581912386, 0.0782363059555, 0.0644472995496, 0.0265502726256, -0.00259226199818, 0.0406722637145, -0.00936191133014
+91.0, 0.00901559882527, 0.0506801187398, -0.0396181284261, 0.0287580963824, 0.0383336730676, 0.0735286049415, -0.0728539480847, 0.10811110063, 0.0155668445407, -0.0466408735636
+111.0, 0.00175052192323, 0.0506801187398, 0.0110390390463, -0.0194420933299, -0.0167044412604, -0.00381906512053, -0.0470824834561, 0.0343088588777, 0.0240525832269, 0.0237749439885
+152.0, -0.0781653239992, -0.044641636507, -0.0406959405, -0.0814137658171, -0.100637565611, -0.112794729823, 0.0228686348215, -0.07639450375, -0.0202887477516, -0.0507829804785
+120.0, 0.0308108295314, 0.0506801187398, -0.0342290680567, 0.0436772026072, 0.0575970130824, 0.0688313780146, -0.0323559322398, 0.0575565650295, 0.0354619386608, 0.0859065477111
+67.0, -0.034574862587, 0.0506801187398, 0.00564997867688, -0.00567061055493, -0.0731185084467, -0.062690975937, -0.00658446761116, -0.0394933828741, -0.045420957777, 0.0320591578182
+310.0, 0.0489735217865, 0.0506801187398, 0.0886415083657, 0.0872868981759, 0.0355817673512, 0.0215459602844, -0.0249926566316, 0.0343088588777, 0.0660482061631, 0.131469723774
+94.0, -0.041839939489, -0.044641636507, -0.0331512559828, -0.0228849640236, 0.0465893902168, 0.0415874618389, 0.0560033750583, -0.0247329345237, -0.0259524244352, -0.038356659734
+183.0, -0.00914709342983, -0.044641636507, -0.0568631216082, -0.0504279295735, 0.0218222387692, 0.0453452433804, -0.0286742944357, 0.0343088588777, -0.00991895736315, -0.0176461251598
+66.0, 0.0707687524926, 0.0506801187398, -0.0309956318351, 0.021872354995, -0.0373437341334, -0.0470335528475, 0.0339135482338, -0.0394933828741, -0.0149564750249, -0.00107769750047
+173.0, 0.00901559882527, -0.044641636507, 0.0552293340754, -0.00567061055493, 0.0575970130824, 0.0447189464568, -0.00290282980707, 0.023238522615, 0.0556835477027, 0.106617082285
+72.0, -0.0273097856849, -0.044641636507, -0.0600965578299, -0.0297707054111, 0.0465893902168, 0.0199802179755, 0.122272855532, -0.0394933828741, -0.0514005352606, -0.00936191133014
+49.0, 0.0162806757273, -0.044641636507, 0.00133873038136, 0.00810087222001, 0.00531080447079, 0.0108989125836, 0.0302319104297, -0.0394933828741, -0.045420957777, 0.0320591578182
+64.0, -0.0127796318808, -0.044641636507, -0.0234509473179, -0.0400993174923, -0.0167044412604, 0.00463594334778, -0.0176293810234, -0.00259226199818, -0.0384591123014, -0.038356659734
+48.0, -0.0563700932931, -0.044641636507, -0.0741081147903, -0.0504279295735, -0.0249601584096, -0.0470335528475, 0.0928197530992, -0.07639450375, -0.0611765950943, -0.0466408735636
+178.0, 0.0417084448844, 0.0506801187398, 0.0196615356373, 0.0597439326261, -0.00569681839481, -0.00256647127338, -0.0286742944357, -0.00259226199818, 0.0311929907028, 0.0072065163292
+104.0, -0.00551455497881, 0.0506801187398, -0.0159062628007, -0.0676422830422, 0.0493412959332, 0.0791652772537, -0.0286742944357, 0.0343088588777, -0.0181182673079, 0.0444854785627
+132.0, 0.0417084448844, 0.0506801187398, -0.0159062628007, 0.0172818607481, -0.0373437341334, -0.0138398158978, -0.0249926566316, -0.0110795197996, -0.0468794828442, 0.0154907301589
+220.0, -0.04547247794, -0.044641636507, 0.0390621529672, 0.00121513083254, 0.0163184273364, 0.0152829910486, -0.0286742944357, 0.0265596234938, 0.0445283740214, -0.0259303389895
+57.0, -0.04547247794, -0.044641636507, -0.0730303027164, -0.0814137658171, 0.0837401173883, 0.0278089295202, 0.173815784789, -0.0394933828741, -0.00421985970695, 0.00306440941437
\ No newline at end of file

http://git-wip-us.apache.org/repos/asf/ignite/blob/b2060855/modules/yardstick/src/main/java/org/apache/ignite/yardstick/cache/jdbc/JdbcPutIndexedValue8Benchmark.java
----------------------------------------------------------------------
diff --git a/modules/yardstick/src/main/java/org/apache/ignite/yardstick/cache/jdbc/JdbcPutIndexedValue8Benchmark.java b/modules/yardstick/src/main/java/org/apache/ignite/yardstick/cache/jdbc/JdbcPutIndexedValue8Benchmark.java
index f8bef94..3a41c08 100644
--- a/modules/yardstick/src/main/java/org/apache/ignite/yardstick/cache/jdbc/JdbcPutIndexedValue8Benchmark.java
+++ b/modules/yardstick/src/main/java/org/apache/ignite/yardstick/cache/jdbc/JdbcPutIndexedValue8Benchmark.java
@@ -20,11 +20,8 @@ package org.apache.ignite.yardstick.cache.jdbc;
 import java.sql.PreparedStatement;
 import java.sql.SQLException;
 import java.util.Map;
-
 import org.apache.ignite.IgniteException;
 
-import static org.apache.ignite.yardstick.IgniteAbstractBenchmark.nextRandom;
-
 /**
  * JDBC benchmark that performs raw SQL insert into a table with 8 btree indexed columns
  */

http://git-wip-us.apache.org/repos/asf/ignite/blob/b2060855/modules/yardstick/src/main/ml/org/apache/ignite/yardstick/ml/regression/IgniteOLSMultipleLinearRegressionBenchmark.java
----------------------------------------------------------------------
diff --git a/modules/yardstick/src/main/ml/org/apache/ignite/yardstick/ml/regression/IgniteOLSMultipleLinearRegressionBenchmark.java b/modules/yardstick/src/main/ml/org/apache/ignite/yardstick/ml/regression/IgniteOLSMultipleLinearRegressionBenchmark.java
index 9b36a4a..89b5471 100644
--- a/modules/yardstick/src/main/ml/org/apache/ignite/yardstick/ml/regression/IgniteOLSMultipleLinearRegressionBenchmark.java
+++ b/modules/yardstick/src/main/ml/org/apache/ignite/yardstick/ml/regression/IgniteOLSMultipleLinearRegressionBenchmark.java
@@ -19,9 +19,9 @@ package org.apache.ignite.yardstick.ml.regression;
 
 import java.util.Map;
 import org.apache.ignite.ml.math.impls.matrix.DenseLocalOnHeapMatrix;
-import org.apache.ignite.ml.regressions.OLSMultipleLinearRegression;
+import org.apache.ignite.ml.regressions.linear.LinearRegressionModel;
+import org.apache.ignite.ml.regressions.linear.LinearRegressionQRTrainer;
 import org.apache.ignite.yardstick.IgniteAbstractBenchmark;
-import org.apache.ignite.yardstick.ml.DataChanger;
 
 /**
  * Ignite benchmark that performs ML Grid operations.
@@ -41,52 +41,29 @@ public class IgniteOLSMultipleLinearRegressionBenchmark extends IgniteAbstractBe
     private void runLongly() {
         // Y values are first, then independent vars
         // Each row is one observation
-        double[] design = new DataChanger.Scale().mutate(new double[] {
-            60323, 83.0, 234289, 2356, 1590, 107608, 1947,
-            61122, 88.5, 259426, 2325, 1456, 108632, 1948,
-            60171, 88.2, 258054, 3682, 1616, 109773, 1949,
-            61187, 89.5, 284599, 3351, 1650, 110929, 1950,
-            63221, 96.2, 328975, 2099, 3099, 112075, 1951,
-            63639, 98.1, 346999, 1932, 3594, 113270, 1952,
-            64989, 99.0, 365385, 1870, 3547, 115094, 1953,
-            63761, 100.0, 363112, 3578, 3350, 116219, 1954,
-            66019, 101.2, 397469, 2904, 3048, 117388, 1955,
-            67857, 104.6, 419180, 2822, 2857, 118734, 1956,
-            68169, 108.4, 442769, 2936, 2798, 120445, 1957,
-            66513, 110.8, 444546, 4681, 2637, 121950, 1958,
-            68655, 112.6, 482704, 3813, 2552, 123366, 1959,
-            69564, 114.2, 502601, 3931, 2514, 125368, 1960,
-            69331, 115.7, 518173, 4806, 2572, 127852, 1961,
-            70551, 116.9, 554894, 4007, 2827, 130081, 1962
-        });
+        double[][] data = new double[][] {
+            { 60323, 83.0, 234289, 2356, 1590, 107608, 1947 },
+            { 61122, 88.5, 259426, 2325, 1456, 108632, 1948 },
+            { 60171, 88.2, 258054, 3682, 1616, 109773, 1949 },
+            { 61187, 89.5, 284599, 3351, 1650, 110929, 1950 },
+            { 63221, 96.2, 328975, 2099, 3099, 112075, 1951 },
+            { 63639, 98.1, 346999, 1932, 3594, 113270, 1952 },
+            { 64989, 99.0, 365385, 1870, 3547, 115094, 1953 },
+            { 63761, 100.0, 363112, 3578, 3350, 116219, 1954 },
+            { 66019, 101.2, 397469, 2904, 3048, 117388, 1955 },
+            { 67857, 104.6, 419180, 2822, 2857, 118734, 1956 },
+            { 68169, 108.4, 442769, 2936, 2798, 120445, 1957 },
+            { 66513, 110.8, 444546, 4681, 2637, 121950, 1958 },
+            { 68655, 112.6, 482704, 3813, 2552, 123366, 1959 },
+            { 69564, 114.2, 502601, 3931, 2514, 125368, 1960 },
+            { 69331, 115.7, 518173, 4806, 2572, 127852, 1961 },
+            { 70551, 116.9, 554894, 4007, 2827, 130081, 1962 }
+        };
 
         final int nobs = 16;
         final int nvars = 6;
 
-        // Estimate the model
-        OLSMultipleLinearRegression mdl = new OLSMultipleLinearRegression();
-        mdl.newSampleData(design, nobs, nvars, new DenseLocalOnHeapMatrix());
-
-        // Check expected beta values from NIST
-        mdl.estimateRegressionParameters();
-
-        // Check expected residuals from R
-        mdl.estimateResiduals();
-
-        // Check standard errors from NIST
-        mdl.estimateRegressionParametersStandardErrors();
-
-        // Estimate model without intercept
-        mdl.setNoIntercept(true);
-        mdl.newSampleData(design, nobs, nvars, new DenseLocalOnHeapMatrix());
-
-        // Check expected beta values from R
-        mdl.estimateRegressionParameters();
-
-        // Check standard errors from R
-        mdl.estimateRegressionParametersStandardErrors();
-
-        // Check expected residuals from R
-        mdl.estimateResiduals();
+        LinearRegressionQRTrainer trainer = new LinearRegressionQRTrainer();
+        LinearRegressionModel model = trainer.train(new DenseLocalOnHeapMatrix(data));
     }
 }

http://git-wip-us.apache.org/repos/asf/ignite/blob/b2060855/parent/pom.xml
----------------------------------------------------------------------
diff --git a/parent/pom.xml b/parent/pom.xml
index 9b2386f..ec5a938 100644
--- a/parent/pom.xml
+++ b/parent/pom.xml
@@ -839,6 +839,7 @@
                                         <exclude>examples/src/main/java/org/apache/ignite/examples/streaming/wordcount/*.txt</exclude><!--books examples-->
                                         <exclude>src/main/resources/person.csv</exclude><!--CacheLoadOnlyStoreExample csv-->
                                         <exclude>**/resources/datasets/knn/*</exclude><!--Dataset examples in ml module-->
+                                        <exclude>**/resources/datasets/regression/*</exclude><!--Dataset examples in ml module-->
                                         <exclude>examples/src/main/resources/person.csv</exclude><!--CacheLoadOnlyStoreExample csv-->
                                         <exclude>src/main/java/org/jetbrains/annotations/*.java</exclude><!--copyright-->
                                         <exclude>dev-tools/IGNITE-*.patch</exclude>


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