#!/usr/bin/env?python3
#?-*-?coding:?utf-8?-*-
“““
Created?on?Mon?Jan?30?19:06:43?2017
@author:?corbi
“““

import?scipy.io
import?numpy?as?np
from?sklearn.base?import?baseEstimator
from?sklearn.metrics?import?mean_squared_error
from?scipy.optimize?import?fmin_l_bfgs_b


class?AlternatingStructureOptimization（baseEstimator）:
????
????def?__init__（self?lbda?m?d?h?n_iter=5）:
????????self.m=m
????????self.d=d
????????self.h=h
????????self.n_iter=n_iter
????????self.lbda?=?lbda

????????self.params={“h“:?np.arange（3int（d/3））}
????????
????????self.U?=?np.zeros（（self.d?self.m））
????????self.U0?=?np.ones（（self.d?self.m））
????????self.V?=?np.zeros（（self.h?self.m））
????????self.W?=?np.zeros（（self.d?self.m））
????????self.theta?=?np.ones（（self.h?self.d））

????def?fit（self?X?y）:
????????for?it?in?range（self.n_iter）:
????????????if?it%10==0:
????????????????print?（“Iteration?%d...“?%（it+1））
????????????????
????????????for?l?in?range（1self.m）:
????????????????idx=np.where（X[:self.d]==l）[0]
????????????????X_l?=?X[idx:self.d]
????????????????y_l?=?np.ravel（y[idx:1]）

????????????????self.V[:l]?=?np.dot（self.thetaself.W）[:l]

????????????????model?=?optim_ASO（?X=X_l?y=y_l?theta=self.theta?v=self.V[:l]?
????????????????????????????????????lbda=self.lbda[:l]）

????????????????self.U[:l]?=?l_bfgs_b（self.U0[:l]?model?n_iter=self.n_iter）
????????????????self.W[:l]?=??self.U[:l]?+?np.dot（self.theta.Tself.V[:l]）

????????????V1?D?V2?=?scipy.linalg.svd（np.sqrt（self.lbda）*self.W）????????????
????????????self.theta?=?V1.T[np.arange（self.h）:]
????????????self.V?=?np.dot（self.thetaself.W）
???????????????
????def?predict（self?X）:
????????y_pred?=?np.zeros（（X.shape[0]2））
????????for?l?in?range（1self.m）:
????????????idx=np.where（X[:self.d]==l）[0]
????????????X_l?=?X[idx:self.d]
????????????y_pred[idx0]=np.dot（self.U[:l]?+?np.dot（self.theta.Tself.V）[:l]X_l.T）
????????????y_pred[idx1]=l
????????return?y_pred

????def?score（self?X?y）:
????????y_pred?=?self.predict（X）
????????return?1.-?np.sqrt（mean_squared_error（y[:0]?y_pred[:0]））/（np.max（y[:0]）-np.min（y[:0]））

def?l_bfgs_b（x_init?model?n_iter=500?bounds=None?callback=None?**kwargs）:
????“““
????l-BFGS-b?algorithm
????“““
????x?_?_?=?fmin_l_bfgs_b（model.loss?x_init?model.grad?bounds=bounds?pgtol=1e-20?callback=callback）
????return?x

????
class?optim_ASO（）:
????
????def?__init__（self?X?y?theta?v?lbda）:
????????#?model?param
????????self.X?=?X
????????self.y?=?y
????????self.theta?=?theta
????????self.v?=?v
????????self.n?=?X.shape[0]
????????self.lbda=lbda

????def?loss（self?u）:
????????““““
????????loss?of?the?optim?problem
????????“““
????????f?=?np.dot（u.T+np.dot（self.v.Tself.theta）?self.X.T）
????????return?（1./self.n）*np.sum（（f-self.y）**2）+self.lbda*np.linalg.norm（u）**2
????
????def?grad（self?u）:
????????“““
????????gradient?of?the?optim?problem
????????““

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----

?????文件????????228??2017-09-03?10:42??MultiTaskLearning\.idea\inspectionProfiles\profiles_settings.xml

?????文件????????213??2017-09-03?10:42??MultiTaskLearning\.idea\misc.xml

?????文件????????286??2017-09-03?10:42??MultiTaskLearning\.idea\modules.xml

?????文件????????459??2017-09-03?10:43??MultiTaskLearning\.idea\MultiTaskLearning.iml

?????文件??????32432??2017-09-03?19:53??MultiTaskLearning\.idea\workspace.xml

?????文件???????3146??2017-09-03?15:49??MultiTaskLearning\AlternatingStructureOptimization.py

?????文件?????499183??2017-09-03?10:32??MultiTaskLearning\cherkaoui_corbiere_multitasks_learning_final_report.pdf

?????文件???????8431??2017-09-03?10:28??MultiTaskLearning\ClusteredRegression.py

?????文件???????4224??2017-09-03?10:30??MultiTaskLearning\computeScores.py

?????文件???????4622??2017-09-03?16:40??MultiTaskLearning\ConvexAlternatingStructureOptimization.py

?????文件????9964616??2017-09-03?10:21??MultiTaskLearning\data\sarcos_inv.mat

?????文件?????996776??2017-09-03?10:22??MultiTaskLearning\data\sarcos_inv_test.mat

?????文件??????44759??2017-09-03?14:54??MultiTaskLearning\data\school.mat

?????文件???????4364??2017-09-03?15:15??MultiTaskLearning\loadData.py

?????文件???????1296??2017-09-03?10:31??MultiTaskLearning\mult_ind_SVM.py

?????文件???????4080??2017-09-03?14:16??MultiTaskLearning\plotResults.py

?????文件???????1030??2017-09-03?10:30??MultiTaskLearning\RandomMTLRegressor.py

?????文件???????1114??2017-09-03?10:33??MultiTaskLearning\README.md

?????目錄??????????0??2017-09-03?10:42??MultiTaskLearning\.idea\inspectionProfiles

?????目錄??????????0??2017-09-03?19:53??MultiTaskLearning\.idea

?????目錄??????????0??2017-09-03?10:24??MultiTaskLearning\data

?????目錄??????????0??2017-09-03?16:40??MultiTaskLearning

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