view release on metacpan or  search on metacpan

lib/Algorithm/RegressionTree.pm  view on Meta::CPAN

    my $gamma = 0.1;
    my $iterate_again_flag = 1;
    my $delta = 0.001;
    my $master_interation_index = 0;
    $|++;
    while (1) {
        print "*" unless $master_interation_index++ % 100;
        last unless $iterate_again_flag;
        $gamma *= 0.1;
        $beta0 = 0.99 * $beta0;
        print "\n\n======== starting iterations with gamma= $gamma ===========\n\n\n" if $self->{_debug2_r};
        $beta = $beta0;
        my $beta_old = Math::GSL::Matrix->new($betarows, 1)->zero;
        my $error_old = sum( map abs, ($y - ($X * $beta_old) )->col(0)->as_list ) / $nrows;   
        my $error;
        foreach my $iteration (0 .. 1499) {
            print "." unless $iteration % 100;
            $beta_old = $beta->copy;
            my $jacobian;
            if ($jacobian_choice == 1) {
                $jacobian = $X;

lib/Algorithm/RegressionTree.pm  view on Meta::CPAN

                } else {
                    last;
                }
            }
            if ($self->{_debug2_r}) {
                print "\n\niteration: $iteration   gamma: $gamma   current error: $error\n";
                print "\nnew beta:\n";
                display_matrix $beta;
            }
            if ( vector_norm($beta - $beta_old) < (0.00001 * vector_norm($beta_old)) ) { 
                print "iterations used: $iteration with gamma: $gamma\n" if $self->{_debug2_r};
                $iterate_again_flag = 0;
                last;
            }
            $error_old = $error;
        }
    }
    display_matrix($beta) if $self->{_debug2_r};
    my $predictions = $X * $beta;
    my @error_distribution = ($y - ($X * $beta))->as_list;
    my $squared_error =  sum map abs, @error_distribution;