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ols_main.cc
/*************************************************************************/
/* */
/* Centre for Speech Technology Research */
/* University of Edinburgh, UK */
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/*************************************************************************/
/* Author : Alan W Black */
/* Date : January 1998 */
/*-----------------------------------------------------------------------*/
/* Ordinary least squares */
/* */
/*=======================================================================*/
#include <cstdlib>
#include <iostream>
#include <fstream>
#include <cstring>
#include "EST_Wagon.h"
#include "EST_multistats.h"
#include "EST_cmd_line.h"
static void load_ols_data(EST_FMatrix &X, EST_FMatrix &Y, WDataSet &d);
static int ols_main(int argc, char **argv);
/** @name <command>ols</command> <emphasis>Train linear regression model</emphasis>
@id ols-manual
* @toc
*/
//@{
/**@name Synopsis
*/
//@{
//@synopsis
/**
*/
//@}
/**@name OPTIONS
*/
//@{
//@options
//@}
int main(int argc, char **argv)
{
return ols_main(argc,argv);
}
static int ols_main(int argc, char **argv)
{
// Top level function loads in sample data and finds coefficients
EST_Option al;
EST_StrList files;
EST_String ofile = "-";
WDataSet dataset,test_dataset;
EST_FMatrix coeffs;
EST_FMatrix X,Y,Xtest,Ytest;
LISP ignores = NIL;
parse_command_line
(argc, argv,
EST_String("[options]\n")+
"Summary: Linear Regression by ordinary least squares (defaults in {})\n"+
"-desc <ifile> Field description file\n"+
"-data <ifile> Datafile, one vector per line\n"+
"-test <ifile> Datafile, for testing\n"+
"-robust Robust, may take longer\n"+
"-stepwise Order the features by contribution,\n"+
" implies robust.\n"+
"-swlimit <float> {0.0}\n"+
" Percentage necessary improvement for stepwise\n"+
"-quiet No summary\n"+
"-o <ofile> \n"+
"-output <ofile> Output file for coefficients\n"+
"-ignore <string> Filename or bracket list of fields to ignore\n",
files, al);
if (al.present("-output"))
ofile = al.val("-output");
if (al.present("-o"))
ofile = al.val("-o");
siod_init();
if (al.present("-ignore"))
{
EST_String ig = al.val("-ignore");
if (ig[0] == '(')
ignores = read_from_string(ig);
else
ignores = vload(ig,1);
}
// Load in the data
if (!al.present("-desc"))
{
cerr << "ols: no description file specified\n";
return -1;
}
else
{
dataset.load_description(al.val("-desc"),ignores);
dataset.ignore_non_numbers();
}
if (!al.present("-data"))
{
cerr << "ols: no data file specified\n";
return -1;
}
else
wgn_load_dataset(dataset,al.val("-data"));
if (al.present("-test"))
{
test_dataset.load_description(al.val("-desc"),ignores);
test_dataset.ignore_non_numbers();
wgn_load_dataset(test_dataset,al.val("-test"));
load_ols_data(Xtest,Ytest,test_dataset);
}
else
// No test data specified so use training data
load_ols_data(Xtest,Ytest,dataset);
load_ols_data(X,Y,dataset);
if (al.present("-stepwise"))
{
EST_StrList names;
float swlimit = al.fval("-swlimit");
EST_IVector included;
int i;
names.append("Intercept");
for (i=1; i < dataset.width(); i++)
names.append(dataset.feat_name(i));
included.resize(X.num_columns());
included[0] = TRUE; // always guarantee interceptor
for (i=1; i<included.length(); i++)
{
if (dataset.ignore(i) == TRUE)
included.a_no_check(i) = OLS_IGNORE;
else
included.a_no_check(i) = FALSE;
}
if (!stepwise_ols(X,Y,names,swlimit,coeffs,Xtest,Ytest,included))
{
cerr << "OLS: failed stepwise ols" << endl;
return -1;
}
}
else if (al.present("-robust"))
{
EST_IVector included;
int i;
included.resize(X.num_columns());
included[0] = TRUE; // always guarantee interceptor
for (i=1; i<included.length(); i++)
{
if (dataset.ignore(i) == TRUE)
included.a_no_check(i) = OLS_IGNORE;
else
included.a_no_check(i) = TRUE;
}
if (!robust_ols(X,Y,included,coeffs))
{
cerr << "OLS: failed robust ols" << endl;
return -1;
}
}
else if (!ols(X,Y,coeffs))
{
cerr << "OLS: failed no pseudo_inverse" << endl;
return -1;
}
if (coeffs.save(ofile) != write_ok)
{
cerr << "OLS: failed to save coefficients in \"" << ofile << "\""
<< endl;
return -1;
}
if (!al.present("-quiet"))
{
EST_FMatrix pred;
float cor,rmse;
ols_apply(Xtest,coeffs,pred);
ols_test(Ytest,pred,cor,rmse);
printf(";; RMSE %f Correlation is %f\n",rmse,cor);
}
return 0;
}
static void load_ols_data(EST_FMatrix &X, EST_FMatrix &Y, WDataSet &d)
{
EST_Litem *p;
int n,m;
X.resize(d.length(),d.width());
Y.resize(d.length(),1);
for (n=0,p=d.head(); p != 0; p=p->next(),n++)
{
Y.a_no_check(n,0) = d(p)->get_flt_val(0);
X.a_no_check(n,0) = 1;
for (m=1; m < d.width(); m++)
{
if (d.ignore(m))
{
X.a_no_check(n,m) = 0;
}
else
X.a_no_check(n,m) = d(p)->get_flt_val(m);
}
}
}
EST_FMatrix
Definition EST_FMatrix.h:56
EST_FMatrix::save
EST_write_status save(const EST_String &filename, const EST_String &type=EST_FMatrix::default_file_type)
Save in file (ascii or binary).
Definition EST_FMatrix.cc:340
EST_Option
Definition EST_Option.h:50
EST_Option::fval
float fval(const EST_String &rkey, int m=1) const
Definition EST_Option.cc:98
EST_String
Definition EST_String.h:70
EST_TKVL::val
const V & val(const K &rkey, bool m=0) const
return value according to key (const)
Definition EST_TKVL.cc:145
EST_TKVL::present
const int present(const K &rkey) const
Returns true if key is present.
Definition EST_TKVL.cc:222
EST_TList::append
void append(const T &item)
add item onto end of list
Definition EST_TList.h:191
EST_TMatrix::a_no_check
INLINE const T & a_no_check(int row, int col) const
const access with no bounds check, care recommend
Definition EST_TMatrix.h:184
EST_TSimpleMatrix::resize
void resize(int rows, int cols, int set=1)
resize matrix
Definition EST_TSimpleMatrix.cc:86
EST_TSimpleVector::resize
void resize(int n, int set=1)
resize vector
Definition EST_TSimpleVector.cc:70
EST_TVector::length
INLINE int length() const
number of items in vector.
Definition EST_TVector.h:252
EST_TVector::a_no_check
INLINE const T & a_no_check(int n) const
read-only const access operator: without bounds checking
Definition EST_TVector.h:257
WDataSet
Definition EST_Wagon.h:86