src/test/scripts/functions/builtin/GridSearchMLogreg.dml

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accuracy = function(Matrix[Double] X, Matrix[Double] y, Matrix[Double] B) return (Matrix[Double] err) {
  [M,yhat,acc] = multiLogRegPredict(X=X, B=B, Y=y, verbose=TRUE);
  err = as.matrix(1-(acc/100));
}

X = read($1);
y = round(read($2));
nc = max(y);

N = 200;
Xtrain = X[1:N,];
ytrain = y[1:N,];
Xtest = X[(N+1):nrow(X),];
ytest = y[(N+1):nrow(X),];

params = list("icpt", "reg", "maxii");
paramRanges = list(seq(0,2),10^seq(1,-6), 10^seq(1,3));
trainArgs = list(X=Xtrain, Y=ytrain, icpt=-1, reg=-1, tol=1e-9, maxi=100, maxii=-1);
[B1,opt] = gridSearch(X=Xtrain, y=ytrain, train="multiLogReg", predict="accuracy", numB=(ncol(X)+1)*(nc-1),
  params=params, paramValues=paramRanges, trainArgs=trainArgs, verbose=TRUE);
B2 = multiLogReg(X=Xtrain, Y=ytrain, verbose=TRUE);

B1 = matrix(B1, nrow(B1)/(nc-1), (nc-1), FALSE)
l1 = accuracy(Xtest, ytest, B1);
l2 = accuracy(Xtest, ytest, B2);
R = as.scalar(l1 < l2);

write(R, $3)