blob: f4675f69b91cdb90910d561356dd8de9d8502f0f [file] [log] [blame]
#-------------------------------------------------------------
#
# Licensed to the Apache Software Foundation (ASF) under one
# or more contributor license agreements. See the NOTICE file
# distributed with this work for additional information
# regarding copyright ownership. The ASF licenses this file
# to you under the Apache License, Version 2.0 (the
# "License"); you may not use this file except in compliance
# with the License. You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing,
# software distributed under the License is distributed on an
# "AS IS" BASIS, WITHOUT WARRANTIES OR CONDITIONS OF ANY
# KIND, either express or implied. See the License for the
# specific language governing permissions and limitations
# under the License.
#
#-------------------------------------------------------------
SimlinRegDS = function(Matrix[Double] X, Matrix[Double] y, Double lamda, Integer N) return (Matrix[double] beta)
{
# Reuse sp_tsmm and sp_mapmm if not future-based
A = (t(X) %*% X) + diag(matrix(lamda, rows=N, cols=1));
b = t(X) %*% y;
beta = solve(A, b);
}
no_lamda = 10;
stp = (0.1 - 0.0001)/no_lamda;
lamda = 0.0001;
lim = 0.1;
X = rand(rows=10000, cols=200, seed=42);
y = rand(rows=10000, cols=1, seed=43);
N = ncol(X);
R = matrix(0, rows=N, cols=no_lamda+2);
i = 1;
while (lamda < lim)
{
beta = SimlinRegDS(X, y, lamda, N);
#beta = lmDS(X=X, y=y, reg=lamda);
R[,i] = beta;
lamda = lamda + stp;
i = i + 1;
}
R = sum(R);
write(R, $1, format="text");