| #------------------------------------------------------------- |
| # |
| # 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"); |
| |