import os,sys import numpy import random import math import torch def splitScalar_NFold(X,Y,N_fold): nt = X.shape[0] assert Y.shape[0] == nt aX = [] aY = [] for j in range(N_fold): aX.append(X[j]) aY.append(numpy.array([Y[j]])) for i in range(N_fold,nt): j = random.randint(0,N_fold-1) aX[j] = numpy.vstack( (aX[j],X[i,:]) ) aY[j] = numpy.append(aY[j],Y[i]) return aX,aY def split_train_validate(aX,aT,ind_fold): N = len(aX) m = aX[0].shape[1] Xt = numpy.empty((0,m)) Tt = numpy.empty((0,)) Xv = numpy.empty((0,m)) Tv = numpy.empty((0,)) for j in range(N): if j == ind_fold: Xv = numpy.vstack((Xv,aX[j])) Tv = numpy.append(Tv,aT[j]) else: Xt = numpy.vstack((Xt,aX[j])) Tt = numpy.append(Tt,aT[j]) Xt = Xt.astype(numpy.float32) Tt = Tt.astype(numpy.float32) Xv = Xv.astype(numpy.float32) Tv = Tv.astype(numpy.float32) return Xt,Tt,Xv,Tv def LeastSquare_SVD(X,Y,alpha0): nt = X.shape[0] one = numpy.ones((nt,1)) X1 = numpy.hstack((X,one)) Ux, Dx, Vx = numpy.linalg.svd(X1, full_matrices=False) nt0 = Dx.shape[0] for i in range(nt0): x = Dx[i] Dx[i] = x/(x*x+alpha0) DxInv = numpy.diag(Dx) W0 = numpy.dot(numpy.dot(Vx.T, DxInv), Ux.T) W1 = Y print("W0: "+str(W0.shape)) print("w1: "+str(W1.shape)) return W0,W1 def LeastSquare_SVD_Eval(X,W0,W1): nt = X.shape[0] one = numpy.ones((nt,1)) X1 = numpy.hstack((X,one)) XW0 = numpy.dot(X1,W0) XW0W1 = numpy.dot(XW0,W1) return XW0W1 def loadXT(): X = numpy.load("I2_0.npy") X = numpy.vstack((X,numpy.load("I2_1.npy"))) X = numpy.vstack((X,numpy.load("I2_2.npy"))) X = numpy.vstack((X,numpy.load("I2_3.npy"))) X = numpy.vstack((X,numpy.load("I2_4.npy"))) X = numpy.vstack((X,numpy.load("I2_5.npy"))) X = numpy.vstack((X,numpy.load("I2_6.npy"))) X = numpy.vstack((X,numpy.load("I2_7.npy"))) X = numpy.vstack((X,numpy.load("I2_8.npy"))) T = numpy.load("Cd_0.npy") T = numpy.append(T, numpy.load("Cd_1.npy")) T = numpy.append(T, numpy.load("Cd_2.npy")) T = numpy.append(T, numpy.load("Cd_3.npy")) T = numpy.append(T, numpy.load("Cd_4.npy")) T = numpy.append(T, numpy.load("Cd_5.npy")) T = numpy.append(T, numpy.load("Cd_6.npy")) T = numpy.append(T, numpy.load("Cd_7.npy")) T = numpy.append(T, numpy.load("Cd_8.npy")) return X,T def main(): X,T = loadXT() assert( X.shape[0] == T.shape[0] ) N_fold = 9 N_sample = 4 ES = [] for ind_sample in range(N_sample): aX,aT = splitScalar_NFold(X,T,N_fold) for ind_fold in range(N_fold): print("n-fold split",ind_sample,ind_fold,aX[ind_fold].shape," ",aT[ind_fold].shape) E = [] for ind_fold in range(N_fold): Xt,Tt,Xv,Tv = split_train_validate(aX,aT,ind_fold) print(ind_sample,ind_fold) print("train size:",Xt.shape,Tt.shape) print("validate size:",Xv.shape,Tv.shape) W0,W1 = LeastSquare_SVD(Xt,Tt,0.8) Yv = LeastSquare_SVD_Eval(Xv,W0,W1) Ev = Yv-Tv E.extend(Ev) E = numpy.asarray(E) assert E.shape[0] == X.shape[0] stdE = numpy.linalg.norm(E) stdE = math.sqrt(stdE*stdE/E.shape[0]) print("standard deviation",stdE) ES.append(stdE) ES = numpy.asarray(ES) numpy.savetxt("StandardDeviations"+".txt",ES) if __name__ == "__main__": main()