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@hammer
Created December 9, 2014 20:33
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type sample = {
x : float;
y : float
}
type model = {
theta : float;
beta : float
}
let make_sample s =
{ x = fst s; y = snd s }
let score m x =
m.theta *. x + m.beta
let step_parameters m s alpha =
let y_hat = score m s.x in
{ theta = m.theta - alpha * (y_hat - s.y) * s.x;
beta = m.beta - alpha * (y_hat - s.y)
}
let print_models ms =
BatEnum.iter (fun m -> Printf.printf "theta: %f beta: %f\n" m.theta m.beta) ms
(* Simple regression example from http://stattrek.com/regression/regression-example.aspx *)
let x = BatArray.enum [|95.; 85.; 80.; 70.; 60.|] in
let y = BatArray.enum [|85.; 95.; 70.; 65.; 70.|] in
let samples = BatEnum.map (BatEnum.combine (x, y)) in
(* Initial parameter values *)
let m_0 = { theta = Random.float 1.0; beta = Random.float 1.0 } in
let shuffled_samples = BatRandom.shuffle samples in
let alpha = 0.1 in
let iter_1 = BatEnum.fold (fun ms s -> (step_parameters (hd ms) s alpha) :: ms) [m_0] shuffled_samples in
print_models iter_1
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