jens
7b34529b24
git-svn-id: http://moon:8086/svn/matlab/trunk@91 801c6759-fa7c-4059-a304-17956f83a07c
79 lines
2.4 KiB
Matlab
79 lines
2.4 KiB
Matlab
clear all
|
|
|
|
nInst = 500;
|
|
nVars = 200;
|
|
X = randn(nInst,nVars);
|
|
w = randn(nVars,1);
|
|
y = sign(X*w + randn(nInst,1));
|
|
|
|
w_init = zeros(nVars,1);
|
|
funObj = @(w)LogisticLoss(w,X,y);
|
|
|
|
fprintf('\nRunning Steepest Descent\n');
|
|
options.Method = 'sd';
|
|
minFunc(@LogisticLoss,w_init,options,X,y);
|
|
pause;
|
|
|
|
fprintf('\nRunning Cyclic Steepest Descent\n');
|
|
options.Method = 'csd';
|
|
minFunc(@LogisticLoss,w_init,options,X,y);
|
|
pause;
|
|
|
|
fprintf('\nRunning Conjugate Gradient\n');
|
|
options.Method = 'cg';
|
|
minFunc(@LogisticLoss,w_init,options,X,y);
|
|
pause;
|
|
|
|
fprintf('\nRunning Scaled Conjugate Gradient\n');
|
|
options.Method = 'scg';
|
|
minFunc(@LogisticLoss,w_init,options,X,y);
|
|
pause;
|
|
|
|
fprintf('\nRunning Preconditioned Conjugate Gradient (Diagonal preconditioner)\n');
|
|
options.Method = 'pcg';
|
|
options.precFunc = @LogisticDiagPrecond;
|
|
minFunc(@LogisticLoss,w_init,options,X,y);
|
|
pause;
|
|
|
|
fprintf('\nRunning Preconditioned Conjugate Gradient (L-BFGS preconditioner)\n');
|
|
options.Method = 'pcg';
|
|
options.precFunc = [];
|
|
minFunc(@LogisticLoss,w_init,options,X,y);
|
|
pause;
|
|
|
|
fprintf('\nRunning Hessian-Free Newton w/ numerical Hessian-Vector products\n');
|
|
options.Method = 'newton0';
|
|
minFunc(@LogisticLoss,w_init,options,X,y);
|
|
pause;
|
|
|
|
fprintf('\nRunning Preconditioned Hessian-Free Newton w/ numerical Hessian-Vector products (Diagonal preconditioner)\n');
|
|
options.Method = 'pnewton0';
|
|
options.precFunc = @LogisticDiagPrecond;
|
|
minFunc(@LogisticLoss,w_init,options,X,y);
|
|
pause;
|
|
|
|
fprintf('\nRunning Preconditioned Hessian-Free Newton w/ numerical Hessian-Vector products (L-BFGS preconditioner)\n');
|
|
options.Method = 'pnewton0';
|
|
options.precFunc = [];
|
|
minFunc(@LogisticLoss,w_init,options,X,y);
|
|
pause;
|
|
|
|
fprintf('\nRunning Hessian-Free Newton w/ analytic Hessian-Vector products\n');
|
|
options.Method = 'newton0';
|
|
options.HvFunc = @LogisticHv;
|
|
minFunc(@LogisticLoss,w_init,options,X,y);
|
|
pause;
|
|
|
|
fprintf('\nRunning Preconditioned Hessian-Free Newton w/ analytic Hessian-Vector products (Diagonal preconditioner)\n');
|
|
options.Method = 'pnewton0';
|
|
options.HvFunc = @LogisticHv;
|
|
options.precFunc = @LogisticDiagPrecond;
|
|
minFunc(@LogisticLoss,w_init,options,X,y);
|
|
pause;
|
|
|
|
fprintf('\nRunning Preconditioned Hessian-Free Newton w/ analytic Hessian-Vector products (L-BFGS preconditioner)\n');
|
|
options.Method = 'pnewton0';
|
|
options.precFunc = [];
|
|
options.HvFunc = @LogisticHv;
|
|
minFunc(@LogisticLoss,w_init,options,X,y);
|
|
pause; |