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Added Levenberg-Marquardt algorithm and svd Golub-Kahan #513

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margarita0303 merged 35 commits from dev into dev 2023-06-19 16:11:59 +03:00
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1 changed files with 8 additions and 7 deletions
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examples/src/main/kotlin/space/kscience/kmath/tensors/StreamingLm/streamingLmMain.kt
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@ -21,7 +21,7 @@ fun streamLm(lm_func: KFunction3<MutableStructure2D<Double>, MutableStructure2D<
var example_number = startData.example_number var example_number = startData.example_number
var p_init = startData.p_init var p_init = startData.p_init
var t = startData.t var t = startData.t
val y_dat = startData.y_dat var y_dat = startData.y_dat
val weight = startData.weight val weight = startData.weight
val dp = startData.dp val dp = startData.dp
val p_min = startData.p_min val p_min = startData.p_min
@ -46,18 +46,19 @@ fun streamLm(lm_func: KFunction3<MutableStructure2D<Double>, MutableStructure2D<
) )
emit(result.result_parameters) emit(result.result_parameters)
delay(launchFrequencyInMs) delay(launchFrequencyInMs)
p_init = generateNewParameters(p_init, 0.1) p_init = result.result_parameters
y_dat = generateNewYDat(y_dat, 0.1)
} }
} }
fun generateNewParameters(p: MutableStructure2D<Double>, delta: Double): MutableStructure2D<Double>{ fun generateNewYDat(y_dat: MutableStructure2D<Double>, delta: Double): MutableStructure2D<Double>{
val n = p.shape.component1() val n = y_dat.shape.component1()
val p_new = zeros(ShapeND(intArrayOf(n, 1))).as2D() val y_dat_new = zeros(ShapeND(intArrayOf(n, 1))).as2D()
for (i in 0 until n) { for (i in 0 until n) {
val randomEps = Random.nextDouble(delta + delta) - delta val randomEps = Random.nextDouble(delta + delta) - delta
p_new[i, 0] = p[i, 0] + randomEps y_dat_new[i, 0] = y_dat[i, 0] + randomEps
} }
return p_new return y_dat_new
} }
suspend fun main(){ suspend fun main(){