Add hyperparameters, optimise quadratic function (#9)
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@@ -21,7 +21,7 @@ pub fn dot_2<A, const RANK: usize>(
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y: &Differentiable<A, RANK>,
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) -> Differentiable<A, RANK>
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where
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A: Mul<Output = A> + Sum<<A as Mul>::Output> + Copy + Default,
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A: Mul<Output = A> + Sum<<A as Mul>::Output> + Clone + Default,
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{
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Differentiable::map2(x, y, &|x, y| x.clone() * y.clone())
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}
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@@ -35,7 +35,7 @@ where
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fn sum_2<A>(x: Differentiable<A, 1>) -> Scalar<A>
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where
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A: Sum<A> + Copy + Add<Output = A> + Zero,
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A: Sum<A> + Clone + Add<Output = A> + Zero,
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{
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Differentiable::to_vector(x)
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.into_iter()
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@@ -91,3 +91,17 @@ where
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}
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Differentiable::of_vector(result)
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}
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pub fn predict_quadratic<A>(
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xs: Differentiable<A, 1>,
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theta: Differentiable<A, 1>,
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) -> Differentiable<A, 1>
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where
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A: Mul<Output = A> + Add<Output = A> + Sum + Default + One + Zero + Clone,
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{
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Differentiable::map(xs, &mut |x| {
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let x_powers = vec![Scalar::make(A::one()), x.clone(), square(&x)];
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let x_powers = Differentiable::of_vector(x_powers.into_iter().map(of_scalar).collect());
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sum_2(dot_2(&x_powers, &theta))
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})
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}
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@@ -8,21 +8,11 @@ use std::ops::{Add, AddAssign, Div, Mul, Neg};
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use little_learner::auto_diff::{of_scalar, of_slice, to_scalar, Differentiable};
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use little_learner::loss::{l2_loss_2, predict_line_2, square};
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use little_learner::loss::{l2_loss_2, predict_quadratic};
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use little_learner::scalar::Scalar;
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use little_learner::traits::{Exp, One, Zero};
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use ordered_float::NotNan;
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use crate::with_tensor::{l2_loss, predict_line};
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#[allow(dead_code)]
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fn l2_loss_non_autodiff_example() {
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let xs = [2.0, 1.0, 4.0, 3.0];
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let ys = [1.8, 1.2, 4.2, 3.3];
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let loss = l2_loss(predict_line, &xs, &ys, &[0.0099, 0.0]);
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println!("{:?}", loss);
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}
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fn iterate<A, F>(f: &F, start: A, n: u32) -> A
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where
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F: Fn(A) -> A,
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@@ -33,10 +23,15 @@ where
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iterate(f, f(start), n - 1)
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}
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struct GradientDescentHyper<A, const RANK: usize> {
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learning_rate: A,
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iterations: u32,
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}
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fn gradient_descent_step<A, F, const RANK: usize>(
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f: &F,
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learning_rate: A,
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theta: Differentiable<A, RANK>,
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params: &GradientDescentHyper<A, RANK>,
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) -> Differentiable<A, RANK>
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where
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A: Clone
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@@ -54,20 +49,19 @@ where
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{
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let delta = Differentiable::grad(f, &theta);
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Differentiable::map2(&theta, &delta, &|theta, delta| {
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(*theta).clone() - (Scalar::make(learning_rate.clone()) * (*delta).clone())
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(*theta).clone() - (Scalar::make((params.learning_rate).clone()) * (*delta).clone())
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})
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}
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fn main() {
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let input_vec = of_slice(&[NotNan::new(27.0).expect("not nan")]);
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let xs = [-1.0, 0.0, 1.0, 2.0, 3.0];
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let ys = [2.55, 2.1, 4.35, 10.2, 18.25];
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let grad = Differentiable::grad(|x| Differentiable::map(x, &mut |x| square(&x)), &input_vec);
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println!("Gradient of the x^2 function at x=27: {}", grad);
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let hyper = GradientDescentHyper {
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learning_rate: NotNan::new(0.001).expect("not nan"),
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iterations: 1000,
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};
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let xs = [2.0, 1.0, 4.0, 3.0];
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let ys = [1.8, 1.2, 4.2, 3.3];
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let alpha = NotNan::new(0.01).expect("not nan");
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let iterated = {
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let xs = xs.map(|x| NotNan::new(x).expect("not nan"));
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let ys = ys.map(|x| NotNan::new(x).expect("not nan"));
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@@ -76,18 +70,22 @@ fn main() {
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gradient_descent_step(
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&|x| {
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Differentiable::of_vector(vec![of_scalar(l2_loss_2(
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predict_line_2,
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predict_quadratic,
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of_slice(&xs),
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of_slice(&ys),
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x,
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))])
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},
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alpha,
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theta,
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&hyper,
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)
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},
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of_slice(&[NotNan::<f64>::zero(), NotNan::<f64>::zero()]),
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1000,
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of_slice(&[
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NotNan::<f64>::zero(),
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NotNan::<f64>::zero(),
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NotNan::<f64>::zero(),
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]),
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hyper.iterations,
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)
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};
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@@ -104,7 +102,12 @@ fn main() {
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mod tests {
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use super::*;
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use arrayvec::ArrayVec;
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use little_learner::auto_diff::to_scalar;
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use little_learner::{
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auto_diff::to_scalar,
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loss::{predict_line_2, square},
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};
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use crate::with_tensor::{l2_loss, predict_line};
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#[test]
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fn loss_example() {
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@@ -120,6 +123,28 @@ mod tests {
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assert_eq!(*loss.real_part(), 33.21);
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}
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#[test]
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fn l2_loss_non_autodiff_example() {
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let xs = [2.0, 1.0, 4.0, 3.0];
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let ys = [1.8, 1.2, 4.2, 3.3];
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let loss = l2_loss(predict_line, &xs, &ys, &[0.0099, 0.0]);
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assert_eq!(loss, 32.5892403);
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}
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#[test]
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fn grad_example() {
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let input_vec = of_slice(&[NotNan::new(27.0).expect("not nan")]);
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let grad: Vec<_> = Differentiable::to_vector(Differentiable::grad(
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|x| Differentiable::map(x, &mut |x| square(&x)),
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&input_vec,
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))
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.into_iter()
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.map(|x| to_scalar(x).real_part().into_inner())
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.collect();
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assert_eq!(grad, [54.0]);
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}
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#[test]
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fn loss_gradient() {
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let input_vec = of_slice(&[NotNan::<f64>::zero(), NotNan::<f64>::zero()]);
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@@ -163,7 +188,10 @@ mod tests {
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let xs = [2.0, 1.0, 4.0, 3.0];
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let ys = [1.8, 1.2, 4.2, 3.3];
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let alpha = NotNan::new(0.01).expect("not nan");
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let hyper = GradientDescentHyper {
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learning_rate: NotNan::new(0.01).expect("not nan"),
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iterations: 1000,
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};
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let iterated = {
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let xs = xs.map(|x| NotNan::new(x).expect("not nan"));
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let ys = ys.map(|x| NotNan::new(x).expect("not nan"));
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@@ -178,12 +206,12 @@ mod tests {
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x,
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))])
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},
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alpha,
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theta,
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&hyper,
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)
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},
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of_slice(&[NotNan::<f64>::zero(), NotNan::<f64>::zero()]),
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1000,
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hyper.iterations,
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)
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};
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let iterated = Differentiable::to_vector(iterated)
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@@ -193,4 +221,53 @@ mod tests {
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assert_eq!(iterated, vec![1.0499993623489503, 0.0000018747718457656533]);
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}
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#[test]
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fn optimise_quadratic() {
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let xs = [-1.0, 0.0, 1.0, 2.0, 3.0];
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let ys = [2.55, 2.1, 4.35, 10.2, 18.25];
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let hyper = GradientDescentHyper {
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learning_rate: NotNan::new(0.001).expect("not nan"),
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iterations: 1000,
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};
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let iterated = {
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let xs = xs.map(|x| NotNan::new(x).expect("not nan"));
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let ys = ys.map(|x| NotNan::new(x).expect("not nan"));
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iterate(
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&|theta| {
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gradient_descent_step(
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&|x| {
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Differentiable::of_vector(vec![of_scalar(l2_loss_2(
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predict_quadratic,
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of_slice(&xs),
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of_slice(&ys),
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x,
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))])
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},
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theta,
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&hyper,
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)
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},
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of_slice(&[
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NotNan::<f64>::zero(),
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NotNan::<f64>::zero(),
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NotNan::<f64>::zero(),
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]),
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hyper.iterations,
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)
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};
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let iterated = Differentiable::to_vector(iterated)
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.into_iter()
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.map(|x| to_scalar(x).real_part().into_inner())
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.collect::<Vec<_>>();
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println!("{:?}", iterated);
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assert_eq!(
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iterated,
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[2.0546423148479684, 0.9928606519360353, 1.4787394427094362]
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);
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}
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}
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@@ -1,3 +1,5 @@
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#![allow(dead_code)]
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use std::iter::Sum;
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use std::ops::{Mul, Sub};
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