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//! A short tutorial on how to use vikos to solve the problem of supervised //! machine learning: We want to predict values for a quantity (the target), and //! we have some data that we can base our inference on (features). We have a //! data set (a history), that consists of features and corresponding, *true* target values, so //! that we have a base to learn about how the target relates to the feature data. //! //! # Tutorial //! Look, a bunch of data! Let us do something with it. //! //! ``` //! let history = [ //! (2.0, 1.0), (3.0, 3.0), (3.5, 4.0), //! (5.0, 7.0), (5.5, 8.0), (7.0, 11.0), //! (16.0, 29.0) //! ]; //! ``` //! The first elements of each tuple represent our *feature* vector, //! the second elements represents the true (observed) *target* value //! (aka *the truth*). We want to use a [Training](../trait.Training.html) to //! find the coefficients of a [Model](../trait.Model.html) //! which minimizes a [Cost](../trait.Cost.html) function. Let us start with //! finding the mean value of the truth. //! //! ## Estimating the mean target value //! //! ``` //! use vikos::{model, cost, teacher, learn_history, Model}; //! // mean is 9, but of course we do not know that yet //! let history = [ //! (2.0, 1.0), (3.0, 3.0), (3.5, 4.0), //! (5.0, 7.0), (5.5, 8.0), (7.0, 11.0), //! (16.0, 29.0) //! ]; //! //! // The mean is just a simple number ... //! let mut model = model::Constant::new(0.0); //! // ... which minimizes the square error //! let cost = cost::LeastSquares {}; //! // Use stochastic gradient descent with an annealed learning rate //! let teacher = teacher::GradientDescentAl { l0: 0.3, t: 4.0 }; //! // Train 100 (admittedly repetitive) events //! learn_history(&teacher, //! &cost, //! &mut model, //! history.iter().cycle().take(100).cloned()); //! // We need an input vector for predictions, the 42 will not influence the mean //! println!("{}", model.predict(&42.0)); //! // Since we know the model's type is `Constant`, we could just access the members //! println!("{}", model.c); //! ``` //! As far as the mean is concerned, the first element of each tuple, i.e., //! the feature, is just ignored (because we use the //! [Constant](../model/struct.Constant.html) model). The code would also //! compile if the first element would be an empty tuple or any other type for //! that matter. //! //! ## Estimating the median target value //! //! If we want to estimate the median instead, we only need to change //! our cost function, to that of an absolute error: //! //! ``` //! use vikos::{model, cost, teacher, learn_history, Model}; //! let history = [ //! (2.0, 1.0), (3.0, 3.0), (3.5, 4.0), //! (5.0, 7.0), (5.5, 8.0), (7.0, 11.0), //! (16.0, 29.0) //! ]; //! // median is 7, but we don't know that yet of course //! //! // The median is just a simple number ... //! let mut model = model::Constant::new(0.0); //! // ... which minimizes the absolute error //! let cost = cost::LeastAbsoluteDeviation {}; //! let teacher = teacher::GradientDescentAl { l0: 1.0, t: 9.0 }; //! learn_history(&teacher, //! &cost, //! &mut model, //! history.iter().cycle().take(100).cloned()); //! ``` //! Most notably we changed the cost function to train for the median. We also had to //! increase our learning rate to be able to converge to `7` more quickly. Maybe we //! should try a slightly more sophisticated `Teacher` algorithm. //! //! ## Estimating median again //! //! ``` //! use vikos::{model, cost, teacher, learn_history, Model}; //! // median is 7, but of course we do not know that yet //! let history = [ //! (2.0, 1.0), (3.0, 3.0), (3.5, 4.0), //! (5.0, 7.0), (5.5, 8.0), (7.0, 11.0), //! (16.0, 29.0) //! ]; //! //! // The median is just a simple number ... //! let mut model = model::Constant::new(0.0); //! // ... which minimizes the absolute error //! let cost = cost::LeastAbsoluteDeviation {}; //! // Use stochasic gradient descent with an annealed learning rate and momentum //! let teacher = teacher::Momentum { //! l0: 1.0, //! t: 3.0, //! inertia: 0.9, //! }; //! learn_history(&teacher, //! &cost, //! &mut model, //! history.iter().cycle().take(100).cloned()); //! println!("{}", model.predict(&42.0)); //! ``` //! The momentum term allowed us to drop our learning rate way quicker and to retrieve a //! more precise result in the same number of iterations. The algorithms and their //! parameters are not the point however — the important thing is we could switch them //! quite easily and independently of both cost function and model. Speaking of which: //! it is time to fit a straight line through our data points. //! //! ## Line of best fit //! We now use a linear model //! //! ``` //! use vikos::{model, cost, teacher, learn_history, Model}; //! // Best described by 2 * m - 3 //! let history = [ //! (2.0, 1.0), (3.0, 3.0), (3.5, 4.0), //! (5.0, 7.0), (5.5, 8.0), (7.0, 11.0), //! (16.0, 29.0) //! ]; //! //! let mut model = model::Linear { m: 0.0, c: 0.0 }; //! let cost = cost::LeastSquares {}; //! let teacher = teacher::Momentum { //! l0: 0.0001, //! t: 1000.0, //! inertia: 0.99, //! }; //! learn_history(&teacher, //! &cost, //! &mut model, //! history.iter().cycle().take(500).cloned()); //! for &(input, truth) in history.iter() { //! println!("Input: {}, Truth: {}, Prediction: {}", //! input, //! truth, //! model.predict(&input)); //! } //! println!("slope: {}, intercept: {}", model.m, model.c); //! ``` //! # Summary //! //! Using Vikos, we can build a machine-learning model by composing //! implementations of three aspects: //! //! * the [Model](../trait.Model.html) describes how features and target //! relate to each other (and what kind of estimated parameters/coefficients //! mediate among the target and the feature space), the model is fitted by //! * the training algorithm, modelled with the //! [Teacher](../trait.Teacher.html) trait, that contains the optimization algorithm minimizing //! the model coefficents. //! * the [Cost](../trait.Cost.html) "function" describes the function that //! should be minimized by the algorithm.