fast-furious

“We should forget about small efficiencies, say about 97% of the time: premature optimization is the root of all evil. Yet we should not pass up our opportunities in that critical 3%. A good programmer will not be lulled into complacency by such reasoning, he will be wise to look carefully at the critical code; but only after that code has been identified.” - Donald Knuth.

1. What is it?

fast-furiuos gathers code (R, Matlab/Octave), models and meta-models I needed in my Machine Learning Lab but I didn't found on the shelf.

2. Requirements, installation and how to use fast-furious in your scripts

fast-furious has been built in interpretable languages like R, Matlab/Octave, Python (hence, it does not require compilation) and (Mac) OSX, Windows, Linux are fully supported.

2.1 Requirements

Octave or Matlab is mandatory for fast-furious model implementations (regularized neural networks, regularized linear and polynomial regression, regularized logistic regression). If you are using only these fast-furious models Octave or Matlab installed on your machine is the only requirement. Currently, I am working on matlab compatibility issues.
R is mandatory for data process, feature engineering, model selection and model ensembling.

2.2 Installation

Installation is pretty easy and quick. You can choose

to download the zip in the directory you like as fast-furious base dir and unzip
or to use git in the directory you like as fast-furious base dir

git clone https://github.com/gtesei/fast-furious.git

2.3 Installing only fast-furious R-Package

R-Package installation is pretty easy and fast from github by using devtools::install_github. Windows user will need to install RTools first.

devtools::install_github('gtesei/fast-furious',subdir='R-package')

2.4 How to use fast-furious in your Octave/Matlab scripts

Assuming you are launching your Octave/Matlab script in fast-furious base dir, you just need to call at the begin of your script the fast-furious menv function to set up the enviroment. Typically, your script should look like this

%% setting enviroment 
menv;

... here your stuff ...

For example, this is the code of fast-furious GO_Neural.m script located on fast-furious base dir:

%% setting enviroment 
menv;

%% load use cases and go  
README_Neural;
go();

2.5 How to use fast-furious in your R scripts

Once installed, you just need to load the package by using the R library function. E.g. this is the code sketch for tuning, training, predicting and ensembling an XGBoost model on a binary classification problem.

library(fastfurious)

##########################
## TUNE / TRAIN / PREDICT 
##########################
controlObject = caret::trainControl(method = "repeatedcv", repeats = 1, number = 4 , summaryFunction = twoClassSummary , classProbs = TRUE)
l = ff.trainAndPredict.class (Ytrain=Ytrain ,
                              Xtrain=Xtrain , 
                              Xtest=Xtest , 
                              model.label="xgbTree" , 
                              controlObject=controlObject, 
                              best.tuning = TRUE, 
                              verbose = TRUE, 
                              removePredictorsMakingIllConditionedSquareMatrix_forLinearModels = F, 
                              xgb.metric.fun = NULL, 
                              xgb.maximize = TRUE, 
                              metric.label = 'auc', 
                              xgb.foldList = NULL,
                              xgb.eta = 0.02, 
                              xgb.max_depth = 8, 
                              xgb.cv.default = FALSE)
                              
AUC.xval = max(l$model$results$ROC)
bestTune = l$model$bestTune
pred = l$pred
pred.prob = l$pred.prob
secs = l$secs 
                                 
##########################
## ENSEMB 
##########################
index = caret::createMultiFolds(y=Ytrain, controlObject$number, controlObject$repeats)
indexOut <- lapply(index, function(training, allSamples) allSamples[-unique(training)], allSamples = seq(along = Ytrain))
controlObject = trainControl(method = "repeatedcv", 
                               ## The method doesn't really matter
                               ## since we defined the resamples
                               index = index, 
                               indexOut = indexOut , 
                               summaryFunction = twoClassSummary , classProbs = TRUE)
                               
ens = ff.createEnsemble(Xtrain = Xtrain,
                        Xtest = Xtest,
                        y = Ytrain,
                        caretModelName = 'xgbTree', 
                        predTest = pred.prob,
                        bestTune = expand.grid(
                          nrounds = bestTune$early.stop ,
                          max_depth = 8 ,  
                          eta = 0.02 ),
                        removePredictorsMakingIllConditionedSquareMatrix_forLinearModels = F, 
                        controlObject = controlObject, 
                        parallelize = TRUE,
                        verbose = TRUE , 
                        regression = FALSE, 
                             
                        ### ... 
                        objective = "binary:logistic",
                        eval_metric = "auc", 
                        subsample = 0.7 , 
                        colsample_bytree = 0.6 , 
                        scale_pos_weight = 0.8 , 
                        max_delta_step = 2)
                          
ensemble_pred_train = ens$predTrain
ensemble_pred_test = ens$predTest

3. fast-furious model implementations

3.1 Regularized Neural Networks

Package neural very fast 100% vectorized implementation of backpropagation in Matlab/Octave.

for basic use cases just run command line (fast-furious base dir)

>octave GO_Neural.m

for binary classification problems use nnCostFunction cost function wrapped in trainNeuralNetwork. E.g. this is the code for fitting a neural neural network with 400 neurons at input layer, 25 neurons at hidden layer, 1 neuron (= binary classification) at output layer, 0.001 as regularization parameter, where trainset/testset has been already scaled and with the bias term added.

% y must a 01 vector (e.g. [1 0 1 0 0 0 0 0 1 1 0 1] )
% train_data and test_data are the train set and test set 

%% 400 neurons at input layer
%% 25 neurons at hidden layer
%% 1 neuron at output layer  
NNMeta = buildNNMeta([400 25 1]); 

%% regularization parameter 
lambda = 0.001; 

%% train on train set 
[Theta] = trainNeuralNetwork(NNMeta, Xtrain, ytrain, lambda , iter = 100, featureScaled = 1); 

%% predict on train set 
probs_train = NNPredictMulticlass(NNMeta, Theta , Xtrain , featureScaled = 1);
pred_train = (probs_train > 0.5);

%% predict on test set 
probs_test = NNPredictMulticlass(NNMeta, Theta , Xtest , featureScaled = 1);
pred_test = (probs_test > 0.5);

%% measure accuracy 
acc_train = mean(double(pred_train == ytrain)) * 100;
acc_test = mean(double(pred_test == ytest)) * 100;

for tuning parameters on classification problems (number of neurons per layer, number of hidden layers, regularization parameter) by cross-validation use the findOptPAndHAndLambda function. E.g. this is the code for finding the best number of neurons per layer (p_opt_acc), the best number of hidden layers (h_opt_acc), the best regularization parameter (lambda_opt_acc), using cross validation on a binary classification problem with accuracy as metric on a train set (80% of data) and cross validation set (20% of data) not scaled.

% y must a 01 vector (e.g. [1 0 1 0 0 0 0 0 1 1 0 1] )
% train_data and test_data are the train set and test set 

%% scale and add bias term 
[train_data,mu,sigma] = treatContFeatures(train_data,1);
[test_data,mu,sigma] = treatContFeatures(test_data,1,1,mu,sigma);

%% split and randomize 
[Xtrain,ytrain,Xval,yval] = splitTrainValidation(train_data,ytrain,0.80,shuffle=1);

%% tuning parameters 
[p_opt_acc,h_opt_acc,lambda_opt_acc,acc_opt,tuning_grid] = findOptPAndHAndLambda(Xtrain, ytrain, Xval, yval, ...
			featureScaled = 1 , 
				h_vec = [1 2 3 4 5 6 7 8 9 10] , ...
				lambda_vec = [0 0.001 0.003 0.01 0.03 0.1 0.3 1 3 10] , ...
				verbose = 1, doPlot=1 , ...
				iter = 200 , ...
				regression = 0 , num_labels = 1 );
                  
%% train on full train set 
NNMeta = buildNNMeta([(size(train_data,2)-1) (ones(h_opt_acc,1) .* p_opt_acc)' 1]');
[Theta] = trainNeuralNetwork(NNMeta, train_data, ytrain, lambda_opt_acc , iter = 2000, featureScaled = 1);

%% predict on train set 
probs_train = NNPredictMulticlass(NNMeta, Theta , train_data , featureScaled = 1);
pred_train = (probs_train > 0.5);
acc_train = mean(double(pred_train == ytrain)) * 100;

%% predict on test set 
probs_test = NNPredictMulticlass(NNMeta, Theta , test_data , featureScaled = 1); 
pred_test = (probs_test > 0.5);

for multiclass classification problems use nnCostFunction cost function wrapped in trainNeuralNetwork as well. E.g. this is the code for fitting a neural neural network with 400 neurons at input layer, 25 neurons at hidden layer, 5 neurons (= 5 class classification problem) at output layer, 0.001 as regularization parameter, where trainset/testset has been already scaled and with the bias term added.

% y must be 1-based and, in this case a 12345 vector, (e.g. [1 2 5 4 3 2 3 4 5 2 3 4 1 2 3 4 5] )
% train_data and test_data are the train set and test set 

%% 400 neurons at input layer
%% 25 neurons at hidden layer
%% 1 neuron at output layer  
NNMeta = buildNNMeta([400 25 1]); 

%% regularization parameter 
lambda = 0.001; 

%% train on train set 
[Theta] = trainNeuralNetwork(NNMeta, Xtrain, ytrain, lambda , iter = 100, featureScaled = 1); 

%% predict on train set 
probs_train = NNPredictMulticlass(NNMeta, Theta , Xtrain , featureScaled = 1);
pred_train = (probs_train > 0.5);

%% predict on test set 
probs_test = NNPredictMulticlass(NNMeta, Theta , Xtest , featureScaled = 1);

%% measure accuracy 
acc_train = mean(double(pred_train == ytrain)) * 100;
acc_test = mean(double(pred_test == ytest)) * 100;

for regression problems use nnCostFunctionReg cost function wrapped in trainNeuralNetworkReg. E.g. this is the code for fitting a neural neural network with 400 neurons at input layer, 25 neurons at hidden layer, 1 neuron at output layer, 0.001 as regularization parameter, where trainset/testset has been already scaled and with the bias term added.

%% 400 neurons at input layer
%% 25 neurons at hidden layer
%% 1 neuron at output layer  
NNMeta = buildNNMeta([400 25 1]); 

%% regularization parameter 
lambda = 0.001; 

%% train on train set 
[Theta] = trainNeuralNetworkReg(NNMeta, Xtrain, ytrain, lambda , iter = 200, featureScaled = 1);

%% predict on train set 
pred_train = NNPredictReg(NNMeta, Theta , Xtrain , featureScaled = 1);

%% predict on test set 
pred_test = NNPredictReg(NNMeta, Theta , Xtest , featureScaled = 1);

%% measure RMSE 
RMSE_train = sqrt(MSE(pred_train, ytrain));
RMSE_test = sqrt(MSE(pred_test, ytest));

for tuning parameters on regression problems (number of neurons per layer, number of hidden layers, regularization parameter) by cross-validation use the findOptPAndHAndLambda function. E.g. this is the code for finding the best number of neurons per layer (p_opt_rmse), the best number of hidden layers (h_opt_rmse), the best regularization parameter (lambda_opt_rmse), using cross validation on a regression problem with RMSE as metric on a train set (80% of data) and cross validation set (20% of data) not scaled.

%% scale and add bias term 
[train_data,mu,sigma] = treatContFeatures(train_data,1);
[test_data,mu,sigma] = treatContFeatures(test_data,1,1,mu,sigma);

%% split and randomize 
[Xtrain,ytrain,Xval,yval] = splitTrainValidation(train_data,ytrain,0.80,shuffle=1);

%% tuning parameters 
[p_opt_rmse,h_opt_rmse,lambda_opt_rmse,rmse_opt,tuning_grid] = findOptPAndHAndLambda(Xtrain, ytrain, Xval, yval, ...
			featureScaled = 1 , 
				h_vec = [1 2 3 4 5 6 7 8 9 10] , ...
				lambda_vec = [0 0.001 0.003 0.01 0.03 0.1 0.3 1 3 10] , ...
				verbose = 1, doPlot=1 , ...
				iter = 200 , ...
				regression = 1 );
                  
%% train on full train set 
NNMeta = buildNNMeta([(size(train_data,2)-1) (ones(h_opt_rmse,1) .* p_opt_rmse)' 1]');
[Theta] = trainNeuralNetworkReg(NNMeta, train_data, ytrain, lambda_opt_rmse , iter = 2000, featureScaled = 1);

%% predict on train set 
pred_train = NNPredictReg(NNMeta, Theta , Xtrain , featureScaled = 1);
RMSE_train = sqrt(MSE(pred_train, ytrain));

%% predict on test set 
pred_test = NNPredictReg(NNMeta, Theta , Xtest , featureScaled = 1);
RMSE_test = sqrt(MSE(pred_test, ytest));

for large datasets (e.g. 80GB train set on a machine with 8GB RAM) use nnCostFunction_Buff (wrapped in trainNeuralNetwork_Buff) that is a buffered implementation of batch gradient descent, i.e. it uses all train observations in each iteration vs. one observation as stochastic gradient descent or k (k < number of observations on trainset) observations in each iteration as mini-batch gradient descent. E.g. this is the code for for fitting a neural neural network with 400 neurons at input layer, 25 neurons at hidden layer, 1 neuron (= binary classification) at output layer, 0.001 as regularization parameter, from file foXtrain for predictors (columns from ciX to ceX ), and from file fytrain for labels (columns form ciy to cey ) and buffer equals to 10000 observations (= you load in memory 10000 observations each time).

%% 400 neurons at input layer
%% 25 neurons at hidden layer
%% 1 neuron at output layer  
NNMeta = buildNNMeta([400 25 1]); 

%% regularization parameter 
lambda = 0.001; 

%% train (buffer = 10000 observations) 
%% from file <foXtrain> (columns from <ciX> to <ceX>) as train data
%% from file <fytrain> (columns form <ciy> to <cey>) as labels 
[Theta_Buff] = trainNeuralNetwork_Buff(NNMeta,foXtrain,ciX,ceX, ... 
                        fytrain,ciy,cey, ... 
                        sep=',',b=10000, ... 
                        lambda, iter = 50 , ... 
                        featureScaled = 0 , ... 
                        initialTheta = cell(0,0) );

%% predict (buffer = 10000 observations) on train set 
pred_val_bf = NNPredictMulticlass_Buff(NNMeta,foXval,ciX,ceX,Theta_Buff,10000,',',0);

%% predict (buffer = 10000 observations) on test set 
pred_train_bf = NNPredictMulticlass_Buff(NNMeta,foXtrain,ciX,ceX,Theta_Buff,10000,',',0);

for Neural Networks with EGS (= Extended Generalized Shuffle) interconnection pattern among layers in regression problesm use nnCostFunctionRegEGS cost function wrapped in trainNeuralNetworkRegEGS function. E.g. this is the code for fitting a neural neural network with 400 neurons at input layer, 25 neurons at hidden layer, 1 neuron (= binary classification) at output layer, 0.001 as regularization parameter, where trainset/testset has been already scaled and with the bias term added.

%% 400 neurons at input layer
%% 25 neurons at hidden layer
%% 1 neuron at output layer  
NNMeta = buildNNMeta([400 25 1]); 

%% regularization parameter 
lambda = 0.001; 

%% train 
[Theta] = trainNeuralNetworkRegEGS(NNMeta, Xtrain, ytrain, lambda , iter = 300, featureScaled = 1 );

%% predict on train/test set 
pred_train = NNPredictRegEGS(NNMeta, Theta , Xtrain , featureScaled = 1);
pred_test = NNPredictRegEGS(NNMeta, Theta , Xtest , featureScaled = 1);

%% measure MSE on train/test predictions 
MSE_train = MSE(pred_train, ytrain);
MSE_test = MSE(pred_test, ytest);

3.2 Regularized Linear and Polynomial Regression

Package linear_reg very fast 100% vectorized implementation in Matlab/Octave

for basic use cases just run command line (fast-furious base dir)

>octave GO_LinearReg.m
for a performance comparison (=RMSE) among (fast-furiuos) Regularized Polynomial Regression, (libsvm) epsilon-SVR, (libsvm) nu-SVR, (fast-furiuos) Neural Networks on dataset solubility of AppliedPredictiveModeling run command line

>octave linear_reg/____testRegression.m

for fitting a linear regression model use linearRegCostFunction wrapped in trainLinearReg function. E.g. this is the code for fitting a regularized liner regression model with trainset/testset not scaled and with regularization parameter set to 0.001.

%% feature scaling (trainset/testset) 
[Xtrain,mu,sigma] = treatContFeatures(Xtrain,p = 1);
[Xtest,mu,sigma] = treatContFeatures(Xtest,p = 1,1,mu,sigma);

%% regularization parameter 
lambda = 0.001;

%% train 
[theta] = trainLinearReg(Xtrain, ytrain, lambda , 200 );

%% predict
pred_train =predictLinearReg(Xtrain,theta);
pred_test = predictLinearReg(Xtest,theta);

%% measure MSE
mse_train = MSE(pred_train, ytrain);
mse_test = MSE(pred_test, ytest);

for fitting a linear regression model using the normal equation instead of batch gradient descent use the normalEqn_RegLin function. I recommend not to use the normal equation for large datasets. E.g. this is the code for fitting a regularized liner regression model using the normal equation with trainset/testset not scaled and with regularization parameter set to 0.001.

%% feature scaling (trainset/testset) 
[Xtrain,mu,sigma] = treatContFeatures(Xtrain,p = 1);
[Xtest,mu,sigma] = treatContFeatures(Xtest,p = 1,1,mu,sigma);

%% regularization parameter 
lambda = 0.001;

%% train 
[theta] = normalEqn_RegLin(Xtrain,ytrain,lambda);

%% predict 
pred_train = predictLinearReg(Xtrain,theta);
pred_test = predictLinearReg(Xtest,theta);

%% measure performance 
mse_train = MSE(pred_train, ytrain);
mse_test = MSE(pred_test, ytest);

for fitting a polynomial regression model use linearRegCostFunction as well. Just set up the degree of the polynomial trasformation you like in the treatContFeatures function. E.g. this is the code for fitting a regularized liner regression model with trainset/testset not scaled and with regularization parameter set to 0.001 and polynomial degree 5.

%% feature scaling (trainset/testset) 
[Xtrain,mu,sigma] = treatContFeatures(Xtrain,p = 5);
[Xtest,mu,sigma] = treatContFeatures(Xtest,p = 5,1,mu,sigma);

%% regularization parameter 
lambda = 0.001;

%% train 
[theta] = trainLinearReg(Xtrain, ytrain, lambda , 200 );

%% predict
pred_train =predictLinearReg(Xtrain,theta);
pred_test = predictLinearReg(Xtest,theta);

%% measure MSE
mse_train = MSE(pred_train, ytrain);
mse_test = MSE(pred_test, ytest);

for tuning parameters (on regression problems) (degree of polynomial trasformation, regularization parameter) by cross-validation use the findOptPAndLambdaRegLin function. E.g. this is the code for finding the best degree of polynomial trasformation (p_opt_RMSE), the best regularization parameter (lambda_opt_RMSE), using cross validation on a regression problem with RMSE as metric on a train set and test set already scaled.

[p_opt_RMSE,lambda_opt_RMSE,RMSE_opt,grid]  = ... 
      findOptPAndLambdaRegLin(solTrainX, solTrainY, solTestX, solTestY, ...
        p_vec = [1 2 3 4 5 6 7 8 9 10 12 20]' , ...
        lambda_vec = [0 0.001 0.003 0.01 0.03 0.1 0.3 1 3 10]' , ...
        verbose = 1, initGrid = [] , initStart = -1 , iter=1000);
        
printf('>>>>> found min RMSE=%f  with p=%i and lambda=%f \n', RMSE_opt , p_opt_RMSE , lambda_opt_RMSE );

for large datasets (e.g. 80GB train set on a machine with 8GB RAM) you can use the trainLinearReg_MiniBatch function that is a mini-batch gradient descent implementation, i.e. it uses k observations (k < number of observations on trainset) in each iteration. E.g. this is the code for for fitting a linear regression model with 0.001 as regularization parameter, from file foXtrain for predictors (columns from ciX to ceX ), and from file fytrain for labels (columns form ciy to cey ) and buffer equals to 100 observations (= you load in memory 100 observations each time and you use only these for complete a gradient descent iteration).

%% regularization parameter 
lambda = 0.001; 

%% train (buffer = 100 observations) 
%% from file <foXtrain> (columns from <ciX> to <ceX>) as train data
%% from file <fytrain> (columns form <ciy> to <cey>) as labels 
[theta_mb] = trainLinearReg_MiniBatch(foXtrain,ciX,ceX,fytrain,ciy,cey,lambda, b=100, sep=',' , iter=200);

%% predict 
pred_train = predictLinearReg_Buff(foXtrain,ciX,ceX,theta_mb,b=10000,sep=',');
pred_test = predictLinearReg_Buff(foXtest,ciX,ceX,theta_mb,b=10000,sep=',');


%% measure performance 
mse_train = MSE(pred_train, ytrain);
mse_test = MSE(pred_test, ytest);

for large datasets (e.g. 80GB train set on a machine with 8GB RAM) you can use the trainLinearReg_Buff function that is a buffered implementation of gradient descent, i.e. it uses it uses all train observations in each iteration vs. one observation as stochastic gradient descent or k (k < number of observations on trainset) observations in each iteration as mini-batch gradient descent. E.g. this is the code for for fitting a linear regression model with 0.001 as regularization parameter, from file foXtrain for predictors (columns from ciX to ceX ), and from file fytrain for labels (columns form ciy to cey ) and buffer equals to 100 observations (= you load in memory 100 observations each time but you use all train observations for complete a gradient descent iteration).
```
%% regularization parameter 
lambda = 0.001; 

%% train (buffer = 100 observations) 
%% from file <foXtrain> (columns from <ciX> to <ceX>) as train data
%% from file <fytrain> (columns form <ciy> to <cey>) as labels 
[theta_bf] = trainLinearReg_Buff(foXtrain,ciX,ceX,fytrain,ciy,cey,lambda, b=100, sep=',' , iter=200);

%% predict 
pred_train = predictLinearReg_Buff(foXtrain,ciX,ceX,theta_bf,b=10000,sep=',');
pred_test = predictLinearReg_Buff(foXtest,ciX,ceX,theta_bf,b=10000,sep=',');

%% measure performance 
mse_train = MSE(pred_train, ytrain);
mse_test = MSE(pred_test, ytest);
```

3.3 Regularized Polynomial Logistic Regression

Package logistic_reg very fast 100% vectorized implementation in Matlab/Octave

for basic use cases just run command line (fast-furious base dir)

>octave GO_LogisticReg.m

for fitting a logistic regression model use lrCostFunction wrapped in trainLogReg function. E.g. this is the code for fitting a regularized logistic regression model with trainset/testset not scaled and with regularization parameter set to 0.001. Note: in this code sketch insteaf of using 0.5 as probability threshold I use the selectThreshold that select the probability threshold maximizing F1-score.

%% feature scaling (trainset/testset) 
[Xtrain,mu,sigma] = treatContFeatures(Xtrain,p = 1);
[Xtest,mu,sigma] = treatContFeatures(Xtest,p = 1,1,mu,sigma);

%% regularization parameter 
lambda = 0.001;

%% train 
[theta] = trainLogReg(Xtrain, ytrain, lambda , iter = 200 );

%% predict probabilities  
probs_train = predictLogReg(Xtrain,theta);
probs_test = predictLogReg(Xtest,theta);

%% select threshold (instead of 0.5) on train data 
%% Note: this usually should be done by cross-validation 
thr = selectThreshold (ytrain,probs_train);

%% predict labels   
pred_train = (probs_train > thr);
pred_train = (probs_test > thr);

for fitting a logistic polynomial regression model use lrCostFunction as well. Just set up the degree of the polynomial trasformation you like in the treatContFeatures function. E.g. this is the code for fitting a regularized logistic regression model with trainset/testset not scaled, with regularization parameter set to 0.001 and polynomial degree 10.

%% feature scaling (trainset/testset) 
[Xtrain,mu,sigma] = treatContFeatures(Xtrain,p = 10);
[Xtest,mu,sigma] = treatContFeatures(Xtest,p = 10,1,mu,sigma);

%% regularization parameter 
lambda = 0.001;

%% train 
[theta] = trainLogReg(Xtrain, ytrain, lambda , iter = 200 );

%% predict probabilities  
probs_train = predictLogReg(Xtrain,theta);
probs_test = predictLogReg(Xtest,theta);

%% select threshold (instead of 0.5) on train data 
%% Note: this usually should be done by cross-validation 
thr = selectThreshold (ytrain,probs_train);

%% predict labels   
pred_train = (probs_train > thr);
pred_train = (probs_test > thr);

for tuning parameters (on classification problems) (degree of polynomial trasformation, regularization parameter) by cross-validation use the findOptPAndLambdaRegLog function. E.g. this is the code for finding the best degree of polynomial trasformation, the best regularization parameter, using cross validation on a train set and cross-validation set already scaled. Best parameters are found for metrics F1-score, precision, recall.

[p_opt_recall,lambda_opt_recall,p_opt_accuracy,lambda_opt_accuracy,p_opt_precision,lambda_opt_precision,p_opt_F1,lambda_opt_F1,grid] = ...
  findOptPAndLambdaRegLog(Xtrain, ytrain, Xval, yval)
  
printf('>>>>> metric: F1        - found optimum with p=%i and lambda=%f \n', p_opt_F1 , lambda_opt_F1 );
printf('>>>>> metric: precision - found optimum with p=%i and lambda=%f \n', p_opt_precision , lambda_opt_precision );
printf('>>>>> metric: recall    - found optimum with p=%i and lambda=%f \n', p_opt_recall , lambda_opt_recall );

4. fast-furious R-Package

Please, refer to fast-furious R-Package PDF manual.

References

Most parts of fast-furious are based on the following resources:

Stanford professor Andrew NG resources: 1, 2
J. Friedman, T. Hastie, R. Tibshirani, The Elements of Statistical Learning, Springer, 2009
Max Kuhn and Kjell Johnson, Applied Predictive Modeling, Springer, 2013

Other resources:

G. James, D. Witten, T. Hastie, R. Tibshirani, An Introduction to Statistical Learning, Springer, 2013
Hadley Wickham, Advanced R, Chapman & Hall/CRC The R Series, 2014
Paul S.P. Cowpertwait, Andrew V. Metcalfe, Introductory Time Series with R, Springer, 2009

Name		Name	Last commit message	Last commit date
Latest commit History 864 Commits
R-package		R-package
SVM		SVM
competitions		competitions
data_process		data_process
dataset		dataset
doc_ref		doc_ref
linear_reg		linear_reg
logistic_reg		logistic_reg
neural		neural
util		util
.travis.yml		.travis.yml
GO_LinearReg.m		GO_LinearReg.m
GO_LogisticReg.m		GO_LogisticReg.m
GO_Neural.m		GO_Neural.m
LICENSE		LICENSE
README.md		README.md
fastfurious-manual.pdf		fastfurious-manual.pdf
makeman.sh		makeman.sh
maker.sh		maker.sh
menv.m		menv.m

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Repository files navigation

fast-furious

1. What is it?

2. Requirements, installation and how to use fast-furious in your scripts

2.1 Requirements

2.2 Installation

2.3 Installing only fast-furious R-Package

2.4 How to use fast-furious in your Octave/Matlab scripts

2.5 How to use fast-furious in your R scripts

3. fast-furious model implementations

3.1 Regularized Neural Networks

3.2 Regularized Linear and Polynomial Regression

3.3 Regularized Polynomial Logistic Regression

4. fast-furious R-Package

References

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fast-furious

1. What is it?

2. Requirements, installation and how to use fast-furious in your scripts

2.1 Requirements

2.2 Installation

2.3 Installing only fast-furious R-Package

2.4 How to use fast-furious in your Octave/Matlab scripts

2.5 How to use fast-furious in your R scripts

3. fast-furious model implementations

3.1 Regularized Neural Networks

3.2 Regularized Linear and Polynomial Regression

3.3 Regularized Polynomial Logistic Regression

4. fast-furious R-Package

References

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