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using System;
using Microsoft.ML;
using Microsoft.ML.Data;
using Microsoft.ML.SamplesUtils;
using Microsoft.ML.Trainers;
namespace Samples.Dynamic.Trainers.Regression
{
public static class OrdinaryLeastSquaresWithOptionsAdvanced
{
// This example requires installation of additional nuget package
// for Microsoft.ML.Mkl.Components at
// "https://www.nuget.org/packages/Microsoft.ML.Mkl.Components/"
// In this examples we will use the housing price dataset. The goal is to
// predict median home value. For more details about this dataset, please
// see https://archive.ics.uci.edu/ml/machine-learning-databases/housing/
public static void Example()
{
// Downloading a regression dataset from
// github.com/dotnet/machinelearning
string dataFile = DatasetUtils.GetHousingRegressionDataset();
// Create a new ML context, for ML.NET operations. It can be used for
// exception tracking and logging, as well as the source of randomness.
var mlContext = new MLContext(seed: 3);
// Creating a data loader, based on the format of the data
// The data is tab separated with all numeric columns.
// The first column being the label and rest are numeric features
// Here only seven numeric columns are used as features
var dataView = mlContext.Data.LoadFromTextFile(dataFile,
new TextLoader.Options
{
Separators = new[] { '\t' },
HasHeader = true,
Columns = new[]
{
new TextLoader.Column("Label", DataKind.Single, 0),
new TextLoader.Column("Features", DataKind.Single, 1, 6)
}
});
//////////////////// Data Preview ////////////////////
// MedianHomeValue CrimesPerCapita PercentResidental PercentNonRetail CharlesRiver NitricOxides RoomsPerDwelling PercentPre40s
// 24.00 0.00632 18.00 2.310 0 0.5380 6.5750 65.20
// 21.60 0.02731 00.00 7.070 0 0.4690 6.4210 78.90
// 34.70 0.02729 00.00 7.070 0 0.4690 7.1850 61.10
var split = mlContext.Data.TrainTestSplit(dataView, testFraction: 0.2);
// Create the estimator, here we only need OrdinaryLeastSquares trainer
// as data is already processed in a form consumable by the trainer
var pipeline = mlContext.Regression.Trainers.Ols(
new OlsTrainer.Options()
{
L2Regularization = 0.1f,
CalculateStatistics = false
});
var model = pipeline.Fit(split.TrainSet);
// Check the weights that the model learned
var weightsValues = model.Model.Weights;
Console.WriteLine($"weight 0 - {weightsValues[0]}");
// CrimesPerCapita (weight 0) = -0.1783206
Console.WriteLine($"weight 3 - {weightsValues[3]}");
// CharlesRiver (weight 1) = 3.118422
var dataWithPredictions = model.Transform(split.TestSet);
var metrics = mlContext.Regression.Evaluate(dataWithPredictions);
PrintMetrics(metrics);
// Expected output:
// L1: 4.14
// L2: 32.35
// LossFunction: 32.35
// RMS: 5.69
// RSquared: 0.56
}
public static void PrintMetrics(RegressionMetrics metrics)
{
Console.WriteLine("Mean Absolute Error: " + metrics.MeanAbsoluteError);
Console.WriteLine("Mean Squared Error: " + metrics.MeanSquaredError);
Console.WriteLine(
"Root Mean Squared Error: " + metrics.RootMeanSquaredError);
Console.WriteLine("RSquared: " + metrics.RSquared);
}
}
}
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