public static void main(String[] args) throws IOException {
String train_file_name = "150(1000)-100-train.csv",
test_file_name = "test-1000-100.csv",
train_data,
test_data,
output_file;
int training_rows = 0, training_cols = 0, testing_rows = 0, testing_cols = 0;
BufferedReader CSVTrain = new BufferedReader(new FileReader(train_file_name));
train_data = CSVTrain.readLine();
BufferedReader CSVTest = new BufferedReader(new FileReader(test_file_name));
test_data = CSVTest.readLine();
ArrayList<String[]> train_array_list = new ArrayList<String[]>();
ArrayList<String[]> test_array_list = new ArrayList<String[]>();
training_cols = countColumns(train_data, training_cols);
testing_cols = countColumns(test_data, testing_cols);
training_rows = readData(CSVTrain, train_array_list, training_rows, training_cols);
testing_rows = readData(CSVTest, test_array_list, testing_rows, testing_cols);
double X_train[][] = new double[training_rows][training_cols];
double Y_train[][] = new double[training_rows][1];
double X_test[][] = new double[testing_rows][testing_cols];
double Y_test[][] = new double[testing_rows][1];
insertX0(training_rows, X_train);
insertX0(testing_rows, X_test);
createXYarray(train_array_list, training_cols, X_train, Y_train);
createXYarray(test_array_list, testing_cols, X_test, Y_test);
Matrix mx_train = Matrix.constructWithCopy(X_train);
Matrix my_train = Matrix.constructWithCopy(Y_train);
Matrix mx_test = Matrix.constructWithCopy(X_test);
Matrix my_test = Matrix.constructWithCopy(Y_test);
double minimum_error = (double) 1000;
int optimal_lambda = 0;
output_file = "output-" + train_file_name;
PrintStream output = new PrintStream(new File(output_file));
for (int lambda = 0; lambda <= 150; lambda++) {
Matrix w =
((((mx_train.transpose().times(mx_train))
.plus(Matrix.identity(training_cols, training_cols).times((double) lambda)))
.inverse())
.times((mx_train.transpose()).times(my_train)));
Matrix E_train = calculateMSE(training_rows, mx_train, my_train, w);
Matrix E_test = calculateMSE(testing_rows, mx_test, my_test, w);
output.append(Double.toString(E_train.get(0, 0)) + ",");
output.append(Double.toString(E_test.get(0, 0)) + ",");
output.append(Integer.toString(lambda) + ",");
output.println();
if (E_test.get(0, 0) < minimum_error) {
minimum_error = E_test.get(0, 0);
optimal_lambda = lambda;
}
}
System.out.println("Minimum Error:" + minimum_error);
System.out.println("Optimal Lambda:" + optimal_lambda);
output.close();
}
