X-Git-Url: https://git.auder.net/assets/rpsls.css?a=blobdiff_plain;f=pkg%2Fsrc%2Few.predict_noNA.c;fp=pkg%2Fsrc%2Few.predict_noNA.c;h=0000000000000000000000000000000000000000;hb=57dbbab63a48b42f85e0a711640e1dd10b58f18a;hp=33e3b8b2dd8d59d2bd2fa9a54b0b6a4761c3bdc2;hpb=357b8be00388d07c04c10d4bf7f503fd947185d2;p=aggexp.git

diff --git a/pkg/src/ew.predict_noNA.c b/pkg/src/ew.predict_noNA.c
deleted file mode 100644
index 33e3b8b..0000000
--- a/pkg/src/ew.predict_noNA.c
+++ /dev/null
@@ -1,69 +0,0 @@
-#include <math.h>
-#include <stdlib.h>
-
-void ew_predict_noNA(double* X, double* Y, int* n_, int* K_, double* alpha_, int* grad_, double* weight)
-{
-	int K = *K_;
-	int n = *n_;
-	double alpha = *alpha_;
-	int grad = *grad_;
-
-	//at least two experts to combine: various inits
-	double invMaxError = 1. / 50; //TODO: magic number
-	double logK = log(K);
-	double initWeight = 1. / K;
-	for (int i=0; i<K; i++)
-		weight[i] = initWeight;
-	double* error = (double*)malloc(K*sizeof(double));
-	double* cumError = (double*)calloc(K, sizeof(double));
-
-	//start main loop
-	for (int t=0; t<n; t++ < n)
-	{
-		if (grad)
-		{
-			double hatY = 0.;
-			for (int i=0; i<K; i++)
-				hatY += X[t*K+i] * weight[i];
-			for (int i=0; i<K; i++)
-				error[i] = 2. * (hatY - Y[t]) * X[t*K+i];
-		}
-		else
-		{
-			for (int i=0; i<K; i++)
-			{
-				double delta = X[t*K+i] - Y[t];
-				error[i] = delta * delta;
-/*				if ((X[t*K+i] <= 30 && Y[t] > 30) || (X[t*K+i] > 30 && Y[t] <= 30))
-					error[i] = 1.0;
-				else
-					error[i] = 0.0;
-*/
-			}
-		}
-		for (int i=0; i<K; i++)
-			cumError[i] += error[i];
-
-		if (t < n-1 && !grad)
-		{
-			//weight update is useless
-			continue;
-		}
-
-		//double eta = invMaxError * sqrt(8*logK/(t+1)); //TODO: good formula ?
-		double eta = invMaxError * 1. / (t+1); //TODO: good formula ?
-		for (int i=0; i<K; i++)
-			weight[i] = exp(-eta * cumError[i]);
-		double sumWeight = 0.0;
-		for (int i=0; i<K; i++)
-			sumWeight += weight[i];
-		for (int i=0; i<K; i++)
-			weight[i] /= sumWeight;
-		//redistribute weights if alpha > 0 (all weights are 0 or more, sum > 0)
-		for (int i=0; i<K; i++)
-			weight[i] = (1. - alpha) * weight[i] + alpha/K;
-	}
-
-	free(error);
-	free(cumError);
-}