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Merged
merged 1 commit into from
Mar 10, 2015
Merged

Add naive F# solution #2

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6 changes: 6 additions & 0 deletions 01-Simple-Linear-Regression/naive-fsharp/App.config
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<?xml version="1.0" encoding="utf-8" ?>
<configuration>
<startup>
<supportedRuntime version="v4.0" sku=".NETFramework,Version=v4.5" />
</startup>
</configuration>
76 changes: 76 additions & 0 deletions 01-Simple-Linear-Regression/naive-fsharp/Naive.fsproj
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<?xml version="1.0" encoding="utf-8"?>
<Project ToolsVersion="12.0" DefaultTargets="Build" xmlns="http://schemas.microsoft.com/developer/msbuild/2003">
<Import Project="$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props" Condition="Exists('$(MSBuildExtensionsPath)\$(MSBuildToolsVersion)\Microsoft.Common.props')" />
<PropertyGroup>
<Configuration Condition=" '$(Configuration)' == '' ">Debug</Configuration>
<Platform Condition=" '$(Platform)' == '' ">AnyCPU</Platform>
<SchemaVersion>2.0</SchemaVersion>
<ProjectGuid>584f6b10-ee0f-4bc1-8894-278a80d6818d</ProjectGuid>
<OutputType>Exe</OutputType>
<RootNamespace>ConsoleApplication1</RootNamespace>
<AssemblyName>Naive</AssemblyName>
<TargetFrameworkVersion>v4.5</TargetFrameworkVersion>
<AutoGenerateBindingRedirects>true</AutoGenerateBindingRedirects>
<TargetFSharpCoreVersion>4.3.1.0</TargetFSharpCoreVersion>
<Name>ConsoleApplication1</Name>
</PropertyGroup>
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Debug|AnyCPU' ">
<DebugSymbols>true</DebugSymbols>
<DebugType>full</DebugType>
<Optimize>false</Optimize>
<Tailcalls>false</Tailcalls>
<OutputPath>bin\Debug\</OutputPath>
<DefineConstants>DEBUG;TRACE</DefineConstants>
<WarningLevel>3</WarningLevel>
<PlatformTarget>AnyCPU</PlatformTarget>
<DocumentationFile>bin\Debug\ConsoleApplication1.XML</DocumentationFile>
<Prefer32Bit>true</Prefer32Bit>
</PropertyGroup>
<PropertyGroup Condition=" '$(Configuration)|$(Platform)' == 'Release|AnyCPU' ">
<DebugType>pdbonly</DebugType>
<Optimize>true</Optimize>
<Tailcalls>true</Tailcalls>
<OutputPath>bin\Release\</OutputPath>
<DefineConstants>TRACE</DefineConstants>
<WarningLevel>3</WarningLevel>
<PlatformTarget>AnyCPU</PlatformTarget>
<DocumentationFile>bin\Release\ConsoleApplication1.XML</DocumentationFile>
<Prefer32Bit>true</Prefer32Bit>
</PropertyGroup>
<ItemGroup>
<Reference Include="mscorlib" />
<Reference Include="FSharp.Core, Version=$(TargetFSharpCoreVersion), Culture=neutral, PublicKeyToken=b03f5f7f11d50a3a">
<Private>True</Private>
</Reference>
<Reference Include="System" />
<Reference Include="System.Core" />
<Reference Include="System.Numerics" />
</ItemGroup>
<ItemGroup>
<Compile Include="Program.fs" />
<None Include="App.config" />
</ItemGroup>
<PropertyGroup>
<MinimumVisualStudioVersion Condition="'$(MinimumVisualStudioVersion)' == ''">11</MinimumVisualStudioVersion>
</PropertyGroup>
<Choose>
<When Condition="'$(VisualStudioVersion)' == '11.0'">
<PropertyGroup Condition="Exists('$(MSBuildExtensionsPath32)\..\Microsoft SDKs\F#\3.0\Framework\v4.0\Microsoft.FSharp.Targets')">
<FSharpTargetsPath>$(MSBuildExtensionsPath32)\..\Microsoft SDKs\F#\3.0\Framework\v4.0\Microsoft.FSharp.Targets</FSharpTargetsPath>
</PropertyGroup>
</When>
<Otherwise>
<PropertyGroup Condition="Exists('$(MSBuildExtensionsPath32)\Microsoft\VisualStudio\v$(VisualStudioVersion)\FSharp\Microsoft.FSharp.Targets')">
<FSharpTargetsPath>$(MSBuildExtensionsPath32)\Microsoft\VisualStudio\v$(VisualStudioVersion)\FSharp\Microsoft.FSharp.Targets</FSharpTargetsPath>
</PropertyGroup>
</Otherwise>
</Choose>
<Import Project="$(FSharpTargetsPath)" />
<!-- To modify your build process, add your task inside one of the targets below and uncomment it.
Other similar extension points exist, see Microsoft.Common.targets.
<Target Name="BeforeBuild">
</Target>
<Target Name="AfterBuild">
</Target>
-->
</Project>
62 changes: 62 additions & 0 deletions 01-Simple-Linear-Regression/naive-fsharp/Program.fs
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open System
open System.IO

type point = {x:float; y:float}

let costOfSequence data a c =
let costOfPoint point =
(point.y - ( a * point.x + c)) ** 2.0
data |> Array.sumBy costOfPoint

let rec climbHill func x y step = seq{
yield (x, y, step)

let best =
[(x+step, y); (x, y+step); (x-step, y); (x, y-step)]
|> List.map (fun (x, y) -> (func x y, x, y))
|> List.max

yield! match best with
| (value', x', y') when value' > func x y -> climbHill func x' y' step
| (value', _, _) -> climbHill func x y (step/10.0)
}

let guess (data: point array) =
let step = List.max <| [for d in data do yield abs d.y]
let first = data.[0]
let last = data.[data.Length - 1]
if first.y = last.y then
(0.0, first.y, step)
else
let a = (last.y - first.y)/(last.x - first.x)
let c = first.y - (first.x * a)
(a, c, step)


[<EntryPoint>]
let main argv =
Environment.CurrentDirectory <- __SOURCE_DIRECTORY__

let readFloats file =
File.ReadAllLines file
|> Array.map float

let sampleData =
Array.zip (readFloats @"..\data\ex2x.dat") (readFloats @"..\data\ex2y.dat")
|> Array.map(fun (a, h) -> {x=a; y = h})

let minStep = 0.000000001
let aGuess, cGuess, step = guess sampleData
printfn "Starting with: a=%f c=%f step=%f" aGuess cGuess step
let quality a c = -(costOfSequence sampleData a c)
let trail = climbHill quality aGuess cGuess step

let a, c, _ = trail
|> Seq.where (fun (_, _, step) -> abs step < minStep)
|> Seq.head

printfn ""
printfn "Answer: a=%0.8f c=%0.8f" a c

Console.ReadKey() |> ignore
0
9 changes: 9 additions & 0 deletions 01-Simple-Linear-Regression/naive-fsharp/readme.md
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F# Naive
========

A naive linear regression implementation using F# started at the
(meetup)[http://www.meetup.com/Cambridge-Programmers-Study-Group/events/220440417/]
by Alessandro and me. I think it's first F# progrom
by either of us.

John