Leave one out regression (#16)

* initial create pf leave one out regression sample

* initial commit  loo regression

* kind of works

* add proj

Author: andyD123

LeaveOneOutRegression/LeaveOneOutRegression.cpp

@@ -0,0 +1,125 @@
+// LeaveOneOutRegression.cpp : This file contains the 'main' function. Program execution begins and ends there.
+//
+
+
+
+#include "../Vectorisation/VecX/dr3.h"
+
+
+#include <random>
+#include <numeric>
+#include <iostream>
+#include <vector>
+#include <iomanip>
+#include <functional>
+#include <chrono>
+
+
+
+//using namespace DRC::VecD2D; 
+//using namespace DRC::VecF4F;
+//using namespace DRC::VecD4D;
+using namespace DRC::VecD8D;
+//using namespace DRC::VecF16F;
+//using namespace DRC::VecF8F;
+
+
+
+
+int main()
+{
+
+
+   // std::vector<double> vc(300, 1.1);
+
+  //  VecXX myvec = vc;
+
+    int N = 1000000;
+
+    VecXX data_X(N);
+    VecXX data_Y(N);
+
+    for (int i = 0; i < N; i++)
+    {
+        data_X[i] = i;
+        data_Y[i] = 0.5 * i + 0.25 +rand() / double(RAND_MAX);
+    }
+
+  //  std::vector<double>  debg;
+
+  const auto  startTme = std::chrono::high_resolution_clock::now();
+
+  for (int LOOP = 0; LOOP < 200; LOOP++)
+  {
+      auto MULT = [](auto x, auto y) { return x * y; };
+      auto SUM = [](auto x, auto y) { return x + y; };
+      auto SQR = [](auto x) {return x * x; };
+
+      auto S_x = reduce(data_X, SUM);
+      auto S_y = reduce(data_Y, SUM);
+
+      auto S_xx = transformReduce(data_X, SQR, SUM);
+
+      auto S_xy = transformReduce(data_X, data_Y, MULT, SUM);
+
+      auto SX_loo = S_x - data_X;
+
+      //   debg = SX_loo;
+
+      auto SY_loo = S_y - data_Y;
+
+      //    debg = SY_loo;
+
+      auto data_X_squared = data_X * data_X;
+      auto SXxx_loo = S_xx - data_X_squared;
+
+      //   debg = SXxx_loo;
+
+      auto data_X_Y = data_X * data_Y;
+      auto SXY_loo = S_xy - data_X_Y;
+
+      //  debg = SXY_loo;
+
+
+        ///
+      double lambda = 0.0;// 0.1;
+      double Sz = data_X.size() - 1.0;
+
+      auto denominator = (Sz * (SXxx_loo + lambda)) - (SX_loo * SX_loo);
+
+      auto Beta_0_numerator = (SXxx_loo + lambda) * SY_loo - SX_loo * SXY_loo;
+
+      auto Beta_0 = Beta_0_numerator / denominator;
+
+      auto Beta_1_numerator = Sz * SXY_loo - (SX_loo * SY_loo);
+
+      auto Beta_1 = Beta_1_numerator / denominator;
+
+
+
+      //   debg = denominator;
+      //   debg = Beta_0_numerator;
+      //  debg = Beta_1_numerator;
+
+      //   std::vector<double> offset = Beta_0;
+      //   std::vector<double> slope = Beta_1;
+      //   std::vector<double> x = data_X;
+      //   std::vector<double> y = data_Y;
+
+
+  }
+
+   const auto endTme = std::chrono::high_resolution_clock::now();
+   
+  //  const std::chrono::duration<double, std::milli> runtime = endTme - startTme;
+  
+   // auto ms = std::chrono::duration_cast<std::chrono::milliseconds>(runtime);
+
+    const std::chrono::duration<double, std::milli> fp_ms = endTme - startTme;
+
+    // integral duration: requires duration_cast
+   // const auto int_ms = std::chrono::duration_cast<std::chrono::milliseconds>(t2 - t1);
+
+    std::cout << fp_ms.count() <<  " milli seconds";
+}
+