1 files changed, 41 insertions, 0 deletions
diff --git a/examples/src/main/scala/LocalLR.scala b/examples/src/main/scala/LocalLR.scala
new file mode 100644
index 0000000000..175907e551
--- /dev/null
+++ b/examples/src/main/scala/LocalLR.scala
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+import java.util.Random
+import Vector._
+
+object LocalLR {
+  val N = 10000  // Number of data points
+  val D = 10   // Numer of dimensions
+  val R = 0.7  // Scaling factor
+  val ITERATIONS = 5
+  val rand = new Random(42)
+
+  case class DataPoint(x: Vector, y: Double)
+
+  def generateData = {
+    def generatePoint(i: Int) = {
+      val y = if(i % 2 == 0) -1 else 1
+      val x = Vector(D, _ => rand.nextGaussian + y * R)
+      DataPoint(x, y)
+    }
+    Array.fromFunction(generatePoint _)(N)
+  }
+
+  def main(args: Array[String]) {
+    val data = generateData
+
+    // Initialize w to a random value
+    var w = Vector(D, _ => 2 * rand.nextDouble - 1)
+    println("Initial w: " + w)
+
+    for (i <- 1 to ITERATIONS) {
+      println("On iteration " + i)
+      var gradient = Vector.zeros(D)
+      for (p <- data) {
+        val scale = (1 / (1 + Math.exp(-p.y * (w dot p.x))) - 1) * p.y
+        gradient +=  scale * p.x
+      }
+      w -= gradient
+    }
+
+    println("Final w: " + w)
+  }
+}