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) } }