defmodule Regressor.ProbitReg do import Nx.Defn defp probit(z) do # this is the intermediate value Nx.multiply(0.5, (Nx.add(1, Nx.erf(Nx.divide(z, Nx.sqrt(2)))))) end def forward(x, params) do w = elem(params, 0) b = elem(params, 1) probit(Nx.add(Nx.dot(x, w), b)) end def metric(x, y, params) do y_hat = Nx.round(forward(x, params)) amount_correct = Nx.sum(Nx.equal(y_hat, y)) Nx.divide(amount_correct, elem(Nx.shape(y), 0)) end def cost(x, y, params) do y_hat = forward(x, params) firstPart = Nx.multiply(y, Nx.log(Nx.add(1/1.0e8, y_hat))) secondPart = Nx.multiply(Nx.subtract(1, y), Nx.log(Nx.add(1/1.0e8, Nx.subtract(1, y_hat)))) Nx.negate(Nx.mean(Nx.add(firstPart, secondPart))) end defp compute_grad(x, y, w, b) do grad({w, b}, fn {w, b} -> cost(x, y, {w,b}) end) end defp update_recursion(t, maxTimes, x, y, w, b, lr) do if t < maxTimes do gradients = compute_grad(x, y, w, b) w_new = Nx.subtract(w, Nx.multiply(lr, elem(gradients, 0))) b_new = Nx.subtract(b, Nx.multiply(lr, elem(gradients, 1))) update_recursion(t + 1, maxTimes, x, y, w_new, b_new, lr) else {w, b} end end def fit(x, y, epochs, lr) do w = Nx.random_normal({elem(Nx.shape(x), 1)}) b = Nx.random_normal({1}) params = update_recursion(0, epochs, x, y, w, b, lr) params end end # x = Nx.tensor([[1, 2], [2, 4]]) # {0, 1}, 0 # y = Nx.tensor([0, 1]) # params = Regressor.ProbitReg.fit(x, y, 2000, 0.01) # ##IO.inspect(ProbitReg.forward(x, params)) # #IO.inspect(Regressor.ProbitReg.metric(x, y, params))