ALVENcode/demo_how_to_use at master · vickysun5/ALVENcode · GitHub

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# -*- coding: utf-8 -*-
"""
Created on Thu Apr 30 21:47:36 2020

@author: Weike Sun (vickysun@mit.edu/weike.sun93@gmail.com)
"""

import numpy as np

import matplotlib.style
import matplotlib as mpl
mpl.style.use('default')

import ALVEN

import warnings
warnings.filterwarnings("ignore")


#Load data
Data = np.loadtxt('evaporator.txt')
X = Data[:,0:3]
y = Data[:,3].reshape(-1,1)


X_test = X[-2000:]
y_test = y[-2000:]
X = X[:2000]
y = y[:2000]


#model fitting
DALVEN,_,_,_,_,_,_,retain_index,_ =ALVEN.DALVEN_fitting(X, y, X_test, y_test, 2, 0.1, 1, 2, alpha_num = 10, cv= False, max_iter = 10000,tol = 1e-4, selection = 'p_value', select_value = 0.15, trans_type = 'auto')

#kstep_prediction
ALVEN.DALVEN_testing_kstep(X, y, X_test, y_test, DALVEN, retain_index, 1, 2, k_step =2, tol = 1e-4, trans_type = 'auto', plot = False, round_number = '')
#note the final returns from ALVEN is scaled according to training data