An example on the Shrunk Additive Least Squares Approximations method (SALSA) for high dimensional regression.

To run this demo, you will need to download the energy_appliances.p dataset in this directory. The dataset is available here. Then, run the following commands from this directory.

$ dragonfly-script.py --config config_salsa_energy.json --options ../options_files/options_example_realtime.txt
$ dragonfly-script.py --config config_salsa_energy_mf.json --options ../options_files/options_example_realtime.txt # For multi-fidelity version

 

References:

• Kandasamy K, Yu Y, "Additive Approximations in High Dimensional Nonparametric Regression via the SALSA", International Conference on Machine Learning, 2016.
• (Dataset): Candanedo L M, Feldheim V, and Deramaix D, "Data Driven Prediction Models of Energy Use of Appliances in a Low-energy House", Energy and Buildings, 2017