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Logistic Regression and new tests
This commit is contained in:
parent
2feee7ebe5
commit
d5753636bd
@ -178,12 +178,28 @@ public:
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}
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void predict_for_all(ColumnVector<Float64>::Container & container, Block & block, const ColumnNumbers & arguments, const std::vector<Float64> & weights, Float64 bias) const override
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{
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// TODO
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std::ignore = container;
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std::ignore = block;
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std::ignore = arguments;
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std::ignore = weights;
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std::ignore = bias;
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size_t rows_num = block.rows();
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std::vector<Float64> results(rows_num, bias);
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for (size_t i = 1; i < arguments.size(); ++i)
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{
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ColumnPtr cur_col = block.getByPosition(arguments[i]).column;
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for (size_t row_num = 0; row_num != rows_num; ++row_num)
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{
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const auto &element = (*cur_col)[row_num];
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if (element.getType() != Field::Types::Float64)
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throw Exception("Prediction arguments must be values of type Float",
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ErrorCodes::BAD_ARGUMENTS);
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results[row_num] += weights[i - 1] * element.get<Float64>();
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}
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}
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for (size_t row_num = 0; row_num != rows_num; ++row_num)
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{
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results[row_num] = 1 / (1 + exp(-results[row_num]));
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container.emplace_back(results[row_num]);
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}
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}
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};
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@ -218,31 +234,31 @@ public:
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void update(UInt32 batch_size, std::vector<Float64> & weights, Float64 & bias, const std::vector<Float64> & batch_gradient) override {
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/// batch_size is already checked to be greater than 0
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if (hk_.size() == 0)
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if (accumulated_gradient.size() == 0)
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{
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hk_.resize(batch_gradient.size(), Float64{0.0});
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accumulated_gradient.resize(batch_gradient.size(), Float64{0.0});
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}
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for (size_t i = 0; i < batch_gradient.size(); ++i)
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{
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hk_[i] = hk_[i] * alpha_ + batch_gradient[i];
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accumulated_gradient[i] = accumulated_gradient[i] * alpha_ + batch_gradient[i];
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}
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for (size_t i = 0; i < weights.size(); ++i)
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{
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weights[i] += hk_[i] / batch_size;
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weights[i] += accumulated_gradient[i] / batch_size;
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}
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bias += hk_[weights.size()] / batch_size;
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bias += accumulated_gradient[weights.size()] / batch_size;
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}
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virtual void merge(const IWeightsUpdater & rhs, Float64 frac, Float64 rhs_frac) override {
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const auto & momentum_rhs = dynamic_cast<const Momentum &>(rhs);
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for (size_t i = 0; i < hk_.size(); ++i)
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auto & momentum_rhs = static_cast<const Momentum &>(rhs);
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for (size_t i = 0; i < accumulated_gradient.size(); ++i)
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{
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hk_[i] = hk_[i] * frac + momentum_rhs.hk_[i] * rhs_frac;
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accumulated_gradient[i] = accumulated_gradient[i] * frac + momentum_rhs.accumulated_gradient[i] * rhs_frac;
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}
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}
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private:
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Float64 alpha_{0.1};
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std::vector<Float64> hk_;
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std::vector<Float64> accumulated_gradient;
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};
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class LinearModelData
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92
dbms/tests/queries/0_stateless/00951_ml_test.reference
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92
dbms/tests/queries/0_stateless/00951_ml_test.reference
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@ -0,0 +1,92 @@
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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0.014756373152892969
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0.9981703893717232
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16
dbms/tests/queries/0_stateless/00951_ml_test.sql
Normal file
16
dbms/tests/queries/0_stateless/00951_ml_test.sql
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@ -0,0 +1,16 @@
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CREATE DATABASE IF NOT EXISTS test;
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DROP TABLE IF EXISTS test.defaults;
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CREATE TABLE IF NOT EXISTS test.defaults
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(
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param1 Float64,
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param2 Float64,
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target Float64,
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predict1 Float64,
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predict2 Float64
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) ENGINE = Memory;
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insert into test.defaults values (1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2),(1,2,1,-1,-2),(-1,-2,0,1,2)
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DROP TABLE IF EXISTS test.model;
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create table test.model engine = Memory as select LogisticRegressionState(0.1, 5, 1.0)(target, param1, param2) as state from test.defaults;
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with (select state from test.model) as model select evalMLMethod(model, predict1, predict2) from test.defaults;
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dbms/tests/queries/0_stateless/00952_ml_test.good_reference
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dbms/tests/queries/0_stateless/00952_ml_test.good_reference
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0.77
|
||||
0.89
|
||||
0.89
|
||||
0.89
|
||||
0.89
|
||||
0.89
|
||||
0.89
|
||||
0.89
|
||||
0.89
|
||||
0.89
|
||||
0.89
|
||||
0.89
|
||||
0.89
|
||||
0.89
|
||||
0.82
|
||||
0.82
|
||||
0.82
|
||||
0.82
|
||||
0.82
|
||||
0.82
|
||||
0.82
|
||||
0.82
|
||||
0.82
|
||||
0.82
|
||||
0.82
|
||||
0.82
|
||||
0.84
|
||||
0.84
|
||||
0.84
|
||||
0.84
|
||||
0.84
|
||||
0.84
|
||||
0.84
|
||||
0.84
|
||||
0.84
|
||||
0.84
|
||||
0.84
|
||||
0.84
|
||||
0.91
|
||||
0.91
|
||||
0.91
|
||||
0.91
|
||||
0.91
|
||||
0.91
|
||||
0.91
|
||||
0.91
|
||||
0.91
|
||||
0.91
|
||||
0.91
|
||||
0.91
|
||||
0.91
|
||||
0.67
|
||||
0.67
|
||||
0.67
|
||||
0.67
|
||||
0.67
|
||||
0.67
|
||||
0.67
|
||||
0.67
|
||||
0.67
|
||||
0.67
|
||||
0.67
|
||||
0.67
|
||||
0.95
|
||||
0.95
|
||||
0.95
|
||||
0.95
|
||||
0.95
|
||||
0.95
|
||||
0.95
|
||||
0.95
|
||||
0.95
|
||||
0.95
|
||||
0.95
|
||||
0.95
|
@ -0,0 +1 @@
|
||||
0.00676015
|
370
dbms/tests/queries/0_stateless/00952_ml_test.reference
Normal file
370
dbms/tests/queries/0_stateless/00952_ml_test.reference
Normal file
@ -0,0 +1,370 @@
|
||||
0.6542885368159769
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0.9516437185963472
|
25
dbms/tests/queries/0_stateless/00952_ml_test.sql
Normal file
25
dbms/tests/queries/0_stateless/00952_ml_test.sql
Normal file
File diff suppressed because one or more lines are too long
580
dbms/tests/queries/0_stateless/00953_ml_test.good_reference
Normal file
580
dbms/tests/queries/0_stateless/00953_ml_test.good_reference
Normal file
@ -0,0 +1,580 @@
|
||||
1.0
|
||||
1.0
|
||||
1.0
|
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1.0
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1.0
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1.0
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1.0
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580
dbms/tests/queries/0_stateless/00953_ml_test.reference
Normal file
580
dbms/tests/queries/0_stateless/00953_ml_test.reference
Normal file
@ -0,0 +1,580 @@
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0.5347192073584655
|
||||
0.5347192073584655
|
||||
0.5347192073584655
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
||||
0.6777439840889651
|
@ -0,0 +1 @@
|
||||
0.7692307692307693
|
25
dbms/tests/queries/0_stateless/00953_ml_test.sql
Normal file
25
dbms/tests/queries/0_stateless/00953_ml_test.sql
Normal file
File diff suppressed because one or more lines are too long
Loading…
Reference in New Issue
Block a user