Support Vector Regression with SGD Training from Scratch Using Python

One day, I decided to implement kernel support vector regression (SVR), from scratch, using Python. One of the biggest downsides to SVR training is that almost all implementations use an algorithm called SMO (sequential minimal optimization) for training. SMO is extraordinarily complicated. So, I figured I’d implement SVR using SGD (stochastic gradient descent) instead of SMO.

To the best of my knowledge, this blog post has the first example of SVR with SGD training. Actually, to be technically accurate, my implementation uses a variation of SGD called stochastic sub-gradient descent.

My SVR implementation uses hard-wired RBF (radial basis function) as the kernel function.

I won’t try to explain SVR or SMO, but I will caution you that I’ve seen a huge amount of grossly incorrect information about these two topics.

Here’s the output of my demo:

Begin scratch kernel SVR using SGD training

Loading synthetic train (200) and test (40) data
Done

First three train X:
[-0.1660  0.4406 -0.9998 -0.3953 -0.7065]
[ 0.0776 -0.1616  0.3704 -0.5911  0.7562]
[-0.9452  0.3409 -0.1654  0.1174 -0.7192]

First three train y:
0.4840
0.1568
0.8054

Creating scratch Python SVR model
Setting gamma = 0.3000
Setting C = 1.00
Setting epsilon = 0.007500
Setting lrn_rate = 0.0010
Setting max_epochs = 6000
Setting tol = 1.0e-04

Training SVR model using SGD
epoch =    0  |  MSE = 0.0540
epoch = 1200  |  MSE = 0.0001
epoch = 2400  |  MSE = 0.0001
epoch = 3600  |  MSE = 0.0001
epoch = 4800  |  MSE = 0.0001
Done

Model alpha (weights):
[-0.9227 -0.0424 -0.0019 -0.6640  . . .  0.4711
 -0.0495  0.0969 -0.1051  0.5641  . . .  0.0114
 . . .
 -0.9147 -0.3332  0.1573  0.0021  . . . -0.0452
 -0.9971 -0.0190 -0.1292  0.3894]
Model bias: 0.4040
Number support vectors = 186

Train accuracy (0.10) = 0.9850
Test accuracy (0.10) = 0.9250

Train MSE = 0.0001
Test MSE = 0.0001

Train R2 = 0.9986
Test R2 = 0.9949

Predicting for train_X[0]
Predicted y = 0.4932

End demo

The demo data is synthetic. It was generated by a 5-10-1 neural network with random weights and biases. There are 200 training items and 40 test items. The data is quasi-normalized, which is needed in most situations when using SVR.

During training, the implementation determines that 14 of the 200 training items predict “within the epsilon tube”. These 14 items are pruned away leaving 186 data items called support vectors. Each support vector has an associated weight stored in a vector named alpha.

To validate my SVR-SGD implementation, I ran the synthetic data through the scikit-learn SVR module (which uses SMO training). The results of my SGD version were very close to those of the scikit version.

I don’t like to be negative, but I am not a big fan of SVR. Kernel ridge regression (KRR), which is closely related to SVR, is clearly superior to SVR in most scenarios. SVR is more complicated to implement than KRR. SVR is much more difficult to train than KRR. SVR usually gives less accuracy than KRR (mostly because of the difficulty tuning SVR parameters). But there are a few scenarios where SVR works well.

The SGD algorithm is very simple. At a very high level (leaving out several important details):

init alpha[] to number of training items
loop max_epochs times through train data
  loop each train item i in scrambled order
    fetch input x
    fetch target y
    compute predicted y
    if predicted y falls within epsilon tube
      do not update alpha[i]
    else if predicted y is too small
      increase alpha[i] slightly using learn_rate
    else if predicted y is too large
      decrease alpha[i] slightly using lrn_rate
    end-if
  end-loop
end-loop

prune away non-support vectors

On the plus side, my SVR-SGD implementation is dramatically simpler than using SMO training. On the negative side, my SGD version is a quite bit slower to train than SMO. The SGD implementation has worked well in all of the tests I’ve run.

Good fun.



One of the advantages of implementing a machine learning system from scratch is that doing so gives you a complete understanding of exactly how the system works.

I’m a big fan of 1950s science fiction movies. I especially like scenes where scientists explain a threat.

Left: In “It Came from Beneath the Sea” (1955), a giant octopus in the South Pacific is disturbed by atomic testing and makes its way towards San Francisco. Two scientists in white lab coats explain the biology of the menace to the military.

Right: In “Beginning of the End” (1957), experiments with radiation create thousands of giant locust/grasshoppers (same creature at different stages of development) that are headed towards Chicago. Here a scientist explains the biology of the threat to the military.


Demo program. Replace “lt” (less than), “gt”, “lte”, “gte” with Boolean operator symbols. My blog editor chokes on symbols.

# svr_sgd.py

# support vector regression (kernelized) with 
# sub-gradient SGD training

import numpy as np

# -----------------------------------------------------------

np.set_printoptions(precision=4, suppress=True,
  floatmode='fixed', linewidth=120)

# -----------------------------------------------------------
# external eval functions: accuracy(), mse().
# model has internal r2_score() method.
# -----------------------------------------------------------

def accuracy(model, data_X, data_y, pct_close):
  n = len(data_X)
  n_correct = 0; n_wrong = 0
  for i in range(n):
    x = data_X[i].reshape(1,-1)
    y = data_y[i]
    pred_y = model.predict(x)[0]
    if np.abs(y - pred_y) "lt" np.abs(y * pct_close):
      n_correct += 1
    else: 
      n_wrong += 1
  return n_correct / (n_correct + n_wrong)

# -----------------------------------------------------------

def mse(model, data_X, data_y):
  n = len(data_X)
  sum = 0.0
  for i in range(n):
    x = data_X[i].reshape(1,-1)
    y = data_y[i]
    pred_y = model.predict(x)[0]
    diff = pred_y - y
    sum += diff * diff
  return sum /n

# ===========================================================
# ===========================================================

class KernelSVR:
  def __init__(self, gamma=0.5, epsilon=0.001, C=1.0,
    lr=0.01, max_epochs=100, tol=1.0e-3, seed=0):
    self.gamma = gamma
    self.epsilon = epsilon
    self.C = C  
    self.lr = lr
    self.max_epochs = max_epochs
    self.tol = tol      # for in-epsilon tube
    self.alpha = None   # model weights
    self.b = 0.0
    self.supp_X = None  # pruned train X
    self.supp_y = None
    self.rnd = np.random.RandomState(seed)

  # ---------------------------------------------------------

  def kernel_matrix(self, X):
    n = len(X)
    result = np.zeros((n,n))
    for i in range(0,n):
      for j in range(i,n):
        z = self.rbf(X[i], X[j])
        result[i,j] = z
        result[j,i] = z
    return result

  # ---------------------------------------------------------

  def fit(self, X, y):
    n, dim = X.shape
    self.supp_X = X  # by ref
    self.supp_y = y
    
    self.alpha = np.zeros(n)
    lo = -0.01; hi = 0.01
    for i in range(n):
      self.alpha[i] = (hi - lo) * self.rnd.random() + lo
    self.b = 0.0
    
    # precompute kernel matrix and set regularization
    K = self.kernel_matrix(X)
    lamda = 1.0 / self.C         # cannot be 0
    freq = self.max_epochs // 5  # progress messages
    indices = np.arange(n)

    for epoch in range(self.max_epochs):
      self.rnd.shuffle(indices)
      
      for i in range(len(indices)):
        idx = indices[i]
        pred_y = np.dot(self.alpha, K[:, idx]) + self.b
        error = pred_y - y[idx]
        
        inside_tube = False
        if error "gt" self.epsilon:
          grad_loss = 1.0
        elif error "lt" -self.epsilon:
          grad_loss = -1.0
        else:
          grad_loss = 0.0
          inside_tube = True
          
        # local kernel regularization gradient
        grad_reg = self.alpha[idx] * K[idx, idx]
        
        # decoupled update to the active index
        self.alpha[idx] -= self.lr * \
          (lamda * grad_reg + grad_loss)
        self.b -= self.lr * grad_loss

        if inside_tube == True and \
          abs(self.alpha[idx]) "lt" self.tol:
          self.alpha[idx] = 0.0  # force small wt to zero
        
        # in-loop clip to bound updates mid-flight
        if self.alpha[idx] "lt" -self.C:
          self.alpha[idx] = -self.C
        elif self.alpha[idx] "gt" self.C:
          self.alpha[idx] = self.C

      if epoch % freq == 0:
        m = mse(self, X, y)
        print("epoch = %4d  |  MSE = %0.4f " % (epoch,m))
        pass

    # final global clip to all alphas
    self.alpha = np.clip(self.alpha, -self.C, self.C)

    # prune: store only explicit support vectors
    sv_mask = (np.abs(self.alpha) "gt" 1.0e-5)
    self.supp_X = X[sv_mask]
    self.supp_y = y[sv_mask]
    self.alpha = self.alpha[sv_mask]

    return  # all done

  # ---------------------------------------------------------

  def rbf(self, v1, v2):
    sum = 0.0
    for i in range(len(v1)):
      sum += (v1[i] - v2[i]) * (v1[i] - v2[i])
    return np.exp(-1 * self.gamma * sum)

  def predict_one(self, x):
    # x is a vector
    n = len(self.supp_X)
    sum = 0.0
    for i in range(n):
      xx = self.supp_X[i]
      k = self.rbf(x, xx)
      sum += self.alpha[i] * k
    result = sum + self.b
    return result

  def predict(self, X):
    # X is a matrix
    n = len(X)
    result = np.zeros(n)
    for i in range(n):
      result[i] = self.predict_one(X[i])
    return result

  # ---------------------------------------------------------

  def r2_score(self, data_X, data_y):
    # coefficient of determination == scikit score()
    ss_res = 0.0; ss_tot = 0.0
    n = len(data_X)
    mean_y = np.mean(data_y)
    for i in range(n):
      x = data_X[i].reshape(1,-1)
      y = data_y[i]
      pred_y = self.predict(x)[0]
      ss_res += (y - pred_y) * (y - pred_y)
      ss_tot += (y - mean_y) * (y - mean_y)
    result = 1.0 - (ss_res / ss_tot)
    return result

# ===========================================================
# ===========================================================

def main():
  print("\nBegin scratch kernel SVR using SGD training ")

  print("\nLoading synthetic train (200) and test (40) data")
  train_Xy = np.loadtxt(".\\Data\\synthetic_train_200.txt",
    usecols=[0,1,2,3,4,5], delimiter=",")
  train_X = train_Xy[:,[0,1,2,3,4]]
  train_y = train_Xy[:,5]

  test_Xy = np.loadtxt(".\\Data\\synthetic_test_40.txt",
    usecols=[0,1,2,3,4,5], delimiter=",")
  test_X = test_Xy[:,[0,1,2,3,4]]
  test_y = test_Xy[:,5]
  print("Done ")

  print("\nFirst three train X: ")
  for i in range(3):
    print(train_X[i])
  print("\nFirst three train y: ")
  for i in range(3):
    print("%0.4f " % train_y[i])

  # ** SCIKIT results **
  # Setting gamma = 0.3000
  # Setting C = 1.0
  # Setting epsilon = 0.0010
  # Number model support vectors: [184]
  # model bias 0.4063
  # Train accuracy (0.10) = 0.9850
  # Test accuracy (0.10) = 0.9500  
  # Train MSE = 0.0000
  # Test MSE = 0.0002
  # Train R2 = 0.9988
  # Test R2 = 0.9930

  # create and train model
  print("\nCreating scratch Python SVR model ")
  gamma = 0.30
  epsilon = 0.0075  # larger epsilon: fewer supp vecs
  C = 1.0
  lr = 0.001
  max_epochs = 6000
  tol = 1.0e-4  # larger tol: fewer supp vecs

  print("Setting gamma = %0.4f " % gamma)
  print("Setting C = %0.2f " % C)
  print("Setting epsilon = %0.6f " % epsilon)
  print("Setting lrn_rate = %0.4f " % lr)
  print("Setting max_epochs = " + str(max_epochs))
  print("Setting tol = %0.1e " % tol)

  model = KernelSVR(gamma=gamma, epsilon=epsilon, C=C,
    lr=lr, max_epochs=max_epochs, tol=tol, seed=0)

  print("\nTraining SVR model using SGD ")
  model.fit(train_X, train_y)
  print("Done ")

  print("\nModel alpha (weights): ")
  print(model.alpha)
  print("Model bias: %0.4f " % model.b)

  print("Number support vectors = " + \
    str(len(model.alpha)))
    
  acc_train = accuracy(model, train_X, train_y, 0.10)
  print("\nTrain accuracy (0.10) = %0.4f" % acc_train)
  acc_test = accuracy(model, test_X, test_y, 0.10)
  print("Test accuracy (0.10) = %0.4f" % acc_test)

  mse_train = mse(model, train_X, train_y)
  print("\nTrain MSE = %0.4f" % mse_train)
  mse_test = mse(model, test_X, test_y)
  print("Test MSE = %0.4f" % mse_test)

  r2_train = model.r2_score(train_X, train_y)
  print("\nTrain R2 = %0.4f" % r2_train)
  r2_test = model.r2_score(test_X, test_y)
  print("Test R2 = %0.4f" % r2_test)

  print("\nPredicting for train_X[0] ")
  x = train_X[0].reshape(1,-1)
  pred_y = model.predict(x)[0]
  print("Predicted y = %0.4f " % pred_y)

  print("\nEnd demo ")

# -----------------------------------------------------------

if __name__ == "__main__":
  main()

Training data:

# synthetic_train_200.txt
#
-0.1660,  0.4406, -0.9998, -0.3953, -0.7065,  0.4840
 0.0776, -0.1616,  0.3704, -0.5911,  0.7562,  0.1568
-0.9452,  0.3409, -0.1654,  0.1174, -0.7192,  0.8054
 0.9365, -0.3732,  0.3846,  0.7528,  0.7892,  0.1345
-0.8299, -0.9219, -0.6603,  0.7563, -0.8033,  0.7955
 0.0663,  0.3838, -0.3690,  0.3730,  0.6693,  0.3206
-0.9634,  0.5003,  0.9777,  0.4963, -0.4391,  0.7377
-0.1042,  0.8172, -0.4128, -0.4244, -0.7399,  0.4801
-0.9613,  0.3577, -0.5767, -0.4689, -0.0169,  0.6861
-0.7065,  0.1786,  0.3995, -0.7953, -0.1719,  0.5569
 0.3888, -0.1716, -0.9001,  0.0718,  0.3276,  0.2500
 0.1731,  0.8068, -0.7251, -0.7214,  0.6148,  0.3297
-0.2046, -0.6693,  0.8550, -0.3045,  0.5016,  0.2129
 0.2473,  0.5019, -0.3022, -0.4601,  0.7918,  0.2613
-0.1438,  0.9297,  0.3269,  0.2434, -0.7705,  0.5171
 0.1568, -0.1837, -0.5259,  0.8068,  0.1474,  0.3307
-0.9943,  0.2343, -0.3467,  0.0541,  0.7719,  0.5581
 0.2467, -0.9684,  0.8589,  0.3818,  0.9946,  0.1092
-0.6553, -0.7257,  0.8652,  0.3936, -0.8680,  0.7018
 0.8460,  0.4230, -0.7515, -0.9602, -0.9476,  0.1996
-0.9434, -0.5076,  0.7201,  0.0777,  0.1056,  0.5664
 0.9392,  0.1221, -0.9627,  0.6013, -0.5341,  0.1533
 0.6142, -0.2243,  0.7271,  0.4942,  0.1125,  0.1661
 0.4260,  0.1194, -0.9749, -0.8561,  0.9346,  0.2230
 0.1362, -0.5934, -0.4953,  0.4877, -0.6091,  0.3810
 0.6937, -0.5203, -0.0125,  0.2399,  0.6580,  0.1460
-0.6864, -0.9628, -0.8600, -0.0273,  0.2127,  0.5387
 0.9772,  0.1595, -0.2397,  0.1019,  0.4907,  0.1611
 0.3385, -0.4702, -0.8673, -0.2598,  0.2594,  0.2270
-0.8669, -0.4794,  0.6095, -0.6131,  0.2789,  0.4700
 0.0493,  0.8496, -0.4734, -0.8681,  0.4701,  0.3516
 0.8639, -0.9721, -0.5313,  0.2336,  0.8980,  0.1412
 0.9004,  0.1133,  0.8312,  0.2831, -0.2200,  0.1782
 0.0991,  0.8524,  0.8375, -0.2102,  0.9265,  0.2150
-0.6521, -0.7473, -0.7298,  0.0113, -0.9570,  0.7422
 0.6190, -0.3105,  0.8802,  0.1640,  0.7577,  0.1056
 0.6895,  0.8108, -0.0802,  0.0927,  0.5972,  0.2214
 0.1982, -0.9689,  0.1870, -0.1326,  0.6147,  0.1310
-0.3695,  0.7858,  0.1557, -0.6320,  0.5759,  0.3773
-0.1596,  0.3581,  0.8372, -0.9992,  0.9535,  0.2071
-0.2468,  0.9476,  0.2094,  0.6577,  0.1494,  0.4132
 0.1737,  0.5000,  0.7166,  0.5102,  0.3961,  0.2611
 0.7290, -0.3546,  0.3416, -0.0983, -0.2358,  0.1332
-0.3652,  0.2438, -0.1395,  0.9476,  0.3556,  0.4170
-0.6029, -0.1466, -0.3133,  0.5953,  0.7600,  0.4334
-0.4596, -0.4953,  0.7098,  0.0554,  0.6043,  0.2775
 0.1450,  0.4663,  0.0380,  0.5418,  0.1377,  0.2931
-0.8636, -0.2442, -0.8407,  0.9656, -0.6368,  0.7429
 0.6237,  0.7499,  0.3768,  0.1390, -0.6781,  0.2185
-0.5499,  0.1850, -0.3755,  0.8326,  0.8193,  0.4399
-0.4858, -0.7782, -0.6141, -0.0008,  0.4572,  0.4197
 0.7033, -0.1683,  0.2334, -0.5327, -0.7961,  0.1776
 0.0317, -0.0457, -0.6947,  0.2436,  0.0880,  0.3345
 0.5031, -0.5559,  0.0387,  0.5706, -0.9553,  0.3107
-0.3513,  0.7458,  0.6894,  0.0769,  0.7332,  0.3170
 0.2205,  0.5992, -0.9309,  0.5405,  0.4635,  0.3532
-0.4806, -0.4859,  0.2646, -0.3094,  0.5932,  0.3202
 0.9809, -0.3995, -0.7140,  0.8026,  0.0831,  0.1600
 0.9495,  0.2732,  0.9878,  0.0921,  0.0529,  0.1289
-0.9476, -0.6792,  0.4913, -0.9392, -0.2669,  0.5966
 0.7247,  0.3854,  0.3819, -0.6227, -0.1162,  0.1550
-0.5922, -0.5045, -0.4757,  0.5003, -0.0860,  0.5863
-0.8861,  0.0170, -0.5761,  0.5972, -0.4053,  0.7301
 0.6877, -0.2380,  0.4997,  0.0223,  0.0819,  0.1404
 0.9189,  0.6079, -0.9354,  0.4188, -0.0700,  0.1907
-0.1428, -0.7820,  0.2676,  0.6059,  0.3936,  0.2790
 0.5324, -0.3151,  0.6917, -0.1425,  0.6480,  0.1071
-0.8432, -0.9633, -0.8666, -0.0828, -0.7733,  0.7784
-0.9444,  0.5097, -0.2103,  0.4939, -0.0952,  0.6787
-0.0520,  0.6063, -0.1952,  0.8094, -0.9259,  0.4836
 0.5477, -0.7487,  0.2370, -0.9793,  0.0773,  0.1241
 0.2450,  0.8116,  0.9799,  0.4222,  0.4636,  0.2355
 0.8186, -0.1983, -0.5003, -0.6531, -0.7611,  0.1511
-0.4714,  0.6382, -0.3788,  0.9648, -0.4667,  0.5950
 0.0673, -0.3711,  0.8215, -0.2669, -0.1328,  0.2677
-0.9381,  0.4338,  0.7820, -0.9454,  0.0441,  0.5518
-0.3480,  0.7190,  0.1170,  0.3805, -0.0943,  0.4724
-0.9813,  0.1535, -0.3771,  0.0345,  0.8328,  0.5438
-0.1471, -0.5052, -0.2574,  0.8637,  0.8737,  0.3042
-0.5454, -0.3712, -0.6505,  0.2142, -0.1728,  0.5783
 0.6327, -0.6297,  0.4038, -0.5193,  0.1484,  0.1153
-0.5424,  0.3282, -0.0055,  0.0380, -0.6506,  0.6613
 0.1414,  0.9935,  0.6337,  0.1887,  0.9520,  0.2540
-0.9351, -0.8128, -0.8693, -0.0965, -0.2491,  0.7353
 0.9507, -0.6640,  0.9456,  0.5349,  0.6485,  0.1059
-0.0462, -0.9737, -0.2940, -0.0159,  0.4602,  0.2606
-0.0627, -0.0852, -0.7247, -0.9782,  0.5166,  0.2977
 0.0478,  0.5098, -0.0723, -0.7504, -0.3750,  0.3335
 0.0090,  0.3477,  0.5403, -0.7393, -0.9542,  0.4415
-0.9748,  0.3449,  0.3736, -0.1015,  0.8296,  0.4358
 0.2887, -0.9895, -0.0311,  0.7186,  0.6608,  0.2057
 0.1570, -0.4518,  0.1211,  0.3435, -0.2951,  0.3244
 0.7117, -0.6099,  0.4946, -0.4208,  0.5476,  0.1096
-0.2929, -0.5726,  0.5346, -0.3827,  0.4665,  0.2465
 0.4889, -0.5572, -0.5718, -0.6021, -0.7150,  0.2163
-0.7782,  0.3491,  0.5996, -0.8389, -0.5366,  0.6516
-0.5847,  0.8347,  0.4226,  0.1078, -0.3910,  0.6134
 0.8469,  0.4121, -0.0439, -0.7476,  0.9521,  0.1571
-0.6803, -0.5948, -0.1376, -0.1916, -0.7065,  0.7156
 0.2878,  0.5086, -0.5785,  0.2019,  0.4979,  0.2980
 0.2764,  0.1943, -0.4090,  0.4632,  0.8906,  0.2960
-0.8877,  0.6705, -0.6155, -0.2098, -0.3998,  0.7107
-0.8398,  0.8093, -0.2597,  0.0614, -0.0118,  0.6502
-0.8476,  0.0158, -0.4769, -0.2859, -0.7839,  0.7715
 0.5751, -0.7868,  0.9714, -0.6457,  0.1448,  0.1175
 0.4802, -0.7001,  0.1022, -0.5668,  0.5184,  0.1090
 0.4458, -0.6469,  0.7239, -0.9604,  0.7205,  0.0779
 0.5175,  0.4339,  0.9747, -0.4438, -0.9924,  0.2879
 0.8678,  0.7158,  0.4577,  0.0334,  0.4139,  0.1678
 0.5406,  0.5012,  0.2264, -0.1963,  0.3946,  0.2088
-0.9938,  0.5498,  0.7928, -0.5214, -0.7585,  0.7687
 0.7661,  0.0863, -0.4266, -0.7233, -0.4197,  0.1466
 0.2277, -0.3517, -0.0853, -0.1118,  0.6563,  0.1767
 0.3499, -0.5570, -0.0655, -0.3705,  0.2537,  0.1632
 0.7547, -0.1046,  0.5689, -0.0861,  0.3125,  0.1257
 0.8186,  0.2110,  0.5335,  0.0094, -0.0039,  0.1391
 0.6858, -0.8644,  0.1465,  0.8855,  0.0357,  0.1845
-0.4967,  0.4015,  0.0805,  0.8977,  0.2487,  0.4663
 0.6760, -0.9841,  0.9787, -0.8446, -0.3557,  0.1509
-0.1203, -0.4885,  0.6054, -0.0443, -0.7313,  0.4854
 0.8557,  0.7919, -0.0169,  0.7134, -0.1628,  0.2002
 0.0115, -0.6209,  0.9300, -0.4116, -0.7931,  0.4052
-0.7114, -0.9718,  0.4319,  0.1290,  0.5892,  0.3661
 0.3915,  0.5557, -0.1870,  0.2955, -0.6404,  0.2954
-0.3564, -0.6548, -0.1827, -0.5172, -0.1862,  0.4622
 0.2392, -0.4959,  0.5857, -0.1341, -0.2850,  0.2470
-0.3394,  0.3947, -0.4627,  0.6166, -0.4094,  0.5325
 0.7107,  0.7768, -0.6312,  0.1707,  0.7964,  0.2757
-0.1078,  0.8437, -0.4420,  0.2177,  0.3649,  0.4028
-0.3139,  0.5595, -0.6505, -0.3161, -0.7108,  0.5546
 0.4335,  0.3986,  0.3770, -0.4932,  0.3847,  0.1810
-0.2562, -0.2894, -0.8847,  0.2633,  0.4146,  0.4036
 0.2272,  0.2966, -0.6601, -0.7011,  0.0284,  0.2778
-0.0743, -0.1421, -0.0054, -0.6770, -0.3151,  0.3597
-0.4762,  0.6891,  0.6007, -0.1467,  0.2140,  0.4266
-0.4061,  0.7193,  0.3432,  0.2669, -0.7505,  0.6147
-0.0588,  0.9731,  0.8966,  0.2902, -0.6966,  0.4955
-0.0627, -0.1439,  0.1985,  0.6999,  0.5022,  0.3077
 0.1587,  0.8494, -0.8705,  0.9827, -0.8940,  0.4263
-0.7850,  0.2473, -0.9040, -0.4308, -0.8779,  0.7199
 0.4070,  0.3369, -0.2428, -0.6236,  0.4940,  0.2215
-0.0242,  0.0513, -0.9430,  0.2885, -0.2987,  0.3947
-0.5416, -0.1322, -0.2351, -0.0604,  0.9590,  0.3683
 0.1055,  0.7783, -0.2901, -0.5090,  0.8220,  0.2984
-0.9129,  0.9015,  0.1128, -0.2473,  0.9901,  0.4776
-0.9378,  0.1424, -0.6391,  0.2619,  0.9618,  0.5368
 0.7498, -0.0963,  0.4169,  0.5549, -0.0103,  0.1614
-0.2612, -0.7156,  0.4538, -0.0460, -0.1022,  0.3717
 0.7720,  0.0552, -0.1818, -0.4622, -0.8560,  0.1685
-0.4177,  0.0070,  0.9319, -0.7812,  0.3461,  0.3052
-0.0001,  0.5542, -0.7128, -0.8336, -0.2016,  0.3803
 0.5356, -0.4194, -0.5662, -0.9666, -0.2027,  0.1776
-0.2378,  0.3187, -0.8582, -0.6948, -0.9668,  0.5474
-0.1947, -0.3579,  0.1158,  0.9869,  0.6690,  0.2992
 0.3992,  0.8365, -0.9205, -0.8593, -0.0520,  0.3154
-0.0209,  0.0793,  0.7905, -0.1067,  0.7541,  0.1864
-0.4928, -0.4524, -0.3433,  0.0951, -0.5597,  0.6261
-0.8118,  0.7404, -0.5263, -0.2280,  0.1431,  0.6349
 0.0516, -0.8480,  0.7483,  0.9023,  0.6250,  0.1959
-0.3212,  0.1093,  0.9488, -0.3766,  0.3376,  0.2735
-0.3481,  0.5490, -0.3484,  0.7797,  0.5034,  0.4379
-0.5785, -0.9170, -0.3563, -0.9258,  0.3877,  0.4121
 0.3407, -0.1391,  0.5356,  0.0720, -0.9203,  0.3458
-0.3287, -0.8954,  0.2102,  0.0241,  0.2349,  0.3247
-0.1353,  0.6954, -0.0919, -0.9692,  0.7461,  0.3338
 0.9036, -0.8982, -0.5299, -0.8733, -0.1567,  0.1187
 0.7277, -0.8368, -0.0538, -0.7489,  0.5458,  0.0830
 0.9049,  0.8878,  0.2279,  0.9470, -0.3103,  0.2194
 0.7957, -0.1308, -0.5284,  0.8817,  0.3684,  0.2172
 0.4647, -0.4931,  0.2010,  0.6292, -0.8918,  0.3371
-0.7390,  0.6849,  0.2367,  0.0626, -0.5034,  0.7039
-0.1567, -0.8711,  0.7940, -0.5932,  0.6525,  0.1710
 0.7635, -0.0265,  0.1969,  0.0545,  0.2496,  0.1445
 0.7675,  0.1354, -0.7698, -0.5460,  0.1920,  0.1728
-0.5211, -0.7372, -0.6763,  0.6897,  0.2044,  0.5217
 0.1913,  0.1980,  0.2314, -0.8816,  0.5006,  0.1998
 0.8964,  0.0694, -0.6149,  0.5059, -0.9854,  0.1825
 0.1767,  0.7104,  0.2093,  0.6452,  0.7590,  0.2832
-0.3580, -0.7541,  0.4426, -0.1193, -0.7465,  0.5657
-0.5996,  0.5766, -0.9758, -0.3933, -0.9572,  0.6800
 0.9950,  0.1641, -0.4132,  0.8579,  0.0142,  0.2003
-0.4717, -0.3894, -0.2567, -0.5111,  0.1691,  0.4266
 0.3917, -0.8561,  0.9422,  0.5061,  0.6123,  0.1212
-0.0366, -0.1087,  0.3449, -0.1025,  0.4086,  0.2475
 0.3633,  0.3943,  0.2372, -0.6980,  0.5216,  0.1925
-0.5325, -0.6466, -0.2178, -0.3589,  0.6310,  0.3568
 0.2271,  0.5200, -0.1447, -0.8011, -0.7699,  0.3128
 0.6415,  0.1993,  0.3777, -0.0178, -0.8237,  0.2181
-0.5298, -0.0768, -0.6028, -0.9490,  0.4588,  0.4356
 0.6870, -0.1431,  0.7294,  0.3141,  0.1621,  0.1632
-0.5985,  0.0591,  0.7889, -0.3900,  0.7419,  0.2945
 0.3661,  0.7984, -0.8486,  0.7572, -0.6183,  0.3449
 0.6995,  0.3342, -0.3113, -0.6972,  0.2707,  0.1712
 0.2565,  0.9126,  0.1798, -0.6043, -0.1413,  0.2893
-0.3265,  0.9839, -0.2395,  0.9854,  0.0376,  0.4770
 0.2690, -0.1722,  0.9818,  0.8599, -0.7015,  0.3954
-0.2102, -0.0768,  0.1219,  0.5607, -0.0256,  0.3949
 0.8216, -0.9555,  0.6422, -0.6231,  0.3715,  0.0801
-0.2896,  0.9484, -0.7545, -0.6249,  0.7789,  0.4370
-0.9985, -0.5448, -0.7092, -0.5931,  0.7926,  0.5402

Test data:

# synthetic_test_40.txt
#
 0.7462,  0.4006, -0.0590,  0.6543, -0.0083,  0.1935
 0.8495, -0.2260, -0.0142, -0.4911,  0.7699,  0.1078
-0.2335, -0.4049,  0.4352, -0.6183, -0.7636,  0.5088
 0.1810, -0.5142,  0.2465,  0.2767, -0.3449,  0.3136
-0.8650,  0.7611, -0.0801,  0.5277, -0.4922,  0.7140
-0.2358, -0.7466, -0.5115, -0.8413, -0.3943,  0.4533
 0.4834,  0.2300,  0.3448, -0.9832,  0.3568,  0.1360
-0.6502, -0.6300,  0.6885,  0.9652,  0.8275,  0.3046
-0.3053,  0.5604,  0.0929,  0.6329, -0.0325,  0.4756
-0.7995,  0.0740, -0.2680,  0.2086,  0.9176,  0.4565
-0.2144, -0.2141,  0.5813,  0.2902, -0.2122,  0.4119
-0.7278, -0.0987, -0.3312, -0.5641,  0.8515,  0.4438
 0.3793,  0.1976,  0.4933,  0.0839,  0.4011,  0.1905
-0.8568,  0.9573, -0.5272,  0.3212, -0.8207,  0.7415
-0.5785,  0.0056, -0.7901, -0.2223,  0.0760,  0.5551
 0.0735, -0.2188,  0.3925,  0.3570,  0.3746,  0.2191
 0.1230, -0.2838,  0.2262,  0.8715,  0.1938,  0.2878
 0.4792, -0.9248,  0.5295,  0.0366, -0.9894,  0.3149
-0.4456,  0.0697,  0.5359, -0.8938,  0.0981,  0.3879
 0.8629, -0.8505, -0.4464,  0.8385,  0.5300,  0.1769
 0.1995,  0.6659,  0.7921,  0.9454,  0.9970,  0.2330
-0.0249, -0.3066, -0.2927, -0.4923,  0.8220,  0.2437
 0.4513, -0.9481, -0.0770, -0.4374, -0.9421,  0.2879
-0.3405,  0.5931, -0.3507, -0.3842,  0.8562,  0.3987
 0.9538,  0.0471,  0.9039,  0.7760,  0.0361,  0.1706
-0.0887,  0.2104,  0.9808,  0.5478, -0.3314,  0.4128
-0.8220, -0.6302,  0.0537, -0.1658,  0.6013,  0.4306
-0.4123, -0.2880,  0.9074, -0.0461, -0.4435,  0.5144
 0.0060,  0.2867, -0.7775,  0.5161,  0.7039,  0.3599
-0.7968, -0.5484,  0.9426, -0.4308,  0.8148,  0.2979
 0.7811,  0.8450, -0.6877,  0.7594,  0.2640,  0.2362
-0.6802, -0.1113, -0.8325, -0.6694, -0.6056,  0.6544
 0.3821,  0.1476,  0.7466, -0.5107,  0.2592,  0.1648
 0.7265,  0.9683, -0.9803, -0.4943, -0.5523,  0.2454
-0.9049, -0.9797, -0.0196, -0.9090, -0.4433,  0.6447
-0.4607,  0.1811, -0.2389,  0.4050, -0.0078,  0.5229
 0.2664, -0.2932, -0.4259, -0.7336,  0.8742,  0.1834
-0.4507,  0.1029, -0.6294, -0.1158, -0.6294,  0.6081
 0.8948, -0.0124,  0.9278,  0.2899, -0.0314,  0.1534
-0.1323, -0.8813, -0.0146, -0.0697,  0.6135,  0.2386
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