clc
clear

% Load data
load 'C:\Aorda\PSG\MATLAB\CS_Logistic_Regression\Problem_4\problem_LOGEXPSUM_CrossValidation_Data.mat' 'matrix_allscenarios_data' 'matrix_allscenarios_vars' 'matrix_allscenarios_benchmark'

% Pack data to PSG Toolbox matrix format
toolboxstruc_arr=tbpsg_matrix_pack('allscenarios',matrix_allscenarios_data,matrix_allscenarios_vars,matrix_allscenarios_benchmark);

% Create problem statement
problem_statement = sprintf('%s\n',...
'for {matrix_fact_in, matrix_fact_out, num} = crossvalidation(4, matrix_allscenarios)',...
'Problem: problem_num, maximize',...
'  logexp_sum(matrix_fact_in)',...
' ',...                                                                                                           
'Value:',...
'  logistic_in_num(matrix_fact_in)',...
'  logistic_out_num(matrix_fact_out)',...
'  logexp_sum(matrix_fact_out)',...
'end for',...
'');

% Solve an optimization problem
[solution_str,outargstruc_arr] = tbpsg_run(problem_statement, toolboxstruc_arr);

% Extract from solution report headers (names of variables) of optimal points
optim_points_vars = tbpsg_point_vars(solution_str, outargstruc_arr);
optim_points_vars = optim_points_vars(1,:);

% Extract from solution report data of optimal points
optim_points_data = tbpsg_point_data(solution_str, outargstruc_arr);

% Extract from solution report values of objectives
objective_values = tbpsg_objective(solution_str, outargstruc_arr);

% Extract from solution sructure values of function logexp_sum(matrix_fact_out)
[output_structure] = tbpsg_solution_struct(solution_str, outargstruc_arr);
func_values = output_structure.function_value([2,4,6,8]);

% Reports
fprintf('\n');
fprintf('Table 1. Optimal points:\n');
fprintf('%26s\t %18s\t %18s\t %18s\n  ',' In-Sample1',' In-Sample2',' In-Sample3',' In-Sample4 ');
all_points=[optim_points_data{1}',optim_points_data{2}',optim_points_data{3}',optim_points_data{4}'];
fprintf('\n');
for i=1:size(optim_points_vars,2)
    fprintf('%4s\t %18g\t %18g\t %18g\t %18g\n',optim_points_vars{i},all_points(i,1),all_points(i,2),all_points(i,3),all_points(i,4));
end
fprintf('\n');

fprintf('\n');
fprintf('Table 2. Value of log-likelihood function for logistic regression:\n');
loc1 = {'   In-Sample1','   In-Sample2','   In-Sample3','   In-Sample4','Out-of-Sample1','Out-of-Sample2','Out-of-Sample3','Out-of-Sample4'};
loc2 = [objective_values;func_values];
for i=1:8
    fprintf('%10s\t %40g\n',loc1{i},loc2(i))
end