#include <CosanLinearRegression.h>

Inheritance diagram for Cosan::CosanLinearRegression< NumericType >:

Public Member Functions
	CosanLinearRegression ()

	CosanLinearRegression (bool Bias)

template<class T , std::enable_if_t< std::is_same_v< std::decay_t< T >, CosanMatrix< NumericType >>, bool > = true>
	CosanLinearRegression (T &&X, const CosanMatrix< NumericType > &Y, bool Bias)

	CosanLinearRegression (CosanRawData< NumericType > &RD, bool Bias)

	CosanLinearRegression (CosanData< NumericType > &CD, bool Bias)

virtual EModelType	GetModelType () override

virtual EProblemType	GetProblemType () override

virtual const std::string	GetName () const override
	Get the name of the objects. More...

template<class T , std::enable_if_t< std::is_same_v< std::decay_t< T >, CosanMatrix< NumericType >>, bool > = true>
void	fit (T &&X, const CosanMatrix< NumericType > &Y)

virtual CosanMatrix< NumericType >	predict (const CosanMatrix< NumericType > &X) override

Public Member Functions inherited from Cosan::CosanLinearModel< NumericType >
	CosanLinearModel ()=delete

	CosanLinearModel (bool Bias)

void	SetBias (const bool NewBias)

virtual void	SetBeta (CosanMatrix< NumericType > InitBeta)

const CosanMatrix< NumericType > &	GetBeta () const

bool	GetBias () const

Public Member Functions inherited from Cosan::CosanModel
	CosanModel ()

virtual void	SetMaxTrainTime (double t)

virtual double	GetMaxTrainTime () const

virtual ESolverType	GetSolverType () const

void	SetSolverType (ESolverType sr)

Public Member Functions inherited from Cosan::CosanBO
	CosanBO ()
	Default constructor. More...

Additional Inherited Members
Protected Attributes inherited from Cosan::CosanLinearModel< NumericType >
CosanMatrix< NumericType >	MBeta

bool	MBias

Protected Attributes inherited from Cosan::CosanModel
double	MaxTrainTime

ESolverType	SolverType

Detailed Description

template<Numeric NumericType>
class Cosan::CosanLinearRegression< NumericType >

y = a+bx minimize \sum_{i=1}^n (y_i-a-b^T x_i)^2 -> find the optimal a and b

Template Parameters

NumericType https://en.wikipedia.org/wiki/Linear_regression

Definition at line 20 of file CosanLinearRegression.h.

Constructor & Destructor Documentation

◆ CosanLinearRegression() [1/5]

template<Numeric NumericType>

Cosan::CosanLinearRegression< NumericType >::CosanLinearRegression ( )

inline

Definition at line 23 of file CosanLinearRegression.h.

23 : CosanLinearModel<NumericType>(false){}

◆ CosanLinearRegression() [2/5]

template<Numeric NumericType>

Cosan::CosanLinearRegression< NumericType >::CosanLinearRegression ( bool Bias )

inline

Definition at line 24 of file CosanLinearRegression.h.

24 : CosanLinearModel<NumericType>(Bias){}

◆ CosanLinearRegression() [3/5]

template<Numeric NumericType>

template<class T , std::enable_if_t< std::is_same_v< std::decay_t< T >, CosanMatrix< NumericType >>, bool > = true>

Cosan::CosanLinearRegression< NumericType >::CosanLinearRegression	(	T &&	X,
		const CosanMatrix< NumericType > &	Y,
		bool	Bias
	)

inline

Definition at line 28 of file CosanLinearRegression.h.

                                                                                     : CosanLinearModel<NumericType>(Bias){
                 fit(X,Y);
             }

◆ CosanLinearRegression() [4/5]

template<Numeric NumericType>

Cosan::CosanLinearRegression< NumericType >::CosanLinearRegression	(	CosanRawData< NumericType > &	RD,
		bool	Bias
	)

inline

Definition at line 32 of file CosanLinearRegression.h.

                                                                           : CosanLinearModel<NumericType>(Bias){
                 fit(RD.GetInput(),RD.GetTarget());
             }

◆ CosanLinearRegression() [5/5]

template<Numeric NumericType>

Cosan::CosanLinearRegression< NumericType >::CosanLinearRegression	(	CosanData< NumericType > &	CD,
		bool	Bias
	)

inline

Definition at line 35 of file CosanLinearRegression.h.

                                                                        : CosanLinearModel<NumericType>(Bias){
                     fit(CD.GetInput(),CD.GetTarget());
             }

Member Function Documentation

◆ fit()

template<Numeric NumericType>

template<class T , std::enable_if_t< std::is_same_v< std::decay_t< T >, CosanMatrix< NumericType >>, bool > = true>

void Cosan::CosanLinearRegression< NumericType >::fit	(	T &&	X,
		const CosanMatrix< NumericType > &	Y
	)

inline

Definition at line 55 of file CosanLinearRegression.h.

                                                               {
                 if (this->MBias==true){
                     X.conservativeResize(X.rows(), X.cols()+1);
                     X.col(X.cols()-1) = CosanMatrix<NumericType>::Ones(X.rows(),1);
                 }
                 this->MBeta = (X.transpose()*X).ldlt().solve(X.transpose()*Y);
                 if (this->MBias==true){
                     removeColumn(X,X.cols()-1);
                 }
             }

◆ GetModelType()

template<Numeric NumericType>

virtual EModelType Cosan::CosanLinearRegression< NumericType >::GetModelType ( )

inlineoverridevirtual

Reimplemented from Cosan::CosanModel.

Reimplemented in Cosan::CosanRidgeRegression< NumericType >.

Definition at line 44 of file CosanLinearRegression.h.

                                                        {
                 return MdLinearRegression;
             };

◆ GetName()

template<Numeric NumericType>

virtual const std::string Cosan::CosanLinearRegression< NumericType >::GetName ( ) const

inlineoverridevirtual

Get the name of the objects.

Description: Get the name of the object. It should return "Abstract Object"

Reimplemented from Cosan::CosanLinearModel< NumericType >.

Reimplemented in Cosan::CosanRidgeRegression< NumericType >.

Definition at line 49 of file CosanLinearRegression.h.

49 {

50 return "Linear Regression/ Ordinary Least Square";}

◆ GetProblemType()

template<Numeric NumericType>

virtual EProblemType Cosan::CosanLinearRegression< NumericType >::GetProblemType ( )

inlineoverridevirtual

Reimplemented from Cosan::CosanModel.

Definition at line 47 of file CosanLinearRegression.h.

47 {

48 return PdUnivariateRegression;}

◆ predict()

template<Numeric NumericType>

virtual CosanMatrix<NumericType> Cosan::CosanLinearRegression< NumericType >::predict ( const CosanMatrix< NumericType > & X )

inlineoverridevirtual

Implements Cosan::CosanLinearModel< NumericType >.

Definition at line 75 of file CosanLinearRegression.h.

                                                                                                  {
                 if (this->MBias==true){
 //                    std::vector<int> idx(X.cols()-1);
 //                    std::iota(std::begin(idx), std::end(idx), 0);
  
 //                    return (X*MBeta.block(0,0,X.cols(),1)).array()+MBeta(X.cols(),0);
                     return (X*this->MBeta(Eigen::seq(0,X.cols()-1),Eigen::all)).array()+this->MBeta(X.cols(),0);
                 }
                 else{return X*this->MBeta;}
             }

The documentation for this class was generated from the following file:

cosan/model/CosanLinearRegression.h

Public Member Functions

Additional Inherited Members

Detailed Description

template<Numeric NumericType> class Cosan::CosanLinearRegression< NumericType >

Constructor & Destructor Documentation

◆ CosanLinearRegression() [1/5]

◆ CosanLinearRegression() [2/5]

◆ CosanLinearRegression() [3/5]

◆ CosanLinearRegression() [4/5]

◆ CosanLinearRegression() [5/5]

Member Function Documentation

◆ fit()

◆ GetModelType()

◆ GetName()

◆ GetProblemType()

◆ predict()

template<Numeric NumericType>
class Cosan::CosanLinearRegression< NumericType >