#include <CosanPCRRidge.h>

Inheritance diagram for Cosan::CosanPCRRidge< NumericType >:

Public Member Functions
	CosanPCRRidge ()

	CosanPCRRidge (std::vector< NumericType > params, bool bias=false)

	CosanPCRRidge (CosanRawData< NumericType > &RD, std::vector< NumericType > params, bool bias=false)

	CosanPCRRidge (CosanData< NumericType > &CD, std::vector< NumericType > params, bool bias=false)

template<class T , std::enable_if_t< std::is_same_v< std::decay_t< T >, CosanMatrix< NumericType >>, bool > = true>
	CosanPCRRidge (T &&X, const CosanMatrix< NumericType > &Y, std::vector< NumericType > params, bool bias=false)

virtual EModelType	GetModelType () override

virtual EProblemType	GetProblemType ()

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)

void	SetParams (std::vector< NumericType > params)

NumericType	GetParams ()

CosanMatrix< NumericType > &	GetPC ()

Public Member Functions inherited from Cosan::CosanPrincipalComponentRegression< NumericType >
	CosanPrincipalComponentRegression ()

	CosanPrincipalComponentRegression (NumericType ncomp, bool bias=false)

	CosanPrincipalComponentRegression (CosanRawData< NumericType > &RD, NumericType ncomp, bool bias=false)

	CosanPrincipalComponentRegression (CosanData< NumericType > &CD, NumericType ncomp, bool bias=false)

template<class T , std::enable_if_t< std::is_same_v< std::decay_t< T >, CosanMatrix< NumericType >>, bool > = true>
	CosanPrincipalComponentRegression (T &&X, const CosanMatrix< NumericType > &Y, NumericType ncomp, bool bias=false)

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

CosanMatrix< NumericType > &	GetPC ()

void	SetParams (NumericType ncomp)

NumericType	GetParams ()

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...

Private Attributes
NumericType	MLambda

Additional Inherited Members
Protected Attributes inherited from Cosan::CosanPrincipalComponentRegression< NumericType >
NumericType	__ncomp

CosanMatrix< NumericType >	PC

CosanMatrix< NumericType >	DerivatedCovariate

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::CosanPCRRidge< NumericType >

principal component regression with L2 square penaly term on coefficient beta.

Template Parameters

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

Definition at line 19 of file CosanPCRRidge.h.

Constructor & Destructor Documentation

◆ CosanPCRRidge() [1/5]

template<Numeric NumericType>

Cosan::CosanPCRRidge< NumericType >::CosanPCRRidge ( )

inline

Definition at line 22 of file CosanPCRRidge.h.

22 : CosanPrincipalComponentRegression<NumericType>(){}

◆ CosanPCRRidge() [2/5]

template<Numeric NumericType>

Cosan::CosanPCRRidge< NumericType >::CosanPCRRidge	(	std::vector< NumericType >	params,
		bool	bias = `false`
	)

inline

Definition at line 23 of file CosanPCRRidge.h.

23 : CosanPrincipalComponentRegression<NumericType>(params[0]){

24 MLambda = params[1];}

◆ CosanPCRRidge() [3/5]

template<Numeric NumericType>

Cosan::CosanPCRRidge< NumericType >::CosanPCRRidge	(	CosanRawData< NumericType > &	RD,
		std::vector< NumericType >	params,
		bool	bias = `false`
	)

inline

Definition at line 26 of file CosanPCRRidge.h.

                                                                                                           : CosanPrincipalComponentRegression<NumericType>(params[0]){
                     MLambda = params[1];
                     fit(RD.GetInput(),RD.GetTarget());
                 }

◆ CosanPCRRidge() [4/5]

template<Numeric NumericType>

Cosan::CosanPCRRidge< NumericType >::CosanPCRRidge	(	CosanData< NumericType > &	CD,
		std::vector< NumericType >	params,
		bool	bias = `false`
	)

inline

Definition at line 30 of file CosanPCRRidge.h.

                                                                                                        : CosanPrincipalComponentRegression<NumericType>(params[0]){
                     MLambda = params[1];
                     fit(CD.GetInput(),CD.GetTarget());
                 }

◆ CosanPCRRidge() [5/5]

template<Numeric NumericType>

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

Cosan::CosanPCRRidge< NumericType >::CosanPCRRidge	(	T &&	X,
		const CosanMatrix< NumericType > &	Y,
		std::vector< NumericType >	params,
		bool	bias = `false`
	)

inline

Definition at line 36 of file CosanPCRRidge.h.

                                                                                                                   : CosanPrincipalComponentRegression<NumericType>(params[0]){
                 MLambda = params[1];
                 this->PC = PrincipalComponentAnalysis(X,this->__ncomp).GetPC();
                 this->DerivatedCovariate = X*(this->PC);
                 CosanMatrix<NumericType> Identity = MLambda*CosanMatrix<NumericType>::Identity((this->PC).cols(),(this->PC).cols());
                 this->MBeta = ((this->DerivatedCovariate).transpose()*(this->DerivatedCovariate)+Identity).ldlt().solve((this->DerivatedCovariate).transpose()*Y);
             }

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::CosanPCRRidge< NumericType >::fit	(	T &&	X,
		const CosanMatrix< NumericType > &	Y
	)

inline

Definition at line 56 of file CosanPCRRidge.h.

                                                               {
                 this->PC = PrincipalComponentAnalysis(X,this->__ncomp).GetPC();
                 this->DerivatedCovariate = X*(this->PC);
                 CosanMatrix<NumericType> Identity = MLambda*CosanMatrix<NumericType>::Identity((this->PC).cols(),(this->PC).cols());
                 this->MBeta = ((this->DerivatedCovariate).transpose()*(this->DerivatedCovariate)+Identity).ldlt().solve((this->DerivatedCovariate).transpose()*Y);
             }

◆ GetModelType()

template<Numeric NumericType>

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

inlineoverridevirtual

Reimplemented from Cosan::CosanPrincipalComponentRegression< NumericType >.

Definition at line 44 of file CosanPCRRidge.h.

                                                        {
                 return MdRidgePrincipalComponentRegression;
             };

◆ GetName()

template<Numeric NumericType>

virtual const std::string Cosan::CosanPCRRidge< 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::CosanPrincipalComponentRegression< NumericType >.

Definition at line 50 of file CosanPCRRidge.h.

50 {

51 return "Principal Component Regression with least square and ridge regularization";}

◆ GetParams()

template<Numeric NumericType>

NumericType Cosan::CosanPCRRidge< NumericType >::GetParams ( )

inline

Definition at line 65 of file CosanPCRRidge.h.

65 {return {this->__ncomp ,MLambda};}

◆ GetPC()

template<Numeric NumericType>

CosanMatrix<NumericType>& Cosan::CosanPCRRidge< NumericType >::GetPC ( )

inline

Definition at line 66 of file CosanPCRRidge.h.

66 {return this->PC;}

◆ GetProblemType()

template<Numeric NumericType>

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

inlinevirtual

Reimplemented from Cosan::CosanPrincipalComponentRegression< NumericType >.

Definition at line 48 of file CosanPCRRidge.h.

48 {

49 return PdUnivariateRegression;}

◆ SetParams()

template<Numeric NumericType>

void Cosan::CosanPCRRidge< NumericType >::SetParams ( std::vector< NumericType > params )

inline

Definition at line 62 of file CosanPCRRidge.h.

                                                           {
                 this->__ncomp = params[0];
                 MLambda = params[1]; };

Member Data Documentation

◆ MLambda

template<Numeric NumericType>

NumericType Cosan::CosanPCRRidge< NumericType >::MLambda

private

Definition at line 68 of file CosanPCRRidge.h.

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

cosan/model/CosanPCRRidge.h

Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

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

Constructor & Destructor Documentation

◆ CosanPCRRidge() [1/5]

◆ CosanPCRRidge() [2/5]

◆ CosanPCRRidge() [3/5]

◆ CosanPCRRidge() [4/5]

◆ CosanPCRRidge() [5/5]

Member Function Documentation

◆ fit()

◆ GetModelType()

◆ GetName()

◆ GetParams()

◆ GetPC()

◆ GetProblemType()

◆ SetParams()

Member Data Documentation

◆ MLambda

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