#include <CosanPrincipalComponentRegression.h>

Inheritance diagram for Cosan::CosanPrincipalComponentRegression< NumericType >:

Public Member Functions
	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)

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)

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...

Protected Attributes
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::CosanPrincipalComponentRegression< NumericType >

Template Parameters

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

Definition at line 20 of file CosanPrincipalComponentRegression.h.

Constructor & Destructor Documentation

◆ CosanPrincipalComponentRegression() [1/5]

template<Numeric NumericType>

Cosan::CosanPrincipalComponentRegression< NumericType >::CosanPrincipalComponentRegression ( )

inline

Definition at line 24 of file CosanPrincipalComponentRegression.h.

24 : CosanLinearModel<NumericType>(false){

25 __ncomp = 3;}

◆ CosanPrincipalComponentRegression() [2/5]

template<Numeric NumericType>

Cosan::CosanPrincipalComponentRegression< NumericType >::CosanPrincipalComponentRegression	(	NumericType	ncomp,
		bool	bias = `false`
	)

inline

Definition at line 26 of file CosanPrincipalComponentRegression.h.

26 : CosanLinearModel<NumericType>(false){

27 __ncomp = ncomp;}

◆ CosanPrincipalComponentRegression() [3/5]

template<Numeric NumericType>

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

inline

Definition at line 28 of file CosanPrincipalComponentRegression.h.

                                                                                                              : CosanLinearModel<NumericType>(bias=false){
                 __ncomp = ncomp;
                 fit(RD.GetInput(),RD.GetTarget());
         }

◆ CosanPrincipalComponentRegression() [4/5]

template<Numeric NumericType>

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

inline

Definition at line 32 of file CosanPrincipalComponentRegression.h.

                                                                                                           : CosanLinearModel<NumericType>(bias=false){
                 __ncomp = ncomp;
                 fit(CD.GetInput(),CD.GetTarget());
         }

◆ CosanPrincipalComponentRegression() [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::CosanPrincipalComponentRegression< NumericType >::CosanPrincipalComponentRegression	(	T &&	X,
		const CosanMatrix< NumericType > &	Y,
		NumericType	ncomp,
		bool	bias = `false`
	)

inline

Definition at line 39 of file CosanPrincipalComponentRegression.h.

                                                                                                                       : CosanLinearModel<NumericType>(false){
             __ncomp = ncomp;
             PC = PrincipalComponentAnalysis(X,(gsl::index) ncomp).GetPC();
             DerivatedCovariate = X*PC;
             this->MBeta = (DerivatedCovariate.transpose()*DerivatedCovariate).ldlt().solve(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::CosanPrincipalComponentRegression< NumericType >::fit	(	T &&	X,
		const CosanMatrix< NumericType > &	Y
	)

inline

Definition at line 57 of file CosanPrincipalComponentRegression.h.

                                                           {
             PC = PrincipalComponentAnalysis(X,__ncomp).GetPC();
             DerivatedCovariate = X*PC;
             this->MBeta = (DerivatedCovariate.transpose()*DerivatedCovariate).ldlt().solve(DerivatedCovariate.transpose()*Y);
             }

◆ GetModelType()

template<Numeric NumericType>

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

inlineoverridevirtual

Reimplemented from Cosan::CosanModel.

Reimplemented in Cosan::CosanPCRRidge< NumericType >.

Definition at line 46 of file CosanPrincipalComponentRegression.h.

                                                    {
             return MdPrincipalComponentRegression;
         };

◆ GetName()

template<Numeric NumericType>

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

Definition at line 52 of file CosanPrincipalComponentRegression.h.

52 {

53 return "Principal Component Regression with least square";}

◆ GetParams()

template<Numeric NumericType>

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

inline

Definition at line 69 of file CosanPrincipalComponentRegression.h.

69 {return __ncomp;}

◆ GetPC()

template<Numeric NumericType>

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

inline

Definition at line 66 of file CosanPrincipalComponentRegression.h.

66 {return PC;}

◆ GetProblemType()

template<Numeric NumericType>

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

inlinevirtual

Reimplemented from Cosan::CosanModel.

Reimplemented in Cosan::CosanPCRRidge< NumericType >.

Definition at line 50 of file CosanPrincipalComponentRegression.h.

50 {

51 return PdUnivariateRegression;}

◆ predict()

template<Numeric NumericType>

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

inlineoverridevirtual

Implements Cosan::CosanLinearModel< NumericType >.

Definition at line 63 of file CosanPrincipalComponentRegression.h.

                                                                                              {
             return X*PC*(this->MBeta);
         }

◆ SetParams()

template<Numeric NumericType>

void Cosan::CosanPrincipalComponentRegression< NumericType >::SetParams ( NumericType ncomp )

inline

Definition at line 68 of file CosanPrincipalComponentRegression.h.

68 {__ncomp = ncomp; };

Member Data Documentation

◆ __ncomp

template<Numeric NumericType>

NumericType Cosan::CosanPrincipalComponentRegression< NumericType >::__ncomp

protected

Definition at line 72 of file CosanPrincipalComponentRegression.h.

◆ DerivatedCovariate

template<Numeric NumericType>

CosanMatrix<NumericType> Cosan::CosanPrincipalComponentRegression< NumericType >::DerivatedCovariate

protected

Definition at line 74 of file CosanPrincipalComponentRegression.h.

◆ PC

template<Numeric NumericType>

CosanMatrix<NumericType> Cosan::CosanPrincipalComponentRegression< NumericType >::PC

protected

Definition at line 73 of file CosanPrincipalComponentRegression.h.

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

cosan/model/CosanPrincipalComponentRegression.h

Public Member Functions

Protected Attributes

Detailed Description

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

Constructor & Destructor Documentation

◆ CosanPrincipalComponentRegression() [1/5]

◆ CosanPrincipalComponentRegression() [2/5]

◆ CosanPrincipalComponentRegression() [3/5]

◆ CosanPrincipalComponentRegression() [4/5]

◆ CosanPrincipalComponentRegression() [5/5]

Member Function Documentation

◆ fit()

◆ GetModelType()

◆ GetName()

◆ GetParams()

◆ GetPC()

◆ GetProblemType()

◆ predict()

◆ SetParams()

Member Data Documentation

◆ __ncomp

◆ DerivatedCovariate

◆ PC

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