#include <CosanRidgeRegression.h>

Inheritance diagram for Cosan::CosanRidgeRegression< NumericType >:

Public Member Functions
	CosanRidgeRegression (bool bias=false)

	CosanRidgeRegression (NumericType Lambda, bool bias=false)

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

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

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

void	SetParams (NumericType Lambda)

NumericType	GetParams ()

EModelType	GetModelType () override

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)

Public Member Functions inherited from Cosan::CosanLinearRegression< NumericType >
	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 EProblemType	GetProblemType () override

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...

Private Attributes
NumericType	MLambda

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::CosanRidgeRegression< NumericType >

y = a+bx minimize \sum_{i=1}^n (y_i-a-b^Tx_i)^2+|b|_2^2 -> find the optimal a and b

Template Parameters

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

Definition at line 18 of file CosanRidgeRegression.h.

Constructor & Destructor Documentation

◆ CosanRidgeRegression() [1/5]

template<Numeric NumericType>

Cosan::CosanRidgeRegression< NumericType >::CosanRidgeRegression ( bool bias = false )

inline

Definition at line 25 of file CosanRidgeRegression.h.

25 : CosanLinearRegression<NumericType>(bias){}

◆ CosanRidgeRegression() [2/5]

template<Numeric NumericType>

Cosan::CosanRidgeRegression< NumericType >::CosanRidgeRegression	(	NumericType	Lambda,
		bool	bias = `false`
	)

inline

Definition at line 26 of file CosanRidgeRegression.h.

                                                                     : CosanLinearRegression<NumericType>(bias){
                 MLambda=Lambda;
             }

◆ CosanRidgeRegression() [3/5]

template<Numeric NumericType>

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

inline

Definition at line 33 of file CosanRidgeRegression.h.

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

◆ CosanRidgeRegression() [4/5]

template<Numeric NumericType>

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

inline

Definition at line 36 of file CosanRidgeRegression.h.

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

◆ CosanRidgeRegression() [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::CosanRidgeRegression< NumericType >::CosanRidgeRegression	(	T &&	X,
		const CosanMatrix< NumericType > &	Y,
		NumericType	Lambda,
		bool	Bias
	)

inline

Definition at line 42 of file CosanRidgeRegression.h.

                                                               : CosanLinearRegression<NumericType>(Bias){
                 MLambda=Lambda;
                 fit(X,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::CosanRidgeRegression< NumericType >::fit	(	T &&	X,
		const CosanMatrix< NumericType > &	Y
	)

inline

Definition at line 57 of file CosanRidgeRegression.h.

                                                                 {
                 CosanMatrix<NumericType> Identity = MLambda*CosanMatrix<NumericType>::Identity(X.cols(),X.cols());
                 if (this->MBias==true){
                     X.conservativeResize(X.rows(), X.cols()+1);
                     X.col(X.cols()-1) = CosanMatrix<NumericType>::Ones(X.rows(),1);
                     Identity.conservativeResize(Identity.rows()+1, Identity.cols()+1);
                     Identity.col(Identity.cols()-1) = CosanMatrix<NumericType>::Zero(Identity.rows(),1);
                     Identity.row(Identity.rows()-1) = CosanMatrix<NumericType>::Zero(1,Identity.cols());
                 }
 //                const auto& svd = X.jacobiSvd(Eigen::ComputeFullU | Eigen::ComputeFullV);
 //                const auto& s = svd.singularValues();
 //                const auto r = s.rows();
 //                const auto& D = s.cwiseQuotient((s.array().square() + MLambda).matrix()).asDiagonal();
 //                MBeta = svd.matrixV().leftCols(r) * D * svd.matrixU().transpose().topRows(r) * Y;
                 this->MBeta = (X.transpose()*X+Identity).ldlt().solve(X.transpose()*Y);
 //                MBeta = (X.transpose()*X+CosanMatrix(MLambda*Eigen::MatrixXd::Identity(X.cols(),X.cols()))).bdcSvd(Eigen::ComputeThinU | Eigen::ComputeThinV).solve(X.transpose()*Y);
 //                MBeta = (X.transpose()*X+CosanMatrix(MLambda*Eigen::MatrixXd::Identity(X.cols(),X.cols()))).colPivHouseholderQr().solve(X.transpose()*Y);
                 if (this->MBias==true){
                     removeColumn(X,X.cols()-1);
                 }
             }

◆ GetModelType()

template<Numeric NumericType>

EModelType Cosan::CosanRidgeRegression< NumericType >::GetModelType ( )

inlineoverridevirtual

Reimplemented from Cosan::CosanLinearRegression< NumericType >.

Definition at line 52 of file CosanRidgeRegression.h.

52 {return MdRidgeRegression;};

◆ GetName()

template<Numeric NumericType>

const std::string Cosan::CosanRidgeRegression< 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::CosanLinearRegression< NumericType >.

Definition at line 53 of file CosanRidgeRegression.h.

53 { return "Linear Ridge Regression";}

◆ GetParams()

template<Numeric NumericType>

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

inline

Definition at line 49 of file CosanRidgeRegression.h.

49 {return MLambda;}

◆ SetParams()

template<Numeric NumericType>

void Cosan::CosanRidgeRegression< NumericType >::SetParams ( NumericType Lambda )

inline

Definition at line 48 of file CosanRidgeRegression.h.

48 {MLambda = Lambda; };

Member Data Documentation

◆ MLambda

template<Numeric NumericType>

NumericType Cosan::CosanRidgeRegression< NumericType >::MLambda

private

Definition at line 80 of file CosanRidgeRegression.h.

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

cosan/model/CosanRidgeRegression.h

Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

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

Constructor & Destructor Documentation

◆ CosanRidgeRegression() [1/5]

◆ CosanRidgeRegression() [2/5]

◆ CosanRidgeRegression() [3/5]

◆ CosanRidgeRegression() [4/5]

◆ CosanRidgeRegression() [5/5]

Member Function Documentation

◆ fit()

◆ GetModelType()

◆ GetName()

◆ GetParams()

◆ SetParams()

Member Data Documentation

◆ MLambda

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