MLPACK  1.0.10
linear_regression.hpp
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1 
22 #ifndef __MLPACK_METHODS_LINEAR_REGRESSION_LINEAR_REGRESSION_HPP
23 #define __MLPACK_METHODS_LINEAR_REGRESSION_LINEAR_REGRESSION_HPP
24 
25 #include <mlpack/core.hpp>
26 
27 namespace mlpack {
28 namespace regression {
29 
36 {
37  public:
44  LinearRegression(const arma::mat& predictors,
45  const arma::vec& responses,
46  const double lambda = 0);
47 
53  LinearRegression(const std::string& filename);
54 
60  LinearRegression(const LinearRegression& linearRegression);
61 
66 
73  void Predict(const arma::mat& points, arma::vec& predictions) const;
74 
92  double ComputeError(const arma::mat& points,
93  const arma::vec& responses) const;
94 
96  const arma::vec& Parameters() const { return parameters; }
98  arma::vec& Parameters() { return parameters; }
99 
101  double Lambda() const { return lambda; }
103  double& Lambda() { return lambda; }
104 
105  // Returns a string representation of this object.
106  std::string ToString() const;
107 
108  private:
113  arma::vec parameters;
114 
119  double lambda;
120 };
121 
122 }; // namespace linear_regression
123 }; // namespace mlpack
124 
125 #endif // __MLPACK_METHODS_LINEAR_REGRESSCLIN_HPP
void Predict(const arma::mat &points, arma::vec &predictions) const
Calculate y_i for each data point in points.
Linear algebra utility functions, generally performed on matrices or vectors.
Definition: load.hpp:31
A simple linear regression algorithm using ordinary least squares.
double & Lambda()
Modify the Tikhonov regularization parameter for ridge regression.
arma::vec parameters
The calculated B.
double ComputeError(const arma::mat &points, const arma::vec &responses) const
Calculate the L2 squared error on the given predictors and responses using this linear regression mod...
double Lambda() const
Return the Tikhonov regularization parameter for ridge regression.
double lambda
The Tikhonov regularization parameter for ridge regression (0 for linear regression).
const arma::vec & Parameters() const
Return the parameters (the b vector).
arma::vec & Parameters()
Modify the parameters (the b vector).