PLearn 0.1
|
00001 // -*- C++ -*- 00002 00003 // VMat_linalg.h 00004 // 00005 // Copyright (C) 2004 Pascal Vincent 00006 // 00007 // Redistribution and use in source and binary forms, with or without 00008 // modification, are permitted provided that the following conditions are met: 00009 // 00010 // 1. Redistributions of source code must retain the above copyright 00011 // notice, this list of conditions and the following disclaimer. 00012 // 00013 // 2. Redistributions in binary form must reproduce the above copyright 00014 // notice, this list of conditions and the following disclaimer in the 00015 // documentation and/or other materials provided with the distribution. 00016 // 00017 // 3. The name of the authors may not be used to endorse or promote 00018 // products derived from this software without specific prior written 00019 // permission. 00020 // 00021 // THIS SOFTWARE IS PROVIDED BY THE AUTHORS ``AS IS'' AND ANY EXPRESS OR 00022 // IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED WARRANTIES 00023 // OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE DISCLAIMED. IN 00024 // NO EVENT SHALL THE AUTHORS BE LIABLE FOR ANY DIRECT, INDIRECT, INCIDENTAL, 00025 // SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES (INCLUDING, BUT NOT LIMITED 00026 // TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES; LOSS OF USE, DATA, OR 00027 // PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND ON ANY THEORY OF 00028 // LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING 00029 // NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS 00030 // SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE. 00031 // 00032 // This file is part of the PLearn library. For more information on the PLearn 00033 // library, go to the PLearn Web site at www.plearn.org 00034 00035 /* ******************************************************* 00036 * $Id: VMat_linalg.h 5557 2006-05-10 20:36:58Z lamblin $ 00037 ******************************************************* */ 00038 00039 // Authors: Pascal Vincent 00040 00044 #ifndef VMat_linalg_INC 00045 #define VMat_linalg_INC 00046 00047 #include <plearn/math/TMat.h> 00048 #include <plearn/math/TMat_maths.h> 00049 00050 namespace PLearn { 00051 using namespace std; 00052 00053 class VMat; 00054 00056 Mat transposeProduct(VMat m1, VMat m2); 00057 00059 Mat transposeProduct(VMat m); 00060 00062 Vec transposeProduct(VMat m1, Vec v2); 00063 00065 Mat productTranspose(VMat m1, VMat m2); 00066 00068 Mat product(Mat m1, VMat m2); 00069 00071 VMat transpose(VMat m1); 00072 00093 real linearRegression( 00094 VMat inputs, VMat outputs, real weight_decay, Mat theta_t, 00095 bool use_precomputed_XtX_XtY, Mat XtX, Mat XtY, 00096 real& sum_squared_Y, Vec& outputwise_sum_squared_Y, 00097 bool return_squared_loss=false, int verbose_computation_every=0, 00098 bool cholesky = true, int apply_decay_from = 1); 00099 00100 00103 Mat linearRegression(VMat inputs, VMat outputs, real weight_decay, bool include_bias=false); 00104 00111 real weightedLinearRegression( 00112 VMat inputs, VMat outputs, VMat gammas, 00113 real weight_decay, Mat theta_t, bool use_precomputed_XtX_XtY, Mat XtX, 00114 Mat XtY, real& sum_squared_Y, Vec& outputwise_sum_squared_Y, 00115 real& sum_gammas, bool return_squared_loss=false, 00116 int verbose_computation_every=0, bool cholesky = true, 00117 int apply_decay_from = 1); 00118 00121 Mat weightedLinearRegression(VMat inputs, VMat outputs, VMat gammas, 00122 real weight_decay, bool include_bias=false); 00123 00124 00125 } // end of namespace PLearn 00126 00127 #endif 00128 00129 00130 /* 00131 Local Variables: 00132 mode:c++ 00133 c-basic-offset:4 00134 c-file-style:"stroustrup" 00135 c-file-offsets:((innamespace . 0)(inline-open . 0)) 00136 indent-tabs-mode:nil 00137 fill-column:79 00138 End: 00139 */ 00140 // vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:encoding=utf-8:textwidth=79 :