PLearn 0.1
LinearRegressor.h
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00001 // -*- C++ -*-
00002 
00003 // LinearRegressor.h
00004 //
00005 // Copyright (C) 2003  Yoshua Bengio 
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: LinearRegressor.h 9695 2008-11-18 20:51:09Z ducharme $
00037  ******************************************************* */
00038 
00040 #ifndef LinearRegressor_INC
00041 #define LinearRegressor_INC
00042 
00043 #include <plearn_learners/generic/PLearner.h>
00044 
00045 namespace PLearn {
00046 using namespace std;
00047 
00048 class LinearRegressor: public PLearner
00049 {
00050     typedef PLearner inherited;
00051 
00052     // Global storage used to save memory allocations.
00053     mutable Vec extendedinput; 
00054     mutable Vec input; 
00055     Vec train_costs;
00056 
00057 protected:
00058     Mat XtX; 
00059     Mat XtY; 
00060     real sum_squared_y; 
00061     real sum_gammas; 
00062 
00064     real weights_norm; 
00065 
00066     // *********************
00067     // * protected options *
00068     // *********************
00069 
00070     // ### declare protected option fields (such as learnt parameters) here
00071 
00074     Mat weights;
00075 
00078     real AIC;
00079 
00082     real BIC;
00083   
00087     Vec resid_variance;
00088   
00089 public:
00090 
00091     // ************************
00092     // * public build options *
00093     // ************************
00094 
00096     bool include_bias;
00097   
00100     bool cholesky;
00101 
00103     real weight_decay;
00104 
00110     bool output_learned_weights;
00111 
00112     // ****************
00113     // * Constructors *
00114     // ****************
00115 
00116     // Default constructor, make sure the implementation in the .cc
00117     // initializes all fields to reasonable default values.
00118     LinearRegressor();
00119 
00120 
00121     // ******************
00122     // * PLearner methods *
00123     // ******************
00124 
00125 private: 
00127     void build_();
00128     void resetAccumulators();
00129 
00130 public:
00131 
00132     // ************************
00133     // **** Object methods ****
00134     // ************************
00135 
00137     virtual void build();
00138 
00140     virtual void makeDeepCopyFromShallowCopy(CopiesMap& copies);
00141 
00142     // Declares other standard object methods
00143     //  If your class is not instantiatable (it has pure virtual methods)
00144     // you should replace this by PLEARN_DECLARE_ABSTRACT_OBJECT_METHODS 
00145     PLEARN_DECLARE_OBJECT(LinearRegressor);
00146 
00147 
00148     // **************************
00149     // **** PLearner methods ****
00150     // **************************
00151 
00154     virtual int outputsize() const;
00155 
00163     virtual void forget();
00164     
00168     virtual void train();
00169 
00172     virtual void computeOutput(const Vec& input, Vec& output) const;
00173 
00175     virtual void computeCostsFromOutputs(const Vec& input, const Vec& output, 
00176                                          const Vec& target, Vec& costs) const;
00177 
00179     virtual
00180     bool computeConfidenceFromOutput(const Vec& input, const Vec& output,
00181                                      real probability,
00182                                      TVec< pair<real,real> >& intervals) const;
00183   
00185     virtual TVec<string> getTestCostNames() const;
00186 
00189     virtual TVec<string> getTrainCostNames() const;
00190 
00191 protected: 
00193     static void declareOptions(OptionList& ol);
00194 
00198     void computeInformationCriteria(real squared_error, int n);
00199 
00202     void computeResidualsVariance(const Vec& outputwise_sum_squared_Y);
00203 
00205     int effective_inputsize() const
00206     { return inputsize() + (include_bias? 1 : 0); }
00207 };
00208 
00209 // Declares a few other classes and functions related to this class
00210 DECLARE_OBJECT_PTR(LinearRegressor);
00211   
00212 } // end of namespace PLearn
00213 
00214 #endif
00215 
00216 
00217 /*
00218   Local Variables:
00219   mode:c++
00220   c-basic-offset:4
00221   c-file-style:"stroustrup"
00222   c-file-offsets:((innamespace . 0)(inline-open . 0))
00223   indent-tabs-mode:nil
00224   fill-column:79
00225   End:
00226 */
00227 // vim: filetype=cpp:expandtab:shiftwidth=4:tabstop=8:softtabstop=4:encoding=utf-8:textwidth=79 :
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