pmlpp/mlpp/regularization/reg.h

72 lines
2.5 KiB
C
Raw Normal View History

2023-01-24 18:57:18 +01:00
#ifndef MLPP_REG_H
#define MLPP_REG_H
//
// Reg.hpp
//
// Created by Marc Melikyan on 1/16/21.
//
2023-01-27 13:01:16 +01:00
#include "core/math/math_defs.h"
2023-02-04 00:49:16 +01:00
#include "core/object/reference.h"
#include "../lin_alg/mlpp_matrix.h"
#include "../lin_alg/mlpp_vector.h"
#include <string>
2023-02-04 00:49:16 +01:00
#include <vector>
2023-02-04 00:49:16 +01:00
class MLPPReg : public Reference {
GDCLASS(MLPPReg, Reference);
2023-01-24 19:20:18 +01:00
2023-01-24 19:00:54 +01:00
public:
2023-02-04 00:49:16 +01:00
enum RegularizationType {
REGULARIZATION_TYPE_RIDGE = 0,
REGULARIZATION_TYPE_LASSO,
REGULARIZATION_TYPE_ELASTIC_NET,
REGULARIZATION_TYPE_WEIGHT_CLIPPING,
};
real_t reg_termv(const Ref<MLPPVector> &weights, real_t lambda, real_t alpha, RegularizationType reg);
real_t reg_termm(const Ref<MLPPMatrix> &weights, real_t lambda, real_t alpha, RegularizationType reg);
Ref<MLPPVector> reg_weightsv(const Ref<MLPPVector> &weights, real_t lambda, real_t alpha, RegularizationType reg);
Ref<MLPPMatrix> reg_weightsm(const Ref<MLPPMatrix> &weights, real_t lambda, real_t alpha, RegularizationType reg);
Ref<MLPPVector> reg_deriv_termv(const Ref<MLPPVector> &weights, real_t lambda, real_t alpha, RegularizationType reg);
Ref<MLPPMatrix> reg_deriv_termm(const Ref<MLPPMatrix> &weights, real_t lambda, real_t alpha, RegularizationType reg);
2023-02-04 00:54:27 +01:00
MLPPReg();
~MLPPReg();
protected:
static void _bind_methods();
2023-02-04 00:49:16 +01:00
private:
real_t reg_deriv_termvr(const Ref<MLPPVector> &weights, real_t lambda, real_t alpha, RegularizationType reg, int j);
real_t reg_deriv_termmr(const Ref<MLPPMatrix> &weights, real_t lambda, real_t alpha, RegularizationType reg, int i, int j);
public:
// ======== OLD =========
2023-01-27 13:01:16 +01:00
real_t regTerm(std::vector<real_t> weights, real_t lambda, real_t alpha, std::string reg);
real_t regTerm(std::vector<std::vector<real_t>> weights, real_t lambda, real_t alpha, std::string reg);
2023-01-24 19:00:54 +01:00
2023-01-27 13:01:16 +01:00
std::vector<real_t> regWeights(std::vector<real_t> weights, real_t lambda, real_t alpha, std::string reg);
std::vector<std::vector<real_t>> regWeights(std::vector<std::vector<real_t>> weights, real_t lambda, real_t alpha, std::string reg);
2023-01-24 19:00:54 +01:00
2023-01-27 13:01:16 +01:00
std::vector<real_t> regDerivTerm(std::vector<real_t> weights, real_t lambda, real_t alpha, std::string reg);
std::vector<std::vector<real_t>> regDerivTerm(std::vector<std::vector<real_t>>, real_t lambda, real_t alpha, std::string reg);
2023-01-24 19:00:54 +01:00
private:
2023-01-27 13:01:16 +01:00
real_t regDerivTerm(std::vector<real_t> weights, real_t lambda, real_t alpha, std::string reg, int j);
real_t regDerivTerm(std::vector<std::vector<real_t>> weights, real_t lambda, real_t alpha, std::string reg, int i, int j);
2023-01-24 19:00:54 +01:00
};
2023-01-24 19:20:18 +01:00
2023-02-04 00:54:27 +01:00
VARIANT_ENUM_CAST(MLPPReg::RegularizationType);
#endif /* Reg_hpp */