#ifndef MLPP_LIN_REG_H #define MLPP_LIN_REG_H /*************************************************************************/ /* lin_reg.h */ /*************************************************************************/ /* This file is part of: */ /* PMLPP Machine Learning Library */ /* https://github.com/Relintai/pmlpp */ /*************************************************************************/ /* Copyright (c) 2023-present Péter Magyar. */ /* Copyright (c) 2022-2023 Marc Melikyan */ /* */ /* Permission is hereby granted, free of charge, to any person obtaining */ /* a copy of this software and associated documentation files (the */ /* "Software"), to deal in the Software without restriction, including */ /* without limitation the rights to use, copy, modify, merge, publish, */ /* distribute, sublicense, and/or sell copies of the Software, and to */ /* permit persons to whom the Software is furnished to do so, subject to */ /* the following conditions: */ /* */ /* The above copyright notice and this permission notice shall be */ /* included in all copies or substantial portions of the Software. */ /* */ /* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, */ /* EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF */ /* MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.*/ /* IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY */ /* CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, */ /* TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE */ /* SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. */ /*************************************************************************/ #ifdef USING_SFW #include "sfw.h" #else #include "core/math/math_defs.h" #include "core/object/reference.h" #endif #include "../lin_alg/mlpp_matrix.h" #include "../lin_alg/mlpp_vector.h" #include "../regularization/reg.h" class MLPPLinReg : public Reference { GDCLASS(MLPPLinReg, Reference); public: /* Ref get_input_set(); void set_input_set(const Ref &val); Ref get_output_set(); void set_output_set(const Ref &val); MLPPReg::RegularizationType get_reg(); void set_reg(const MLPPReg::RegularizationType val); real_t get_lambda(); void set_lambda(const real_t val); real_t get_alpha(); void set_alpha(const real_t val); */ Ref model_set_test(const Ref &X); real_t model_test(const Ref &x); void newton_raphson(real_t learning_rate, int max_epoch, bool ui = false); void gradient_descent(real_t learning_rate, int max_epoch, bool ui = false); void sgd(real_t learning_rate, int max_epoch, bool ui = false); void momentum(real_t learning_rate, int max_epoch, int mini_batch_size, real_t gamma, bool ui = false); void nag(real_t learning_rate, int max_epoch, int mini_batch_size, real_t gamma, bool ui = false); void adagrad(real_t learning_rate, int max_epoch, int mini_batch_size, real_t e, bool ui = false); void adadelta(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t e, bool ui = false); void adam(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, bool ui = false); void adamax(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, bool ui = false); void nadam(real_t learning_rate, int max_epoch, int mini_batch_size, real_t b1, real_t b2, real_t e, bool ui = false); void mbgd(real_t learning_rate, int max_epoch, int mini_batch_size, bool ui = false); void normal_equation(); real_t score(); void save(const String &file_name); bool is_initialized(); void initialize(); MLPPLinReg(const Ref &p_input_set, const Ref &p_output_set, MLPPReg::RegularizationType p_reg = MLPPReg::REGULARIZATION_TYPE_NONE, real_t p_lambda = 0.5, real_t p_alpha = 0.5); MLPPLinReg(); ~MLPPLinReg(); protected: real_t cost(const Ref &y_hat, const Ref &y); real_t evaluatev(const Ref &x); Ref evaluatem(const Ref &X); void forward_pass(); static void _bind_methods(); Ref _input_set; Ref _output_set; Ref _y_hat; Ref _weights; real_t _bias; int _n; int _k; // Regularization Params MLPPReg::RegularizationType _reg; int _lambda; int _alpha; /* This is the controlling param for Elastic Net*/ bool _initialized; }; #endif /* LinReg_hpp */