// // LinReg.hpp // // Created by Marc Melikyan on 10/2/20. // #ifndef MLPP_LIN_REG_H #define MLPP_LIN_REG_H #include #include namespace MLPP{ class LinReg{ public: LinReg(std::vector> inputSet, std::vector outputSet, std::string reg = "None", double lambda = 0.5, double alpha = 0.5); std::vector modelSetTest(std::vector> X); double modelTest(std::vector x); void NewtonRaphson(double learning_rate, int max_epoch, bool UI); void gradientDescent(double learning_rate, int max_epoch, bool UI = 1); void SGD(double learning_rate, int max_epoch, bool UI = 1); void MBGD(double learning_rate, int max_epoch, int mini_batch_size, bool UI = 1); void normalEquation(); double score(); void save(std::string fileName); private: double Cost(std::vector y_hat, std::vector y); std::vector Evaluate(std::vector> X); double Evaluate(std::vector x); void forwardPass(); std::vector> inputSet; std::vector outputSet; std::vector y_hat; std::vector weights; double bias; int n; int k; // Regularization Params std::string reg; int lambda; int alpha; /* This is the controlling param for Elastic Net*/ }; } #endif /* LinReg_hpp */