#ifndef MLPP_LIN_REG_H #define MLPP_LIN_REG_H // // LinReg.hpp // // Created by Marc Melikyan on 10/2/20. // #include "core/math/math_defs.h" #include "core/object/reference.h" #include "../lin_alg/mlpp_matrix.h" #include "../lin_alg/mlpp_vector.h" #include "../regularization/reg.h" #include #include 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); */ std::vector model_set_test(std::vector> X); real_t model_test(std::vector 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(std::string fileName); bool is_initialized(); void initialize(); MLPPLinReg(std::vector> p_input_set, std::vector p_output_set, std::string p_reg = "None", real_t p_lambda = 0.5, real_t p_alpha = 0.5); MLPPLinReg(); ~MLPPLinReg(); protected: real_t cost(std::vector y_hat, std::vector y); real_t evaluatev(std::vector x); std::vector evaluatem(std::vector> X); void forward_pass(); static void _bind_methods(); std::vector> _input_set; std::vector _output_set; std::vector _y_hat; std::vector _weights; real_t _bias; int _n; int _k; // Regularization Params std::string _reg; int _lambda; int _alpha; /* This is the controlling param for Elastic Net*/ bool _initialized; }; #endif /* LinReg_hpp */