pmlpp/mlpp/exp_reg/exp_reg.h

51 lines
1.3 KiB
C++

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