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57 lines
1.6 KiB
C++
57 lines
1.6 KiB
C++
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#ifndef MLPP_REG_H
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#define MLPP_REG_H
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//
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// Reg.hpp
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//
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// Created by Marc Melikyan on 1/16/21.
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//
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#include "core/math/math_defs.h"
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#include "core/object/reference.h"
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#include "../lin_alg/mlpp_matrix.h"
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#include "../lin_alg/mlpp_vector.h"
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#include <string>
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#include <vector>
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class MLPPReg : public Reference {
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GDCLASS(MLPPReg, Reference);
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public:
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enum RegularizationType {
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REGULARIZATION_TYPE_NONE = 0,
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REGULARIZATION_TYPE_RIDGE,
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REGULARIZATION_TYPE_LASSO,
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REGULARIZATION_TYPE_ELASTIC_NET,
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REGULARIZATION_TYPE_WEIGHT_CLIPPING,
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};
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real_t reg_termv(const Ref<MLPPVector> &weights, real_t lambda, real_t alpha, RegularizationType reg);
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real_t reg_termm(const Ref<MLPPMatrix> &weights, real_t lambda, real_t alpha, RegularizationType reg);
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Ref<MLPPVector> reg_weightsv(const Ref<MLPPVector> &weights, real_t lambda, real_t alpha, RegularizationType reg);
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Ref<MLPPMatrix> reg_weightsm(const Ref<MLPPMatrix> &weights, real_t lambda, real_t alpha, RegularizationType reg);
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Ref<MLPPVector> reg_deriv_termv(const Ref<MLPPVector> &weights, real_t lambda, real_t alpha, RegularizationType reg);
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Ref<MLPPMatrix> reg_deriv_termm(const Ref<MLPPMatrix> &weights, real_t lambda, real_t alpha, RegularizationType reg);
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MLPPReg();
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~MLPPReg();
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protected:
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static void _bind_methods();
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private:
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real_t reg_deriv_termvr(const Ref<MLPPVector> &weights, real_t lambda, real_t alpha, RegularizationType reg, int j);
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real_t reg_deriv_termmr(const Ref<MLPPMatrix> &weights, real_t lambda, real_t alpha, RegularizationType reg, int i, int j);
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};
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VARIANT_ENUM_CAST(MLPPReg::RegularizationType);
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#endif /* Reg_hpp */
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