pmlpp/mlpp/probit_reg/probit_reg.h
2023-04-29 17:59:27 +02:00

91 lines
2.2 KiB
C++

#ifndef MLPP_PROBIT_REG_H
#define MLPP_PROBIT_REG_H
//
// ProbitReg.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"
class MLPPProbitReg : public Reference {
GDCLASS(MLPPProbitReg, Reference);
public:
Ref<MLPPMatrix> get_input_set();
void set_input_set(const Ref<MLPPMatrix> &val);
Ref<MLPPVector> get_output_set();
void set_output_set(const Ref<MLPPVector> &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<MLPPVector> model_set_test(const Ref<MLPPMatrix> &X);
real_t model_test(const Ref<MLPPVector> &x);
void gradient_descent(real_t learning_rate, int max_epoch = 0, bool ui = false);
void mle(real_t learning_rate, int max_epoch = 0, bool ui = false);
void sgd(real_t learning_rate, int max_epoch = 0, bool ui = false);
void mbgd(real_t learning_rate, int max_epoch, int mini_batch_size, bool ui = false);
real_t score();
void save(const String &file_name);
bool is_initialized();
void initialize();
MLPPProbitReg(const Ref<MLPPMatrix> &p_input_set, const Ref<MLPPVector> &p_output_set, MLPPReg::RegularizationType p_reg = MLPPReg::REGULARIZATION_TYPE_NONE, real_t p_lambda = 0.5, real_t p_alpha = 0.5);
MLPPProbitReg();
~MLPPProbitReg();
protected:
real_t cost(const Ref<MLPPVector> &y_hat, const Ref<MLPPVector> &y);
Ref<MLPPVector> evaluatem(const Ref<MLPPMatrix> &X);
Ref<MLPPVector> propagatem(const Ref<MLPPMatrix> &X);
real_t evaluatev(const Ref<MLPPVector> &x);
real_t propagatev(const Ref<MLPPVector> &x);
void forward_pass();
static void _bind_methods();
Ref<MLPPMatrix> _input_set;
Ref<MLPPVector> _output_set;
// Regularization Params
MLPPReg::RegularizationType _reg;
real_t _lambda;
real_t _alpha; /* This is the controlling param for Elastic Net*/
Ref<MLPPVector> _z;
Ref<MLPPVector> _y_hat;
Ref<MLPPVector> _weights;
real_t _bias;
int _n;
int _k;
bool _initialized;
};
#endif /* ProbitReg_hpp */