pmlpp/mlpp/exp_reg/exp_reg.h

56 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:
std::vector<real_t> model_set_test(std::vector<std::vector<real_t>> X);
real_t model_test(std::vector<real_t> x);
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 mbgd(real_t learning_rate, int max_epoch, int mini_batch_size, bool ui = false);
real_t score();
void save(std::string file_name);
MLPPExpReg(std::vector<std::vector<real_t>> p_input_set, std::vector<real_t> p_output_set, std::string p_reg = "None", real_t p_lambda = 0.5, real_t p_alpha = 0.5);
private:
real_t cost(std::vector<real_t> y_hat, std::vector<real_t> y);
real_t evaluatev(std::vector<real_t> x);
std::vector<real_t> evaluatem(std::vector<std::vector<real_t>> X);
void forward_pass();
std::vector<std::vector<real_t>> _input_set;
std::vector<real_t> _output_set;
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 */