pmlpp/regularization/reg.h

79 lines
3.7 KiB
C++

#ifndef MLPP_REG_H
#define MLPP_REG_H
/*************************************************************************/
/* reg.h */
/*************************************************************************/
/* This file is part of: */
/* PMLPP Machine Learning Library */
/* https://github.com/Relintai/pmlpp */
/*************************************************************************/
/* Copyright (c) 2023-present Péter Magyar. */
/* Copyright (c) 2022-2023 Marc Melikyan */
/* */
/* Permission is hereby granted, free of charge, to any person obtaining */
/* a copy of this software and associated documentation files (the */
/* "Software"), to deal in the Software without restriction, including */
/* without limitation the rights to use, copy, modify, merge, publish, */
/* distribute, sublicense, and/or sell copies of the Software, and to */
/* permit persons to whom the Software is furnished to do so, subject to */
/* the following conditions: */
/* */
/* The above copyright notice and this permission notice shall be */
/* included in all copies or substantial portions of the Software. */
/* */
/* THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, */
/* EXPRESS OR IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF */
/* MERCHANTABILITY, FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT.*/
/* IN NO EVENT SHALL THE AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY */
/* CLAIM, DAMAGES OR OTHER LIABILITY, WHETHER IN AN ACTION OF CONTRACT, */
/* TORT OR OTHERWISE, ARISING FROM, OUT OF OR IN CONNECTION WITH THE */
/* SOFTWARE OR THE USE OR OTHER DEALINGS IN THE SOFTWARE. */
/*************************************************************************/
#include "core/math/math_defs.h"
#include "core/object/reference.h"
#include "../lin_alg/mlpp_matrix.h"
#include "../lin_alg/mlpp_vector.h"
#include <string>
#include <vector>
class MLPPReg : public Reference {
GDCLASS(MLPPReg, Reference);
public:
enum RegularizationType {
REGULARIZATION_TYPE_NONE = 0,
REGULARIZATION_TYPE_RIDGE,
REGULARIZATION_TYPE_LASSO,
REGULARIZATION_TYPE_ELASTIC_NET,
REGULARIZATION_TYPE_WEIGHT_CLIPPING,
};
real_t reg_termv(const Ref<MLPPVector> &weights, real_t lambda, real_t alpha, RegularizationType reg);
real_t reg_termm(const Ref<MLPPMatrix> &weights, real_t lambda, real_t alpha, RegularizationType reg);
Ref<MLPPVector> reg_weightsv(const Ref<MLPPVector> &weights, real_t lambda, real_t alpha, RegularizationType reg);
Ref<MLPPMatrix> reg_weightsm(const Ref<MLPPMatrix> &weights, real_t lambda, real_t alpha, RegularizationType reg);
Ref<MLPPVector> reg_deriv_termv(const Ref<MLPPVector> &weights, real_t lambda, real_t alpha, RegularizationType reg);
Ref<MLPPMatrix> reg_deriv_termm(const Ref<MLPPMatrix> &weights, real_t lambda, real_t alpha, RegularizationType reg);
MLPPReg();
~MLPPReg();
protected:
static void _bind_methods();
private:
real_t reg_deriv_termvr(const Ref<MLPPVector> &weights, real_t lambda, real_t alpha, RegularizationType reg, int j);
real_t reg_deriv_termmr(const Ref<MLPPMatrix> &weights, real_t lambda, real_t alpha, RegularizationType reg, int i, int j);
};
VARIANT_ENUM_CAST(MLPPReg::RegularizationType);
#endif /* Reg_hpp */