abstract class PredictorMat extends Fit with Predictor with Error
The PredictorMat abstract class supports multiple predictor analytics.
In this case, 'x' is multi-dimensional [1, x_1, ... x_k]. Fit the parameter
vector 'b' in for example the regression equation
y = b dot x + e = b_0 + b_1 * x_1 + ... b_k * x_k + e
Note, "protected val" arguments required by ResponseSurface.
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Instance Constructors
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new
PredictorMat(x: MatriD, y: VectoD, fname: Strings = null, hparam: HyperParameter = null)
- x
the input/data m-by-n matrix (augment with a first column of ones to include intercept in model)
- y
the response m-vector
- fname
the feature/variable names for the predictors
- hparam
the hyperparameters for the model
Abstract Value Members
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abstract
def
crossVal(k: Int = 10, rando: Boolean = true): Unit
The 'crossVal' abstract method must be coded in implementing classes to call the above 'crossValidate' method.
The 'crossVal' abstract method must be coded in implementing classes to call the above 'crossValidate' method. The 'algor' parameter may be specified as a lambda function to create the prediction algorithm.
- k
the number of crosses and cross-validations (defaults to 10x).
- rando
flag for using randomized cross-validation
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abstract
def
train(yy: VectoD): PredictorMat
Given a set of data vectors 'x's and their corresponding responses 'yy's, train the prediction function 'yy = f(x)' by fitting its parameters.
Given a set of data vectors 'x's and their corresponding responses 'yy's, train the prediction function 'yy = f(x)' by fitting its parameters. The 'x' values must be provided by the implementing class.
- yy
the response vector
- Definition Classes
- PredictorMat → Predictor
Concrete Value Members
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final
def
!=(arg0: Any): Boolean
- Definition Classes
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final
def
##(): Int
- Definition Classes
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final
def
==(arg0: Any): Boolean
- Definition Classes
- AnyRef → Any
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final
def
asInstanceOf[T0]: T0
- Definition Classes
- Any
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val
b: VectoD
- Attributes
- protected
- Definition Classes
- Predictor
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def
clone(): AnyRef
- Attributes
- protected[java.lang]
- Definition Classes
- AnyRef
- Annotations
- @native() @throws( ... )
- def crossValidate(algor: (MatriD, VectoD) ⇒ PredictorMat, k: Int = 10, rando: Boolean = true): Array[Statistic]
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def
diagnose(e: VectoD, w: VectoD = null, yp: VectoD = null, y_: VectoD = y): Unit
Given the error/residual vector, compute the quality of fit measures.
Given the error/residual vector, compute the quality of fit measures.
- e
the corresponding m-dimensional error vector (y - yp)
- w
the weights on the instances
- yp
the predicted response vector (x * b)
- Definition Classes
- Fit
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val
e: VectoD
- Attributes
- protected
- Definition Classes
- Predictor
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final
def
eq(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef
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def
equals(arg0: Any): Boolean
- Definition Classes
- AnyRef → Any
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def
eval(xx: MatriD, yy: VectoD): Unit
Compute the error and useful diagnostics for the test dataset.
Compute the error and useful diagnostics for the test dataset.
- xx
the test data matrix
- yy
the test response vector
- Definition Classes
- PredictorMat → Predictor
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def
eval(): Unit
Compute the error and useful diagnostics for the entire dataset.
Compute the error and useful diagnostics for the entire dataset.
- Definition Classes
- PredictorMat → Predictor
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def
finalize(): Unit
- Attributes
- protected[java.lang]
- Definition Classes
- AnyRef
- Annotations
- @throws( classOf[java.lang.Throwable] )
-
def
fit: VectoD
Return the quality of fit including 'rSq', 'sst', 'sse', 'mse0', rmse', 'mae', 'df._2', 'rBarSq', 'fStat', 'aic', 'bic'.
Return the quality of fit including 'rSq', 'sst', 'sse', 'mse0', rmse', 'mae', 'df._2', 'rBarSq', 'fStat', 'aic', 'bic'. Note, if 'sse > sst', the model introduces errors and the 'rSq' may be negative, otherwise, R^2 ('rSq') ranges from 0 (weak) to 1 (strong). Note that 'rSq' is the number 5 measure. Override to add more quality of fit measures.
- Definition Classes
- Fit
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def
fitLabel: Seq[String]
Return the labels for the quality of fit measures.
Return the labels for the quality of fit measures. Override to add more quality of fit measures.
- Definition Classes
- Fit
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def
fitMap: Map[String, String]
Build a map of quality of fit measures (use of
LinedHashMapmakes it ordered).Build a map of quality of fit measures (use of
LinedHashMapmakes it ordered). Override to add more quality of fit measures.- Definition Classes
- Fit
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final
def
flaw(method: String, message: String): Unit
- Definition Classes
- Error
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var
fname: Strings
- Attributes
- protected
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final
def
getClass(): Class[_]
- Definition Classes
- AnyRef → Any
- Annotations
- @native()
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def
hashCode(): Int
- Definition Classes
- AnyRef → Any
- Annotations
- @native()
-
def
hparameter: HyperParameter
Return the hyper-parameters.
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val
index_rSq: Int
- Definition Classes
- Fit
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final
def
isInstanceOf[T0]: Boolean
- Definition Classes
- Any
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val
k: Int
- Attributes
- protected
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val
m: Int
- Attributes
- protected
-
def
mse_: Double
Return the mean of squares for error (sse / df._2).
Return the mean of squares for error (sse / df._2). Must call diagnose first.
- Definition Classes
- Fit
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final
def
ne(arg0: AnyRef): Boolean
- Definition Classes
- AnyRef
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final
def
notify(): Unit
- Definition Classes
- AnyRef
- Annotations
- @native()
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final
def
notifyAll(): Unit
- Definition Classes
- AnyRef
- Annotations
- @native()
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def
parameter: VectoD
Return the vector of parameter/coefficient values.
Return the vector of parameter/coefficient values.
- Definition Classes
- Predictor
-
def
predict(z: MatriD = x): VectoD
Predict the value of 'y = f(z)' by evaluating the formula 'y = b dot z', for each row of matrix 'z'.
Predict the value of 'y = f(z)' by evaluating the formula 'y = b dot z', for each row of matrix 'z'.
- z
the new matrix to predict
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def
predict(z: VectoD): Double
Predict the value of 'y = f(z)' by evaluating the formula 'y = b dot z', e.g., '(b_0, b_1, b_2) dot (1, z_1, z_2)'.
Predict the value of 'y = f(z)' by evaluating the formula 'y = b dot z', e.g., '(b_0, b_1, b_2) dot (1, z_1, z_2)'.
- z
the new vector to predict
- Definition Classes
- PredictorMat → Predictor
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def
predict(z: VectoI): Double
Given a new discrete data vector z, predict the y-value of f(z).
Given a new discrete data vector z, predict the y-value of f(z).
- z
the vector to use for prediction
- Definition Classes
- Predictor
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def
resetDF(df_update: (Double, Double)): Unit
Reset the degrees of freedom to the new updated values.
Reset the degrees of freedom to the new updated values. For some models, the degrees of freedom is not known until after the model is built.
- df_update
the updated degrees of freedom
- Definition Classes
- Fit
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def
residual: VectoD
Return the vector of residuals/errors.
Return the vector of residuals/errors.
- Definition Classes
- Predictor
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def
sumCoeff(b: VectoD, stdErr: VectoD = null): String
Produce the summary report portion for the cofficients.
Produce the summary report portion for the cofficients.
- b
the parameters/coefficients for the model
- Definition Classes
- Fit
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def
summary(): String
Compute and return summary diagostics for the regression model.
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def
summary(b: VectoD, stdErr: VectoD = null, show: Boolean = false): String
Produce a summary report with diagnostics for each predictor 'x_j' and the overall quality of fit.
Produce a summary report with diagnostics for each predictor 'x_j' and the overall quality of fit.
- b
the parameters/coefficients for the model
- show
flag indicating whether to print the summary
- Definition Classes
- Fit
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final
def
synchronized[T0](arg0: ⇒ T0): T0
- Definition Classes
- AnyRef
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def
toString(): String
- Definition Classes
- AnyRef → Any
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def
train(): PredictorMat
Given a set of data vectors 'x's and their corresponding responses 'y's, passed into the implementing class, train the prediction function 'y = f(x)' by fitting its parameters.
- def train2(yy: VectoD = y): PredictorMat
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final
def
wait(): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws( ... )
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final
def
wait(arg0: Long, arg1: Int): Unit
- Definition Classes
- AnyRef
- Annotations
- @throws( ... )
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final
def
wait(arg0: Long): Unit
- Definition Classes
- AnyRef
- Annotations
- @native() @throws( ... )
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val
x: MatriD
- Attributes
- protected
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val
y: VectoD
- Attributes
- protected