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object RidgeRegression extends ModelFactory

The RidgeRegression companion object defines hyper-paramters and provides factory functions for the RidgeRegression class.

Linear Supertypes
ModelFactory, Error, AnyRef, Any
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  1. RidgeRegression
  2. ModelFactory
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Value Members

  1. def allForms(x: MatriD): MatriD

    Create all forms/terms for each row/point placing them in a new matrix.

    Create all forms/terms for each row/point placing them in a new matrix.

    x

    the original un-expanded input/data matrix

    Definition Classes
    ModelFactory
  2. def apply(x: MatriD, y: VectoD, fname: Strings, hparam: HyperParameter, technique: RegTechnique.RegTechnique): RidgeRegression

    Create a Ridge Regression from a data matrix and response vector.

    Create a Ridge Regression from a data matrix and response vector.

    x

    the centered data/input m-by-n matrix, NOT augmented with a first column of ones

    y

    the centered repsonse/output vector

    fname

    the feature/variable names

    hparam

    the shrinkage hyper-parameter (0 => OLS) in the penalty term 'lambda * b dot b'

    technique

    the technique used to solve for b in (x.t*x + lambda*I)*b = x.t*y

  3. def apply(xy: MatriD, fname: Strings = null, hparam: HyperParameter = hp, technique: RegTechnique.RegTechnique = Cholesky): RidgeRegression

    Create a Ridge Regression from a combined data matrix.

    Create a Ridge Regression from a combined data matrix.

    xy

    the centered data/input m-by-n matrix, NOT augmented with a first column of ones and the centered response m-vector (combined)

    fname

    the feature/variable names

    hparam

    the shrinkage hyper-parameter (0 => OLS) in the penalty term 'lambda * b dot b'

    technique

    the technique used to solve for b in (x.t*x + lambda*I)*b = x.t*y

  4. val drp: (Null, HyperParameter, RegTechnique.Value)
  5. final def flaw(method: String, message: String): Unit
    Definition Classes
    Error
  6. def forms(xi: VectoD, k: Int, nt: Int): VectoD

    Given a vector/point 'v', compute the values for all of its forms/terms, returning them as a vector (assumes Regression with intercept).

    Given a vector/point 'v', compute the values for all of its forms/terms, returning them as a vector (assumes Regression with intercept). Override for expanded columns, e.g., QuadRegression.

    xi

    the vector/point (i-th row of x) for creating forms/terms

    k

    the number of features/predictor variables (not counting intercept)

    nt

    the number of terms

    Definition Classes
    ModelFactory
  7. val hp: HyperParameter

    Base hyper-parameter specification for RidgeRegression

  8. def numTerms(k: Int): Int

    The number of terms/parameters in the model (assumes Regression with intercept.

    The number of terms/parameters in the model (assumes Regression with intercept. Override for expanded columns, e.g., QuadRegression.

    k

    the number of features/predictor variables (not counting intercept)

    Definition Classes
    ModelFactory
  9. def rescaleOff(): Unit

    Turn rescaling off.

    Turn rescaling off.

    Definition Classes
    ModelFactory
  10. def rescaleOn(): Unit

    Turn rescaling on.

    Turn rescaling on.

    Definition Classes
    ModelFactory