trait Model extends Error
The Model
trait provides a common framework for all analytics models
and serves as base trait for Classifier
and Predcitor
traits.
The 'train' and 'eval' methods must be called first, e.g.,
val model = NullModel (y) model.train (null, y).eval (null, y)
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- abstract def eval(x_e: MatriD, y_e: VectoD): Model
Evaluate the model's Quality of Fit (QoF) as well as the importance of its parameters (e.g., if 0 is in a parameter's confidence interval, it is a candidate for removal from the model).
Evaluate the model's Quality of Fit (QoF) as well as the importance of its parameters (e.g., if 0 is in a parameter's confidence interval, it is a candidate for removal from the model). Extending traits and classess should implement various diagnostics for the test and full (training + test) datasets.
- x_e
the test/full data/input matrix (impl. classes should default to x)
- y_e
the test/full response/output vector (impl. classes should default to y)
- abstract def hparameter: HyperParameter
Return the model hyper-parameters (if none, return null).
Return the model hyper-parameters (if none, return null). Hyper-parameters may be used to regularize parameters or tune the optimizer.
- abstract def parameter: VectoD
Return the vector of model parameter/coefficient values.
- abstract def report: String
Return a basic report on the trained model.
Return a basic report on the trained model.
- See also
'summary' method for more details
- abstract def train(x_: MatriD, y_: VectoD): Model
Train the model 'y_ = f(x_) + e' on a given dataset, by optimizing the model parameters in order to minimize error '||e||' or maximize log-likelihood 'll'.
Train the model 'y_ = f(x_) + e' on a given dataset, by optimizing the model parameters in order to minimize error '||e||' or maximize log-likelihood 'll'.
- x_
the training/full data/input matrix (impl. classes should default to x)
- y_
the training/full response/output vector (impl. classes should default to y)