feat: adds e-SVR

This commit is contained in:
Volodymyr Orlov
2020-10-15 16:23:26 -07:00
parent bb96354363
commit 20e58a8817
8 changed files with 719 additions and 2 deletions
+57
View File
@@ -44,6 +44,32 @@ impl<T: RealNumber> BaseVector<T> for Vec<T> {
fn fill(len: usize, value: T) -> Self {
vec![value; len]
}
fn dot(&self, other: &Self) -> T {
if self.len() != other.len() {
panic!("A and B should have the same size");
}
let mut result = T::zero();
for i in 0..self.len() {
result = result + self[i] * other[i];
}
result
}
fn approximate_eq(&self, other: &Self, error: T) -> bool {
if self.len() != other.len() {
false
} else {
for i in 0..other.len() {
if (self[i] - other[i]).abs() > error {
return false;
}
}
true
}
}
}
/// Column-major, dense matrix. See [Simple Dense Matrix](../index.html).
@@ -371,6 +397,16 @@ impl<T: RealNumber> BaseMatrix<T> for DenseMatrix<T> {
self.values[col * self.nrows + row]
}
fn get_row(&self, row: usize) -> Self::RowVector {
let mut v = vec![T::zero(); self.ncols];
for c in 0..self.ncols {
v[c] = self.get(row, c);
}
v
}
fn get_row_as_vec(&self, row: usize) -> Vec<T> {
let mut result = vec![T::zero(); self.ncols];
for c in 0..self.ncols {
@@ -865,6 +901,21 @@ impl<T: RealNumber> BaseMatrix<T> for DenseMatrix<T> {
mod tests {
use super::*;
#[test]
fn vec_dot() {
let v1 = vec![1., 2., 3.];
let v2 = vec![4., 5., 6.];
assert_eq!(32.0, BaseVector::dot(&v1, &v2));
}
#[test]
fn vec_approximate_eq() {
let a = vec![1., 2., 3.];
let b = vec![1. + 1e-5, 2. + 2e-5, 3. + 3e-5];
assert!(a.approximate_eq(&b, 1e-4));
assert!(!a.approximate_eq(&b, 1e-5));
}
#[test]
fn from_array() {
let vec = [1., 2., 3., 4., 5., 6.];
@@ -939,6 +990,12 @@ mod tests {
assert_eq!(result, expected);
}
#[test]
fn get_row() {
let a = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.], &[7., 8., 9.]]);
assert_eq!(vec![4., 5., 6.], a.get_row(1));
}
#[test]
fn matmul() {
let a = DenseMatrix::from_2d_array(&[&[1., 2., 3.], &[4., 5., 6.]]);