fix: code cleanup, documentation

This commit is contained in:
Volodymyr Orlov
2020-08-27 11:37:14 -07:00
parent 7a7b0d6875
commit aa458d22fa
10 changed files with 147 additions and 64 deletions
+25 -12
View File
@@ -6,16 +6,29 @@ use crate::linalg::Matrix;
use crate::math::num::FloatExt;
#[derive(Serialize, Deserialize, Debug)]
pub enum LinearRegressionSolver {
pub enum LinearRegressionSolverName {
QR,
SVD,
}
#[derive(Serialize, Deserialize, Debug)]
pub struct LinearRegressionParameters {
solver: LinearRegressionSolverName,
}
#[derive(Serialize, Deserialize, Debug)]
pub struct LinearRegression<T: FloatExt, M: Matrix<T>> {
coefficients: M,
intercept: T,
solver: LinearRegressionSolver,
solver: LinearRegressionSolverName,
}
impl Default for LinearRegressionParameters {
fn default() -> Self {
LinearRegressionParameters {
solver: LinearRegressionSolverName::SVD
}
}
}
impl<T: FloatExt, M: Matrix<T>> PartialEq for LinearRegression<T, M> {
@@ -26,7 +39,7 @@ impl<T: FloatExt, M: Matrix<T>> PartialEq for LinearRegression<T, M> {
}
impl<T: FloatExt, M: Matrix<T>> LinearRegression<T, M> {
pub fn fit(x: &M, y: &M::RowVector, solver: LinearRegressionSolver) -> LinearRegression<T, M> {
pub fn fit(x: &M, y: &M::RowVector, parameters: LinearRegressionParameters) -> LinearRegression<T, M> {
let y_m = M::from_row_vector(y.clone());
let b = y_m.transpose();
let (x_nrows, num_attributes) = x.shape();
@@ -38,9 +51,9 @@ impl<T: FloatExt, M: Matrix<T>> LinearRegression<T, M> {
let a = x.v_stack(&M::ones(x_nrows, 1));
let w = match solver {
LinearRegressionSolver::QR => a.qr_solve_mut(b),
LinearRegressionSolver::SVD => a.svd_solve_mut(b),
let w = match parameters.solver {
LinearRegressionSolverName::QR => a.qr_solve_mut(b),
LinearRegressionSolverName::SVD => a.svd_solve_mut(b),
};
let wights = w.slice(0..num_attributes, 0..1);
@@ -48,7 +61,7 @@ impl<T: FloatExt, M: Matrix<T>> LinearRegression<T, M> {
LinearRegression {
intercept: w.get(num_attributes, 0),
coefficients: wights,
solver: solver,
solver: parameters.solver,
}
}
@@ -90,9 +103,9 @@ mod tests {
114.2, 115.7, 116.9,
]);
let y_hat_qr = LinearRegression::fit(&x, &y, LinearRegressionSolver::QR).predict(&x);
let y_hat_qr = LinearRegression::fit(&x, &y, LinearRegressionParameters{solver: LinearRegressionSolverName::QR}).predict(&x);
let y_hat_svd = LinearRegression::fit(&x, &y, LinearRegressionSolver::SVD).predict(&x);
let y_hat_svd = LinearRegression::fit(&x, &y, Default::default()).predict(&x);
assert!(y
.iter()
@@ -130,9 +143,9 @@ mod tests {
114.2, 115.7, 116.9,
];
let y_hat_qr = LinearRegression::fit(&x, &y, LinearRegressionSolver::QR).predict(&x);
let y_hat_qr = LinearRegression::fit(&x, &y, LinearRegressionParameters{solver: LinearRegressionSolverName::QR}).predict(&x);
let y_hat_svd = LinearRegression::fit(&x, &y, LinearRegressionSolver::SVD).predict(&x);
let y_hat_svd = LinearRegression::fit(&x, &y, Default::default()).predict(&x);
assert!(y
.iter()
@@ -170,7 +183,7 @@ mod tests {
114.2, 115.7, 116.9,
];
let lr = LinearRegression::fit(&x, &y, LinearRegressionSolver::QR);
let lr = LinearRegression::fit(&x, &y, Default::default());
let deserialized_lr: LinearRegression<f64, DenseMatrix<f64>> =
serde_json::from_str(&serde_json::to_string(&lr).unwrap()).unwrap();