smile.regression.Regression Maven / Gradle / Ivy
/*
* Copyright (c) 2010-2021 Haifeng Li. All rights reserved.
*
* Smile is free software: you can redistribute it and/or modify
* it under the terms of the GNU General Public License as published by
* the Free Software Foundation, either version 3 of the License, or
* (at your option) any later version.
*
* Smile is distributed in the hope that it will be useful,
* but WITHOUT ANY WARRANTY; without even the implied warranty of
* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
* GNU General Public License for more details.
*
* You should have received a copy of the GNU General Public License
* along with Smile. If not, see .
*/
package smile.regression;
import java.io.Serializable;
import java.util.Arrays;
import java.util.List;
import java.util.Properties;
import java.util.function.ToDoubleFunction;
import smile.data.Dataset;
import smile.data.Instance;
/**
* Regression analysis includes any techniques for modeling and analyzing
* the relationship between a dependent variable and one or more independent
* variables. Most commonly, regression analysis estimates the conditional
* expectation of the dependent variable given the independent variables.
* Regression analysis is widely used for prediction and forecasting, where
* its use has substantial overlap with the field of machine learning.
*
* @param the type of model input object.
*
* @author Haifeng Li
*/
public interface Regression extends ToDoubleFunction, Serializable {
/**
* The regression trainer.
* @param the type of model input object.
* @param the type of model.
*/
interface Trainer> {
/**
* Fits a regression model with the default hyper-parameters.
* @param x the training samples.
* @param y the response variables.
* @return the model
*/
default M fit(T[] x, double[] y) {
Properties params = new Properties();
return fit(x, y, params);
}
/**
* Fits a regression model.
* @param x the training samples.
* @param y the response variables.
* @param params the hyper-parameters.
* @return the model
*/
M fit(T[] x, double[] y, Properties params);
}
/**
* Predicts the dependent variable of an instance.
* @param x an instance.
* @return the predicted value of dependent variable.
*/
double predict(T x);
@Override
default double applyAsDouble(T x) {
return predict(x);
}
/**
* Predicts the dependent variable of an array of instances.
*
* @param x the instances.
* @return the predicted values.
*/
default double[] predict(T[] x) {
return Arrays.stream(x).mapToDouble(this::predict).toArray();
}
/**
* Predicts the dependent variable of a list of instances.
*
* @param x the instances to be classified.
* @return the predicted class labels.
*/
default double[] predict(List x) {
return x.stream().mapToDouble(this::predict).toArray();
}
/**
* Predicts the dependent variable of a dataset.
*
* @param x the dataset to be classified.
* @return the predicted class labels.
*/
default double[] predict(Dataset x) {
return x.stream().mapToDouble(this::predict).toArray();
}
/**
* Returns true if this is an online learner.
*
* @return true if online learner.
*/
default boolean online() {
try {
update(null, 0);
} catch (UnsupportedOperationException e) {
return !e.getMessage().equals("update a batch learner");
} catch (Exception e) {
return true;
}
return false;
}
/**
* Online update the classifier with a new training instance.
* In general, this method may be NOT multi-thread safe.
*
* @param x the training instance.
* @param y the response variable.
*/
default void update(T x, double y) {
throw new UnsupportedOperationException("update a batch learner");
}
/**
* Updates the model with a mini-batch of new samples.
* @param x the training instances.
* @param y the response variables.
*/
default void update(T[] x, double[] y) {
if (x.length != y.length) {
throw new IllegalArgumentException(String.format("Input vector x of size %d not equal to length %d of y", x.length, y.length));
}
for (int i = 0; i < x.length; i++){
update(x[i], y[i]);
}
}
/**
* Updates the model with a mini-batch of new samples.
* @param batch the training instances.
*/
default void update(Dataset> batch) {
batch.stream().forEach(sample -> update(sample.x(), sample.y()));
}
/**
* Return an ensemble of multiple base models to obtain better
* predictive performance.
*
* @param models the base models.
* @param the type of model input object.
* @return the ensemble model.
*/
@SafeVarargs
static Regression ensemble(Regression... models) {
return new Regression() {
/** The ensemble is an online learner only if all the base models are. */
private final boolean online = Arrays.stream(models).allMatch(Regression::online);
@Override
public boolean online() {
return online;
}
@Override
public double predict(T x) {
double y = 0;
for (Regression model : models) {
y += model.predict(x);
}
return y / models.length;
}
@Override
public void update(T x, double y) {
for (Regression model : models) {
model.update(x, y);
}
}
};
}
}