[mlpack] 47/58: intercept no longer penalized and can be turned off, observation weights now supported
Barak A. Pearlmutter
barak+git at cs.nuim.ie
Tue Sep 9 13:19:42 UTC 2014
This is an automated email from the git hooks/post-receive script.
bap pushed a commit to branch svn-trunk
in repository mlpack.
commit b25ff0cea5cd023cb614116fb463ab830abdaa17
Author: michaelfox99 <michaelfox99 at 9d5b8971-822b-0410-80eb-d18c1038ef23>
Date: Sat Aug 23 21:42:42 2014 +0000
intercept no longer penalized and can be turned off, observation weights now supported
git-svn-id: http://svn.cc.gatech.edu/fastlab/mlpack/trunk@17104 9d5b8971-822b-0410-80eb-d18c1038ef23
---
src/mlpack/methods/linear_regression/linear_regression.hpp | 11 +++++++++--
1 file changed, 9 insertions(+), 2 deletions(-)
diff --git a/src/mlpack/methods/linear_regression/linear_regression.hpp b/src/mlpack/methods/linear_regression/linear_regression.hpp
index 265e290..7959a67 100644
--- a/src/mlpack/methods/linear_regression/linear_regression.hpp
+++ b/src/mlpack/methods/linear_regression/linear_regression.hpp
@@ -1,6 +1,7 @@
/**
* @file linear_regression.hpp
* @author James Cline
+ * @author Michael Fox
*
* Simple least-squares linear regression.
*/
@@ -26,10 +27,15 @@ class LinearRegression
* @param predictors X, matrix of data points to create B with.
* @param responses y, the measured data for each point in X
* @param lambda regularization constant
+ * @param intercept include intercept?
+ * @param weights observation weights
*/
LinearRegression(const arma::mat& predictors,
const arma::vec& responses,
- const double lambda = 0);
+ const double lambda = 0,
+ const bool intercept = true,
+ const arma::vec& weights = arma::vec()
+ );
/**
* Initialize the model from a file.
@@ -97,12 +103,13 @@ class LinearRegression
* Initialized and filled by constructor to hold the least squares solution.
*/
arma::vec parameters;
-
/**
* The Tikhonov regularization parameter for ridge regression (0 for linear
* regression).
*/
double lambda;
+ //! Indicates whether last parameter is intercept.
+ bool intercept;
};
}; // namespace linear_regression
--
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