PenalizedLeastSquaresAlgorithm

class PenalizedLeastSquaresAlgorithm(*args)

Penalized least squares algorithm.

Available constructors:

PenalizedLeastSquaresAlgorithm(x, y, psi, indices, penalizationFactor=0, useNormal=False)

PenalizedLeastSquaresAlgorithm(x, y, weight, psi, indices, penalizationFactor=0, useNormal=False)

PenalizedLeastSquaresAlgorithm(x, y, weight, psi, indices, penalizationFactor=0, penalizationMatrix, useNormal=False)

Parameters:

x : Sample

Input sample

y : Sample

Output sample

weight : sequence of float

Output weights

psi : Basis

Functional basis

indices : sequence of int

Indices allowed in the basis

penalizationFactor : float, optional

Penalization factor

penalizationMatrix : 2-d sequence of float

Penalization matrix

useNormal : bool, optional

Solve the normal equation

Notes

Solve the least-squares problem:

\vect{a} = \argmin_{\vect{b} \in \Rset^P} ||y - \vect{b}^{\intercal} \vect{\Psi}(\vect{U})||^2

Methods

getClassName() Accessor to the object’s name.
getCoefficients() Accessor to the coefficients.
getId() Accessor to the object’s id.
getName() Accessor to the object’s name.
getPsi() Accessor to the basis.
getRelativeError() Accessor to the coefficients.
getResidual() Accessor to the coefficients.
getShadowedId() Accessor to the object’s shadowed id.
getVerbose() Accessor to the verbosity flag.
getVisibility() Accessor to the object’s visibility state.
getWeight() Accessor to the weights.
getX() Accessor to the input sample.
getY() Accessor to the output sample.
hasName() Test if the object is named.
hasVisibleName() Test if the object has a distinguishable name.
run() Run the algorithm.
setName(name) Accessor to the object’s name.
setShadowedId(id) Accessor to the object’s shadowed id.
setVerbose(verbose) Accessor to the verbosity flag.
setVisibility(visible) Accessor to the object’s visibility state.
__init__(*args)

x.__init__(…) initializes x; see help(type(x)) for signature

getClassName()

Accessor to the object’s name.

Returns:

class_name : str

The object class name (object.__class__.__name__).

getCoefficients()

Accessor to the coefficients.

Returns:

coefficients : Point

The coefficients

getId()

Accessor to the object’s id.

Returns:

id : int

Internal unique identifier.

getName()

Accessor to the object’s name.

Returns:

name : str

The name of the object.

getPsi()

Accessor to the basis.

Returns:

coefficients : Basis

The basis

getRelativeError()

Accessor to the coefficients.

Returns:

relativeError : float

The relative error

getResidual()

Accessor to the coefficients.

Returns:

coefficients : float

The residual

getShadowedId()

Accessor to the object’s shadowed id.

Returns:

id : int

Internal unique identifier.

getVerbose()

Accessor to the verbosity flag.

Returns:

v : bool.

Verbosity

getVisibility()

Accessor to the object’s visibility state.

Returns:

visible : bool

Visibility flag.

getWeight()

Accessor to the weights.

Returns:

weight : Point

Output weights

getX()

Accessor to the input sample.

Returns:

x : Sample

Input sample

getY()

Accessor to the output sample.

Returns:

y : Sample

Input sample

hasName()

Test if the object is named.

Returns:

hasName : bool

True if the name is not empty.

hasVisibleName()

Test if the object has a distinguishable name.

Returns:

hasVisibleName : bool

True if the name is not empty and not the default one.

run()

Run the algorithm.

setName(name)

Accessor to the object’s name.

Parameters:

name : str

The name of the object.

setShadowedId(id)

Accessor to the object’s shadowed id.

Parameters:

id : int

Internal unique identifier.

setVerbose(verbose)

Accessor to the verbosity flag.

Parameters:

v : bool

Enable or disable the verbosity.

setVisibility(visible)

Accessor to the object’s visibility state.

Parameters:

visible : bool

Visibility flag.