PenalizedLeastSquaresAlgorithm

class PenalizedLeastSquaresAlgorithm(*args)

Penalized least squares algorithm.

Refer to Least squares problems numerical methods.

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:
xSample

Input sample

ySample

Output sample

weightsequence of float

Output weights

psisequence of Function

Basis

indicessequence of int

Indices allowed in the basis

penalizationFactorfloat, optional

Penalization factor

penalizationMatrix2-d sequence of float

Penalization matrix

useNormalbool, optional

Solve the normal equation

See also

ApproximationAlgorithm, LeastSquaresMetaModelSelection

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)
getClassName()

Accessor to the object’s name.

Returns:
class_namestr

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

getCoefficients()

Accessor to the coefficients.

Returns:
coefficientsPoint

The coefficients

getId()

Accessor to the object’s id.

Returns:
idint

Internal unique identifier.

getName()

Accessor to the object’s name.

Returns:
namestr

The name of the object.

getPsi()

Accessor to the basis.

Returns:
coefficientsBasis

The basis

getRelativeError()

Accessor to the coefficients.

Returns:
relativeErrorfloat

The relative error

getResidual()

Accessor to the coefficients.

Returns:
coefficientsfloat

The residual

getShadowedId()

Accessor to the object’s shadowed id.

Returns:
idint

Internal unique identifier.

getVerbose()

Accessor to the verbosity flag.

Returns:
vbool.

Verbosity

getVisibility()

Accessor to the object’s visibility state.

Returns:
visiblebool

Visibility flag.

getWeight()

Accessor to the weights.

Returns:
weightPoint

Output weights

getX()

Accessor to the input sample.

Returns:
xSample

Input sample

getY()

Accessor to the output sample.

Returns:
ySample

Input sample

hasName()

Test if the object is named.

Returns:
hasNamebool

True if the name is not empty.

hasVisibleName()

Test if the object has a distinguishable name.

Returns:
hasVisibleNamebool

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:
namestr

The name of the object.

setShadowedId(id)

Accessor to the object’s shadowed id.

Parameters:
idint

Internal unique identifier.

setVerbose(verbose)

Accessor to the verbosity flag.

Parameters:
vbool

Enable or disable the verbosity.

setVisibility(visible)

Accessor to the object’s visibility state.

Parameters:
visiblebool

Visibility flag.