/// <summary>
/// Predict a target using a linear regression model trained with the SDCA trainer.
/// </summary>
/// <param name="catalog">The regression catalog trainer object.</param>
/// <param name="label">The label, or dependent variable.</param>
/// <param name="features">The features, or independent variables.</param>
/// <param name="weights">The optional example weights.</param>
/// <param name="options">Advanced arguments to the algorithm.</param>
/// <param name="onFit">A delegate that is called every time the
/// <see cref="Estimator{TInShape, TShape, TTransformer}.Fit(DataView{TInShape})"/> method is called on the
/// <see cref="Estimator{TInShape, TOutShape, TTransformer}"/> instance created out of this. This delegate will receive
/// the linear model that was trained. Note that this action cannot change the result in any way; it is only a way for the caller to
/// be informed about what was learnt.</param>
/// <returns>The predicted output.</returns>
/// <example>
/// <format type="text/markdown">
/// <]
/// ]]></format>
/// </example>
public static Scalar <float> Sdca(this RegressionCatalog.RegressionTrainers catalog,
Scalar <float> label, Vector <float> features, Scalar <float> weights,
SdcaRegressionTrainer.Options options,
Action <LinearRegressionModelParameters> onFit = null)
{
Contracts.CheckValue(label, nameof(label));
Contracts.CheckValue(features, nameof(features));
Contracts.CheckValueOrNull(weights);
Contracts.CheckValueOrNull(options);
Contracts.CheckValueOrNull(onFit);
var rec = new TrainerEstimatorReconciler.Regression(
(env, labelName, featuresName, weightsName) =>
{
options.LabelColumnName = labelName;
options.FeatureColumnName = featuresName;
var trainer = new SdcaRegressionTrainer(env, options);
if (onFit != null)
{
return(trainer.WithOnFitDelegate(trans => onFit(trans.Model)));
}
return(trainer);
}, label, features, weights);
return(rec.Score);
}
/// <summary>
/// Predict a target using a linear regression model trained with the SDCA trainer.
/// </summary>
/// <param name="ctx">The regression context trainer object.</param>
/// <param name="label">The label, or dependent variable.</param>
/// <param name="features">The features, or independent variables.</param>
/// <param name="weights">The optional example weights.</param>
/// <param name="l2Const">The L2 regularization hyperparameter.</param>
/// <param name="l1Threshold">The L1 regularization hyperparameter. Higher values will tend to lead to more sparse model.</param>
/// <param name="maxIterations">The maximum number of passes to perform over the data.</param>
/// <param name="loss">The custom loss, if unspecified will be <see cref="SquaredLoss"/>.</param>
/// <param name="advancedSettings">A delegate to set more settings.
/// The settings here will override the ones provided in the direct method signature,
/// if both are present and have different values.
/// The columns names, however need to be provided directly, not through the <paramref name="advancedSettings"/>.</param>
/// <param name="onFit">A delegate that is called every time the
/// <see cref="Estimator{TInShape, TShape, TTransformer}.Fit(DataView{TInShape})"/> method is called on the
/// <see cref="Estimator{TInShape, TOutShape, TTransformer}"/> instance created out of this. This delegate will receive
/// the linear model that was trained. Note that this action cannot change the result in any way; it is only a way for the caller to
/// be informed about what was learnt.</param>
/// <returns>The predicted output.</returns>
/// <example>
/// <format type="text/markdown">
/// <]
/// ]]></format>
/// </example>
public static Scalar <float> Sdca(this RegressionContext.RegressionTrainers ctx,
Scalar <float> label, Vector <float> features, Scalar <float> weights = null,
float?l2Const = null,
float?l1Threshold = null,
int?maxIterations = null,
ISupportSdcaRegressionLoss loss = null,
Action <SdcaRegressionTrainer.Arguments> advancedSettings = null,
Action <LinearRegressionModelParameters> onFit = null)
{
Contracts.CheckValue(label, nameof(label));
Contracts.CheckValue(features, nameof(features));
Contracts.CheckValueOrNull(weights);
Contracts.CheckParam(!(l2Const < 0), nameof(l2Const), "Must not be negative, if specified.");
Contracts.CheckParam(!(l1Threshold < 0), nameof(l1Threshold), "Must not be negative, if specified.");
Contracts.CheckParam(!(maxIterations < 1), nameof(maxIterations), "Must be positive if specified");
Contracts.CheckValueOrNull(loss);
Contracts.CheckValueOrNull(advancedSettings);
Contracts.CheckValueOrNull(onFit);
var rec = new TrainerEstimatorReconciler.Regression(
(env, labelName, featuresName, weightsName) =>
{
var trainer = new SdcaRegressionTrainer(env, labelName, featuresName, weightsName, loss, l2Const, l1Threshold, maxIterations, advancedSettings);
if (onFit != null)
{
return(trainer.WithOnFitDelegate(trans => onFit(trans.Model)));
}
return(trainer);
}, label, features, weights);
return(rec.Score);
}
/// <summary>
/// Predict a target using a linear regression model trained with the SDCA trainer.
/// </summary>
/// <param name="catalog">The regression catalog trainer object.</param>
/// <param name="label">The label, or dependent variable.</param>
/// <param name="features">The features, or independent variables.</param>
/// <param name="weights">The optional example weights.</param>
/// <param name="l2Regularization">The L2 regularization hyperparameter.</param>
/// <param name="l1Threshold">The L1 regularization hyperparameter. Higher values will tend to lead to more sparse model.</param>
/// <param name="numberOfIterations">The maximum number of passes to perform over the data.</param>
/// <param name="lossFunction">The custom loss, if unspecified will be <see cref="SquaredLoss"/>.</param>
/// <param name="onFit">A delegate that is called every time the
/// <see cref="Estimator{TInShape, TShape, TTransformer}.Fit(DataView{TInShape})"/> method is called on the
/// <see cref="Estimator{TInShape, TOutShape, TTransformer}"/> instance created out of this. This delegate will receive
/// the linear model that was trained. Note that this action cannot change the result in any way; it is only a way for the caller to
/// be informed about what was learnt.</param>
/// <returns>The predicted output.</returns>
/// <example>
/// <format type="text/markdown">
/// <]
/// ]]></format>
/// </example>
public static Scalar <float> Sdca(this RegressionCatalog.RegressionTrainers catalog,
Scalar <float> label, Vector <float> features, Scalar <float> weights = null,
float?l2Regularization = null,
float?l1Threshold = null,
int?numberOfIterations = null,
ISupportSdcaRegressionLoss lossFunction = null,
Action <LinearRegressionModelParameters> onFit = null)
{
Contracts.CheckValue(label, nameof(label));
Contracts.CheckValue(features, nameof(features));
Contracts.CheckValueOrNull(weights);
Contracts.CheckParam(!(l2Regularization < 0), nameof(l2Regularization), "Must not be negative, if specified.");
Contracts.CheckParam(!(l1Threshold < 0), nameof(l1Threshold), "Must not be negative, if specified.");
Contracts.CheckParam(!(numberOfIterations < 1), nameof(numberOfIterations), "Must be positive if specified");
Contracts.CheckValueOrNull(lossFunction);
Contracts.CheckValueOrNull(onFit);
var rec = new TrainerEstimatorReconciler.Regression(
(env, labelName, featuresName, weightsName) =>
{
var trainer = new SdcaRegressionTrainer(env, labelName, featuresName, weightsName, lossFunction, l2Regularization, l1Threshold, numberOfIterations);
if (onFit != null)
{
return(trainer.WithOnFitDelegate(trans => onFit(trans.Model)));
}
return(trainer);
}, label, features, weights);
return(rec.Score);
}