private RegressionEnsembleModel(RegressionEnsembleModel original, Cloner cloner) : base(original, cloner) { this.models = original.Models.Select(cloner.Clone).ToList(); this.modelWeights = new List <double>(original.ModelWeights); this.averageModelEstimates = original.averageModelEstimates; }
private static IRegressionEnsembleSolution CreateEnsembleSolution(List<IRegressionModel> models, IRegressionProblemData problemData) { var rows = problemData.TrainingPartition.Size; var features = models.Count; double[,] inputMatrix = new double[rows, features + 1]; //add model estimates for (int m = 0; m < models.Count; m++) { var model = models[m]; var estimates = model.GetEstimatedValues(problemData.Dataset, problemData.TrainingIndices); int estimatesCounter = 0; foreach (var estimate in estimates) { inputMatrix[estimatesCounter, m] = estimate; estimatesCounter++; } } //add target var targets = problemData.Dataset.GetDoubleValues(problemData.TargetVariable, problemData.TrainingIndices); int targetCounter = 0; foreach (var target in targets) { inputMatrix[targetCounter, models.Count] = target; targetCounter++; } alglib.linearmodel lm = new alglib.linearmodel(); alglib.lrreport ar = new alglib.lrreport(); double[] coefficients; int retVal = 1; alglib.lrbuildz(inputMatrix, rows, features, out retVal, out lm, out ar); if (retVal != 1) throw new ArgumentException("Error in calculation of linear regression solution"); alglib.lrunpack(lm, out coefficients, out features); var ensembleModel = new RegressionEnsembleModel(models, coefficients.Take(models.Count)) { AverageModelEstimates = false }; var ensembleSolution = (IRegressionEnsembleSolution)ensembleModel.CreateRegressionSolution(problemData); return ensembleSolution; }
protected RegressionEnsembleModel(RegressionEnsembleModel original, Cloner cloner) : base(original, cloner) { this.models = original.Models.Select(m => cloner.Clone(m)).ToList(); }
private RegressionEnsembleModel(RegressionEnsembleModel original, Cloner cloner) : base(original, cloner) { this.models = original.Models.Select(cloner.Clone).ToList(); this.modelWeights = new List<double>(original.ModelWeights); this.averageModelEstimates = original.averageModelEstimates; }
protected RegressionEnsembleModel(RegressionEnsembleModel original, Cloner cloner) : base(original, cloner) { this.models = original.Models.Select(m => cloner.Clone(m)).ToList(); }