public override Common.MLCore.ModelBase BuildModel(double[][] trainingData,
string[] attributeHeaders,
int indexTargetAttribute)
{
VerifyData(trainingData, attributeHeaders, indexTargetAttribute);
ModelLinearMultiVariableBase model = new ModelLinearMultiVariableBase(_missingValue,
_indexTargetAttribute, _trainingData.Length - 1);
//Create Matrix Y and replace Target values with 1
double[][] Y = new double[1][];
Y[0] = new double[trainingData[0].Length];
Parallel.For(0, Y[0].Length,
new ParallelOptions {
MaxDegreeOfParallelism = _maxParallelThreads
},
row =>
{
Y[0][row] = trainingData[indexTargetAttribute][row];
trainingData[indexTargetAttribute][row] = 1;//Set it to
});
MatrixOperations mo = new MatrixOperations();
double[][] transposeX = mo.Transpose(trainingData);
double[][] multiply = mo.Multiply(transposeX, trainingData);
double[][] inverse = mo.Inverse(multiply);
double[][] final = mo.Multiply(inverse, transposeX);
final = mo.Multiply(final, Y);
//Copy coeffs into main array
//Intercept is in last index
for (int idx = 0; idx < _noOfAttributes + 1; idx++)
{
model.SetCoeff(idx, final[0][idx]);
}
//Restore Y values in TrainingData
Parallel.For(0, Y[0].Length,
new ParallelOptions {
MaxDegreeOfParallelism = _maxParallelThreads
},
row =>
{
trainingData[indexTargetAttribute][row] = Y[0][row]; //Set it to
});
return(model);
}
public void Matrix_inverse_determinant_0_3_row_test()
{
double[][] matrixA = new double[3][];
matrixA[0] = new double[] { 1, 4, 7 };
matrixA[1] = new double[] { 2, 5, 8 };
matrixA[2] = new double[] { 3, 6, 9 };
MatrixOperations mo = new MatrixOperations();
double[][] matrixI =
mo.Inverse(matrixA);
//Check Det
Assert.IsFalse(SupportFunctions.DoubleCompare(matrixI[0][0], -11.0 / 12.0));
}
public void Matrix_inverse_2_row_test()
{
double[][] matrixA = new double[2][];
matrixA[0] = new double[] { 1, 2 };
matrixA[1] = new double[] { 3, 4 };
MatrixOperations mo = new MatrixOperations();
double[][] matrixI =
mo.Inverse(matrixA);
//Check Det
Assert.IsTrue(SupportFunctions.DoubleCompare(matrixI[0][0], -2.0));
Assert.IsTrue(SupportFunctions.DoubleCompare(matrixI[0][1], 1.0));
Assert.IsTrue(SupportFunctions.DoubleCompare(matrixI[1][0], 3.0 / 2.0));
Assert.IsTrue(SupportFunctions.DoubleCompare(matrixI[1][1], -1.0 / 2.0));
}
public void Matrix_inverse_3_row_test()
{
double[][] matrixA = new double[3][];
matrixA[0] = new double[] { 1, 2, 3 };
matrixA[1] = new double[] { 4, 0, 6 };
matrixA[2] = new double[] { 7, 8, 9 };
MatrixOperations mo = new MatrixOperations();
double[][] matrixI =
mo.Inverse(matrixA);
//Check Det
Assert.IsTrue(SupportFunctions.DoubleCompare(matrixI[0][0], -0.8));
Assert.IsTrue(SupportFunctions.DoubleCompare(matrixI[0][1], 0.1));
Assert.IsTrue(SupportFunctions.DoubleCompare(matrixI[0][2], 0.2));
Assert.IsTrue(SupportFunctions.DoubleCompare(matrixI[1][0], 0.1));
Assert.IsTrue(SupportFunctions.DoubleCompare(matrixI[1][1], -0.2));
Assert.IsTrue(SupportFunctions.DoubleCompare(matrixI[1][2], 0.1));
Assert.IsTrue(SupportFunctions.DoubleCompare(matrixI[2][0], 8.0 / 15.0));
Assert.IsTrue(SupportFunctions.DoubleCompare(matrixI[2][1], 0.1));
Assert.IsTrue(SupportFunctions.DoubleCompare(matrixI[2][2], -2.0 / 15.0));
}