public void learn_test_2()
{
#if NETCORE
var culture = CultureInfo.CreateSpecificCulture("en-US");
CultureInfo.CurrentCulture = culture;
#endif
#region doc_learn
// Let's say we would like to learn 2nd degree polynomial that
// can map the first column X into its second column Y. We have
// 5 examples of those (x,y) pairs that we can use to learn this
// function:
double[,] data =
{
// X Y
{ 12, 144 }, // example #1
{ 15, 225 }, // example #2
{ 20, 400 }, // example #3
{ 25, 625 }, // example #4
{ 35, 1225 }, // example #5
};
// Let's retrieve the input and output data:
double[] inputs = data.GetColumn(0); // X
double[] outputs = data.GetColumn(1); // Y
// We can create a learning algorithm
var ls = new PolynomialLeastSquares()
{
Degree = 2
};
// Now, we can use the algorithm to learn a polynomial
PolynomialRegression poly = ls.Learn(inputs, outputs);
// The learned polynomial will be given by
string str = poly.ToString("N1"); // "y(x) = 1.0x^2 + 0.0x^1 + 0.0"
// Where its weights can be accessed using
double[] weights = poly.Weights; // { 1.0000000000000024, -1.2407665029287351E-13 }
double intercept = poly.Intercept; // 1.5652369518855253E-12
// Finally, we can use this polynomial
// to predict values for the input data
double[] pred = poly.Transform(inputs);
// Where the mean-squared-error (MSE) should be
double error = new SquareLoss(outputs).Loss(pred); // 0.0
#endregion
Assert.AreEqual(0, error, 1e-10);
string ex = weights.ToCSharp();
double[] expected = { 1, 0 };
Assert.AreEqual("y(x) = 1.0x^2 + 0.0x^1 + 0.0", str);
Assert.IsTrue(weights.IsEqual(expected, 1e-6));
Assert.AreEqual(0, intercept, 1e-6);
}
public void FitTest1()
{
double[] values =
{
0, 1, 2, 4, 2, 3, 5, 7, 4, 3, 2, 1, 4,
};
var exp = new ExponentialDistribution();
exp.Fit(values);
string actual;
var cultureInfo = CultureInfo.GetCultureInfo("fr-FR");
#if NETCORE
System.Globalization.CultureInfo.DefaultThreadCurrentCulture = cultureInfo;
System.Globalization.CultureInfo.DefaultThreadCurrentUICulture = cultureInfo;
#else
Thread.CurrentThread.CurrentCulture = cultureInfo;
#endif
actual = exp.ToString("G3", CultureInfo.InvariantCulture);
Assert.AreEqual("Exp(x; λ = 0.342)", actual);
actual = exp.ToString("G3");
Assert.AreEqual("Exp(x; λ = 0,342)", actual);
actual = exp.ToString(CultureInfo.InvariantCulture);
Assert.AreEqual("Exp(x; λ = 0.342105263157895)", actual);
actual = exp.ToString();
Assert.AreEqual("Exp(x; λ = 0,342105263157895)", actual);
}
public void ToStringTest()
{
// Issue 51:
PolynomialRegression poly = new PolynomialRegression(2);
var x = new double[] { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
var y = new double[] { 1, 6, 17, 34, 57, 86, 121, 162, 209, 262, 321 };
poly.Regress(x, y);
{
string expected = "y(x) = 3x^2 + 1.99999999999998x^1 + 1.00000000000005";
expected = expected.Replace(".", CultureInfo.CurrentCulture.NumberFormat.NumberDecimalSeparator);
string actual = poly.ToString();
Assert.AreEqual(expected, actual);
}
{
string expected = "y(x) = 3x^2 + 1.99999999999998x^1 + 1.00000000000005";
string actual = poly.ToString(null, CultureInfo.GetCultureInfo("en-US"));
Assert.AreEqual(expected, actual);
}
{
string expected = "y(x) = 3.0x^2 + 2.0x^1 + 1.0";
string actual = poly.ToString("N1", CultureInfo.GetCultureInfo("en-US"));
Assert.AreEqual(expected, actual);
}
{
string expected = "y(x) = 3,00x^2 + 2,00x^1 + 1,00";
string actual = poly.ToString("N2", CultureInfo.GetCultureInfo("pt-BR"));
Assert.AreEqual(expected, actual);
}
}
public void ToStringTest()
{
// Issue 51:
SimpleLinearRegression regression = new SimpleLinearRegression();
var x = new double[] { 0, 1, 2, 3, 4, 5, 6, 7, 8, 9, 10 };
var y = new double[] { 1, 6, 17, 34, 57, 86, 121, 162, 209, 262, 321 };
regression.Regress(x, y);
{
string expected = "y(x) = 32x + -44";
expected = expected.Replace(".", CultureInfo.CurrentCulture.NumberFormat.NumberDecimalSeparator);
string actual = regression.ToString();
Assert.AreEqual(expected, actual);
}
{
string expected = "y(x) = 32x + -44";
string actual = regression.ToString(null, CultureInfo.GetCultureInfo("en-US"));
Assert.AreEqual(expected, actual);
}
{
string expected = "y(x) = 32.0x + -44.0";
string actual = regression.ToString("N1", CultureInfo.GetCultureInfo("en-US"));
Assert.AreEqual(expected, actual);
}
{
string expected = "y(x) = 32,00x + -44,00";
string actual = regression.ToString("N2", CultureInfo.GetCultureInfo("pt-BR"));
Assert.AreEqual(expected, actual);
}
}
public void RegressTest6()
{
MultipleLinearRegression target = new MultipleLinearRegression(2, false);
double[][] inputs =
{
new double[] { 0, 0 },
new double[] { 0, 0 },
new double[] { 0, 0 },
new double[] { 0, 0 },
new double[] { 0, 0 },
};
double[] outputs = { 20, 40, 30, 50, 60 };
double error = target.Regress(inputs, outputs);
double slope = target.Coefficients[0];
double intercept = target.Coefficients[1];
Assert.AreEqual(0, slope, 1e-5);
Assert.AreEqual(0, intercept, 1e-5);
Assert.AreEqual(9000, error);
double r = target.CoefficientOfDetermination(inputs, outputs);
Assert.AreEqual(-8, r, 1e-6);
string str = target.ToString(null, CultureInfo.GetCultureInfo("pt-BR"));
Assert.AreEqual("y(x0, x1) = 0*x0 + 0*x1", str);
}
public void pinv_precision()
{
// Inaccuracy in Accord.Math Pseudoinverse
// https://github.com/accord-net/framework/issues/313
int nPoly = 5;
double[] t = { 1352, 1354, 1356, 1358, 1360, 1362, 1364, 1366, 1368, 1370, 1372, 1374, 1376, 1378, 1380, 1382, 1384, 1386, 1388, 1390, 1392, 1394, 1396, 1398, 1400, 1402, 1404, 1406, 1408, 1410, 1412, 1414, 1416, 1418, 1420, 1422, 1424, 1426, 1428, 1430, 1432, 1434, 1436, 1438, 1440, 1442, 1444, 1446, 1448, 1450, 1452, 1454, 1456, 1458, 1460, 1462, 1464, 1466, 1468, 1470, 1472, 1474, 1476, 1478, 1480, 1482, 1484, 1486, 1488, 1490, 1492, 1494, 1496, 1498, 1500, 1502, 1504, 1506, 1508, 1510, 1512, 1514, 1516, 1518, 1520, 1522, 1524, 1526, 1528, 1530, 1532, 1534, 1536, 1538, 1540, 1542, 1544, 1546, 1548, 1550, 1552, 1554, 1556, 1558, 1560, 1562, 1564, 1566, 1568, 1570, 1572, 1574, 1576, 1578, 1580, 1582, 1584, 1586, 1588, 1590, 1592, 1594, 1596, 1598, 1600, 1602, 1604, 1606, 1608, 1610, 1612, 1614, 1616, 1618, 1620, 1622, 1624, 1626, 1628, 1630, 1632, 1634, 1636, 1638, 1640, 1642, 1644, 1646, 1648, 1650, 1652, 1654, 1656, 1658, 1660, 1662, 1664, 1666, 1668, 1670, 1672, 1674, 1676, 1678, 1680, 1682, 1684, 1686, 1688, 1690, 1692, 1694, 1696, 1698, 1700, 1702 };
//Generating the Matrix
var sPoly = Jagged.Zeros(t.Length, nPoly + 1);
for (int ii = 0; ii < t.Length; ii++)
{
for (int jj = 0; jj < nPoly + 1; jj++)
{
sPoly[ii][jj] = Math.Pow(t[ii], jj);
}
}
// B = (repmat(A, [6 1])' .^ repmat([0 1 2 3 4 5], [176 1])')';
var jagged = sPoly.PseudoInverse();
var multi = sPoly.ToMatrix().PseudoInverse();
Assert.IsTrue(jagged.IsEqual(multi, rtol: 1e-15));
var R = sPoly.Dot(sPoly.PseudoInverse()).Dot(sPoly);
Assert.IsTrue(R.IsEqual(sPoly, rtol: 1e-2));
var expected = Jagged.Parse(
@"1,20125654080206e-10 1,13236875425253e-10 1,06499525384608e-10 9,99130864205866e-11 9,34770208386440e-11 8,71907706948343e-11 8,10537577032779e-11 7,50653831433932e-11 6,92250277671434e-11 6,35320517062416e-11 5,79857943794106e-11 5,25855743996096e-11 4,73306894812560e-11 4,22204163474767e-11 3,72540106373263e-11 3,24307068130343e-11 2,77497180672282e-11 2,32102362301744e-11 1,88114316770077e-11 1,45524532349703e-11 1,04324280906333e-11 6,45046169714632e-12 2,60563768146295e-12 -1,10298224842723e-12 -4,67635839626088e-12 -8,11547317026788e-12 -1,14213311759389e-11 -1,45949593087919e-11 -1,76374068471365e-11 -2,05497455448409e-11 -2,33330697240993e-11 -2,59884963681969e-11 -2,85171652142769e-11 -3,09202388461059e-11 -3,31989027868412e-11 -3,53543655917962e-11 -3,73878589412074e-11 -3,93006377329998e-11 -4,10939801755535e-11 -4,27691878804715e-11 -4,43275859553419e-11 -4,57705230965095e-11 -4,70993716818365e-11 -4,83155278634700e-11 -4,94204116606227e-11 -5,04154670523102e-11 -5,13021620701284e-11 -5,20819888910602e-11 -5,27564639301726e-11 -5,33271279334232e-11 -5,37955460704241e-11 -5,41633080272011e-11 -5,44320280989654e-11 -5,46033452828767e-11 -5,46789233708086e-11 -5,46604510421157e-11 -5,45496419564068e-11 -5,43482348462939e-11 -5,40579936101794e-11 -5,36807074050045e-11 -5,32181907390288e-11 -5,26722835645903e-11 -5,20448513708693e-11 -5,13377852766609e-11 -5,05530021231306e-11 -4,96924445665998e-11 -4,87580811712940e-11 -4,77519065021133e-11 -4,66759412174044e-11 -4,55322321617232e-11 -4,43228524585961e-11 -4,30499016032976e-11 -4,17155055556059e-11 -4,03218168325726e-11 -3,88710146012934e-11 -3,73653047716700e-11 -3,58069200891727e-11 -3,41981202276171e-11 -3,25411918819205e-11 -3,08384488608699e-11 -2,90922321798968e-11 -2,73049101538303e-11 -2,54788784896716e-11 -2,36165603793564e-11 -2,17204065925394e-11 -1,97928955693198e-11 -1,78365335130464e-11 -1,58538544830699e-11 -1,38474204875072e-11 -1,18198215760058e-11 -9,77367593251373e-12 -7,71162996805381e-12 -5,63635841347974e-12 -3,55056441223311e-12 -1,45697961313079e-12 6,41635736882014e-13 2,74249269994829e-12 4,84277355457573e-12 6,93963170281285e-12 9,03019157752643e-12 1,11115485496153e-11 1,31807688352538e-11 1,52348894031179e-11 1,72709178816158e-11 1,92858324661383e-11 2,12765818262735e-11 2,32400850130568e-11 2,51732313661905e-11 2,70728804212796e-11 2,89358618170864e-11 3,07589752027302e-11 3,25389901449449e-11 3,42726460353122e-11 3,59566519974801e-11 3,75876867944076e-11 3,91623987356027e-11 4,06774055843480e-11 4,21292944649313e-11 4,35146217698901e-11 4,48299130672410e-11 4,60716630077087e-11 4,72363352319677e-11 4,83203622778644e-11 4,93201454876667e-11 5,02320549152725e-11 5,10524292335010e-11 5,17775756412421e-11 5,24037697707461e-11 5,29272555948617e-11 5,33442453342341e-11 5,36509193645639e-11 5,38434261238361e-11 5,39178820195501e-11 5,38703713359588e-11 5,36969461412982e-11 5,33936261950206e-11 5,29563988550328e-11 5,23812189849263e-11 5,16640088612107e-11 5,08006580805500e-11 4,97870234669942e-11 4,86189289792142e-11 4,72921656177351e-11 4,58024913321697e-11 4,41456309284536e-11 4,23172759760761e-11 4,03130847153169e-11 3,81286819644788e-11 3,57596590271200e-11 3,32015735992926e-11 3,04499496767691e-11 2,75002774622815e-11 2,43480132727534e-11 2,09885794465332e-11 1,74173642506307e-11 1,36297217879454e-11 9,62097190452815e-12 5,38640009672351e-12 9,21257418547607e-13 -3,77923961121101e-12 -8,71990910167333e-12 -1,39056038826638e-11 -1,93412115974937e-11 -2,50316547957003e-11 -3,09818910258252e-11 -3,71969129281858e-11 -4,36817483276290e-11 -5,04414603263060e-11 -5,74811473964377e-11 -6,48059434730755e-11 -7,24210180468779e-11 -8,03315762568666e-11 -8,85428589831914e-11 -9,70601429399206e-11 -1,05888740767766e-10 -1,15034001126881e-10
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, new DefaultMatrixFormatProvider(CultureInfo.CreateSpecificCulture("fr-FR")));
Assert.IsTrue(jagged.IsEqual(expected, rtol: 1e-2));
}
public void RegressTest2()
{
var target = new MultipleLinearRegression(2, false);
Assert.IsFalse(target.HasIntercept);
double[][] inputs =
{
new double[] { 80, 1 },
new double[] { 60, 1 },
new double[] { 10, 1 },
new double[] { 20, 1 },
new double[] { 30, 1 },
};
double[] outputs = { 20, 40, 30, 50, 60 };
double error = target.Regress(inputs, outputs);
Assert.AreEqual(2, target.NumberOfInputs);
Assert.AreEqual(1, target.NumberOfOutputs);
double slope = target.Coefficients[0];
double intercept = target.Coefficients[1];
Assert.AreEqual(-0.264706, slope, 1e-5);
Assert.AreEqual(50.588235, intercept, 1e-5);
Assert.AreEqual(761.764705, error, 1e-5);
double r = target.CoefficientOfDetermination(inputs, outputs);
Assert.AreEqual(0.23823529, r, 1e-6);
string str = target.ToString(null, CultureInfo.GetCultureInfo("en-US"));
Assert.AreEqual("y(x0, x1) = -0.264705882352941*x0 + 50.5882352941176*x1", str);
}
public void RegressTest()
{
MultipleLinearRegression target = new MultipleLinearRegression(1, true);
double[][] inputs =
{
new double[] { 80 },
new double[] { 60 },
new double[] { 10 },
new double[] { 20 },
new double[] { 30 },
};
double[] outputs = { 20, 40, 30, 50, 60 };
double error = target.Regress(inputs, outputs);
Assert.AreEqual(1, target.NumberOfInputs);
Assert.AreEqual(1, target.NumberOfOutputs);
double slope = target.Coefficients[0];
double intercept = target.Coefficients[1];
Assert.AreEqual(-0.264706, slope, 1e-5);
Assert.AreEqual(50.588235, intercept, 1e-5);
Assert.AreEqual(761.764705, error, 1e-5);
double r = target.CoefficientOfDetermination(inputs, outputs);
Assert.AreEqual(0.23823529, r, 1e-6);
string str = target.ToString(null, CultureInfo.GetCultureInfo("pt-BR"));
Assert.AreEqual("y(x0) = -0,264705882352941*x0 + 50,5882352941176", str);
}
