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();
}