Derived class for RBF regression. More...

#include <lreg.h>

Inheritance diagram for RBFreg:

Public Member Functions
	RBFreg (Array2D< double > &centers, Array1D< double > &widths)
	Constructor:

	~RBFreg ()
	Destructor.

void	SetCenters (Array2D< double > &centers)
	Set centers.

void	SetWidths (Array1D< double > &widths)
	Set widths.

void	EvalBases (Array2D< double > &xx, Array2D< double > &bb)
	Evaluate the bases.

void	StripBases (Array1D< int > &used)
	Strip the bases.

Public Member Functions inherited from Lreg
	Lreg ()
	Constructor.

	~Lreg ()
	Destrcutor.

virtual void	SetMindex (Array2D< int > &mindex)
	Set multiindex.

virtual void	GetMindex (Array2D< int > &mindex)
	Get multiindex.

virtual void	SetParamsRBF ()
	Set parameters (for RBF)

void	InitRegr ()
	Initialize.

void	SetupData (Array2D< double > &xdata, Array1D< double > &ydata)
	Setup data (1d ydata)

void	SetupData (Array2D< double > &xdata, Array2D< double > &ydata)
	Setup data (2d ydata)

void	SetRegMode (string regmode)
	Set the regression mode.

void	SetRegWeights (Array1D< double > &weights)
	Set weights.

void	BCS_BuildRegr (Array1D< int > &selected, double eta)
	Build BCS regression.

void	LSQ_BuildRegr ()
	Build LSQ regression.

void	EvalRegr (Array2D< double > &xcheck, Array1D< double > &ycheck, Array1D< double > &yvar, Array2D< double > &ycov)
	Evaluate the regression expansion.

int	GetNpt () const
	Get the number of points.

int	GetNdim () const
	Get dimensionality.

int	GetNbas () const
	Get the number of bases.

double	GetSigma2 () const
	Get the variance of the data.

void	GetCoefCov (Array2D< double > &coef_cov)
	Get coefficient covariance.

void	GetCoef (Array1D< double > &coef)
	Get coefficients.

void	Proj (Array1D< double > &array, Array1D< double > &proj_array)
	Project.

Array1D< double >	LSQ_computeBestLambdas ()
	Compute the best values for regulariation parameter vector lambda, for LSQ.

double	LSQ_computeBestLambda ()
	Compute the best value for regulariation parameter lambda, for LSQ.

void	getResid ()
	Compute the residual vector, if not already computed.

void	getDiagP ()
	Compute the diagonal of projection matrix, if not already computed.

Array1D< double >	computeErrorMetrics (string method)
	Compote error according to a selected metrics.

double	computeRVE (Array2D< double > &xval, Array1D< double > &yval, Array1D< double > &yval_regr)
	Compute validation error.

Private Attributes
Array2D< double >	centers_
	RBF centers.

Array1D< double >	widths_
	RBF bases' widhts.

Additional Inherited Members
Protected Attributes inherited from Lreg
Array2D< double >	xdata_
	xdata array

Array1D< double >	ydata_
	ydata array

int	npt_
	Number of samples.

int	nbas_
	Number of bases.

int	ndim_
	Dimensionality.

Array1D< double >	sigma2_
	Variance.

Array1D< double >	weights_
	Weights.

Array1D< double >	resid_
	Residuals.

bool	residFlag_
	Flag to indicate whether residual is computed.

Array1D< double >	diagP_
	Diagonal of projection matrix.

bool	diagPFlag_
	Flag to indicate whether diagonal of projetion matrix is computed.

Array2D< double >	bdata_
	Auxiliary matrix or vector; see UQTk Manual.

Array2D< double >	A_

Array2D< double >	A_inv_

Array2D< double >	coef_cov_

Array1D< double >	Hty_

Array1D< double >	coef_

Array1D< double >	coef_erb_

Detailed Description

Derived class for RBF regression.

Constructor & Destructor Documentation

◆ RBFreg()

RBFreg::RBFreg	(	Array2D< double > &	centers,
		Array1D< double > &	widths )

Constructor:

◆ ~RBFreg()

RBFreg::~RBFreg ( )

inline

Destructor.

Member Function Documentation

◆ EvalBases()

void RBFreg::EvalBases	(	Array2D< double > &	xx,
		Array2D< double > &	bb )

virtual

Evaluate the bases.

Reimplemented from Lreg.

◆ SetCenters()

void RBFreg::SetCenters ( Array2D< double > & centers )

virtual

Set centers.

Reimplemented from Lreg.

◆ SetWidths()

void RBFreg::SetWidths ( Array1D< double > & widths )

virtual

Set widths.

Reimplemented from Lreg.

◆ StripBases()

void RBFreg::StripBases ( Array1D< int > & used )

virtual

Strip the bases.

Reimplemented from Lreg.

Member Data Documentation

◆ centers_

Array2D<double> RBFreg::centers_

private

RBF centers.

◆ widths_

Array1D<double> RBFreg::widths_

private

RBF bases' widhts.

The documentation for this class was generated from the following files:

Public Member Functions

Private Attributes

Additional Inherited Members

Detailed Description

Constructor & Destructor Documentation

◆ RBFreg()

◆ ~RBFreg()

Member Function Documentation

◆ EvalBases()

◆ SetCenters()

◆ SetWidths()

◆ StripBases()

Member Data Documentation

◆ centers_

◆ widths_