Class LinearModelMSE

Inheritance Relationships

Base Type

Class Documentation

class parpe::LinearModelMSE : public parpe::SummedGradientFunction<int>

The LinearModelMSE class is a wrapper around LinearModel implementing the mean squared error loss function.

Public Functions

inline explicit LinearModelMSE(int numParameters)
inline virtual FunctionEvaluationStatus evaluate(gsl::span<const double> parameters, int dataset, double &fval, gsl::span<double> gradient, Logger *logger, double *cpuTime) const override

Evaluate on single data point.

Parameters

  • parameters – Parameter vector where the function is to be evaluated

  • dataset – The dataset on which to evaluate the function

  • fval – Output argument for f(x)

  • gradient – Preallocated space for the gradient of size dim(parameters). Or gsl::span<double>() for evaluation without gradient.

  • logger – Optional Logger instance used for output

  • cputime – Optional output argument to report cpuTime consumed by the the function

Returns

Evaluation status

virtual FunctionEvaluationStatus evaluate(gsl::span<const double> parameters, std::vector<int> dataIndices, double &fval, gsl::span<double> gradient, Logger *logger, double *cpuTime) const override

Evaluate on vector of data points.

Parameters

  • parameters – Parameter vector where the function is to be evaluated

  • datasets – The datasets on which to evaluate the function

  • fval – Output argument for f(x)

  • gradient – Preallocated space for the gradient of size dim(parameters). Or gsl::span<double>() for evaluation without gradient.

  • logger – Optional Logger instance used for output

  • cputime – Optional output argument to report cpuTime consumed by the the function

Returns

Evaluation status

inline virtual int numParameters() const override

Get dimension of function parameter vector.

Returns

Number of parameters

inline virtual std::vector<std::string> getParameterIds() const override

Public Members

int numParameters_ = 0
std::vector<std::vector<double>> datasets
std::vector<double> labels
LinearModel lm