95 lines
3.2 KiB
C++
95 lines
3.2 KiB
C++
/*
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* Copyright (C) 2005 Maarten Keijzer
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*
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* This program is free software; you can redistribute it and/or modify
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* it under the terms of version 2 of the GNU General Public License as
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* published by the Free Software Foundation.
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*
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* This program is distributed in the hope that it will be useful,
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* but WITHOUT ANY WARRANTY; without even the implied warranty of
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* MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the
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* GNU General Public License for more details.
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*
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* You should have received a copy of the GNU General Public License
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* along with this program; if not, write to the Free Software
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* Foundation, Inc., 59 Temple Place, Suite 330, Boston, MA 02111-1307 USA
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*/
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#ifndef SCALING_H_
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#define SCALING_H_
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#include "shared_ptr.h"
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#include <valarray>
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#include <iostream>
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#include <string>
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class TargetInfo;
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class ScalingBase {
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public:
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virtual ~ScalingBase() {}
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std::valarray<double> apply(const std::valarray<double>& x) {
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std::valarray<double> xtmp = x;
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transform(xtmp);
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return xtmp;
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}
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virtual double transform(double input) const = 0;
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virtual void transform(std::valarray<double>& inputs) const = 0;
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virtual std::ostream& print(std::ostream& os, std::string str) const = 0;
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virtual std::valarray<double> transform(const std::valarray<double>& inputs) const = 0;
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};
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typedef shared_ptr<ScalingBase> Scaling;
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class LinearScaling : public ScalingBase {
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double a,b;
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public:
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LinearScaling() : a(0.0), b(1.0) {}
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LinearScaling(double _a, double _b) : a(_a), b(_b) {}
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double transform(double input) const { input *=b; input += a; return input; }
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void transform(std::valarray<double>& inputs) const { inputs *= b; inputs += a; }
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std::valarray<double> transform(const std::valarray<double>& inputs) const {
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std::valarray<double> y = a + b * inputs;
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return y;
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}
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double intercept() const { return a; }
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double slope() const { return b; }
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std::ostream& print(std::ostream& os, std::string str) const {
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os.precision(16);
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os << a << " + " << b << " * " << str;
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return os;
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}
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};
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class NoScaling : public ScalingBase{
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void transform(std::valarray<double>&) const {}
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double transform(double input) const { return input; }
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std::valarray<double> transform(const std::valarray<double>& inputs) const { return inputs; }
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std::ostream& print(std::ostream& os, std::string str) const { return os << str; }
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};
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extern Scaling slope(const std::valarray<double>& inputs, const TargetInfo& targets); // slope only
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extern Scaling ols(const std::valarray<double>& inputs, const TargetInfo& targets);
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extern Scaling wls(const std::valarray<double>& inputs, const TargetInfo& targets);
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extern Scaling med(const std::valarray<double>& inputs, const TargetInfo& targets);
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extern Scaling ols(const std::valarray<double>& inputs, const std::valarray<double>& outputs);
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extern double mse(const std::valarray<double>& y, const TargetInfo& t);
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extern double rms(const std::valarray<double>& y, const TargetInfo& t);
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extern double mae(const std::valarray<double>& y, const TargetInfo& t);
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// Todo Logistic Scaling
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#endif
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