[mlpack-svn] r10792 - mlpack/trunk/src/mlpack/methods/lars
fastlab-svn at coffeetalk-1.cc.gatech.edu
fastlab-svn at coffeetalk-1.cc.gatech.edu
Wed Dec 14 12:47:17 EST 2011
Author: niche
Date: 2011-12-14 12:47:17 -0500 (Wed, 14 Dec 2011)
New Revision: 10792
Modified:
mlpack/trunk/src/mlpack/methods/lars/lars.hpp
Log:
penultimate set of lars comments
Modified: mlpack/trunk/src/mlpack/methods/lars/lars.hpp
===================================================================
--- mlpack/trunk/src/mlpack/methods/lars/lars.hpp 2011-12-14 17:45:45 UTC (rev 10791)
+++ mlpack/trunk/src/mlpack/methods/lars/lars.hpp 2011-12-14 17:47:17 UTC (rev 10792)
@@ -154,37 +154,49 @@
private:
+ // Gram matrix
arma::mat matGram;
// Upper triangular cholesky factor; initially 0x0 arma::matrix.
arma::mat matUtriCholFactor;
-
+
bool useCholesky;
-
+
bool lasso;
double lambda1;
bool elasticNet;
double lambda2;
-
+
+ // solution path
std::vector<arma::vec> betaPath;
+
+ // value of lambda1 for each solution in solution path
std::vector<double> lambdaPath;
-
+
+ // number of dimensions in active set
arma::u32 nActive;
+
+ // active set of dimensions
std::vector<arma::u32> activeSet;
+
+ // active set membership indicator (for each dimension)
std::vector<bool> isActive;
+ // remove activeVarInd'th element from active set
+ void Deactivate(arma::u32 activeVarInd);
- void Deactivate(arma::u32 activeVarInd);
-
+ // add dimension varInd to active set
void Activate(arma::u32 varInd);
-
+
+ // compute "equiangular" direction in output space
void ComputeYHatDirection(const arma::mat& matX,
const arma::vec& betaDirection,
arma::vec& yHatDirection);
+ // interpolate to compute last solution vector
void InterpolateBeta();
-
+
void CholeskyInsert(const arma::vec& newX, const arma::mat& X);
void CholeskyInsert(const arma::vec& newX, const arma::vec& newGramCol);
@@ -192,7 +204,6 @@
void GivensRotate(const arma::vec& x, arma::vec& rotatedX, arma::mat& G);
void CholeskyDelete(arma::u32 colToKill);
-
};
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