[mlpack-svn] r17104 - mlpack/trunk/src/mlpack/methods/linear_regression

[fastlab-svn at coffeetalk-1.cc.gatech.edu]

Author: michaelfox99
Date: Sat Aug 23 17:42:42 2014
New Revision: 17104

Log:
intercept no longer penalized and can be turned off, observation weights now supported


Modified:
   mlpack/trunk/src/mlpack/methods/linear_regression/linear_regression.hpp

Modified: mlpack/trunk/src/mlpack/methods/linear_regression/linear_regression.hpp
==============================================================================
--- mlpack/trunk/src/mlpack/methods/linear_regression/linear_regression.hpp	(original)
+++ mlpack/trunk/src/mlpack/methods/linear_regression/linear_regression.hpp	Sat Aug 23 17:42:42 2014
@@ -1,6 +1,7 @@
 /**
  * @file linear_regression.hpp
  * @author James Cline
+ * @author Michael Fox
  *
  * Simple least-squares linear regression.
  */
@@ -26,10 +27,15 @@
    * @param predictors X, matrix of data points to create B with.
    * @param responses y, the measured data for each point in X
    * @param lambda regularization constant
+   * @param intercept include intercept?
+   * @param weights observation weights
    */
   LinearRegression(const arma::mat& predictors,
                    const arma::vec& responses,
-                   const double lambda = 0);
+                   const double lambda = 0,
+                   const bool intercept = true,
+                   const arma::vec& weights = arma::vec()
+                   );
 
   /**
    * Initialize the model from a file.
@@ -97,12 +103,13 @@
    * Initialized and filled by constructor to hold the least squares solution.
    */
   arma::vec parameters;
-
   /**
    * The Tikhonov regularization parameter for ridge regression (0 for linear
    * regression).
    */
   double lambda;
+  //! Indicates whether last parameter is intercept.
+  bool intercept;
 };
 
 }; // namespace linear_regression