[mlpack-git] master: intercept no longer penalized and can be turned off, observation weights now supported (b807398)

gitdub at big.cc.gt.atl.ga.us gitdub at big.cc.gt.atl.ga.us
Thu Mar 5 21:59:38 EST 2015


Repository : https://github.com/mlpack/mlpack

On branch  : master
Link       : https://github.com/mlpack/mlpack/compare/904762495c039e345beba14c1142fd719b3bd50e...f94823c800ad6f7266995c700b1b630d5ffdcf40

>---------------------------------------------------------------

commit b807398507cdc725c52bc1e236ddc94ff11285b4
Author: michaelfox99 <michaelfox99 at gmail.com>
Date:   Sat Aug 23 21:42:42 2014 +0000

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


>---------------------------------------------------------------

b807398507cdc725c52bc1e236ddc94ff11285b4
 src/mlpack/methods/linear_regression/linear_regression.hpp | 11 +++++++++--
 1 file changed, 9 insertions(+), 2 deletions(-)

diff --git a/src/mlpack/methods/linear_regression/linear_regression.hpp b/src/mlpack/methods/linear_regression/linear_regression.hpp
index 265e290..7959a67 100644
--- a/src/mlpack/methods/linear_regression/linear_regression.hpp
+++ b/src/mlpack/methods/linear_regression/linear_regression.hpp
@@ -1,6 +1,7 @@
 /**
  * @file linear_regression.hpp
  * @author James Cline
+ * @author Michael Fox
  *
  * Simple least-squares linear regression.
  */
@@ -26,10 +27,15 @@ class LinearRegression
    * @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 @@ class LinearRegression
    * 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



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