# source:trunk/yat/classifier/Perceptron.h@3709

Last change on this file since 3709 was 3709, checked in by Peter, 4 years ago

new class that impements a Perceptron - special case of multivariate logistic regression. closes #901

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1#ifndef theplu_yat_classifier_perceptron
2#define theplu_yat_classifier_perceptron
3
4// $Id: Perceptron.h 3709 2017-11-08 22:49:06Z peter$
5
6/*
7  Copyright (C) 2017 Peter Johansson
8
9  This file is part of the yat library, http://dev.thep.lu.se/yat
10
11  The yat library is free software; you can redistribute it and/or
12  modify it under the terms of the GNU General Public License as
13  published by the Free Software Foundation; either version 3 of the
15
16  The yat library is distributed in the hope that it will be useful,
17  but WITHOUT ANY WARRANTY; without even the implied warranty of
18  MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the GNU
19  General Public License for more details.
20
21  You should have received a copy of the GNU General Public License
22  along with yat. If not, see <http://www.gnu.org/licenses/>.
23*/
24
25#include <yat/utility/Matrix.h>
26#include <yat/utility/Vector.h>
27
28namespace theplu {
29namespace yat {
30namespace classifier {
31
32  class Target;
33
34  /**
35     \brief A Single-layer Perceptron
36
37     Data are modeled as \f$y = \frac{1}{1 + \exp(-wx)} \f$
38
39     \since New in yat 0.16
40   */
41  class Perceptron
42  {
43  public:
44    /**
45       Estimated covariance of weight vector.
46
47       Covariance is estimated as \f$\left(X'SX\right)^{-1} \f$ where
48       \f$S \f$ is a diagnoal matrix with \f$S_{ii} = \mu_i 49 (1-\mu_i) \f$ where \f$\mu_i \f$ is the expected value of
50       sample i.
51     */
52    const utility::Matrix& covariance(void) const;
53
54    /**
55       The odds ratio is defined as \f$\textrm{OR} = \exp(w_i) \f$
56     */
57    double oddsratio(size_t i) const;
58
59    /**
60       The lower end of the confidence interval of estimation of
61       oddsratio \a i with confidence 1 - \a alpha. The true value is
62       estimated to be within confidence interval with probability 1 -
63       \a alpha.
64     */
65    double oddsratio_lower_CI(size_t i, double alpha=0.05) const;
66
67    /**
68       The lower end of the confidence interval of estimation of
69       oddsratio \a i with confidence 1 - \a alpha. The true value is
70       estimated to be within confidence interval with probability 1 -
71       \a alpha.
72     */
73    double oddsratio_upper_CI(size_t i, double alpha=0.05) const;
74
75    /**
76       \return p-value that for null hypothesis that ith weight is zero
77     */
78    double p_value(size_t i) const;
79
80    /**
81       \return \f$\frac{1}{1 + \exp(-wx)} \f$
82     */
83    double predict(const utility::VectorBase& x) const;
84
85    /**
86       \brief train the model
87
88       \param x each row corresponds to a data point and each column a
89       feature.
90       \param target describes the class label for each data
91       point. Data that has binary set are trained to output 1.
92     */
93    void train(const utility::Matrix& x, const Target& target);
94
95    /**
96       \return trained weight vector, \f$w\f$.
97     */
98    const utility::Vector& weight(void) const;
99  private:
100    utility::Vector weight_;
101    utility::Matrix covariance_;
102    double margin(size_t i, double alpha) const;
103    // using compiler generated copy
104    //Perceptron(const Perceptron&)
105    //Perceptron& operator=(const Perceptron&)
106  };
107
108
109}}}// end of namespace classifier, yat, and theplu
110#endif
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