.\"Text automatically generated by txt2man
.TH linear_regression  "1" "" ""
.SH NAME
\fBlinear_regression \fP- simple linear regression and prediction
.SH SYNOPSIS
.nf
.fam C
 \fBlinear_regression\fP [\fB-h\fP] [\fB-v\fP] [\fB-i\fP \fIstring\fP] [\fB-r\fP \fIstring\fP] [\fB-l\fP \fIdouble\fP] [\fB-m\fP \fIstring\fP] [\fB-o\fP \fIstring\fP] [\fB-p\fP \fIstring\fP] [\fB-t\fP \fIstring\fP] \fB-V\fP 
.fam T
.fi
.fam T
.fi
.SH DESCRIPTION


An implementation of simple linear regression and simple ridge regression
using ordinary least squares. This solves the problem
.PP
.nf
.fam C
  y = X * b + e

.fam T
.fi
where X (\fB--input_file\fP) and y (the last column of \fB--input_file\fP, or
\fB--input_responses\fP) are known and b is the desired variable. If the covariance
matrix (X'X) is not invertible, or if the solution is overdetermined, then
specify a Tikhonov regularization constant (\fB--lambda\fP) greater than 0, which
will regularize the covariance matrix to make it invertible. The calculated b
is saved to disk (\fB--output_file\fP).
.PP
Optionally, the calculated value of b is used to predict the responses for
another matrix X' (\fB--test_file\fP):
.PP
.nf
.fam C
   y' = X' * b

.fam T
.fi
and these predicted responses, y', are saved to a file (\fB--output_predictions\fP).
This type of regression is related to least-angle regression, which mlpack
implements with the 'lars' executable.
.SH REQUIRED OPTIONS 

.SH OPTIONS 

.TP
.B
\fB--help\fP (\fB-h\fP)
Default help info. 
.TP
.B
\fB--info\fP [\fIstring\fP]
Get help on a specific module or option.  Default value ''. 
.TP
.B
\fB--input_file\fP (\fB-i\fP) [\fIstring\fP]
File containing X (regressors). Default value ''. 
.TP
.B
\fB--input_responses\fP (\fB-r\fP) [\fIstring\fP]
Optional file containing y (responses). If not given, the responses are assumed to be the last row of the input file. Default value ''. 
.TP
.B
\fB--lambda\fP (\fB-l\fP) [\fIdouble\fP]
Tikhonov regularization for ridge regression.  If 0, the method reduces to linear regression.  Default value 0. 
.TP
.B
\fB--model_file\fP (\fB-m\fP) [\fIstring\fP]
File containing existing model (parameters).  Default value ''. 
.TP
.B
\fB--output_file\fP (\fB-o\fP) [\fIstring\fP]
File where parameters (b) will be saved.  Default value 'parameters.csv'. 
.TP
.B
\fB--output_predictions\fP (\fB-p\fP) [\fIstring\fP]
If \fB--test_file\fP is specified, this file is where the predicted responses will be saved. Default value 'predictions.csv'. 
.TP
.B
\fB--test_file\fP (\fB-t\fP) [\fIstring\fP]
File containing X' (test regressors). Default value ''. 
.TP
.B
\fB--verbose\fP (\fB-v\fP)
Display informational messages and the full list of parameters and timers at the end of execution. 
.TP
.B
\fB--version\fP (\fB-V\fP)
Display the version of mlpack.
.SH ADDITIONAL INFORMATION

For further information, including relevant papers, citations, and theory,
consult the documentation found at http://www.mlpack.org or included with your
distribution of MLPACK.