NAME¶
linear_regression - simple linear regression and prediction
SYNOPSIS¶
linear_regression [-h] [-v] [-i string] [-r string] [-l double] [-m string] [-o string] [-p string] [-t string] -V
DESCRIPTION¶
An implementation of simple linear regression and simple ridge regression using
ordinary least squares. This solves the problem
y = X * b + e
where X (
--input_file) and y (the last column of
--input_file, or
--input_responses) 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 (
--lambda) greater than 0, which will regularize the covariance matrix
to make it invertible. The calculated b is saved to disk (
--output_file).
Optionally, the calculated value of b is used to predict the responses for
another matrix X' (
--test_file):
y' = X' * b
and these predicted responses, y', are saved to a file (
--output_predictions). This type of regression is related to
least-angle regression, which mlpack implements with the 'lars' executable.
REQUIRED OPTIONS¶
OPTIONS¶
- --help (-h)
- Default help info.
- --info [string]
- Get help on a specific module or option. Default value ''.
- --input_file (-i) [string]
- File containing X (regressors). Default value ''.
- --input_responses (-r) [string]
- Optional file containing y (responses). If not given, the responses are
assumed to be the last row of the input file. Default value ''.
- --lambda (-l) [double]
- Tikhonov regularization for ridge regression. If 0, the method reduces to
linear regression. Default value 0.
- --model_file (-m) [string]
- File containing existing model (parameters). Default value ''.
- --output_file (-o) [string]
- File where parameters (b) will be saved. Default value
'parameters.csv'.
- --output_predictions (-p) [string]
- If --test_file is specified, this file is where the predicted
responses will be saved. Default value 'predictions.csv'.
- --test_file (-t) [string]
- File containing X' (test regressors). Default value ''.
- --verbose (-v)
- Display informational messages and the full list of parameters and timers
at the end of execution.
- --version (-V)
- Display the version of mlpack.
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.