@ai-on-browser/data-analysis-models
Version:
Data analysis model package without any dependencies
32 lines (31 loc) • 921 B
TypeScript
/**
* Bayesian linear regression
*/
export default class BayesianLinearRegression {
/**
* @param {number} [lambda] Tuning parameter
* @param {number} [sigma] Initial sigma of normal distribution
*/
constructor(lambda?: number, sigma?: number);
_w: Matrix<number>;
_lambda: number;
_sigma: number;
_m: Matrix<number>;
_s: Matrix<number>;
_beta: number;
_alpha: number;
_init(x: any, y: any): void;
/**
* Fit model once.
* @param {Array<Array<number>>} x Training data
* @param {Array<Array<number>>} y Target values
*/
fit(x: Array<Array<number>>, y: Array<Array<number>>): void;
/**
* Returns predicted datas.
* @param {Array<Array<number>>} x Sample data
* @returns {Array<Array<number>>} Predicted values
*/
predict(x: Array<Array<number>>): Array<Array<number>>;
}
import Matrix from '../util/matrix.js';