qminer
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A C++ based data analytics platform for processing large-scale real-time streams containing structured and unstructured data
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<a href="index.html" class="jsdoc-navbar-package-name">QMiner JavaScript API v9.4.0</a>
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<h1><small><a href="module-analytics.html">analytics</a>.<wbr></small><span class="symbol-name">RidgeReg</span></h1>
<p class="source-link">Source: <a href="analyticsdoc.js.html#source-line-431">analyticsdoc.<wbr>js:431</a></p>
<div class="symbol-classdesc">
<p>Ridge regression minimizes the value <code>||A' x - b||^2 + ||gamma x||^2</code>.
Uses <a href="http://en.wikipedia.org/wiki/Tikhonov_regularization">Tikhonov regularization</a>.</p>
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<dl class="dl-compact">
</dl>
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<section id="summary">
<div class="summary-callout">
<h2 class="summary-callout-heading">Property</h2>
<div class="summary-content">
<div class="summary-column">
<dl class="dl-summary-callout">
<dt><a href="module-analytics.RidgeReg.html#weights">weights</a></dt>
<dd>
</dd>
</dl>
</div>
<div class="summary-column">
</div>
<div class="summary-column">
</div>
</div>
</div>
<div class="summary-callout">
<h2 class="summary-callout-heading">Methods</h2>
<div class="summary-content">
<div class="summary-column">
<dl class="dl-summary-callout">
<dt><a href="module-analytics.RidgeReg.html#decisionFunction">decisionFunction(x)</a></dt>
<dd>
</dd>
<dt><a href="module-analytics.RidgeReg.html#fit">fit(X, y)</a></dt>
<dd>
</dd>
<dt><a href="module-analytics.RidgeReg.html#getModel">getModel()</a></dt>
<dd>
</dd>
</dl>
</div>
<div class="summary-column">
<dl class="dl-summary-callout">
<dt><a href="module-analytics.RidgeReg.html#getParams">getParams()</a></dt>
<dd>
</dd>
<dt><a href="module-analytics.RidgeReg.html#predict">predict(x)</a></dt>
<dd>
</dd>
<dt><a href="module-analytics.RidgeReg.html#save">save(fout)</a></dt>
<dd>
</dd>
</dl>
</div>
<div class="summary-column">
<dl class="dl-summary-callout">
<dt><a href="module-analytics.RidgeReg.html#setParams">setParams(gamma)</a></dt>
<dd>
</dd>
</dl>
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</section>
<section>
<h2 id="RidgeReg">new <span class="symbol-name">RidgeReg</span><span class="signature"><span class="signature-params">([arg])</span></span></h2>
<p>Ridge Regression</p>
<section>
<h3>
Example
</h3>
<div>
<pre class="prettyprint"><code>// import modules
analytics = require('qminer').analytics;
la = require('qminer').la;
// create a new model with gamma equal to 1.0
var regmod = new analytics.RidgeReg({ gamma: 1.0 });
// generate a random feature matrix
var A = la.randn(10, 100);
// generate a random model
var w = la.randn(10);
// generate noise
var n = la.randn(100).multiply(0.01);
// generate responses (model'*data + noise)
var b = A.transpose().multiply(w).plus(n);
// fit model
regmod.fit(A, b);
// compare the true with the trained model
// true model
w.print();
// trained model;
regmod.weights.print();
// cosine between the true and the estimated model should be close to 1 if the fit succeeded
var cos = regmod.weights.cosine(w);</code></pre>
</div>
</section>
<section>
<h3>Parameter</h3>
<table class="jsdoc-details-table">
<thead>
<tr>
<th>Name</th>
<th>Type</th>
<th>Optional</th>
<th>Description</th>
</tr>
</thead>
<tbody>
<tr>
<td>
<p>arg</p>
</td>
<td>
<p>(<a href="module-analytics.html#~ridgeRegParam">module:analytics~ridgeRegParam</a> or <a href="module-fs.FIn.html">module:fs.FIn</a>)</p>
</td>
<td>
<p>Yes</p>
</td>
<td>
<p>Construction arguments. There are two ways of constructing:
<br>1. Using the <a href="module-analytics.html#~ridgeRegParam">module:analytics~ridgeRegParam</a> object,
<br>2. using the file input stream <a href="module-fs.FIn.html">module:fs.FIn</a>.
</p>
</td>
</tr>
</tbody>
</table>
</section>
<dl class="dl-compact">
</dl>
</section>
<section>
<h2>Property</h2>
<section>
<h3 id="weights"><span class="symbol-name">weights</span></h3>
<p>Vector of coefficients for linear regression. Type <a href="module-la.Vector.html">module:la.Vector</a>.</p>
<section>
<h4>
Example
</h4>
<div>
<pre class="prettyprint"><code>// import modules
var analytics = require('qminer').analytics;
var la = require('qminer').la;
// create a new Ridge Regression object
var regmod = new analytics.RidgeReg();
// create the test matrix and vector
var X = new la.Matrix([[1, 2], [1, -1]]);
var y = new la.Vector([3, 3]);
// fit the model with X and y
regmod.fit(X, y);
// get the weights
var weights = regmod.weights;</code></pre>
</div>
</section>
<dl class="dl-compact">
</dl>
</section>
<h2>Methods</h2>
<section>
<h3 id="decisionFunction"><span class="symbol-name">decisionFunction</span><span class="signature"><span class="signature-params">(x)</span> → <span class="signature-returns"> number</span></span></h3>
<p>Returns the expected response for the provided feature vector.</p>
<section>
<h4>
Example
</h4>
<div>
<pre class="prettyprint"><code>// import modules
var analytics = require('qminer').analytics;
var la = require('qminer').la;
// create a new Ridge Regression object
var regmod = new analytics.RidgeReg();
// create the test matrix and vector
var X = new la.Matrix([[1, 2], [1, -1]]);
var y = new la.Vector([3, 3]);
// fit the model with X and y
regmod.fit(X, y);
// create a new vector for the prediction
var vec = new la.Vector([3, 4]);
// create the prediction
// returns the value 10
var prediction = regmod.decisionFunction(vec);</code></pre>
</div>
</section>
<section>
<h4>Parameter</h4>
<table class="jsdoc-details-table">
<thead>
<tr>
<th>Name</th>
<th>Type</th>
<th>Optional</th>
<th>Description</th>
</tr>
</thead>
<tbody>
<tr>
<td>
<p>x</p>
</td>
<td>
<p><a href="module-la.Vector.html">module:la.Vector</a></p>
</td>
<td>
<p> </p>
</td>
<td>
<p>Feature vector.</p>
</td>
</tr>
</tbody>
</table>
</section>
<dl class="dl-compact">
<dt>Returns</dt>
<dd>
<p><code>number</code>B Predicted response.</p>
</dd>
</dl>
<h3 id="fit"><span class="symbol-name">fit</span><span class="signature"><span class="signature-params">(X, y)</span> → <span class="signature-returns"> <a href="module-analytics.RidgeReg.html">module:analytics.RidgeReg</a></span></span></h3>
<p>Fits a column matrix of feature vectors <code>X</code> onto the response variable <code>y</code>.</p>
<section>
<h4>
Example
</h4>
<div>
<pre class="prettyprint"><code>// import modules
var analytics = require('qminer').analytics;
var la = require('qminer').la;
// create a new Ridge Regression object
var regmod = new analytics.RidgeReg();
// create the test matrix and vector
var X = new la.Matrix([[1, 2], [1, -1]]);
var y = new la.Vector([3, 3]);
// fit the model with X and y
// the weights of the model are 2, 1
regmod.fit(X, y);</code></pre>
</div>
</section>
<section>
<h4>Parameters</h4>
<table class="jsdoc-details-table">
<thead>
<tr>
<th>Name</th>
<th>Type</th>
<th>Optional</th>
<th>Description</th>
</tr>
</thead>
<tbody>
<tr>
<td>
<p>X</p>
</td>
<td>
<p><a href="module-la.Matrix.html">module:la.Matrix</a></p>
</td>
<td>
<p> </p>
</td>
<td>
<p>Column matrix which stores the feature vectors.</p>
</td>
</tr>
<tr>
<td>
<p>y</p>
</td>
<td>
<p><a href="module-la.Vector.html">module:la.Vector</a></p>
</td>
<td>
<p> </p>
</td>
<td>
<p>Response variable.</p>
</td>
</tr>
</tbody>
</table>
</section>
<dl class="dl-compact">
<dt>Returns</dt>
<dd>
<p><code><a href="module-analytics.RidgeReg.html">module:analytics.RidgeReg</a></code>B Self. The model is fitted by <code>X</code> and <code>y</code>.</p>
</dd>
</dl>
<h3 id="getModel"><span class="symbol-name">getModel</span><span class="signature"><span class="signature-params">()</span> → <span class="signature-returns"> Object</span></span></h3>
<p>Gets the model.</p>
<section>
<h4>
Example
</h4>
<div>
<pre class="prettyprint"><code>// import analytics module
var analytics = require('qminer').analytics;
// create the Ridge Regression model
var regmod = new analytics.RidgeReg();
// get the model
var model = regmod.getModel();</code></pre>
</div>
</section>
<dl class="dl-compact">
<dt>Returns</dt>
<dd>
<p><code>Object</code>B The <code>ridgeRegModel</code> object containing the property:
<br> 1. <code>ridgeRegModel.weights</code> - The weights of the model. Type <a href="module-la.Vector.html">module:la.Vector</a>.
</p>
</dd>
</dl>
<h3 id="getParams"><span class="symbol-name">getParams</span><span class="signature"><span class="signature-params">()</span> → <span class="signature-returns"> model:analytics~RidgeRegParam</span></span></h3>
<p>Gets the parameters.</p>
<section>
<h4>
Example
</h4>
<div>
<pre class="prettyprint"><code>// import analytics module
var analytics = require('qminer').analytics;
// create a new Ridge Regression object
var regmod = new analytics.RidgeReg({ gamma: 5 });
// get the parameters
// returns a json object { gamma: 5 }
var param = regmod.getParams();</code></pre>
</div>
</section>
<dl class="dl-compact">
<dt>Returns</dt>
<dd>
<p><code>model:analytics~RidgeRegParam</code>B The object containing the parameters.</p>
</dd>
</dl>
<h3 id="predict"><span class="symbol-name">predict</span><span class="signature"><span class="signature-params">(x)</span> → <span class="signature-returns"> number</span></span></h3>
<p>Returns the expected response for the provided feature vector.</p>
<section>
<h4>
Example
</h4>
<div>
<pre class="prettyprint"><code>// import modules
var analytics = require('qminer').analytics;
var la = require('qminer').la;
// create a new Ridge Regression object
var regmod = new analytics.RidgeReg();
// create the test matrix and vector
var X = new la.Matrix([[1, 2], [1, -1]]);
var y = new la.Vector([3, 3]);
// fit the model with X and y
regmod.fit(X, y);
// create a new vector for the prediction
var vec = new la.Vector([3, 4]);
// create the prediction
// returns the value 10
var prediction = regmod.predict(vec);</code></pre>
</div>
</section>
<section>
<h4>Parameter</h4>
<table class="jsdoc-details-table">
<thead>
<tr>
<th>Name</th>
<th>Type</th>
<th>Optional</th>
<th>Description</th>
</tr>
</thead>
<tbody>
<tr>
<td>
<p>x</p>
</td>
<td>
<p><a href="module-la.Vector.html">module:la.Vector</a></p>
</td>
<td>
<p> </p>
</td>
<td>
<p>Feature vector.</p>
</td>
</tr>
</tbody>
</table>
</section>
<dl class="dl-compact">
<dt>Returns</dt>
<dd>
<p><code>number</code>B Predicted response.</p>
</dd>
</dl>
<h3 id="save"><span class="symbol-name">save</span><span class="signature"><span class="signature-params">(fout)</span> → <span class="signature-returns"> <a href="module-fs.FOut.html">module:fs.FOut</a></span></span></h3>
<p>Saves the model into the output stream.</p>
<section>
<h4>
Example
</h4>
<div>
<pre class="prettyprint"><code>// import modules
var analytics = require('qminer').analytics;
var la = require('qminer').la;
var fs = require('qminer').fs;
// create a new Ridge Regression object
var regmod = new analytics.RidgeReg();
// create the test matrix and vector
var X = new la.Matrix([[1, 2], [1, -1]]);
var y = new la.Vector([3, 3]);
// fit the model with X and y
regmod.fit(X, y);
// create an output stream object and save the model
var fout = fs.openWrite('regmod_example.bin');
regmod.save(fout);
fout.close();
// create a new Ridge Regression model by loading the model
var fin = fs.openRead('regmod_example.bin');
var regmod2 = new analytics.RidgeReg(fin);</code></pre>
</div>
</section>
<section>
<h4>Parameter</h4>
<table class="jsdoc-details-table">
<thead>
<tr>
<th>Name</th>
<th>Type</th>
<th>Optional</th>
<th>Description</th>
</tr>
</thead>
<tbody>
<tr>
<td>
<p>fout</p>
</td>
<td>
<p><a href="module-fs.FOut.html">module:fs.FOut</a></p>
</td>
<td>
<p> </p>
</td>
<td>
<p>Output stream.</p>
</td>
</tr>
</tbody>
</table>
</section>
<dl class="dl-compact">
<dt>Returns</dt>
<dd>
<p><code><a href="module-fs.FOut.html">module:fs.FOut</a></code>B The output stream <code>fout</code>.</p>
</dd>
</dl>
<h3 id="setParams"><span class="symbol-name">setParams</span><span class="signature"><span class="signature-params">(gamma)</span> → <span class="signature-returns"> <a href="module-analytics.RidgeReg.html">module:analytics.RidgeReg</a></span></span></h3>
<p>Set the parameters.</p>
<section>
<h4>
Example
</h4>
<div>
<pre class="prettyprint"><code>// import analytics module
var analytics = require('qminer').analytics;
// create a new Ridge Regression object
var regmod = new analytics.RidgeReg({ gamma: 5 });
// set the parameters of the object
var param = regmod.setParams({ gamma: 10 });</code></pre>
</div>
</section>
<section>
<h4>Parameter</h4>
<table class="jsdoc-details-table">
<thead>
<tr>
<th>Name</th>
<th>Type</th>
<th>Optional</th>
<th>Description</th>
</tr>
</thead>
<tbody>
<tr>
<td>
<p>gamma</p>
</td>
<td>
<p>(number or model:analytics~RidgeRegParam)</p>
</td>
<td>
<p> </p>
</td>
<td>
<p>The new parameter for the model, given as a number or as an object.</p>
</td>
</tr>
</tbody>
</table>
</section>
<dl class="dl-compact">
<dt>Returns</dt>
<dd>
<p><code><a href="module-analytics.RidgeReg.html">module:analytics.RidgeReg</a></code>B Self. The parameter is set to <code>gamma</code>.</p>
</dd>
</dl>
</section>
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