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<div class="title">lars.hpp</div> </div>
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<a href="lars_8hpp.html">Go to the documentation of this file.</a><div class="fragment"><div class="line"><a name="l00001"></a><span class="lineno"> 1</span> </div><div class="line"><a name="l00024"></a><span class="lineno"> 24</span> <span class="preprocessor">#ifndef MLPACK_METHODS_LARS_LARS_HPP</span></div><div class="line"><a name="l00025"></a><span class="lineno"> 25</span> <span class="preprocessor">#define MLPACK_METHODS_LARS_LARS_HPP</span></div><div class="line"><a name="l00026"></a><span class="lineno"> 26</span> </div><div class="line"><a name="l00027"></a><span class="lineno"> 27</span> <span class="preprocessor">#include <<a class="code" href="prereqs_8hpp.html">mlpack/prereqs.hpp</a>></span></div><div class="line"><a name="l00028"></a><span class="lineno"> 28</span> </div><div class="line"><a name="l00029"></a><span class="lineno"> 29</span> <span class="keyword">namespace </span><a class="code" href="namespacemlpack.html">mlpack</a> {</div><div class="line"><a name="l00030"></a><span class="lineno"><a class="line" href="namespacemlpack_1_1regression.html"> 30</a></span> <span class="keyword">namespace </span>regression {</div><div class="line"><a name="l00031"></a><span class="lineno"> 31</span> </div><div class="line"><a name="l00032"></a><span class="lineno"> 32</span> <span class="comment">// beta is the estimator</span></div><div class="line"><a name="l00033"></a><span class="lineno"> 33</span> <span class="comment">// yHat is the prediction from the current estimator</span></div><div class="line"><a name="l00034"></a><span class="lineno"> 34</span> </div><div class="line"><a name="l00089"></a><span class="lineno"><a class="line" href="classmlpack_1_1regression_1_1LARS.html"> 89</a></span> <span class="keyword">class </span><a class="code" href="classmlpack_1_1regression_1_1LARS.html">LARS</a></div><div class="line"><a name="l00090"></a><span class="lineno"> 90</span> {</div><div class="line"><a name="l00091"></a><span class="lineno"> 91</span>  <span class="keyword">public</span>:</div><div class="line"><a name="l00102"></a><span class="lineno"> 102</span>  <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a7bbe6b8cf539bf449052776278963fc0">LARS</a>(<span class="keyword">const</span> <span class="keywordtype">bool</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#aa1263eedd1f8a947110abb6139692edf">useCholesky</a> = <span class="keyword">false</span>,</div><div class="line"><a name="l00103"></a><span class="lineno"> 103</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a52454759cec1963bd8197470cee5c27d">lambda1</a> = 0.0,</div><div class="line"><a name="l00104"></a><span class="lineno"> 104</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a007065083ec3d5b9e48815ad67c04922">lambda2</a> = 0.0,</div><div class="line"><a name="l00105"></a><span class="lineno"> 105</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a6173af38f90e3aa8cd64a6afe0619681">tolerance</a> = 1e-16);</div><div class="line"><a name="l00106"></a><span class="lineno"> 106</span> </div><div class="line"><a name="l00119"></a><span class="lineno"> 119</span>  <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a7bbe6b8cf539bf449052776278963fc0">LARS</a>(<span class="keyword">const</span> <span class="keywordtype">bool</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#aa1263eedd1f8a947110abb6139692edf">useCholesky</a>,</div><div class="line"><a name="l00120"></a><span class="lineno"> 120</span>  <span class="keyword">const</span> arma::mat& gramMatrix,</div><div class="line"><a name="l00121"></a><span class="lineno"> 121</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a52454759cec1963bd8197470cee5c27d">lambda1</a> = 0.0,</div><div class="line"><a name="l00122"></a><span class="lineno"> 122</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a007065083ec3d5b9e48815ad67c04922">lambda2</a> = 0.0,</div><div class="line"><a name="l00123"></a><span class="lineno"> 123</span>  <span class="keyword">const</span> <span class="keywordtype">double</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a6173af38f90e3aa8cd64a6afe0619681">tolerance</a> = 1e-16);</div><div class="line"><a name="l00124"></a><span class="lineno"> 124</span> </div><div class="line"><a name="l00139"></a><span class="lineno"> 139</span>  <span class="keywordtype">void</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a660d69532b1877a266f72805e8d2a42b">Train</a>(<span class="keyword">const</span> arma::mat& data,</div><div class="line"><a name="l00140"></a><span class="lineno"> 140</span>  <span class="keyword">const</span> arma::vec& responses,</div><div class="line"><a name="l00141"></a><span class="lineno"> 141</span>  arma::vec& beta,</div><div class="line"><a name="l00142"></a><span class="lineno"> 142</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> transposeData = <span class="keyword">true</span>);</div><div class="line"><a name="l00143"></a><span class="lineno"> 143</span> </div><div class="line"><a name="l00153"></a><span class="lineno"> 153</span>  <span class="keywordtype">void</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#ac817486e5524240cd13d8e4a7752242a">Predict</a>(<span class="keyword">const</span> arma::mat& points,</div><div class="line"><a name="l00154"></a><span class="lineno"> 154</span>  arma::vec& predictions,</div><div class="line"><a name="l00155"></a><span class="lineno"> 155</span>  <span class="keyword">const</span> <span class="keywordtype">bool</span> rowMajor = <span class="keyword">false</span>) <span class="keyword">const</span>;</div><div class="line"><a name="l00156"></a><span class="lineno"> 156</span> </div><div class="line"><a name="l00158"></a><span class="lineno"><a class="line" href="classmlpack_1_1regression_1_1LARS.html#a3335da218d0776b6c2f9e9c61615ef43"> 158</a></span>  <span class="keyword">const</span> std::vector<size_t>& <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a3335da218d0776b6c2f9e9c61615ef43">ActiveSet</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a89b9907865950046de9487f0b4382e6f">activeSet</a>; }</div><div class="line"><a name="l00159"></a><span class="lineno"> 159</span> </div><div class="line"><a name="l00162"></a><span class="lineno"><a class="line" href="classmlpack_1_1regression_1_1LARS.html#a6028a84e0e32decf2c2d80c00918a539"> 162</a></span>  <span class="keyword">const</span> std::vector<arma::vec>& <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a6028a84e0e32decf2c2d80c00918a539">BetaPath</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#adf274c035b452a8460618d6553cad72f">betaPath</a>; }</div><div class="line"><a name="l00163"></a><span class="lineno"> 163</span> </div><div class="line"><a name="l00166"></a><span class="lineno"><a class="line" href="classmlpack_1_1regression_1_1LARS.html#a2cca58e005bebb79b6eee3ae1aceb703"> 166</a></span>  <span class="keyword">const</span> std::vector<double>& <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a2cca58e005bebb79b6eee3ae1aceb703">LambdaPath</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#aefcc54780af00b52976c5afc72e8d4c5">lambdaPath</a>; }</div><div class="line"><a name="l00167"></a><span class="lineno"> 167</span> </div><div class="line"><a name="l00169"></a><span class="lineno"><a class="line" href="classmlpack_1_1regression_1_1LARS.html#a5c8f7687c1dbd02e44b76a639b47ae23"> 169</a></span>  <span class="keyword">const</span> arma::mat& <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a5c8f7687c1dbd02e44b76a639b47ae23">MatUtriCholFactor</a>()<span class="keyword"> const </span>{ <span class="keywordflow">return</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a781e4048271f1d755fc2fa82019f3de7">matUtriCholFactor</a>; }</div><div class="line"><a name="l00170"></a><span class="lineno"> 170</span> </div><div class="line"><a name="l00174"></a><span class="lineno"> 174</span>  <span class="keyword">template</span><<span class="keyword">typename</span> Archive></div><div class="line"><a name="l00175"></a><span class="lineno"> 175</span>  <span class="keywordtype">void</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a3808e03f2d6c8102345200c44a31b6af">Serialize</a>(Archive& ar, <span class="keyword">const</span> <span class="keywordtype">unsigned</span> <span class="keywordtype">int</span> <span class="comment">/* version */</span>);</div><div class="line"><a name="l00176"></a><span class="lineno"> 176</span> </div><div class="line"><a name="l00177"></a><span class="lineno"> 177</span>  <span class="keyword">private</span>:</div><div class="line"><a name="l00179"></a><span class="lineno"><a class="line" href="classmlpack_1_1regression_1_1LARS.html#adac1f76f33cdf09d5fa8e6d8f3d178aa"> 179</a></span>  arma::mat <a class="code" href="classmlpack_1_1regression_1_1LARS.html#adac1f76f33cdf09d5fa8e6d8f3d178aa">matGramInternal</a>;</div><div class="line"><a name="l00180"></a><span class="lineno"> 180</span> </div><div class="line"><a name="l00182"></a><span class="lineno"><a class="line" href="classmlpack_1_1regression_1_1LARS.html#a050c73224837905fd46f959a489ab9f5"> 182</a></span>  <span class="keyword">const</span> arma::mat* <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a050c73224837905fd46f959a489ab9f5">matGram</a>;</div><div class="line"><a name="l00183"></a><span class="lineno"> 183</span> </div><div class="line"><a name="l00185"></a><span class="lineno"><a class="line" href="classmlpack_1_1regression_1_1LARS.html#a781e4048271f1d755fc2fa82019f3de7"> 185</a></span>  arma::mat <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a781e4048271f1d755fc2fa82019f3de7">matUtriCholFactor</a>;</div><div class="line"><a name="l00186"></a><span class="lineno"> 186</span> </div><div class="line"><a name="l00188"></a><span class="lineno"><a class="line" href="classmlpack_1_1regression_1_1LARS.html#aa1263eedd1f8a947110abb6139692edf"> 188</a></span>  <span class="keywordtype">bool</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#aa1263eedd1f8a947110abb6139692edf">useCholesky</a>;</div><div class="line"><a name="l00189"></a><span class="lineno"> 189</span> </div><div class="line"><a name="l00191"></a><span class="lineno"><a class="line" href="classmlpack_1_1regression_1_1LARS.html#ae7545355b38002cb5f56a0d0b93fe3bf"> 191</a></span>  <span class="keywordtype">bool</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#ae7545355b38002cb5f56a0d0b93fe3bf">lasso</a>;</div><div class="line"><a name="l00193"></a><span class="lineno"><a class="line" href="classmlpack_1_1regression_1_1LARS.html#a52454759cec1963bd8197470cee5c27d"> 193</a></span>  <span class="keywordtype">double</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a52454759cec1963bd8197470cee5c27d">lambda1</a>;</div><div class="line"><a name="l00194"></a><span class="lineno"> 194</span> </div><div class="line"><a name="l00196"></a><span class="lineno"><a class="line" href="classmlpack_1_1regression_1_1LARS.html#a0d7b186958893d8c80daa0e807def589"> 196</a></span>  <span class="keywordtype">bool</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a0d7b186958893d8c80daa0e807def589">elasticNet</a>;</div><div class="line"><a name="l00198"></a><span class="lineno"><a class="line" href="classmlpack_1_1regression_1_1LARS.html#a007065083ec3d5b9e48815ad67c04922"> 198</a></span>  <span class="keywordtype">double</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a007065083ec3d5b9e48815ad67c04922">lambda2</a>;</div><div class="line"><a name="l00199"></a><span class="lineno"> 199</span> </div><div class="line"><a name="l00201"></a><span class="lineno"><a class="line" href="classmlpack_1_1regression_1_1LARS.html#a6173af38f90e3aa8cd64a6afe0619681"> 201</a></span>  <span class="keywordtype">double</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a6173af38f90e3aa8cd64a6afe0619681">tolerance</a>;</div><div class="line"><a name="l00202"></a><span class="lineno"> 202</span> </div><div class="line"><a name="l00204"></a><span class="lineno"><a class="line" href="classmlpack_1_1regression_1_1LARS.html#adf274c035b452a8460618d6553cad72f"> 204</a></span>  std::vector<arma::vec> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#adf274c035b452a8460618d6553cad72f">betaPath</a>;</div><div class="line"><a name="l00205"></a><span class="lineno"> 205</span> </div><div class="line"><a name="l00207"></a><span class="lineno"><a class="line" href="classmlpack_1_1regression_1_1LARS.html#aefcc54780af00b52976c5afc72e8d4c5"> 207</a></span>  std::vector<double> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#aefcc54780af00b52976c5afc72e8d4c5">lambdaPath</a>;</div><div class="line"><a name="l00208"></a><span class="lineno"> 208</span> </div><div class="line"><a name="l00210"></a><span class="lineno"><a class="line" href="classmlpack_1_1regression_1_1LARS.html#a89b9907865950046de9487f0b4382e6f"> 210</a></span>  std::vector<size_t> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a89b9907865950046de9487f0b4382e6f">activeSet</a>;</div><div class="line"><a name="l00211"></a><span class="lineno"> 211</span> </div><div class="line"><a name="l00213"></a><span class="lineno"><a class="line" href="classmlpack_1_1regression_1_1LARS.html#a834dd8243424b50caa6cda01be429ac2"> 213</a></span>  std::vector<bool> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a834dd8243424b50caa6cda01be429ac2">isActive</a>;</div><div class="line"><a name="l00214"></a><span class="lineno"> 214</span> </div><div class="line"><a name="l00215"></a><span class="lineno"> 215</span>  <span class="comment">// Set of variables that are ignored (if any).</span></div><div class="line"><a name="l00216"></a><span class="lineno"> 216</span> </div><div class="line"><a name="l00218"></a><span class="lineno"><a class="line" href="classmlpack_1_1regression_1_1LARS.html#a432e9a138721e36f78a6cc99277dfa02"> 218</a></span>  std::vector<size_t> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a432e9a138721e36f78a6cc99277dfa02">ignoreSet</a>;</div><div class="line"><a name="l00219"></a><span class="lineno"> 219</span> </div><div class="line"><a name="l00221"></a><span class="lineno"><a class="line" href="classmlpack_1_1regression_1_1LARS.html#ac77ad1cd3a85bd5412350a467ec10f33"> 221</a></span>  std::vector<bool> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#ac77ad1cd3a85bd5412350a467ec10f33">isIgnored</a>;</div><div class="line"><a name="l00222"></a><span class="lineno"> 222</span> </div><div class="line"><a name="l00228"></a><span class="lineno"> 228</span>  <span class="keywordtype">void</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#ae8a7cc3b78a39bebfb9903851f628b59">Deactivate</a>(<span class="keyword">const</span> <span class="keywordtype">size_t</span> activeVarInd);</div><div class="line"><a name="l00229"></a><span class="lineno"> 229</span> </div><div class="line"><a name="l00235"></a><span class="lineno"> 235</span>  <span class="keywordtype">void</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a504b043dbd8ddad13ed8d5cccd095b03">Activate</a>(<span class="keyword">const</span> <span class="keywordtype">size_t</span> varInd);</div><div class="line"><a name="l00236"></a><span class="lineno"> 236</span> </div><div class="line"><a name="l00242"></a><span class="lineno"> 242</span>  <span class="keywordtype">void</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a6ef1c6332d5bbe45664957da49b1bee8">Ignore</a>(<span class="keyword">const</span> <span class="keywordtype">size_t</span> varInd);</div><div class="line"><a name="l00243"></a><span class="lineno"> 243</span> </div><div class="line"><a name="l00244"></a><span class="lineno"> 244</span>  <span class="comment">// compute "equiangular" direction in output space</span></div><div class="line"><a name="l00245"></a><span class="lineno"> 245</span>  <span class="keywordtype">void</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a0edfa0c2371e56bd05eb3313b0eab9c0">ComputeYHatDirection</a>(<span class="keyword">const</span> arma::mat& matX,</div><div class="line"><a name="l00246"></a><span class="lineno"> 246</span>  <span class="keyword">const</span> arma::vec& betaDirection,</div><div class="line"><a name="l00247"></a><span class="lineno"> 247</span>  arma::vec& yHatDirection);</div><div class="line"><a name="l00248"></a><span class="lineno"> 248</span> </div><div class="line"><a name="l00249"></a><span class="lineno"> 249</span>  <span class="comment">// interpolate to compute last solution vector</span></div><div class="line"><a name="l00250"></a><span class="lineno"> 250</span>  <span class="keywordtype">void</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a087d74551fe138fa3007166249b29912">InterpolateBeta</a>();</div><div class="line"><a name="l00251"></a><span class="lineno"> 251</span> </div><div class="line"><a name="l00252"></a><span class="lineno"> 252</span>  <span class="keywordtype">void</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a8683c355eab8ce88d385ad2de97a039d">CholeskyInsert</a>(<span class="keyword">const</span> arma::vec& newX, <span class="keyword">const</span> arma::mat& X);</div><div class="line"><a name="l00253"></a><span class="lineno"> 253</span> </div><div class="line"><a name="l00254"></a><span class="lineno"> 254</span>  <span class="keywordtype">void</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a8683c355eab8ce88d385ad2de97a039d">CholeskyInsert</a>(<span class="keywordtype">double</span> sqNormNewX, <span class="keyword">const</span> arma::vec& newGramCol);</div><div class="line"><a name="l00255"></a><span class="lineno"> 255</span> </div><div class="line"><a name="l00256"></a><span class="lineno"> 256</span>  <span class="keywordtype">void</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a8e661e364db8957375c2f0d6f6b436cb">GivensRotate</a>(<span class="keyword">const</span> arma::vec::fixed<2>& x,</div><div class="line"><a name="l00257"></a><span class="lineno"> 257</span>  arma::vec::fixed<2>& rotatedX,</div><div class="line"><a name="l00258"></a><span class="lineno"> 258</span>  arma::mat& G);</div><div class="line"><a name="l00259"></a><span class="lineno"> 259</span> </div><div class="line"><a name="l00260"></a><span class="lineno"> 260</span>  <span class="keywordtype">void</span> <a class="code" href="classmlpack_1_1regression_1_1LARS.html#a36d8876d8658bcce0472e282a45b037b">CholeskyDelete</a>(<span class="keyword">const</span> <span class="keywordtype">size_t</span> colToKill);</div><div class="line"><a name="l00261"></a><span class="lineno"> 261</span> };</div><div class="line"><a name="l00262"></a><span class="lineno"> 262</span> </div><div class="line"><a name="l00263"></a><span class="lineno"> 263</span> } <span class="comment">// namespace regression</span></div><div class="line"><a name="l00264"></a><span class="lineno"> 264</span> } <span class="comment">// namespace mlpack</span></div><div class="line"><a name="l00265"></a><span class="lineno"> 265</span> </div><div class="line"><a name="l00266"></a><span class="lineno"> 266</span> <span class="comment">// Include implementation of Serialize().</span></div><div class="line"><a name="l00267"></a><span class="lineno"> 267</span> <span class="preprocessor">#include "lars_impl.hpp"</span></div><div class="line"><a name="l00268"></a><span class="lineno"> 268</span> </div><div class="line"><a name="l00269"></a><span class="lineno"> 269</span> <span class="preprocessor">#endif</span></div><div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a0edfa0c2371e56bd05eb3313b0eab9c0"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a0edfa0c2371e56bd05eb3313b0eab9c0">mlpack::regression::LARS::ComputeYHatDirection</a></div><div class="ttdeci">void ComputeYHatDirection(const arma::mat &matX, const arma::vec &betaDirection, arma::vec &yHatDirection)</div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a5c8f7687c1dbd02e44b76a639b47ae23"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a5c8f7687c1dbd02e44b76a639b47ae23">mlpack::regression::LARS::MatUtriCholFactor</a></div><div class="ttdeci">const arma::mat & MatUtriCholFactor() const </div><div class="ttdoc">Access the upper triangular cholesky factor. </div><div class="ttdef"><b>Definition:</b> <a href="lars_8hpp_source.html#l00169">lars.hpp:169</a></div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_ac77ad1cd3a85bd5412350a467ec10f33"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#ac77ad1cd3a85bd5412350a467ec10f33">mlpack::regression::LARS::isIgnored</a></div><div class="ttdeci">std::vector< bool > isIgnored</div><div class="ttdoc">Membership indicator for set of ignored variables. </div><div class="ttdef"><b>Definition:</b> <a href="lars_8hpp_source.html#l00221">lars.hpp:221</a></div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a834dd8243424b50caa6cda01be429ac2"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a834dd8243424b50caa6cda01be429ac2">mlpack::regression::LARS::isActive</a></div><div class="ttdeci">std::vector< bool > isActive</div><div class="ttdoc">Active set membership indicator (for each dimension). </div><div class="ttdef"><b>Definition:</b> <a href="lars_8hpp_source.html#l00213">lars.hpp:213</a></div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a6173af38f90e3aa8cd64a6afe0619681"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a6173af38f90e3aa8cd64a6afe0619681">mlpack::regression::LARS::tolerance</a></div><div class="ttdeci">double tolerance</div><div class="ttdoc">Tolerance for main loop. </div><div class="ttdef"><b>Definition:</b> <a href="lars_8hpp_source.html#l00201">lars.hpp:201</a></div></div>
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<div class="ttc" id="namespacemlpack_html"><div class="ttname"><a href="namespacemlpack.html">mlpack</a></div><div class="ttdoc">Linear algebra utility functions, generally performed on matrices or vectors. </div><div class="ttdef"><b>Definition:</b> <a href="binarize_8hpp_source.html#l00018">binarize.hpp:18</a></div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_aefcc54780af00b52976c5afc72e8d4c5"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#aefcc54780af00b52976c5afc72e8d4c5">mlpack::regression::LARS::lambdaPath</a></div><div class="ttdeci">std::vector< double > lambdaPath</div><div class="ttdoc">Value of lambda_1 for each solution in solution path. </div><div class="ttdef"><b>Definition:</b> <a href="lars_8hpp_source.html#l00207">lars.hpp:207</a></div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_ae7545355b38002cb5f56a0d0b93fe3bf"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#ae7545355b38002cb5f56a0d0b93fe3bf">mlpack::regression::LARS::lasso</a></div><div class="ttdeci">bool lasso</div><div class="ttdoc">True if this is the LASSO problem. </div><div class="ttdef"><b>Definition:</b> <a href="lars_8hpp_source.html#l00191">lars.hpp:191</a></div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a087d74551fe138fa3007166249b29912"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a087d74551fe138fa3007166249b29912">mlpack::regression::LARS::InterpolateBeta</a></div><div class="ttdeci">void InterpolateBeta()</div></div>
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<div class="ttc" id="prereqs_8hpp_html"><div class="ttname"><a href="prereqs_8hpp.html">prereqs.hpp</a></div><div class="ttdoc">The core includes that mlpack expects; standard C++ includes and Armadillo. </div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a89b9907865950046de9487f0b4382e6f"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a89b9907865950046de9487f0b4382e6f">mlpack::regression::LARS::activeSet</a></div><div class="ttdeci">std::vector< size_t > activeSet</div><div class="ttdoc">Active set of dimensions. </div><div class="ttdef"><b>Definition:</b> <a href="lars_8hpp_source.html#l00210">lars.hpp:210</a></div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a3335da218d0776b6c2f9e9c61615ef43"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a3335da218d0776b6c2f9e9c61615ef43">mlpack::regression::LARS::ActiveSet</a></div><div class="ttdeci">const std::vector< size_t > & ActiveSet() const </div><div class="ttdoc">Access the set of active dimensions. </div><div class="ttdef"><b>Definition:</b> <a href="lars_8hpp_source.html#l00158">lars.hpp:158</a></div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_ac817486e5524240cd13d8e4a7752242a"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#ac817486e5524240cd13d8e4a7752242a">mlpack::regression::LARS::Predict</a></div><div class="ttdeci">void Predict(const arma::mat &points, arma::vec &predictions, const bool rowMajor=false) const </div><div class="ttdoc">Predict y_i for each data point in the given data matrix, using the currently-trained LARS model (so ...</div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a781e4048271f1d755fc2fa82019f3de7"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a781e4048271f1d755fc2fa82019f3de7">mlpack::regression::LARS::matUtriCholFactor</a></div><div class="ttdeci">arma::mat matUtriCholFactor</div><div class="ttdoc">Upper triangular cholesky factor; initially 0x0 matrix. </div><div class="ttdef"><b>Definition:</b> <a href="lars_8hpp_source.html#l00185">lars.hpp:185</a></div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a52454759cec1963bd8197470cee5c27d"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a52454759cec1963bd8197470cee5c27d">mlpack::regression::LARS::lambda1</a></div><div class="ttdeci">double lambda1</div><div class="ttdoc">Regularization parameter for l1 penalty. </div><div class="ttdef"><b>Definition:</b> <a href="lars_8hpp_source.html#l00193">lars.hpp:193</a></div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a6ef1c6332d5bbe45664957da49b1bee8"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a6ef1c6332d5bbe45664957da49b1bee8">mlpack::regression::LARS::Ignore</a></div><div class="ttdeci">void Ignore(const size_t varInd)</div><div class="ttdoc">Add dimension varInd to ignores set (never removed). </div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_adf274c035b452a8460618d6553cad72f"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#adf274c035b452a8460618d6553cad72f">mlpack::regression::LARS::betaPath</a></div><div class="ttdeci">std::vector< arma::vec > betaPath</div><div class="ttdoc">Solution path. </div><div class="ttdef"><b>Definition:</b> <a href="lars_8hpp_source.html#l00204">lars.hpp:204</a></div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a432e9a138721e36f78a6cc99277dfa02"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a432e9a138721e36f78a6cc99277dfa02">mlpack::regression::LARS::ignoreSet</a></div><div class="ttdeci">std::vector< size_t > ignoreSet</div><div class="ttdoc">Set of ignored variables (for dimensions in span{active set dimensions}). </div><div class="ttdef"><b>Definition:</b> <a href="lars_8hpp_source.html#l00218">lars.hpp:218</a></div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a7bbe6b8cf539bf449052776278963fc0"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a7bbe6b8cf539bf449052776278963fc0">mlpack::regression::LARS::LARS</a></div><div class="ttdeci">LARS(const bool useCholesky=false, const double lambda1=0.0, const double lambda2=0.0, const double tolerance=1e-16)</div><div class="ttdoc">Set the parameters to LARS. </div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a0d7b186958893d8c80daa0e807def589"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a0d7b186958893d8c80daa0e807def589">mlpack::regression::LARS::elasticNet</a></div><div class="ttdeci">bool elasticNet</div><div class="ttdoc">True if this is the elastic net problem. </div><div class="ttdef"><b>Definition:</b> <a href="lars_8hpp_source.html#l00196">lars.hpp:196</a></div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html">mlpack::regression::LARS</a></div><div class="ttdoc">An implementation of LARS, a stage-wise homotopy-based algorithm for l1-regularized linear regression...</div><div class="ttdef"><b>Definition:</b> <a href="lars_8hpp_source.html#l00089">lars.hpp:89</a></div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_aa1263eedd1f8a947110abb6139692edf"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#aa1263eedd1f8a947110abb6139692edf">mlpack::regression::LARS::useCholesky</a></div><div class="ttdeci">bool useCholesky</div><div class="ttdoc">Whether or not to use Cholesky decomposition when solving linear system. </div><div class="ttdef"><b>Definition:</b> <a href="lars_8hpp_source.html#l00188">lars.hpp:188</a></div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a8683c355eab8ce88d385ad2de97a039d"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a8683c355eab8ce88d385ad2de97a039d">mlpack::regression::LARS::CholeskyInsert</a></div><div class="ttdeci">void CholeskyInsert(const arma::vec &newX, const arma::mat &X)</div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a36d8876d8658bcce0472e282a45b037b"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a36d8876d8658bcce0472e282a45b037b">mlpack::regression::LARS::CholeskyDelete</a></div><div class="ttdeci">void CholeskyDelete(const size_t colToKill)</div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a007065083ec3d5b9e48815ad67c04922"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a007065083ec3d5b9e48815ad67c04922">mlpack::regression::LARS::lambda2</a></div><div class="ttdeci">double lambda2</div><div class="ttdoc">Regularization parameter for l2 penalty. </div><div class="ttdef"><b>Definition:</b> <a href="lars_8hpp_source.html#l00198">lars.hpp:198</a></div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a504b043dbd8ddad13ed8d5cccd095b03"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a504b043dbd8ddad13ed8d5cccd095b03">mlpack::regression::LARS::Activate</a></div><div class="ttdeci">void Activate(const size_t varInd)</div><div class="ttdoc">Add dimension varInd to active set. </div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a2cca58e005bebb79b6eee3ae1aceb703"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a2cca58e005bebb79b6eee3ae1aceb703">mlpack::regression::LARS::LambdaPath</a></div><div class="ttdeci">const std::vector< double > & LambdaPath() const </div><div class="ttdoc">Access the set of values for lambda1 after each iteration; the solution is the last element...</div><div class="ttdef"><b>Definition:</b> <a href="lars_8hpp_source.html#l00166">lars.hpp:166</a></div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_ae8a7cc3b78a39bebfb9903851f628b59"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#ae8a7cc3b78a39bebfb9903851f628b59">mlpack::regression::LARS::Deactivate</a></div><div class="ttdeci">void Deactivate(const size_t activeVarInd)</div><div class="ttdoc">Remove activeVarInd&#39;th element from active set. </div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_adac1f76f33cdf09d5fa8e6d8f3d178aa"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#adac1f76f33cdf09d5fa8e6d8f3d178aa">mlpack::regression::LARS::matGramInternal</a></div><div class="ttdeci">arma::mat matGramInternal</div><div class="ttdoc">Gram matrix. </div><div class="ttdef"><b>Definition:</b> <a href="lars_8hpp_source.html#l00179">lars.hpp:179</a></div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a6028a84e0e32decf2c2d80c00918a539"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a6028a84e0e32decf2c2d80c00918a539">mlpack::regression::LARS::BetaPath</a></div><div class="ttdeci">const std::vector< arma::vec > & BetaPath() const </div><div class="ttdoc">Access the set of coefficients after each iteration; the solution is the last element. </div><div class="ttdef"><b>Definition:</b> <a href="lars_8hpp_source.html#l00162">lars.hpp:162</a></div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a8e661e364db8957375c2f0d6f6b436cb"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a8e661e364db8957375c2f0d6f6b436cb">mlpack::regression::LARS::GivensRotate</a></div><div class="ttdeci">void GivensRotate(const arma::vec::fixed< 2 > &x, arma::vec::fixed< 2 > &rotatedX, arma::mat &G)</div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a3808e03f2d6c8102345200c44a31b6af"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a3808e03f2d6c8102345200c44a31b6af">mlpack::regression::LARS::Serialize</a></div><div class="ttdeci">void Serialize(Archive &ar, const unsigned int)</div><div class="ttdoc">Serialize the LARS model. </div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a660d69532b1877a266f72805e8d2a42b"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a660d69532b1877a266f72805e8d2a42b">mlpack::regression::LARS::Train</a></div><div class="ttdeci">void Train(const arma::mat &data, const arma::vec &responses, arma::vec &beta, const bool transposeData=true)</div><div class="ttdoc">Run LARS. </div></div>
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<div class="ttc" id="classmlpack_1_1regression_1_1LARS_html_a050c73224837905fd46f959a489ab9f5"><div class="ttname"><a href="classmlpack_1_1regression_1_1LARS.html#a050c73224837905fd46f959a489ab9f5">mlpack::regression::LARS::matGram</a></div><div class="ttdeci">const arma::mat * matGram</div><div class="ttdoc">Pointer to the Gram matrix we will use. </div><div class="ttdef"><b>Definition:</b> <a href="lars_8hpp_source.html#l00182">lars.hpp:182</a></div></div>
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