WireCell::Ress Namespace Reference

Classes
struct	Params

Typedefs
typedef Eigen::VectorXd	vector_t
typedef Eigen::MatrixXd	matrix_t

Enumerations
enum	Model { unknown =0, lasso, elnet }

Functions
vector_t	solve (matrix_t response, vector_t measured, const Params &params=Params(), vector_t source=Eigen::VectorXd(), vector_t weights=Eigen::VectorXd())
vector_t	predict (matrix_t response, vector_t source)
double	chi2 (vector_t measured, vector_t predicted)
double	mean_residual (vector_t measured, vector_t predicted)
double	chi2_l1 (vector_t measured, vector_t solved, double lambda=1.0)

Typedef Documentation

typedef Eigen::MatrixXd WireCell::Ress::matrix_t

Definition at line 13 of file Ress.h.

typedef Eigen::VectorXd WireCell::Ress::vector_t

Definition at line 12 of file Ress.h.

Enumeration Type Documentation

enum WireCell::Ress::Model

Enumerator
unknown
lasso
elnet

Definition at line 15 of file Ress.h.

                   {
            unknown=0,
            lasso,              // Lasso model
            elnet               // elastic net
        };

Function Documentation

double WireCell::Ress::chi2	(	vector_t	measured,
		vector_t	predicted
	)

Definition at line 57 of file Ress.cxx.

{
    return ( measured- predicted ).squaredNorm();
}

double WireCell::Ress::chi2_l1	(	vector_t	measured,
		vector_t	solved,
		double	lambda = 1.0
	)

Definition at line 47 of file Ress.cxx.

{
    return 2 * lambda * solved.lpNorm<1>() * measured.size();
}

double WireCell::Ress::mean_residual	(	vector_t	measured,
		vector_t	predicted
	)

Definition at line 62 of file Ress.cxx.

{
    return ( measured - predicted ).norm() / measured.size();
}

Ress::vector_t WireCell::Ress::predict	(	matrix_t	response,
		vector_t	source
	)

Definition at line 52 of file Ress.cxx.

{
    return response * source;
}

Ress::vector_t WireCell::Ress::solve	(	Ress::matrix_t	matrix,
		Ress::vector_t	measured,
		const Params &	params = Params(),
		Ress::vector_t	initial = Eigen::VectorXd(),
		Ress::vector_t	weights = Eigen::VectorXd()
	)

Definition at line 7 of file Ress.cxx.

{
    // Provide a uniform interface to RESS solving models.  RESS
    // *almost* already provides this.

    if (params.model == Ress::lasso) {
        WireCell::LassoModel model(params.lambda,
                                   params.max_iter, params.tolerance, params.non_negative);
        if (initial.size()) {
            model.Setbeta(initial);
        }
        if (weights.size()) {
            model.SetLambdaWeight(weights);
        }
        model.SetData(matrix, measured);
        model.Fit();
        return model.Getbeta();
    }

    if (params.model == Ress::elnet) {
        WireCell::ElasticNetModel model(params.lambda, params.alpha,
                                        params.max_iter, params.tolerance, params.non_negative);
        if (initial.size()) {
            model.Setbeta(initial);
        }
        if (weights.size()) {
            model.SetLambdaWeight(weights);
        }
        model.SetData(matrix, measured);
        model.Fit();
        return model.Getbeta();
    }

    return Ress::vector_t();
}