ruby_linear_regression 0.1.4 → 0.1.6

checksums.yaml

@@ -1,7 +1,7 @@
 ---
-SHA1:
-  metadata.gz: 8cba2118afd13d70db9b3507b3cfee6a814b2e02
-  data.tar.gz: ba65dab424b629bb81f04811c1ddf4e24a910a85
+SHA256:
+  metadata.gz: 27d2da5667e20ab5feb1ebdd6e5fb9f4257c74084f0c71a9ef57fd4db6350202
+  data.tar.gz: 75059d3f1dbf63006f5da0099e98eb583cf51cb0a4c9264b81dcd00e28e19e61
 SHA512:
-  metadata.gz: 9a4a4ebd99923983194a69c1cfeae6334ef0e6a7b9c5caa47c3f55ee92bddde8f8c30e735fd8b44bd3c38d4567ce4b6f3e0f1026277ebd1ecaac66b68df45b02
-  data.tar.gz: 02c69eb19ac21ce780767e83c1e239cb11e30aa3ac75837fff3404793e26ae429d28a8633147146f52ec47d83cad3a1a6bc3624ff02fd4116d8133195bbe5031
+  metadata.gz: 26f57a6d1e4450dc27b87479c97634d089382f9a59431bb2344f195d4132522ab06be9ce541810ad3b93913d8aeb448b5d318fa2109b8bbcad6aaa4b9986d596
+  data.tar.gz: 8daa2f8bcd9c7b0ca74016d5494ac18c50eebba6bd3ee6ba5baaa9635aa630e47bb6069972fdc4519a5d2c484c48541ebfa49cdc288a0ba72598bef80f0782f2

data/lib/ruby_linear_regression.rb

@@ -32,12 +32,26 @@ class RubyLinearRegression
   end
 
   # Compute the mean squared cost / error function
-  def compute_cost
+  def compute_cost test_x = nil, test_y = nil
+
+    if not test_x.nil?
+      test_x.each_index do |row|
+        test_x[row].each_index do |i|
+          test_x[row][i] = (test_x[row][i] - @mu[i]) / @sigma[i].to_f
+        end
+      end if @normalize
+      test_x = test_x.map { |r| [1].concat(r) }
+    end
+
+    # per default use training data to compute cost if no data is given
+    cost_x = test_x.nil? ? @x : Matrix.rows( test_x )
+    cost_y = test_y.nil? ? @y : Matrix.rows( test_y.collect { |e| [e] } )
+
     # First use matrix multiplication and vector subtracton to find errors
-    errors = (@x * @theta) - @y
+    errors = (cost_x * @theta) - cost_y
 
     # Then square all errors
-    errors = errors.map { |e| e * e  }
+    errors = errors.map { |e| (e.to_f**2)  }
 
     # Find the mean of the square errors
     mean_square_error = 0.5 * (errors.inject{ |sum, e| sum + e }.to_f / errors.row_size)
@@ -46,10 +60,16 @@ class RubyLinearRegression
   end
 
   # Calculate the optimal theta using the normal equation
-  def train_normal_equation
+  def train_normal_equation l = 0
+
+    @lambda = l
+    lambda_matrix = Matrix.build(@theta.row_size,@theta.row_size) do |c,r|
+        (( c == 0 && r == 0) || c != r) ? 0 : 1;
+      end
+
     # Calculate the optimal theta using the normal equation
     # theta = ( X' * X )^1 * X' * y
-    @theta = (@x.transpose * @x).inverse * @x.transpose * @y
+    @theta = (@x.transpose * @x + @lambda * lambda_matrix ).inverse * @x.transpose * @y
 
     return @theta
   end
@@ -97,7 +117,7 @@ class RubyLinearRegression
   end
 
   private
-    def normalize_data x_data
+    def normalize_data(x_data, mu = nil, sigma = nil)
 
       row_size = x_data.size
       column_count = x_data[0].is_a?( Array) ? x_data[0].size : 1

metadata

@@ -1,15 +1,43 @@
 --- !ruby/object:Gem::Specification
 name: ruby_linear_regression
 version: !ruby/object:Gem::Version
-  version: 0.1.4
+  version: 0.1.6
 platform: ruby
 authors:
 - Soren Blond Daugaard
-autorequire: 
+autorequire:
 bindir: bin
 cert_chain: []
-date: 2017-06-15 00:00:00.000000000 Z
+date: 2024-09-04 00:00:00.000000000 Z
 dependencies:
+- !ruby/object:Gem::Dependency
+  name: csv
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+- !ruby/object:Gem::Dependency
+  name: matrix
+  requirement: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
+  type: :runtime
+  prerelease: false
+  version_requirements: !ruby/object:Gem::Requirement
+    requirements:
+    - - ">="
+      - !ruby/object:Gem::Version
+        version: '0'
 - !ruby/object:Gem::Dependency
   name: minitest
   requirement: !ruby/object:Gem::Requirement
@@ -45,7 +73,7 @@ homepage: https://github.com/daugaard/linear-regression
 licenses:
 - MIT
 metadata: {}
-post_install_message: 
+post_install_message:
 rdoc_options: []
 require_paths:
 - lib
@@ -60,9 +88,8 @@ required_rubygems_version: !ruby/object:Gem::Requirement
     - !ruby/object:Gem::Version
       version: '0'
 requirements: []
-rubyforge_project: 
-rubygems_version: 2.6.12
-signing_key: 
+rubygems_version: 3.5.16
+signing_key:
 specification_version: 4
 summary: Linear regression implemented in Ruby.
 test_files: []