additiveModel.h

/* Author : Subhransu Maji
 *
 * Headers for additive model
 * 
 * Version 1.0
 */

#ifndef _ADDITIVEMODEL_H
#define _ADDITIVEMODEL_H


// problem parameters
struct parameter {
  //encoding type(0 splines, 1 Fourier, 2 Hermite) 
  int encoding; 
	
  // basis degree (0 constant, 1 linear, 2 quadratic, 3 cubic)
  int degree;
	
  // regularization degree (0 identity, 1 first derviative, 2 second derivative)
  int reg; 
	
  //number of pices of spline (#knots-1)
  int numbins;
	
  //bias term added to the data
  double bias;
	
  //regularization parameters for pos/neg
  double Cp;
  double Cn;
	
  //dual violation epsilon
  double eps; 
	
};

// possible encodings
enum ENCODING {SPLINE, TRIGONOMETRIC, HERMITE}; 

//spline model
class additiveModel{
	
 public:
  //encoding type(0 splines, 1 Fourier, 2 Hermite) 
  int encoding; 
	
  // basis degree (0 constant, 1 linear, 2 quadratic, 3 cubic for splines|deg for Fourier,Hermite )
  int degree;
	
  // regularization degree (0 identity, 1 first derviative, 2 second derivative)
  int reg; 
	
  //number of divisions of the data
  int numbins;
	
  //number of basis functions
  int numbasis;
	
  // training data dimensions
  int dim; 
	
  // weight dimension
  int wdim;
	
  //min and max of each data dimension
  double *xmin;
  double *xmax;
	
  //mean and variance of each data dimesion
  double *xmean;
  double *xvar;
	
  //learned model and bias
  double *w; 
  double bias;
	
  //parameters for the encoding
  double *st; //square root step size
  double *a; 
  double *b;

  // weights to normalize the dimensions
  double *dimwts;

  //constructors
  additiveModel();
  additiveModel(const parameter *, double **, int, int);

  //methods
  void train(double **x, const double *, const int, const parameter *);
  void predict(double **, double *, double *, const int);
  void getAccuracy(double *, double *, const int, int&, double&, double&, double& );
  void display();
  void getBasisIndex(double x, int dimidx, int &ei, double &ai);
  void bSplineEncoder(double x, int dimidx, int &ei, double *wts);
  void trigEncoder(double x, int dimidx, double *wts);
  void hermiteEncoder(double x, int dimidx, double *wts);
  void projectDense(int ei, double *wts, double st, double *wd);
  void projectDenseW(int ei, double *wts, double st, double *wd);

  //desctructor
  ~additiveModel();
};
#endif