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| -rw-r--r-- | ml/dlib/dlib/optimization/isotonic_regression_abstract.h | 128 |
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diff --git a/ml/dlib/dlib/optimization/isotonic_regression_abstract.h b/ml/dlib/dlib/optimization/isotonic_regression_abstract.h new file mode 100644 index 000000000..b00334bef --- /dev/null +++ b/ml/dlib/dlib/optimization/isotonic_regression_abstract.h @@ -0,0 +1,128 @@ +// Copyright (C) 2018 Davis E. King (davis@dlib.net) +// License: Boost Software License See LICENSE.txt for the full license. +#undef DLIB_ISOTONIC_ReGRESSION_ABSTRACT_H_ +#ifdef DLIB_ISOTONIC_ReGRESSION_ABSTRACT_H_ + +#include <vector> +#include <utility> + +namespace dlib +{ + class isotonic_regression + { + /*! + WHAT THIS OBJECT REPRESENTS + This object is a tool for performing 1-D isotonic regression. That is, it + finds the least squares fit of a non-parametric curve to some user supplied + data, subject to the constraint that the fitted curve is non-decreasing. + + This is done using the fast O(n) pool adjacent violators algorithm. + !*/ + + public: + + template < + typename const_iterator, + typename iterator + > + void operator() ( + const_iterator begin, + const_iterator end, + iterator obegin + ); + /*! + requires + - [begin,end) is an iterator range of float or doubles or a range of + std::pair<T,double> or std::pair<T,float> where T an be anything. + - obegin points to an iterator range at least std::distance(begin,end). + - obegin points to an iterator range of objects of type float, double, std::pair<T,float>, or std::pair<T,double>. + ensures + - Given the range of real values stored in [begin,end), this method performs isotonic regression + on this data and writes the results to obegin. To be specific: + - let IN refer to the input values stored in the iterator range [begin,end). + - let OUT refer to the output values stored in the iterator range [obegin, obegin+std::distance(begin,end)). + - This function populates OUT with values such that the sum_i of + (IN[i]-OUT[i])^2 is minimized, subject to the constraint that + OUT[i] <= OUT[i+1], i.e. that OUT is monotonic. + - It is OK for [begin,end) to overlap with the range pointed to by obegin. + That is, this function can run in-place. + - Note that when the inputs or outputs are std::pairs this algorithm only + looks at the .second field of the pair. It therefore still treats these + iterator ranges as ranges of reals since it only looks at the .second + field, which is a real number. The .first field is entirely ignored. + !*/ + + void operator() ( + std::vector<double>& vect + ) { (*this)(vect.begin(), vect.end(), vect.begin()); } + /*! + ensures + - performs in-place isotonic regression. Therefore, #vect will contain the + isotonic regression of vect. + - #vect.size() == vect.size() + !*/ + + template <typename T, typename U> + void operator() ( + std::vector<std::pair<T,U>>& vect + ) { (*this)(vect.begin(), vect.end(), vect.begin()); } + /*! + ensures + - performs in-place isotonic regression. Therefore, #vect will contain the + isotonic regression of vect. + - #vect.size() == vect.size() + !*/ + + + template < + typename const_iterator, + typename iterator + > + void fit_with_linear_output_interpolation ( + const_iterator begin, + const_iterator end, + iterator obegin + ); + /*! + requires + - [begin,end) is an iterator range of float or doubles or a range of + std::pair<T,double> or std::pair<T,float> where T an be anything. + - obegin points to an iterator range at least std::distance(begin,end). + - obegin points to an iterator range of objects of type float, double, std::pair<T,float>, or std::pair<T,double>. + ensures + - This function behaves just like (*this)(begin,end,obegin) except that the + output is interpolated. To explain, not that the optimal output of + isotonic regression is a step function. However, in many applications + that isn't really what you want. You want something smoother. So + fit_with_linear_output_interpolation() does isotonic regression and then + linearly interpolates the step function into a piecewise linear function. + !*/ + + void fit_with_linear_output_interpolation ( + std::vector<double>& vect + ) { fit_with_linear_output_interpolation(vect.begin(), vect.end(), vect.begin()); } + /*! + ensures + - performs in-place isotonic regression. Therefore, #vect will contain the + isotonic regression of vect. + - #vect.size() == vect.size() + !*/ + + template <typename T, typename U> + void fit_with_linear_output_interpolation ( + std::vector<std::pair<T,U>>& vect + ) { fit_with_linear_output_interpolation(vect.begin(), vect.end(), vect.begin()); } + /*! + ensures + - performs in-place isotonic regression. Therefore, #vect will contain the + isotonic regression of vect. + - #vect.size() == vect.size() + !*/ + + }; +} + +#endif // DLIB_ISOTONIC_ReGRESSION_ABSTRACT_H_ + + + |