NAME

       mlpack_linear_regression - simple linear regression and prediction

SYNOPSIS

        mlpack_linear_regression [-h] [-v]

DESCRIPTION

       An  implementation  of simple linear regression and simple ridge regression using ordinary
       least squares. This solves the problem

         y = X * b + e

       where X (--input_file) and y (the last column of --input_file, or  --input_responses)  are
       known  and b is the desired variable. If the covariance matrix (X'X) is not invertible, or
       if the solution  is  overdetermined,  then  specify  a  Tikhonov  regularization  constant
       (--lambda)  greater  than  0,  which  will  regularize  the  covariance  matrix to make it
       invertible. The calculated b is saved to disk (--output_file).

       Optionally, the calculated value of b is used to predict the responses for another  matrix
       X' (--test_file):

          y' = X' * b

       and  these predicted responses, y', are saved to a file (--output_predictions).  This type
       of regression is related to least-angle  regression,  which  mlpack  implements  with  the
       'lars' executable.

OPTIONAL INPUT OPTIONS

       --help (-h)
              Default help info.

       --info [string]
              Get  help  on  a  specific module or option.  Default value ''.  --input_model_file
              (-m) [string] File containing existing model (parameters).  Default value ''.

       --lambda (-l) [double]
              Tikhonov regularization for ridge regression.  If 0, the method reduces  to  linear
              regression.  Default value 0.

       --test_file (-T) [string]
              File  containing  X'  (test  regressors).  Default  value ''.  --training_file (-t)
              [string]  File  containing  training  set  X  (regressors).   Default   value   ''.
              --training_responses  (-r)  [string] Optional file containing y (responses). If not
              given, the responses are assumed to be the last row  of  the  input  file.  Default
              value ''.

       --verbose (-v)
              Display  informational  messages  and the full list of parameters and timers at the
              end of execution.

       --version (-V)
              Display the version of mlpack.

OPTIONAL OUTPUT OPTIONS

       --output_model_file (-M) [string] File  to  save  trained  model  to.  Default  value  ’'.
       --output_predictions_file  (-o)  [string]  If --test_file is specified, this file is where
       the predicted responses will be saved. Default value ''.

ADDITIONAL INFORMATION

ADDITIONAL INFORMATION

       For further information, including relevant papers, citations,  and  theory,  For  further
       information,  including  relevant papers, citations, and theory, consult the documentation
       found at http://www.mlpack.org or included with your consult the  documentation  found  at
       http://www.mlpack.org  or  included  with  your  DISTRIBUTION  OF MLPACK.  DISTRIBUTION OF
       MLPACK.

                                                       mlpack_linear_regression(16 November 2017)