NAME

       mlpack_linear_regression - simple linear regression and prediction

SYNOPSIS

        mlpack_linear_regression [-h] [-v] [-m string] [-l double] [-M string] [-p string] [-T string] [-t string] [-r string] -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.

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

       --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.

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(1)