NAME

       mlpack_linear_regression - simple linear regression and prediction

SYNOPSIS

        mlpack_linear_regression [-m unknown] [-l double] [-T string] [-t string] [-r string] [-V bool] [-M unknown] [-o string] [-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 (specified by '--training_file (-t)') and y (specified either as the last  column  of  the  input
       matrix  '--training_file  (-t)' or via the ’--training_responses_file (-r)' parameter) 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 (with '--lambda (-l)') greater than 0,
       which will regularize the covariance matrix to make it invertible. The calculated b may be saved with the
       ’--output_predictions_file (-o)' output parameter.

       Optionally,  the  calculated value of b is used to predict the responses for another matrix X' (specified
       by the '--test_file (-T)' parameter):

          y' = X' * b

       and the predicted responses y' may be saved with the ’--output_predictions_file (-o)'  output  parameter.
       This  type  of  regression  is  related  to least-angle regression, which mlpack implements as the 'lars'
       program.

       For example, to run a linear regression on the dataset 'X.csv' with responses ’y.csv', saving the trained
       model to 'lr_model.bin', the following command could be used:

       $  mlpack_linear_regression  --training_file  X.csv  --training_responses_file  y.csv --output_model_file
       lr_model.bin

       Then, to use 'lr_model.bin' to predict responses for a test set 'X_test.csv', saving the  predictions  to
       'X_test_responses.csv', the following command could be used:

       $      mlpack_linear_regression      --input_model_file      lr_model.bin      --test_file     X_test.csv
       --output_predictions_file X_test_responses.csv

OPTIONAL INPUT OPTIONS

       --help (-h) [bool]
              Default help info.

       --info [string]
              Print help on a specific option. Default value ''.

       --input_model_file (-m) [unknown]
              Existing LinearRegression model to use.

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

       --test_file (-T) [string]
              Matrix containing X' (test regressors).

       --training_file (-t) [string]
              Matrix containing training set X (regressors).

       --training_responses_file (-r) [string]
              Optional  vector  containing y (responses). If not given, the responses are assumed to be the last
              row of the input file.

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

       --version (-V) [bool]
              Display the version of mlpack.

OPTIONAL OUTPUT OPTIONS

       --output_model_file (-M) [unknown]
              Output LinearRegression model.

       --output_predictions_file (-o) [string]
              If --test_file is specified, this matrix is where the predicted responses will be saved.

ADDITIONAL INFORMATION

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