xenial (1) mlpack_linear_regression.1.gz

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)