1 #pragma once 2 3 #include <petsctao.h> 4 5 /* MANSEC = ML */ 6 /* SUBMANSEC = PetscRegressor */ 7 8 /*S 9 PetscRegressor - Abstract PETSc object that manages regression and classification problems 10 11 Level: beginner 12 13 Notes: 14 For linear problems `PetscRegressor` supports ordinary least squares, lasso, and ridge regression using the `PetscRegressorType` of `PETSCREGRESSORLINEAR` 15 and `PetscRegressorLinearType` of `REGRESSOR_LINEAR_OLS`, `REGRESSOR_LINEAR_LASSO`, and `REGRESSOR_LINEAR_RIDGE`. 16 17 We have slightly abused the term "regressor" in the naming of this component of PETSc. 18 Statisticians would say that we are doing "regression", and a "regressor", in this context, strictly means an 19 independent (or "predictor") variable in the regression analysis. However, "regressor" has taken on an informal 20 meaning in the machine-learning community of something along the lines of "algorithm or implementation used to fit 21 a regression model". Examples are `MLPRegressor` (multi-layer perceptron regressor) or `RandomForestRegressor` 22 from the scikit-learn toolkit (which is itself not consistent about the use of the term "regressor", since it has a 23 `LinearRegression` component instead of a `LinearRegressor` component). 24 25 .seealso: `PetscRegressorCreate()`, `PetscRegressorLinearType`, `PetscRegressorSetType()`, `PetscRegressorType`, `PetscRegressorDestroy()`, 26 `PETSCREGRESSORLINEAR`, `PetscRegressorLinearType`, `REGRESSOR_LINEAR_OLS`, `REGRESSOR_LINEAR_LASSO`, `REGRESSOR_LINEAR_RIDGE`. 27 S*/ 28 typedef struct _p_PetscRegressor *PetscRegressor; 29 30 /*J 31 PetscRegressorType - String with the name of a PETSc regression method. 32 33 Level: beginner 34 35 .seealso: [](ch_regressor), `PetscRegressorSetType()`, `PetscRegressor`, `PetscRegressorRegister()`, `PetscRegressorCreate()`, `PetscRegressorSetFromOptions()`, 36 `PETSCREGRESSORLINEAR` 37 J*/ 38 typedef const char *PetscRegressorType; 39 #define PETSCREGRESSORLINEAR "linear" 40 41 /*E 42 PetscRegressorLinearType - Type of linear regression 43 44 Values: 45 + `REGRESSOR_LINEAR_OLS` - ordinary least squares 46 . `REGRESSOR_LINEAR_LASSO` - lasso 47 - `REGRESSOR_LINEAR_RIDGE` - ridge 48 49 Level: advanced 50 51 .seealso: `PetscRegressor`, `PETSCREGRESSORLINEAR` 52 E*/ 53 54 typedef enum { 55 REGRESSOR_LINEAR_OLS, 56 REGRESSOR_LINEAR_LASSO, 57 REGRESSOR_LINEAR_RIDGE 58 } PetscRegressorLinearType; 59 PETSC_EXTERN const char *const PetscRegressorLinearTypes[]; 60 61 PETSC_EXTERN PetscFunctionList PetscRegressorList; 62 PETSC_EXTERN PetscClassId PETSCREGRESSOR_CLASSID; 63 64 PETSC_EXTERN PetscErrorCode PetscRegressorInitializePackage(void); 65 PETSC_EXTERN PetscErrorCode PetscRegressorFinalizePackage(void); 66 PETSC_EXTERN PetscErrorCode PetscRegressorRegister(const char[], PetscErrorCode (*)(PetscRegressor)); 67 68 PETSC_EXTERN PetscErrorCode PetscRegressorCreate(MPI_Comm, PetscRegressor *); 69 PETSC_EXTERN PetscErrorCode PetscRegressorReset(PetscRegressor); 70 PETSC_EXTERN PetscErrorCode PetscRegressorDestroy(PetscRegressor *); 71 72 PETSC_EXTERN PetscErrorCode PetscRegressorSetOptionsPrefix(PetscRegressor, const char[]); 73 PETSC_EXTERN PetscErrorCode PetscRegressorAppendOptionsPrefix(PetscRegressor, const char[]); 74 PETSC_EXTERN PetscErrorCode PetscRegressorGetOptionsPrefix(PetscRegressor, const char *[]); 75 76 PETSC_EXTERN PetscErrorCode PetscRegressorSetType(PetscRegressor, PetscRegressorType); 77 PETSC_EXTERN PetscErrorCode PetscRegressorGetType(PetscRegressor, PetscRegressorType *); 78 PETSC_EXTERN PetscErrorCode PetscRegressorSetRegularizerWeight(PetscRegressor, PetscReal); 79 PETSC_EXTERN PetscErrorCode PetscRegressorSetUp(PetscRegressor); 80 PETSC_EXTERN PetscErrorCode PetscRegressorSetFromOptions(PetscRegressor); 81 82 PETSC_EXTERN PetscErrorCode PetscRegressorView(PetscRegressor, PetscViewer); 83 PETSC_EXTERN PetscErrorCode PetscRegressorViewFromOptions(PetscRegressor, PetscObject, const char[]); 84 85 PETSC_EXTERN PetscErrorCode PetscRegressorFit(PetscRegressor, Mat, Vec); 86 PETSC_EXTERN PetscErrorCode PetscRegressorPredict(PetscRegressor, Mat, Vec); 87 PETSC_EXTERN PetscErrorCode PetscRegressorGetTao(PetscRegressor, Tao *); 88 89 PETSC_EXTERN PetscErrorCode PetscRegressorLinearSetFitIntercept(PetscRegressor, PetscBool); 90 PETSC_EXTERN PetscErrorCode PetscRegressorLinearSetUseKSP(PetscRegressor, PetscBool); 91 PETSC_EXTERN PetscErrorCode PetscRegressorLinearGetKSP(PetscRegressor, KSP *); 92 PETSC_EXTERN PetscErrorCode PetscRegressorLinearGetCoefficients(PetscRegressor, Vec *); 93 PETSC_EXTERN PetscErrorCode PetscRegressorLinearGetIntercept(PetscRegressor, PetscScalar *); 94 PETSC_EXTERN PetscErrorCode PetscRegressorLinearSetType(PetscRegressor, PetscRegressorLinearType); 95 PETSC_EXTERN PetscErrorCode PetscRegressorLinearGetType(PetscRegressor, PetscRegressorLinearType *); 96