LinearModel.hpp

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#pragma once
 
#include <mutable/mutable-config.hpp>
#include <Eigen/Core>
 
 
namespace m {
 
class M_EXPORT LinearModel {
private:
    Eigen::VectorXd coefficients_; 
    std::function<Eigen::MatrixXd(Eigen::MatrixXd)> transformation_;
    unsigned num_features_; 
 
public:
    explicit LinearModel(Eigen::VectorXd coefficientVector)
            : coefficients_(std::move(coefficientVector)), num_features_(coefficients_.rows()) {}
 
    explicit LinearModel(Eigen::VectorXd coefficientVector, unsigned numFeatures,
                         std::function<Eigen::MatrixXd(Eigen::MatrixXd)> transform_function)
            : coefficients_(std::move(coefficientVector)), transformation_(std::move(transform_function)),
              num_features_(numFeatures) {}
 
    LinearModel(const Eigen::MatrixXd &X, const Eigen::VectorXd &y);
 
    LinearModel(const Eigen::MatrixXd &X, const Eigen::VectorXd &y,
                const std::function<Eigen::MatrixXd(Eigen::MatrixXd)> &transform_function);
 
    double predict_target(const Eigen::RowVectorXd &feature_vector) const;
 
    Eigen::VectorXd get_coefficients() const { return coefficients_; }
 
    friend std::ostream & operator<<(std::ostream &out, const LinearModel &linear_model);
 
    void dump(std::ostream &out) const;
    void dump() const;
};
 
}