example_predictor_kernel_fourier_series.cpp

 
#include <iostream>
#include <Pds/Ra>
#include <Pds/Ml>
 
    
int main(void)
{
    Pds::Vector Yp;
    Pds::IterationConf Conf;
    
    // Generating data
    unsigned int L=1000;
    unsigned int K=10;
    Pds::Matrix X;
    Pds::Matrix F;
    Pds::Vector Y;
    Pds::DataSet::Regression::LoadDataFourierSeries(L,X,Y);
    
    // Create Predictor
    F=Pds::Kernel::FourierSeries(X,Pds::Vector("2.0"),K);
    Pds::Predictor Data(Conf,F,Y);
    Data.Print("\nW:\n");
    
    // Evaluate training data
    Yp=Data.Evaluate(F);
    
    // Testing W with training data set
    std::cout<<"Training :: R2 : "<<Y.R2(Yp)<<std::endl;
    
    // Evaluate testing data
    Pds::DataSet::Regression::LoadDataFourierSeries(L,X,Y);
    X.Save("Xtest.txt");
    Y.Save("Ytest.txt");
    
    F=Pds::Kernel::FourierSeries(X,Pds::Vector("2.0"),K);
    Yp=Data.Evaluate(F);
    Yp.Save("Ypredict.txt");
 
    // Testing W with training data set
    std::cout<<"Testing  :: R2 : "<<Y.R2(Yp)<<std::endl;
    
    return 0;
}