example_predictor_kernel_poly_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 M=64;
    Pds::Matrix X;
    Pds::Matrix F;
    Pds::Vector Y;
    Pds::DataSet::Regression::LoadDataFourierSeries(L,X,Y);    
    
    Pds::Octave::Plot::PointsXY(X,Y,"testando.m","example_predictor_kernel_poly_series_data.png");
    
    // Create Predictor
    F=Pds::Kernel::Polynomial(X,M);
    Pds::Predictor Data(Conf,F,Y);
    Data.Print("W:\n");
    
    // Evaluate training data
    Yp=Data.Evaluate(F);
    
    // R2 
    std::cout<<"\nTraining :: R2 : "<<Y.R2(Yp)<<std::endl;
    
    Pds::Octave::Plot::PointsXYXY(X,Y,X,Yp,"testando.m","example_predictor_kernel_poly_series_training.png");
    
    // Evaluate testing data
    Pds::DataSet::Regression::LoadDataFourierSeries(L,X,Y);
    
    F=Pds::Kernel::Polynomial(X,M);
    Yp=Data.Evaluate(F);
 
    // R2
    std::cout<<"\nTesting  :: R2 : "<<Y.R2(Yp)<<std::endl;
    
    Pds::Octave::Plot::PointsXYXY(X,Y,X,Yp,"testando.m","example_predictor_kernel_poly_series_testing.png");
    
    return 0;
}