gov.sandia.cognition.learning.algorithm.regression

Class LeastSquaresEstimator

java.lang.Object

gov.sandia.cognition.util.AbstractCloneableSerializable

gov.sandia.cognition.algorithm.AbstractIterativeAlgorithm

gov.sandia.cognition.algorithm.AbstractAnytimeAlgorithm<ResultType>

gov.sandia.cognition.learning.algorithm.AbstractAnytimeBatchLearner<java.util.Collection<? extends InputOutputPair<? extends InputType,OutputType>>,ResultType>

gov.sandia.cognition.learning.algorithm.AbstractAnytimeSupervisedBatchLearner<Vector,Vector,ResultType>

gov.sandia.cognition.learning.algorithm.regression.AbstractParameterCostMinimizer<GradientDescendable,SumSquaredErrorCostFunction>

gov.sandia.cognition.learning.algorithm.regression.LeastSquaresEstimator

All Implemented Interfaces:

AnytimeAlgorithm<GradientDescendable>, IterativeAlgorithm, MeasurablePerformanceAlgorithm, StoppableAlgorithm, AnytimeBatchLearner<java.util.Collection<? extends InputOutputPair<? extends Vector,Vector>>,GradientDescendable>, BatchCostMinimizationLearner<java.util.Collection<? extends InputOutputPair<? extends Vector,Vector>>,GradientDescendable>, BatchLearner<java.util.Collection<? extends InputOutputPair<? extends Vector,Vector>>,GradientDescendable>, ParameterCostMinimizer<GradientDescendable>, SupervisedBatchLearner<Vector,Vector,GradientDescendable>, CloneableSerializable, java.io.Serializable, java.lang.Cloneable

Direct Known Subclasses:

FletcherXuHybridEstimation, GaussNewtonAlgorithm, LevenbergMarquardtEstimation

public abstract class LeastSquaresEstimator
extends AbstractParameterCostMinimizer<GradientDescendable,SumSquaredErrorCostFunction>

Abstract implementation of iterative least-squares estimators.

Since:

2.1

Author:

Kevin R. Dixon

See Also:

Serialized Form

Field Summary

Fields inherited from class gov.sandia.cognition.learning.algorithm.regression.AbstractParameterCostMinimizer

DEFAULT_MAX_ITERATIONS, DEFAULT_TOLERANCE

Fields inherited from class gov.sandia.cognition.learning.algorithm.AbstractAnytimeBatchLearner

data, keepGoing

Fields inherited from class gov.sandia.cognition.algorithm.AbstractAnytimeAlgorithm

maxIterations

Fields inherited from class gov.sandia.cognition.algorithm.AbstractIterativeAlgorithm

DEFAULT_ITERATION, iteration

Constructor Summary

Constructors

Constructor and Description
LeastSquaresEstimator(int maxIterations, double tolerance) Creates a new instance of LeastSquaresEstimator

Method Summary

Methods inherited from class gov.sandia.cognition.learning.algorithm.regression.AbstractParameterCostMinimizer

getCostFunction, getObjectToOptimize, getPerformance, getResult, getResultCost, getTolerance, setCostFunction, setObjectToOptimize, setResult, setResultCost, setTolerance

Methods inherited from class gov.sandia.cognition.learning.algorithm.AbstractAnytimeBatchLearner

cleanupAlgorithm, clone, getData, getKeepGoing, initializeAlgorithm, learn, setData, setKeepGoing, step, stop

Methods inherited from class gov.sandia.cognition.algorithm.AbstractAnytimeAlgorithm

getMaxIterations, isResultValid, setMaxIterations

Methods inherited from class gov.sandia.cognition.algorithm.AbstractIterativeAlgorithm

addIterativeAlgorithmListener, fireAlgorithmEnded, fireAlgorithmStarted, fireStepEnded, fireStepStarted, getIteration, getListeners, removeIterativeAlgorithmListener, setIteration, setListeners

Methods inherited from class java.lang.Object

equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait

Methods inherited from interface gov.sandia.cognition.learning.algorithm.BatchCostMinimizationLearner

learn

Methods inherited from interface gov.sandia.cognition.util.CloneableSerializable

clone

Methods inherited from interface gov.sandia.cognition.algorithm.AnytimeAlgorithm

getMaxIterations, setMaxIterations

Methods inherited from interface gov.sandia.cognition.algorithm.IterativeAlgorithm

addIterativeAlgorithmListener, getIteration, removeIterativeAlgorithmListener

Methods inherited from interface gov.sandia.cognition.algorithm.StoppableAlgorithm

isResultValid, stop

Constructor Detail

LeastSquaresEstimator

public LeastSquaresEstimator(int maxIterations,
                             double tolerance)

Creates a new instance of LeastSquaresEstimator

Parameters:

maxIterations - Maximum number of iterations before stopping

tolerance - Stopping criterion for the algorithm, typically ~1e-5