A class representing the results of SLOPE (Sorted L1 Penalized Estimation) fitting. More...

#include <slope_fit.h>

Public Member Functions
	SlopeFit (const Eigen::VectorXd &intercepts, const Eigen::SparseMatrix< double > &coefs, const Clusters &clusters, const double alpha, const Eigen::ArrayXd &lambda, const double deviance, const double null_deviance, const std::vector< double > &primals, const std::vector< double > &duals, const std::vector< double > &time, const int passes, const std::string &centering_type, const std::string &scaling_type, const bool has_intercept, const Eigen::VectorXd &x_centers, const Eigen::VectorXd &x_scales)
	Construct a new Slope Fit object.
Eigen::VectorXd	getIntercepts (const bool original_scale=true) const
	Gets the intercept terms for this SLOPE fit.
Eigen::SparseMatrix< double >	getCoefs (const bool original_scale=true) const
	Gets the sparse coefficient matrix for this fit.
const Clusters &	getClusters () const
	Gets the clusters.
const Eigen::ArrayXd &	getLambda () const
	Gets the lambda (regularization) parameter used.
double	getAlpha () const
	Gets the absolute alpha penalty scale used, including when the input alpha was relative to alpha_max.
double	getDeviance () const
	Gets the model deviance.
const std::string &	getLossType () const
	Gets the model's loss type.
double	getNullDeviance () const
	Gets the null model deviance.
const std::vector< double > &	getPrimals () const
	Gets the sequence of primal objective values during optimization.
const std::vector< double > &	getDuals () const
	Gets the sequence of dual objective values during optimization.
const std::vector< double > &	getTime () const
	Gets the sequence of computation times during optimization.
int	getPasses () const
	Gets the total number of optimization iterations.
double	getDevianceRatio () const
	Calculate the deviance ratio (1 - deviance/null_deviance).
std::vector< double >	getGaps () const
	Calculate the duality gaps during optimization.
bool	hasIntercept () const
	Checks if model has intercept.
template<typename T>
Eigen::MatrixXd	predict (Eigen::EigenBase< T > &x, const std::string &type="response") const
	Predict the response for a given input matrix.

Detailed Description

A class representing the results of SLOPE (Sorted L1 Penalized Estimation) fitting.

This class stores the results of a SLOPE regression, including coefficients, intercepts, clusters (if required), regularization parameters, and optimization metrics.

Definition at line 26 of file slope_fit.h.

Constructor & Destructor Documentation

◆ SlopeFit()

slope::SlopeFit::SlopeFit	(	const Eigen::VectorXd &	intercepts,
		const Eigen::SparseMatrix< double > &	coefs,
		const Clusters &	clusters,
		const double	alpha,
		const Eigen::ArrayXd &	lambda,
		const double	deviance,
		const double	null_deviance,
		const std::vector< double > &	primals,
		const std::vector< double > &	duals,
		const std::vector< double > &	time,
		const int	passes,
		const std::string &	centering_type,
		const std::string &	scaling_type,
		const bool	has_intercept,
		const Eigen::VectorXd &	x_centers,
		const Eigen::VectorXd &	x_scales )

inline

Construct a new Slope Fit object.

Parameters

intercepts	Vector of intercept terms
coefs	Matrix of fitted coefficients
clusters	Clusters of coefficients
alpha	Absolute penalty scale multiplying the lambda sequence
lambda	Sequence of decreasing weights
deviance	Final model deviance
null_deviance	Null model deviance
primals	History of primal objectives
duals	History of dual objectives
time	Vector of optimization timestamps
passes	Number of optimization passes
centering_type	Type of centering for the design matrix
scaling_type	Type of scaling for the design matrix
has_intercept	Whether the model has an intercept term
x_centers	Centers for the design matrix
x_scales	Scales for the design matrix

Definition at line 73 of file slope_fit.h.

Member Function Documentation

◆ getAlpha()

double slope::SlopeFit::getAlpha ( ) const

inline

Gets the absolute alpha penalty scale used, including when the input alpha was relative to alpha_max.

Definition at line 162 of file slope_fit.h.

◆ getClusters()

const Clusters & slope::SlopeFit::getClusters ( ) const

inline

Gets the clusters.

Definition at line 151 of file slope_fit.h.

◆ getCoefs()

Eigen::SparseMatrix< double > slope::SlopeFit::getCoefs ( const bool original_scale = true ) const

inline

Gets the sparse coefficient matrix for this fit.

Parameters

original_scale Whether to return the intercept on the original scale or not

Definition at line 133 of file slope_fit.h.

◆ getDeviance()

double slope::SlopeFit::getDeviance ( ) const

inline

Gets the model deviance.

Definition at line 167 of file slope_fit.h.

◆ getDevianceRatio()

double slope::SlopeFit::getDevianceRatio ( ) const

inline

Calculate the deviance ratio (1 - deviance/null_deviance).

Returns: double The deviance ratio, a measure of model fit (higher is better)

Definition at line 205 of file slope_fit.h.

◆ getDuals()

const std::vector< double > & slope::SlopeFit::getDuals ( ) const

inline

Gets the sequence of dual objective values during optimization.

Definition at line 187 of file slope_fit.h.

◆ getGaps()

std::vector< double > slope::SlopeFit::getGaps ( ) const

inline

Calculate the duality gaps during optimization.

Returns: std::vector<double> Vector of duality gaps (primal - dual objectives)

Definition at line 213 of file slope_fit.h.

◆ getIntercepts()

Eigen::VectorXd slope::SlopeFit::getIntercepts ( const bool original_scale = true ) const

inline

Gets the intercept terms for this SLOPE fit.

Parameters

original_scale Whether to return the intercept on the original scale or not

Definition at line 113 of file slope_fit.h.

◆ getLambda()

const Eigen::ArrayXd & slope::SlopeFit::getLambda ( ) const

inline

Gets the lambda (regularization) parameter used.

Definition at line 156 of file slope_fit.h.

◆ getLossType()

const std::string & slope::SlopeFit::getLossType ( ) const

inline

Gets the model's loss type.

Definition at line 172 of file slope_fit.h.

◆ getNullDeviance()

double slope::SlopeFit::getNullDeviance ( ) const

inline

Gets the null model deviance.

Definition at line 177 of file slope_fit.h.

◆ getPasses()

int slope::SlopeFit::getPasses ( ) const

inline

Gets the total number of optimization iterations.

Definition at line 197 of file slope_fit.h.

◆ getPrimals()

const std::vector< double > & slope::SlopeFit::getPrimals ( ) const

inline

Gets the sequence of primal objective values during optimization.

Definition at line 182 of file slope_fit.h.

◆ getTime()

const std::vector< double > & slope::SlopeFit::getTime ( ) const

inline

Gets the sequence of computation times during optimization.

Definition at line 192 of file slope_fit.h.

◆ hasIntercept()

bool slope::SlopeFit::hasIntercept ( ) const

inline

Checks if model has intercept.

Returns: bool True if model has intercept, false otherwise

Definition at line 227 of file slope_fit.h.

◆ predict()

template<typename T>

Eigen::MatrixXd slope::SlopeFit::predict	(	Eigen::EigenBase< T > &	x,
		const std::string &	type = "response" ) const

inline

Predict the response for a given input matrix.

Template Parameters

T	Type of input matrix (dense or sparse)

Parameters

x	Input matrix of features
type	Type of prediction to return ("response" or "linear")

Returns: Matrix of predicted responses

See also: Loss

Definition at line 238 of file slope_fit.h.

The documentation for this class was generated from the following file:

include/slope/slope_fit.h

Public Member Functions

Detailed Description

Constructor & Destructor Documentation

◆ SlopeFit()

Member Function Documentation

◆ getAlpha()

◆ getClusters()

◆ getCoefs()

◆ getDeviance()

◆ getDevianceRatio()

◆ getDuals()

◆ getGaps()

◆ getIntercepts()

◆ getLambda()

◆ getLossType()

◆ getNullDeviance()

◆ getPasses()

◆ getPrimals()

◆ getTime()

◆ hasIntercept()

◆ predict()