Ignore:
Timestamp:
09/19/17 07:15:37 (5 years ago)
Author:
gkronber
Message:

#2789 added penalized regression splines as implemented in alglib.

File:
1 edited

Legend:

Unmodified
Added
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  • branches/MathNetNumerics-Exploration-2789/HeuristicLab.Algorithms.DataAnalysis.Experimental/GAM.cs

    r15365 r15369  
    151151      if (problemData.Dataset.VariableHasType<double>(inputVar)) {
    152152        // Umständlich!
    153         return Splines.CalculateSmoothingSplineReinschWithAutomaticTolerance(
     153        return Splines.CalculatePenalizedRegressionSpline(
    154154          problemData.Dataset.GetDoubleValues(inputVar, problemData.TrainingIndices).ToArray(),
    155           (double[])target.Clone(),
    156           new string[] { inputVar },
    157           targetVar: problemData.TargetVariable);
     155          (double[])target.Clone(), lambda,
     156          problemData.TargetVariable, new string[] { inputVar }
     157          );
    158158      } else return new ConstantModel(target.Average(), problemData.TargetVariable);
    159159    }
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