Changeset 15369 for branches/MathNetNumerics-Exploration-2789/HeuristicLab.Algorithms.DataAnalysis.Experimental/GAM.cs

Timestamp:

09/19/17 07:15:37 (7 years ago)

Author:

gkronber

Message:

#2789 added penalized regression splines as implemented in alglib.

File:

• branches/MathNetNumerics-Exploration-2789/HeuristicLab.Algorithms.DataAnalysis.Experimental/GAM.cs (modified) (1 diff)

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

@@ -151 +151 @@
       if (problemData.Dataset.VariableHasType<double>(inputVar)) {
         // Umständlich!
-        return Splines.CalculateSmoothingSplineReinschWithAutomaticTolerance(
+        return Splines.CalculatePenalizedRegressionSpline(
           problemData.Dataset.GetDoubleValues(inputVar, problemData.TrainingIndices).ToArray(),
-          (double[])target.Clone(),
-          new string[] { inputVar },
-          targetVar: problemData.TargetVariable);
+          (double[])target.Clone(), lambda,
+          problemData.TargetVariable, new string[] { inputVar }
+          );
       } else return new ConstantModel(target.Average(), problemData.TargetVariable);
     }