ROL
Public Member Functions | Private Attributes | List of all members
ROL::LinearRegression< Real > Class Template Reference

Provides the interface to construct linear regression problem. More...

#include <ROL_LinearRegression.hpp>

Public Member Functions

 LinearRegression (const Ptr< SampleGenerator< Real > > &data)
void setErrorMeasure (ROL::ParameterList &parlist, bool reset=false)
void setLowerBound (const std::vector< Real > &lower)
void setUpperBound (const std::vector< Real > &upper)
void reset (void)
const Ptr< OptimizationProblem< Real > > getOptimizationProblem (void)
const Ptr< Problem< Real > > getProblem (void)
const Ptr< std::vector< Real > > getCoefficients (void) const
void print (std::ostream &out=std::cout, const std::string delim=" ") const

Private Attributes

const Ptr< RegressionError< Real > > error_
const Ptr< SampleGenerator< Real > > data_
Ptr< RandVarFunctional< Real > > em_
Ptr< StochasticObjective< Real > > obj_
Ptr< std::vector< Real > > cdata_
Ptr< RiskVector< Real > > c_
Ptr< std::vector< Real > > lower_
Ptr< std::vector< Real > > upper_
Ptr< BoundConstraint< Real > > bnd_
Ptr< RiskBoundConstraint< Real > > rbnd_
bool initialized_

Detailed Description

template<class Real>
class ROL::LinearRegression< Real >

Provides the interface to construct linear regression problem.

Definition at line 33 of file ROL_LinearRegression.hpp.

Constructor & Destructor Documentation

◆ LinearRegression()

template<class Real>
ROL::LinearRegression< Real >::LinearRegression ( const Ptr< SampleGenerator< Real > > & data)
inline

Definition at line 51 of file ROL_LinearRegression.hpp.

References bnd_, c_, cdata_, data_, dim, error_, initialized_, lower_, rbnd_, and upper_.

Member Function Documentation

◆ setErrorMeasure()

template<class Real>
void ROL::LinearRegression< Real >::setErrorMeasure ( ROL::ParameterList & parlist,
bool reset = false )
inline

Definition at line 60 of file ROL_LinearRegression.hpp.

References data_, em_, error_, ROL::ErrorMeasureFactory(), initialized_, obj_, and reset().

◆ setLowerBound()

template<class Real>
void ROL::LinearRegression< Real >::setLowerBound ( const std::vector< Real > & lower)
inline

Definition at line 68 of file ROL_LinearRegression.hpp.

References lower_.

◆ setUpperBound()

template<class Real>
void ROL::LinearRegression< Real >::setUpperBound ( const std::vector< Real > & upper)
inline

Definition at line 72 of file ROL_LinearRegression.hpp.

References upper_.

◆ reset()

template<class Real>
void ROL::LinearRegression< Real >::reset ( void )
inline

Definition at line 76 of file ROL_LinearRegression.hpp.

References c_, and initialized_.

Referenced by setErrorMeasure().

◆ getOptimizationProblem()

template<class Real>
const Ptr< OptimizationProblem< Real > > ROL::LinearRegression< Real >::getOptimizationProblem ( void )
inline

Definition at line 81 of file ROL_LinearRegression.hpp.

References bnd_, c_, initialized_, lower_, obj_, rbnd_, and upper_.

◆ getProblem()

template<class Real>
const Ptr< Problem< Real > > ROL::LinearRegression< Real >::getProblem ( void )
inline

Definition at line 101 of file ROL_LinearRegression.hpp.

References bnd_, c_, initialized_, lower_, obj_, rbnd_, and upper_.

◆ getCoefficients()

template<class Real>
const Ptr< std::vector< Real > > ROL::LinearRegression< Real >::getCoefficients ( void ) const
inline

Definition at line 123 of file ROL_LinearRegression.hpp.

References cdata_.

◆ print()

template<class Real>
void ROL::LinearRegression< Real >::print ( std::ostream & out = std::cout,
const std::string delim = "  " ) const
inline

Definition at line 127 of file ROL_LinearRegression.hpp.

References cdata_, and dim.

Member Data Documentation

◆ error_

template<class Real>
const Ptr<RegressionError<Real> > ROL::LinearRegression< Real >::error_
private

Definition at line 35 of file ROL_LinearRegression.hpp.

Referenced by LinearRegression(), and setErrorMeasure().

◆ data_

template<class Real>
const Ptr<SampleGenerator<Real> > ROL::LinearRegression< Real >::data_
private

Definition at line 36 of file ROL_LinearRegression.hpp.

Referenced by LinearRegression(), and setErrorMeasure().

◆ em_

template<class Real>
Ptr<RandVarFunctional<Real> > ROL::LinearRegression< Real >::em_
private

Definition at line 38 of file ROL_LinearRegression.hpp.

Referenced by setErrorMeasure().

◆ obj_

template<class Real>
Ptr<StochasticObjective<Real> > ROL::LinearRegression< Real >::obj_
private

Definition at line 39 of file ROL_LinearRegression.hpp.

Referenced by getOptimizationProblem(), getProblem(), and setErrorMeasure().

◆ cdata_

template<class Real>
Ptr<std::vector<Real> > ROL::LinearRegression< Real >::cdata_
private

Definition at line 40 of file ROL_LinearRegression.hpp.

Referenced by getCoefficients(), LinearRegression(), and print().

◆ c_

template<class Real>
Ptr<RiskVector<Real> > ROL::LinearRegression< Real >::c_
private

Definition at line 41 of file ROL_LinearRegression.hpp.

Referenced by getOptimizationProblem(), getProblem(), LinearRegression(), and reset().

◆ lower_

template<class Real>
Ptr<std::vector<Real> > ROL::LinearRegression< Real >::lower_
private

Definition at line 43 of file ROL_LinearRegression.hpp.

Referenced by getOptimizationProblem(), getProblem(), LinearRegression(), and setLowerBound().

◆ upper_

template<class Real>
Ptr<std::vector<Real> > ROL::LinearRegression< Real >::upper_
private

Definition at line 44 of file ROL_LinearRegression.hpp.

Referenced by getOptimizationProblem(), getProblem(), LinearRegression(), and setUpperBound().

◆ bnd_

template<class Real>
Ptr<BoundConstraint<Real> > ROL::LinearRegression< Real >::bnd_
private

Definition at line 45 of file ROL_LinearRegression.hpp.

Referenced by getOptimizationProblem(), getProblem(), and LinearRegression().

◆ rbnd_

template<class Real>
Ptr<RiskBoundConstraint<Real> > ROL::LinearRegression< Real >::rbnd_
private

Definition at line 46 of file ROL_LinearRegression.hpp.

Referenced by getOptimizationProblem(), getProblem(), and LinearRegression().

◆ initialized_

template<class Real>
bool ROL::LinearRegression< Real >::initialized_
private

Definition at line 48 of file ROL_LinearRegression.hpp.

Referenced by getOptimizationProblem(), getProblem(), LinearRegression(), reset(), and setErrorMeasure().

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