linreg

Building my own C++ library for the Linear Regression

Latest Feature

• Find a linear regression equation
• Fix invalid track value
• Update error handling (data size, invalid value)

Example

// main.cpp
#include <iostream>
#include <vector>
#include <linreg.hpp>

int main()
{
    linreg::model model;
    linreg::parameter param;

    std::vector<double> x = {1, 2, 3, 4, 5, 6, 7, 8, 9, 10};
    std::vector<double> y = {4, 5, 6, 7, 8, 9, 10, 11, 12, 13};

    double alpha = 0.01; // Learning rate
    int epochs = 3333;
    int track = 1; // Type 1 : track value

    param = model.fit(x, y, param, alpha, epochs, track);

    std::cout << "y = " << param.w << "x + " << param.b << std::endl;
    std::cout << "loss: " << param.mse << std::endl;

    return 0;
}

Run

Run the following command in the Developer CMD for VS

cd build

cmake ..

cmake --build .

cd Debug

main

or

g++ -I lib/include -c lib/src/mse.cpp -o build/obj/mse.o

g++ -I lib/include -c lib/src/gradient_descent.cpp -o build/obj/gradient_descent.o

g++ -I lib/include -c lib/src/linreg.cpp -o build/obj/linreg.o

g++ -I lib/include -o build/program/program main.cpp build/obj/mse.o build/obj/gradient_descent.o build/obj/linreg.o

Contributing

Pull requests are welcome. For major changes, please open an issue first to discuss what you would like to change. Please make sure to update tests as appropriate.

References

Gradient Descent | Linear Regression

License

MIT

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Developed by Rati Kaewkam