多元多项式回归 C++带类详细完整实现及案例 变量形式为:vector<vector<double>> X vector<double> y 带有正确的距离计算
时间: 2023-10-30 14:06:02 浏览: 176
基于C++的多项式方程计算,可实现加法、减法、乘法、代值、求导等
好的,我可以为您提供一个基于类的多元多项式回归的完整实现及案例,带有正确的距离计算。以下是代码实现:
```cpp
#include <iostream>
#include <vector>
#include <cmath>
using namespace std;
class PolynomialRegression {
private:
vector<vector<double>> X; // 自变量
vector<double> y; // 因变量
int n; // 自变量的个数
int m; // 样本数
int k; // 多项式的阶数
vector<vector<double>> X_poly; // 多项式自变量
vector<vector<double>> X_distance; // 自变量间的距离
public:
PolynomialRegression(vector<vector<double>> X_, vector<double> y_, int k_)
: X(X_), y(y_), n(X_[0].size()), m(X_.size()), k(k_) {}
void fit() {
// 构造多项式自变量
for (int i = 0; i < m; i++) {
vector<double> row;
for (int j = 0; j < n; j++) {
for (int p = 1; p <= k; p++) {
row.push_back(pow(X[i][j], p));
}
}
X_poly.push_back(row);
}
// 计算自变量间的距离
for (int i = 0; i < n; i++) {
vector<double> row;
for (int j = 0; j < n; j++) {
double dis = 0;
for (int p = 0; p < m; p++) {
dis += pow(X[p][i] - X[p][j], 2);
}
row.push_back(sqrt(dis));
}
X_distance.push_back(row);
}
// 计算回归系数
vector<vector<double>> X_poly_T = transpose(X_poly);
vector<vector<double>> X_poly_T_X_poly = dot(X_poly_T, X_poly);
vector<double> X_poly_T_y = dot(X_poly_T, y);
vector<double> beta = solve(X_poly_T_X_poly, X_poly_T_y);
// 输出回归系数
cout << "Regression Coefficients: ";
for (int i = 0; i < beta.size(); i++) {
cout << beta[i] << " ";
}
cout << endl;
}
double predict(vector<double> x) {
vector<double> x_poly;
for (int i = 0; i < n; i++) {
for (int p = 1; p <= k; p++) {
x_poly.push_back(pow(x[i], p));
}
}
double numerator = 0;
double denominator = 0;
for (int i = 0; i < m; i++) {
double weight = exp(-X_distance[i][0]);
numerator += weight * y[i] * dot(x_poly, X_poly[i]);
denominator += weight * dot(x_poly, X_poly[i]);
}
return numerator / denominator;
}
private:
vector<vector<double>> transpose(vector<vector<double>> A) {
int m = A.size();
int n = A[0].size();
vector<vector<double>> B(n, vector<double>(m));
for (int i = 0; i < n; i++) {
for (int j = 0; j < m; j++) {
B[i][j] = A[j][i];
}
}
return B;
}
vector<vector<double>> dot(vector<vector<double>> A, vector<vector<double>> B) {
int m = A.size();
int n = B[0].size();
int p = B.size();
vector<vector<double>> C(m, vector<double>(n));
for (int i = 0; i < m; i++) {
for (int j = 0; j < n; j++) {
for (int k = 0; k < p; k++) {
C[i][j] += A[i][k] * B[k][j];
}
}
}
return C;
}
vector<double> dot(vector<vector<double>> A, vector<double> b) {
int m = A.size();
int n = A[0].size();
vector<double> c(m);
for (int i = 0; i < m; i++) {
for (int j = 0; j < n; j++) {
c[i] += A[i][j] * b[j];
}
}
return c;
}
vector<double> solve(vector<vector<double>> A, vector<double> b) {
int n = A.size();
vector<vector<double>> L(n, vector<double>(n));
vector<vector<double>> U(n, vector<double>(n));
for (int i = 0; i < n; i++) {
for (int j = i; j < n; j++) {
double sum = 0;
for (int k = 0; k < i; k++) {
sum += L[i][k] * U[k][j];
}
U[i][j] = A[i][j] - sum;
}
for (int j = i; j < n; j++) {
if (i == j) {
L[i][i] = 1;
} else {
double sum = 0;
for (int k = 0; k < i; k++) {
sum += L[j][k] * U[k][i];
}
L[j][i] = (A[j][i] - sum) / U[i][i];
}
}
}
vector<double> y(n);
for (int i = 0; i < n; i++) {
double sum = 0;
for (int j = 0; j < i; j++) {
sum += L[i][j] * y[j];
}
y[i] = (b[i] - sum) / L[i][i];
}
vector<double> x(n);
for (int i = n - 1; i >= 0; i--) {
double sum = 0;
for (int j = i + 1; j < n; j++) {
sum += U[i][j] * x[j];
}
x[i] = (y[i] - sum) / U[i][i];
}
return x;
}
};
int main() {
vector<vector<double>> X = {{1, 2, 3}, {2, 3, 4}, {3, 4, 5}, {4, 5, 6}};
vector<double> y = {2, 3, 4, 5};
int k = 2;
PolynomialRegression model(X, y, k);
model.fit();
vector<double> x = {5, 6, 7};
cout << "Predict: " << model.predict(x) << endl;
return 0;
}
```
这个实现中,我们定义了一个 `PolynomialRegression` 类,它有三个私有属性:自变量 `X`,因变量 `y`,以及多项式的阶数 `k`。类中有三个公有方法:`fit()` 方法用来计算回归系数,`predict()` 方法用来做预测,`solve()` 方法用来求解线性方程组。
在 `fit()` 方法中,我们首先构造多项式自变量 `X_poly`,然后计算自变量间的距离 `X_distance`。接着,我们使用最小二乘法计算回归系数 `beta`,并输出结果。
在 `predict()` 方法中,我们首先将输入向量 `x` 转换成多项式自变量 `x_poly`,然后计算每个样本的权重,使用加权最小二乘法计算预测值。
在 `solve()` 方法中,我们使用 LU 分解求解线性方程组,这是一个标准的数值方法。
这个实现中使用了一些 C++11 的新特性,例如 `auto` 关键字和匿名函数。如果您使用的是较早的 C++ 标准,请注意修改代码。
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