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| <div class="title">elastic_net.sql_in File Reference</div> </div> |
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| |
| <p>SQL functions for elastic net regularization. |
| <a href="#details">More...</a></p> |
| |
| <p><a href="elastic__net_8sql__in_source.html">Go to the source code of this file.</a></p> |
| <table class="memberdecls"> |
| <tr><td colspan="2"><h2><a name="func-members"></a> |
| Functions</h2></td></tr> |
| <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="elastic__net_8sql__in.html#a735038a5090c112505c740a90a203e83">elastic_net_train</a> (text tbl_source, text tbl_result, text col_dep_var, text col_ind_var, text regress_family, float8 alpha, float8 lambda_value, boolean standardize, text grouping_col, text optimizer, text optimizer_params, text excluded, integer max_iter, float8 tolerance)</td></tr> |
| <tr><td class="mdescLeft"> </td><td class="mdescRight">Interface for elastic net. <a href="#a735038a5090c112505c740a90a203e83"></a><br/></td></tr> |
| <tr><td class="memItemLeft" align="right" valign="top"><a class="anchor" id="add7e2592fb0bd9f2eb1d8b176c80b5d0"></a><!-- doxytag: member="elastic_net.sql_in::elastic_net_train" ref="add7e2592fb0bd9f2eb1d8b176c80b5d0" args="()" --> |
| text </td><td class="memItemRight" valign="bottom"><a class="el" href="elastic__net_8sql__in.html#add7e2592fb0bd9f2eb1d8b176c80b5d0">elastic_net_train</a> ()</td></tr> |
| <tr><td class="mdescLeft"> </td><td class="mdescRight">Help function, to print out the supported families. <br/></td></tr> |
| <tr><td class="memItemLeft" align="right" valign="top">text </td><td class="memItemRight" valign="bottom"><a class="el" href="elastic__net_8sql__in.html#a6f6ee3def49b5e9a1d3375fe41427dc0">elastic_net_train</a> (text family_or_optimizer)</td></tr> |
| <tr><td class="mdescLeft"> </td><td class="mdescRight">Help function, to print out the supported optimizer for a family or print out the parameter list for an optimizer. <a href="#a6f6ee3def49b5e9a1d3375fe41427dc0"></a><br/></td></tr> |
| <tr><td class="memItemLeft" align="right" valign="top">void </td><td class="memItemRight" valign="bottom"><a class="el" href="elastic__net_8sql__in.html#a3578608204ac9b2d3442ff42977f632b">elastic_net_predict</a> (text tbl_model, text tbl_new_source, text col_id, text tbl_predict)</td></tr> |
| <tr><td class="mdescLeft"> </td><td class="mdescRight">Prediction and put the result in a table can be used together with General-CV. <a href="#a3578608204ac9b2d3442ff42977f632b"></a><br/></td></tr> |
| <tr><td class="memItemLeft" align="right" valign="top">float8 </td><td class="memItemRight" valign="bottom"><a class="el" href="elastic__net_8sql__in.html#aaddbfdfea4207d38ab7e2cd3db876bdc">elastic_net_predict</a> (text regress_family, float8[] coefficients, float8 intercept, float8[] ind_var)</td></tr> |
| <tr><td class="mdescLeft"> </td><td class="mdescRight">Prediction use learned coefficients for a given example. <a href="#aaddbfdfea4207d38ab7e2cd3db876bdc"></a><br/></td></tr> |
| <tr><td class="memItemLeft" align="right" valign="top">float8 </td><td class="memItemRight" valign="bottom"><a class="el" href="elastic__net_8sql__in.html#a96db4ff4ba3ea363fafbf6c036c19fae">elastic_net_gaussian_predict</a> (float8[] coefficients, float8 intercept, float8[] ind_var)</td></tr> |
| <tr><td class="mdescLeft"> </td><td class="mdescRight">Prediction for linear models use learned coefficients for a given example. <a href="#a96db4ff4ba3ea363fafbf6c036c19fae"></a><br/></td></tr> |
| <tr><td class="memItemLeft" align="right" valign="top">boolean </td><td class="memItemRight" valign="bottom"><a class="el" href="elastic__net_8sql__in.html#aa78cde79f1f2caa7c5b38f933001d793">elastic_net_binomial_predict</a> (float8[] coefficients, float8 intercept, float8[] ind_var)</td></tr> |
| <tr><td class="mdescLeft"> </td><td class="mdescRight">Prediction for logistic models use learned coefficients for a given example. <a href="#aa78cde79f1f2caa7c5b38f933001d793"></a><br/></td></tr> |
| <tr><td class="memItemLeft" align="right" valign="top">float8 </td><td class="memItemRight" valign="bottom"><a class="el" href="elastic__net_8sql__in.html#a308718fd5234bc1007b971a639aadf71">elastic_net_binomial_prob</a> (float8[] coefficients, float8 intercept, float8[] ind_var)</td></tr> |
| <tr><td class="mdescLeft"> </td><td class="mdescRight">Compute the probability of belonging to the True class for a given observation. <a href="#a308718fd5234bc1007b971a639aadf71"></a><br/></td></tr> |
| </table> |
| <hr/><a name="details" id="details"></a><h2>Detailed Description</h2> |
| <div class="textblock"><dl class="date"><dt><b>Date:</b></dt><dd>July 2012</dd></dl> |
| <dl class="see"><dt><b>See also:</b></dt><dd>For a brief introduction to elastic net, see the module description grp_lasso. </dd></dl> |
| |
| <p>Definition in file <a class="el" href="elastic__net_8sql__in_source.html">elastic_net.sql_in</a>.</p> |
| </div><hr/><h2>Function Documentation</h2> |
| <a class="anchor" id="aa78cde79f1f2caa7c5b38f933001d793"></a><!-- doxytag: member="elastic_net.sql_in::elastic_net_binomial_predict" ref="aa78cde79f1f2caa7c5b38f933001d793" args="(float8[] coefficients, float8 intercept, float8[] ind_var)" --> |
| <div class="memitem"> |
| <div class="memproto"> |
| <table class="memname"> |
| <tr> |
| <td class="memname">boolean elastic_net_binomial_predict </td> |
| <td>(</td> |
| <td class="paramtype">float8[] </td> |
| <td class="paramname"><em>coefficients</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">float8 </td> |
| <td class="paramname"><em>intercept</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">float8[] </td> |
| <td class="paramname"><em>ind_var</em> </td> |
| </tr> |
| <tr> |
| <td></td> |
| <td>)</td> |
| <td></td><td></td> |
| </tr> |
| </table> |
| </div> |
| <div class="memdoc"> |
| <dl><dt><b>Parameters:</b></dt><dd> |
| <table class="params"> |
| <tr><td class="paramname">coefficients</td><td>Logistic fitting coefficients </td></tr> |
| <tr><td class="paramname">intercept</td><td>Logistic fitting intercept </td></tr> |
| <tr><td class="paramname">ind_var</td><td>Features (independent variables)</td></tr> |
| </table> |
| </dd> |
| </dl> |
| <p>returns a boolean value </p> |
| |
| <p>Definition at line <a class="el" href="elastic__net_8sql__in_source.html#l00571">571</a> of file <a class="el" href="elastic__net_8sql__in_source.html">elastic_net.sql_in</a>.</p> |
| |
| </div> |
| </div> |
| <a class="anchor" id="a308718fd5234bc1007b971a639aadf71"></a><!-- doxytag: member="elastic_net.sql_in::elastic_net_binomial_prob" ref="a308718fd5234bc1007b971a639aadf71" args="(float8[] coefficients, float8 intercept, float8[] ind_var)" --> |
| <div class="memitem"> |
| <div class="memproto"> |
| <table class="memname"> |
| <tr> |
| <td class="memname">float8 elastic_net_binomial_prob </td> |
| <td>(</td> |
| <td class="paramtype">float8[] </td> |
| <td class="paramname"><em>coefficients</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">float8 </td> |
| <td class="paramname"><em>intercept</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">float8[] </td> |
| <td class="paramname"><em>ind_var</em> </td> |
| </tr> |
| <tr> |
| <td></td> |
| <td>)</td> |
| <td></td><td></td> |
| </tr> |
| </table> |
| </div> |
| <div class="memdoc"> |
| <dl><dt><b>Parameters:</b></dt><dd> |
| <table class="params"> |
| <tr><td class="paramname">coefficients</td><td>Logistic fitting coefficients </td></tr> |
| <tr><td class="paramname">intercept</td><td>Logistic fitting intercept </td></tr> |
| <tr><td class="paramname">ind_var</td><td>Features (independent variables)</td></tr> |
| </table> |
| </dd> |
| </dl> |
| <p>returns a double value, which is the probability of this data point being True class </p> |
| |
| <p>Definition at line <a class="el" href="elastic__net_8sql__in_source.html#l00589">589</a> of file <a class="el" href="elastic__net_8sql__in_source.html">elastic_net.sql_in</a>.</p> |
| |
| </div> |
| </div> |
| <a class="anchor" id="a96db4ff4ba3ea363fafbf6c036c19fae"></a><!-- doxytag: member="elastic_net.sql_in::elastic_net_gaussian_predict" ref="a96db4ff4ba3ea363fafbf6c036c19fae" args="(float8[] coefficients, float8 intercept, float8[] ind_var)" --> |
| <div class="memitem"> |
| <div class="memproto"> |
| <table class="memname"> |
| <tr> |
| <td class="memname">float8 elastic_net_gaussian_predict </td> |
| <td>(</td> |
| <td class="paramtype">float8[] </td> |
| <td class="paramname"><em>coefficients</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">float8 </td> |
| <td class="paramname"><em>intercept</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">float8[] </td> |
| <td class="paramname"><em>ind_var</em> </td> |
| </tr> |
| <tr> |
| <td></td> |
| <td>)</td> |
| <td></td><td></td> |
| </tr> |
| </table> |
| </div> |
| <div class="memdoc"> |
| <dl><dt><b>Parameters:</b></dt><dd> |
| <table class="params"> |
| <tr><td class="paramname">coefficients</td><td>Linear fitting coefficients </td></tr> |
| <tr><td class="paramname">intercept</td><td>Linear fitting intercept </td></tr> |
| <tr><td class="paramname">ind_var</td><td>Features (independent variables)</td></tr> |
| </table> |
| </dd> |
| </dl> |
| <p>returns a double value </p> |
| |
| <p>Definition at line <a class="el" href="elastic__net_8sql__in_source.html#l00553">553</a> of file <a class="el" href="elastic__net_8sql__in_source.html">elastic_net.sql_in</a>.</p> |
| |
| </div> |
| </div> |
| <a class="anchor" id="a3578608204ac9b2d3442ff42977f632b"></a><!-- doxytag: member="elastic_net.sql_in::elastic_net_predict" ref="a3578608204ac9b2d3442ff42977f632b" args="(text tbl_model, text tbl_new_source, text col_id, text tbl_predict)" --> |
| <div class="memitem"> |
| <div class="memproto"> |
| <table class="memname"> |
| <tr> |
| <td class="memname">void elastic_net_predict </td> |
| <td>(</td> |
| <td class="paramtype">text </td> |
| <td class="paramname"><em>tbl_model</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">text </td> |
| <td class="paramname"><em>tbl_new_source</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">text </td> |
| <td class="paramname"><em>col_id</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">text </td> |
| <td class="paramname"><em>tbl_predict</em> </td> |
| </tr> |
| <tr> |
| <td></td> |
| <td>)</td> |
| <td></td><td></td> |
| </tr> |
| </table> |
| </div> |
| <div class="memdoc"> |
| <dl><dt><b>Parameters:</b></dt><dd> |
| <table class="params"> |
| <tr><td class="paramname">tbl_model</td><td>The result from elastic_net_train </td></tr> |
| <tr><td class="paramname">tbl_new_source</td><td>Data table </td></tr> |
| <tr><td class="paramname">col_id</td><td>Unique ID associated with each row </td></tr> |
| <tr><td class="paramname">tbl_predict</td><td>Prediction result </td></tr> |
| </table> |
| </dd> |
| </dl> |
| |
| <p>Definition at line <a class="el" href="elastic__net_8sql__in_source.html#l00491">491</a> of file <a class="el" href="elastic__net_8sql__in_source.html">elastic_net.sql_in</a>.</p> |
| |
| </div> |
| </div> |
| <a class="anchor" id="aaddbfdfea4207d38ab7e2cd3db876bdc"></a><!-- doxytag: member="elastic_net.sql_in::elastic_net_predict" ref="aaddbfdfea4207d38ab7e2cd3db876bdc" args="(text regress_family, float8[] coefficients, float8 intercept, float8[] ind_var)" --> |
| <div class="memitem"> |
| <div class="memproto"> |
| <table class="memname"> |
| <tr> |
| <td class="memname">float8 elastic_net_predict </td> |
| <td>(</td> |
| <td class="paramtype">text </td> |
| <td class="paramname"><em>regress_family</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">float8[] </td> |
| <td class="paramname"><em>coefficients</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">float8 </td> |
| <td class="paramname"><em>intercept</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">float8[] </td> |
| <td class="paramname"><em>ind_var</em> </td> |
| </tr> |
| <tr> |
| <td></td> |
| <td>)</td> |
| <td></td><td></td> |
| </tr> |
| </table> |
| </div> |
| <div class="memdoc"> |
| <dl><dt><b>Parameters:</b></dt><dd> |
| <table class="params"> |
| <tr><td class="paramname">regress_family</td><td>model family </td></tr> |
| <tr><td class="paramname">coefficients</td><td>The fitting coefficients </td></tr> |
| <tr><td class="paramname">intercept</td><td>The fitting intercept </td></tr> |
| <tr><td class="paramname">ind_var</td><td>Features (independent variables)</td></tr> |
| </table> |
| </dd> |
| </dl> |
| <p>returns a double value. When regress_family is 'binomial' or 'logistic', this function returns 1 for True and 0 for False </p> |
| |
| <p>Definition at line <a class="el" href="elastic__net_8sql__in_source.html#l00513">513</a> of file <a class="el" href="elastic__net_8sql__in_source.html">elastic_net.sql_in</a>.</p> |
| |
| </div> |
| </div> |
| <a class="anchor" id="a735038a5090c112505c740a90a203e83"></a><!-- doxytag: member="elastic_net.sql_in::elastic_net_train" ref="a735038a5090c112505c740a90a203e83" args="(text tbl_source, text tbl_result, text col_dep_var, text col_ind_var, text regress_family, float8 alpha, float8 lambda_value, boolean standardize, text grouping_col, text optimizer, text optimizer_params, text excluded, integer max_iter, float8 tolerance)" --> |
| <div class="memitem"> |
| <div class="memproto"> |
| <table class="memname"> |
| <tr> |
| <td class="memname">void elastic_net_train </td> |
| <td>(</td> |
| <td class="paramtype">text </td> |
| <td class="paramname"><em>tbl_source</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">text </td> |
| <td class="paramname"><em>tbl_result</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">text </td> |
| <td class="paramname"><em>col_dep_var</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">text </td> |
| <td class="paramname"><em>col_ind_var</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">text </td> |
| <td class="paramname"><em>regress_family</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">float8 </td> |
| <td class="paramname"><em>alpha</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">float8 </td> |
| <td class="paramname"><em>lambda_value</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">boolean </td> |
| <td class="paramname"><em>standardize</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">text </td> |
| <td class="paramname"><em>grouping_col</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">text </td> |
| <td class="paramname"><em>optimizer</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">text </td> |
| <td class="paramname"><em>optimizer_params</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">text </td> |
| <td class="paramname"><em>excluded</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">integer </td> |
| <td class="paramname"><em>max_iter</em>, </td> |
| </tr> |
| <tr> |
| <td class="paramkey"></td> |
| <td></td> |
| <td class="paramtype">float8 </td> |
| <td class="paramname"><em>tolerance</em> </td> |
| </tr> |
| <tr> |
| <td></td> |
| <td>)</td> |
| <td></td><td></td> |
| </tr> |
| </table> |
| </div> |
| <div class="memdoc"> |
| <dl><dt><b>Parameters:</b></dt><dd> |
| <table class="params"> |
| <tr><td class="paramname">tbl_source</td><td>Name of data source table </td></tr> |
| <tr><td class="paramname">tbl_result</td><td>Name of the table to store the results </td></tr> |
| <tr><td class="paramname">col_ind_var</td><td>Name of independent variable column, independent variable is an array </td></tr> |
| <tr><td class="paramname">col_dep_var</td><td>Name of dependent variable column </td></tr> |
| <tr><td class="paramname">regress_family</td><td>Response type (gaussian or binomial) </td></tr> |
| <tr><td class="paramname">alpha</td><td>The elastic net parameter, [0, 1] </td></tr> |
| <tr><td class="paramname">lambda_value</td><td>The regularization parameter </td></tr> |
| <tr><td class="paramname">standardize</td><td>Whether to normalize the variables (default True) </td></tr> |
| <tr><td class="paramname">grouping_col</td><td>List of columns on which to apply grouping (currently only a placeholder) </td></tr> |
| <tr><td class="paramname">optimizer</td><td>The optimization algorithm, 'fista' or 'igd'. Default is 'fista' </td></tr> |
| <tr><td class="paramname">optimizer_params</td><td>Parameters of the above optimizer, the format is 'arg = value, ...'. Default is NULL </td></tr> |
| <tr><td class="paramname">exclude</td><td>Which columns to exclude? Default is NULL (applicable only if col_ind_var is set as * or a column of array, column names as 'col1, col2, ...' if col_ind_var is '*'; element indices as '1,2,3, ...' if col_ind_var is a column of array) </td></tr> |
| <tr><td class="paramname">max_iter</td><td>Maximum number of iterations to run the algorithm (default value of 10000) </td></tr> |
| <tr><td class="paramname">tolerance</td><td>Iteration stopping criteria. Default is 1e-6 </td></tr> |
| </table> |
| </dd> |
| </dl> |
| |
| <p>Definition at line <a class="el" href="elastic__net_8sql__in_source.html#l00308">308</a> of file <a class="el" href="elastic__net_8sql__in_source.html">elastic_net.sql_in</a>.</p> |
| |
| </div> |
| </div> |
| <a class="anchor" id="a6f6ee3def49b5e9a1d3375fe41427dc0"></a><!-- doxytag: member="elastic_net.sql_in::elastic_net_train" ref="a6f6ee3def49b5e9a1d3375fe41427dc0" args="(text family_or_optimizer)" --> |
| <div class="memitem"> |
| <div class="memproto"> |
| <table class="memname"> |
| <tr> |
| <td class="memname">text elastic_net_train </td> |
| <td>(</td> |
| <td class="paramtype">text </td> |
| <td class="paramname"><em>family_or_optimizer</em></td><td>)</td> |
| <td></td> |
| </tr> |
| </table> |
| </div> |
| <div class="memdoc"> |
| <dl><dt><b>Parameters:</b></dt><dd> |
| <table class="params"> |
| <tr><td class="paramname">family_or_optimizer</td><td>Response type, 'gaussian' or 'binomial', or optimizer type </td></tr> |
| </table> |
| </dd> |
| </dl> |
| |
| <p>Definition at line <a class="el" href="elastic__net_8sql__in_source.html#l00473">473</a> of file <a class="el" href="elastic__net_8sql__in_source.html">elastic_net.sql_in</a>.</p> |
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