Hands-On Machine Learning with C++

Solving linear regression tasks with Shark-ML

The Shark-ML library provides the LinearModel class for representing linear regression problems. There are two trainer classes for this kind of model: the LinearRegression class, which provides analytical solutions, and the LinearSAGTrainer class, which provides a stochastic average gradient iterative method, as illustrated in the following code block:

using namespace shark;using namespace std;Data<RealVector> x;Data<RealVector> y;RegressionDataset data(x, y);LinearModel<> model;

LinearRegression trainer;trainer.train(model, data);

We can get the calculated parameters (the linear regression task solution) vector by running the following code:

auto b = model.parameterVector();

For new x inputs, ...