Java: Data Science Made Easy

Smile

Smile is a general purpose machine learning library, so it has regression models as well. You can have a look at the list of models, here: https://github.com/haifengl/smile.

For example, this is how you can create a simple linear regression:

OLS ols = new OLS(data.getX(), data.getY());

For regularized regression, you can use ridge or LASSO:

double lambda = 0.01; RidgeRegression ridge = new RidgeRegression(data.getX(), data.getY(), lambda); LASSO lasso = new LASSO(data.getX(), data.getY(), lambda);

Using a RandomForest is very similar to the classification case:

int nbtrees = 100; RandomForest rf = new RandomForest.Trainer(nbtrees)         .setNumRandomFeatures(15)         .setMaxNodes(128)         .setNodeSize(10)         .setSamplingRates(0.6)  .train(data.getX(), ...