gov.sandia.cognition.learning.algorithm.regression
Class LeastSquaresEstimator

java.lang.Object
  extended by gov.sandia.cognition.util.AbstractCloneableSerializable
      extended by gov.sandia.cognition.algorithm.AbstractIterativeAlgorithm
          extended by gov.sandia.cognition.algorithm.AbstractAnytimeAlgorithm<ResultType>
              extended by gov.sandia.cognition.learning.algorithm.AbstractAnytimeBatchLearner<Collection<? extends InputOutputPair<? extends InputType,OutputType>>,ResultType>
                  extended by gov.sandia.cognition.learning.algorithm.AbstractAnytimeSupervisedBatchLearner<Vector,Vector,ResultType>
                      extended by gov.sandia.cognition.learning.algorithm.regression.AbstractParameterCostMinimizer<GradientDescendable,SumSquaredErrorCostFunction>
                          extended by gov.sandia.cognition.learning.algorithm.regression.LeastSquaresEstimator
All Implemented Interfaces:
AnytimeAlgorithm<GradientDescendable>, IterativeAlgorithm, MeasurablePerformanceAlgorithm, StoppableAlgorithm, AnytimeBatchLearner<Collection<? extends InputOutputPair<? extends Vector,Vector>>,GradientDescendable>, BatchCostMinimizationLearner<Collection<? extends InputOutputPair<? extends Vector,Vector>>,GradientDescendable>, BatchLearner<Collection<? extends InputOutputPair<? extends Vector,Vector>>,GradientDescendable>, ParameterCostMinimizer<GradientDescendable>, SupervisedBatchLearner<Vector,Vector,GradientDescendable>, CloneableSerializable, Serializable, Cloneable
Direct Known Subclasses:
FletcherXuHybridEstimation, GaussNewtonAlgorithm, LevenbergMarquardtEstimation

public abstract class LeastSquaresEstimator
extends AbstractParameterCostMinimizer<GradientDescendable,SumSquaredErrorCostFunction>

Abstract implementation of iterative least-squares estimators.

Since:
2.1
Author:
Kevin R. Dixon
See Also:
Serialized Form

Field Summary
 
Fields inherited from class gov.sandia.cognition.learning.algorithm.regression.AbstractParameterCostMinimizer
DEFAULT_MAX_ITERATIONS, DEFAULT_TOLERANCE
 
Fields inherited from class gov.sandia.cognition.learning.algorithm.AbstractAnytimeBatchLearner
data, keepGoing
 
Fields inherited from class gov.sandia.cognition.algorithm.AbstractAnytimeAlgorithm
maxIterations
 
Fields inherited from class gov.sandia.cognition.algorithm.AbstractIterativeAlgorithm
DEFAULT_ITERATION, iteration
 
Constructor Summary
LeastSquaresEstimator(int maxIterations, double tolerance)
          Creates a new instance of LeastSquaresEstimator
 
Method Summary
 
Methods inherited from class gov.sandia.cognition.learning.algorithm.regression.AbstractParameterCostMinimizer
getCostFunction, getObjectToOptimize, getPerformance, getResult, getResultCost, getTolerance, setCostFunction, setObjectToOptimize, setResult, setResultCost, setTolerance
 
Methods inherited from class gov.sandia.cognition.learning.algorithm.AbstractAnytimeBatchLearner
cleanupAlgorithm, clone, getData, getKeepGoing, initializeAlgorithm, learn, setData, setKeepGoing, step, stop
 
Methods inherited from class gov.sandia.cognition.algorithm.AbstractAnytimeAlgorithm
getMaxIterations, isResultValid, setMaxIterations
 
Methods inherited from class gov.sandia.cognition.algorithm.AbstractIterativeAlgorithm
addIterativeAlgorithmListener, fireAlgorithmEnded, fireAlgorithmStarted, fireStepEnded, fireStepStarted, getIteration, getListeners, removeIterativeAlgorithmListener, setIteration, setListeners
 
Methods inherited from class java.lang.Object
equals, finalize, getClass, hashCode, notify, notifyAll, toString, wait, wait, wait
 
Methods inherited from interface gov.sandia.cognition.learning.algorithm.BatchCostMinimizationLearner
learn
 
Methods inherited from interface gov.sandia.cognition.util.CloneableSerializable
clone
 
Methods inherited from interface gov.sandia.cognition.algorithm.AnytimeAlgorithm
getMaxIterations, setMaxIterations
 
Methods inherited from interface gov.sandia.cognition.algorithm.IterativeAlgorithm
addIterativeAlgorithmListener, getIteration, removeIterativeAlgorithmListener
 
Methods inherited from interface gov.sandia.cognition.algorithm.StoppableAlgorithm
isResultValid, stop
 

Constructor Detail

LeastSquaresEstimator

public LeastSquaresEstimator(int maxIterations,
                             double tolerance)
Creates a new instance of LeastSquaresEstimator

Parameters:
maxIterations - Maximum number of iterations before stopping
tolerance - Stopping criterion for the algorithm, typically ~1e-5