[Summary view]

   1  <?php
   2  
   3  declare(strict_types=1);
   4  
   5  namespace Phpml\Regression;
   6  
   7  use Phpml\Helper\Predictable;
   8  use Phpml\Math\Matrix;
   9  
  10  class LeastSquares implements Regression
  11  {
  12      use Predictable;
  13  
  14      /**
  15       * @var array
  16       */
  17      private $samples = [];
  18  
  19      /**
  20       * @var array
  21       */
  22      private $targets = [];
  23  
  24      /**
  25       * @var float
  26       */
  27      private $intercept;
  28  
  29      /**
  30       * @var array
  31       */
  32      private $coefficients = [];
  33  
  34      public function train(array $samples, array $targets): void
  35      {
  36          $this->samples = array_merge($this->samples, $samples);
  37          $this->targets = array_merge($this->targets, $targets);
  38  
  39          $this->computeCoefficients();
  40      }
  41  
  42      /**
  43       * @return mixed
  44       */
  45      public function predictSample(array $sample)
  46      {
  47          $result = $this->intercept;
  48          foreach ($this->coefficients as $index => $coefficient) {
  49              $result += $coefficient * $sample[$index];
  50          }
  51  
  52          return $result;
  53      }
  54  
  55      public function getCoefficients(): array
  56      {
  57          return $this->coefficients;
  58      }
  59  
  60      public function getIntercept(): float
  61      {
  62          return $this->intercept;
  63      }
  64  
  65      /**
  66       * coefficient(b) = (X'X)-1X'Y.
  67       */
  68      private function computeCoefficients(): void
  69      {
  70          $samplesMatrix = $this->getSamplesMatrix();
  71          $targetsMatrix = $this->getTargetsMatrix();
  72  
  73          $ts = $samplesMatrix->transpose()->multiply($samplesMatrix)->inverse();
  74          $tf = $samplesMatrix->transpose()->multiply($targetsMatrix);
  75  
  76          $this->coefficients = $ts->multiply($tf)->getColumnValues(0);
  77          $this->intercept = array_shift($this->coefficients);
  78      }
  79  
  80      /**
  81       * Add one dimension for intercept calculation.
  82       */
  83      private function getSamplesMatrix(): Matrix
  84      {
  85          $samples = [];
  86          foreach ($this->samples as $sample) {
  87              array_unshift($sample, 1);
  88              $samples[] = $sample;
  89          }
  90  
  91          return new Matrix($samples);
  92      }
  93  
  94      private function getTargetsMatrix(): Matrix
  95      {
  96          if (is_array($this->targets[0])) {
  97              return new Matrix($this->targets);
  98          }
  99  
 100          return Matrix::fromFlatArray($this->targets);
 101      }
 102  }