SimpleLinearRegression.h

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#pragma once
 
#ifndef __SIMPLE_LINEAR_REGRESSION_H__
#define __SIMPLE_LINEAR_REGRESSION_H__
 
#include <vector>
 
namespace Utils
{
 
// WARNING: it doesn't let it go lower than the minimum value, if the prediction is lower, the min value is returned!
// set "TrueLinearRegression" to true if you want to use the real linear regression
template <typename T1 = size_t, typename T2 = double> class SimpleLinearRegression
{
  public:
    void SetSamples(const std::vector<T1> &x, const std::vector<T2> &y)
    {
        assert(x.size() == y.size());
        assert(!x.empty());
 
        if (x.empty() || y.empty())
            return;
 
        T2 sumX = 0;
        T2 sumY = 0;
        T2 sumXY = 0;
        T2 sumX2 = 0;
 
        const size_t cnt = std::min(x.size(), y.size());
        for (size_t i = 0; i < cnt; ++i)
        {
            sumX += x[i];
            sumY += y[i];
            sumXY += x[i] * y[i];
            sumX2 += x[i] * x[i];
        }
 
        W = (cnt * sumXY - sumX * sumY) / (cnt * sumX2 - sumX * sumX);
        b = (sumY - W * sumX) / cnt;
    }
 
    void SetSamplesSingleRegressor(const std::vector<T1> &x, const std::vector<T2> &y)
    {
        assert(x.size() == y.size());
 
        b = 0;
 
        T2 sumXY = 0;
        T2 sumX2 = 0;
 
        const size_t cnt = std::min(x.size(), y.size());
        for (size_t i = 0; i < cnt; ++i)
        {
            sumXY += x[i] * y[i];
            sumX2 += x[i] * x[i];
        }
 
        W = sumXY / sumX2;
    }
 
    T2 Predict(T1 x) const
    {
        const auto val = W * x + b;
 
        if (trueLinearRegression)
            return val;
 
        const auto m = 1E-12;
        if (val < m)
            return m;
 
        return val;
    }
 
    void SetTrueLinearRegression(bool reg)
    {
        trueLinearRegression = reg;
    }
 
    T2 GetW() const
    {
        return W;
    }
 
    T2 GetB() const
    {
        return b;
    }
 
  private:
    T2 W = 0;
    T2 b = 0;
 
    bool trueLinearRegression = false;
};
 
} // namespace Utils
 
#endif // __SIMPLE_LINEAR_REGRESSION_H__