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;
    };
 
}
 
#endif // __SIMPLE_LINEAR_REGRESSION_H__