php-ml/tests/Phpml/Regression/LeastSquaresTest.php

<?php

declare(strict_types=1);

namespace tests\Regression;

use Phpml\Regression\LeastSquares;

class LeastSquaresTest extends \PHPUnit_Framework_TestCase
{
    public function testPredictSingleFeatureSamples()
    {
        $delta = 0.01;

        //https://www.easycalculation.com/analytical/learn-least-square-regression.php
        $samples = [[60], [61], [62], [63], [65]];
        $targets = [3.1, 3.6, 3.8, 4, 4.1];

        $regression = new LeastSquares();
        $regression->train($samples, $targets);

        $this->assertEquals(4.06, $regression->predict([64]), '', $delta);

        //http://www.stat.wmich.edu/s216/book/node127.html
        $samples = [[9300], [10565], [15000], [15000], [17764], [57000], [65940], [73676], [77006], [93739], [146088], [153260]];
        $targets = [7100, 15500, 4400, 4400, 5900, 4600, 8800, 2000, 2750, 2550,  960, 1025];

        $regression = new LeastSquares();
        $regression->train($samples, $targets);

        $this->assertEquals(7659.35, $regression->predict([9300]), '', $delta);
        $this->assertEquals(5213.81, $regression->predict([57000]), '', $delta);
        $this->assertEquals(4188.13, $regression->predict([77006]), '', $delta);
        $this->assertEquals(7659.35, $regression->predict([9300]), '', $delta);
        $this->assertEquals(278.66, $regression->predict([153260]), '', $delta);
    }

    public function testPredictSingleFeatureSamplesWithMatrixTargets()
    {
        $delta = 0.01;

        //https://www.easycalculation.com/analytical/learn-least-square-regression.php
        $samples = [[60], [61], [62], [63], [65]];
        $targets = [[3.1], [3.6], [3.8], [4], [4.1]];

        $regression = new LeastSquares();
        $regression->train($samples, $targets);

        $this->assertEquals(4.06, $regression->predict([64]), '', $delta);
    }

    public function testPredictMultiFeaturesSamples()
    {
        $delta = 0.01;

        //http://www.stat.wmich.edu/s216/book/node129.html
        $samples = [[73676, 1996], [77006, 1998], [10565, 2000], [146088, 1995], [15000, 2001], [65940, 2000], [9300, 2000], [93739, 1996], [153260, 1994], [17764, 2002], [57000, 1998], [15000, 2000]];
        $targets = [2000, 2750, 15500, 960, 4400, 8800, 7100, 2550, 1025, 5900, 4600, 4400];

        $regression = new LeastSquares();
        $regression->train($samples, $targets);

        $this->assertEquals(-800614.957, $regression->getIntercept(), '', $delta);
        $this->assertEquals([-0.0327, 404.14], $regression->getCoefficients(), '', $delta);
        $this->assertEquals(4094.82, $regression->predict([60000, 1996]), '', $delta);
        $this->assertEquals(5711.40, $regression->predict([60000, 2000]), '', $delta);
    }
}