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test intercept and coefficients of linear regression

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This commit is contained in:
Arkadiusz Kondas 2016-04-30 13:32:40 +02:00
parent 633974fea0
commit b1c47d5e9d
2 changed files with 13 additions and 2 deletions
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8
src/Phpml/Regression/LeastSquares.php
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@ -63,6 +63,14 @@ class LeastSquares implements Regression
return $this->coefficients; return $this->coefficients;
} }
/**
* @return float
*/
public function getIntercept()
{
return $this->intercept;
}
/** /**
* coefficient(b) = (X'X)-1X'Y. * coefficient(b) = (X'X)-1X'Y.
*/ */

7
tests/Phpml/Regression/LeastSquaresTest.php
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@ -37,7 +37,7 @@ class LeastSquaresTest extends \PHPUnit_Framework_TestCase
public function testPredictMultiFeaturesSamples() public function testPredictMultiFeaturesSamples()
{ {
$delta = 1; $delta = 0.01;
//http://www.stat.wmich.edu/s216/book/node129.html //http://www.stat.wmich.edu/s216/book/node129.html
$samples = [[1, 73676, 1996], [1, 77006, 1998], [1, 10565, 2000], [1, 146088, 1995], [1, 15000, 2001], [1, 65940, 2000], [1, 9300, 2000], [1, 93739, 1996], [1, 153260, 1994], [1, 17764, 2002], [1, 57000, 1998], [1, 15000, 2000]]; $samples = [[1, 73676, 1996], [1, 77006, 1998], [1, 10565, 2000], [1, 146088, 1995], [1, 15000, 2001], [1, 65940, 2000], [1, 9300, 2000], [1, 93739, 1996], [1, 153260, 1994], [1, 17764, 2002], [1, 57000, 1998], [1, 15000, 2000]];
@ -46,6 +46,9 @@ class LeastSquaresTest extends \PHPUnit_Framework_TestCase
$regression = new LeastSquares(); $regression = new LeastSquares();
$regression->train($samples, $targets); $regression->train($samples, $targets);
$this->assertEquals(4094, $regression->predict([60000, 1996]), '', $delta); $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);
} }
} }