File: rrModel.C

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// -*- Mode: C++; tab-width: 2; -*-
// vi: set ts=2:
//
// 

#include <BALL/QSAR/rrModel.h>
//#include <BALL/SYSTEM/timer.h>

#include <Eigen/Dense>

namespace BALL
{
	namespace QSAR
	{

		RRModel::RRModel(const QSARData& q, double lambda) : MLRModel(q) 
		{
			type_="RR";
			lambda_ = lambda;
		}

		RRModel::~RRModel()
		{
		}


		void RRModel::train()
		{	
			if (descriptor_matrix_.cols() == 0)
			{
				throw Exception::InconsistentUsage(__FILE__, __LINE__, "Data must be read into the model before training!"); 
			}
			if (Y_.cols() == 0)
			{
				throw Exception::InconsistentUsage(__FILE__, __LINE__, "No response values have been read! Model can not be trained!");
			}
			if (lambda_ == 0 && descriptor_matrix_.cols() >= descriptor_matrix_.rows())
			{	
				throw Exception::SingularMatrixError(__FILE__, __LINE__, "For MLR model, matrix must have more rows than columns in order to be invertible!!");
				//training_result_.ReSize(0, 0);
				//return;
			}

  			Eigen::MatrixXd m = descriptor_matrix_.transpose()*descriptor_matrix_;

			if (lambda_ != 0)
			{
				Eigen::MatrixXd I(m.rows(), m.rows());
				I.setIdentity();
				I *= lambda_;
				m += I;
			}
				
			try
			{
			//	Timer timer; timer.start();
				training_result_ = m.colPivHouseholderQr().solve(descriptor_matrix_.transpose()*Y_);
			//	timer.stop(); cout<<timer.getClockTime()<<endl;
				
		// 		timer.start();
		// 		Matrix X1 = m;
		// 		Matrix Y1 = descriptor_matrix_.t()*Y_;
		// 		UpperTriangularMatrix U; Matrix M;
		// 		QRZ(X1, U); QRZ(X1, Y1, M);    // Y1 now contains resids
		// 		Matrix test = U.i() * M;	
		// 		timer.stop(); cout<<timer.getClockTime()<<endl;
		// 		
		// 		cout<<(training_result_-test).t()<<endl;
			}
			catch(BALL::Exception::GeneralException e)
			{
				training_result_.resize(0, 0);
				throw Exception::SingularMatrixError(__FILE__, __LINE__, "Matrix for RR training is singular!! Check that descriptor_matrix_ does not contain empty columns and that lambda is not too small!"); 
				return;
			}
			
			calculateOffsets();	
		}

		void RRModel::setParameters(vector<double>& v)
		{	
			if (v.size() != 1)
			{
				String c = "Wrong number of model parameters! Needed: 1;";
				c = c+" given: "+String(v.size());
				throw Exception::ModelParameterError(__FILE__, __LINE__, c.c_str());
			}
			lambda_ = v[0];
		}

		vector<double> RRModel::getParameters() const
		{
			vector<double> d;
			d.push_back(lambda_);
			return d;
		}
	}
}