在 Apache commons-math3 中计算 PolynomialCurveFitter 的 R 方

Question

Apache commons-math3（版本3.6.1）类像OLSMultipleLinearRegression，SimpleRegression提供了一种计算RSquare的方法（即calculateRSquared()、getRSquare()）。但是我找不到 PolynomialCurveFitter ?

的任何此类方法

现在我自己做如下。 common-math 中有这样的方法吗？

private PolynomialFunction getPolynomialFitter(List<List<Double>> pointlist) {
    final PolynomialCurveFitter fitter = PolynomialCurveFitter.create(2);
    final WeightedObservedPoints obs = new WeightedObservedPoints();
    for (List<Double> point : pointlist) {
        obs.add(point.get(0), point.get(1));
    }

    double[] fit = fitter.fit(obs.toList());
    System.out.printf("\nCoefficient %f, %f, %f", fit[0], fit[1], fit[2]);
    final PolynomialFunction fitted = new PolynomialFunction(fit);
    return fitted;
}
private double getRSquare(PolynomialFunction fitter, List<List<Double>> pointList) {
    final double[] coefficients = fitter.getCoefficients();
    double[] predictedValues = new double[pointList.size()];
    double residualSumOfSquares = 0;
    final DescriptiveStatistics descriptiveStatistics = new DescriptiveStatistics();
    for (int i=0; i< pointList.size(); i++) {
        predictedValues[i] = predict(coefficients, pointList.get(i).get(0));
        double actualVal = pointList.get(i).get(1);
        double t = Math.pow((predictedValues[i] - actualVal), 2);
        residualSumOfSquares  += t;
        descriptiveStatistics.addValue(actualVal);
    }
    final double avgActualValues = descriptiveStatistics.getMean();
    double totalSumOfSquares = 0;
    for (int i=0; i<pointList.size(); i++) {
        totalSumOfSquares += Math.pow( (predictedValues[i] - avgActualValues),2);
    }
    return 1.0 - (residualSumOfSquares/totalSumOfSquares);
}
final PolynomialFunction polynomial = getPolynomialFitter(trainData);
System.out.printf("\nPolynimailCurveFitter R-Square %f", getRSquare(polynomial, trainData));

Answer 1

这已在 apache-commons mailing list 中得到解答。 Cross-posting答案

OLSMultipleLinearRegression, SimpleRegression provide a method that returns calculateRSquared(), getRSquare(). But I am not able to find any such method for PolynomialCurveFitter ?

Right now I am doing it myself like below :-

Is there any such method in common-math which does this?

"PolynomialCurveFitter" 是句法之一 sugar/wrapper 围绕 least-squares 优化器。在（不可变的）实例中不维护任何状态。

private PolynomialFunction getPolynomialFitter(List<List<Double>>pointlist) {

final PolynomialCurveFitter fitter = PolynomialCurveFitter.create(2);

final WeightedObservedPoints obs = new WeightedObservedPoints();
for (List<Double> point : pointlist) {
    obs.add(point.get(0), point.get(1));
}

double[] fit = fitter.fit(obs.toList());
System.out.printf("\nCoefficient %f, %f, %f", fit[0], fit[1], fit[2]); 

final PolynomialFunction fitted = new PolynomialFunction(fit);
return fitted;
}

这确实是预期的 use-cases。

private double getRSquare(PolynomialFunction fitter, List<List<Double>> pointList) {

final double[] coefficients = fitter.getCoefficients();
double[] predictedValues = new double[pointList.size()];
double residualSumOfSquares = 0;
final DescriptiveStatistics descriptiveStatistics = new DescriptiveStatistics();

for (int i=0; i< pointList.size(); i++) {
    predictedValues[i] = predict(coefficients, pointList.get(i).get(0));

    double actualVal = pointList.get(i).get(1);
    double t = Math.pow((predictedValues[i] - actualVal), 2);
    residualSumOfSquares  += t;
    descriptiveStatistics.addValue(actualVal);
}
final double avgActualValues = descriptiveStatistics.getMean();
double totalSumOfSquares = 0;
for (int i=0; i<pointList.size(); i++) {
    totalSumOfSquares += Math.pow( (predictedValues[i] - avgActualValues),2);

}
return 1.0 - (residualSumOfSquares/totalSumOfSquares);
}

这里没有显示"predict"方法，但是注意参数你在上面称为 "fitter" 实际上是一个多项式功能：

http://commons.apache.org/proper/commons-math/apidocs/org/apache/commons/math4/analysis/polynomials/PolynomialFunction.html

因此： predictedValues[i] = fitter.value(pointList.get(i).get(0));

但除此之外，是的，调用者负责选择他的评估模型的质量。

可以直接使用类的least-squares套件；然后 "Evaluation" 对象将允许检索各种度量适合度：

http://commons.apache.org/proper/commons-math/apidocs/org/apache/commons/math4/fitting/leastsquares/LeastSquaresProblem.Evaluation.html

但是，它们可能仍然不是您要找的...

在 Apache commons-math3 中计算 PolynomialCurveFitter 的 R 方

Calculate R-Square for PolynomialCurveFitter in Apache commons-math3

java

regression

apache-commons

java-8

apache-commons-math