Developer Guide and Reference

  • 2021.3
  • 06/28/2021
  • Public Content
Contents

Linear and Ridge Regressions Computation

Batch Processing

Linear and ridge regressions in the batch processing mode follow the general workflow described in Regression Usage Model.
Training
For a description of the input and output, refer to Regression Usage Model.
The following table lists parameters of linear and ridge regressions at the training stage. Some of these parameters or their values are specific to a linear or ridge regression algorithm.
Linear Regression
Parameter
Default Value
Description
algorithmFPType
float
The floating-point type that the algorithm uses for intermediate computations. Can be
float
or
double
.
method
defaultDense
Available methods for linear regression training:
  • defaultDense
    - the normal equations method
  • qrDense
    - the method based on QR decomposition
interceptFlag
true
A flag that indicates a need to compute LaTex Math image..
Ridge Regression
Parameter
Default Value
Description
algorithmFPType
float
The floating-point type that the algorithm uses for intermediate computations. Can be
float
or
double
.
method
defaultDense
Default computation method used by the ridge regression. The only method supported at the training stage is the normal equations method.
ridgeParameters
A numeric table of size LaTex Math image. that contains the default ridge parameter equal to
1
.
The numeric table of size LaTex Math image. (
k
is the number of dependent variables) or LaTex Math image.. The contents of the table depend on its size:
  • LaTex Math image.: values of the ridge parameters LaTex Math image. for LaTex Math image..
  • LaTex Math image.: the value of the ridge parameter for each dependent variable LaTex Math image..
This parameter can be an object of any class derived from
NumericTable
, except for
PackedTriangularMatrix
,
PackedSymmetricMatrix
, and
CSRNumericTable
.
interceptFlag
true
A flag that indicates a need to compute LaTex Math image..
Prediction
For a description of the input and output, refer to Regression Usage Model.
At the prediction stage, linear and ridge regressions have the following parameters:
Parameter
Default Value
Description
algorithmFPType
float
The floating-point type that the algorithm uses for intermediate computations. Can be
float
or
double
.
method
defaultDense
Default performance-oriented computation method, the only method supported by the regression based prediction.

Online Processing

You can use linear and ridge regression in the online processing mode only at the training stage.
This computation mode assumes that the data arrives in blocks LaTex Math image..
Training
Linear and ridge regression training in the online processing mode follows the general workflow described in Regression Usage Model.
Linear and ridge regression training in the online processing mode accepts the input described below. Pass the
Input ID
as a parameter to the methods that provide input for your algorithm. For more details, see Algorithms.
Input ID
Input
data
Pointer to the LaTex Math image. numeric table that represents the current,
i
-th, data block.
dependentVariables
Pointer to the LaTex Math image. numeric table with responses associated with the current,
i
-th, data block.
Both input tables can be an object of any class derived from
NumericTable
.
The following table lists parameters of linear and ridge regressions at the training stage in the online processing mode.
Linear Regression
Parameter
Default Value
Description
algorithmFPType
float
The floating-point type that the algorithm uses for intermediate computations. Can be
float
or
double
.
method
defaultDense
Available methods for linear regression training:
  • defaultDense
    - the normal equations method
  • qrDense
    - the method based on QR decomposition
interceptFlag
true
A flag that indicates a need to compute LaTex Math image..
Ridge Regression
Parameter
Default Value
Description
algorithmFPType
float
The floating-point type that the algorithm uses for intermediate computations. Can be
float
or
double
.
method
defaultDense
Default computation method used by the ridge regression. The only method supported at the training stage is the normal equations method.
ridgeParameters
A numeric table of size LaTex Math image. that contains the default ridge parameter equal to
1
.
The numeric table of size LaTex Math image. (
k
is the number of dependent variables) or LaTex Math image.. The contents of the table depend on its size:
  • size = LaTex Math image.: values of the ridge parameters LaTex Math image. for LaTex Math image..
  • size = LaTex Math image.: the value of the ridge parameter for each dependent variable LaTex Math image..
This parameter can be an object of any class derived from
NumericTable
, except for
PackedTriangularMatrix
,
PackedSymmetricMatrix
, and
CSRNumericTable
.
interceptFlag
true
A flag that indicates a need to compute LaTex Math image..
For a description of the output, refer to Regression Usage Model.

Distributed Processing

You can use linear and ridge regression in the distributed processing mode only at the training stage.
This computation mode assumes that the data set is split in
nblocks
blocks across computation nodes.
Training
Use the two-step computation schema for linear and ridge regression training in the distributed processing mode, as illustrated below:
Algorithm parameters
The following table lists parameters of linear and ridge regressions at the training stage in the distributed processing mode.
Linear Regression
Parameter
Default Value
Description
computeStep
Not applicable
The parameter required to initialize the algorithm. Can be:
  • step1Local
    - the first step, performed on local nodes
  • step2Master
    - the second step, performed on a master node
algorithmFPType
float
The floating-point type that the algorithm uses for intermediate computations. Can be
float
or
double
.
method
defaultDense
Available methods for linear regression training:
  • defaultDense
    - the normal equations method
  • qrDense
    - the method based on QR decomposition
interceptFlag
true
A flag that indicates a need to compute LaTex Math image..
Ridge Regression
Parameter
Default Value
Description
computeStep
Not applicable
The parameter required to initialize the algorithm. Can be:
  • step1Local
    - the first step, performed on local nodes
  • step2Master
    - the second step, performed on a master node
algorithmFPType
float
The floating-point type that the algorithm uses for intermediate computations. Can be
float
or
double
.
method
defaultDense
Default computation method used by the ridge regression. The only method supported at the training stage is the normal equations method.
ridgeParameters
A numeric table of size LaTex Math image. that contains the default ridge parameter equal to
1
.
The numeric table of size LaTex Math image. (
k
is the number of dependent variables) or LaTex Math image.. The contents of the table depend on its size:
  • size = LaTex Math image.: values of the ridge parameters LaTex Math image. for LaTex Math image..
  • size = LaTex Math image.: the value of the ridge parameter for each dependent variable LaTex Math image..
This parameter can be an object of any class derived from
NumericTable
, except for
PackedTriangularMatrix
,
PackedSymmetricMatrix
, and
CSRNumericTable
.
interceptFlag
true
A flag that indicates a need to compute LaTex Math image..
Step 1 - on Local Nodes
In this step, linear and ridge regression training accepts the input described below. Pass the
Input ID
as a parameter to the methods that provide input for your algorithm. For more details, see Algorithms.
Input ID
Input
data
Pointer to the LaTex Math image. numeric table that represents the
i
-th data block on the local node.
dependentVariables
Pointer to the LaTex Math image. numeric table with responses associated with the
i
-th data block.
Both input tables can be an object of any class derived from
NumericTable
.
In this step, linear and ridge regression training calculates the result described below. Pass the
Result ID
as a parameter to the methods that access the results of your algorithm. For more details, see Algorithms.
Result ID
Result
partialModel
Pointer to the partial linear regression model that corresponds to the
i
-th data block.
The result can only be an object of the
Model
class.
Step 2 - on Master Node
In this step, linear and ridge regression training accepts the input described below. Pass the
Input ID
as a parameter to the methods that provide input for your algorithm. For more details, see Algorithms.
Input ID
Input
partialModels
A collection of partial models computed on local nodes in Step 1.
The collection contains objects of the
Model
class.
In this step, linear and ridge regression training calculates the result described below. Pass the
Result ID
as a parameter to the methods that access the results of your algorithm. For more details, see Algorithms.
Result ID
Result
model
Pointer to the linear or ridge regression model being trained.
The result can only be an object of the
Model
class.

Examples

C++ (CPU)
Batch Processing:
Online Processing:
Distributed Processing:
Java*
There is no support for Java on GPU.
Batch Processing:
Online Processing:
Distributed Processing:
Python* with DPC++ support
Batch Processing:
Python*
Batch Processing:
Online Processing:
Distributed Processing:

Product and Performance Information

1

Performance varies by use, configuration and other factors. Learn more at www.Intel.com/PerformanceIndex.