least-squares importance fitting

Constructors

  • Parameters

    • sigma: number[]

      Sigmas of normal distribution

    • lambda: number[]

      Regularization parameters

    • fold: number

      Number of folds

    • kernelNum: number

      Number of kernels

    Returns LSIF

Properties

_centers: any
_fold: number
_kernelNum: number
_kw: Matrix
_lambda: number
_lambda_cand: number[]
_sigma: number
_sigma_cand: number[]

Methods

  • Parameters

    • x: any
    • c: any
    • s: any

    Returns Matrix<number[]>

  • Parameters

    • H: any
    • h: any

    Returns (l: any) => Matrix

  • Fit model.

    Parameters

    • x1: number[][]

      Numerator data

    • x2: number[][]

      Denominator data

    Returns void

  • Returns estimated values.

    Parameters

    • x: number[][]

      Sample data

    Returns number[]

    Predicted values