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ILeastSquaresMethod Interface

Common interface for Least Squares algorithms, i.e. algorithms that can be used to solve Least Squares optimization problems.

Namespace:  Accord.Math.Optimization
Assembly:  Accord.Math (in Accord.Math.dll) Version: 3.8.0
public interface ILeastSquaresMethod
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The ILeastSquaresMethod type exposes the following members.

Public propertyFunction
Gets or sets a parameterized model function mapping input vectors into output values, whose optimum parameters must be found.
Public propertyGradient
Gets or sets a function that computes the gradient vector in respect to the function parameters, given a set of input and output values.
Public propertyNumberOfVariables
Gets the number of variables (free parameters) in the optimization problem.
Public propertySolution
Gets the solution found, the values of the parameters which optimizes the function, in a least squares sense.
Public propertyStandardErrors
Gets standard error for each parameter in the solution.
Public propertyToken
Gets or sets a cancellation token that can be used to stop the learning algorithm while it is running.
Public propertyValue
Gets the value at the solution found. This should be the minimum value found for the objective function.
Public methodMinimize
Attempts to find the best values for the parameter vector minimizing the discrepancy between the generated outputs and the expected outputs for a given set of input data.
See Also