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

Syntax

public interface ILeastSquaresMethod

Public Interface ILeastSquaresMethod

The ILeastSquaresMethod type exposes the following members.

Properties

	Name	Description
	Function	Gets or sets a parameterized model function mapping input vectors into output values, whose optimum parameters must be found.
	Gradient	Gets or sets a function that computes the gradient vector in respect to the function parameters, given a set of input and output values.
	NumberOfVariables	Gets the number of variables (free parameters) in the optimization problem.
	Solution	Gets the solution found, the values of the parameters which optimizes the function, in a least squares sense.
	StandardErrors	Gets standard error for each parameter in the solution.
	Token	Gets or sets a cancellation token that can be used to stop the learning algorithm while it is running.
	Value	Gets the value at the solution found. This should be the minimum value found for the objective function.

Methods

	Name	Description
	Minimize	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.