intermediate changes

ref:cde9a383711a11544ce7e107a78147fb96cc4029

1 files changed, 59 insertions, 0 deletions

diff --git a/library/cpp/linear_regression/unimodal.h b/library/cpp/linear_regression/unimodal.h
new file mode 100644
index 0000000000..e11b1118f6
--- /dev/null
+++ b/library/cpp/linear_regression/unimodal.h
@@ -0,0 +1,59 @@
+#pragma once
+
+#include "linear_regression.h"
+
+struct TGreedyParams {
+    double LowerBound = 0;
+    double UpperBound = 0;
+    size_t StepsCount = 0;
+
+    double Point(const size_t step) const;
+};
+
+struct TOptimizationParams {
+    TGreedyParams ModeParams;
+    TGreedyParams NormalizerParams;
+
+    double OptimizationShrinkage = 1e-2;
+    double RegressionShrinkage = 1e-5;
+
+    size_t IterationsCount = 1000;
+
+    TOptimizationParams() = default;
+
+    static TOptimizationParams Default(const TVector<double>& values) {
+        TOptimizationParams optimizationParams;
+
+        optimizationParams.ModeParams.LowerBound = 0;
+        optimizationParams.ModeParams.UpperBound = values.size();
+        optimizationParams.ModeParams.StepsCount = values.size() + 1;
+
+        optimizationParams.NormalizerParams.LowerBound = 0.5;
+        optimizationParams.NormalizerParams.UpperBound = values.size() * 2;
+        optimizationParams.NormalizerParams.StepsCount = values.size() * 2 + 1;
+
+        return optimizationParams;
+    }
+
+    static TOptimizationParams Default(const TVector<double>& values, const TVector<double>& arguments) {
+        Y_ASSERT(values.size() == arguments.size());
+
+        TOptimizationParams optimizationParams;
+
+        optimizationParams.ModeParams.LowerBound = *MinElement(arguments.begin(), arguments.end());
+        optimizationParams.ModeParams.UpperBound = *MaxElement(arguments.begin(), arguments.end());
+        optimizationParams.ModeParams.StepsCount = arguments.size() + 1;
+
+        optimizationParams.NormalizerParams.UpperBound = optimizationParams.ModeParams.UpperBound - optimizationParams.ModeParams.LowerBound;
+        optimizationParams.NormalizerParams.StepsCount = arguments.size() * 2 + 1;
+        optimizationParams.NormalizerParams.LowerBound = optimizationParams.NormalizerParams.UpperBound / optimizationParams.NormalizerParams.StepsCount;
+
+        return optimizationParams;
+    }
+};
+
+double MakeUnimodal(TVector<double>& values, const TOptimizationParams& optimizationParams);
+double MakeUnimodal(TVector<double>& values);
+
+double MakeUnimodal(TVector<double>& values, const TVector<double>& arguments, const TOptimizationParams& optimizationParams);
+double MakeUnimodal(TVector<double>& values, const TVector<double>& arguments);