library/cpp/linear_regression/linear_model.h


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#pragma once

#include <util/generic/algorithm.h>
#include <util/generic/vector.h>

#include <util/ysaveload.h>

#include <utility>

class TLinearModel {
private: 
    TVector<double> Coefficients; 
    double Intercept; 

public: 
    Y_SAVELOAD_DEFINE(Coefficients, Intercept); 

    TLinearModel(TVector<double>&& coefficients, const double intercept) 
        : Coefficients(std::move(coefficients)) 
        , Intercept(intercept) 
    { 
    } 

    explicit TLinearModel(size_t featuresCount = 0) 
        : Coefficients(featuresCount) 
        , Intercept(0.) 
    { 
    } 

    const TVector<double>& GetCoefficients() const { 
        return Coefficients; 
    } 

    double GetIntercept() const { 
        return Intercept; 
    } 

    template <typename T> 
    double Prediction(const TVector<T>& features) const { 
        return InnerProduct(Coefficients, features, Intercept); 
    } 
};