library/cpp/linear_regression/unimodal.h


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#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);