Merge pull request #912 from kvedala/ols_regressor

[fix] added test cases to OLS Regressor

numerical_methods/ordinary_least_squares_regressor.cpp

@@ -9,6 +9,8 @@
  *
  * \author [Krishna Vedala](https://github.com/kvedala)
  */
+#include <cassert>
+#include <cmath>    // for std::abs
 #include <iomanip>  // for print formatting
 #include <iostream>
 #include <vector>
@@ -352,10 +354,62 @@ std::vector<float> predict_OLS_regressor(std::vector<std::vector<T>> const &X,
     return result;
 }
 
+/** Self test checks */
+void test() {
+    int F = 3, N = 5;
+
+    /* test function = x^2 -5 */
+    std::cout << "Test 1 (quadratic function)....";
+    // create training data set with features = x, x^2, x^3
+    std::vector<std::vector<float>> data1(
+        {{-5, 25, -125}, {-1, 1, -1}, {0, 0, 0}, {1, 1, 1}, {6, 36, 216}});
+    // create corresponding outputs
+    std::vector<float> Y1({20, -4, -5, -4, 31});
+    // perform regression modelling
+    std::vector<float> beta1 = fit_OLS_regressor(data1, Y1);
+    // create test data set with same features = x, x^2, x^3
+    std::vector<std::vector<float>> test1(
+        {{-2, 4, -8}, {2, 4, 8}, {-10, 100, -1000}, {10, 100, 1000}});
+    // expected regression outputs
+    std::vector<float> expected1({-1, -1, 95, 95});
+    // predicted regression outputs
+    std::vector<float> out1 = predict_OLS_regressor(test1, beta1);
+    // compare predicted results are within +-0.01 limit of expected
+    for (size_t rows = 0; rows < out1.size(); rows++)
+        assert(std::abs(out1[rows] - expected1[rows]) < 0.01);
+    std::cout << "passed\n";
+
+    /* test function = x^3 + x^2 - 100 */
+    std::cout << "Test 2 (cubic function)....";
+    // create training data set with features = x, x^2, x^3
+    std::vector<std::vector<float>> data2(
+        {{-5, 25, -125}, {-1, 1, -1}, {0, 0, 0}, {1, 1, 1}, {6, 36, 216}});
+    // create corresponding outputs
+    std::vector<float> Y2({-200, -100, -100, 98, 152});
+    // perform regression modelling
+    std::vector<float> beta2 = fit_OLS_regressor(data2, Y2);
+    // create test data set with same features = x, x^2, x^3
+    std::vector<std::vector<float>> test2(
+        {{-2, 4, -8}, {2, 4, 8}, {-10, 100, -1000}, {10, 100, 1000}});
+    // expected regression outputs
+    std::vector<float> expected2({-104, -88, -1000, 1000});
+    // predicted regression outputs
+    std::vector<float> out2 = predict_OLS_regressor(test2, beta2);
+    // compare predicted results are within +-0.01 limit of expected
+    for (size_t rows = 0; rows < out2.size(); rows++)
+        assert(std::abs(out2[rows] - expected2[rows]) < 0.01);
+    std::cout << "passed\n";
+
+    std::cout << std::endl;  // ensure test results are displayed on screen
+                             // (flush stdout)
+}
+
 /**
  * main function
  */
 int main() {
+    test();
+
     size_t N, F;
 
     std::cout << "Enter number of features: ";
@@ -369,7 +423,7 @@ int main() {
     std::vector<float> Y(N);
 
     std::cout
-        << "Enter training data. Per sample, provide features ad one output."
+        << "Enter training data. Per sample, provide features and one output."
         << std::endl;
 
     for (size_t rows = 0; rows < N; rows++) {