public void train(RegressionDataSet dataSet, ExecutorService threadPool) {
List<Vec> inputs = new ArrayList<Vec>(dataSet.getSampleSize());
for (int i = 0; i < dataSet.getSampleSize(); i++)
inputs.add(dataSet.getDataPoint(i).getNumericalValues());
coefficents = new DenseVector(dataSet.getNumNumericalVars() + 1);
Vec targetValues = dataSet.getTargetValues();
double minTarget = targetValues.min();
double maxTarget = targetValues.max();
shift = minTarget;
scale = maxTarget - minTarget;
// Now all values are in the range [0, 1]
targetValues.subtract(shift);
targetValues.mutableDivide(scale);
Optimizer optimizer = new IterativelyReweightedLeastSquares();
coefficents =
optimizer.optimize(
1e-5, 100, logitFun, logitFunD, coefficents, inputs, targetValues, threadPool);
}
