public double classifyInstance(Instance inst) throws Exception {
if (m_attribute == null) {
return m_intercept;
} else {
if (inst.isMissing(m_attribute.index())) {
throw new Exception("UnivariateLinearRegression: No missing values!");
}
return m_intercept + m_slope * inst.value(m_attribute.index());
}
}
public void buildClassifier(Instances insts) throws Exception {
// Compute mean of target value
double yMean = insts.meanOrMode(insts.classIndex());
// Choose best attribute
double minMsq = Double.MAX_VALUE;
m_attribute = null;
int chosen = -1;
double chosenSlope = Double.NaN;
double chosenIntercept = Double.NaN;
for (int i = 0; i < insts.numAttributes(); i++) {
if (i != insts.classIndex()) {
if (!insts.attribute(i).isNumeric()) {
throw new Exception("UnivariateLinearRegression: Only numeric attributes!");
}
m_attribute = insts.attribute(i);
// Compute slope and intercept
double xMean = insts.meanOrMode(i);
double sumWeightedXDiffSquared = 0;
double sumWeightedYDiffSquared = 0;
m_slope = 0;
for (int j = 0; j < insts.numInstances(); j++) {
Instance inst = insts.instance(j);
if (!inst.isMissing(i) && !inst.classIsMissing()) {
double xDiff = inst.value(i) - xMean;
double yDiff = inst.classValue() - yMean;
double weightedXDiff = inst.weight() * xDiff;
double weightedYDiff = inst.weight() * yDiff;
m_slope += weightedXDiff * yDiff;
sumWeightedXDiffSquared += weightedXDiff * xDiff;
sumWeightedYDiffSquared += weightedYDiff * yDiff;
}
}
// Skip attribute if not useful
if (sumWeightedXDiffSquared == 0) {
continue;
}
double numerator = m_slope;
m_slope /= sumWeightedXDiffSquared;
m_intercept = yMean - m_slope * xMean;
// Compute sum of squared errors
double msq = sumWeightedYDiffSquared - m_slope * numerator;
// Check whether this is the best attribute
if (msq < minMsq) {
minMsq = msq;
chosen = i;
chosenSlope = m_slope;
chosenIntercept = m_intercept;
}
}
}
// Set parameters
if (chosen == -1) {
System.err.println("----- no useful attribute found");
m_attribute = null;
m_slope = 0;
m_intercept = yMean;
} else {
m_attribute = insts.attribute(chosen);
m_slope = chosenSlope;
m_intercept = chosenIntercept;
}
}