defmodule Regressor.LinReg do
import Nx.Defn
def forward(x, params) do
w = elem(params, 0)
b = elem(params, 1)
Nx.add(Nx.dot(x, w), b)
end
def metric(x, y, params) do
if elem(Nx.shape(y), 0) == 1 do
-1.0
else
y_hat = forward(x, params)
rss = Nx.sum(Nx.power(Nx.subtract(y, y_hat), 2))
tss = Nx.sum(Nx.power(Nx.subtract(y, Nx.mean(y)), 2))
corr = Nx.subtract(1, Nx.divide(rss, tss))
corr
end
end
def cost(x, y, params) do
y_hat = forward(x, params)
Nx.mean(Nx.power(Nx.subtract(y_hat, y), 2))
end
defp compute_grad(x, y, w, b) do
grad({w, b}, fn {w, b} -> cost(x, y, {w,b}) end)
end
defp update_recursion(t, maxTimes, x, y, w, b, lr) do
if t < maxTimes do
gradients = compute_grad(x, y, w, b)
w_new = Nx.subtract(w, Nx.multiply(lr, elem(gradients, 0)))
b_new = Nx.subtract(b, Nx.multiply(lr, elem(gradients, 1)))
update_recursion(t + 1, maxTimes, x, y, w_new, b_new, lr)
else
{w, b}
end
end
def fit(x, y, epochs, lr) do
w = Nx.random_normal({elem(Nx.shape(x), 1)})
b = Nx.random_normal({1})
params = update_recursion(0, epochs, x, y, w, b, lr)
params
end
end
# x = Nx.tensor([[1, 2], [2, 4]]) # {0, 1}, 0
# y = Nx.tensor([2, 4])
# params = Regressor.LinReg.fit(x, y, 20000, 0.00001)
# #IO.inspect(Regressor.LinReg.forward(x, params))
# #IO.inspect(Regressor.LinReg.metric(x, y, params))