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feat: implement exponential regression
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targos committed Apr 28, 2017
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3 changes: 3 additions & 0 deletions .babelrc
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{
"plugins": ["transform-es2015-modules-commonjs"]
}
5 changes: 5 additions & 0 deletions .eslintrc.yml
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extends: 'eslint-config-cheminfo'
parserOptions:
sourceType: module
env:
jest: true
39 changes: 39 additions & 0 deletions .gitignore
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# Logs
logs
*.log
npm-debug.log*

# Runtime data
pids
*.pid
*.seed

# Directory for instrumented libs generated by jscoverage/JSCover
lib-cov

# Coverage directory used by tools like istanbul
coverage

# nyc test coverage
.nyc_output

# Grunt intermediate storage (http://gruntjs.com/creating-plugins#storing-task-files)
.grunt

# node-waf configuration
.lock-wscript

# Compiled binary addons (http://nodejs.org/api/addons.html)
build/Release

# Dependency directories
node_modules
jspm_packages

# Optional npm cache directory
.npm

# Optional REPL history
.node_repl_history

lib
4 changes: 4 additions & 0 deletions .travis.yml
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language: node_js
node_js:
- node
- lts/boron
21 changes: 21 additions & 0 deletions LICENSE
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MIT License

Copyright (c) 2017 mljs

Permission is hereby granted, free of charge, to any person obtaining a copy
of this software and associated documentation files (the "Software"), to deal
in the Software without restriction, including without limitation the rights
to use, copy, modify, merge, publish, distribute, sublicense, and/or sell
copies of the Software, and to permit persons to whom the Software is
furnished to do so, subject to the following conditions:

The above copyright notice and this permission notice shall be included in all
copies or substantial portions of the Software.

THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR
IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY,
FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE
AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER
LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM,
OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE
SOFTWARE.
40 changes: 40 additions & 0 deletions README.md
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# regression-exponential

[![NPM version][npm-image]][npm-url]
[![build status][travis-image]][travis-url]
[![npm download][download-image]][download-url]

Exponential Regression.

## Installation

`$ npm install --save ml-regression-exponential`

## Usage

This calculates parameters A and B for the equation `y = A * e^(B * x)`.

```js
import ExponentialRegression from 'ml-regression-exponential';

const x = [0, 1, 2, 3, 4];
const y = [1.5, 2.5, 3.5, 5.0, 7.5];

const regression = new ExponentialRegression(x, y);

regression.A // 0.391202
regression.B // 1.579909
regression.predict(2); // 3.454825
regression.toString(3); // f(x) = 1.58 * exp(0.391 * x)
```

## License

[MIT](./LICENSE)

[npm-image]: https://img.shields.io/npm/v/ml-regression-exponential.svg?style=flat-square
[npm-url]: https://npmjs.org/package/ml-regression-exponential
[travis-image]: https://img.shields.io/travis/mljs/regression-exponential/master.svg?style=flat-square
[travis-url]: https://travis-ci.org/mljs/regression-exponential
[download-image]: https://img.shields.io/npm/dm/ml-regression-exponential.svg?style=flat-square
[download-url]: https://npmjs.org/package/ml-regression-exponential
46 changes: 46 additions & 0 deletions package.json
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{
"name": "ml-regression-exponential",
"version": "0.0.0",
"description": "Exponential Regression",
"main": "lib/index.js",
"module": "src/index.js",
"files": [
"lib",
"src"
],
"scripts": {
"eslint": "eslint src",
"eslint-fix": "npm run eslint -- --fix",
"prepublish": "rollup -c",
"test": "run-s testonly eslint",
"testonly": "jest"
},
"repository": {
"type": "git",
"url": "git+https://github.com/mljs/regression-exponential.git"
},
"keywords": [],
"author": "Michaël Zasso",
"license": "MIT",
"bugs": {
"url": "https://github.com/mljs/regression-exponential/issues"
},
"homepage": "https://github.com/mljs/regression-exponential#readme",
"jest": {
"testEnvironment": "node"
},
"devDependencies": {
"babel-jest": "^19.0.0",
"babel-plugin-transform-es2015-modules-commonjs": "^6.24.1",
"eslint": "^3.19.0",
"eslint-config-cheminfo": "^1.7.0",
"eslint-plugin-no-only-tests": "^1.1.0",
"jest": "^19.0.2",
"npm-run-all": "^4.0.2",
"rollup": "^0.41.6"
},
"dependencies": {
"ml-regression-base": "^1.1.1",
"ml-regression-simple-linear": "^1.0.1"
}
}
5 changes: 5 additions & 0 deletions rollup.config.js
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export default {
entry: 'src/index.js',
format: 'cjs',
dest: 'lib/index.js'
};
35 changes: 35 additions & 0 deletions src/__tests__/test.js
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import ExponentialRegression from '..';

describe('Exponential regression', () => {
it('basic test', () =>{
const x = [0, 1, 2, 3, 4];
const y = [1.5, 2.5, 3.5, 5.0, 7.5];
const result = new ExponentialRegression(x, y);
expect(result.A).toBeCloseTo(0.3912023, 10e-7);
expect(result.B).toBeCloseTo(1.579910, 10e-7);

const score = result.score(x, y);
expect(score.r2).toBeGreaterThan(0.8);
expect(score.chi2).toBeLessThan(0.1);
expect(score.rmsd).toBeLessThan(0.01);
expect(result.toString(4)).toEqual('f(x) = 1.580 * e^(0.3912 * x)');
expect(result.toLaTeX(4)).toEqual('f(x) = 1.580e^{0.3912x}');
});

it('toJSON / load model', function () {
const regression = ExponentialRegression.load({
name: 'exponentialRegression',
A: -1,
B: 1
});

expect(regression.predict(1)).toEqual(0.36787944117144233);

const model = regression.toJSON();
expect(model).toEqual({
name: 'exponentialRegression',
A: -1,
B: 1
});
});
});
62 changes: 62 additions & 0 deletions src/index.js
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import BaseRegression, {maybeToPrecision} from 'ml-regression-base';
import SimpleLinearRegression from 'ml-regression-simple-linear';

export default class ExponentialRegression extends BaseRegression {
constructor(x, y) {
super();
if (x === true) {
this.A = y.A;
this.B = y.B;
} else {
const n = x.length;
if (n !== y.length) {
throw new RangeError('input and output array have a different length');
}

regress(this, x, y, n);
}
}

_predict(input) {
return this.B * Math.exp(input * this.A);
}

toJSON() {
return {
name: 'exponentialRegression',
A: this.A,
B: this.B
};
}

toString(precision) {
return 'f(x) = ' + maybeToPrecision(this.B, precision) + ' * e^(' + maybeToPrecision(this.A, precision) + ' * x)';
}

toLaTeX(precision) {
if (this.A >= 0) {
return 'f(x) = ' + maybeToPrecision(this.B, precision) + 'e^{' + maybeToPrecision(this.A, precision) + 'x}';
} else {
return 'f(x) = \\frac{' + maybeToPrecision(this.B, precision) + '}{e^{' + maybeToPrecision(-this.A, precision) + 'x}}';
}

}

static load(json) {
if (json.name !== 'exponentialRegression') {
throw new TypeError('not a exponential regression model');
}
return new ExponentialRegression(true, json);
}
}

function regress(er, x, y, n) {
const yl = new Array(n);
for (let i = 0; i < n; i++) {
yl[i] = Math.log(y[i]);
}

const linear = new SimpleLinearRegression(x, yl);
er.A = linear.slope;
er.B = Math.exp(linear.intercept);
}
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