lars.hpp

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/*
 * Copyright (c) 2020-2022, NVIDIA CORPORATION.
 *
 * Licensed under the Apache License, Version 2.0 (the "License");
 * you may not use this file except in compliance with the License.
 * You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */
 
#pragma once
 
#include <raft/core/handle.hpp>
 
namespace ML {
namespace Solver {
namespace Lars {
 
template <typename math_t, typename idx_t>
void larsFit(const raft::handle_t& handle,
             math_t* X,
             idx_t n_rows,
             idx_t n_cols,
             const math_t* y,
             math_t* beta,
             idx_t* active_idx,
             math_t* alphas,
             idx_t* n_active,
             math_t* Gram,
             int max_iter,
             math_t* coef_path,
             int verbosity,
             idx_t ld_X,
             idx_t ld_G,
             math_t eps);
 
template <typename math_t, typename idx_t>
void larsPredict(const raft::handle_t& handle,
                 const math_t* X,
                 idx_t n_rows,
                 idx_t n_cols,
                 idx_t ld_X,
                 const math_t* beta,
                 idx_t n_active,
                 idx_t* active_idx,
                 math_t intercept,
                 math_t* preds);
};  // namespace Lars
};  // namespace Solver
};  // end namespace ML