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Fixes #37
This adds support for regression models. However, the models produced by liblinear do not seem to be very good.
For example, the following example in scikit-learn:
prints
(meaning the linear coefficient was found pretty accurately)
Whereas, the following code
prints
with the current PR (meaning totally inaccurate linear coefficient). According to my investigation, this is what is indeed returned by liblinear. Scikit seems to use a different solver than liblinear, but I am not sure if that's the only issue.
Also:
linear_predict
is not really type-stable as the output type depends onsolver_type
. For one-class SVM, the output is a pair ofVector{String}
andVector{Float64}
. For regression models, it isVector{Float64}
andVector{Float64}
(I made it to return the same vector twice). For other models, it isVector{typeof(labels)}
andVector{Float64}
.