# Learning¶

class kxy.regression.learning.MaxEntRegressor

Regression model based on the maximum-entropy principle.

achievable_performance

Dataframe containing the highest performance that can be achieved. Requires the model to be fitted first.

fit(x_c, y, x_d=None, space='dual', categorical_encoding='two-split')

Solves the maximum-entropy problem on the API, in the background.

The resulting joint copula-uniform distribution $$(u_y, u_x)$$ is the cornerstone of inference.

Parameters: x_c ((n,) or (n, d) np.array) – Continuous inputs. x_d ((n,) or (n, d) np.array or None (default), optional) – Discrete inputs. y ((n,) np.array) – Labels. space (str, 'primal' | 'dual') – The space in which the maximum entropy problem is solved. When space='primal', the maximum entropy problem is solved in the original observation space, under Pearson covariance constraints, leading to the Gaussian copula. When space='dual', the maximum entropy problem is solved in the copula-uniform dual space, under Spearman rank correlation constraints. categorical_encoding (str, 'one-hot' | 'two-split' (default)) – The encoding method to use to represent categorical variables. See kxy.api.core.utils.one_hot_encoding and kxy.api.core.utils.two_split_encoding. a – Dataframe with columns: 'Achievable R^2': The highest $$R^2$$ that can be achieved by a regression model using provided inputs. 'Achievable Log-Likelihood Per Sample': The highest true log-likelihood per sample that can be achieved by a regression model using provided inputs. pandas.DataFrame
predict(x_c, x_d=None)

Calculates the posterior mean and posterior standard deviation of the copula-uniform representation of the output

$E(u_y|x= *) \text{ and } \sqrt{Var \left( u_y \vert x= * \right)}$

under the maximum-entropy distribution for the copula-uniform representations $$(u_y, u_x)$$, and infer predicted outputs.

Missing inputs are handled gracefully, and the posterior distribution is based on provided inputs.

Parameters: x_c ((n,d) np.array) – Test continuous inputs. Missing inputs, if any, should be represented as np.nan or None. x_d ((n, d) np.array or None (default), optional) – Test discrete inputs. Missing inputs, if any, should be represented as np.nan or None. Dictionary with keys: posterior_mean_u_y: The ndarray of the posterior mean of outputs encodings. posterior_std_u_y: The ndarray of the posterior std of outputs encodings. predicted_labels: The ndarray of predicted outputs corresponding to posterior_mean_u_y. dict