LMS最小均方误差算法

/* 
 * zx_lms.h 
 * 
 *  Created on: 2013-8-4 
 *      Author: monkeyzx 
 */  
  
#ifndef ZX_LMS_H_  
#define ZX_LMS_H_  
  
/* 
 * methods for @lms_st.method 
 */  
#define STOCHASTIC           (0x01)     /* 随机梯度下降 */  
#define BATCH                (0x02)     /* BATCH梯度下降 */  
  
struct lms_st {  
    short method;       /* 0/1 */  
    double *x;          /* features, x0,...,x[n-1] */  
    int n;              /* dimension of features */  
    double *y;          /* given output, y0,..,y[m-1] */  
    int m;              /* number of data set */  
    double *weight;     /* weighs that want to train by using LMS, w0,w1,..,w[n-1] */  
    double lrate;       /* learning rate */  
    double threshhold;  /* if error < threshold, stop iteration */  
    int max_iter;       /* if iter numbers > max_iter, stop iteration, 
                           if max_iter<0, then max_iter is unused */  
};  
  
extern void zx_lms(void);