1.12. Namespace Regularization

class Regularization

Khiva Regularization class containing different regularization methods.

Public Static Functions

static KhivaArray Khiva.Regularization.GroupBy(KhivaArray array, int aggregationFunction, int nColumnsKey = 1, int nColumnsValue = 1)

Group by operation in the input array using n_columns_key columns as group keys and n_columns_value columns as values.The data is expected to be sorted.The aggregation function determines the operation to aggregate the values.

Parameters

• array: Expects an input array whose dimension zero is the length of the time series(all the same) and dimension one indicates the number of time series.
• aggregationFunction: Function to be used in the aggregation. It receives an integer which indicates the function to be applied: { 0 : mean, 1 : median 2 : min, 3 : max, 4 : stdev, 5 : var, default : mean } /param>

  Return

  An array with the values of the group keys aggregated using the aggregation_function.

  Parameters

  • nColumnsKey: Number of columns conforming the key.
  • nColumnsValue: Number of columns conforming the value (they are expected to be consecutive to the column.