To avoid confusion of terms and notations, we make the following basic definitions:
- X: feature matrix
X = \begin{pmatrix} x_{11} & x_{12} & \dots & x_{1m} \\ x_{21} & x_{22} & \dots & x_{2m} \\ \vdots & \vdots & \dots & \vdots \\ v_{n1} & x_{n2} & \dots & x_{nm} \\ \end{pmatrix}
Here, each row denotes a sample (or an observation) x_i (i=1, \dots, n) or X_{i.} . Each column denotes a feature, X_{.j} (j = 1, \dots , p)
- Y: the label in supervised learning
Y = \begin{pmatrix} y_1\\ y_2\\ \vdots \\ y_n \\ \end{pmatrix}
We have y_i \in \mathcal{R} for regression problem, and y_i \in \mathcal{Z} for classification
- Training/Validation dataset: in XFL, we mainly use two types of dataset, one for training and the other for validation. We use the superscript "train", "val" to identify them. For example, X^{train}, X^{val} denote training dataset, validation dataset respectively.
Algorithm | Module | Description |
---|---|---|
:doc:`Local Normalization <./algos/LocalNormalization>` | local/normalization | normalize data |
:doc:`Local Standard Scaler <./algos/LocalStandardScaler>` | local/standard_scaler | standardize data |
:doc:`Local Data Split <./algos/LocalDataSplit>` | local/data_split | split data into train and validation set |
:doc:`Local Feature Preprocess <./algos/LocalFeaturePreprocess>` | local/feature_preprocess | feature preprocess |
:doc:`Local Data Statistic <./algos/LocalDataStatistic>` | local/data_statistic | data statistic |
:doc:`Horizontal Linear Regression <./algos/HorizontalLinearRegression>` | horizontal/linear_regression | two-party or multi-party horizontal linear regression |
:doc:`Horizontal Logistic Regression <./algos/HorizontalLogisticRegression>` | horizontal/logistic_regression | two-party or multi-party horizontal logistic regression |
:doc:`Horizontal Poisson Regression <./algos/HorizontalPoissonRegression>` | horizontal/poisson_regression | two-party or multi-party horizontal poisson regression |
:doc:`Horizontal ResNet <./algos/HorizontalResNet>` | horizontal/Resnet | two-party or multi-party horizontal ResNet |
:doc:`Horizontal DenseNet <./algos/HorizontalDenseNet>` | horizontal/Densenet | two-party or multi-party horizontal DenseNet |
:doc:`Horizontal VGG <./algos/HorizontalVGG>` | horizontal/Vgg | two-party or multi-party horizontal VGG |
:doc:`Horizontal Bert <./algos/HorizontalBert>` | horizontal/Bert | two-party or multi-party horizontal Bert |
:doc:`Vertical Binning Woe IV <./algos/VerticalBinningWoeIV>` | vertical/binning_woe_iv | calulate WoE and IV using equal-frequency binning or equal-width binning |
:doc:`Vertical Pearson <./algos/VerticalPearson>` | vertical/pearson | two-party or multi-party vertical Pearson correlation coefficient |
:doc:`Vertical Feature Selection <./algos/VerticalFeatureSelection>` | vertical/feature_selection | two-party or multi-party vertical feature selection |
:doc:`Vertical Logistic Regression <./algos/VerticalLogisticRegression>` | vertical/logistic_regression | two-party or multi-party vertical logistic regression |
:doc:`Vertical Linear Regression <./algos/VerticalLinearRegression>` | vertical/linear_regression | two-party or multi-party vertical linear regression |
:doc:`Vertical Poisson Regression <./algos/VerticalPoissonRegression>` | vertical/poisson_regression | two-party or multi-party vertical poisson regression |
:doc:`Vertical XGBoost <./algos/VerticalXgboost>` | vertical/xgboost | two-party or multi-party vertical xgboost |
:doc:`Vertical XGBoostDistributed <./algos/VerticalXgboostDistributed>` | vertical/xgboost_distributed | distributed two-party or multi-party vertical xgboost. |
:doc:`Vertical Kmeans <./algos/VerticalKMeans>` | vertical/kmeans | two-party or multi-party vertical kmeans |
:doc:`Vertical Sampler <./algos/VerticalSampler>` | vertical/sampler | two-party or multi-party vertical sampler |