AbsoluteDualityGap.py 文件源码

def rho(self, points):
        """ Solves the goodness of fit.
        """
        assert self._solved, 'you need to solve first.'

        m, n = self.A.shape
        numer = [
            np.abs(np.dot(self.c, point) - np.dot(self.dual, self.b))
            for point in points
        ]
        numer = sum(numer)
        denom = 0
        for i in range(m):
            denomTerm = [
                np.abs(np.dot(self.A[i], point) - self.b[i]) / np.linalg.norm(
                    self.A[i].T, self.normalize_c) for point in points
            ]
            denom += sum(denomTerm)
        rho = 1 - numer / denom
        return rho[0, 0]