add WILS model

Author: AndrosovAS

intvalpy/models/WILS.py

@@ -0,0 +1,38 @@
+import numpy as np
+
+from ..linear.Tol import Tol
+from ..linear.Uss import Uss
+from ..linear.Uni import Uni
+
+
+class WILS(object):
+
+    def init(self, alpha=0, beta=1):
+        self.alpha = alpha
+        self.beta = beta
+
+    def fit(self, X_train, y_train, weight=None, rec_func='Tol', **kwargs):
+        if weight is None:
+            weight = np.ones(len(y_train))
+
+        # делаем сглаживание
+        weight[0] = self.beta * weight[0]*(1 - self.alpha)
+        for k in range(1, len(weight)):
+            weight[k] = self.beta * (weight[k]*(1 - self.alpha) + self.alpha*weight[k-1])
+
+        if rec_func == 'Tol':
+            RecFunc = Tol
+        elif rec_func == 'Uni':
+            RecFunc = Uni
+        elif rec_func == 'Uss':
+            RecFunc = Uss
+
+        self.estimator = RecFunc.maximize(
+            X_train, 
+            y_train, 
+            weight=weight,
+            **kwargs
+        )
+
+    def predict(self, X_test):
+        return X_test @ self.estimator[0]