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CCrossValidationMKLStorage Class Reference

Detailed Description

Class for storing MKL weights in every fold of cross-validation.

Definition at line 27 of file CrossValidationMKLStorage.h.

Inheritance diagram for CCrossValidationMKLStorage:
[legend]

Public Member Functions

 CCrossValidationMKLStorage ()
 
virtual ~CCrossValidationMKLStorage ()
 
virtual const char * get_name () const
 
virtual void update_trained_machine (CMachine *machine, const char *prefix="")
 
virtual SGMatrix< float64_t > get_mkl_weights ()
 
virtual void init_num_runs (index_t num_runs, const char *prefix="")
 
virtual void init_num_folds (index_t num_folds, const char *prefix="")
 
virtual void init_expose_labels (CLabels *labels)
 
virtual void post_init ()
 
virtual void update_run_index (index_t run_index, const char *prefix="")
 
virtual void update_fold_index (index_t fold_index, const char *prefix="")
 
virtual void update_train_indices (SGVector< index_t > indices, const char *prefix="")
 
virtual void update_test_indices (SGVector< index_t > indices, const char *prefix="")
 
virtual void update_test_result (CLabels *results, const char *prefix="")
 
virtual void update_test_true_result (CLabels *results, const char *prefix="")
 
virtual void post_update_results ()
 
virtual void update_evaluation_result (float64_t result, const char *prefix="")
 
virtual CSGObject * shallow_copy () const
 
virtual CSGObject * deep_copy () const
 
virtual bool is_generic (EPrimitiveType *generic) const
 
template<class T >
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
template<>
void set_generic ()
 
void unset_generic ()
 
virtual void print_serializable (const char *prefix="")
 
virtual bool save_serializable (CSerializableFile *file, const char *prefix="")
 
virtual bool load_serializable (CSerializableFile *file, const char *prefix="")
 
void set_global_io (SGIO *io)
 
SGIO * get_global_io ()
 
void set_global_parallel (Parallel *parallel)
 
Parallel * get_global_parallel ()
 
void set_global_version (Version *version)
 
Version * get_global_version ()
 
SGStringList< char > get_modelsel_names ()
 
void print_modsel_params ()
 
char * get_modsel_param_descr (const char *param_name)
 
index_t get_modsel_param_index (const char *param_name)
 
void build_gradient_parameter_dictionary (CMap< TParameter *, CSGObject * > *dict)
 
bool has (const std::string &name) const
 
template<typename T >
bool has (const Tag< T > &tag) const
 
template<typename T , typename U = void>
bool has (const std::string &name) const
 
template<typename T >
void set (const Tag< T > &_tag, const T &value)
 
template<typename T , typename U = void>
void set (const std::string &name, const T &value)
 
template<typename T >
T get (const Tag< T > &_tag) const
 
template<typename T , typename U = void>
T get (const std::string &name) const
 
virtual void update_parameter_hash ()
 
virtual bool parameter_hash_changed ()
 
virtual bool equals (CSGObject *other, float64_t accuracy=0.0, bool tolerant=false)
 
virtual CSGObject * clone ()
 

Public Attributes

SGIO * io
 
Parallel * parallel
 
Version * version
 
Parameter * m_parameters
 
Parameter * m_model_selection_parameters
 
Parameter * m_gradient_parameters
 
uint32_t m_hash
 

Protected Member Functions

virtual void load_serializable_pre () throw (ShogunException)
 
virtual void load_serializable_post () throw (ShogunException)
 
virtual void save_serializable_pre () throw (ShogunException)
 
virtual void save_serializable_post () throw (ShogunException)
 
template<typename T >
void register_param (Tag< T > &_tag, const T &value)
 
template<typename T >
void register_param (const std::string &name, const T &value)
 
bool clone_parameters (CSGObject *other)
 

Protected Attributes

SGMatrix< float64_t > m_mkl_weights
 
index_t m_current_run_index
 
index_t m_current_fold_index
 
index_t m_num_runs
 
index_t m_num_folds
 

Constructor & Destructor Documentation

CCrossValidationMKLStorage ( )

constructor

Definition at line 32 of file CrossValidationMKLStorage.h.

virtual ~CCrossValidationMKLStorage ( )
virtual

destructor

Definition at line 35 of file CrossValidationMKLStorage.h.

Member Function Documentation

void build_gradient_parameter_dictionary ( CMap< TParameter *, CSGObject * > *  dict)
inherited

Builds a dictionary of all parameters in SGObject as well of those of SGObjects that are parameters of this object. Dictionary maps parameters to the objects that own them.

Parameters
dictdictionary of parameters to be built.

Definition at line 630 of file SGObject.cpp.

CSGObject * clone ( )
virtualinherited

Creates a clone of the current object. This is done via recursively traversing all parameters, which corresponds to a deep copy. Calling equals on the cloned object always returns true although none of the memory of both objects overlaps.

Returns
an identical copy of the given object, which is disjoint in memory. NULL if the clone fails. Note that the returned object is SG_REF'ed

Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, CDynamicObjectArray, CAlphabet, and CMKL.

Definition at line 729 of file SGObject.cpp.

bool clone_parameters ( CSGObject *  other)
protectedinherited

Definition at line 754 of file SGObject.cpp.

CSGObject * deep_copy ( ) const
virtualinherited

A deep copy. All the instance variables will also be copied.

Definition at line 231 of file SGObject.cpp.

bool equals ( CSGObject *  other,
float64_t  accuracy = 0.0,
bool  tolerant = false 
)
virtualinherited

Recursively compares the current SGObject to another one. Compares all registered numerical parameters, recursion upon complex (SGObject) parameters. Does not compare pointers!

May be overwritten but please do with care! Should not be necessary in most cases.

Parameters
otherobject to compare with
accuracyaccuracy to use for comparison (optional)
tolerantallows linient check on float equality (within accuracy)
Returns
true if all parameters were equal, false if not

Definition at line 651 of file SGObject.cpp.

T get ( const Tag< T > &  _tag) const
inherited

Getter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.

Parameters
_tagname and type information of parameter
Returns
value of the parameter identified by the input tag

Definition at line 376 of file SGObject.h.

T get ( const std::string &  name) const
inherited

Getter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.

Parameters
namename of the parameter
Returns
value of the parameter corresponding to the input name and type

Definition at line 399 of file SGObject.h.

SGIO * get_global_io ( )
inherited

get the io object

Returns
io object

Definition at line 268 of file SGObject.cpp.

Parallel * get_global_parallel ( )
inherited

get the parallel object

Returns
parallel object

Definition at line 310 of file SGObject.cpp.

Version * get_global_version ( )
inherited

get the version object

Returns
version object

Definition at line 323 of file SGObject.cpp.

virtual SGMatrix<float64_t> get_mkl_weights ( )
virtual
Returns
mkl weights matrix, one set of weights per column, num_folds*num_runs columns, one fold after another

Definition at line 50 of file CrossValidationMKLStorage.h.

SGStringList< char > get_modelsel_names ( )
inherited
Returns
vector of names of all parameters which are registered for model selection

Definition at line 531 of file SGObject.cpp.

char * get_modsel_param_descr ( const char *  param_name)
inherited

Returns description of a given parameter string, if it exists. SG_ERROR otherwise

Parameters
param_namename of the parameter
Returns
description of the parameter

Definition at line 555 of file SGObject.cpp.

index_t get_modsel_param_index ( const char *  param_name)
inherited

Returns index of model selection parameter with provided index

Parameters
param_namename of model selection parameter
Returns
index of model selection parameter with provided name, -1 if there is no such

Definition at line 568 of file SGObject.cpp.

virtual const char* get_name ( ) const
virtual
Returns
name of SG_SERIALIZABLE

Implements CCrossValidationOutput.

Definition at line 38 of file CrossValidationMKLStorage.h.

bool has ( const std::string &  name) const
inherited

Checks if object has a class parameter identified by a name.

Parameters
namename of the parameter
Returns
true if the parameter exists with the input name

Definition at line 299 of file SGObject.h.

bool has ( const Tag< T > &  tag) const
inherited

Checks if object has a class parameter identified by a Tag.

Parameters
tagtag of the parameter containing name and type information
Returns
true if the parameter exists with the input tag

Definition at line 310 of file SGObject.h.

bool has ( const std::string &  name) const
inherited

Checks if a type exists for a class parameter identified by a name.

Parameters
namename of the parameter
Returns
true if the parameter exists with the input name and type

Definition at line 321 of file SGObject.h.

virtual void init_expose_labels ( CLabels *  labels)
virtualinherited

initially expose labels before usage

Parameters
labelslabels to expose to CV output

Reimplemented in CCrossValidationMulticlassStorage.

Definition at line 84 of file CrossValidationOutput.h.

virtual void init_num_folds ( index_t  num_folds,
const char *  prefix = "" 
)
virtualinherited

init number of folds (called once). saves them to local variable

Parameters
num_foldsnumber of folds that will be performed
prefixprefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 76 of file CrossValidationOutput.h.

virtual void init_num_runs ( index_t  num_runs,
const char *  prefix = "" 
)
virtualinherited

init number of runs (called once). saves them to local variable

Parameters
num_runsnumber of runs that will be performed
prefixprefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 67 of file CrossValidationOutput.h.

bool is_generic ( EPrimitiveType *  generic) const
virtualinherited

If the SGSerializable is a class template then TRUE will be returned and GENERIC is set to the type of the generic.

Parameters
genericset to the type of the generic if returning TRUE
Returns
TRUE if a class template.

Definition at line 329 of file SGObject.cpp.

bool load_serializable ( CSerializableFile *  file,
const char *  prefix = "" 
)
virtualinherited

Load this object from file. If it will fail (returning FALSE) then this object will contain inconsistent data and should not be used!

Parameters
filewhere to load from
prefixprefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 402 of file SGObject.cpp.

void load_serializable_post ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_POST is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel, CWeightedDegreePositionStringKernel, CList, CAlphabet, CLinearHMM, CGaussianKernel, CInverseMultiQuadricKernel, CCircularKernel, and CExponentialKernel.

Definition at line 459 of file SGObject.cpp.

void load_serializable_pre ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::LOAD_SERIALIZABLE_PRE is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 454 of file SGObject.cpp.

bool parameter_hash_changed ( )
virtualinherited
Returns
whether parameter combination has changed since last update

Definition at line 295 of file SGObject.cpp.

virtual void post_init ( )
virtualinherited

post init action (called once)

Reimplemented in CCrossValidationMulticlassStorage.

Definition at line 87 of file CrossValidationOutput.h.

virtual void post_update_results ( )
virtualinherited

post update test and true results

Reimplemented in CCrossValidationMulticlassStorage.

Definition at line 153 of file CrossValidationOutput.h.

void print_modsel_params ( )
inherited

prints all parameter registered for model selection and their type

Definition at line 507 of file SGObject.cpp.

void print_serializable ( const char *  prefix = "")
virtualinherited

prints registered parameters out

Parameters
prefixprefix for members

Definition at line 341 of file SGObject.cpp.

void register_param ( Tag< T > &  _tag,
const T &  value 
)
protectedinherited

Registers a class parameter which is identified by a tag. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.

Parameters
_tagname and type information of parameter
valuevalue of the parameter

Definition at line 450 of file SGObject.h.

void register_param ( const std::string &  name,
const T &  value 
)
protectedinherited

Registers a class parameter which is identified by a name. This enables the parameter to be modified by set() and retrieved by get(). Parameters can be registered in the constructor of the class.

Parameters
namename of the parameter
valuevalue of the parameter along with type information

Definition at line 463 of file SGObject.h.

bool save_serializable ( CSerializableFile *  file,
const char *  prefix = "" 
)
virtualinherited

Save this object to file.

Parameters
filewhere to save the object; will be closed during returning if PREFIX is an empty string.
prefixprefix for members
Returns
TRUE if done, otherwise FALSE

Definition at line 347 of file SGObject.cpp.

void save_serializable_post ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to post-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_POST is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel.

Definition at line 469 of file SGObject.cpp.

void save_serializable_pre ( )
throw (ShogunException
)
protectedvirtualinherited

Can (optionally) be overridden to pre-initialize some member variables which are not PARAMETER::ADD'ed. Make sure that at first the overridden method BASE_CLASS::SAVE_SERIALIZABLE_PRE is called.

Exceptions
ShogunExceptionwill be thrown if an error occurs.

Reimplemented in CKernel, CDynamicArray< T >, CDynamicArray< float64_t >, CDynamicArray< float32_t >, CDynamicArray< int32_t >, CDynamicArray< char >, CDynamicArray< bool >, and CDynamicObjectArray.

Definition at line 464 of file SGObject.cpp.

void set ( const Tag< T > &  _tag,
const T &  value 
)
inherited

Setter for a class parameter, identified by a Tag. Throws an exception if the class does not have such a parameter.

Parameters
_tagname and type information of parameter
valuevalue of the parameter

Definition at line 337 of file SGObject.h.

void set ( const std::string &  name,
const T &  value 
)
inherited

Setter for a class parameter, identified by a name. Throws an exception if the class does not have such a parameter.

Parameters
namename of the parameter
valuevalue of the parameter along with type information

Definition at line 363 of file SGObject.h.

void set_generic ( )
inherited

Definition at line 74 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 79 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 84 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 89 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 94 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 99 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 104 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 109 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 114 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 119 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 124 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 129 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 134 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 139 of file SGObject.cpp.

void set_generic ( )
inherited

Definition at line 144 of file SGObject.cpp.

void set_generic ( )
inherited

set generic type to T

void set_global_io ( SGIO *  io)
inherited

set the io object

Parameters
ioio object to use

Definition at line 261 of file SGObject.cpp.

void set_global_parallel ( Parallel *  parallel)
inherited

set the parallel object

Parameters
parallelparallel object to use

Definition at line 274 of file SGObject.cpp.

void set_global_version ( Version *  version)
inherited

set the version object

Parameters
versionversion object to use

Definition at line 316 of file SGObject.cpp.

CSGObject * shallow_copy ( ) const
virtualinherited

A shallow copy. All the SGObject instance variables will be simply assigned and SG_REF-ed.

Reimplemented in CGaussianKernel.

Definition at line 225 of file SGObject.cpp.

void unset_generic ( )
inherited

unset generic type

this has to be called in classes specializing a template class

Definition at line 336 of file SGObject.cpp.

virtual void update_evaluation_result ( float64_t  result,
const char *  prefix = "" 
)
virtualinherited

update evaluate result

Parameters
resultevaluation result
prefixprefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 160 of file CrossValidationOutput.h.

virtual void update_fold_index ( index_t  fold_index,
const char *  prefix = "" 
)
virtualinherited

update fold index (called every iteration). saves to local variable

Parameters
fold_indexindex of current run
prefixprefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 105 of file CrossValidationOutput.h.

void update_parameter_hash ( )
virtualinherited

Updates the hash of current parameter combination

Definition at line 281 of file SGObject.cpp.

virtual void update_run_index ( index_t  run_index,
const char *  prefix = "" 
)
virtualinherited

update run index (called every iteration). saves to local variable

Parameters
run_indexindex of current run
prefixprefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 94 of file CrossValidationOutput.h.

virtual void update_test_indices ( SGVector< index_t >  indices,
const char *  prefix = "" 
)
virtualinherited

update test indices

Parameters
indicesindices used for testing/validation
prefixprefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 124 of file CrossValidationOutput.h.

virtual void update_test_result ( CLabels *  results,
const char *  prefix = "" 
)
virtualinherited

update test result

Parameters
resultsresult labels for test/validation run
prefixprefix for output

Reimplemented in CCrossValidationMulticlassStorage, and CCrossValidationPrintOutput.

Definition at line 140 of file CrossValidationOutput.h.

virtual void update_test_true_result ( CLabels *  results,
const char *  prefix = "" 
)
virtualinherited

update test true result

Parameters
resultsground truth labels for test/validation run
prefixprefix for output

Reimplemented in CCrossValidationMulticlassStorage, and CCrossValidationPrintOutput.

Definition at line 148 of file CrossValidationOutput.h.

virtual void update_train_indices ( SGVector< index_t >  indices,
const char *  prefix = "" 
)
virtualinherited

update train indices

Parameters
indicesindices used for training
prefixprefix for output

Reimplemented in CCrossValidationPrintOutput.

Definition at line 116 of file CrossValidationOutput.h.

void update_trained_machine ( CMachine *  machine,
const char *  prefix = "" 
)
virtual

update trained machine. Here, stores MKL weights in local matrix

Parameters
machinetrained machine instance
prefixprefix for output

Reimplemented from CCrossValidationOutput.

Definition at line 18 of file CrossValidationMKLStorage.cpp.

Member Data Documentation

SGIO* io
inherited

io

Definition at line 558 of file SGObject.h.

index_t m_current_fold_index
protectedinherited

current fold index is written here

Definition at line 168 of file CrossValidationOutput.h.

index_t m_current_run_index
protectedinherited

current run index is written here

Definition at line 165 of file CrossValidationOutput.h.

Parameter* m_gradient_parameters
inherited

parameters wrt which we can compute gradients

Definition at line 573 of file SGObject.h.

uint32_t m_hash
inherited

Hash of parameter values

Definition at line 576 of file SGObject.h.

SGMatrix<float64_t> m_mkl_weights
protected

storage for MKL weights, one set per column num_kernel times num_folds*num_runs matrix where all folds of a runs are added one after another

Definition at line 56 of file CrossValidationMKLStorage.h.

Parameter* m_model_selection_parameters
inherited

model selection parameters

Definition at line 570 of file SGObject.h.

index_t m_num_folds
protectedinherited

number of folds is initialised here

Definition at line 174 of file CrossValidationOutput.h.

index_t m_num_runs
protectedinherited

number of runs is initialised here

Definition at line 171 of file CrossValidationOutput.h.

Parameter* m_parameters
inherited

parameters

Definition at line 567 of file SGObject.h.

Parallel* parallel
inherited

parallel

Definition at line 561 of file SGObject.h.

Version* version
inherited

version

Definition at line 564 of file SGObject.h.

The documentation for this class was generated from the following files:
SHOGUN Machine Learning Toolbox - Documentation